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pycryptobot.py
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pycryptobot.py
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"""Python Crypto Bot consuming Coinbase Pro or Binance APIs"""
import pandas as pd
import numpy as np
from datetime import datetime, timedelta
import logging, os, random, sched, sys, time
from models.PyCryptoBot import PyCryptoBot
from models.Trading import TechnicalAnalysis
from models.TradingAccount import TradingAccount
from models.Telegram import Telegram
from views.TradingGraphs import TradingGraphs
# production: disable traceback
#sys.tracebacklimit = 0
app = PyCryptoBot()
s = sched.scheduler(time.time, time.sleep)
# initial state is to wait
action = 'WAIT'
last_action = ''
last_df_index = ''
buy_state = ''
eri_text = ''
last_buy = 0
iterations = 0
buy_count = 0
sell_count = 0
buy_sum = 0
sell_sum = 0
fib_high = 0
fib_low = 0
config = {}
account = None
# if live trading is enabled
if app.isLive() == 1:
# connectivity check
if app.getTime() == None:
raise ConnectionError('Unable to start the bot as your connection to the exchange is down. Please check your Internet connectivity!')
account = TradingAccount(app)
if account.getBalance(app.getBaseCurrency()) < account.getBalance(app.getQuoteCurrency()):
last_action = 'SELL'
elif account.getBalance(app.getBaseCurrency()) > account.getBalance(app.getQuoteCurrency()):
last_action = 'BUY'
if app.getExchange() == 'binance':
if last_action == 'SELL'and account.getBalance(app.getQuoteCurrency()) < 0.001:
raise Exception('Insufficient available funds to place sell order: ' + str(account.getBalance(app.getQuoteCurrency())) + ' < 0.1 ' + app.getQuoteCurrency() + "\nNote: A manual limit order places a hold on available funds.")
elif last_action == 'BUY'and account.getBalance(app.getBaseCurrency()) < 0.001:
raise Exception('Insufficient available funds to place buy order: ' + str(account.getBalance(app.getBaseCurrency())) + ' < 0.1 ' + app.getBaseCurrency() + "\nNote: A manual limit order places a hold on available funds.")
elif app.getExchange() == 'coinbasepro':
if last_action == 'SELL'and account.getBalance(app.getQuoteCurrency()) < 50:
raise Exception('Insufficient available funds to place buy order: ' + str(account.getBalance(app.getQuoteCurrency())) + ' < 50 ' + app.getQuoteCurrency() + "\nNote: A manual limit order places a hold on available funds.")
elif last_action == 'BUY'and account.getBalance(app.getBaseCurrency()) < 0.001:
raise Exception('Insufficient available funds to place sell order: ' + str(account.getBalance(app.getBaseCurrency())) + ' < 0.1 ' + app.getBaseCurrency() + "\nNote: A manual limit order places a hold on available funds.")
orders = account.getOrders(app.getMarket(), '', 'done')
if len(orders) > 0:
df = orders[-1:]
if str(df.action.values[0]) == 'buy':
last_buy = float(df[df.action == 'buy']['price'])
else:
last_buy = 0.0
def executeJob(sc, app=PyCryptoBot(), trading_data=pd.DataFrame()):
"""Trading bot job which runs at a scheduled interval"""
global action, buy_count, buy_sum, iterations, last_action, last_buy, eri_text, last_df_index, sell_count, sell_sum, buy_state, fib_high, fib_low
# connectivity check (only when running live)
if app.isLive() and app.getTime() == None:
print ('Your connection to the exchange has gone down, will retry in 1 minute!')
