bitunix-automated-crypto-trading 3.1.9__py3-none-any.whl → 3.2.1__py3-none-any.whl

bitunix_automated_crypto_trading/BitunixSignal.py

@@ -92,7 +92,7 @@ class BitunixSignal:
         self.lastTickerDataTime = time.time()
         
         #sqllite database connection
-        self.connection = sqlite3.connect("bitunix.db") 
+        self.connection = sqlite3.connect(self.settings.DATABASE) 
         
     async def update_settings(self, settings):
         self.settings = settings
@@ -260,7 +260,7 @@ class BitunixSignal:
             if self.settings.VERBOSE_LOGGING:
                 self.logger.info(f"GetTickerData: elapsed time {time.time()-start}")
             if self.settings.BENCHMARK:
-                self.connection = sqlite3.connect("bitunix.db") 
+                self.connection = sqlite3.connect(self.settings.DATABASE) 
                 self.cursor = self.connection.cursor()
                 self.cursor.execute("INSERT INTO benchmark (process_name, time) VALUES (?, ?)", ("GetTickerData", time.time()-start))
                 self.connection.commit()
@@ -398,7 +398,7 @@ class BitunixSignal:
                 self.notifications.add_notification("AutoTradeProcess or GetTickerData is not running")
                 os._exit(1) 
                 break
-            await asyncio.sleep(60*30)
+            await asyncio.sleep(300)
 
     async def GetportfolioData(self):
         start=time.time()
@@ -438,11 +438,17 @@ class BitunixSignal:
                         ask=self.positiondf['symbol'].map(lambda sym: self.tickerObjects.get(sym).get_ask()),
                         askcolor=self.positiondf['symbol'].map(lambda sym: self.tickerObjects.get(sym).askcolor)
                     )
-                    #self.positiondf['roi']= round((self.positiondf['last'].astype(float) * self.positiondf['qty'].astype(float) - \
-                    #                         self.positiondf['avgOpenPrice'].astype(float) * self.positiondf['qty'].astype(float)) / \
-                    #                         (self.positiondf['avgOpenPrice'].astype(float) * self.positiondf['qty'].astype(float) / (self.settings.LEVERAGE/100))  * 10000 , 2)   
                 except Exception as e:
                     pass
+
+                self.positiondf['markprice']= (self.positiondf['bid'] + self.positiondf['ask']) / 2
+                self.positiondf = self.positiondf.astype({"unrealizedPNL": float, "realizedPNL": float, "markprice": float, "last": float, "qty": float, "avgOpenPrice": float})
+                self.positiondf['ROI'] = self.positiondf.apply(
+                    lambda row: round((row['unrealizedPNL'] / (row['qty'] * row['avgOpenPrice'])) * 100 * self.settings.LEVERAGE,2), 
+                    axis=1
+                )
+                #print(self.positiondf[['symbol', 'ROI','markprice', 'qty', 'avgOpenPrice']].head())
+                
                 self.positiondf['charts'] = self.positiondf.apply(self.add_charts_button, axis=1)
                 self.positiondf['bitunix'] = self.positiondf.apply(self.add_bitunix_button, axis=1)
                 self.positiondf['action'] = self.positiondf.apply(self.add_close_button, axis=1)
@@ -499,6 +505,12 @@ class BitunixSignal:
             self.positionHistoryData = await self.bitunixApi.GetPositionHistoryData()
             if self.positionHistoryData and 'positionList' in self.positionHistoryData:
                 self.positionHistorydf = pd.DataFrame(self.positionHistoryData['positionList'], columns=["symbol", "side","realizedPNL", "ctime", "mtime","maxQty", "closePrice","fee", "funding"])
+                self.positionHistorydf = self.positionHistorydf.astype({"realizedPNL": float, "maxQty": float, "closePrice": float})
+                self.positionHistorydf['ROI'] = self.positionHistorydf.apply(
+                    lambda row: round((row['realizedPNL'] / (row['maxQty'] * row['closePrice'])) * 100 * self.settings.LEVERAGE,2), 
+                    axis=1
+                )
+                
                 self.positionHistorydf['ctime'] = pd.to_datetime(self.positionHistorydf['ctime'].astype(float), unit='ms').dt.tz_localize('UTC').dt.tz_convert(cst).dt.strftime('%Y-%m-%d %H:%M:%S')
                 self.positionHistorydf['mtime'] = pd.to_datetime(self.positionHistorydf['mtime'].astype(float), unit='ms').dt.tz_localize('UTC').dt.tz_convert(cst).dt.strftime('%Y-%m-%d %H:%M:%S')
                 self.positionHistorydf['charts'] = self.positionHistorydf.apply(self.add_charts_button, axis=1)
@@ -506,7 +518,7 @@ class BitunixSignal:
 
