strategy_best_of_both_worlds.py

"""Basic example of a Trading bot with a strategy pattern."""


from statistics import mean
from dataclasses import dataclass
from functools import partial
from exchange import Exchange


class Avg:
    def should_buy(prices: list[int], window_size: int) -> bool:
        list_window = prices[-window_size:]
        return prices[-1] < mean(list_window)

    def should_sell(prices: list[int], window_size: int) -> bool:
        list_window = prices[-window_size:]
        return prices[-1] > mean(list_window)


class Minmax:
    def should_buy(prices: list[int], max_price: int) -> bool:
        return prices[-1] < max_price

    def should_sell(prices: list[int], min_price: int) -> bool:
        return prices[-1] > min_price


@dataclass
class TradingBot:
    """Trading bot that connects to a crypto exchange and performs trades."""

    exchange: Exchange
    strategy: type

    def run(self, symbol: str) -> None:
        prices = self.exchange.get_market_data(symbol)
        if self.strategy.to_buy(prices): self.exchange.buy(symbol, 10)
        elif self.strategy.to_sell(prices): self.exchange.sell(symbol, 10)
        else: print(f"No action needed for {symbol}.")


if __name__ == "__main__":
    (exchange := Exchange()).connect()

    class Strategy:
        to_buy = partial(Minmax.should_buy, max_price=32_000_00)
        to_sell = partial(Minmax.should_sell, min_price=38_000_00)

    TradingBot(exchange, Strategy).run("BTC/USD")