ccxt switch

README.md

@@ -30,6 +30,8 @@ I thought this fits quite well to the cryptotrading world and that's why I chose
 - Runnable in a non-root docker containe
 - multiple different buy and sell strategies possible at the same time
 
+- Hedge mode (long and short positions the same time) not supported
+
 ## Buy conditions
 - definable RSI Indicator signals min/max (RSI5, 14 and 21)
 - definable MACD signals min/max

dabo/functions/check_buy_conditions.sh

@@ -66,42 +66,7 @@ function check_buy_conditions {
     # remove CURRENCY from asset
     f_ASSET=$(echo ${f_ASSET} | sed "s/${CURRENCY}//")
 
-    if [ ${STOCK_EXCHANGE} = "BINANCE" ]
+    order ${f_ASSET}/${CURRENCY} ${f_INVEST_QUANTITY} buy
-    then
-      # get stock exchange specific infos for trade (e.g. MIN_NOTIONAL)
-      ${TOKEN_INFO_CMD} ${f_ASSET} ${CURRENCY}
-
-      # use MIN_NOTIONAL+5% as INVEST_QUANTITY if INVEST_QUANTITY is under MIN_NOTIONAL
-      # +5% in spite of MIN_NOTIONAL to be able to sell when the price falls a little bit
-      #[ $(g_calc "${f_INVEST_QUANTITY} < ${f_MIN_NOTIONAL}") -eq 0 ] || f_INVEST_QUANTITY=$(g_calc "scale=2; $f_MIN_NOTIONAL/100*105")
-      if ! g_num_is_lower.sh ${f_INVEST_QUANTITY} ${f_MIN_NOTIONAL}
-      then
-        g_calc "scale=2; ${f_MIN_NOTIONAL}/100*105"
-        f_INVEST_QUANTITY=${g_calc_result}
-      fi
-
-
-      # if there is not enough balance for buying because ${f_MIN_NOTIONAL} needed for buying to sell (workaround)
-      g_calc "${CURRENCY_BALANCE} < ${f_MIN_NOTIONAL}*2"
-      if [ ${g_calc_result} -ne 0 ]
-      then
-        g_echo_note "BUY ${f_ASSET} not enough balance ${CURRENCY_BALANCE} for buying because of MIN_NOTIONAL (${f_MIN_NOTIONAL}*2) needed for buying-to-sell (workaround)"
-        return 1
-      fi
-
-      # continue if not balance enough for lowest quantity (MIN_NOTIONAL)
-      g_calc "${CURRENCY_BALANCE} > ${f_INVEST_QUANTITY}"
-      if [ ${g_calc_result} -eq 0 ]
-      then
-        g_echo_note "BUY ${f_ASSET} not enough balance (${CURRENCY_BALANCE}) for lowest quantity (MIN_NOTIONAL - ${f_INVEST_QUANTITY})"
-        return 1
-      fi
-
-      binance_convert ${f_ASSET} ${CURRENCY} ${f_INVEST_QUANTITY} buy "$f_BUY" || \
-      do_trade ${f_ASSET} ${CURRENCY} ${f_INVEST_QUANTITY} buy "$f_BUY"
-    else
-      do_trade ${f_ASSET} ${CURRENCY} ${f_INVEST_QUANTITY} buy "$f_BUY"
-    fi
     f_BUY=""
   fi
 

dabo/functions/check_for_sell.sh

@@ -19,7 +19,7 @@ function check_for_sell {
     then
       local f_msg="ATTENTION! EMERGENCY STOP DUE TO POOR PERFORMANCE: BALANCE (${f_COMPLETE_BALANCE}) LOWER THEN EMERGENCY_STOP-VALUE (${EMERGENCY_STOP})"
       g_echo_error "${f_msg}"
-      do_trade ${f_ASSET} ${CURRENCY} ${f_QUANTITY_CURRENCY} sell "${f_msg}"
+      position_close ${f_ASSET}/${CURRENCY}
       continue
     fi
     if tail -n1 $f_ASSET_HIST_FILE | egrep -q "^$(date +%Y-%m-%d)|$(date +%Y-%m-%d -d yesterday)"
@@ -28,7 +28,7 @@ function check_for_sell {
     else
       local f_msg="SELL $f_ASSET_HIST_FILE no current data of invested asset"
       g_echo_warn "${f_msg}"
-      do_trade ${f_ASSET} ${CURRENCY} ${f_QUANTITY_CURRENCY} sell "${f_msg}"
+      position_close ${f_ASSET}/${CURRENCY}
     fi
   done
 }

dabo/functions/check_sell_conditions.sh

@@ -89,14 +89,7 @@ function check_sell_conditions {
     g_echo_note "$f_SELL"
     echo "${f_last_line},${f_ASSET}" >>trade.log
     f_ASSET=$(echo ${f_ASSET} | sed "s/${CURRENCY}//")
-    # binance_convert ${f_ASSET} ${CURRENCY} ${f_QUANTITY} sell "${f_SELL}"
+    position_close ${f_ASSET}/${CURRENCY}    
-    if [ ${STOCK_EXCHANGE} = "BINANCE" ]
-    then
-      binance_convert ${f_ASSET} ${CURRENCY} ${f_QUANTITY} sell "${f_SELL}" ${f_QUANTITY_CURRENCY} || \
-      do_trade ${f_ASSET} ${CURRENCY} ${f_QUANTITY_CURRENCY} sell "${f_SELL}"
-    else
-      do_trade ${f_ASSET} ${CURRENCY} ${f_QUANTITY_CURRENCY} sell "${f_SELL}"
-    fi
   fi
 