             else:
                 self.positionHistorydf = pd.DataFrame()
-            self.positionHistorydfStyle= self.positionHistorydfrenderer.render_html(self.positionHistorydf)
+            self.positionHistorydfStyle= self.positionHistorydfrenderer.render_html(self.positionHistorydf[["symbol", "side", "ROI", "realizedPNL", "ctime", "mtime", "maxQty", "closePrice", "fee", "funding",  "charts", "bitunix"]])
             
         except Exception as e:
             self.logger.info(f"Function: GetPositionHistoryData, {e}, {e.args}, {type(e).__name__}")
@@ -569,7 +581,7 @@ class BitunixSignal:
                              f"{period}_ema_open", f"{period}_ema_close", f"{period}_macd", f"{period}_bbm", f"{period}_rsi", f"{period}_trendline", f"{period}_candle_trend", f"{period}_open", f"{period}_close", f"{period}_high", f"{period}_low"]
                     columns2=["qty", "side", "unrealizedPNL", "realizedPNL", "ctime", "avgOpenPrice", "bid", "bidcolor", "last", "lastcolor", "ask", "askcolor", "charts", "bitunix", "action", "add", "reduce"]
                     if set(columns).issubset(self.signaldf_full.columns) and set(columns2).issubset(self.positiondf.columns):
-                        columnOrder= ['symbol', "side",  "unrealizedPNL", "realizedPNL", f"{period}_trend", f"{period}_cb", f"{period}_barcolor", 
+                        columnOrder= ['symbol', "side", "ROI", "unrealizedPNL", "realizedPNL", f"{period}_trend", f"{period}_cb", f"{period}_barcolor", 
                                       f"{period}_bos",
                                       f"{period}_ema_open", f"{period}_ema_close", f"{period}_macd", f"{period}_bbm", f"{period}_rsi", f"{period}_trendline", f"{period}_adx", f"{period}_candle_trend", f"{period}_open", f"{period}_close", f"{period}_high", f"{period}_low", "qty", "ctime", "avgOpenPrice", "bid", "bidcolor", "last", "lastcolor", "ask", "askcolor", "charts", "bitunix", "action", "add", "reduce"]                
                         self.positiondf2 = pd.merge(self.positiondf, self.signaldf_full[["symbol", f"{period}_open", f"{period}_close", f"{period}_high", f"{period}_low", 
@@ -714,13 +726,13 @@ class BitunixSignal:
                             
                         if select and int(self.settings.MAX_AUTO_TRADES)!=0:
                         
-                            # check take portit or accept loss
+                            # check take profit amount or accept loss amount
                             if float(self.settings.LOSS_AMOUNT) > 0 and total_pnl < -float(self.settings.LOSS_AMOUNT):
                                 last, bid, ask, mtv = await self.GetTickerBidLastAsk(row.symbol)
                                 price = (ask if row['side'] == "BUY" else bid if row['side'] == "SELL" else last) if bid<=last<=ask else last
 
                                 self.notifications.add_notification(
-                                    f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to stop loss for {row.symbol} with {row.qty} qty @ {price})'
+                                    f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to stop loss amount for {row.symbol} with {row.qty} qty @ {price})'
                                 )
                                 datajs = await self.bitunixApi.PlaceOrder(
                                     positionId=row.positionId,
@@ -737,7 +749,42 @@ class BitunixSignal:
                                 price = (ask if row['side'] == "BUY" else bid if row['side'] == "SELL" else last) if bid<=last<=ask else last
 
