Compare commits
165 Commits
843211c876
...
main
| Author | SHA1 | Date | |
|---|---|---|---|
| a2848481eb | |||
| 06bfc85485 | |||
| 6aec58b05e | |||
| 412d09cbe1 | |||
| b0c7d0192a | |||
| 0652ef3a7e | |||
| 0181800430 | |||
| 2fb220ccfb | |||
| c70713356d | |||
| 4a02ad0e51 | |||
| b2bf0ad683 | |||
| af1497c1c2 | |||
| 099a42d214 | |||
| c728795a9a | |||
| 78f9b15413 | |||
| 29e04d9533 | |||
| 4dc63bd6ab | |||
| 58c2895238 | |||
| adb75b4e22 | |||
| 3415280a33 | |||
| 3cd119dda1 | |||
| 0ca094d353 | |||
| 6c0c786c70 | |||
| a8132e3992 | |||
| 705df375c9 | |||
| 5326e3f5bc | |||
| 9f72619f51 | |||
| b279735ae8 | |||
| 76f556b1ad | |||
| 21125e84e5 | |||
| 0109799a4c | |||
| 8b83d450d0 | |||
| 6b51e610ff | |||
| 4328807975 | |||
| 8f307438cf | |||
| b79313d1e4 | |||
| 694184a25f | |||
| 0a6d7264cb | |||
| f66f1934a1 | |||
| f0c3303246 | |||
| 4935a317a6 | |||
| 5adfc2920f | |||
| c835b51245 | |||
| e2be72b43b | |||
| 4122d60f34 | |||
| 544fdb2a7a | |||
| e1a4bb4a46 | |||
| cd55084d54 | |||
| 4e2c90fe0b | |||
| afe83c4811 | |||
| a7a94fdd18 | |||
| bae56de644 | |||
| 5536abbd0b | |||
| fb0c346e2f | |||
| d3352c4d28 | |||
| c9cc555b42 | |||
| fa4fec677b | |||
| 092bf62581 | |||
| 4f3f7fdbec | |||
| 8b17a7053b | |||
| 2cea87bce7 | |||
| bf0bb1e77e | |||
| 98d185067b | |||
| 655c3b4032 | |||
| edfa828c2a | |||
| c0a3e85888 | |||
| f69d75b1b7 | |||
| c3e0060347 | |||
| d71f344777 | |||
| dcf5336a75 | |||
| f36485f1eb | |||
| 16bb308c4b | |||
| d1805e5fc4 | |||
| a274818463 | |||
| 5338017760 | |||
| 26cc075984 | |||
| 7e21738be2 | |||
| d6cefa56d1 | |||
| ae70ddfb48 | |||
| ed92ab87af | |||
| a3b1387022 | |||
| 8123deb54c | |||
| 2261635fb5 | |||
| a2c90f47e3 | |||
| 6b9c31bf2b | |||
| 335c1ee349 | |||
| 53861b2a8e | |||
| 21cddf372b | |||
| 55a27389a2 | |||
| 7680e1fca8 | |||
| 4cbff23680 | |||
| a45b4e5f51 | |||
| ee77fa4522 | |||
| d7087c738d | |||
| ec677cc41c | |||
| cab4d7e0df | |||
| 62ad7ce2da | |||
| 244667d11a | |||
| 71ff0b28a8 | |||
| f34c5ddf89 | |||
| e991042eaa | |||
| d3714630b2 | |||
| 170ad50652 | |||
| e15740900a | |||
| e3602cc7b8 | |||
| 0dcdc33e7b | |||
| a1c60d1696 | |||
| ff46ae8e8a | |||
| 61c805ebfd | |||
| 3e412615b9 | |||
| 06fc9f7cc2 | |||
| e5fd834a9d | |||
| 563c63b57b | |||
| 33f71bb4f6 | |||
| cc413f69a1 | |||
| b0dfda6c9b | |||
| 173f7c1b97 | |||
| 5e07b0450b | |||
| fdc3013501 | |||
| 10493f4bcd | |||
| 6725fcb0a3 | |||
| 0f62e2ffbd | |||
| 051798ed00 | |||
| fa6dd07417 | |||
| 91763326e1 | |||
| d9a82b2844 | |||
| 492d9babfa | |||
| ab06193f07 | |||
| ab1c3551f9 | |||
| 20e8ddc2c9 | |||
| 7e5a95aafc | |||
| 6cf5d8502f | |||
| 29b8c29bda | |||
| 8871c66902 | |||
| f0c565aaf7 | |||
| 88ea5bbb5b | |||
| 07ef55bcd2 | |||
| 5be7a95869 | |||
| f9d4f7d8ed | |||
| 39b10958d5 | |||
| 4f45f1c98a | |||
| e06b575e46 | |||
| 2bdc7d3ab2 | |||
| 9fab344720 | |||
| 927102b2e9 | |||
| 4ecce00fa5 | |||
| 3df42d885c | |||
| fd51c16855 | |||
| 2f42617e8d | |||
| 0094d806e8 | |||
| f6c358d807 | |||
| f93d33a6a1 | |||
| 5c32cd3dd1 | |||
| c2ee85d7b6 | |||
| 73081d1309 | |||
| 9a49a05f73 | |||
| 6665091700 | |||
| ee0af1a21d | |||
| c53b968b21 | |||
| ec7b7a9d8f | |||
| c7c8ea9b7f | |||
| 7ade733c8d | |||
| fd18f33ed5 | |||
| ce5c91fa44 | |||
| 214939f3f1 |
8
.gitignore
vendored
8
.gitignore
vendored
@@ -9,11 +9,15 @@
|
||||
/dabo/.*-secrets
|
||||
/home/.ssh
|
||||
/home/.viminfo
|
||||
/home/.bash_history
|
||||
/home/.dabo-bot.sh.lock
|
||||
.*history
|
||||
.wget-hsts
|
||||
/analyze-*
|
||||
*.del
|
||||
*.tmp
|
||||
*local*
|
||||
test*.sh
|
||||
/env
|
||||
/genpw.sh
|
||||
/watch-assets.csv*
|
||||
/data/watch.html
|
||||
/data/lightweight-charts.standalone.production.js
|
||||
|
||||
674
COPYING
Normal file
674
COPYING
Normal file
@@ -0,0 +1,674 @@
|
||||
GNU GENERAL PUBLIC LICENSE
|
||||
Version 3, 29 June 2007
|
||||
|
||||
Copyright (C) 2007 Free Software Foundation, Inc. <https://fsf.org/>
|
||||
Everyone is permitted to copy and distribute verbatim copies
|
||||
of this license document, but changing it is not allowed.
|
||||
|
||||
Preamble
|
||||
|
||||
The GNU General Public License is a free, copyleft license for
|
||||
software and other kinds of works.
|
||||
|
||||
The licenses for most software and other practical works are designed
|
||||
to take away your freedom to share and change the works. By contrast,
|
||||
the GNU General Public License is intended to guarantee your freedom to
|
||||
share and change all versions of a program--to make sure it remains free
|
||||
software for all its users. We, the Free Software Foundation, use the
|
||||
GNU General Public License for most of our software; it applies also to
|
||||
any other work released this way by its authors. You can apply it to
|
||||
your programs, too.
|
||||
|
||||
When we speak of free software, we are referring to freedom, not
|
||||
price. Our General Public Licenses are designed to make sure that you
|
||||
have the freedom to distribute copies of free software (and charge for
|
||||
them if you wish), that you receive source code or can get it if you
|
||||
want it, that you can change the software or use pieces of it in new
|
||||
free programs, and that you know you can do these things.
|
||||
|
||||
To protect your rights, we need to prevent others from denying you
|
||||
these rights or asking you to surrender the rights. Therefore, you have
|
||||
certain responsibilities if you distribute copies of the software, or if
|
||||
you modify it: responsibilities to respect the freedom of others.
|
||||
|
||||
For example, if you distribute copies of such a program, whether
|
||||
gratis or for a fee, you must pass on to the recipients the same
|
||||
freedoms that you received. You must make sure that they, too, receive
|
||||
or can get the source code. And you must show them these terms so they
|
||||
know their rights.
|
||||
|
||||
Developers that use the GNU GPL protect your rights with two steps:
|
||||
(1) assert copyright on the software, and (2) offer you this License
|
||||
giving you legal permission to copy, distribute and/or modify it.
|
||||
|
||||
For the developers' and authors' protection, the GPL clearly explains
|
||||
that there is no warranty for this free software. For both users' and
|
||||
authors' sake, the GPL requires that modified versions be marked as
|
||||
changed, so that their problems will not be attributed erroneously to
|
||||
authors of previous versions.
|
||||
|
||||
Some devices are designed to deny users access to install or run
|
||||
modified versions of the software inside them, although the manufacturer
|
||||
can do so. This is fundamentally incompatible with the aim of
|
||||
protecting users' freedom to change the software. The systematic
|
||||
pattern of such abuse occurs in the area of products for individuals to
|
||||
use, which is precisely where it is most unacceptable. Therefore, we
|
||||
have designed this version of the GPL to prohibit the practice for those
|
||||
products. If such problems arise substantially in other domains, we
|
||||
stand ready to extend this provision to those domains in future versions
|
||||
of the GPL, as needed to protect the freedom of users.
|
||||
|
||||
Finally, every program is threatened constantly by software patents.
|
||||
States should not allow patents to restrict development and use of
|
||||
software on general-purpose computers, but in those that do, we wish to
|
||||
avoid the special danger that patents applied to a free program could
|
||||
make it effectively proprietary. To prevent this, the GPL assures that
|
||||
patents cannot be used to render the program non-free.
|
||||
|
||||
The precise terms and conditions for copying, distribution and
|
||||
modification follow.
|
||||
|
||||
TERMS AND CONDITIONS
|
||||
|
||||
0. Definitions.
|
||||
|
||||
"This License" refers to version 3 of the GNU General Public License.
|
||||
|
||||
"Copyright" also means copyright-like laws that apply to other kinds of
|
||||
works, such as semiconductor masks.
|
||||
|
||||
"The Program" refers to any copyrightable work licensed under this
|
||||
License. Each licensee is addressed as "you". "Licensees" and
|
||||
"recipients" may be individuals or organizations.
|
||||
|
||||
To "modify" a work means to copy from or adapt all or part of the work
|
||||
in a fashion requiring copyright permission, other than the making of an
|
||||
exact copy. The resulting work is called a "modified version" of the
|
||||
earlier work or a work "based on" the earlier work.
|
||||
|
||||
A "covered work" means either the unmodified Program or a work based
|
||||
on the Program.
|
||||
|
||||
To "propagate" a work means to do anything with it that, without
|
||||
permission, would make you directly or secondarily liable for
|
||||
infringement under applicable copyright law, except executing it on a
|
||||
computer or modifying a private copy. Propagation includes copying,
|
||||
distribution (with or without modification), making available to the
|
||||
public, and in some countries other activities as well.
|
||||
|
||||
To "convey" a work means any kind of propagation that enables other
|
||||
parties to make or receive copies. Mere interaction with a user through
|
||||
a computer network, with no transfer of a copy, is not conveying.
|
||||
|
||||
An interactive user interface displays "Appropriate Legal Notices"
|
||||
to the extent that it includes a convenient and prominently visible
|
||||
feature that (1) displays an appropriate copyright notice, and (2)
|
||||
tells the user that there is no warranty for the work (except to the
|
||||
extent that warranties are provided), that licensees may convey the
|
||||
work under this License, and how to view a copy of this License. If
|
||||
the interface presents a list of user commands or options, such as a
|
||||
menu, a prominent item in the list meets this criterion.
