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stoploss and takeprofit

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This commit is contained in:
olli 2024-09-05 18:02:00 +02:00
parent d3714630b2
commit e991042eaa
2 changed files with 48 additions and 17 deletions
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5
dabo/functions/get_orders.sh
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@ -53,7 +53,7 @@ function get_orders {
echo $f_ccxt_result | tee "CCXT_ORDERS_${f_symbol_file}_RAW" | jq -r "
.[] |
select(.status==\"open\") |
.symbol + \",\" + .type + \",\" + .side + \",\" + (.price|tostring) + \",\" + (.amount|tostring) + \",\" + .id + \",\" + (.stopLossPrice|tostring) + \",\" + (.takeProfitPrice|tostring)
.symbol + \",\" + .type + \",\" + .side + \",\" + (.price|tostring) + \",\" + (.amount|tostring) + \",\" + .id + \",\" + (.stopLossPrice|tostring) + \",\" + (.takeProfitPrice|tostring) + \",\" + (.stopPrice|tostring)
" >"CCXT_ORDERS_${f_symbol_file}"
else
rm -f "CCXT_ORDERS_${f_symbol_file}_RAW" "CCXT_ORDERS_${f_symbol_file}"
@ -117,6 +117,9 @@ function get_order_line_vars {
o[${f_asset}_takeprofitprice]=${f_order_array[7]}
f_order_takeprofitprice=${f_order_array[7]}
o[${f_asset}_stopprice]=${f_order_array[8]}
f_order_stopprice=${f_order_array[8]}
}

60
dabo/functions/get_positions.sh
View File

@ -22,7 +22,7 @@ function get_positions {
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
local f_symbol f_symbols
local f_symbol f_symbols f_asset f_stoploss f_takeprofit
get_symbols_ticker
@ -39,13 +39,40 @@ function get_positions {
[ -z "$f_symbols" ] && return 1
f_ccxt "print($STOCK_EXCHANGE.fetchPositions(symbols=[${f_symbols}]))" && echo $f_ccxt_result >CCXT_POSITIONS_RAW
jq -r "
.[] |
select(.entryPrice != 0) |
.symbol + \",\" + (.collateral|tostring) + \",\" + (.entryPrice|tostring) + \",\" + (.markPrice|tostring) + \",\" + .side + \",\" + (.leverage|tostring) + \",\" + (.liquidationPrice|tostring) + \",\" + (.stopLossPrice|tostring) + \",\" + (.takeProfitPrice|tostring)
.symbol + \",\" + (.collateral|tostring) + \",\" + (.entryPrice|tostring) + \",\" + .side + \",\" + (.leverage|tostring) + \",\" + (.liquidationPrice|tostring) + \",\" + (.stopLossPrice|tostring) + \",\" + (.takeProfitPrice|tostring)
" CCXT_POSITIONS_RAW >CCXT_POSITIONS
# check for takeprofit/stoploss orders if not in CCXT output (needed for phememx and maybe more exchanges)
get_position_array
for f_symbol in ${f_symbols_array_trade[@]}
do
f_asset=${f_symbol//:$CURRENCY/}
f_asset=${f_asset//\//}
# only continue if position for symbol exists and stoploss or takeprofit is empty
[ -z "${p[${f_asset}_entry_price]}" ] && continue
[ -n "${p[${f_asset}_stoploss_price]}" ] && continue
[ -n "${p[${f_asset}_takeprofit_price]}" ] && continue
# check for position side
[ "${p[${f_asset}_side]}" = "long" ] && f_action=sell
[ "${p[${f_asset}_side]}" = "short" ] && f_action=buy
if [[ ${p[${f_asset}_side]} =~ long|short ]]
then
# search fpr stoploss and takeprofit
f_stoploss=$(egrep "^$f_symbol,Stop,$f_action,null,0," CCXT_ORDERS | cut -d , -f9)
f_takeprofit=$(egrep "^$f_symbol,MarketIfTouched,$f_action,null,0," CCXT_ORDERS | cut -d , -f9)
# escape : and / for sed and edit CCXT_POSITIONS if stoploss or takeprofit order found
f_symbol=${f_symbol//\//\\\/}
f_symbol=${f_symbol//:/\\:}
[ -n "$f_stoploss" ] && sed -i "/^$f_symbol,.*,${p[${f_asset}_side]},/s/^\(\([^,]*,\)\{6\}\)[^,]*/\1$f_stoploss/" CCXT_POSITIONS
[ -n "$f_takeprofit" ] && sed -i "/^$f_symbol,.*,${p[${f_asset}_side]},/s/^\(\([^,]*,\)\{7\}\)[^,]*/\1$f_takeprofit/" CCXT_POSITIONS
fi
done
}
function get_position_array {
@ -54,7 +81,7 @@ function get_position_array {
# clear/create assoziative array p
unset p
declare -Ag p
get_symbols_ticker
# build array from lines in CCXT_POSITIONS
g_array CCXT_POSITIONS f_get_positions_array
for f_position in ${f_get_positions_array[@]}
@ -85,36 +112,37 @@ function get_position_line_vars {
f_position_entry_price=${f_position_array[2]}
p[${f_asset}_entry_price]=$f_position_entry_price
f_position_current_price=${f_position_array[3]}
p[${f_asset}_current_price]=$f_position_current_price
# mark price seems not lates price in very case so take the ticker
p[${f_asset}_current_price]=${v[${f_asset}_price]}
f_position_current_price=${v[${f_asset}_price]}
f_position_side=${f_position_array[4]}
f_position_side=${f_position_array[3]}
[ -z "$f_position_side" ] && f_position_side="long"
p[${f_asset}_side]=$f_position_side
f_position_leverage=${f_position_array[5]}
f_position_leverage=${f_position_array[4]}
[[ $f_position_leverage = null ]] && f_position_leverage="1"
p[${f_asset}_leverage]=$f_position_leverage
p[${f_asset}_liquidation_price]=${f_position_array[6]}
f_position_liquidation_price=${f_position_array[6]}
p[${f_asset}_liquidation_price]=${f_position_array[5]}
f_position_liquidation_price=${f_position_array[5]}
if [[ ${f_position_array[7]} = null ]]
if [[ ${f_position_array[6]} = null ]]
then
unset p[${f_asset}_stoploss_price]
unset f_position_stoploss_price
else
p[${f_asset}_stoploss_price]=${f_position_array[7]}
f_position_stoploss_price=${f_position_array[7]}
p[${f_asset}_stoploss_price]=${f_position_array[6]}
f_position_stoploss_price=${f_position_array[6]}
fi
if [[ ${f_position_array[8]} = null ]]
if [[ ${f_position_array[7]} = null ]]
then
unset p[${f_asset}_takeprofit_price]
unset f_position_takeprofit_price
else
p[${f_asset}_takeprofit_price]=${f_position_array[8]}
f_position_takeprofit_price=${f_position_array[8]}
p[${f_asset}_takeprofit_price]=${f_position_array[7]}
f_position_takeprofit_price=${f_position_array[7]}
fi
# calc pnl percentage