                                 self.notifications.add_notification(
-                                    f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position  due to take profit for {row.symbol} with {row.qty} qty @ {price})'
+                                    f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position  due to take profit amount for {row.symbol} with {row.qty} qty @ {price})'
+                                )
+                                datajs = await self.bitunixApi.PlaceOrder(
+                                    positionId=row.positionId,
+                                    ticker=row.symbol,
+                                    qty=row.qty,
+                                    price=price,
+                                    side=row.side,
+                                    tradeSide="CLOSE"
+                                )
+                                continue
+
+                            # check take profit percentage or accept loss percentage
+                            if float(self.settings.LOSS_PERCENTAGE) > 0 and row['ROI'] < -float(self.settings.LOSS_PERCENTAGE):
+                                last, bid, ask, mtv = await self.GetTickerBidLastAsk(row.symbol)
+                                price = (ask if row['side'] == "BUY" else bid if row['side'] == "SELL" else last) if bid<=last<=ask else last
+
+                                self.notifications.add_notification(
+                                    f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to stop loss percentage for {row.symbol} with {row.qty} qty @ {price})'
+                                )
+                                datajs = await self.bitunixApi.PlaceOrder(
+                                    positionId=row.positionId,
+                                    ticker=row.symbol,
+                                    qty=row.qty,
+                                    price=price,
+                                    side=row.side,
+                                    tradeSide="CLOSE"
+                                )
+                                continue
+
+                            if float(self.settings.PROFIT_PERCENTAGE) > 0 and row['ROI'] > float(self.settings.PROFIT_PERCENTAGE):
+                                last, bid, ask, mtv = await self.GetTickerBidLastAsk(row.symbol)
+                                price = (ask if row['side'] == "BUY" else bid if row['side'] == "SELL" else last) if bid<=last<=ask else last
+
+                                self.notifications.add_notification(
+                                    f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position  due to take profit percentage for {row.symbol} with {row.qty} qty @ {price})'
                                 )
                                 datajs = await self.bitunixApi.PlaceOrder(
                                     positionId=row.positionId,
@@ -888,12 +935,12 @@ class BitunixSignal:
 
                             # BOS
                             if self.settings.BOS_STUDY and self.settings.BOS_CHECK_ON_CLOSE: 
-                                if row.side == 'BUY' and self.signaldf_full.at[row.symbol, f'{period}_bos'] == "SELL" and total_pnl>0:
+                                if row.side == 'BUY' and self.signaldf_full.at[row.symbol, f'{period}_bos'] == "SELL" and total_pnl < 0:
                                     last, bid, ask, mtv = await self.GetTickerBidLastAsk(row.symbol)
                                     price = (ask if row['side'] == "BUY" else bid if row['side'] == "SELL" else last) if bid<=last<=ask else last
 
                                     self.notifications.add_notification(
-                                        f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to {period} bos for {row.symbol} with {row.qty} qty @ {price})'
+                                        f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to {period} bos revrsal for {row.symbol} with {row.qty} qty @ {price})'
                                     )
                                     datajs = await self.bitunixApi.PlaceOrder(
                                         positionId=row.positionId,
@@ -905,11 +952,11 @@ class BitunixSignal:
                                     )
                                     continue
 
-                                if row.side == 'SELL' and self.signaldf_full.at[row.symbol, f'{period}_bos'] == "BUY" and total_pnl>0:
+                                if row.side == 'SELL' and self.signaldf_full.at[row.symbol, f'{period}_bos'] == "BUY" and total_pnl <0:
                                     last, bid, ask, mtv = await self.GetTickerBidLastAsk(row.symbol)
                                     price = (ask if row['side'] == "BUY" else bid if row['side'] == "SELL" else last) if bid<=last<=ask else last
                                     self.notifications.add_notification(
-                                        f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to {period} bos for {row.symbol} with {row.qty} qty @ {price})'
+                                        f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to {period} bos reversal for {row.symbol} with {row.qty} qty @ {price})'
                                     )
                                     datajs = await self.bitunixApi.PlaceOrder(
                                         positionId=row.positionId,
@@ -923,12 +970,12 @@ class BitunixSignal:
 