|
||||
|
||||
1. Source Code.
|
||||
|
||||
The "source code" for a work means the preferred form of the work
|
||||
for making modifications to it. "Object code" means any non-source
|
||||
form of a work.
|
||||
|
||||
A "Standard Interface" means an interface that either is an official
|
||||
standard defined by a recognized standards body, or, in the case of
|
||||
interfaces specified for a particular programming language, one that
|
||||
is widely used among developers working in that language.
|
||||
|
||||
The "System Libraries" of an executable work include anything, other
|
||||
than the work as a whole, that (a) is included in the normal form of
|
||||
packaging a Major Component, but which is not part of that Major
|
||||
Component, and (b) serves only to enable use of the work with that
|
||||
Major Component, or to implement a Standard Interface for which an
|
||||
implementation is available to the public in source code form. A
|
||||
"Major Component", in this context, means a major essential component
|
||||
(kernel, window system, and so on) of the specific operating system
|
||||
(if any) on which the executable work runs, or a compiler used to
|
||||
produce the work, or an object code interpreter used to run it.
|
||||
|
||||
The "Corresponding Source" for a work in object code form means all
|
||||
the source code needed to generate, install, and (for an executable
|
||||
work) run the object code and to modify the work, including scripts to
|
||||
control those activities. However, it does not include the work's
|
||||
System Libraries, or general-purpose tools or generally available free
|
||||
programs which are used unmodified in performing those activities but
|
||||
which are not part of the work. For example, Corresponding Source
|
||||
includes interface definition files associated with source files for
|
||||
the work, and the source code for shared libraries and dynamically
|
||||
linked subprograms that the work is specifically designed to require,
|
||||
such as by intimate data communication or control flow between those
|
||||
subprograms and other parts of the work.
|
||||
|
||||
The Corresponding Source need not include anything that users
|
||||
can regenerate automatically from other parts of the Corresponding
|
||||
Source.
|
||||
|
||||
The Corresponding Source for a work in source code form is that
|
||||
same work.
|
||||
|
||||
2. Basic Permissions.
|
||||
|
||||
All rights granted under this License are granted for the term of
|
||||
copyright on the Program, and are irrevocable provided the stated
|
||||
conditions are met. This License explicitly affirms your unlimited
|
||||
permission to run the unmodified Program. The output from running a
|
||||
covered work is covered by this License only if the output, given its
|
||||
content, constitutes a covered work. This License acknowledges your
|
||||
rights of fair use or other equivalent, as provided by copyright law.
|
||||
|
||||
You may make, run and propagate covered works that you do not
|
||||
convey, without conditions so long as your license otherwise remains
|
||||
in force. You may convey covered works to others for the sole purpose
|
||||
of having them make modifications exclusively for you, or provide you
|
||||
with facilities for running those works, provided that you comply with
|
||||
the terms of this License in conveying all material for which you do
|
||||
not control copyright. Those thus making or running the covered works
|
||||
for you must do so exclusively on your behalf, under your direction
|
||||
and control, on terms that prohibit them from making any copies of
|
||||
your copyrighted material outside their relationship with you.
|
||||
|
||||
Conveying under any other circumstances is permitted solely under
|
||||
the conditions stated below. Sublicensing is not allowed; section 10
|
||||
makes it unnecessary.
|
||||
|
||||
3. Protecting Users' Legal Rights From Anti-Circumvention Law.
|
||||
|
||||
No covered work shall be deemed part of an effective technological
|
||||
measure under any applicable law fulfilling obligations under article
|
||||
11 of the WIPO copyright treaty adopted on 20 December 1996, or
|
||||
similar laws prohibiting or restricting circumvention of such
|
||||
measures.
|
||||
|
||||
When you convey a covered work, you waive any legal power to forbid
|
||||
circumvention of technological measures to the extent such circumvention
|
||||
is effected by exercising rights under this License with respect to
|
||||
the covered work, and you disclaim any intention to limit operation or
|
||||
modification of the work as a means of enforcing, against the work's
|
||||
users, your or third parties' legal rights to forbid circumvention of
|
||||
technological measures.
|
||||
|
||||
4. Conveying Verbatim Copies.
|
||||
|
||||
You may convey verbatim copies of the Program's source code as you
|
||||
receive it, in any medium, provided that you conspicuously and
|
||||
appropriately publish on each copy an appropriate copyright notice;
|
||||
keep intact all notices stating that this License and any
|
||||
non-permissive terms added in accord with section 7 apply to the code;
|
||||
keep intact all notices of the absence of any warranty; and give all
|
||||
recipients a copy of this License along with the Program.
|
||||
|
||||
You may charge any price or no price for each copy that you convey,
|
||||
and you may offer support or warranty protection for a fee.
|
||||
|
||||
5. Conveying Modified Source Versions.
|
||||
|
||||
You may convey a work based on the Program, or the modifications to
|
||||
produce it from the Program, in the form of source code under the
|
||||
terms of section 4, provided that you also meet all of these conditions:
|
||||
|
||||
a) The work must carry prominent notices stating that you modified
|
||||
it, and giving a relevant date.
|
||||
|
||||
b) The work must carry prominent notices stating that it is
|
||||
released under this License and any conditions added under section
|
||||
7. This requirement modifies the requirement in section 4 to
|
||||
"keep intact all notices".
|
||||
|
||||
c) You must license the entire work, as a whole, under this
|
||||
License to anyone who comes into possession of a copy. This
|
||||
License will therefore apply, along with any applicable section 7
|
||||
additional terms, to the whole of the work, and all its parts,
|
||||
regardless of how they are packaged. This License gives no
|
||||
permission to license the work in any other way, but it does not
|
||||
invalidate such permission if you have separately received it.
|
||||
|
||||
d) If the work has interactive user interfaces, each must display
|
||||
Appropriate Legal Notices; however, if the Program has interactive
|
||||
interfaces that do not display Appropriate Legal Notices, your
|
||||
work need not make them do so.
|
||||
|
||||
A compilation of a covered work with other separate and independent
|
||||
works, which are not by their nature extensions of the covered work,
|
||||
and which are not combined with it such as to form a larger program,
|
||||
in or on a volume of a storage or distribution medium, is called an
|
||||
"aggregate" if the compilation and its resulting copyright are not
|
||||
used to limit the access or legal rights of the compilation's users
|
||||
beyond what the individual works permit. Inclusion of a covered work
|
||||
in an aggregate does not cause this License to apply to the other
|
||||
parts of the aggregate.
|
||||
|
||||
6. Conveying Non-Source Forms.
|
||||
|
||||
You may convey a covered work in object code form under the terms
|
||||
of sections 4 and 5, provided that you also convey the
|
||||
machine-readable Corresponding Source under the terms of this License,
|
||||
in one of these ways:
|
||||
|
||||
a) Convey the object code in, or embodied in, a physical product
|
||||
(including a physical distribution medium), accompanied by the
|
||||
Corresponding Source fixed on a durable physical medium
|
||||
customarily used for software interchange.
|
||||
|
||||
b) Convey the object code in, or embodied in, a physical product
|
||||
(including a physical distribution medium), accompanied by a
|
||||
written offer, valid for at least three years and valid for as
|
||||
long as you offer spare parts or customer support for that product
|
||||
model, to give anyone who possesses the object code either (1) a
|
||||
copy of the Corresponding Source for all the software in the
|
||||
product that is covered by this License, on a durable physical
|
||||
medium customarily used for software interchange, for a price no
|
||||
more than your reasonable cost of physically performing this
|
||||
conveying of source, or (2) access to copy the
|
||||
Corresponding Source from a network server at no charge.
|
||||
|
||||
c) Convey individual copies of the object code with a copy of the
|
||||
written offer to provide the Corresponding Source. This
|
||||
alternative is allowed only occasionally and noncommercially, and
|
||||
only if you received the object code with such an offer, in accord
|
||||
with subsection 6b.
|
||||
|
||||
d) Convey the object code by offering access from a designated
|
||||
place (gratis or for a charge), and offer equivalent access to the
|
||||
Corresponding Source in the same way through the same place at no
|
||||
further charge. You need not require recipients to copy the
|
||||
Corresponding Source along with the object code. If the place to
|
||||
copy the object code is a network server, the Corresponding Source
|
||||
may be on a different server (operated by you or a third party)
|
||||
that supports equivalent copying facilities, provided you maintain
|
||||
clear directions next to the object code saying where to find the
|
||||
Corresponding Source. Regardless of what server hosts the
|
||||
Corresponding Source, you remain obligated to ensure that it is
|
||||
available for as long as needed to satisfy these requirements.
|
||||
|
||||
e) Convey the object code using peer-to-peer transmission, provided
|
||||
you inform other peers where the object code and Corresponding
|
||||
Source of the work are being offered to the general public at no
|
||||
charge under subsection 6d.
|
||||
|
||||
A separable portion of the object code, whose source code is excluded
|
||||
from the Corresponding Source as a System Library, need not be
|
||||
included in conveying the object code work.
|
||||
|
||||
A "User Product" is either (1) a "consumer product", which means any
|
||||
tangible personal property which is normally used for personal, family,
|
||||
or household purposes, or (2) anything designed or sold for incorporation
|
||||
into a dwelling. In determining whether a product is a consumer product,
|
||||
doubtful cases shall be resolved in favor of coverage. For a particular
|
||||
product received by a particular user, "normally used" refers to a
|
||||
typical or common use of that class of product, regardless of the status
|
||||
of the particular user or of the way in which the particular user
|
||||
actually uses, or expects or is expected to use, the product. A product
|
||||
is a consumer product regardless of whether the product has substantial
|
||||
commercial, industrial or non-consumer uses, unless such uses represent
|
||||
the only significant mode of use of the product.
|
||||
|
||||
"Installation Information" for a User Product means any methods,
|
||||
procedures, authorization keys, or other information required to install
|
||||
and execute modified versions of a covered work in that User Product from
|
||||
a modified version of its Corresponding Source. The information must
|
||||
suffice to ensure that the continued functioning of the modified object
|
||||
code is in no case prevented or interfered with solely because
|
||||
modification has been made.
|
||||
|
||||
If you convey an object code work under this section in, or with, or
|
||||
specifically for use in, a User Product, and the conveying occurs as
|
||||
part of a transaction in which the right of possession and use of the
|
||||
User Product is transferred to the recipient in perpetuity or for a
|
||||
fixed term (regardless of how the transaction is characterized), the
|
||||
Corresponding Source conveyed under this section must be accompanied
|
||||
by the Installation Information. But this requirement does not apply
|
||||
if neither you nor any third party retains the ability to install
|
||||
modified object code on the User Product (for example, the work has
|
||||
been installed in ROM).
|
||||
|
||||
The requirement to provide Installation Information does not include a
|
||||
requirement to continue to provide support service, warranty, or updates
|
||||
for a work that has been modified or installed by the recipient, or for
|
||||
the User Product in which it has been modified or installed. Access to a
|
||||
network may be denied when the modification itself materially and
|
||||
adversely affects the operation of the network or violates the rules and
|
||||
protocols for communication across the network.
|
||||
|
||||
Corresponding Source conveyed, and Installation Information provided,
|
||||
in accord with this section must be in a format that is publicly
|
||||
documented (and with an implementation available to the public in
|
||||
source code form), and must require no special password or key for
|
||||
unpacking, reading or copying.
|
||||
|
||||
7. Additional Terms.
|
||||
|
||||
"Additional permissions" are terms that supplement the terms of this
|
||||
License by making exceptions from one or more of its conditions.