# poll every 5 minute
list(map(s.cancel, s.queue))
s.enter(300, 1, executeJob, (sc, app))
return
# increment iterations
iterations = iterations + 1
if app.isSimulation() == 0:
# retrieve the app.getMarket() data
trading_data = app.getHistoricalData(app.getMarket(), app.getGranularity())
else:
if len(trading_data) == 0:
return None
# analyse the market data
trading_dataCopy = trading_data.copy()
ta = TechnicalAnalysis(trading_dataCopy)
ta.addAll()
df = ta.getDataFrame()
if app.isSimulation() == 1:
# with a simulation df_last will iterate through data
df_last = df.iloc[iterations-1:iterations]
else:
# df_last contains the most recent entry
df_last = df.tail(1)
if len(df_last.index.format()) > 0:
current_df_index = str(df_last.index.format()[0])
else:
current_df_index = last_df_index
if app.getSmartSwitch() == 1 and app.getExchange() == 'binance' and app.getGranularity() == '1h' and app.is1hEMA1226Bull() == True and app.is6hEMA1226Bull() == True:
print ("*** smart switch from granularity '1h' (1 hour) to '15m' (15 min) ***")
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + " smart switch from granularity '1h' (1 hour) to '15m' (15 min)")
app.setGranularity('15m')
list(map(s.cancel, s.queue))
s.enter(5, 1, executeJob, (sc, app))
elif app.getSmartSwitch() == 1 and app.getExchange() == 'coinbasepro' and app.getGranularity() == 3600 and app.is1hEMA1226Bull() == True and app.is6hEMA1226Bull() == True:
print ('*** smart switch from granularity 3600 (1 hour) to 900 (15 min) ***')
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + " smart switch from granularity 3600 (1 hour) to 900 (15 min)")
app.setGranularity(900)
list(map(s.cancel, s.queue))
s.enter(5, 1, executeJob, (sc, app))
if app.getSmartSwitch() == 1 and app.getExchange() == 'binance' and app.getGranularity() == '15m' and app.is1hEMA1226Bull() == False and app.is6hEMA1226Bull() == False:
print ("*** smart switch from granularity '15m' (15 min) to '1h' (1 hour) ***")
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + " smart switch from granularity '15m' (15 min) to '1h' (1 hour)")
app.setGranularity('1h')
list(map(s.cancel, s.queue))
s.enter(5, 1, executeJob, (sc, app))
elif app.getSmartSwitch() == 1 and app.getExchange() == 'coinbasepro' and app.getGranularity() == 900 and app.is1hEMA1226Bull() == False and app.is6hEMA1226Bull() == False:
print ("*** smart switch from granularity 900 (15 min) to 3600 (1 hour) ***")
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + " smart switch from granularity 900 (15 min) to 3600 (1 hour)")
app.setGranularity(3600)
list(map(s.cancel, s.queue))
s.enter(5, 1, executeJob, (sc, app))
if app.getExchange() == 'binance' and str(app.getGranularity()) == '1d':
if len(df) < 250:
# data frame should have 250 rows, if not retry
print('error: data frame length is < 250 (' + str(len(df)) + ')')
logging.error('error: data frame length is < 250 (' + str(len(df)) + ')')
list(map(s.cancel, s.queue))
s.enter(300, 1, executeJob, (sc, app))
else:
if len(df) < 300:
if app.isSimulation() == 0:
# data frame should have 300 rows, if not retry
print('error: data frame length is < 300 (' + str(len(df)) + ')')
logging.error('error: data frame length is < 300 (' + str(len(df)) + ')')
list(map(s.cancel, s.queue))
s.enter(300, 1, executeJob, (sc, app))
if len(df_last) > 0:
if app.isSimulation() == 0:
price = app.getTicker(app.getMarket())
if price < df_last['low'].values[0] or price == 0:
price = float(df_last['close'].values[0])
else:
price = float(df_last['close'].values[0])
if price < 0.0001:
raise Exception(app.getMarket() + ' is unsuitable for trading, quote price is less than 0.0001!')
# technical indicators
ema12gtema26 = bool(df_last['ema12gtema26'].values[0])
ema12gtema26co = bool(df_last['ema12gtema26co'].values[0])
goldencross = bool(df_last['goldencross'].values[0])
macdgtsignal = bool(df_last['macdgtsignal'].values[0])
macdgtsignalco = bool(df_last['macdgtsignalco'].values[0])
ema12ltema26 = bool(df_last['ema12ltema26'].values[0])
ema12ltema26co = bool(df_last['ema12ltema26co'].values[0])
macdltsignal = bool(df_last['macdltsignal'].values[0])
macdltsignalco = bool(df_last['macdltsignalco'].values[0])
obv = float(df_last['obv'].values[0])
obv_pc = float(df_last['obv_pc'].values[0])
elder_ray_buy = bool(df_last['eri_buy'].values[0])
elder_ray_sell = bool(df_last['eri_sell'].values[0])
# if simulation interations < 200 set goldencross to true
if app.isSimulation() == 1 and iterations < 200:
goldencross = True
# candlestick detection
hammer = bool(df_last['hammer'].values[0])
inverted_hammer = bool(df_last['inverted_hammer'].values[0])
hanging_man = bool(df_last['hanging_man'].values[0])
shooting_star = bool(df_last['shooting_star'].values[0])
three_white_soldiers = bool(df_last['three_white_soldiers'].values[0])
three_black_crows = bool(df_last['three_black_crows'].values[0])
morning_star = bool(df_last['morning_star'].values[0])
evening_star = bool(df_last['evening_star'].values[0])
three_line_strike = bool(df_last['three_line_strike'].values[0])
abandoned_baby = bool(df_last['abandoned_baby'].values[0])
morning_doji_star = bool(df_last['morning_doji_star'].values[0])
evening_doji_star = bool(df_last['evening_doji_star'].values[0])
two_black_gapping = bool(df_last['two_black_gapping'].values[0])
