3.0.11

DogsTailFarmer · Jul 13, 2024 · 0258b68 · 0258b68
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -1,15 +1,19 @@
+## 3.0.11 - 2024-07-13
+### Added new features
+* [Maintaining a supply of BNB in sub-account to pay fees](https://github.com/DogsTailFarmer/martin-binance/wiki/How-it's-work#maintaining-a-supply-of-bnb-in-a-sub-account-to-pay-fees)
+
 ## 3.0.10 - 2024-07-07
 ### Fix
 * `on_balance_update_ex`: excessive recalculation of income when withdrawing funds
 
 ### Update
 * Processing account replenishment in all states with increasing turnover
-* Dependency !!!!!!!
+* Dependency
 
 ## 3.0.9 - 2024-07-07
 ### Added new features
 * Updated `APY profit rating` Grafana report, used data from selected time range for APY calculation
-* Processing account replenishment in all states with increasing turnover
+* Processing [account replenishment](https://github.com/DogsTailFarmer/martin-binance/wiki/How-it's-work#deposit-and-withdraw-assets-on-active-strategy) in all states with increasing turnover
 
 ## 3.0.8 - 2024-06-26
 ### Fix

diff --git a/README.md b/README.md
@@ -26,7 +26,7 @@ All risks and possible losses associated with use of this strategy lie with you.
 Strongly recommended that you test the strategy in the demo mode before using real bidding.
 
 ## Important notices
-* After update to `3.0.1`, the configuration files `cli_XX_AAABBB.py` for all running trading pairs
+* After update to `3.0.11`, the configuration files `cli_XX_AAABBB.py` for `Binance` trading pairs
 should be updated. Use templates for reference.
 
 * You cannot run multiple pairs with overlapping currencies on the same account!
@@ -37,7 +37,7 @@ should be updated. Use templates for reference.
 > 
 >As a result of the mutual impact on the operating balance sheet, the liquidity control system will block the work.
 
-* Due to a limitation in the implementation of asyncio under Windows, this program cannot be executed. [Use with Docker on Windows instead.](https://github.com/DogsTailFarmer/martin-binance/wiki/Quick-start#docker)
+* Due to a limitation in the implementation of asyncio under **Windows**, this program cannot be executed. [Use with Docker on Windows instead.](https://github.com/DogsTailFarmer/martin-binance/wiki/Quick-start#docker)
 
 ## References
 * Detailed information about use this strategy placed to [wiki](https://github.com/DogsTailFarmer/martin-binance/wiki)

diff --git a/martin_binance/__init__.py b/martin_binance/__init__.py
@@ -6,7 +6,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.10"
+__version__ = "3.0.11"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 

diff --git a/martin_binance/executor.py b/martin_binance/executor.py
@@ -4,7 +4,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.10"
+__version__ = "3.0.11"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = 'https://github.com/DogsTailFarmer'
 ##################################################################
@@ -310,7 +310,20 @@ def event_get_command_tlg(self):
                 row = None
                 print(f"SELECT from t_control: {err}")
             if row and row[0]:
-                self.command = row[1]
+                if 'BNB_request' in row[1]:
+                    params = json.loads(row[1])[1]
+                    self.transfer_to(
+                        'BNB',
+                        any2str(
+                            max(
+                                Decimal(params['tranche_volume']),
+                                self.get_trading_capability_manager().min_notional
+                            ) / self.get_buffered_ticker().last_price
+                        ),
+                        params['email']
+                    )
+                else:
+                    self.command = row[1]
                 # Remove applied command from .db
                 try:
                     self.connection_analytic.execute(
@@ -981,12 +994,12 @@ def collect_assets(self) -> ():
         tcm = self.get_trading_capability_manager()
         if ff >= f2d(tcm.min_qty):
             self.message_log(f"Sending {ff} {self.f_currency} to main account", color=Style.UNDERLINE)
-            self.transfer_to_master(self.f_currency, any2str(ff))
+            self.transfer_to(self.f_currency, any2str(ff))
         else:
             ff = O_DEC
         if fs >= f2d(tcm.min_notional):
             self.message_log(f"Sending {fs} {self.s_currency} to main account", color=Style.UNDERLINE)
-            self.transfer_to_master(self.s_currency, any2str(fs))
+            self.transfer_to(self.s_currency, any2str(fs))
         else:
             fs = O_DEC
         return ff, fs

diff --git a/martin_binance/params.py b/martin_binance/params.py
@@ -4,7 +4,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.5"
+__version__ = "3.0.11"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 
@@ -13,14 +13,14 @@
 from pathlib import Path
 
