bitunix-automated-crypto-trading 3.3.1__py3-none-any.whl → 3.3.2__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- bitunix_automated_crypto_trading/BitunixApi.py +8 -8
- bitunix_automated_crypto_trading/BitunixSignal.py +84 -11
- bitunix_automated_crypto_trading/config.py +5 -2
- bitunix_automated_crypto_trading/version.py +1 -1
- {bitunix_automated_crypto_trading-3.3.1.dist-info → bitunix_automated_crypto_trading-3.3.2.dist-info}/METADATA +1 -1
- {bitunix_automated_crypto_trading-3.3.1.dist-info → bitunix_automated_crypto_trading-3.3.2.dist-info}/RECORD +9 -9
- {bitunix_automated_crypto_trading-3.3.1.dist-info → bitunix_automated_crypto_trading-3.3.2.dist-info}/WHEEL +0 -0
- {bitunix_automated_crypto_trading-3.3.1.dist-info → bitunix_automated_crypto_trading-3.3.2.dist-info}/entry_points.txt +0 -0
- {bitunix_automated_crypto_trading-3.3.1.dist-info → bitunix_automated_crypto_trading-3.3.2.dist-info}/top_level.txt +0 -0
|
@@ -143,8 +143,8 @@ class BitunixApi:
|
|
|
143
143
|
"symbol": ticker,
|
|
144
144
|
"tradeSide":tradeSide,
|
|
145
145
|
"slPrice": slPrice,
|
|
146
|
-
"slStopType": self.settings.
|
|
147
|
-
"slOrderType": self.settings.
|
|
146
|
+
"slStopType": self.settings.STOP_LOSS_PRICE_TYPE,
|
|
147
|
+
"slOrderType": self.settings.STOP_LOSS_ORDER_TYPE,
|
|
148
148
|
"slOrderPrice": slOrderPrice,
|
|
149
149
|
"positionId":positionId
|
|
150
150
|
}
|
|
@@ -158,8 +158,8 @@ class BitunixApi:
|
|
|
158
158
|
"symbol": ticker,
|
|
159
159
|
"tradeSide":tradeSide,
|
|
160
160
|
"tpPrice": tpPrice,
|
|
161
|
-
"tpStopType": self.settings.
|
|
162
|
-
"tpOrderType": self.settings.
|
|
161
|
+
"tpStopType": self.settings.TAKE_PROFIT_PRICE_TYPE,
|
|
162
|
+
"tpOrderType": self.settings.TAKE_PROFIT_ORDER_TYPE,
|
|
163
163
|
"tpOrderPrice":tpOrderPrice,
|
|
164
164
|
"positionId":positionId
|
|
165
165
|
}
|
|
@@ -173,12 +173,12 @@ class BitunixApi:
|
|
|
173
173
|
"symbol": ticker,
|
|
174
174
|
"tradeSide":tradeSide,
|
|
175
175
|
"tpPrice": tpPrice,
|
|
176
|
-
"tpStopType": self.settings.
|
|
177
|
-
"tpOrderType": self.settings.
|
|
176
|
+
"tpStopType": self.settings.TAKE_PROFIT_PRICE_TYPE,
|
|
177
|
+
"tpOrderType": self.settings.TAKE_PROFIT_ORDER_TYPE,
|
|
178
178
|
"tpOrderPrice":tpOrderPrice,
|
|
179
179
|
"slPrice": slPrice,
|
|
180
|
-
"slStopType": self.settings.
|
|
181
|
-
"slOrderType": self.settings.