 #  # ANALYZE

dabo/functions/get_orders.sh

@@ -32,7 +32,7 @@ function get_orders {
     then
       if [ -z "$f_ccxt_json_out" ]
       then
-        rm -f CCXT_OPEN_ORDERS_${f_symbol_file}_RAW CCXT_OPEN_ORDERS_${f_symbol_file}
+        rm -f "CCXT_OPEN_ORDERS_${f_symbol_file}_RAW" "CCXT_OPEN_ORDERS_${f_symbol_file}"
         continue
       fi
       echo $f_ccxt_result | tee "CCXT_OPEN_ORDERS_${f_symbol_file}_RAW" | jq -r "

dabo/functions/get_positions.sh

@@ -21,15 +21,13 @@ function get_positions {
   jq -r "
 .[] |
 select(.entryPrice != 0) |
-.symbol + \",\" + (.notional|tostring) + \",\" + (.entryPrice|tostring) + \",\" + (.markPrice|tostring) + \",\" + .side  + \",\" + (.leverage|tostring)
+.symbol + \",\" + (.notional|tostring) + \",\" + (.entryPrice|tostring) + \",\" + (.markPrice|tostring) + \",\" + .side  + \",\" + (.leverage|tostring) + \",\" + (.contracts|tostring) + \",\" + (.contractSize|tostring) + \",\" + (.liquidationPrice|tostring) + \",\" + (.unrealizedPnl|tostring)
-" CCXT_POSITIONS_RAW >POSITIONS
+" CCXT_POSITIONS_RAW >CCXT_POSITIONS
-
-  get_position_array
 
 }
 
 function get_position_array {
-  g_array POSITIONS f_get_positions_array
+  g_array CCXT_POSITIONS f_get_positions_array
 }
 
 function get_position_line_vars {
@@ -44,6 +42,11 @@ function get_position_line_vars {
   [ -z "$f_position_side" ] && f_position_side="long"
   f_position_leverage=${f_position_array[5]}
   [ -z "$f_position_leverage" ] && f_position_leverage="1"
+  f_position_contracts=${f_position_array[6]}
+  f_position_contract_size=${f_position_array[7]}
+  f_position_liquidation_price=${f_position_array[8]}
+  f_position_unrealized_pnl=${f_position_array[9]}
+
   g_percentage-diff $f_position_entry_price $f_position_current_price
   [ "$f_position_side" = short ] && g_percentage-diff $f_position_current_price $f_position_entry_price
   f_position_pnl_percentage=$g_percentage_diff_result

dabo/functions/get_symbols.sh

@@ -5,7 +5,7 @@ function get_symbols {
   local f_symbols=""
   [ -s CCXT_TICKERS_RAW ] && f_symbols=$(jq -r '.[] | .symbol' CCXT_TICKERS_RAW)
   f_symbols=${f_symbols//$'\n'/'+'}
- 
+  
   if [ -z "$f_symbols" ]
   then
     g_echo_warn "Could not get symbols list - empty"

dabo/functions/order.sh

@@ -4,9 +4,9 @@ function order {
  
   # needed vars
   local f_symbol=$1
-  local f_quote_currency_amount=$2  # amount in $CURRENCY
+  local f_amount=$2  # amount in $CURRENCY / if crypto_amount:XXX then amount in crypto
   local f_side=$3                   # buy/sell long/short
-  local f_price=$4                  # price for liomit order - if not given do market order
+  local f_price=$4                  # price for limit order - if not given do market order
   local f_params f_type
 
 
@@ -15,9 +15,6 @@ function order {
   # check symbol XXX/$CURRENCY[:$CURRENCY]
   [[ $f_symbol =~ /$CURRENCY ]] || return 1
 
-  # check amount
-  g_num_valid_number "$f_quote_currency_amount" || return 1
-
   # check side
   [ "$f_side" = "long" ] && f_side="buy"
   [ "$f_side" = "short" ] && f_side="sell"
@@ -34,11 +31,17 @@ function order {
   
   ### validity checks end###
 
-
+  # get amount in crypto asset
-  # get amount in krypto asset
+  if [[ $f_amount =~ ^crypto_amount: ]]
-  local f_asset=${f_symbol///*}
+  then
-  currency_converter $f_quote_currency_amount $CURRENCY $f_asset || return 1
+    # if given in crypto
-  local f_amount=$f_currency_converter_result
+    f_amount=${f_amount//crypto_amount:}
+  else
+    # if given in $CURRENCY
+    local f_asset=${f_symbol///*}
+    currency_converter $f_amount $CURRENCY $f_asset || return 1
+    local f_amount=$f_currency_converter_result
+  fi  
 
   # check for swap/margin trades
   if [ -n "$LEVERAGE" ] 
@@ -64,5 +67,7 @@ function order {
   # do the order
   f_ccxt "print($STOCK_EXCHANGE.createOrder(symbol='${f_symbol}', type='$f_type', price=$f_price, amount='${f_amount}', side='${f_side}', ${f_params}))" || return 1
 
+  # refresh positions
+  get_positions
 }