 __all__ = [
-    'SYMBOL', 'EXCHANGE', 'ID_EXCHANGE', 'FEE_MAKER', 'FEE_TAKER', 'FEE_FIRST', 'FEE_SECOND', 'GRID_MAX_COUNT',
-    'START_ON_BUY', 'AMOUNT_FIRST', 'USE_ALL_FUND', 'AMOUNT_SECOND', 'PRICE_SHIFT', 'PRICE_LIMIT_RULES',
-    'ROUND_BASE', 'ROUND_QUOTE', 'PROFIT', 'PROFIT_MAX', 'OVER_PRICE', 'ORDER_Q', 'MARTIN', 'SHIFT_GRID_DELAY',
-    'GRID_UPDATE_INTERVAL', 'STATUS_DELAY', 'GRID_ONLY', 'LOG_LEVEL', 'HOLD_TP_ORDER_TIMEOUT', 'COLLECT_ASSETS',
-    'GRID_ONLY_DELAY', 'ADAPTIVE_TRADE_CONDITION', 'BB_CANDLE_SIZE_IN_MINUTES', 'BB_NUMBER_OF_CANDLES', 'KBB',
-    'LINEAR_GRID_K', 'ADX_CANDLE_SIZE_IN_MINUTES', 'ADX_NUMBER_OF_CANDLES', 'ADX_PERIOD', 'ADX_THRESHOLD',
-    'ADX_PRICE_THRESHOLD', 'REVERSE', 'REVERSE_TARGET_AMOUNT', 'REVERSE_INIT_AMOUNT', 'REVERSE_STOP',
-    'HEAD_VERSION', 'LOAD_LAST_STATE', 'LAST_STATE_FILE', 'VPS_NAME', 'PARAMS', 'TELEGRAM_URL', 'TOKEN',
+    'SYMBOL', 'EXCHANGE', 'ID_EXCHANGE', 'FEE_MAKER', 'FEE_TAKER', 'FEE_FIRST', 'FEE_SECOND', 'FEE_BNB',
+    'GRID_MAX_COUNT', 'START_ON_BUY', 'AMOUNT_FIRST', 'USE_ALL_FUND', 'AMOUNT_SECOND', 'PRICE_SHIFT',
+    'PRICE_LIMIT_RULES', 'ROUND_BASE', 'ROUND_QUOTE', 'PROFIT', 'PROFIT_MAX', 'OVER_PRICE', 'ORDER_Q', 'MARTIN',
+    'SHIFT_GRID_DELAY', 'GRID_UPDATE_INTERVAL', 'STATUS_DELAY', 'GRID_ONLY', 'LOG_LEVEL', 'HOLD_TP_ORDER_TIMEOUT',
+    'COLLECT_ASSETS', 'GRID_ONLY_DELAY', 'ADAPTIVE_TRADE_CONDITION', 'BB_CANDLE_SIZE_IN_MINUTES',
+    'BB_NUMBER_OF_CANDLES', 'KBB', 'LINEAR_GRID_K', 'ADX_CANDLE_SIZE_IN_MINUTES', 'ADX_NUMBER_OF_CANDLES',
+    'ADX_PERIOD', 'ADX_THRESHOLD', 'ADX_PRICE_THRESHOLD', 'REVERSE', 'REVERSE_TARGET_AMOUNT', 'REVERSE_INIT_AMOUNT',
+    'REVERSE_STOP', 'HEAD_VERSION', 'LOAD_LAST_STATE', 'LAST_STATE_FILE', 'VPS_NAME', 'PARAMS', 'TELEGRAM_URL', 'TOKEN',
     'CHANNEL_ID', 'STOP_TLG', 'INLINE_BOT', 'MODE', 'XTIME', 'SAVE_DS', 'SAVE_PERIOD', 'LOGGING', 'SELF_OPTIMIZATION',
     'N_TRIALS', 'SESSION_RESULT'
 ]
@@ -33,6 +33,13 @@
 FEE_TAKER = Decimal()
 FEE_FIRST = False
 FEE_SECOND = False
+FEE_BNB = {
+    'id_exchange': 0,
+    'symbol': 'BNB/USDT',
+    'email': str(),
+    'target_amount': '0',
+    'tranche_volume': '0'
+}
 GRID_MAX_COUNT = int()
 # Trade parameter
 START_ON_BUY = bool()