|
||||
Additional permissions that are applicable to the entire Program shall
|
||||
be treated as though they were included in this License, to the extent
|
||||
that they are valid under applicable law. If additional permissions
|
||||
apply only to part of the Program, that part may be used separately
|
||||
under those permissions, but the entire Program remains governed by
|
||||
this License without regard to the additional permissions.
|
||||
|
||||
When you convey a copy of a covered work, you may at your option
|
||||
remove any additional permissions from that copy, or from any part of
|
||||
it. (Additional permissions may be written to require their own
|
||||
removal in certain cases when you modify the work.) You may place
|
||||
additional permissions on material, added by you to a covered work,
|
||||
for which you have or can give appropriate copyright permission.
|
||||
|
||||
Notwithstanding any other provision of this License, for material you
|
||||
add to a covered work, you may (if authorized by the copyright holders of
|
||||
that material) supplement the terms of this License with terms:
|
||||
|
||||
a) Disclaiming warranty or limiting liability differently from the
|
||||
terms of sections 15 and 16 of this License; or
|
||||
|
||||
b) Requiring preservation of specified reasonable legal notices or
|
||||
author attributions in that material or in the Appropriate Legal
|
||||
Notices displayed by works containing it; or
|
||||
|
||||
c) Prohibiting misrepresentation of the origin of that material, or
|
||||
requiring that modified versions of such material be marked in
|
||||
reasonable ways as different from the original version; or
|
||||
|
||||
d) Limiting the use for publicity purposes of names of licensors or
|
||||
authors of the material; or
|
||||
|
||||
e) Declining to grant rights under trademark law for use of some
|
||||
trade names, trademarks, or service marks; or
|
||||
|
||||
f) Requiring indemnification of licensors and authors of that
|
||||
material by anyone who conveys the material (or modified versions of
|
||||
it) with contractual assumptions of liability to the recipient, for
|
||||
any liability that these contractual assumptions directly impose on
|
||||
those licensors and authors.
|
||||
|
||||
All other non-permissive additional terms are considered "further
|
||||
restrictions" within the meaning of section 10. If the Program as you
|
||||
received it, or any part of it, contains a notice stating that it is
|
||||
governed by this License along with a term that is a further
|
||||
restriction, you may remove that term. If a license document contains
|
||||
a further restriction but permits relicensing or conveying under this
|
||||
License, you may add to a covered work material governed by the terms
|
||||
of that license document, provided that the further restriction does
|
||||
not survive such relicensing or conveying.
|
||||
|
||||
If you add terms to a covered work in accord with this section, you
|
||||
must place, in the relevant source files, a statement of the
|
||||
additional terms that apply to those files, or a notice indicating
|
||||
where to find the applicable terms.
|
||||
|
||||
Additional terms, permissive or non-permissive, may be stated in the
|
||||
form of a separately written license, or stated as exceptions;
|
||||
the above requirements apply either way.
|
||||
|
||||
8. Termination.
|
||||
|
||||
You may not propagate or modify a covered work except as expressly
|
||||
provided under this License. Any attempt otherwise to propagate or
|
||||
modify it is void, and will automatically terminate your rights under
|
||||
this License (including any patent licenses granted under the third
|
||||
paragraph of section 11).
|
||||
|
||||
However, if you cease all violation of this License, then your
|
||||
license from a particular copyright holder is reinstated (a)
|
||||
provisionally, unless and until the copyright holder explicitly and
|
||||
finally terminates your license, and (b) permanently, if the copyright
|
||||
holder fails to notify you of the violation by some reasonable means
|
||||
prior to 60 days after the cessation.
|
||||
|
||||
Moreover, your license from a particular copyright holder is
|
||||
reinstated permanently if the copyright holder notifies you of the
|
||||
violation by some reasonable means, this is the first time you have
|
||||
received notice of violation of this License (for any work) from that
|
||||
copyright holder, and you cure the violation prior to 30 days after
|
||||
your receipt of the notice.
|
||||
|
||||
Termination of your rights under this section does not terminate the
|
||||
licenses of parties who have received copies or rights from you under
|
||||
this License. If your rights have been terminated and not permanently
|
||||
reinstated, you do not qualify to receive new licenses for the same
|
||||
material under section 10.
|
||||
|
||||
9. Acceptance Not Required for Having Copies.
|
||||
|
||||
You are not required to accept this License in order to receive or
|
||||
run a copy of the Program. Ancillary propagation of a covered work
|
||||
occurring solely as a consequence of using peer-to-peer transmission
|
||||
to receive a copy likewise does not require acceptance. However,
|
||||
nothing other than this License grants you permission to propagate or
|
||||
modify any covered work. These actions infringe copyright if you do
|
||||
not accept this License. Therefore, by modifying or propagating a
|
||||
covered work, you indicate your acceptance of this License to do so.
|
||||
|
||||
10. Automatic Licensing of Downstream Recipients.
|
||||
|
||||
Each time you convey a covered work, the recipient automatically
|
||||
receives a license from the original licensors, to run, modify and
|
||||
propagate that work, subject to this License. You are not responsible
|
||||
for enforcing compliance by third parties with this License.
|
||||
|
||||
An "entity transaction" is a transaction transferring control of an
|
||||
organization, or substantially all assets of one, or subdividing an
|
||||
organization, or merging organizations. If propagation of a covered
|
||||
work results from an entity transaction, each party to that
|
||||
transaction who receives a copy of the work also receives whatever
|
||||
licenses to the work the party's predecessor in interest had or could
|
||||
give under the previous paragraph, plus a right to possession of the
|
||||
Corresponding Source of the work from the predecessor in interest, if
|
||||
the predecessor has it or can get it with reasonable efforts.
|
||||
|
||||
You may not impose any further restrictions on the exercise of the
|
||||
rights granted or affirmed under this License. For example, you may
|
||||
not impose a license fee, royalty, or other charge for exercise of
|
||||
rights granted under this License, and you may not initiate litigation
|
||||
(including a cross-claim or counterclaim in a lawsuit) alleging that
|
||||
any patent claim is infringed by making, using, selling, offering for
|
||||
sale, or importing the Program or any portion of it.
|
||||
|
||||
11. Patents.
|
||||
|
||||
A "contributor" is a copyright holder who authorizes use under this
|
||||
License of the Program or a work on which the Program is based. The
|
||||
work thus licensed is called the contributor's "contributor version".
|
||||
|
||||
A contributor's "essential patent claims" are all patent claims
|
||||
owned or controlled by the contributor, whether already acquired or
|
||||
hereafter acquired, that would be infringed by some manner, permitted
|
||||
by this License, of making, using, or selling its contributor version,
|
||||
but do not include claims that would be infringed only as a
|
||||
consequence of further modification of the contributor version. For
|
||||
purposes of this definition, "control" includes the right to grant
|
||||
patent sublicenses in a manner consistent with the requirements of
|
||||
this License.
|
||||
|
||||
Each contributor grants you a non-exclusive, worldwide, royalty-free
|
||||
patent license under the contributor's essential patent claims, to
|
||||
make, use, sell, offer for sale, import and otherwise run, modify and
|
||||
propagate the contents of its contributor version.
|
||||
|
||||
In the following three paragraphs, a "patent license" is any express
|
||||
agreement or commitment, however denominated, not to enforce a patent
|
||||
(such as an express permission to practice a patent or covenant not to
|
||||
sue for patent infringement). To "grant" such a patent license to a
|
||||
party means to make such an agreement or commitment not to enforce a
|
||||
patent against the party.
|
||||
|
||||
If you convey a covered work, knowingly relying on a patent license,
|
||||
and the Corresponding Source of the work is not available for anyone
|
||||
to copy, free of charge and under the terms of this License, through a
|
||||
publicly available network server or other readily accessible means,
|
||||
then you must either (1) cause the Corresponding Source to be so
|
||||
available, or (2) arrange to deprive yourself of the benefit of the
|
||||
patent license for this particular work, or (3) arrange, in a manner
|
||||
consistent with the requirements of this License, to extend the patent
|
||||
license to downstream recipients. "Knowingly relying" means you have
|
||||
actual knowledge that, but for the patent license, your conveying the
|
||||
covered work in a country, or your recipient's use of the covered work
|
||||
in a country, would infringe one or more identifiable patents in that
|
||||
country that you have reason to believe are valid.
|
||||
|
||||
If, pursuant to or in connection with a single transaction or
|
||||
arrangement, you convey, or propagate by procuring conveyance of, a
|
||||
covered work, and grant a patent license to some of the parties
|
||||
receiving the covered work authorizing them to use, propagate, modify
|
||||
or convey a specific copy of the covered work, then the patent license
|
||||
you grant is automatically extended to all recipients of the covered
|
||||
work and works based on it.
|
||||
|
||||
A patent license is "discriminatory" if it does not include within
|
||||
the scope of its coverage, prohibits the exercise of, or is
|
||||
conditioned on the non-exercise of one or more of the rights that are
|
||||
specifically granted under this License. You may not convey a covered
|
||||
work if you are a party to an arrangement with a third party that is
|
||||
in the business of distributing software, under which you make payment
|
||||
to the third party based on the extent of your activity of conveying
|
||||
the work, and under which the third party grants, to any of the
|
||||
parties who would receive the covered work from you, a discriminatory
|
||||
patent license (a) in connection with copies of the covered work
|
||||
conveyed by you (or copies made from those copies), or (b) primarily
|
||||
for and in connection with specific products or compilations that
|
||||
contain the covered work, unless you entered into that arrangement,
|
||||
or that patent license was granted, prior to 28 March 2007.
|
||||
|
||||
Nothing in this License shall be construed as excluding or limiting
|
||||
any implied license or other defenses to infringement that may
|
||||
otherwise be available to you under applicable patent law.
|
||||
|
||||
12. No Surrender of Others' Freedom.
|
||||
|
||||
If conditions are imposed on you (whether by court order, agreement or
|
||||
otherwise) that contradict the conditions of this License, they do not
|
||||
excuse you from the conditions of this License. If you cannot convey a
|
||||
covered work so as to satisfy simultaneously your obligations under this
|
||||
License and any other pertinent obligations, then as a consequence you may
|
||||
not convey it at all. For example, if you agree to terms that obligate you
|
||||
to collect a royalty for further conveying from those to whom you convey
|
||||
the Program, the only way you could satisfy both those terms and this
|
||||
License would be to refrain entirely from conveying the Program.
|
||||
|
||||
13. Use with the GNU Affero General Public License.
|
||||
|
||||
Notwithstanding any other provision of this License, you have
|
||||
permission to link or combine any covered work with a work licensed
|
||||
under version 3 of the GNU Affero General Public License into a single
|
||||
combined work, and to convey the resulting work. The terms of this
|
||||
License will continue to apply to the part which is the covered work,
|
||||
but the special requirements of the GNU Affero General Public License,
|
||||
section 13, concerning interaction through a network will apply to the
|
||||
combination as such.
|
||||
|
||||
14. Revised Versions of this License.
|
||||
|
||||
The Free Software Foundation may publish revised and/or new versions of
|
||||
the GNU General Public License from time to time. Such new versions will
|
||||
be similar in spirit to the present version, but may differ in detail to
|
||||
address new problems or concerns.
|
||||
|
||||
Each version is given a distinguishing version number. If the
|
||||
Program specifies that a certain numbered version of the GNU General
|
||||
Public License "or any later version" applies to it, you have the
|
||||
option of following the terms and conditions either of that numbered
|
||||
version or of any later version published by the Free Software
|
||||
Foundation. If the Program does not specify a version number of the
|
||||
GNU General Public License, you may choose any version ever published
|
||||
by the Free Software Foundation.