                             # TrendLine
                             if self.settings.TRENDLINE_STUDY and self.settings.TRENDLINE_CHECK_ON_CLOSE: 
-                                if row.side == 'BUY' and self.signaldf_full.at[row.symbol, f'{period}_trendline'] == "SELL" and total_pnl>0:
+                                if row.side == 'BUY' and self.signaldf_full.at[row.symbol, f'{period}_trendline'] == "SELL" and total_pnl < 0:
                                     last, bid, ask, mtv = await self.GetTickerBidLastAsk(row.symbol)
                                     price = (ask if row['side'] == "BUY" else bid if row['side'] == "SELL" else last) if bid<=last<=ask else last
 
                                     self.notifications.add_notification(
-                                        f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to {period} trendline for {row.symbol} with {row.qty} qty @ {price})'
+                                        f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to {period} trendline reversalfor {row.symbol} with {row.qty} qty @ {price})'
                                     )
                                     datajs = await self.bitunixApi.PlaceOrder(
                                         positionId=row.positionId,
@@ -940,11 +987,11 @@ class BitunixSignal:
                                     )
                                     continue
 
-                                if row.side == 'SELL' and self.signaldf_full.at[row.symbol, f'{period}_trendline'] == "BUY" and total_pnl>0:
+                                if row.side == 'SELL' and self.signaldf_full.at[row.symbol, f'{period}_trendline'] == "BUY" and total_pnl < 0:
                                     last, bid, ask, mtv = await self.GetTickerBidLastAsk(row.symbol)
                                     price = (ask if row['side'] == "BUY" else bid if row['side'] == "SELL" else last) if bid<=last<=ask else last
                                     self.notifications.add_notification(
-                                        f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to {period} trendline for {row.symbol} with {row.qty} qty @ {price})'
+                                        f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to {period} trendline reversal for {row.symbol} with {row.qty} qty @ {price})'
                                     )
                                     datajs = await self.bitunixApi.PlaceOrder(
                                         positionId=row.positionId,
@@ -992,7 +1039,7 @@ class BitunixSignal:
 
                             # candle reversed
                             if self.settings.CANDLE_TREND_STUDY and self.settings.CANDLE_TREND_REVERSAL_CHECK_ON_CLOSE:
-                                if row.side == 'BUY' and self.signaldf_full.at[row.symbol, f'{period}_barcolor'] == self.red and self.signaldf_full.at[row.symbol, f'{period}_cb'] > 1 and self.signaldf_full.at[row.symbol, f'{period}_candle_trend'] == "BULLISH":
+                                if row.side == 'BUY' and self.signaldf_full.at[row.symbol, f'{period}_barcolor'] == self.red and self.signaldf_full.at[row.symbol, f'{period}_cb'] > 1 and self.signaldf_full.at[row.symbol, f'{period}_candle_trend'] == "BULLISH" and total_pnl < 0:
                                     last, bid, ask, mtv = await self.GetTickerBidLastAsk(row.symbol)
                                     price = (ask if row['side'] == "BUY" else bid if row['side'] == "SELL" else last) if bid<=last<=ask else last
 
@@ -1009,7 +1056,7 @@ class BitunixSignal:
                                     )
                                     continue
 
-                                if row.side == 'SELL' and self.signaldf_full.at[row.symbol, f'{period}_barcolor'] == self.green and self.signaldf_full.at[row.symbol, f'{period}_cb'] > 1 and self.signaldf_full.at[row.symbol, f'{period}_candle_trend'] == "BULLISH":
+                                if row.side == 'SELL' and self.signaldf_full.at[row.symbol, f'{period}_barcolor'] == self.green and self.signaldf_full.at[row.symbol, f'{period}_cb'] > 1 and self.signaldf_full.at[row.symbol, f'{period}_candle_trend'] == "BULLISH" and total_pnl < 0:
                                     last, bid, ask, mtv = await self.GetTickerBidLastAsk(row.symbol)
                                     price = (ask if row['side'] == "BUY" else bid if row['side'] == "SELL" else last) if bid<=last<=ask else last
 