# is crypto recession?
is_crypto_recession = False
if app.disableCryptoRecession() == False:
is_crypto_recession = app.isCryptoRecession()
if is_crypto_recession == True:
print ('Crypto Recession Warning - Time to get out!', "\n")
# criteria for a buy signal
if ema12gtema26co == True \
and macdgtsignal == True \
and (goldencross == True or app.disableBullOnly()) \
and (obv_pc > -5 or app.disableBuyOBV()) \
and (elder_ray_buy == True or app.disableBuyElderRay()) \
and (is_crypto_recession == False or app.disableCryptoRecession()) \
and last_action != 'BUY':
action = 'BUY'
# criteria for a sell signal
elif ema12ltema26co == True \
and macdltsignal == True \
and last_action not in ['', 'SELL']:
action = 'SELL'
# anything other than a buy or sell, just wait
else:
action = 'WAIT'
last_buy_minus_fees = 0
if last_buy > 0 and last_action == 'BUY':
change_pcnt = ((price / last_buy) - 1) * 100
# calculate last buy minus fees
fee = last_buy * 0.005
last_buy_minus_fees = last_buy + fee
margin = ((price - last_buy_minus_fees) / price) * 100
# crypto recession
if app.disableCryptoRecession() == False and app.allowSellAtLoss() and is_crypto_recession == True:
action = 'SELL'
last_action = 'BUY'
log_text = '! Loss Failsafe Triggered (Crypto Recession! - SMA50 < SMA200 on day charts)'
print (log_text, "\n")
logging.warning(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
# loss failsafe sell at fibonacci band
if app.disableFailsafeFibonacciLow() == False and app.allowSellAtLoss() and app.sellLowerPcnt() == None and fib_low > 0 and fib_low >= float(price):
action = 'SELL'
last_action = 'BUY'
log_text = '! Loss Failsafe Triggered (Fibonacci Band: ' + str(fib_low) + ')'
print (log_text, "\n")
logging.warning(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
# loss failsafe sell at sell_lower_pcnt
if app.disableFailsafeLowerPcnt() == False and app.allowSellAtLoss() and app.sellLowerPcnt() != None and change_pcnt < app.sellLowerPcnt():
action = 'SELL'
last_action = 'BUY'
log_text = '! Loss Failsafe Triggered (< ' + str(app.sellLowerPcnt()) + '%)'
print (log_text, "\n")
logging.warning(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
# profit bank at sell_upper_pcnt
if app.disableProfitbankUpperPcnt() == False and app.sellUpperPcnt() != None and change_pcnt > app.sellUpperPcnt():
action = 'SELL'
last_action = 'BUY'
log_text = '! Profit Bank Triggered (> ' + str(app.sellUpperPcnt()) + '%)'
print (log_text, "\n")
logging.warning(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
# profit bank at sell at fibonacci band
if app.disableProfitbankFibonacciHigh() == False and margin > 3 and app.sellUpperPcnt() != None and fib_high > fib_low and fib_high <= float(price):
action = 'SELL'
last_action = 'BUY'
log_text = '! Profit Bank Triggered (Fibonacci Band: ' + str(fib_high) + ')'
print (log_text, "\n")
logging.warning(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
# profit bank when strong reversal detected
if app.disableProfitbankReversal() == False and margin > 3 and obv_pc < 0 and macdltsignal == True:
action = 'SELL'
last_action = 'BUY'
log_text = '! Profit Bank Triggered (Strong Reversal Detected)'
print (log_text, "\n")
logging.warning(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
# configuration specifies to not sell at a loss
if action == 'SELL' and not app.allowSellAtLoss() and margin <= 0:
action = 'WAIT'
last_action = 'BUY'
log_text = '! Ignore Sell Signal (No Sell At Loss)'
print (log_text, "\n")
logging.warning(log_text)
bullbeartext = ''
if app.disableBullOnly() == True or (df_last['sma50'].values[0] == df_last['sma200'].values[0]):
bullbeartext = ''
elif goldencross == True:
bullbeartext = ' (BULL)'
elif goldencross == False:
bullbeartext = ' (BEAR)'
# polling is every 5 minutes (even for hourly intervals), but only process once per interval
if (last_df_index != current_df_index):