|
||||
|
||||
If the Program specifies that a proxy can decide which future
|
||||
versions of the GNU General Public License can be used, that proxy's
|
||||
public statement of acceptance of a version permanently authorizes you
|
||||
to choose that version for the Program.
|
||||
|
||||
Later license versions may give you additional or different
|
||||
permissions. However, no additional obligations are imposed on any
|
||||
author or copyright holder as a result of your choosing to follow a
|
||||
later version.
|
||||
|
||||
15. Disclaimer of Warranty.
|
||||
|
||||
THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY
|
||||
APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT
|
||||
HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY
|
||||
OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO,
|
||||
THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
|
||||
PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM
|
||||
IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF
|
||||
ALL NECESSARY SERVICING, REPAIR OR CORRECTION.
|
||||
|
||||
16. Limitation of Liability.
|
||||
|
||||
IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
|
||||
WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS
|
||||
THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY
|
||||
GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE
|
||||
USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF
|
||||
DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD
|
||||
PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
|
||||
EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
|
||||
SUCH DAMAGES.
|
||||
|
||||
17. Interpretation of Sections 15 and 16.
|
||||
|
||||
If the disclaimer of warranty and limitation of liability provided
|
||||
above cannot be given local legal effect according to their terms,
|
||||
reviewing courts shall apply local law that most closely approximates
|
||||
an absolute waiver of all civil liability in connection with the
|
||||
Program, unless a warranty or assumption of liability accompanies a
|
||||
copy of the Program in return for a fee.
|
||||
|
||||
END OF TERMS AND CONDITIONS
|
||||
|
||||
How to Apply These Terms to Your New Programs
|
||||
|
||||
If you develop a new program, and you want it to be of the greatest
|
||||
possible use to the public, the best way to achieve this is to make it
|
||||
free software which everyone can redistribute and change under these terms.
|
||||
|
||||
To do so, attach the following notices to the program. It is safest
|
||||
to attach them to the start of each source file to most effectively
|
||||
state the exclusion of warranty; and each file should have at least
|
||||
the "copyright" line and a pointer to where the full notice is found.
|
||||
|
||||
<one line to give the program's name and a brief idea of what it does.>
|
||||
Copyright (C) <year> <name of author>
|
||||
|
||||
This program is free software: you can redistribute it and/or modify
|
||||
it under the terms of the GNU General Public License as published by
|
||||
the Free Software Foundation, either version 3 of the License, or
|
||||
(at your option) any later version.
|
||||
|
||||
This program is distributed in the hope that it will be useful,
|
||||
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
GNU General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU General Public License
|
||||
along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
Also add information on how to contact you by electronic and paper mail.
|
||||
|
||||
If the program does terminal interaction, make it output a short
|
||||
notice like this when it starts in an interactive mode:
|
||||
|
||||
<program> Copyright (C) <year> <name of author>
|
||||
This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
|
||||
This is free software, and you are welcome to redistribute it
|
||||
under certain conditions; type `show c' for details.
|
||||
|
||||
The hypothetical commands `show w' and `show c' should show the appropriate
|
||||
parts of the General Public License. Of course, your program's commands
|
||||
might be different; for a GUI interface, you would use an "about box".
|
||||
|
||||
You should also get your employer (if you work as a programmer) or school,
|
||||
if any, to sign a "copyright disclaimer" for the program, if necessary.
|
||||
For more information on this, and how to apply and follow the GNU GPL, see
|
||||
<https://www.gnu.org/licenses/>.
|
||||
|
||||
The GNU General Public License does not permit incorporating your program
|
||||
into proprietary programs. If your program is a subroutine library, you
|
||||
may consider it more useful to permit linking proprietary applications with
|
||||
the library. If this is what you want to do, use the GNU Lesser General
|
||||
Public License instead of this License. But first, please read
|
||||
<https://www.gnu.org/licenses/why-not-lgpl.html>.
|
||||
551
README.md
551
README.md
@@ -1,69 +1,213 @@
|
||||
# Warning / Disclaimer
|
||||
# Dabo (crypto bot)
|
||||
|
||||
The software provided here is called dabo (crypto bot).
|
||||
|
||||
## Warning / Disclaimer
|
||||
The software provided here does not guarantee any profits or function as well as sufficient security. Use at your own risk!!!
|
||||
This is a private project, which is based on amateur knowledge. Trading cryptocurrencies involves an enormous amount of risks and is considered highly speculative.
|
||||
It is strongly recommended to deal intensively with the subject and this bot before using it. Also, when using the possibility should be considered that due to an unfavorable market development, technical errors, bugs or other reasons, the entire invested capital can be lost. This software should therefore only be used if it is justifiable to lose the entire invested capital!
|
||||
|
||||
# Objective
|
||||
The dabo-bot is intended to help make and execute timely buy and sell decisions automatically in the fast-paced crypto environment. It is to be invested in the case of larger increases in value and investments are to be sold again when the prices fall, so that price gains are taken and losses are minimized.
|
||||
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
|
||||
|
||||
# Naming
|
||||
It is still under development and is currently only partially functional.
|
||||
|
||||
## Copyright / License
|
||||
|
||||
Copyright (c) 2022-2024 Oliver Bohlen (aka olli/egabosh)
|
||||
|
||||
The software provided here is called dabo (crypto bot)
|
||||
|
||||
dabo is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
|
||||
|
||||
dabo is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty ofMERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU General Public License along with dabo (see COPYING file). If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
## Data sources
|
||||
Various data sources such as finance.yahoo.com and crypto exchanges available via ccxt are used. Please check whether this is legal in your region before use.
|
||||
- https://query1.finance.yahoo.com (economic data,...)
|
||||
- https://api.coinmarketcap.com (crypto data)
|
||||
- https://api.bls.gov (CPI, unemployment rate)
|
||||
- https://fred.stlouisfed.org (fed funds rate)
|
||||
- https://30rates.com (forecast)
|
||||
- https://fapi.binance.com (OpenInterest,...)
|
||||
- https://api.alternative.me (Fear and Greed)
|
||||
- https://production.dataviz.cnn.io (Fear and Greed CNN)
|
||||
- https://unpkg.com/lightweight-charts/dist/lightweight-charts.standalone.production.js (TradingView Lightweitgt Charts)
|
||||
- ...
|
||||
|
||||
## dependencies to other software
|
||||
- CCXT (https://www.ccxt.com | https://github.com/ccxt/ccxt)
|
||||
- TradingView Lightweitgt Charts (https://www.tradingview.com/lightweight-charts/ | https://github.com/tradingview/lightweight-charts)
|
||||
- bash, python
|
||||
- several default linux programs like bc, wget,...
|
||||
- gaboshlib (https://github.com/egabosh/gaboshlib)
|
||||
- ...
|
||||
|
||||
## Objective
|
||||
The dabo-bot is intended to help make and execute timely buy and sell decisions automatically in the fast-paced crypto environment.
|
||||
|
||||
These decisions are made using one or more self-definable strategies.
|
||||
Various market data are available as a basis for decision-making, such as price trends, RSI, MACD and EMA indicators of various time intervals, Fear and Greed Index, S&P500 data,...
|
||||
|
||||
## Naming
|
||||
The name Dabo comes from the Star Trek universe.
|
||||
Dabo was a roulette-style game of chance developed by the Ferengi.
|
||||
More information here:
|
||||
https://memory-alpha.fandom.com/wiki/Dabo
|
||||
I thought this fits quite well to the cryptotrading world and that's why I chose this name ;-)
|
||||
|
||||
# Features
|
||||
## General:
|
||||
- Compatible with the following crypto exchanges: Binance, OneTrading.com (ex BitpandaPro)
|
||||
- Consideration of trading fees
|
||||
- Automatic selection of cryptocurrencies to invest in
|
||||
- Filtering of cryptocurrencies by market capitalization (data via coingecko API) e.g. only trade the 50 largest by market capitalization if available on the exchange
|
||||
- Notifications via Signal Messenger to groups
|
||||
- Individually selectable percentage of available capital per trade
|
||||
- automatic definition of time intervals (e.g. every minute / every five minutes) based on the change of the rates
|
||||
- Monitoring of overall market performance via own market performance index based for example on the MSCI World, leading currencies like BTC and ETH and their forecasts.
|
||||
- Emergency stop if balance falls below defined value
|
||||
- Recording of available price values incl. RSI and MACD indicators of available cryptocurrencies
|
||||
- Analysis tool for collected historical values to try out buy or sell conditions based on them
|
||||
- ReadOnly web interface for overview
|
||||
- Runnable in a non-root docker containe
|
||||
- multiple different buy and sell strategies possible at the same time
|
||||
## Structure
|
||||
The Bot is splitted in the following parts/containers:
|
||||
|
||||
## Buy conditions
|
||||
- definable RSI Indicator signals min/max (RSI5, 14 and 21)
|
||||
- definable MACD signals min/max
|
||||
- definable minimum growth in a definable time period
|
||||
- dabo-bot: Basic Bot with buy and sell decisions based on self-definable strategies
|
||||
- dabo-symbols_ticker: Ticker for current symbols and prices
|
||||
- dabo-ohlcv-candles: Continuously collect OHLCV data
|
||||
- dabo-indicators: Continuously calculate indicators and other data
|
||||
- dabo-orders: Continuously collect current orders placed by bot and others
|
||||
- dabo-transaction-history: Continuously creates overview of historic trades
|
||||
- dabo-webpage: Continuously creates webpage overview (readonly)
|
||||
- dabo-web: Webserver for webpage overview
|
||||
|
||||
## Sell conditions
|
||||
- sell at defined loss limit
|
||||
- hold if the result would be negative
|
||||
- sell after certain time even if loss exists
|
||||
- definable RSI Indicator signals min/max
|
||||
- definable MACD signals min/max
|
||||
Each part runs parallel to the others in its own docker-container.
|
||||
|
||||
# How to use/install
|
||||
Linux knowledge required!
|
||||
## Features
|
||||
### General:
|
||||
- theoretically compatible to supported CCXT exchanges. Tested with Phemex Contract trading. Please let me know your experiences with other exchanges.
|
||||
- parallel processing in separate non-root docker containers
|
||||
- Notifications via Matrix Messenger to groups
|
||||
|
||||
Needed a running Docker install. Traefik suggested, see
|
||||
### Dabo Bot
|
||||
- place limit and market orders and supports ...
|
||||
- ... leverage trading
|
||||
- ... short trades
|
||||
- ... margins cross and isolated
|
||||
- ... stoploss and takeprofit
|
||||
- multiple different strategies possible at the same time
|
||||
### Dabo Symbol Ticker
|
||||
- automatically finds all supported tokens and pairs and fetches continiously ...
|
||||
- ... symbols
|
||||
- ... and prices
|
||||
### Dabo OHLCV Candle data
|
||||
OHLCV = Open, High, Low, Close and Volume of a time unit
|
||||
- time units 1w, 1d, 4h, 1h, 15m and 5m
|
||||
- 4h, 1h, 15m and 5m from the respective stock exchange
|
||||
- 1d and 1w data from coinmarketcap to have longer terms
|
||||
- economic data from yahoo finance
|
||||
### Dabo Indicators
|
||||
- data per time unit
|
||||
- time units 1w, 1d, 4h, 1h, 15m and 5m
|
||||
- self-calculated EMA12, 26 ,50, 100, 200, 400 and 800
|
||||
- self-calculated RSI5, 14, 21
|
||||
- self-calculated MACD
|
||||
- self-calculated significant levels (support/resist)
|
||||
### Dabo Market Data
|
||||
- Yahoo Finance
|
||||
- CoinMarketCap
|
||||
- BLS.gov
|
||||
- alternative.me
|
||||
- CNN
|
||||
- Fed
|
||||
### Dabo Orders
|
||||
### Dabo Transaction History
|
||||
- Support of additional Exchnages/Brokers JustTrade (CSV-Import) and Bitpanda (API+CSV-Import)
|
||||
- German tax calculation
|
||||
### Dabo Webpage
|
||||
- ReadOnly Overview
|
||||
|
||||
https://gitea.ds9.dedyn.io/olli/debian.ansible.docker
|
||||
## Why bash?
|
||||
Yes, bash is not a language in which you write something like this in a normal way.