@@ -1038,7 +1085,7 @@ class BitunixSignal:
         if self.settings.VERBOSE_LOGGING:
             self.logger.info(f"AutoTradeProcess: elapsed time {time.time()-start}")
         if self.settings.BENCHMARK:
-            self.connection = sqlite3.connect("bitunix.db") 
+            self.connection = sqlite3.connect(self.settings.DATABASE) 
             self.cursor = self.connection.cursor()
             self.cursor.execute("INSERT INTO benchmark (process_name, time) VALUES (?, ?)", ("AutoTradeProcess", time.time()-start))
             self.connection.commit()

bitunix_automated_crypto_trading/TickerManager.py

@@ -87,13 +87,17 @@ class Interval:
                     df['ma_slow_angle'] = np.degrees(np.arctan(df['ma_slow_slope']))    
                     df.fillna({'ma_slow_slope':0}, inplace=True)
                     df.fillna({'ma_slow_angle':0}, inplace=True)  
+                    
+                    df['ma_spread'] = (df['ma_fast'] - df['ma_slow']).diff()
+                    df.fillna({'ma_spread':0}, inplace=True)
+                    df.fillna({'ma_spread':0}, inplace=True)  
                 
                     if self.settings.EMA_CROSSING:
                         if df is not None and len(df) >= 2:
-                            if df['ma_medium'].iloc[-2] <= df['ma_slow'].iloc[-2] and df['ma_medium'].iloc[-1] > df['ma_slow'].iloc[-1]:
+                            if df['ma_medium'].iloc[-2] <= df['ma_slow'].iloc[-2] and df['ma_medium'].iloc[-1] > df['ma_slow'].iloc[-1] and df['ma_spread'].iloc[-1] > 0:   
                                 self.ema_open_signal = "BUY"
                                 self.ema_close_signal = "BUY"
-                            elif df['ma_medium'].iloc[-2] >= df['ma_slow'].iloc[-2] and df['ma_medium'].iloc[-1] < df['ma_slow'].iloc[-1]:
+                            elif df['ma_medium'].iloc[-2] >= df['ma_slow'].iloc[-2] and df['ma_medium'].iloc[-1] < df['ma_slow'].iloc[-1] and df['ma_spread'].iloc[-1] > 0:
                                 self.ema_open_signal = "SELL"
                                 self.ema_close_signal = "SELL"
                             else:
@@ -101,18 +105,18 @@ class Interval:
                                 self.ema_close_signal = "HOLD"
 
                             if self.settings.EMA_CLOSE_ON_FAST_MEDIUM:
-                                if df['ma_fast'].iloc[-2] <= df['ma_medium'].iloc[-2] and df['ma_fast'].iloc[-1] > df['ma_medium'].iloc[-1]:
+                                if df['ma_fast'].iloc[-2] <= df['ma_medium'].iloc[-2] and df['ma_fast'].iloc[-1] > df['ma_medium'].iloc[-1] and df['ma_spread'].iloc[-1] > 0:
                                     self.ema_close_signal = "BUY"
-                                elif df['ma_fast'].iloc[-2] >= df['ma_medium'].iloc[-2] and df['ma_fast'].iloc[-1] < df['ma_medium'].iloc[-1]:
+                                elif df['ma_fast'].iloc[-2] >= df['ma_medium'].iloc[-2] and df['ma_fast'].iloc[-1] < df['ma_medium'].iloc[-1] and df['ma_spread'].iloc[-1] > 0:
                                     self.ema_close_signal = "SELL"
                                 else:
                                     self.ema_close_signal = "HOLD"
                     else:
                         if df is not None and len(df) >= 1:
-                            if df['close'].iloc[-1] > df['ma_medium'].iloc[-1] and df['ma_medium'].iloc[-1] > df['ma_slow'].iloc[-1]:
+                            if df['close'].iloc[-1] > df['ma_medium'].iloc[-1] and df['ma_medium'].iloc[-1] > df['ma_slow'].iloc[-1] and df['ma_spread'].iloc[-1] > 0:
                                 self.ema_open_signal = "BUY"
                                 self.ema_close_signal = "BUY"
-                            elif df['close'].iloc[-1] < df['ma_medium'].iloc[-1] and df['ma_medium'].iloc[-1] < df['ma_slow'].iloc[-1]:
+                            elif df['close'].iloc[-1] < df['ma_medium'].iloc[-1] and df['ma_medium'].iloc[-1] < df['ma_slow'].iloc[-1] and df['ma_spread'].iloc[-1] > 0:
                                 self.ema_open_signal = "SELL"
                                 self.ema_close_signal = "SELL"
                             else:
@@ -120,9 +124,9 @@ class Interval:
                                 self.ema_close_signal = "HOLD"
 