precision = 2
if (price < 0.01):
precision = 8
price_text = 'Close: ' + str(app.truncate(price, precision))
ema_text = app.compare(df_last['ema12'].values[0], df_last['ema26'].values[0], 'EMA12/26', precision)
macd_text = app.compare(df_last['macd'].values[0], df_last['signal'].values[0], 'MACD', precision)
obv_text = ''
if app.disableBuyOBV() == False:
obv_text = 'OBV: ' + str(app.truncate(df_last['obv'].values[0], 4)) + ' (' + str(app.truncate(df_last['obv_pc'].values[0], 2)) + '%)'
eri_text = ''
if app.disableBuyElderRay() == False:
if elder_ray_buy == True:
eri_text = 'ERI: buy | '
elif elder_ray_sell == True:
eri_text = 'ERI: sell | '
else:
eri_text = 'ERI: | '
if hammer == True:
log_text = '* Candlestick Detected: Hammer ("Weak - Reversal - Bullish Signal - Up")'
print (log_text, "\n")
logging.debug(log_text)
if shooting_star == True:
log_text = '* Candlestick Detected: Shooting Star ("Weak - Reversal - Bearish Pattern - Down")'
print (log_text, "\n")
logging.debug(log_text)
if hanging_man == True:
log_text = '* Candlestick Detected: Hanging Man ("Weak - Continuation - Bearish Pattern - Down")'
print (log_text, "\n")
logging.debug(log_text)
if inverted_hammer == True:
log_text = '* Candlestick Detected: Inverted Hammer ("Weak - Continuation - Bullish Pattern - Up")'
print (log_text, "\n")
logging.debug(log_text)
if three_white_soldiers == True:
log_text = '*** Candlestick Detected: Three White Soldiers ("Strong - Reversal - Bullish Pattern - Up")'
print (log_text, "\n")
logging.debug(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
if three_black_crows == True:
log_text = '* Candlestick Detected: Three Black Crows ("Strong - Reversal - Bearish Pattern - Down")'
print (log_text, "\n")
logging.debug(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
if morning_star == True:
log_text = '*** Candlestick Detected: Morning Star ("Strong - Reversal - Bullish Pattern - Up")'
print (log_text, "\n")
logging.debug(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
if evening_star == True:
log_text = '*** Candlestick Detected: Evening Star ("Strong - Reversal - Bearish Pattern - Down")'
print (log_text, "\n")
logging.debug(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
if three_line_strike == True:
log_text = '** Candlestick Detected: Three Line Strike ("Reliable - Reversal - Bullish Pattern - Up")'
print (log_text, "\n")
logging.debug(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
if abandoned_baby == True:
log_text = '** Candlestick Detected: Abandoned Baby ("Reliable - Reversal - Bullish Pattern - Up")'
print (log_text, "\n")
logging.debug(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
if morning_doji_star == True:
log_text = '** Candlestick Detected: Morning Doji Star ("Reliable - Reversal - Bullish Pattern - Up")'
print (log_text, "\n")
logging.debug(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
if evening_doji_star == True:
log_text = '** Candlestick Detected: Evening Doji Star ("Reliable - Reversal - Bearish Pattern - Down")'
print (log_text, "\n")
logging.debug(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
if two_black_gapping == True:
log_text = '*** Candlestick Detected: Two Black Gapping ("Reliable - Reversal - Bearish Pattern - Down")'
print (log_text, "\n")
logging.debug(log_text)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') ' + log_text)
ema_co_prefix = ''
ema_co_suffix = ''
if ema12gtema26co == True:
ema_co_prefix = '*^ '
ema_co_suffix = ' ^*'
elif ema12ltema26co == True:
ema_co_prefix = '*v '
ema_co_suffix = ' v*'
elif ema12gtema26 == True:
ema_co_prefix = '^ '
ema_co_suffix = ' ^'
elif ema12ltema26 == True:
ema_co_prefix = 'v '
ema_co_suffix = ' v'
macd_co_prefix = ''
macd_co_suffix = ' | '
if macdgtsignalco == True:
macd_co_prefix = '*^ '
macd_co_suffix = ' ^* | '
elif macdltsignalco == True:
macd_co_prefix = '*v '
macd_co_suffix = ' v* | '