|
||||
|
||||
https://gitea.ds9.dedyn.io/olli/debian.ansible.traefik.server
|
||||
To be honest, I'm more of a Linux admin than a programmer, so I do a lot of my work using bash.
|
||||
Simply it's the language I'm most familiar with.
|
||||
|
||||
Originally this project was supposed to be a simple script to monitor prices of equities and ETFs and set alarms at certain marks. Over time it has expanded a lot and a complete rewrite in another language would have meant a lot of additional work. So it has stayed that way until now.
|
||||
|
||||
## Download
|
||||
Finally, it's a hobby project and I have to see how and when I can find time for it, because there also has to be time for family, friends, work and other hobbies.
|
||||
If there is someone who would like to rewrite this bot in e.g. Python, I would be happy to support them as best I can with this task. Just let me know.
|
||||
|
||||
## How to install (basic Linux knowledge required!)
|
||||
|
||||
Should run on every system with docker.
|
||||
|
||||
### 1: Operating System
|
||||
Tested and running with Debian 12 (Bookworm).
|
||||
https://www.debian.org/download
|
||||
https://www.raspberrypi.com/software/operating-systems/
|
||||
|
||||
### 2: Way 1: Istall via anssible playbooks
|
||||
On a fresh Debian 12 system you can run my Ansible Playbooks to use the same environment the bot is developed and running.
|
||||
Please have a look what exactly the playbooks are doing if you are unsure.
|
||||
|
||||
If the web interface (or matrix/turn) should be accessible via the internet, the server must be accessible on port 80/tcp (acme/letsencrypt) and 443/tcp.
|
||||
For private/home internet access, this may require port forwarding on your router and registration with a dyndns (DDNS) service. The DDNS service should allow subdomains.
|
||||
|
||||
When using my playbooks and the services should be available to the internet, the hostname must correspond to the ddns name.
|
||||
Here is an example for the dynu-DDNS service:
|
||||
- DDNS name: myhost.mywire.com
|
||||
- dabo-bot-name: dabo.myhost.mywire.com
|
||||
- matrix-name: matrix.myhost.mywire.com
|
||||
|
||||
You also can use IPv6 if your ISP and router supports this and if you have multiple servers/services on Ports (80/443) but only one IPv4 address to the internet.
|
||||
|
||||
#### 2.1 Download basic install script
|
||||
```
|
||||
git clone https://gitea.ds9.dedyn.io/olli/dabo.git
|
||||
wget https://raw.githubusercontent.com/egabosh/linux-setups/refs/heads/main/debian/install.sh -O install.sh
|
||||
```
|
||||
#### 2.2 define Playbooks
|
||||
- debian/basics/basics.yml (https://github.com/egabosh/linux-setups/tree/main/debian/basics) - Basic Debian configuration
|
||||
- Optional: debian/firewall/firewall.yml (https://github.com/egabosh/linux-setups/tree/main/debian/firewall) - Firewall for the server based on ufw
|
||||
- Optional: debian/runchecks/runchecks.yml (https://github.com/egabosh/linux-setups/tree/main/debian/runchecks) - System checks and notification
|
||||
- Optional: debian/backup/backup.yml (https://github.com/egabosh/linux-setups/tree/main/debian/backup) - Backup framework
|
||||
- Optional: debian/autoupdate/autoupdate.yml (https://github.com/egabosh/linux-setups/tree/main/debian/autoupdate) - Automatic System Updates
|
||||
- debian/docker/docker.yml (https://github.com/egabosh/linux-setups/tree/main/debian/docker) - Docker Installation
|
||||
- debian/traefik.server/traefik.yml (https://github.com/egabosh/linux-setups/tree/main/debian/traefik.server) - Traefik Reverse Proxy for Web UI and Letsencrypt Certs
|
||||
- Optional: debian/turn.server/turn.yml (https://github.com/egabosh/linux-setups/tree/main/debian/turn.server) - Turn Server fpr Audio/Video conferences in Matrix
|
||||
- Optional: debian/matrix.server/matrix.yml (https://github.com/egabosh/linux-setups/tree/main/debian/matrix.server) - Notifications with own Martix Server
|
||||
- https://github.com/egabosh/dabo/raw/refs/heads/main/dabo-ansible.yml: The Bot itself
|
||||
|
||||
for example:
|
||||
```
|
||||
PLAYBOOKS="debian/basics/basics.yml
|
||||
debian/firewall/firewall.yml
|
||||
debian/runchecks/runchecks.yml
|
||||
debian/backup/backup.yml
|
||||
debian/autoupdate/autoupdate.yml
|
||||
debian/docker/docker.yml
|
||||
debian/traefik.server/traefik.yml
|
||||
https://github.com/egabosh/dabo/raw/refs/heads/main/dabo-ansible.yml"
|
||||
export PLAYBOOKS
|
||||
```
|
||||
#### 2.3 Install ansible and run Playbooks
|
||||
If you run this as user and not as root, the script will install sudo and enable the user to execute commands as root via sudo. To do this, the root password is requested (several times).
|
||||
```
|
||||
bash install.sh
|
||||
```
|
||||
|
||||
### 3. Manual installation without ansible playbooks
|
||||
Not necessary if you use the dabo Playbook
|
||||
|
||||
#### Install docker
|
||||
See: https://docs.docker.com/engine/install/debian/
|
||||
|
||||
You can also use other containerizations like podman or kubernetes. But here I stick with docker
|
||||
|
||||
#### Download
|
||||
Not necessary if you use the dabo Playbook
|
||||
```
|
||||
git clone https://github.com/egabosh/dabo.git
|
||||
cd dabo
|
||||
```
|
||||
|
||||
## Build container
|
||||
#### Build container
|
||||
Not necessary if you use the dabo Playbook
|
||||
```
|
||||
docker -l warn compose --ansi never build --progress=plain --pull --no-cache --force-rm
|
||||
```
|
||||
|
||||
## Configure
|
||||
### 3. Make Webinterface available
|
||||
Not necessary if you use the dabo Playbook with traefik and letsencrypt
|
||||
|
||||
Edit docker-compose.yml or create docker-compose.override.yml to fit yout needs e.g. domain and network settings or basic auth, e.g. for traefik and letsencrypt:
|
||||
```
|
||||
echo '
|
||||
@@ -105,87 +249,63 @@ networks:
|
||||
' >docker-compose.override.yml
|
||||
```
|
||||
|
||||
If you use the ansible Playbook but don't want to use traefik/letsencrypt or availability over the internet you can add the following to `docker-compose.override.yml` below "# END ANSIBLE MANAGED BLOCK".
|
||||
ATTENTION: ACCESS IS UNENCRYPTED!!!
|
||||
```
|
||||
ports:
|
||||
- 8080:80
|
||||
```
|
||||
You have to restart the container(s) to apply changes. See operational commands.
|
||||
|
||||
Optional: If you use signal-cli (https://gitea.ds9.dedyn.io/olli/debian.ansible.signal-cli.client) and want do receive Signal-Messages from the bot you can create an SSH-Key to allow sending Signal-Messages e.g.:
|
||||
### 4. Optional: Matrix connection
|
||||
|
||||
Optional: If you use matrix/matrix-commander (https://github.com/egabosh/linux-setups/tree/main/debian/matrix.server) and want do receive Matrix-Messages from the bot you can create an SSH-Key to allow sending Matrix-Messages e.g.:
|
||||
Automatically done by playbooks.
|
||||
```
|
||||
mkdir -p home/.ssh
|
||||
ssh-keygen -f home/.ssh/id_ed25519 -N "" -t ed25519
|
||||
chmod 700 home/.ssh
|
||||
cat home/.ssh/id_ed25519.pub
|
||||
```
|
||||
and add Key on your signal-cli-Server to the authorized_keys of the signal-User
|
||||
|
||||
and add Key on your matrix-Server to the authorized_keys of the matrix-User
|
||||
|
||||
### 5. Add Exchange
|
||||
Create Secrets file for your API Key(s)
|
||||
```
|
||||
# for OneTrading.com (ex BitpandaPro)
|
||||
echo 'local API_TOKEN=YOUR_VERY_LOOOOOOONNNNGGGG_API_TOKEN_FROM_BITPANDA' >dabo/.bitpanda-secrets
|
||||
chmod 400 dabo/.bitpanda-secrets
|
||||
|
||||
# or for Binance
|
||||
echo 'local API_SECRET="YOUR_LONG_API_SECRET_FROM_BINANCE"
|
||||
local API_KEY="YOUR_LONG_API_KEY_FROM_BINANCE" '>dabo/.binance-secrets
|
||||
- file: dabo/.CCXT-ID-secrets
|
||||
CCXI-ID see: https://github.com/ccxt/ccxt
|
||||
|
||||
Examples:
|
||||
```
|
||||
# for Phemex
|
||||
echo 'local API_SECRET="YOUR_API_SECRET_FROM_PHEMEX"
|
||||
local API_KEY="YOUR_API_KEY_FROM_PHEMEX"' >dabo/.phemex-secrets
|
||||
chmod 400 dabo/.phemex-secrets
|
||||
|
||||
# for Binance
|
||||
echo 'local API_SECRET="YOUR_API_SECRET_FROM_BINANCE"
|
||||
local API_KEY="YOUR_API_KEY_FROM_BINANCE"' >dabo/.binance-secrets
|
||||
chmod 400 dabo/.binance-secrets
|
||||
```
|
||||
|
||||
Create Config
|
||||
Especially set URL, STOCK_EXCHANGE, FEE, CURRENCY,... to fit your needs.
|
||||
If you want to use the a testnet of an exchnage if available use TESTNET=true which is the default
|
||||
```
|
||||
vim dabo-bot.conf
|
||||
```
|
||||
Defaults in dabo/dabo-bot.conf
|
||||
|
||||
## How to use
|
||||
|
||||
## Prepare/Create a stretegy
|
||||
|
||||
IMPORTANT!!!
|
||||
|
||||
THE DEFAULT STRATEGY MAY NOT FIT YOUR NEEDS OR WORK PROPERLY. SO YOU CAN LOOSE ALL YOUR MONEY!!! USE ON YOUR OWN RISK!!!
|
||||
|
||||
TEST YOUR OWN STRATEGY COMPREHENSIVELY AND OVER A LOGNER PERIOD OF TIME WITH analyze.sh!!! USE ON YOUR OWN RISK!!!