|
|
180
|
+
"slStopType": self.settings.STOP_LOSS_PRICE_TYPE,
|
|
181
|
+
"slOrderType": self.settings.STOP_LOSS_ORDER_TYPE,
|
|
182
182
|
"slOrderPrice": slOrderPrice,
|
|
183
183
|
"positionId":positionId
|
|
184
184
|
}
|
|
@@ -716,7 +716,7 @@ class BitunixSignal:
|
|
|
716
716
|
#open position upto a max of max_auto_trades from the signal list
|
|
717
717
|
df=self.signaldf.copy(deep=False)
|
|
718
718
|
for index, row in df.iterrows():
|
|
719
|
-
await asyncio.sleep(
|
|
719
|
+
await asyncio.sleep(0.1) # Allow other tasks to run
|
|
720
720
|
data=None
|
|
721
721
|
# Calculate the duration in minutes since the position was opened
|
|
722
722
|
data = await self.bitunixApi.GetPositionHistoryData({'symbol': row['symbol']})
|
|
@@ -749,7 +749,7 @@ class BitunixSignal:
|
|
|
749
749
|
tpPrice=0
|
|
750
750
|
tpOrderPrice=0
|
|
751
751
|
if self.settings.PROFIT_AMOUNT > 0:
|
|
752
|
-
tpPrice =
|
|
752
|
+
tpPrice = price + float(self.settings.PROFIT_AMOUNT)/qty if side == "BUY" else price - float(self.settings.PROFIT_AMOUNT)/qty
|
|
753
753
|
tpPrice = Decimal(await self.str_precision(tpPrice))
|
|
754
754
|
tpPrice =float(str(tpPrice.quantize(Decimal(f'1e-{decimal_places}'))))
|
|
755
755
|
tpOrderPrice = await self.increment_by_last_decimal(str(tpPrice))
|
|
@@ -762,7 +762,7 @@ class BitunixSignal:
|
|
|
762
762
|
slPrice=0
|
|
763
763
|
slOrderPrice=0
|
|
764
764
|
if self.settings.LOSS_AMOUNT > 0:
|
|
765
|
-
slPrice =
|
|
765
|
+
slPrice = price - float(self.settings.LOSS_AMOUNT)/qty if side == "BUY" else price + float(self.settings.LOSS_AMOUNT)/qty
|
|
766
766
|
slPrice = Decimal(await self.str_precision(slPrice))
|
|
767
767
|
slPrice = float(str(slPrice.quantize(Decimal(f'1e-{decimal_places}'))))
|
|
768
768
|
slOrderPrice = await self.increment_by_last_decimal(str(slPrice))
|
|
@@ -777,14 +777,17 @@ class BitunixSignal:
|
|
|
777
777
|
f'{colors.YELLOW} Opening {"long" if side=="BUY" else "short"} position for {row.symbol} with {qty} qty @ {price})'
|
|
778
778
|
)
|
|
779
779
|
datajs = None
|
|
780
|
-
if
|
|
780
|
+
if self.settings.BOT_TAKE_PROFIT_STOP_LOSS:
|
|
781
781
|
datajs = await self.bitunixApi.PlaceOrder(row.symbol, qty, price, side)
|
|
782
|
-
|
|
783
|
-
|
|
784
|
-
|
|
785
|
-
|
|
786
|
-
|
|
787
|
-
|
|
782
|
+
else:
|
|
783
|
+
if tpPrice == 0 and slPrice == 0:
|
|
784
|
+
datajs = await self.bitunixApi.PlaceOrder(row.symbol, qty, price, side)
|
|
785
|
+
elif tpPrice == 0:
|
|
786
|
+
datajs = await self.bitunixApi.PlaceOrder(row.symbol, qty, price, side, slPrice=slPrice, slOrderPrice=slOrderPrice)
|
|
787
|
+
elif slPrice == 0:
|
|
788
|
+
datajs = await self.bitunixApi.PlaceOrder(row.symbol, qty, price, side, tpPrice=tpPrice, tpOrderPrice=tpOrderPrice)
|
|
789
|
+
else:
|
|
790
|
+
datajs = await self.bitunixApi.PlaceOrder(row.symbol, qty, price, side, tpPrice=tpPrice, tpOrderPrice=tpOrderPrice, slPrice=slPrice, slOrderPrice=slOrderPrice)
|
|
788
791
|
count=count+1
|
|
789
792
|
else:
|
|
790
793
|
self.logger.info(f"Skipping {row.symbol} as it has been opened for less than {self.settings.DELAY_IN_MINUTES_FOR_SAME_TICKER_TRADES} minutes")
|
|
@@ -835,7 +838,77 @@ class BitunixSignal:
|
|
|
835
838
|
select = False
|
|
836
839
|
|
|
837
840
|
if select and int(self.settings.MAX_AUTO_TRADES)!=0:
|
|
838
|
-
|
|
841
|
+
if self.settings.BOT_TAKE_PROFIT_STOP_LOSS:
|
|
842
|
+
# check take profit amount or accept loss amount
|
|
843
|
+
if float(self.settings.LOSS_AMOUNT) > 0 and total_pnl < -float(self.settings.LOSS_AMOUNT):
|
|
844
|
+
last, bid, ask, mtv = await self.GetTickerBidLastAsk(row.symbol)
|
|
845
|
+
price = (ask if row['side'] == "BUY" else bid if row['side'] == "SELL" else last) if bid<=last<=ask else last
|
|
846
|
+
|
|
847
|
+
self.notifications.add_notification(
|
|
848
|
+
f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to stop loss amount for {row.symbol} with {row.qty} qty @ {price})'
