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| Original file line number | Diff line number | Diff line change |
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| #!/usr/bin/env python3 | ||
| # -*- coding: utf-8 -*- | ||
| #################################################################### | ||
| # Cyclic grid strategy based on martingale | ||
| # See README.md for detail | ||
| #################################################################### | ||
| __author__ = "Jerry Fedorenko" | ||
| __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM" | ||
| __license__ = "MIT" | ||
| __version__ = "2.0.0" | ||
| __maintainer__ = "Jerry Fedorenko" | ||
| __contact__ = "https://github.com/DogsTailFarmer" | ||
| """ | ||
| ################################################################## | ||
| Disclaimer | ||
| 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. | ||
| ################################################################## | ||
| Check and set parameter at the TOP part of script | ||
| Verify init message in Strategy output window for no error | ||
| """ | ||
| ################################################################ | ||
| import toml | ||
| # noinspection PyUnresolvedReferences | ||
| import sys | ||
| import martin_binance.executor as ex | ||
| from martin_binance.executor import * # lgtm [py/polluting-import] | ||
| ################################################################ | ||
| # Exchange setup and parameter settings | ||
| ################################################################ | ||
| # Set trading pair for Strategy | ||
| ex.SYMBOL = 'BTCUSDT' | ||
| # Exchange setup, see list of exchange in ms_cfg.toml | ||
| ex.ID_EXCHANGE = 3 # See ms_cfg.toml Use for collection of statistics *and get client connection* | ||
| ex.FEE_IN_PAIR = True # Fee pays in pair | ||
| ex.FEE_MAKER = Decimal('0.1') # standard exchange Fee for maker | ||
| ex.FEE_TAKER = Decimal('0.15') # standard exchange Fee for taker | ||
| ex.FEE_SECOND = False # On KRAKEN fee always in second coin | ||
| ex.FEE_BNB_IN_PAIR = False # Binance fee in BNB and BNB is base asset | ||
| 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') # Deposit for Sale cycle in first currency | ||
| ex.USE_ALL_FUND = False # Use all available fund for initial cycle or alltime for GRID_ONLY | ||
| ex.AMOUNT_SECOND = Decimal('1000.0') # Deposit for Buy cycle in second currency | ||
| ex.PRICE_SHIFT = 0.01 # 'No market' shift price in % from current bid/ask price | ||
| # Round pattern, set pattern 1.0123456789 or if not set used exchange settings | ||
| ex.ROUND_BASE = str() | ||
| ex.ROUND_QUOTE = str() | ||
| ex.PROFIT = Decimal('0.1') # 0.1 - 0.85 | ||
| ex.PROFIT_MAX = Decimal('0.5') # If set it is maximum adapted cycle profit | ||
| ex.OVER_PRICE = Decimal('0.6') # Overlap price in one direction | ||
| ex.ORDER_Q = 11 # Target grid orders quantity in moment | ||
| ex.MARTIN = Decimal('10') # 5-20, % increments volume of orders in the grid | ||
| ex.SHIFT_GRID_DELAY = 1 # sec delay for shift grid action | ||
| # Other | ||
| ex.STATUS_DELAY = 60 # Minute between sending Tlg message about current status, 0 - disable | ||
| ex.GRID_ONLY = False # Only place grid orders for buy/sell asset | ||
| ex.LOG_LEVEL_NO_PRINT = [] # LogLevel.DEBUG Print for level over this list member | ||
| ex.COLLECT_ASSETS = False # Transfer free asset to main account, valid for subaccount only | ||
| # Parameter for calculate grid over price and grid orders quantity in set_trade_condition() | ||