elif macdgtsignal == True:
macd_co_prefix = '^ '
macd_co_suffix = ' ^ | '
elif macdltsignal == True:
macd_co_prefix = 'v '
macd_co_suffix = ' v | '
obv_prefix = ''
obv_suffix = ''
if app.disableBuyOBV() == False:
if float(obv_pc) > 0:
obv_prefix = '^ '
obv_suffix = ' ^ | '
elif float(obv_pc) < 0:
obv_prefix = 'v '
obv_suffix = ' v | '
if app.isVerbose() == 0:
if last_action != '':
output_text = current_df_index + ' | ' + app.getMarket() + bullbeartext + ' | ' + str(app.getGranularity()) + ' | ' + price_text + ' | ' + ema_co_prefix + ema_text + ema_co_suffix + ' | ' + macd_co_prefix + macd_text + macd_co_suffix + obv_prefix + obv_text + obv_suffix + eri_text + action + ' | Last Action: ' + last_action
else:
output_text = current_df_index + ' | ' + app.getMarket() + bullbeartext + ' | ' + str(app.getGranularity()) + ' | ' + price_text + ' | ' + ema_co_prefix + ema_text + ema_co_suffix + ' | ' + macd_co_prefix + macd_text + macd_co_suffix + obv_prefix + obv_text + obv_suffix + eri_text + action + ' '
if last_action == 'BUY':
if last_buy_minus_fees > 0:
margin = str(app.truncate((((price - last_buy_minus_fees) / price) * 100), 2)) + '%'
else:
margin = '0%'
output_text += ' | ' + margin + ' (delta: ' + str(round(price - last_buy, 2)) + ')'
logging.debug(output_text)
print (output_text)
else:
logging.debug('-- Iteration: ' + str(iterations) + ' --' + bullbeartext)
if last_action == 'BUY':
margin = str(app.truncate((((price - last_buy) / price) * 100), 2)) + '%'
logging.debug('-- Margin: ' + margin + '% --')
logging.debug('price: ' + str(app.truncate(price, precision)))
logging.debug('ema12: ' + str(app.truncate(float(df_last['ema12'].values[0]), precision)))
logging.debug('ema26: ' + str(app.truncate(float(df_last['ema26'].values[0]), precision)))
logging.debug('ema12gtema26co: ' + str(ema12gtema26co))
logging.debug('ema12gtema26: ' + str(ema12gtema26))
logging.debug('ema12ltema26co: ' + str(ema12ltema26co))
logging.debug('ema12ltema26: ' + str(ema12ltema26))
logging.debug('sma50: ' + str(app.truncate(float(df_last['sma50'].values[0]), precision)))
logging.debug('sma200: ' + str(app.truncate(float(df_last['sma200'].values[0]), precision)))
logging.debug('macd: ' + str(app.truncate(float(df_last['macd'].values[0]), precision)))
logging.debug('signal: ' + str(app.truncate(float(df_last['signal'].values[0]), precision)))
logging.debug('macdgtsignal: ' + str(macdgtsignal))
logging.debug('macdltsignal: ' + str(macdltsignal))
logging.debug('obv: ' + str(obv))
logging.debug('obv_pc: ' + str(obv_pc))
logging.debug('action: ' + action)
# informational output on the most recent entry
print('')
print('================================================================================')
txt = ' Iteration : ' + str(iterations) + bullbeartext
print('|', txt, (' ' * (75 - len(txt))), '|')
txt = ' Timestamp : ' + str(df_last.index.format()[0])
print('|', txt, (' ' * (75 - len(txt))), '|')
print('--------------------------------------------------------------------------------')
txt = ' Close : ' + str(app.truncate(price, precision))
print('|', txt, (' ' * (75 - len(txt))), '|')
txt = ' EMA12 : ' + str(app.truncate(float(df_last['ema12'].values[0]), precision))
print('|', txt, (' ' * (75 - len(txt))), '|')
txt = ' EMA26 : ' + str(app.truncate(float(df_last['ema26'].values[0]), precision))
print('|', txt, (' ' * (75 - len(txt))), '|')
txt = ' Crossing Above : ' + str(ema12gtema26co)
print('|', txt, (' ' * (75 - len(txt))), '|')
txt = ' Currently Above : ' + str(ema12gtema26)
print('|', txt, (' ' * (75 - len(txt))), '|')
txt = ' Crossing Below : ' + str(ema12ltema26co)
print('|', txt, (' ' * (75 - len(txt))), '|')
txt = ' Currently Below : ' + str(ema12ltema26)
print('|', txt, (' ' * (75 - len(txt))), '|')
if (ema12gtema26 == True and ema12gtema26co == True):
txt = ' Condition : EMA12 is currently crossing above EMA26'