diff --git a/martin_binance/strategy_base.py b/martin_binance/strategy_base.py
@@ -4,7 +4,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.7"
+__version__ = "3.0.11"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 
@@ -239,9 +239,12 @@ def get_time(self) -> float:
             last = current_time
         return last
 
-    def transfer_to_master(self, symbol: str, amount: str):
+    def transfer_to(self, symbol: str, amount: str, email=None):
         if prm.MODE in ('T', 'TC'):
-            self.tasks_manage(self.transfer2master(symbol, amount))
+            if email:
+                self.tasks_manage(self.transfer2sub(email, symbol, amount))
+            else:
+                self.tasks_manage(self.transfer2master(symbol, amount))
 
     def place_limit_order(self, buy: bool, amount: Decimal, price: Decimal) -> int:
         self.order_id += 1
@@ -599,17 +602,28 @@ async def save_asset(self):
                 if res:
                     balances = list(map(json.loads, res.items))
                 # Refresh actual balance
-                try:
-                    balance_f = next(item for item in balances if item["asset"] == self.base_asset)
-                except StopIteration:
-                    balance_f = {'asset': self.base_asset, 'free': '0.0', 'locked': '0.0'}
-                try:
-                    balance_s = next(item for item in balances if item["asset"] == self.quote_asset)
-                except StopIteration:
-                    balance_s = {'asset': self.base_asset, 'free': '0.0', 'locked': '0.0'}
+                default_balance = {'free': '0.0', 'locked': '0.0'}
+
+                if self.exchange == 'binance' and \
+                        not (prm.FEE_FIRST and prm.FEE_SECOND) and (prm.FEE_MAKER or prm.FEE_TAKER):
+
+                    await self.fee_generate_bnb_request(balances, connection_analytic, default_balance)
+
+                balance_f = next(
+                    (item for item in balances if item["asset"] == self.base_asset),
+                    default_balance
+                ).copy()
+                balance_f.pop('asset', None)
+
+                balance_s = next(
+                    (item for item in balances if item["asset"] == self.quote_asset),
+                    default_balance
+                ).copy()
+                balance_s.pop('asset', None)
+
                 self.funds = {
-                    self.base_asset: {'free': balance_f['free'], 'locked': balance_f['locked']},
-                    self.quote_asset: {'free': balance_s['free'], 'locked': balance_s['locked']}
+                    self.base_asset: balance_f,
+                    self.quote_asset: balance_s
                 }
                 # Get asset balances from Funding Wallet
                 funding_wallet = []
@@ -662,6 +676,46 @@ async def save_asset(self):
                     self.message_log(f"Refresh t_asset: {err}", log_level=logging.WARNING)
             await asyncio.sleep(delay)
 
