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A simple stop loss bot. Adjust STOP_PRICE and STOP_VOLUME to your needs. The file can be reloaded after editing without restarting goxtool by simply pressing the l key.
"""
a simple stop loss bot.
adjust STOP_PRICE and STOP_VOLUME to your needs.
The file can be reloaded after editing without
restarting goxtool by simply pressing the l key.
"""
import strategy
import goxapi
# pylint: disable=C0301
# USD (EUR or other Fiat) price for the sell stop
# positive values are an absolute fixed price,
# negative values enable trailing stop mode and the
# value is the trailing distance
STOP_PRICE = -5
# how many BTC to sell at or below the stop price
STOP_VOLUME = 0.01
class Strategy(strategy.Strategy):
"""a simple stoploss bot"""
def __init__(self, gox):
strategy.Strategy.__init__(self, gox)
gox.history.signal_changed.connect(self.slot_changed)
self.already_executed = False
if STOP_PRICE < 0:
self.debug("initializing trailing stop: %f @ %f" % (STOP_VOLUME, STOP_PRICE))
self.stop_price = 0
self.trail_distance = goxapi.float2int(-STOP_PRICE, gox.currency)
gox.history.signal_changed(gox.history, None) # fire the signal once
else:
self.debug("initializing stop loss: %f @ %f" % (STOP_VOLUME, STOP_PRICE))
self.stop_price = goxapi.float2int(STOP_PRICE, gox.currency)
self.trail_distance = 0
def slot_changed(self, history, _no_data):
"""price history has changed (new trades in history)"""
if self.already_executed:
return
last_candle = history.last_candle()
if not last_candle:
return
price_last = last_candle.cls
if self.trail_distance:
price_trail = price_last - self.trail_distance
if price_trail > self.stop_price:
self.stop_price = price_trail
self.debug("*** trailed stop to %f" %
goxapi.int2float(self.stop_price, self.gox.currency))
if not self.stop_price:
return
if price_last <= self.stop_price:
self.debug("*** market order: sell %f at %f" % (STOP_VOLUME, STOP_PRICE))
self.gox.sell(0, int(STOP_VOLUME * 1e8))
self.already_executed = True
def slot_trade(self, gox, (date, price, volume, typ, own)):
"""a trade message has been received"""
if not own:
return
vol = goxapi.int2float(volume, "BTC")
prc = goxapi.int2float(price, gox.currency)
self.debug("*** order filled: %f at %f %s" % (vol, prc, gox.currency))
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