elif (ema12gtema26 == True and ema12gtema26co == False):
txt = ' Condition : EMA12 is currently above EMA26 and has crossed over'
elif (ema12ltema26 == True and ema12ltema26co == True):
txt = ' Condition : EMA12 is currently crossing below EMA26'
elif (ema12ltema26 == True and ema12ltema26co == False):
txt = ' Condition : EMA12 is currently below EMA26 and has crossed over'
else:
txt = ' Condition : -'
print('|', txt, (' ' * (75 - len(txt))), '|')
txt = ' SMA20 : ' + str(app.truncate(float(df_last['sma20'].values[0]), precision))
print('|', txt, (' ' * (75 - len(txt))), '|')
txt = ' SMA200 : ' + str(app.truncate(float(df_last['sma200'].values[0]), precision))
print('|', txt, (' ' * (75 - len(txt))), '|')
print('--------------------------------------------------------------------------------')
txt = ' MACD : ' + str(app.truncate(float(df_last['macd'].values[0]), precision))
print('|', txt, (' ' * (75 - len(txt))), '|')
txt = ' Signal : ' + str(app.truncate(float(df_last['signal'].values[0]), precision))
print('|', txt, (' ' * (75 - len(txt))), '|')
txt = ' Currently Above : ' + str(macdgtsignal)
print('|', txt, (' ' * (75 - len(txt))), '|')
txt = ' Currently Below : ' + str(macdltsignal)
print('|', txt, (' ' * (75 - len(txt))), '|')
if (macdgtsignal == True and macdgtsignalco == True):
txt = ' Condition : MACD is currently crossing above Signal'
elif (macdgtsignal == True and macdgtsignalco == False):
txt = ' Condition : MACD is currently above Signal and has crossed over'
elif (macdltsignal == True and macdltsignalco == True):
txt = ' Condition : MACD is currently crossing below Signal'
elif (macdltsignal == True and macdltsignalco == False):
txt = ' Condition : MACD is currently below Signal and has crossed over'
else:
txt = ' Condition : -'
print('|', txt, (' ' * (75 - len(txt))), '|')
print('--------------------------------------------------------------------------------')
txt = ' Action : ' + action
print('|', txt, (' ' * (75 - len(txt))), '|')
print('================================================================================')
if last_action == 'BUY':
txt = ' Margin : ' + margin + '%'
print('|', txt, (' ' * (75 - len(txt))), '|')
print('================================================================================')
# if a buy signal
if action == 'BUY':
last_buy = price
buy_count = buy_count + 1
fee = float(price) * 0.005
price_incl_fees = float(price) + fee
buy_sum = buy_sum + price_incl_fees
# if live
if app.isLive() == 1:
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') BUY at ' + price_text)
if app.isVerbose() == 0:
logging.info(current_df_index + ' | ' + app.getMarket() + ' ' + str(app.getGranularity()) + ' | ' + price_text + ' | BUY')
print ("\n", current_df_index, '|', app.getMarket(), str(app.getGranularity()), '|', price_text, '| BUY', "\n")
else:
print('--------------------------------------------------------------------------------')
print('| *** Executing LIVE Buy Order *** |')
print('--------------------------------------------------------------------------------')
# display balances
print (app.getBaseCurrency(), 'balance before order:', account.getBalance(app.getBaseCurrency()))
print (app.getQuoteCurrency(), 'balance before order:', account.getBalance(app.getQuoteCurrency()))
# execute a live market buy
resp = app.marketBuy(app.getMarket(), float(account.getBalance(app.getQuoteCurrency())))
logging.info(resp)
# display balances
print (app.getBaseCurrency(), 'balance after order:', account.getBalance(app.getBaseCurrency()))
print (app.getQuoteCurrency(), 'balance after order:', account.getBalance(app.getQuoteCurrency()))
# if not live
else:
if app.isVerbose() == 0:
logging.info(current_df_index + ' | ' + app.getMarket() + ' ' + str(app.getGranularity()) + ' | ' + price_text + ' | BUY')
print ("\n", current_df_index, '|', app.getMarket(), str(app.getGranularity()), '|', price_text, '| BUY')