+    async def fee_generate_bnb_request(self, balances, connection_analytic, default_balance):
+        bnb = next((item for item in balances if item["asset"] == 'BNB'), default_balance)['free']
+        _price = await self.send_request(
+            self.stub.fetch_symbol_price_ticker,
+            mr.MarketRequest,
+            symbol=prm.FEE_BNB['symbol'].replace('/', '')
+        )
+        price = _price.to_pydict()['price']
+        if (Decimal(bnb) * Decimal(price) <=
+                max(self.tcm.min_notional, Decimal(prm.FEE_BNB['target_amount']))):
+            bot_id = f"{prm.EXCHANGE[prm.FEE_BNB['id_exchange']]}, {prm.FEE_BNB['symbol']}"
+            cursor = connection_analytic.cursor()
+            try:
+                cursor.execute(
+                    'SELECT max(message_id), text_in\
+                     FROM t_control \
+                     WHERE bot_id=:bot_id',
+                    {'bot_id': bot_id}
+                )
+                row = cursor.fetchone()
+                cursor.close()
+            except sqlite3.Error as err:
+                cursor.close()
+                row = None
+                print(f"SELECT from t_control: {err}")
+
+            if row and (row[0] is None or prm.FEE_BNB['email'] not in row[1]):
+                msg = json.dumps(['BNB_request', prm.FEE_BNB])
+                try:
+                    connection_analytic.execute(
+                        'insert into t_control values(?,?,?,?)',
+                        ((row[0] or 0) + 1, msg, bot_id, None)
+                    )
+                    connection_analytic.commit()
+                except sqlite3.Error as err:
+                    logger.error(f"INSERT into t_control: {err}")
+                else:
+                    self.message_log(f"BNB request was generated from {bot_id} to {prm.FEE_BNB['email']}",
+                                     color=Style.BLUE)
+
     async def ask_exit(self):
         self.message_log("Got signal for exit", color=Style.MAGENTA)
         self.operational_status = False
@@ -901,6 +955,29 @@ async def transfer2master(self, symbol: str, amount: str):
                 self.message_log(f"Not sent {amount} {symbol} to main account\n,{res.result}",
                                  log_level=logging.WARNING)
 
+    async def transfer2sub(self, email: str, symbol: str, amount: str):
+        try:
+            res = await self.send_request(
+                self.stub.transfer_to_sub,
+                mr.MarketRequest,
+                symbol=symbol,
+                amount=amount,
+                data=email
+            )
+        except asyncio.CancelledError:
+            pass  # Task cancellation should not be logged as an error
+        except GRPCError as ex:
+            status_code = ex.status
+            self.message_log(f"Exception transfer {symbol} to subaccount: {status_code.name}, {ex.message}")
+        except Exception as _ex:
+            self.message_log(f"Exception transfer {symbol} to subaccount: {_ex}")
+        else:
+            if res.success:
+                self.message_log(f"Sent {amount} {symbol} to subaccount {email}", log_level=logging.INFO)
+            else:
+                self.message_log(f"Not sent {amount} {symbol} to subaccount {email}\n,{res.result}",
+                                 log_level=logging.WARNING)
+
     async def buffered_funds(self, print_info: bool = True):
         try:
             if prm.MODE in ('T', 'TC'):

diff --git a/martin_binance/templates/cli_0_BTCUSDT.py b/martin_binance/templates/cli_0_BTCUSDT.py
@@ -7,7 +7,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.3"
+__version__ = "3.0.11"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 """
@@ -41,6 +41,15 @@
 ex.FEE_TAKER = Decimal('0.1')  # standard exchange Fee for taker
 ex.FEE_FIRST = False  # For example fee in BNB and BNB in pair, and it is base asset
 ex.FEE_SECOND = False  # For example fee in BNB and BNB in pair, and it is quote asset
+# Setting for auto deposit BNB on subaccount for fee payment. For Binance subaccount only.
+# See also https://github.com/DogsTailFarmer/martin-binance/wiki/How-it's-work#keeping-level-of-first-asset
+ex.FEE_BNB = {
+    'id_exchange': 0,                               # Where collected assets and keeping BNB volume
+    'symbol': 'BNB/USDT',                           # Specified on the source strategy (id_exchange above)
+    'email': '[email protected]',               # Email registered on this subaccount
+    'target_amount': '0',                           # BNB in USD equivalent, no less than min_notional
+    'tranche_volume': '0'                           # BNB in USD equivalent, no less than min_notional
+}
 ex.GRID_MAX_COUNT = 5  # Maximum counts for placed grid orders
 # Trade parameter
 ex.START_ON_BUY = True  # First cycle direction

