Merge pull request #404 from enarjord/v5.9.8

v5.9.8 forager separate long/short

README.md

@@ -4,7 +4,7 @@
 
 :warning: **Use at own risk** :warning:
 
-v5.9.7
+v5.9.8
 
 
 ## Overview

auto_profit_transfer.py

@@ -89,7 +89,7 @@ async def main():
                 transferred = await bot.transfer_from_derivatives_to_spot(args.quote, to_transfer)
                 logging.info(f"income: {profit} transferred {to_transfer} {args.quote}")
                 if exchange == "bybit":
-                    if "ret_msg" not in transferred or transferred["ret_msg"] != "OK":
+                    if "ret_msg" not in transferred or transferred["ret_msg"] not in ["OK", "success"]:
                         print(f"error with transfer {transferred}")
                         continue
                 logging.info(f"{transferred}")

configs/forager/example_config.hjson

@@ -27,22 +27,32 @@
   // if symbol is missing from live_configs_map, default to this config
   default_config_path: configs/live/clock_mode.example.json
 
-  // if true, allow only symbols present in live_configs_map
+  // if true, allow only symbols present in live_configs_map or live_configs_map_{long/short}
   // if false, will use default_config_path when symbol is missing from live_configs_map
   approved_symbols_only: false
 
+  // if symbol is present in live_configs_map_{long/short}, use that config for {long/short}
+  // elif symbol is present in live_configs_map, use that config for {long/short}
+  // else use default_config_path for {long/short}
+
   live_configs_map: {
     BTCUSDT: configs/live/clock_mode.example.json
     ETHUSDT: configs/live/neat_grid_mode.example.json
     DOGEUSDT: configs/live/recursive_grid_mode.example.json
   }
 
-  // min markup when -gs
-  gs_mm: null
-  // markup range when -gs
-  gs_mr: null
-  // long WE_limit when -gs
-  gs_lw: null
-  // short WE_limit when -gs
-  gs_sw: null
+  // will override long configs from live_configs_map
+  live_configs_map_long: {
+    BTCUSDT: configs/live/clock_mode.example.json
+    XMRUSDT: configs/live/neat_grid_mode.example.json
+    XRPUSDT: configs/live/recursive_grid_mode.example.json
+  }
+
+  // will override short configs from live_configs_map
+  live_configs_map_short: {
+    BTCUSDT: configs/live/clock_mode.example.json
+    ETHUSDT: configs/live/neat_grid_mode.example.json
+    DOGEUSDT: configs/live/recursive_grid_mode.example.json
+  }
+
 }

forager.py

@@ -14,6 +14,7 @@
 import traceback
 from procedures import load_exchange_key_secret_passphrase, utc_ms
 from njit_funcs import calc_emas
+from pure_funcs import determine_pos_side_ccxt
 
 
 def score_func_old(ohlcv):
@@ -101,8 +102,14 @@ def generate_yaml(
     sorted_syms = [x[1] for x in sorted_syms]
     current_positions_long = sorted(set(current_positions_long + current_open_orders_long))
     current_positions_short = sorted(set(current_positions_short + current_open_orders_short))
-    ideal_longs = sorted_syms[:n_longs]
-    ideal_shorts = sorted_syms[:n_shorts]
+    if config["approved_symbols_only"]:
+        approved_longs = set(config["live_configs_map_long"]) | set(config["live_configs_map"])
+        approved_shorts = set(config["live_configs_map_short"]) | set(config["live_configs_map"])
+    else:
+        approved_longs = set(sorted_syms)
+        approved_shorts = set(sorted_syms)
+    ideal_longs = [x for x in sorted_syms if x in approved_longs][:n_longs]
+    ideal_shorts = [x for x in sorted_syms if x in approved_shorts][:n_shorts]
 