bands = ta.getFibonacciRetracementLevels(float(price))
print (' Fibonacci Retracement Levels:', str(bands))
ta.printSupportResistanceLevel(float(price))
if len(bands) >= 1 and len(bands) <= 2:
if len(bands) == 1:
first_key = list(bands.keys())[0]
if first_key == 'ratio1':
fib_low = 0
fib_high = bands[first_key]
if first_key == 'ratio1_618':
fib_low = bands[first_key]
fib_high = bands[first_key] * 2
else:
fib_low = bands[first_key]
elif len(bands) == 2:
first_key = list(bands.keys())[0]
second_key = list(bands.keys())[1]
fib_low = bands[first_key]
fib_high = bands[second_key]
else:
print('--------------------------------------------------------------------------------')
print('| *** Executing TEST Buy Order *** |')
print('--------------------------------------------------------------------------------')
if app.shouldSaveGraphs() == 1:
tradinggraphs = TradingGraphs(ta)
ts = datetime.now().timestamp()
filename = app.getMarket() + '_' + str(app.getGranularity()) + '_buy_' + str(ts) + '.png'
tradinggraphs.renderEMAandMACD(len(trading_data), 'graphs/' + filename, True)
# if a sell signal
elif action == 'SELL':
sell_count = sell_count + 1
fee = float(price) * 0.005
price_incl_fees = float(price) - fee
sell_sum = sell_sum + price_incl_fees
# if live
if app.isLive() == 1:
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
telegram.send(app.getMarket() + ' (' + str(app.getGranularity()) + ') SELL at ' + price_text)
if app.isVerbose() == 0:
logging.info(current_df_index + ' | ' + app.getMarket() + ' ' + str(app.getGranularity()) + ' | ' + price_text + ' | SELL')
print ("\n", current_df_index, '|', app.getMarket(), str(app.getGranularity()), '|', price_text, '| SELL')
bands = ta.getFibonacciRetracementLevels(float(price))
print (' Fibonacci Retracement Levels:', str(bands), "\n")
if len(bands) >= 1 and len(bands) <= 2:
if len(bands) == 1:
first_key = list(bands.keys())[0]
if first_key == 'ratio1':
fib_low = 0
fib_high = bands[first_key]
if first_key == 'ratio1_618':
fib_low = bands[first_key]
fib_high = bands[first_key] * 2
else:
fib_low = bands[first_key]
elif len(bands) == 2:
first_key = list(bands.keys())[0]
second_key = list(bands.keys())[1]
fib_low = bands[first_key]
fib_high = bands[second_key]
else:
print('--------------------------------------------------------------------------------')
print('| *** Executing LIVE Sell Order *** |')
print('--------------------------------------------------------------------------------')
# display balances
print (app.getBaseCurrency(), 'balance before order:', account.getBalance(app.getBaseCurrency()))
print (app.getQuoteCurrency(), 'balance before order:', account.getBalance(app.getQuoteCurrency()))
# execute a live market sell
resp = app.marketSell(app.getMarket(), float(account.getBalance(app.getBaseCurrency())))
logging.info(resp)
# display balances
print (app.getBaseCurrency(), 'balance after order:', account.getBalance(app.getBaseCurrency()))
print (app.getQuoteCurrency(), 'balance after order:', account.getBalance(app.getQuoteCurrency()))
# if not live
else:
if app.isVerbose() == 0:
sell_price = float(str(app.truncate(price, precision)))
last_buy_price = float(str(app.truncate(float(last_buy), precision)))
buy_sell_diff = round(np.subtract(sell_price, last_buy_price), precision)
if (sell_price != 0):
buy_sell_margin_no_fees = str(app.truncate((((sell_price - last_buy_price) / sell_price) * 100), 2)) + '%'
else:
buy_sell_margin_no_fees = '0%'
# calculate last buy minus fees
buy_fee = last_buy_price * 0.005
last_buy_price_minus_fees = last_buy_price + buy_fee
if (sell_price != 0):
buy_sell_margin_fees = str(app.truncate((((sell_price - last_buy_price_minus_fees) / sell_price) * 100), 2)) + '%'
else:
buy_sell_margin_fees = '0%'