|
||||
|
||||
Strategie files can be put in the "strategies"-directory the defaults
|
||||
|
||||
There is an example for a buy and a sell strategy file (deactivated by "return 0" in the forst line):
|
||||
```
|
||||
ls strategies/buy.example.conf
|
||||
ls strategies/sell.example.conf
|
||||
```
|
||||
Aditional strategies can be created with Name
|
||||
```
|
||||
strategies/buy.<name>.conf
|
||||
strategies/sell.<name>.conf
|
||||
```
|
||||
e.g named "mannover-sulu-1" for buy strategy and "command-kirk-3" for sell strategy
|
||||
```
|
||||
strategies/buy.mannover-sulu-1.conf
|
||||
strategies/sell.command-kirk-3.conf
|
||||
```
|
||||
|
||||
## Create individual watch-assets.csv
|
||||
```
|
||||
cp dabo/watch-assets.csv watch-assets.csv
|
||||
```
|
||||
Optional:
|
||||
You can edit this file if you want do generate warnings or track your asstes/trades.
|
||||
```
|
||||
nano watch-assets.csv
|
||||
```
|
||||
|
||||
## Set Rights
|
||||
Set Rights (UID 10000 for non-root-User in running container):
|
||||
```
|
||||
chown -R 10000:10000 dabo data home strategies dabo-bot.conf watch-assets.csv
|
||||
```
|
||||
|
||||
## Operational commands
|
||||
### Operational commands
|
||||
Run/Restart:
|
||||
```
|
||||
docker compose down # if an old instance is running
|
||||
docker compose up -d
|
||||
```
|
||||
|
||||
Check
|
||||
List and state of containers:
|
||||
```
|
||||
docker compose ps
|
||||
```
|
||||
@@ -194,132 +314,167 @@ Logs/Output:
|
||||
```
|
||||
docker compose logs -f
|
||||
```
|
||||
|
||||
Update:
|
||||
Logs/Oputput of a specific container for example dabo-bot:
|
||||
```
|
||||
# Optinal: Remove local data
|
||||
docker compose logs -f dabo-bot
|
||||
```
|
||||
|
||||
|
||||
### Update
|
||||
Not necessary if you use the playbooks
|
||||
```
|
||||
# Optional: Remove local data
|
||||
git reset --hard HEAD^ # Remove local commits
|
||||
git clean -fd # Remove local uncommited files
|
||||
|
||||
# Update and restart
|
||||
git pull https://gitea.ds9.dedyn.io/olli/dabo.git main -f
|
||||
git pull https://github.com/egabosh/dabo.git main -f
|
||||
docker compose down
|
||||
docker compose up -d
|
||||
|
||||
```
|
||||
|
||||
### Strategies
|
||||
|
||||
dabo-bot.sh is the bot that trades and collects the quotes and analyze.sh is the tool with which you can try out strategies with the historical data.
|
||||
The configuration files are called dabo-bot.conf and analyze.conf. analyze.sh also uses bot.conf but its variables are overwritten by analyze.conf if duplicated.
|
||||
IMPORTANT!!!
|
||||
|
||||
A Binance or OneTrading.com (ex BitpandaPro) account must exist and the API must be enabled.
|
||||
The access data is stored in the file .binance-secrets in the project directory in the variables API_SECRET and API_KEY.
|
||||
The access rights to this file should be set to the minimum necessary for security reasons.
|
||||
THE EXAMPLE STRATEGIES MAY NOT FIT YOUR NEEDS OR WORK PROPERLY. SO YOU CAN LOOSE ALL YOUR MONEY!!! USE ON YOUR OWN RISK!!!
|
||||
|
||||
# Strategies
|
||||
TEST YOUR OWN STRATEGY COMPREHENSIVELY AND OVER A LOGNER PERIOD OF TIME BEST RISK-FREE IN A TESTNET!!! USE ON YOUR OWN RISK!!!
|
||||
|
||||
You can put your own code into the strateghies it will be sourced by the bot.
|
||||
Strategies are needed for the bot to trade.
|
||||
|
||||
You can use available variables to set and read things.
|
||||
Strategies are located in die stretegies subdir.
|
||||
|
||||
## Variables to set
|
||||
You can put your own code into the strategies it will be sourced by the bot.
|
||||
If you want, you can also use other programming languages or binary code as a strategy and simply start it using your own strategy.
|
||||
|
||||
You can simply use the following varaibles to define things:
|
||||
#### Example strategies
|
||||
There are examples for strategy files (deactivated by "return 0" in the beginning):
|
||||
```
|
||||
cat strategies/example.strategy.sh
|
||||
cat strategies/example_manage_positions.strategy.sh
|
||||
```
|
||||
"example.strategy.sh" creates a score by defined tests and opens a long or short order with stoploss and takeprofit if the score has a defined value.
|
||||
|
||||
"example_manage_positions.strategy.sh" watches open positions and switches the stoploss into profit if position is in profit to secure it.
|
||||
|
||||
You can use them and change them to fit your needs. To avoid resets on updates copy them to your own strategies for example:
|
||||
|
||||
```
|
||||
local GOOD_MARKET_PERFORMANCE_INDEX
|
||||
|
||||
local BUY_RSI5_SIGNAL_UNTIL
|
||||
local BUY_RSI14_SIGNAL_UNTIL
|
||||
local BUY_RSI21_SIGNAL_UNTIL
|
||||
local BUY_RSI60_SIGNAL_UNTIL
|
||||
local BUY_RSI120_SIGNAL_UNTIL
|
||||
local BUY_RSI240_SIGNAL_UNTIL
|
||||
local BUY_RSI420_SIGNAL_UNTIL
|
||||
local BUY_RSI720_SIGNAL_UNTIL
|
||||
|
||||
local BUY_RSI5_SIGNAL_FROM
|
||||
local BUY_RSI14_SIGNAL_FROM
|
||||
local BUY_RSI21_SIGNAL_FROM
|
||||
local BUY_RSI60_SIGNAL_FROM
|
||||
local BUY_RSI120_SIGNAL_FROM
|
||||
local BUY_RSI240_SIGNAL_FROM
|
||||
local BUY_RSI420_SIGNAL_FROM
|
||||
local BUY_RSI720_SIGNAL_FROM
|
||||
|
||||
local BUY_MACD_RELATION_FROM
|
||||
local BUY_MACD_RELATION_TO
|
||||
|
||||
local BUY_MIN_PRICE_CHANGE_LAST_1_DAY
|
||||
local BUY_MIN_PRICE_CHANGE_LAST_7_DAY
|
||||
local BUY_MIN_PRICE_CHANGE_LAST_14_DAY
|
||||
local BUY_MIN_PRICE_CHANGE_LAST_30_DAY
|
||||
|
||||
local BUY_MINGROWTH_PERIOD
|
||||
local BUY_MINGROWTH
|
||||
cp -p strategies/example.strategy.sh strategies/my-own-trading.strategy.sh
|
||||
cp -p strategies/example_manage_positions.strategy.sh strategies/my-own-position.strategy.sh
|
||||
```
|
||||
|
||||
## Variables with current values from the CSV files
|
||||
#### Own strategies
|
||||
Aditional strategies can be created with naming convention *.strategy.sh
|
||||
```
|
||||
# date from current timeframe
|
||||
${f_date}
|
||||
|
||||
# current price
|
||||
${f_price}
|
||||
# price change percentage from timeframe before
|
||||
${f_price_change}
|
||||
|
||||
# EMA
|
||||
${f_ema12}
|
||||
${f_ema26}
|
||||
${f_ema50}
|
||||
${f_ema100}
|
||||
${f_ema200}
|
||||
${f_ema800}
|
||||
|
||||
# MACD with EMA 12/16/9
|
||||
${f_macd_histogram}
|
||||
${f_macd_signal_relation}
|
||||
${f_macd_histogram_relation}
|
||||
${f_macd_histogram_signal}
|
||||
|
||||
# RSI from last ?? timeframes
|
||||
${f_rsi5}
|
||||
${f_rsi14}
|
||||
${f_rsi21}
|
||||
${f_rsi720}
|
||||
${f_rsi60}
|
||||
${f_rsi120}
|
||||
${f_rsi240}
|
||||
${f_rsi420}
|
||||
|
||||
# Price change from coingecko.com
|
||||
${f_price_change_1_day}
|
||||
${f_price_change_7_day}
|
||||
${f_price_change_14_day}
|
||||
${f_price_change_30_day}
|
||||
${f_price_change_1_year}
|
||||
|
||||
# Market Capitalization change from coingecko.com
|
||||
${f_marketcap_change_1_day}
|
||||
|
||||
# Ranges, Pivpot Point and Fibonacci based support and resist levels support/resist2 aka as "Golden Pocket"
|
||||
${f_range_periods}
|
||||
${f_lowest_in_range}
|
||||
${f_highest_in_range}
|
||||
${f_pivot_point}
|
||||
${f_support1}
|
||||
${f_resist1}
|
||||
${f_golden_pocket_support}
|
||||
${f_golden_pocket_resist}
|
||||
${f_golden_pocket65_support}
|
||||
${f_golden_pocket65_resist}
|
||||
${f_support3}
|
||||
${f_resist3}
|
||||
strategies/my-new.strategy.sh
|
||||
strategies/yet-another-new.strategy.sh
|
||||
```
|
||||
|
||||
# Future ideas/featrues
|
||||
- Crypto preferences (While/Blacklist for certain currencies)
|
||||
- Overview trades/profits/losses for tax declaration
|
||||
- Support for decentralized exchanges like uniswap to gain more "security"
|
||||
Strategy files should have specific rights - must be readable by the bot:
|
||||
```
|
||||
chown -R 10000:10000 strategies
|
||||
chmod -R 640 strategies
|
||||
```
|
||||
|
||||
#### Variables during runtime of the strategies
|
||||
|
||||
You can use available variables/arrays during runtime to read (and set) values.
|
||||
This arrays are available to runtime in the strategies
|
||||
|
||||
##### Large associative arrays v and vr (reverse)
|
||||
|
||||
${v[SYMBOL_TIMEFRAME_ITEM_NUMBER]}
|
||||
|
||||
- SYMBOL: Crypto-Symbol for examle ETHUSDT or ECONOMY_DXY ECONOMY_DOWJONES ECONOMY_SP500 ECONOMY_NASDAQ ECONOMY_MSCIEAFE ECONOMY_10YRTREASURY ECONOMY_OIL ECONOMY_GOLD ECONOMY_MSCIWORLD ECONOMY_OILGAS ECONOMY_KRE ECONOMY_EUR-USD
|
||||
- TIMEFRAME: 5m,15m,1h,4h,1d,1w
|
||||
- ITEM: date,open,high,low,close,volume,change,ath,ema12,ema26,ema50,ema100,ema200,ema400,ema800,rsi5,rsi14,rsi21,macd,macd_ema9_signal,macd_histogram,macd_histogram_signal,macd_histogram_max,macd_histogram_strength
|
||||
- NUMBER: 0=latest; 1=second latest
|
||||
|
||||
Examples:
|
||||
```
|
||||
${v[ECONOMY_NASDAQ_1h_close_0]}
|
||||
${v[ECONOMY_SP500_rsi14_0]}
|
||||
${v[ETHUSDT_1w_ema200_0]}
|
||||
${v[ETHUSDT_1w_macd_histogram_signal_1]}
|
||||
${v[SOLUSDT_levels_1d]}
|
||||
${v[$[SOLUSDT_levels_1d_next_up]}
|
||||
${v[$[ETHUSDT_levels_1w_next_down]}
|
||||
```
|
||||
You can find a complete list of available values in the file `data/botdata/values` which is created in the runtime of the bot.