                             if self.settings.EMA_CLOSE_ON_FAST_MEDIUM:
-                                if df['close'].iloc[-1] > df['ma_fast'].iloc[-1] and df['ma_fast'].iloc[-1] > df['ma_medium'].iloc[-1]:
+                                if df['close'].iloc[-1] > df['ma_fast'].iloc[-1] and df['ma_fast'].iloc[-1] > df['ma_medium'].iloc[-1] and df['ma_spread'].iloc[-1] > 0:
                                     self.ema_close_signal = "BUY"
-                                elif df['close'].iloc[-1] < df['ma_fast'].iloc[-1] and df['ma_fast'].iloc[-1] < df['ma_medium'].iloc[-1]:
+                                elif df['close'].iloc[-1] < df['ma_fast'].iloc[-1] and df['ma_fast'].iloc[-1] < df['ma_medium'].iloc[-1] and df['ma_spread'].iloc[-1] > 0:
                                     self.ema_close_signal = "SELL"
                                 else:
                                     self.ema_close_signal = "HOLD"
@@ -740,7 +744,6 @@ class Tickers:
                             f"{period}_cb": intervalObj.signal_strength,
                             f"{period}_barcolor": lastcandle['barcolor'],
                             f"{period}_ema_open": intervalObj.ema_open_signal,
-                            f"{period}_ema_open": intervalObj.ema_open_signal,
                             f"{period}_ema_close": intervalObj.ema_close_signal,
                             f"{period}_macd":intervalObj.macd_signal,
                             f"{period}_bbm":intervalObj.bbm_signal,

bitunix_automated_crypto_trading/bitunix.py

@@ -9,6 +9,7 @@ import time
 from datetime import datetime
 import pytz
 from pathlib import Path
+import re
 
 
 from ThreadManager import ThreadManager
@@ -63,14 +64,17 @@ HOST = os.getenv('HOST')
 
 logger = Logger(__name__, LOG_FILE).get_logger()
 
-#logger.info(f"secret: {SECRET}, api_key: {API_KEY}, secret_key: {SECRET_KEY}, password: {PASSWORD}, host: {HOST}, port: {port}, config_file: {config_file}")
-
+def get_version():
+    version_file = os.path.abspath("bitunix_automated_crypto_trading/version.py")
+    with open(version_file) as f:
+        return re.search(r'__version__ = "(.*?)"', f.read()).group(1)
+    
 class bitunix():
     def __init__(self, password, api_key, secret_key, settings, logger):
         self.screen_refresh_interval =settings.SCREEN_REFRESH_INTERVAL
         self.logger=logger
         self.autoTrade=settings.AUTOTRADE
-
+        self.settings = settings
         self.threadManager = ThreadManager()
         self.notifications = NotificationManager(logger)
         self.bitunixApi = BitunixApi(api_key, secret_key, settings, self.logger)
@@ -80,7 +84,7 @@ class bitunix():
         self.DB = {"admin": {"password": password}}
 