|
|
849
|
+
)
|
|
850
|
+
datajs = await self.bitunixApi.PlaceOrder(
|
|
851
|
+
positionId=row.positionId,
|
|
852
|
+
ticker=row.symbol,
|
|
853
|
+
qty=row.qty,
|
|
854
|
+
price=price,
|
|
855
|
+
side=row.side,
|
|
856
|
+
tradeSide="CLOSE"
|
|
857
|
+
)
|
|
858
|
+
continue
|
|
859
|
+
|
|
860
|
+
if float(self.settings.PROFIT_AMOUNT) > 0 and total_pnl > float(self.settings.PROFIT_AMOUNT):
|
|
861
|
+
last, bid, ask, mtv = await self.GetTickerBidLastAsk(row.symbol)
|
|
862
|
+
price = (ask if row['side'] == "BUY" else bid if row['side'] == "SELL" else last) if bid<=last<=ask else last
|
|
863
|
+
|
|
864
|
+
self.notifications.add_notification(
|
|
865
|
+
f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to take profit amount for {row.symbol} with {row.qty} qty @ {price})'
|
|
866
|
+
)
|
|
867
|
+
datajs = await self.bitunixApi.PlaceOrder(
|
|
868
|
+
positionId=row.positionId,
|
|
869
|
+
ticker=row.symbol,
|
|
870
|
+
qty=row.qty,
|
|
871
|
+
price=price,
|
|
872
|
+
side=row.side,
|
|
873
|
+
tradeSide="CLOSE"
|
|
874
|
+
)
|
|
875
|
+
continue
|
|
876
|
+
|
|
877
|
+
# check take profit percentage or accept loss percentage
|
|
878
|
+
if float(self.settings.LOSS_PERCENTAGE) > 0 and row['ROI'] < -float(self.settings.LOSS_PERCENTAGE):
|
|
879
|
+
last, bid, ask, mtv = await self.GetTickerBidLastAsk(row.symbol)
|
|
880
|
+
price = (ask if row['side'] == "BUY" else bid if row['side'] == "SELL" else last) if bid<=last<=ask else last
|
|
881
|
+
|
|
882
|
+
self.notifications.add_notification(
|
|
883
|
+
f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to stop loss percentage for {row.symbol} with {row.qty} qty @ {price})'
|
|
884
|
+
)
|
|
885
|
+
datajs = await self.bitunixApi.PlaceOrder(
|
|
886
|
+
positionId=row.positionId,
|
|
887
|
+
ticker=row.symbol,
|
|
888
|
+
qty=row.qty,
|
|
889
|
+
price=price,
|
|
890
|
+
side=row.side,
|
|
891
|
+
tradeSide="CLOSE"
|
|
892
|
+
)
|
|
893
|
+
continue
|
|
894
|
+
|
|
895
|
+
if float(self.settings.PROFIT_PERCENTAGE) > 0 and row['ROI'] > float(self.settings.PROFIT_PERCENTAGE):
|
|
896
|
+
last, bid, ask, mtv = await self.GetTickerBidLastAsk(row.symbol)
|
|
897
|
+
price = (ask if row['side'] == "BUY" else bid if row['side'] == "SELL" else last) if bid<=last<=ask else last
|
|
898
|
+
|
|
899
|
+
self.notifications.add_notification(
|
|
900
|
+
f'{colors.CYAN} Closing {"long" if side=="BUY" else "short"} position due to take profit percentage for {row.symbol} with {row.qty} qty @ {price})'
|
|
901
|
+
)
|
|
902
|
+
datajs = await self.bitunixApi.PlaceOrder(
|
|
903
|
+
positionId=row.positionId,
|
|
904
|
+
ticker=row.symbol,
|
|
905
|
+
qty=row.qty,
|
|
906
|
+
price=price,
|
|
907
|
+
side=row.side,
|
|
908
|
+
tradeSide="CLOSE"
|
|
909
|
+
)
|
|
910
|
+
continue
|
|
911
|
+
|
|
839
912
|
# Moving average comparison between fast and medium or medium and slow
|
|
840
913
|
if self.settings.EMA_STUDY and self.settings.EMA_CHECK_ON_CLOSE:
|
|
841
914
|
if row.side == 'BUY' and self.signaldf_full.at[row.symbol, f'{period}_ema_close'] == "SELL":
|
|
@@ -21,8 +21,11 @@ class Settings(BaseSettings):
|
|
|
21
21
|
LOSS_PERCENTAGE: float = Field(default=10, ge=0.0)
|
|
22
22
|
PROFIT_AMOUNT: float = Field(default=0, ge=0.0)
|
|
23
23
|
LOSS_AMOUNT: float = Field(default=5.0, ge=0.0)
|
|
24
|
-
|
|
25
|
-
|
|
24
|
+
BOT_TAKE_PROFIT_STOP_LOSS: bool = Field(default=False)
|
|
25
|
+
TAKE_PROFIT_PRICE_TYPE: str = Field(default="MARK_PRICE")
|
|
26
|
+
TAKE_PROFIT_ORDER_TYPE: str = Field(default="LIMIT")
|
|
27
|
+
STOP_LOSS_PRICE_TYPE: str = Field(default="MARK_PRICE")
|
|
28
|
+
STOP_LOSS_ORDER_TYPE: str = Field(default="MARKET")
|
|
26
29
|
OPTION_MOVING_AVERAGE: str = Field(default="1h")
|
|
27
30
|
DELAY_IN_MINUTES_FOR_SAME_TICKER_TRADES: int = Field(default=15, ge=0)
|
|
28
31
|
BARS: int = Field(default=100, ge=1)