|
||||
An long example list you can find in example-values. https://github.com/egabosh/dabo/blob/main/example-values
|
||||
|
||||
##### Current price from exchange
|
||||
|
||||
${f_tickers_array[SYMBOL]}
|
||||
```
|
||||
${f_tickers_array[SOLUSDT]}
|
||||
${f_tickers_array[ETH${CURRENCY}]}
|
||||
```
|
||||
|
||||
##### Open Orders
|
||||
|
||||
```
|
||||
${o[ETHUSDT_present]}=sl_close_long tp_close_long
|
||||
${o[ETHUSDT_sl_close_long_amount]}=0
|
||||
${o[ETHUSDT_sl_close_long_entry_price]}=null
|
||||
${o[ETHUSDT_sl_close_long_id]}=36b2f404-0b20-4806-bdcc-0dad0daf57e9
|
||||
${o[ETHUSDT_sl_close_long_side]}=sell
|
||||
${o[ETHUSDT_sl_close_long_stoplossprice]}=0
|
||||
${o[ETHUSDT_sl_close_long_stopprice]}=3305.98
|
||||
${o[ETHUSDT_sl_close_long_takeprofitprice]}=0
|
||||
${o[ETHUSDT_sl_close_long_type]}=Stop
|
||||
${o[ETHUSDT_tp_close_long_amount]}=0
|
||||
${o[ETHUSDT_tp_close_long_entry_price]}=null
|
||||
${o[ETHUSDT_tp_close_long_id]}=850dd169-7387-4be3-ac68-bfce73cfa47d
|
||||
${o[ETHUSDT_tp_close_long_side]}=sell
|
||||
${o[ETHUSDT_tp_close_long_stoplossprice]}=0
|
||||
${o[ETHUSDT_tp_close_long_stopprice]}=3710.04
|
||||
${o[ETHUSDT_tp_close_long_takeprofitprice]}=0
|
||||
${o[ETHUSDT_tp_close_long_type]}=MarketIfTouched
|
||||
```
|
||||
|
||||
You can find a complete list of available values in the file `data/botdata/values-orders` which is created in the runtime of the bot.
|
||||
|
||||
|
||||
##### Open Positions
|
||||
|
||||
```
|
||||
${p[ETHUSDT_currency_amount]}=9509.25
|
||||
${p[ETHUSDT_current_price]}=3573.79
|
||||
${p[ETHUSDT_entry_price]}=3673.31
|
||||
${p[ETHUSDT_leverage]}=5
|
||||
${p[ETHUSDT_liquidation_price]}=2953.43
|
||||
${p[ETHUSDT_pnl]}=-1288.50
|
||||
${p[ETHUSDT_pnl_percentage]}=-13.55
|
||||
${p[ETHUSDT_side]}=long
|
||||
${p[ETHUSDT_stoploss_price]}=3305.98
|
||||
${p[ETHUSDT_takeprofit_price]}=3710.04
|
||||
```
|
||||
|
||||
You can find a complete list of available values in the file `data/botdata/values-positions` which is created in the runtime of the bot.
|
||||
|
||||
|
||||
## Support/Community
|
||||
New Telegram group for the dabo community.
|
||||
https://t.me/dabobotcrypto
|
||||
|
||||
|
||||
## Future ideas/featrues and todos
|
||||
- PSR Indicator https://de.tradingview.com/script/w4U2xUN7-Pivot-Support-Resistance/
|
||||
- public order data if there is such a thing. At what price do people want to enter (limit order)? Where do they want to exit (TakePofit/StopLoss)? Maybe free Binance data helps (https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Order-Book)? https://www.coinglass.com/de/mergev2/BTC-USDT
|
||||
- AI implementation. What data can be prepared for training?
|
||||
- example Grid trading strategy (user specific)
|
||||
- Fibonacci Levels (which timeframe(s)?)
|
||||
- Forecasts
|
||||
- Chart improvements
|
||||
- Volumeindicator and for example RSI on volume values
|
||||
- Support for decentralized exchanges like uniswap
|
||||
- Archive/compress old or large CSV-History-files
|
||||
- Hedge mode (long and short positions the same time)
|
||||
- Emergency stop if balance falls below defined value
|
||||
- Analysis tool for collected historical values to try out buy or sell conditions based on them
|
||||
- Consideration of trading and funding fees
|
||||
- Liquidation Heatmap (https://www.coinglass.com/pro/futures/LiquidationHeatMap)
|
||||
|
||||
|
||||
BIN
bots-values.ods
BIN
bots-values.ods
Binary file not shown.
@@ -13,14 +13,14 @@
|
||||
|
||||
- name: Git checkout
|
||||
ansible.builtin.git:
|
||||
repo: 'https://gitea.ds9.dedyn.io/olli/dabo.git'
|
||||
repo: 'https://github.com/egabosh/dabo.git'
|
||||
dest: /home/docker/dabo.{{inventory_hostname}}
|
||||
force: true
|
||||
notify: Restart dabo
|
||||
|
||||
- name: /home/docker/dabo.{{inventory_hostname}}/genpw.sh (generate Random PW)
|
||||
- name: /home/docker/dabo.{{inventory_hostname}}/initiate.sh
|
||||
blockinfile:
|
||||
path: /home/docker/dabo.{{inventory_hostname}}/genpw.sh
|
||||
path: /home/docker/dabo.{{inventory_hostname}}/initiate.sh
|
||||
create: yes
|
||||
mode: 0550
|
||||
owner: root
|
||||
@@ -29,41 +29,22 @@
|
||||
block: |
|
||||
cd /home/docker/dabo.{{inventory_hostname}}
|
||||
|
||||
if [ -f env ]
|
||||
then
|
||||
. ./env
|
||||
echo "${WEBPASSWDCRYPT}"
|
||||
else
|
||||
webpassword=$(pwgen -s 32 1)
|
||||
webuser=bot
|
||||
webpasswordcrypted=$(htpasswd -nb ${webuser} ${webpassword})
|
||||
|
||||
echo "WEBUSER=${webuser}
|
||||
WEBPASSWD=${webpassword}
|
||||
WEBPASSWDCRYPT=${webpasswordcrypted}
|
||||
" >env
|
||||
|
||||
chmod 440 env
|
||||
chown root:docker env
|
||||
echo "${webpasswordcrypted}"
|
||||
fi
|
||||
|
||||
if ! [ -d home/.ssh ]
|
||||
then
|
||||
mkdir -p home/.ssh
|
||||
ssh-keygen -f home/.ssh/id_ed25519 -N "" -t ed25519 >/dev/null
|
||||
chmod 700 home/.ssh
|
||||
fi
|
||||
|
||||
[ -f watch-assets.csv ] || cp dabo/watch-assets.csv watch-assets.csv
|
||||
chown -R 10000:10000 dabo data home strategies dabo-bot.conf watch-assets.csv
|
||||
mkdir -p data/botdata strategies
|
||||
chown -R 10000:10000 dabo data home strategies dabo-bot.conf
|
||||
|
||||
backup: yes
|
||||
validate: /bin/bash -n %s
|
||||
notify: run initiate.sh
|
||||
|
||||
- name: /home/docker/dabo.{{inventory_hostname}}/genpw.sh shebang
|
||||
- name: /home/docker/dabo.{{inventory_hostname}}/initiate.sh shebang
|
||||
lineinfile:
|
||||
path: /home/docker/dabo.{{inventory_hostname}}/genpw.sh
|
||||
path: /home/docker/dabo.{{inventory_hostname}}/initiate.sh
|
||||
insertbefore: BOF
|
||||
line: "#!/bin/bash -e"
|
||||
|
||||
@@ -84,10 +65,10 @@
|
||||
- Restart dabo
|
||||
|
||||
|
||||
- name: Get crypted PW
|
||||
shell: bash /home/docker/dabo.{{inventory_hostname}}/genpw.sh
|
||||
register: cryptpw
|
||||
changed_when: false
|
||||
#- name: Get crypted PW
|
||||
# shell: bash /home/docker/dabo.{{inventory_hostname}}/initiate.sh
|
||||
# register: cryptpw
|
||||
# changed_when: false
|
||||
|
||||
- name: /home/docker/dabo.{{inventory_hostname}}/docker-compose.override.yml Container Configuration
|
||||
blockinfile:
|
||||
@@ -98,7 +79,13 @@
|
||||
group: docker
|
||||
marker: "# {mark} ANSIBLE MANAGED BLOCK"
|
||||
block: |
|
||||
version: '3.6'
|
||||
networks:
|
||||
dabo-network:
|
||||
driver: bridge
|
||||
driver_opts:
|
||||
com.docker.network.bridge.name: br-dabo
|
||||
traefik:
|
||||
external: true
|
||||
|
||||
services:
|
||||
|
||||
@@ -120,21 +107,11 @@
|
||||
# cert via letsencrypt
|
||||
- traefik.http.routers.dabo.tls.certresolver=letsencrypt
|
||||
# activate secHeaders@file
|
||||
- traefik.http.routers.dabo.middlewares=secHeaders@file,dabo-basicauth
|
||||
- traefik.http.middlewares.dabo-basicauth.basicauth.users={{ cryptpw.stdout }}
|
||||
- traefik.http.routers.dabo.middlewares=secHeaders@file,default-basic-auth@file
|
||||
# Traefik network
|
||||
- traefik.docker.network=traefik
|
||||
networks:
|
||||
- traefik
|
||||
|
||||
networks:
|
||||
dabo-network:
|
||||
driver: bridge
|
||||
driver_opts:
|
||||
com.docker.network.bridge.name: br-dabo
|
||||
traefik:
|
||||
external: true
|
||||
|
||||
backup: yes
|
||||
notify: Restart dabo
|
||||
|
||||
@@ -144,11 +121,26 @@
|
||||
chdir: /home/docker/dabo.{{inventory_hostname}}
|
||||
creates: /home/docker/dabo.{{inventory_hostname}}/data/botdata/MARKET_PERFORMANCE
|
||||
|
||||
- name: autoupdate dabo-bot
|
||||
blockinfile:
|
||||
path: /usr/local/sbin/autoupdate.d/dabo.update
|
||||
create: yes
|
||||
mode: 0550
|
||||
owner: root
|
||||
group: root
|
||||
marker: "# {mark} ANSIBLE MANAGED BLOCK"
|
||||
block: |
|
||||
g_echo_ok "Dabo update"
|
||||
rm -f /tmp/dabo-ansible.yml
|
||||
wget https://raw.githubusercontent.com/egabosh/dabo/refs/heads/main/dabo-ansible.yml -O /tmp/dabo-ansible.yml
|
||||
ansible-playbook --connection=local --inventory $(hostname), --limit $(hostname) /tmp/dabo-ansible.yml
|
||||
backup: yes
|
||||
validate: /bin/bash -n %s
|
||||
|
||||
handlers:
|
||||
|
||||
- name: run genpw.sh
|
||||
ansible.builtin.shell: ./genpw.sh
|
||||
- name: run initiate.sh
|
||||
ansible.builtin.shell: ./initiate.sh
|
||||
args:
|
||||
chdir: /home/docker/dabo.{{inventory_hostname}}
|
||||
notify: Restart dabo
|
||||
@@ -157,3 +149,4 @@
|
||||
ansible.builtin.shell: docker compose up -d --force-recreate
|
||||
args:
|
||||
chdir: /home/docker/dabo.{{inventory_hostname}}
|
||||
|
||||
|
||||
@@ -1,5 +1,24 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
|
||||
|
||||
# cleanup
|
||||