         #sqllite database connection
-        self.connection = sqlite3.connect("bitunix.db") 
+        self.connection = sqlite3.connect(self.settings.DATABASE) 
         #create table if not exist
         self.cursor = self.connection.cursor()
         #create benchmark table
@@ -88,6 +92,7 @@ class bitunix():
         
     async def update_settings(self, settings):
         self.settings = settings
+        self.settings.DATABASE = CONFIG_FILE.replace(".txt", ".db")
         await self.bitunixSignal.update_settings(settings)
         await self.bitunixApi.update_settings(settings)
 
@@ -210,8 +215,10 @@ async def read_root(request: Request):
 
 #when main page requested
 @app.get("/main", response_class=HTMLResponse)
-async def main_page(request: Request,  user=Depends(login_manager)):
-    return templates.TemplateResponse({"request": request, "user": user}, "main.html")
+async def main_page(request: Request, user=Depends(login_manager)):
+    version = get_version()
+    return templates.TemplateResponse("main.html", {"request": request, "user": user, "version": version})
+
 
 #when main page opened
 @app.websocket("/wsmain")
@@ -629,6 +636,7 @@ def main():
     
     #load config variables using setting class in config.py validating using pydantic
     settings = Settings()
+    settings.DATABASE = CONFIG_FILE.replace(".txt", ".db")
 
     bitunix = bitunix(PASSWORD, API_KEY, SECRET_KEY, settings, logger)
     bitunix.bitunixSignal.notifications.add_notification(f"Starting auto trade on port {port} using {env_file} and {config_file} ....................")

bitunix_automated_crypto_trading/config.py

@@ -17,6 +17,8 @@ class Settings(BaseSettings):
     LEVERAGE: int = Field(default=20, ge=1, le=100)
     ORDER_AMOUNT_PERCENTAGE: float = Field(default=0.01, ge=0.0, le=100)
     MAX_AUTO_TRADES: int = Field(default=10, ge=0)
+    PROFIT_PERCENTAGE: float = Field(default=25, ge=0.0)
+    LOSS_PERCENTAGE: float = Field(default=50, ge=0.0)
     PROFIT_AMOUNT: float = Field(default=0.25, ge=0.0)
     LOSS_AMOUNT: float = Field(default=5.0, ge=0.0)
     OPTION_MOVING_AVERAGE: str = Field(default="1h")
@@ -106,6 +108,10 @@ class Settings(BaseSettings):
 
     # Benchmark
     BENCHMARK: bool = Field(default=False)
+    
+    #DB
+    DATABASE: str = Field(default="bitunix.db")
+    
 
     class Config:
         # Specify the file name for loading environment variables

bitunix_automated_crypto_trading/version.py

@@ -0,0 +1 @@
+__version__ = "3.2.1"

{bitunix_automated_crypto_trading-3.1.9.dist-info → bitunix_automated_crypto_trading-3.2.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: bitunix_automated_crypto_trading
-Version: 3.1.9
+Version: 3.2.1
 Summary: Bitunix Futures Auto Trading Platform
 Home-page: https://github.com/tcj2001/bitunix-automated-crypto-trading
 Author: tcj2001

{bitunix_automated_crypto_trading-3.1.9.dist-info → bitunix_automated_crypto_trading-3.2.1.dist-info}/RECORD

