ccxt switch
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@ -30,6 +30,8 @@ I thought this fits quite well to the cryptotrading world and that's why I chose
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- Runnable in a non-root docker containe
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- multiple different buy and sell strategies possible at the same time
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- Hedge mode (long and short positions the same time) not supported
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## Buy conditions
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- definable RSI Indicator signals min/max (RSI5, 14 and 21)
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- definable MACD signals min/max
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@ -66,42 +66,7 @@ function check_buy_conditions {
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# remove CURRENCY from asset
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f_ASSET=$(echo ${f_ASSET} | sed "s/${CURRENCY}//")
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if [ ${STOCK_EXCHANGE} = "BINANCE" ]
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then
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# get stock exchange specific infos for trade (e.g. MIN_NOTIONAL)
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${TOKEN_INFO_CMD} ${f_ASSET} ${CURRENCY}
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# use MIN_NOTIONAL+5% as INVEST_QUANTITY if INVEST_QUANTITY is under MIN_NOTIONAL
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# +5% in spite of MIN_NOTIONAL to be able to sell when the price falls a little bit
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#[ $(g_calc "${f_INVEST_QUANTITY} < ${f_MIN_NOTIONAL}") -eq 0 ] || f_INVEST_QUANTITY=$(g_calc "scale=2; $f_MIN_NOTIONAL/100*105")
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if ! g_num_is_lower.sh ${f_INVEST_QUANTITY} ${f_MIN_NOTIONAL}
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then
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g_calc "scale=2; ${f_MIN_NOTIONAL}/100*105"
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f_INVEST_QUANTITY=${g_calc_result}
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fi
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# if there is not enough balance for buying because ${f_MIN_NOTIONAL} needed for buying to sell (workaround)
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g_calc "${CURRENCY_BALANCE} < ${f_MIN_NOTIONAL}*2"
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if [ ${g_calc_result} -ne 0 ]
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then
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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)"
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return 1
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fi
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# continue if not balance enough for lowest quantity (MIN_NOTIONAL)
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g_calc "${CURRENCY_BALANCE} > ${f_INVEST_QUANTITY}"
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if [ ${g_calc_result} -eq 0 ]
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then
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g_echo_note "BUY ${f_ASSET} not enough balance (${CURRENCY_BALANCE}) for lowest quantity (MIN_NOTIONAL - ${f_INVEST_QUANTITY})"
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return 1
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fi
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binance_convert ${f_ASSET} ${CURRENCY} ${f_INVEST_QUANTITY} buy "$f_BUY" || \
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do_trade ${f_ASSET} ${CURRENCY} ${f_INVEST_QUANTITY} buy "$f_BUY"
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else
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do_trade ${f_ASSET} ${CURRENCY} ${f_INVEST_QUANTITY} buy "$f_BUY"
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fi
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order ${f_ASSET}/${CURRENCY} ${f_INVEST_QUANTITY} buy
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f_BUY=""
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fi
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@ -19,7 +19,7 @@ function check_for_sell {
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then
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local f_msg="ATTENTION! EMERGENCY STOP DUE TO POOR PERFORMANCE: BALANCE (${f_COMPLETE_BALANCE}) LOWER THEN EMERGENCY_STOP-VALUE (${EMERGENCY_STOP})"
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g_echo_error "${f_msg}"
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do_trade ${f_ASSET} ${CURRENCY} ${f_QUANTITY_CURRENCY} sell "${f_msg}"
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position_close ${f_ASSET}/${CURRENCY}
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continue
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fi
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if tail -n1 $f_ASSET_HIST_FILE | egrep -q "^$(date +%Y-%m-%d)|$(date +%Y-%m-%d -d yesterday)"
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@ -28,7 +28,7 @@ function check_for_sell {
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else
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local f_msg="SELL $f_ASSET_HIST_FILE no current data of invested asset"
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g_echo_warn "${f_msg}"
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do_trade ${f_ASSET} ${CURRENCY} ${f_QUANTITY_CURRENCY} sell "${f_msg}"
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position_close ${f_ASSET}/${CURRENCY}
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fi
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done
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}
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@ -89,14 +89,7 @@ function check_sell_conditions {
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g_echo_note "$f_SELL"
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echo "${f_last_line},${f_ASSET}" >>trade.log
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f_ASSET=$(echo ${f_ASSET} | sed "s/${CURRENCY}//")
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# binance_convert ${f_ASSET} ${CURRENCY} ${f_QUANTITY} sell "${f_SELL}"
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if [ ${STOCK_EXCHANGE} = "BINANCE" ]
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then
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binance_convert ${f_ASSET} ${CURRENCY} ${f_QUANTITY} sell "${f_SELL}" ${f_QUANTITY_CURRENCY} || \
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do_trade ${f_ASSET} ${CURRENCY} ${f_QUANTITY_CURRENCY} sell "${f_SELL}"
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else
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do_trade ${f_ASSET} ${CURRENCY} ${f_QUANTITY_CURRENCY} sell "${f_SELL}"
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fi
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position_close ${f_ASSET}/${CURRENCY}
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fi