logging.info(current_df_index + ' | ' + app.getMarket() + ' ' + str(app.getGranularity()) + ' | SELL | ' + str(sell_price) + ' | BUY | ' + str(last_buy_price) + ' | DIFF | ' + str(buy_sell_diff) + ' | MARGIN NO FEES | ' + str(buy_sell_margin_no_fees) + ' | MARGIN FEES | ' + str(buy_sell_margin_fees))
print ("\n", current_df_index, '|', app.getMarket(), str(app.getGranularity()), '| SELL |', str(sell_price), '| BUY |', str(last_buy_price), '| DIFF |', str(buy_sell_diff) , '| MARGIN NO FEES |', str(buy_sell_margin_no_fees), '| MARGIN FEES |', str(buy_sell_margin_fees), "\n")
else:
print('--------------------------------------------------------------------------------')
print('| *** Executing TEST Sell Order *** |')
print('--------------------------------------------------------------------------------')
if app.shouldSaveGraphs() == 1:
tradinggraphs = TradingGraphs(ta)
ts = datetime.now().timestamp()
filename = app.getMarket() + '_' + str(app.getGranularity()) + '_sell_' + str(ts) + '.png'
tradinggraphs.renderEMAandMACD(len(trading_data), 'graphs/' + filename, True)
# reset last buy
last_buy = 0
# last significant action
if action in [ 'BUY', 'SELL' ]:
last_action = action
last_df_index = str(df_last.index.format()[0])
if iterations == len(df):
print ("\nSimulation Summary\n")
if buy_count > sell_count and app.allowSellAtLoss() == 1:
fee = price * 0.005
last_price_minus_fees = price - fee
sell_sum = sell_sum + last_price_minus_fees
sell_count = sell_count + 1
elif buy_count > sell_count and app.allowSellAtLoss() == 0:
print (' Note : "sell at loss" is disabled and you have an open trade, if the margin')
print (' result below is negative it will assume you sold at the end of the')
print (' simulation which may not be ideal. Try setting --sellatloss 1', "\n")
print (' Buy Count :', buy_count)
print (' Sell Count :', sell_count, "\n")
if sell_count > 0:
print (' Margin :', str(app.truncate((((sell_sum - buy_sum) / sell_sum) * 100), 2)) + '%', "\n")
print (' ** non-live simulation, assuming highest fees', "\n")
else:
# causing crashes, removing while investigating
#print (str(app.getTime()), '|', app.getMarket() + bullbeartext, '|', str(app.getGranularity()), '| Current Price:', price)
now = datetime.today().strftime('%Y-%m-%d %H:%M:%S')
print (now, '|', app.getMarket() + bullbeartext, '|', str(app.getGranularity()), '| Current Price:', price)
# decrement ignored iteration
iterations = iterations - 1
# if live
if app.isLive() == 1:
# update order tracker csv
if app.getExchange() == 'binance':
account.saveTrackerCSV(app.getMarket())
elif app.getExchange() == 'coinbasepro':
account.saveTrackerCSV()
if app.isSimulation() == 1:
if iterations < 300:
if app.simuluationSpeed() in [ 'fast', 'fast-sample' ]:
# fast processing
executeJob(sc, app, trading_data)
else:
# slow processing
list(map(s.cancel, s.queue))
s.enter(1, 1, executeJob, (sc, app, trading_data))
else:
# poll every 5 minute
list(map(s.cancel, s.queue))
s.enter(300, 1, executeJob, (sc, app))
try:
# initialise logging
logging.basicConfig(filename='pycryptobot.log', format='%(asctime)s - %(levelname)s: %(message)s', datefmt='%m/%d/%Y %I:%M:%S %p', filemode='a', level=logging.DEBUG)
# telegram
if app.isTelegramEnabled():
telegram = Telegram(app.getTelegramToken(), app.getTelegramClientId())
if app.getExchange() == 'coinbasepro':
telegram.send('Starting Coinbase Pro bot for ' + app.getMarket() + ' using granularity ' + str(app.getGranularity()))
elif app.getExchange() == 'binance':
telegram.send('Starting Binance bot for ' + app.getMarket() + ' using granularity ' + str(app.getGranularity()))
# initialise and start application
trading_data = app.startApp(account, last_action)
# run the first job immediately after starting
if app.isSimulation() == 1:
executeJob(s, app, trading_data)
else:
executeJob(s, app)
s.run()
# catches a keyboard break of app, exits gracefully
except KeyboardInterrupt:
print(datetime.now(), 'closed')
try:
sys.exit(0)
except SystemExit:
os._exit(0)