     free_slots_long = max(0, n_longs - len(current_positions_long))
     active_longs = [sym for sym in ideal_longs if sym in current_positions_long]
@@ -128,42 +135,66 @@ def generate_yaml(
             active_bots.append(elm)
         else:
             bots_on_gs.append(elm)
-    for z in range(0, len(active_bots), config["max_n_panes"]):
-        active_bots_slice = active_bots[z : z + config["max_n_panes"]]
-        yaml += f"- window_name: {config['user']}_normal_{z}\n  layout: "
-        yaml += f"even-vertical\n  shell_command_before:\n    - cd ~/passivbot\n  panes:\n"
-        for sym, long_enabled, short_enabled in active_bots_slice:
-            lm = "n" if long_enabled and lw > 0.0 else "gs"
-            sm = "n" if short_enabled and sw > 0.0 else "gs"
-            conf_path = (
-                config["live_configs_map"][sym] if sym in config["live_configs_map"] else config["default_config_path"]
-            )
-            pane = f"    - shell_command:\n      - python3 passivbot.py {user} {sym} {conf_path} "
+
+    bot_instances = []
+    for sym, long_enabled, short_enabled in active_bots + bots_on_gs:
+        lm = "n" if long_enabled and lw > 0.0 else "gs"
+        sm = "n" if short_enabled and sw > 0.0 else "gs"
+        if sym in config["live_configs_map_long"]:
+            conf_path_long = config["live_configs_map_long"][sym]
+        elif sym in config["live_configs_map"]:
+            conf_path_long = config["live_configs_map"][sym]
+        else:
+            conf_path_long = config["default_config_path"]
+
+        if sym not in (shorts_on_gs + active_shorts):
+            conf_path_short = conf_path_long
+        elif sym in config["live_configs_map_short"]:
+            conf_path_short = config["live_configs_map_short"][sym]
+        elif sym in config["live_configs_map"]:
+            conf_path_short = config["live_configs_map"][sym]
+        else:
+            conf_path_short = config["default_config_path"]
+
+        if sym not in (longs_on_gs + active_longs):
+            conf_path_long = conf_path_short
+
+        if conf_path_long == conf_path_short:
+            pane = f"    - shell_command:\n      - python3 passivbot.py {user} {sym} {conf_path_long} "
             pane += f"-lw {lw} -sw {sw} -lm {lm} -sm {sm} -lev {config['leverage']} -cd -pt {config['price_distance_threshold']}"
-            yaml += pane + "\n"
-    if bots_on_gs:
-        for z in range(0, len(bots_on_gs), config["max_n_panes"]):
-            bots_on_gs_slice = bots_on_gs[z : z + config["max_n_panes"]]
-            yaml += (
-                f"- window_name: {config['user']}_gs_{z}\n  layout: even-vertical\n  shell_command_before:\n    - cd ~/passivbot\n  panes:"
-                + "\n"
-            )
-            gs_lw = lw if config["gs_lw"] is None else config["gs_lw"]
-            gs_sw = lw if config["gs_sw"] is None else config["gs_sw"]
-            for sym, _, _ in bots_on_gs_slice:
-                conf_path = (
-                    config["live_configs_map"][sym]
-                    if sym in config["live_configs_map"]
-                    else config["default_config_path"]
-                )
-                pane = f"    - shell_command:\n      - python3 passivbot.py {user} {sym} {conf_path} -lw {gs_lw} "
-                pane += (
-                    f"-sw {gs_sw} -lm gs -sm gs -lev {config['leverage']} -cd -pt {config['price_distance_threshold']}"
-                )
-                for k0, k1 in [("lmm", "gs_mm"), ("lmr", "gs_mr")]:
-                    if config[k1] is not None:
-                        pane += f" -{k0} {config[k1]}"
-                yaml += pane + "\n"
+            bot_instances.append((sym, pane))
+        else:
+            # long and short use different configs
+            long_active = sym in active_longs or sym in current_positions_long
+            short_active = sym in active_shorts or sym in current_positions_short
+            if long_active and short_active:
+                # two separate bot instances for long & short
+                pane = f"    - shell_command:\n      - python3 passivbot.py {user} {sym} {conf_path_long} "
+                pane += f"-lw {lw} -sw {sw} -lm {lm} -sm m -lev {config['leverage']} -cd -pt {config['price_distance_threshold']}"
+                bot_instances.append((sym, pane))
+                pane = f"    - shell_command:\n      - python3 passivbot.py {user} {sym} {conf_path_short} "
+                pane += f"-lw {lw} -sw {sw} -lm m -sm {sm} -lev {config['leverage']} -cd -pt {config['price_distance_threshold']}"
+                bot_instances.append((sym, pane))
+            elif long_active:
+                pane = f"    - shell_command:\n      - python3 passivbot.py {user} {sym} {conf_path_long} "
+                pane += f"-lw {lw} -sw {sw} -lm {lm} -sm {sm} -lev {config['leverage']} -cd -pt {config['price_distance_threshold']}"
+                bot_instances.append((sym, pane))
+            elif short_active:
+                pane = f"    - shell_command:\n      - python3 passivbot.py {user} {sym} {conf_path_short} "
+                pane += f"-lw {lw} -sw {sw} -lm {lm} -sm {sm} -lev {config['leverage']} -cd -pt {config['price_distance_threshold']}"
+                bot_instances.append((sym, pane))
+
+    both_on_gs = False
+    z = 0
+    for sym, pane in bot_instances:
+        if not both_on_gs and sym not in active_longs and sym not in active_shorts:
+            z = 0
+            both_on_gs = True
+        if z % config["max_n_panes"] == 0:
+            yaml += f"- window_name: {config['user']}_{'gs' if both_on_gs else 'normal'}_{z}\n  layout: "
+            yaml += f"even-vertical\n  shell_command_before:\n    - cd ~/passivbot\n  panes:\n"
+        yaml += pane + "\n"
+        z += 1
     return yaml
 