@@ -1,18 +1,19 @@
 bitunix_automated_crypto_trading/AsyncThreadRunner.py,sha256=bNIM_1xRYQOFEsIn74EX6qVpC59-GMhhr2CeiPr_GWg,3253
 bitunix_automated_crypto_trading/BitunixApi.py,sha256=udgBwbWowf7v46jVVyfs-VjeNh9ajnghTiJf70lvn5w,11269
-bitunix_automated_crypto_trading/BitunixSignal.py,sha256=hZvu1FKhdHqESIUmDMMlVdnxsROnJHTMCfGSitrXNiM,70882
+bitunix_automated_crypto_trading/BitunixSignal.py,sha256=3b0uhMzvB30QM5WqqLAF0wRNC5d5GzYtqE35petfVs8,74081
 bitunix_automated_crypto_trading/BitunixWebSocket.py,sha256=-_7wRAZxJXG63joBq2k3TUC4qd06v7Miki-LGVtNIDk,11234
 bitunix_automated_crypto_trading/DataFrameHtmlRenderer.py,sha256=Pqdzhh_nfIxFEZH9L_R5QXB8moDPbgeTGT_hmBkHWMg,2899
 bitunix_automated_crypto_trading/NotificationManager.py,sha256=exs6REABBA1omTeTGuUuECzxs5dGqdyL7oI8WyxS6Xc,798
 bitunix_automated_crypto_trading/SupportResistance.py,sha256=x_to4M4OHg0h8o40DXDBa4E_5io-y2Lb5qo2VzFnu_8,5765
 bitunix_automated_crypto_trading/ThreadManager.py,sha256=Lw5_1EIT0m3AFSv5CIMpnjtA0DnNw2qQ6JtSpT34LyM,2349
-bitunix_automated_crypto_trading/TickerManager.py,sha256=B9HlgvBLIZ2skBCEojY0M0BS5ZvZR2rw4l25LhuTt1o,42307
+bitunix_automated_crypto_trading/TickerManager.py,sha256=xzFzH1qDxCGi2bNji1fO8t7WM971RtN-HsUTWxTn7Ic,42717
 bitunix_automated_crypto_trading/__init__.py,sha256=1hzk6nX8NnUCr1tsq8oFq1qGCNhNwnwldWE75641Eew,78
-bitunix_automated_crypto_trading/bitunix.py,sha256=wEzJpa1Gv84tYJK1iV-kQVezbn1TxJuAk-CY7kwKShM,26887
-bitunix_automated_crypto_trading/config.py,sha256=cdbPFRNbDPw2mxEKL4asffVtfUcq_zM0zTVqY0o3Hg4,5300
+bitunix_automated_crypto_trading/bitunix.py,sha256=JGjPiFbk5HIuCFGyMhpqCIKKD2MXrpoxTXPvzLyBJ7A,27165
+bitunix_automated_crypto_trading/config.py,sha256=H9iMKzibh295kQrf4RG66hv7_zF_x8Dvp7uCnFU7Voo,5478
 bitunix_automated_crypto_trading/logger.py,sha256=NHnA5JZdUFkTAhB7i-1iCAwrdf1fxhDuRvJUkbKPi9Y,2923
-bitunix_automated_crypto_trading-3.1.9.dist-info/METADATA,sha256=WKb5fZi1xjoXmcX8IErXwTlpVcfTSMHF7GDqAQVyovw,996
-bitunix_automated_crypto_trading-3.1.9.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-bitunix_automated_crypto_trading-3.1.9.dist-info/entry_points.txt,sha256=UXREYHuSl2XYd_tOtLIq0zg3d1kX3lixX5SpN8yGBw4,82
-bitunix_automated_crypto_trading-3.1.9.dist-info/top_level.txt,sha256=uyFzHUCOsp8elnG2Ovor6xXcf7dxRxY-C-Txiwix64Q,33
-bitunix_automated_crypto_trading-3.1.9.dist-info/RECORD,,
+bitunix_automated_crypto_trading/version.py,sha256=J63pT2dn-L7FddRjqXZQu2HME4y81dMpl-G5zJhSIHY,21
+bitunix_automated_crypto_trading-3.2.1.dist-info/METADATA,sha256=aYyn_BCMcYWCbjHvm3kSheeZVJK0G_o9I_Dvi8nx5QM,996
+bitunix_automated_crypto_trading-3.2.1.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+bitunix_automated_crypto_trading-3.2.1.dist-info/entry_points.txt,sha256=UXREYHuSl2XYd_tOtLIq0zg3d1kX3lixX5SpN8yGBw4,82
+bitunix_automated_crypto_trading-3.2.1.dist-info/top_level.txt,sha256=uyFzHUCOsp8elnG2Ovor6xXcf7dxRxY-C-Txiwix64Q,33
+bitunix_automated_crypto_trading-3.2.1.dist-info/RECORD,,