| # If ADAPTIVE_TRADE_CONDITION = True, ORDER_Q / OVER_PRICE determines the density of grid orders | ||
| ex.ADAPTIVE_TRADE_CONDITION = True | ||
| ex.BB_CANDLE_SIZE_IN_MINUTES = 60 | ||
| ex.BB_NUMBER_OF_CANDLES = 20 | ||
| ex.KBB = 1.0 # k for Bollinger Band | ||
| # Parameter for calculate price of grid orders by logarithmic scale | ||
| # If -1 function is disabled, can take a value from 0 to infinity (in practice no more 1000) | ||
| # When 0 - logarithmic scale, increase parameter the result is approaching linear | ||
| ex.LINEAR_GRID_K = 0 # See 'Model of logarithmic grid.ods' for detail | ||
| # Average Directional Index with +DI and -DI for Reverse conditions analise | ||
| ex.ADX_CANDLE_SIZE_IN_MINUTES = 1 | ||
| ex.ADX_NUMBER_OF_CANDLES = 60 | ||
| ex.ADX_PERIOD = 14 | ||
| ex.ADX_THRESHOLD = 40 # ADX value that indicates a strong trend | ||
| ex.ADX_PRICE_THRESHOLD = 0.05 # % Max price drift before release Hold reverse cycle | ||
| # Start first as Reverse cycle, also set appropriate AMOUNT | ||
| ex.REVERSE = False | ||
| ex.REVERSE_TARGET_AMOUNT = Decimal('0') | ||
| ex.REVERSE_INIT_AMOUNT = Decimal('0') | ||
| ex.REVERSE_STOP = False # Stop after ending reverse cycle | ||
| # Backtest mode parameters | ||
| ex.MODE = 'T' # 'T' - Trade, 'TC' - Trade and Collect, 'S' - Simulate | ||
| ex.SAVE_DS = True # Save session result data (ticker, orders) for compare | ||
| ex.SAVE_PERIOD = 24 * 60 * 60 # sec, timetable for save data portion, but memory limitation consider also matter | ||
| ex.SAVED_STATE = False # Use saved state for backtesting | ||
| ################################################################ | ||
| # DO NOT EDIT UNDER THIS LINE ### | ||
| ################################################################ | ||
| ex.PARAMS = Path(__file__).absolute() | ||
| config = toml.load(str(ex.CONFIG_FILE)) if ex.CONFIG_FILE.exists() else None | ||
| ex.HEAD_VERSION = __version__ | ||
| ex.EXCHANGE = config.get('exchange') | ||
| ex.VPS_NAME = config.get('Exporter').get('vps_name') | ||
| # Telegram parameters | ||
| telegram = config.get('Telegram') | ||
| ex.TELEGRAM_URL = config.get('telegram_url') | ||
| for tlg in telegram: | ||
| if ex.ID_EXCHANGE in tlg.get('id_exchange'): | ||
| ex.TOKEN = tlg.get('token') | ||
| ex.CHANNEL_ID = tlg.get('channel_id') | ||
| ex.INLINE_BOT = tlg.get('inline') | ||
| break | ||
|
|
||
|
|
||
| def trade(): | ||
| import logging.handlers | ||
| # For autoload last state | ||
| ex.LOAD_LAST_STATE = 1 if len(sys.argv) > 1 else 0 | ||
| # | ||
| log_file = Path(ex.LOG_PATH, f"{ex.ID_EXCHANGE}_{ex.SYMBOL}.log") | ||
| ex.LAST_STATE_FILE = Path(ex.LAST_STATE_PATH, f"{ex.ID_EXCHANGE}_{ex.SYMBOL}.json") | ||
| # | ||
| _logger = logging.getLogger('logger') | ||
| _logger.setLevel(logging.DEBUG) | ||
| handler = logging.handlers.RotatingFileHandler(log_file, maxBytes=1000000, backupCount=10) | ||
| handler.setFormatter(logging.Formatter(fmt="[%(asctime)s: %(levelname)s] %(message)s")) | ||
| _logger.addHandler(handler) | ||
| _logger.propagate = False | ||
| # | ||
| try: | ||
| loop.create_task(main(ex.SYMBOL)) | ||
| loop.run_forever() | ||
| except KeyboardInterrupt: | ||
| pass | ||
| finally: | ||
| try: | ||
| loop.run_until_complete(ask_exit()) | ||
| except asyncio.CancelledError: | ||
| pass | ||
| except Exception as _err: | ||
| print(f"Error: {_err}") | ||
| loop.run_until_complete(loop.shutdown_asyncgens()) | ||
| if ex.MODE in ('T', 'TC'): | ||
| loop.close() | ||
|
|
||
|
|
||
| if __name__ == "__main__": | ||
| trade() |
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