 
@@ -228,15 +259,21 @@ async def get_current_symbols(cc):
         oos = await cc.fetch_open_orders()
     current_open_orders_long, current_open_orders_short = [], []
     for elm in oos:
-        if elm["side"] == "short":
+        pos_side = determine_pos_side_ccxt(elm)
+        if pos_side == "short":
             current_open_orders_short.append(elm["symbol"])
         else:
             current_open_orders_long.append(elm["symbol"])
     current_positions_long = sorted(set(current_positions_long))
     current_positions_short = sorted(set(current_positions_short))
     current_open_orders_long = sorted(set(current_open_orders_long))
     current_open_orders_short = sorted(set(current_open_orders_short))
-    return current_positions_long, current_positions_short, current_open_orders_long, current_open_orders_short
+    return (
+        current_positions_long,
+        current_positions_short,
+        current_open_orders_long,
+        current_open_orders_short,
+    )
 
 
 async def get_min_costs(cc):
@@ -284,7 +321,15 @@ async def dump_yaml(cc, config):
     approved = sorted(set(approved) - set(config["symbols_to_ignore"]))
     if config["approved_symbols_only"]:
         # only use approved symbols
-        approved = sorted(set(approved) & set(config["live_configs_map"]))
+        approved = sorted(
+            set(approved)
+            & (
+                set(config["live_configs_map"])
+                | set(config["live_configs_map_long"])
+                | set(config["live_configs_map_short"])
+            )
+        )
+
     print("getting current bots...")
     (
         current_positions_long,
@@ -353,6 +398,8 @@ async def main():
         ("ohlcv_interval", "15m"),
         ("leverage", 10),
         ("symbols_to_ignore", []),
+        ("live_configs_map_long", {}),
+        ("live_configs_map_short", {}),
     ]:
         if key not in config:
             config[key] = value

passivbot.py

@@ -1418,6 +1418,7 @@ async def start_ohlcv_mode(self):
                             res = self.calc_minutes_until_next_orders()
                             if do_long:
                                 line += f"entry long: {res['entry_long']:.1f}, close long: {res['close_long']:.1f}"
+                                line += " | " if do_short else ""
                             if do_short:
                                 line += f"entry short: {res['entry_short']:.1f}, close short: {res['close_short']:.1f}"
                         except Exception as e:

pure_funcs.py

@@ -1563,3 +1563,40 @@ def shorten_custom_id(id_: str) -> str:
     ]:
         id0 = id0.replace(k_, r_)
     return id0
+
+
+def determine_pos_side_ccxt(open_order: dict) -> str:
+    oo = open_order["info"]
+    keys_map = {key.lower().replace("_", ""): key for key in oo}
+    for poskey in ["posside", "positionside"]:
+        if poskey in keys_map:
+            return oo[keys_map[poskey]].lower()
+    if oo["side"].lower() == "buy":
+        if "reduceonly" in keys_map:
+            if oo[keys_map["reduceonly"]]:
+                return "short"
+            else:
+                return "long"
+        if "closedsize" in keys_map:
+            if float(oo[keys_map["closedsize"]]) != 0.0:
+                return "short"
+            else:
+                return "long"
+    if oo["side"].lower() == "sell":
+        if "reduceonly" in keys_map:
+            if oo[keys_map["reduceonly"]]:
+                return "long"
+            else:
+                return "short"
+        if "closedsize" in keys_map:
+            if float(oo[keys_map["closedsize"]]) != 0.0:
+                return "long"
+            else:
+                return "short"
+    for key in ["order_link_id", "clOrdId", "clientOid"]:
+        if key in oo:
+            if "long" in oo[key] or "lng" in oo[key]:
+                return "long"
+            if "short" in oo[key] or "shrt" in oo[key]:
+                return "short"
+    return "both"