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dkgeorge/sgdbot.py

Forked from prof7bit/_stoploss.py
Last active August 16, 2017 19:51
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Stop loss/Start gain dialog interactive bot for goxtool Mt.Gox trading bot framework
Raw
sgdbot.py
"""
a simple stop loss/start gain bot
adjust STOP_PRICE/START_PRICE and STOP_VOLUME/START_VOLUME to your needs.
to reset orders during runtime, press (s) for a new stop order and (g) for a new start gain
The file can be reloaded after editing without restarting goxtool by simply pressing the (l) key.
"""
# Using the global statement
# pylint: disable=W0603
# No exception type(s) specified
# pylint: disable=W0702
# Missing docstring
# pylint: disable=C0111
# Line too long
# pylint: disable=C0301
import curses
import strategy
import goxapi
import goxtool
STDSCR = curses.initscr()
# USD (EUR or other Fiat) price for the sell stop or buy gain
STOP_PRICE = 5.85
START_PRICE = 1500.85
# STOP_VOLUME for how many BTC to sell at or below the stop price
# START_VOLUME for how many _FIAT_ to use for buying BTC at or above the start price
# Select 0 to trade full wallet amount (BTC wallet for stop and FIAT wallet for gain)
STOP_VOLUME = 0
START_VOLUME = 0
# Do not mess with these
TRADE_TYPE = None
STOP_LOSS = "Stop loss"
START_GAIN = "Start gain"
BTC = "BTC"
class Strategy(strategy.Strategy):
"""stop loss/start gain bot"""
def __init__(self, gox):
strategy.Strategy.__init__(self, gox)
gox.history.signal_changed.connect(self.slot_changed)
self.init = False
self.got_wallet = False
self.already_executed = False
self.user_currency = gox.currency
self.total_filled = 0
self.btc_wallet = 0
self.fiat_wallet = 0
def slot_changed(self, history, _no_data):
"""price history has changed (new trades in history)"""
global TRADE_TYPE
if self.already_executed:
Strategy.end_bot(self)
return
if not self.init:
try:
self.debug("Retrieving wallet data...")
self.btc_wallet = goxapi.int2float(self.gox.wallet[BTC], BTC)
self.fiat_wallet = goxapi.int2float(self.gox.wallet[self.user_currency], self.user_currency)
except:
self.debug("Could not retrieve wallet data, retrying...")
return
else:
self.init = True
Strategy.begin_bot(self)
else:
# main loop
last_candle = history.last_candle()
if not last_candle:
self.debug("Could not retrieve candle data from goxtool, retrying...")
else:
price_last = goxapi.int2float(last_candle.cls, self.user_currency)
if self.btc_wallet >= 0.01:
TRADE_TYPE = STOP_LOSS
else:
TRADE_TYPE = START_GAIN
vol, _no_data, prc, _no_data, _no_data = Strategy.active_msg(self, TRADE_TYPE)
if TRADE_TYPE == STOP_LOSS and price_last <= STOP_PRICE:
self.gox.sell(0, int(vol * 1e8))
self.debug(" *** Market order fired: SELL %.8f at %f" % (vol, prc))
self.already_executed = True
if TRADE_TYPE == START_GAIN and price_last >= START_PRICE:
self.gox.buy(0, int((vol / prc) * 1e8))
self.debug(" *** Market order fired: BUY %f at %.8f" % (vol, prc))
self.already_executed = True
def slot_trade(self, gox, (date, price, volume, typ, own)):
"""a trade message has been received"""
global TRADE_TYPE
if not own:
return
if own and self.already_executed == False:
self.already_executed = True
TRADE_TYPE = None
return
vol, trade_currency, prc, _no_data, trade_asset = Strategy.set_trade(self, TRADE_TYPE)
vol = goxapi.int2float(volume, BTC)
prc = goxapi.int2float(price, self.gox.currency)
if TRADE_TYPE == STOP_LOSS:
filled = prc * vol
elif TRADE_TYPE == START_GAIN:
filled = vol
vol = prc * filled
self.total_filled += filled
self.debug("@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@")
self.debug(" ")
self.debug(" %s filled: VOL %.8f %s at %.5f %s/BTC (filled %.8f %s)"
% (TRADE_TYPE, vol, trade_currency, prc, self.user_currency, filled, trade_asset))
self.debug(" ")
self.debug("@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@")
def begin_bot(self):
global STOP_VOLUME
global START_VOLUME
if not STOP_VOLUME:
STOP_VOLUME = self.btc_wallet
if not START_VOLUME:
START_VOLUME = self.fiat_wallet
self.debug("##################################################################################")
self.debug(" ")
self.debug(" Enabling Stop loss/Start gain bot ")
self.debug(" ")
self.debug(" Initializing settings from file... ")
self.debug(" ")
self.debug(" Stop loss: %.8f BTC @ %.5f %s/BTC (total %.5f %s)"
% (STOP_VOLUME, STOP_PRICE, self.user_currency, float(STOP_PRICE * STOP_VOLUME), self.user_currency))
self.debug(" Start gain: %.5f %s @ %.5f %s/BTC (total %.8f BTC)"
% (START_VOLUME, self.user_currency, START_PRICE, self.user_currency, float(START_VOLUME / START_PRICE)))
self.debug(" ")
self.debug("##################################################################################")
def active_msg(self, set_trade):