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# # ANALYZE
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@ -32,7 +32,7 @@ function get_orders {
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then
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if [ -z "$f_ccxt_json_out" ]
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then
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rm -f CCXT_OPEN_ORDERS_${f_symbol_file}_RAW CCXT_OPEN_ORDERS_${f_symbol_file}
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rm -f "CCXT_OPEN_ORDERS_${f_symbol_file}_RAW" "CCXT_OPEN_ORDERS_${f_symbol_file}"
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continue
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fi
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echo $f_ccxt_result | tee "CCXT_OPEN_ORDERS_${f_symbol_file}_RAW" | jq -r "
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@ -21,15 +21,13 @@ function get_positions {
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jq -r "
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.[] |
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select(.entryPrice != 0) |
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.symbol + \",\" + (.notional|tostring) + \",\" + (.entryPrice|tostring) + \",\" + (.markPrice|tostring) + \",\" + .side + \",\" + (.leverage|tostring)
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" CCXT_POSITIONS_RAW >POSITIONS
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get_position_array
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.symbol + \",\" + (.notional|tostring) + \",\" + (.entryPrice|tostring) + \",\" + (.markPrice|tostring) + \",\" + .side + \",\" + (.leverage|tostring) + \",\" + (.contracts|tostring) + \",\" + (.contractSize|tostring) + \",\" + (.liquidationPrice|tostring) + \",\" + (.unrealizedPnl|tostring)
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" CCXT_POSITIONS_RAW >CCXT_POSITIONS
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}
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function get_position_array {
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g_array POSITIONS f_get_positions_array
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g_array CCXT_POSITIONS f_get_positions_array
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}
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function get_position_line_vars {
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@ -44,6 +42,11 @@ function get_position_line_vars {
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[ -z "$f_position_side" ] && f_position_side="long"
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f_position_leverage=${f_position_array[5]}
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[ -z "$f_position_leverage" ] && f_position_leverage="1"
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f_position_contracts=${f_position_array[6]}
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f_position_contract_size=${f_position_array[7]}
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f_position_liquidation_price=${f_position_array[8]}
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f_position_unrealized_pnl=${f_position_array[9]}
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g_percentage-diff $f_position_entry_price $f_position_current_price
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[ "$f_position_side" = short ] && g_percentage-diff $f_position_current_price $f_position_entry_price
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f_position_pnl_percentage=$g_percentage_diff_result
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@ -4,9 +4,9 @@ function order {
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# needed vars
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local f_symbol=$1
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local f_quote_currency_amount=$2 # amount in $CURRENCY
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local f_amount=$2 # amount in $CURRENCY / if crypto_amount:XXX then amount in crypto
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local f_side=$3 # buy/sell long/short
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local f_price=$4 # price for liomit order - if not given do market order
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local f_price=$4 # price for limit order - if not given do market order
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local f_params f_type
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@ -15,9 +15,6 @@ function order {
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# check symbol XXX/$CURRENCY[:$CURRENCY]
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[[ $f_symbol =~ /$CURRENCY ]] || return 1
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# check amount
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g_num_valid_number "$f_quote_currency_amount" || return 1
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# check side
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[ "$f_side" = "long" ] && f_side="buy"
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[ "$f_side" = "short" ] && f_side="sell"
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@ -34,11 +31,17 @@ function order {
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### validity checks end###
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# get amount in krypto asset
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# get amount in crypto asset
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if [[ $f_amount =~ ^crypto_amount: ]]
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then
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# if given in crypto
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f_amount=${f_amount//crypto_amount:}
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else
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# if given in $CURRENCY
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local f_asset=${f_symbol///*}
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currency_converter $f_quote_currency_amount $CURRENCY $f_asset || return 1
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currency_converter $f_amount $CURRENCY $f_asset || return 1
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local f_amount=$f_currency_converter_result
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fi
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# check for swap/margin trades
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if [ -n "$LEVERAGE" ]
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@ -64,5 +67,7 @@ function order {
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# do the order
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f_ccxt "print($STOCK_EXCHANGE.createOrder(symbol='${f_symbol}', type='$f_type', price=$f_price, amount='${f_amount}', side='${f_side}', ${f_params}))" || return 1
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# refresh positions
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get_positions
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}
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