diff --git a/martin_binance/templates/cli_1_BTCUSDT.py b/martin_binance/templates/cli_1_BTCUSDT.py
@@ -7,7 +7,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.3"
+__version__ = "3.0.11"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 """
@@ -41,7 +41,16 @@
 ex.FEE_TAKER = Decimal('0.1')  # standard exchange Fee for taker
 ex.FEE_FIRST = False  # For example fee in BNB and BNB in pair, and it is base asset
 ex.FEE_SECOND = False  # For example fee in BNB and BNB in pair, and it is quote asset
-ex.GRID_MAX_COUNT = 3  # Maximum counts for placed grid orders
+# Setting for auto deposit BNB on subaccount for fee payment. For Binance subaccount only.
+# See also https://github.com/DogsTailFarmer/martin-binance/wiki/How-it's-work#keeping-level-of-first-asset
+ex.FEE_BNB = {
+    'id_exchange': 0,                               # Where collected assets and keeping BNB volume
+    'symbol': 'BNB/USDT',                           # Specified on the source strategy (id_exchange above)
+    'email': '[email protected]',               # Email registered on this subaccount
+    'target_amount': '0',                           # BNB in USD equivalent, no less than min_notional
+    'tranche_volume': '0'                           # BNB in USD equivalent, no less than min_notional
+}
+ex.GRID_MAX_COUNT = 5  # Maximum counts for placed grid orders
 # Trade parameter
 ex.START_ON_BUY = True  # First cycle direction
 ex.AMOUNT_FIRST = Decimal('0.05')  # Deposit for Sale cycle in first currency
@@ -137,7 +146,7 @@ def trade(strategy=None):
         loop.create_task(strategy.main(ex.SYMBOL))
         loop.run_forever()
     except KeyboardInterrupt:
-        pass   # user interrupt
+        pass  # user interrupt
     finally:
         try:
             loop.run_until_complete(strategy.ask_exit())

diff --git a/martin_binance/templates/cli_2_TESTBTCTESTUSDT.py b/martin_binance/templates/cli_2_TESTBTCTESTUSDT.py
@@ -7,7 +7,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.3"
+__version__ = "3.0.11"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 """
@@ -41,6 +41,15 @@
 ex.FEE_TAKER = Decimal('0.17')  # standard exchange Fee for taker
 ex.FEE_FIRST = False  # For example fee in BNB and BNB in pair, and it is base asset
 ex.FEE_SECOND = False  # For example fee in BNB and BNB in pair, and it is quote asset
+# Setting for auto deposit BNB on subaccount for fee payment. For Binance subaccount only.
+# See also https://github.com/DogsTailFarmer/martin-binance/wiki/How-it's-work#keeping-level-of-first-asset
+ex.FEE_BNB = {
+    'id_exchange': 0,                               # Where collected assets and keeping BNB volume
+    'symbol': 'BNB/USDT',                           # Specified on the source strategy (id_exchange above)
+    'email': '[email protected]',               # Email registered on this subaccount
+    'target_amount': '0',                           # BNB in USD equivalent, no less than min_notional
+    'tranche_volume': '0'                           # BNB in USD equivalent, no less than min_notional
+}
 ex.GRID_MAX_COUNT = 5  # Maximum counts for placed grid orders
 # Trade parameter
 ex.START_ON_BUY = True  # First cycle direction

diff --git a/martin_binance/templates/cli_3_BTCUSDT.py b/martin_binance/templates/cli_3_BTCUSDT.py
@@ -7,7 +7,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.3"
+__version__ = "3.0.11"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 """
@@ -41,6 +41,15 @@
 ex.FEE_TAKER = Decimal('0.15')  # standard exchange Fee for taker
 ex.FEE_FIRST = False  # For example fee in BNB and BNB in pair, and it is base asset
 ex.FEE_SECOND = False  # For example fee in BNB and BNB in pair, and it is quote asset
+# Setting for auto deposit BNB on subaccount for fee payment. For Binance subaccount only.
+# See also https://github.com/DogsTailFarmer/martin-binance/wiki/How-it's-work#keeping-level-of-first-asset
+ex.FEE_BNB = {
+    'id_exchange': 0,                               # Where collected assets and keeping BNB volume
+    'symbol': 'BNB/USDT',                           # Specified on the source strategy (id_exchange above)
+    'email': '[email protected]',               # Email registered on this subaccount
+    'target_amount': '0',                           # BNB in USD equivalent, no less than min_notional
+    'tranche_volume': '0'                           # BNB in USD equivalent, no less than min_notional
+}
 ex.GRID_MAX_COUNT = 5  # Maximum counts for placed grid orders
 # Trade parameter
 ex.START_ON_BUY = True  # First cycle direction