vol, trade_currency, prc, total, trade_asset = Strategy.set_trade(self, set_trade)
self.debug("**********************************************************************************")
self.debug(" ")
self.debug(" %s ACTIVE "
% (TRADE_TYPE))
self.debug(" ")
self.debug(" VOL %.8f %s @ %.5f %s/BTC (total %.8f %s)"
% (vol, trade_currency, prc, self.user_currency, total, trade_asset))
self.debug(" ")
self.debug("**********************************************************************************")
return vol, trade_currency, prc, total, trade_asset
def set_trade(self, set_trade):
if set_trade == STOP_LOSS:
trade_currency = BTC
trade_asset = self.user_currency
vol = STOP_VOLUME
prc = STOP_PRICE
total = float(prc * vol)
elif set_trade == START_GAIN:
trade_currency = self.user_currency
trade_asset = BTC
vol = START_VOLUME
prc = START_PRICE
total = float(vol / prc)
else:
return
return vol, trade_currency, prc, total, trade_asset
def slot_keypress(self, gox, key):
global TRADE_TYPE
global STOP_PRICE
global STOP_VOLUME
global START_PRICE
global START_VOLUME
if not self.init:
self.debug("Bot not initialized!")
return
key = chr(key)
if key == "s":
TRADE_TYPE = STOP_LOSS
dialog = NewOrder(STDSCR, self.gox, curses.color_pair(7), TRADE_TYPE)
dialog.modal()
prc, vol = dialog.do_submit(dialog.price, dialog.volume)
if prc:
STOP_PRICE = prc
if vol:
STOP_VOLUME = vol
if vol == 0:
STOP_VOLUME = self.btc_wallet
elif key == "g":
TRADE_TYPE = START_GAIN
dialog = NewOrder(STDSCR, self.gox, curses.color_pair(6), TRADE_TYPE)
dialog.modal()
prc, vol = dialog.do_submit(dialog.price, dialog.volume)
if prc:
START_PRICE = prc
if vol:
START_VOLUME = vol
if vol == 0:
START_VOLUME = self.fiat_wallet
else:
return
vol, trade_currency, prc, total, trade_asset = Strategy.set_trade(self, TRADE_TYPE)
self.debug("##################################################################################")
self.debug(" ")
self.debug(" %s set: VOL %.8f %s @ %.5f %s/BTC (total %.8f %s)"
% (TRADE_TYPE, vol, trade_currency, prc, self.user_currency, total, trade_asset))
self.debug(" ")
self.debug("##################################################################################")
def end_bot(self):
if TRADE_TYPE == STOP_LOSS:
volume_for_fee = goxapi.int2float(self.gox.wallet[self.user_currency], self.user_currency)
elif TRADE_TYPE == START_GAIN:
volume_for_fee = goxapi.int2float(self.gox.wallet[BTC], BTC)
else:
self.debug(" *** A trade was manually made by user. Bot automatically disabled *** ")
return
vol, trade_currency, prc, _no_data, trade_asset = Strategy.set_trade(self, TRADE_TYPE)
fee = self.total_filled - volume_for_fee
if fee > 0:
self.debug("#########################################################@##########################")
self.debug(" ")
self.debug(" Stop loss/start gain bot is disabled ")
self.debug(" ")
self.debug(" %s order filled: %.8f %s at %.5f %s/BTC (total filled %.8f %s)"
% (TRADE_TYPE, vol, trade_currency, prc, self.user_currency, self.total_filled, trade_asset))
self.debug(" Mt.Gox fee: %.8f %s"
% (fee, trade_asset))
self.debug(" Press (l) to reload strategy ")
self.debug(" ")
self.debug("###############################################################@####################")
class NewOrder(goxtool.DlgNewOrder):
def __init__(self, stdscr, gox, color, msg):
goxtool.DlgNewOrder.__init__(self, stdscr, gox, color, msg)
self.price = 0
self.volume = 0
def do_submit(self, price, volume):
self.price = price
self.volume = volume
return self.price, self.volume
@dkgeorge
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Stop loss/Start gain dialog interactive bot for goxtool Mt.Gox trading bot framework

Features:

  • Ability to set or change stop loss/start gain orders during runtime. No need to edit files or reload strategy (very useful)! (press s to open stop loss dialog or press g to open start gain dialog)
  • Added autofilling full wallet amount for stop loss (BTC wallet) and start gain (FIAT wallet). Select 0 for volumes to use full wallet amount
  • For easier start gain, its volume setting is in FIAT, not BTC (this is for start gain only)
  • Automatically selects to stop loss when there is at least 0.01 BTC in wallet (minimum Mt. Gox amount for trading) and only selects start gain when BTC wallet is empty and FIAT is filled with any amount
  • Actively informs in goxtools's debug dialog, stop loss or start gain enablement and order filling status. Great to remind you when the bot is enabled and how was the order filled.
  • Informs Mt.Gox charged fee for Stop loss/Start gain filled order

Note: This fork removed trailing stop from the original code

To run this bot get goxtool at https://github.com/prof7bit/goxtool

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