|
|
@@ -1 +1 @@
|
|
|
1
|
-
__version__ = "3.3.
|
|
1
|
+
__version__ = "3.3.2"
|
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
bitunix_automated_crypto_trading/AsyncThreadRunner.py,sha256=bNIM_1xRYQOFEsIn74EX6qVpC59-GMhhr2CeiPr_GWg,3253
|
|
2
|
-
bitunix_automated_crypto_trading/BitunixApi.py,sha256=
|
|
3
|
-
bitunix_automated_crypto_trading/BitunixSignal.py,sha256=
|
|
2
|
+
bitunix_automated_crypto_trading/BitunixApi.py,sha256=4iiqiN3uvX6-bmZ5WtG3pt1No0C6eNlqdLA5jylXRp8,13496
|
|
3
|
+
bitunix_automated_crypto_trading/BitunixSignal.py,sha256=rVoVBSb3T3Zw-lJt1s4gRV-e8tZSZu4EINdbiilQgUc,82493
|
|
4
4
|
bitunix_automated_crypto_trading/BitunixWebSocket.py,sha256=uiqAcis3u-ct07tjaTiC87ujzvcAtVRZ31CMiTBDW_M,11309
|
|
5
5
|
bitunix_automated_crypto_trading/DataFrameHtmlRenderer.py,sha256=Pqdzhh_nfIxFEZH9L_R5QXB8moDPbgeTGT_hmBkHWMg,2899
|
|
6
6
|
bitunix_automated_crypto_trading/NotificationManager.py,sha256=exs6REABBA1omTeTGuUuECzxs5dGqdyL7oI8WyxS6Xc,798
|
|
@@ -9,11 +9,11 @@ bitunix_automated_crypto_trading/ThreadManager.py,sha256=Lw5_1EIT0m3AFSv5CIMpnjt
|
|
|
9
9
|
bitunix_automated_crypto_trading/TickerManager.py,sha256=E6U08wO1LKY4XctB6frtoAmlactMng3xwRrqG59qDt8,43030
|
|
10
10
|
bitunix_automated_crypto_trading/__init__.py,sha256=1hzk6nX8NnUCr1tsq8oFq1qGCNhNwnwldWE75641Eew,78
|
|
11
11
|
bitunix_automated_crypto_trading/bitunix.py,sha256=lxwnYARxldA2oU6GdjupilXIlnUh4RX8rQLCOn7x13I,27143
|
|
12
|
-
bitunix_automated_crypto_trading/config.py,sha256=
|
|
12
|
+
bitunix_automated_crypto_trading/config.py,sha256=OASGCVl0avfVSLqdaZC4fxFSiVIrmdMvin3wJMB3Kq0,5830
|
|
13
13
|
bitunix_automated_crypto_trading/logger.py,sha256=NHnA5JZdUFkTAhB7i-1iCAwrdf1fxhDuRvJUkbKPi9Y,2923
|
|
14
|
-
bitunix_automated_crypto_trading/version.py,sha256=
|
|
15
|
-
bitunix_automated_crypto_trading-3.3.
|
|
16
|
-
bitunix_automated_crypto_trading-3.3.
|
|
17
|
-
bitunix_automated_crypto_trading-3.3.
|
|
18
|
-
bitunix_automated_crypto_trading-3.3.
|
|
19
|
-
bitunix_automated_crypto_trading-3.3.
|
|
14
|
+
bitunix_automated_crypto_trading/version.py,sha256=atqyGOnhrhSlkFH4WgeEJ48n-b00QDPSS9LvTLmvhmU,21
|
|
15
|
+
bitunix_automated_crypto_trading-3.3.2.dist-info/METADATA,sha256=m_1FPUbtyZuXsTNhtwPOAZRSiKclI6kdnJ7O2HIudmo,996
|
|
16
|
+
bitunix_automated_crypto_trading-3.3.2.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
|
|
17
|
+
bitunix_automated_crypto_trading-3.3.2.dist-info/entry_points.txt,sha256=UXREYHuSl2XYd_tOtLIq0zg3d1kX3lixX5SpN8yGBw4,82
|
|
18
|
+
bitunix_automated_crypto_trading-3.3.2.dist-info/top_level.txt,sha256=uyFzHUCOsp8elnG2Ovor6xXcf7dxRxY-C-Txiwix64Q,33
|
|
19
|
+
bitunix_automated_crypto_trading-3.3.2.dist-info/RECORD,,
|
|
File without changes
|
|
File without changes
|
|
File without changes
|