rm -r /tmp/parallel-* /tmp/overall-result-* /tmp/g_analyze.sh-*
|
||||
|
||||
38
dabo/calc-indicators-hist.sh
Executable file
38
dabo/calc-indicators-hist.sh
Executable file
@@ -0,0 +1,38 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
|
||||
. /dabo/dabo-prep.sh
|
||||
|
||||
rm -f asset-histories/*.history.*.csv.indicators-calculating
|
||||
|
||||
while true
|
||||
do
|
||||
sleep 900
|
||||
g_echo_note "Next loop"
|
||||
# Reload Config
|
||||
. ../../dabo-bot.conf
|
||||
. ../../dabo-bot.override.conf
|
||||
# get all indicators first only latest until EMA800
|
||||
get_indicators_all 810
|
||||
get_indicators_all
|
||||
rm -f asset-histories/*.history.*.csv.indicators-calculating
|
||||
done
|
||||
|
||||
39
dabo/calc-levels.sh
Executable file
39
dabo/calc-levels.sh
Executable file
@@ -0,0 +1,39 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
|
||||
. /dabo/dabo-prep.sh
|
||||
|
||||
rm -f asset-histories/*.history.*.csv.levels-calculating
|
||||
sleep 120
|
||||
|
||||
while true
|
||||
do
|
||||
g_echo_note "Next loop"
|
||||
# Reload Config
|
||||
. ../../dabo-bot.conf
|
||||
. ../../dabo-bot.override.conf
|
||||
# get levels
|
||||
get_levels_all
|
||||
rm -f asset-histories/*.history.*.csv.levels-calculating
|
||||
# recalc every 6 hours
|
||||
sleep 21600
|
||||
done
|
||||
|
||||
33
dabo/create_webpage.sh
Executable file
33
dabo/create_webpage.sh
Executable file
@@ -0,0 +1,33 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
|
||||
. /dabo/dabo-prep.sh
|
||||
|
||||
while true
|
||||
do
|
||||
# Reload Config
|
||||
. ../../dabo-bot.conf
|
||||
. ../../dabo-bot.override.conf
|
||||
# get orders
|
||||
webpage
|
||||
sleep 120
|
||||
done
|
||||
|
||||
@@ -2,36 +2,31 @@
|
||||
|
||||
# Webpage URL
|
||||
URL="mydabobot.mydomain"
|
||||
URL="dabo.$(hostname)"
|
||||
|
||||
# The exchange we use for using the correct API (BINANCE or ONETRADING)
|
||||
# The exchange we use for using the correct API (CCXI-ID see: https://github.com/ccxt/ccxt)
|
||||
# for Phemex it is "phemex" for example
|
||||
STOCK_EXCHANGE="NONE"
|
||||
|
||||
# fee per trade in percentage on exchange (taker and maker added)
|
||||
FEE="0.5"
|
||||
|
||||
# Interval in seconds - Should not be lower then 300
|
||||
INTERVAL="900"
|
||||
# Interval in seconds - Should not be lower then 300 seconds (5m is the lowest timeframe
|
||||
INTERVAL="300"
|
||||
|
||||
## Currency used for trading
|
||||
CURRENCY="USDT"
|
||||
TRANSFER_CURRENCY="USD"
|
||||
TRANSFER_CURRENCY="EUR"
|
||||
|
||||
# Only use currencies under the first X currencies sorted by market capitalization
|
||||
LARGEST_MARKETCAP="250"
|
||||
|
||||
# Blacklist Currencies
|
||||
BLACKLIST="^USDT${CURRENCY}|^DAI${CURRENCY}|^BUSD${CURRENCY}|^USDC${CURRENCY}|^USDP${CURRENCY}|^TUSD${CURRENCY}|^USDD${CURRENCY}|^GUSD${CURRENCY}|^FEI${CURRENCY}|^USTC${CURRENCY}|^FRAX${CURRENCY}|^USDJ${CURRENCY}|^LUSD${CURRENCY}|^EURS${CURRENCY}|^TRIBE${CURRENCY}|^BNB${CURRENCY}|^FDUSD${CURRENCY}"
|
||||
# symbols that should be traded
|
||||
SYMBOLS="ETH SOL"
|
||||
|
||||
## Signal Group for Notifications
|
||||
SIGNAL_GROUP="Krypto-Bot"
|
||||
|
||||
## Percent from balance per invest.
|
||||
# Overwritten by MIN_NOTIONAL+X% from stock if lower
|
||||
INVEST="5"
|
||||
|
||||
# Stop all trading and sell everything if the complete balance shrinks under this value in ${CURRENCY}
|
||||
EMERGENCY_STOP="1000"
|
||||
NOTIFICATION_GROUP="Dabo-Bot"
|
||||
|
||||
# Leverage
|
||||
LEVERAGE=""
|
||||
LEVERAGE="2"
|
||||
|
||||
# margin mode (isolated or cross)
|
||||
MARGIN_MODE="isolated"
|
||||
|
||||
# testnet of exchange if available (true or false). false for trades with real money
|
||||
TESTNET=true
|
||||
|
||||
|
||||
@@ -1 +1 @@
|
||||
keep
|
||||
#keep
|
||||
|
||||
@@ -1,9 +1,26 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
. /dabo/dabo-prep.sh
|
||||
|
||||
### MAIN ###
|
||||
g_echo_warn "STARTING DABO BOT $0"
|
||||
g_echo_note "STARTING DABO BOT $0"
|
||||
|
||||
touch firstloop
|
||||
export FULL_LOOP=1
|
||||
@@ -12,12 +29,12 @@ export FULL_LOOP=1
|
||||
echo $0 | grep -q "dabo-bot\.sh" && BOT=1
|
||||
|
||||
# cleanup trashlines in asset-histories (possibly generated by kill further of this progress)
|
||||
find asset-histories -name "*.csv" -type f | while read csv_file
|
||||
do
|
||||
csv_timestamp=$(ls --time-style='+%Y%m%d%H%M' -l "${csv_file}" | cut -d" " -f6)
|
||||
sed -i "/[0-9]$(date +%Y)-/d" ${csv_file}
|
||||
touch -t ${csv_timestamp} "${csv_file}"
|
||||
done
|
||||
#find asset-histories -name "*.csv" -type f | while read csv_file
|
||||
#do
|
||||
# csv_timestamp=$(ls --time-style='+%Y%m%d%H%M' -l "${csv_file}" | cut -d" " -f6)
|
||||
# sed -i "/[0-9]$(date +%Y)-/d" "${csv_file}"
|
||||
# touch -t ${csv_timestamp} "${csv_file}"
|
||||
#done
|
||||
|
||||
|
||||
# run endless loop
|
||||
@@ -28,7 +45,7 @@ do
|
||||
then
|
||||
rm -f firstloop
|
||||
else
|
||||
LOOP_INTERVAL=30 # 60s max free coingecko API interval + 30s puffer
|
||||
LOOP_INTERVAL=30
|
||||
time_to_interval=$((${LOOP_INTERVAL} - $(date +%s) % ${LOOP_INTERVAL}))
|
||||
time_to_full_interval=$((${INTERVAL} - $(date +%s) % ${INTERVAL}))
|
||||
# Check for next general interval
|
||||
@@ -51,61 +68,17 @@ do
|
||||
. ../../dabo-bot.conf
|
||||
. ../../dabo-bot.override.conf
|
||||
|
||||
# Headline
|
||||
export csv_headline="Date and Time,Price,Change,EMA12,EMA26,MACD,EMA9 (Sig.),Histogram,MACD Sig.,RSI5,RSI14,RSI21,RSI720,RSI60,RSI120,RSI240,RSI420,Coingecko Change 24h,Coingecko Change 7d,Coingecko Change 14d,Coingecko Change 30d,Coingecko Change 1y,Coingecko MarketCap Change 24h,RANGE DATE,LOWEST IN RANGE,HIGHEST IN RANGE,PIVOT POINT,SUPPORT1,RESIST1,GOLDEN POCKET SUPPORT,GOLDEN POCKET RESIST,GOLDEN POCKET 65 SUPPORT,GOLDEN POCKET 65 RESIST,SUPPORT3,RESIST3,EMA50,EMA100,EMA200,EMA800,Coingecko Price"
|
||||
|
||||
# Timestamp
|
||||
export f_timestamp=$(g_date_print)
|
||||
|
||||
# get minute interval for find -mmin
|
||||
INTERVAL_MIN=$(echo "${INTERVAL}/60-1" | bc -l | sed -r 's/^(-?)\./\10./' | cut -d\. -f1)
|
||||
[ -z "${INTERVAL_MIN}" ] && INTERVAL_MIN=1
|
||||
|
||||
### get general market data
|
||||
# Get coingecko data
|
||||
get_coingecko_data
|
||||
|
||||
# Get current MarketData
|
||||
get_marketdata
|
||||
|
||||
# Check the situation on the market
|
||||
if ! market_performance
|
||||
then
|
||||
f_market_performance=$(cat MARKET_PERFORMANCE_LATEST)
|
||||
fi
|
||||
|
||||
|
||||
## watch some manual defined assets
|
||||
#watch_assets
|
||||
|
||||
# transactions overview
|
||||
#[ ${FULL_LOOP} = 1 ] && transactions_overview
|
||||
|
||||
# stock data
|
||||
#if [ "${STOCK_EXCHANGE}" = "BINANCE" ]
|
||||
#then
|
||||
# # command for current token infos (function for setting var QUANTITY_LOT_CUT
|
||||
# TOKEN_INFO_CMD="binance_get_token_info"
|
||||
# # command for buying/selling a token
|
||||
# TRADE_CMD='binance-api-call POST /api/v3/order "&symbol=TOKEN"eOrderQty=QUANTITY&side=ACTION&type=MARKET"'
|
||||
#elif [ "${STOCK_EXCHANGE}" = "ONETRADING" ]
|
||||
#then
|
||||
# TOKEN_INFO_CMD="onetrading_get_token_info"
|
||||
# TRADE_CMD='onetrading-api-call POST public/v1/account/orders "--header \"Content-Type: application/json\" --data \"{\\\"instrument_code\\\":\\\"TOKEN\\\",\\\"side\\\":\\\"ACTION\\\",\\\"type\\\":\\\"MARKET\\\",\\\"amount\\\":\\\"QUANTITY\\\"}\""'
|
||||
if [ "${STOCK_EXCHANGE}" = "NONE" ]
|
||||
then
|
||||
## stop here if STOCK_EXCHANGE not present
|
||||
continue
|
||||
fi
|
||||
|
||||
# Get current symbols
|
||||
[ ${FULL_LOOP} = 1 ] && get_symbols
|
||||
|
||||
# Get current assets
|
||||
get_assets || continue
|
||||
|
||||
# Sell something?
|
||||
#check_for_sell
|
||||
# clean old data
|
||||
[ ${FULL_LOOP} = 1 ] && find asset-histories -maxdepth 1 ! -type d ! -name "*.csv" ! -name "*.levels" ! -name "*.zones" ! -name "*.indicators-calculated" -mtime +1 -delete
|
||||
|
||||
# Get current balance
|
||||
[ ${FULL_LOOP} = 1 ] && get_balance || continue
|
||||
@@ -113,16 +86,11 @@ do
|
||||
# Get current positions
|
||||
[ ${FULL_LOOP} = 1 ] && get_positions || continue
|
||||
|
||||
# Buy something?
|
||||
[ ${FULL_LOOP} = 1 ] && check_for_buy
|
||||
# Get current orders
|
||||
[ ${FULL_LOOP} = 1 ] && get_orders || continue
|
||||
|
||||
# Update webpage
|
||||
if jobs | egrep -q "Running.+webpage" && [ ${FULL_LOOP} = 1 ]
|
||||
then
|
||||
g_echo_note "webpage already running"
|
||||
else
|
||||
webpage &
|
||||
fi
|
||||
## Run strategies
|
||||
[ ${FULL_LOOP} = 1 ] && run_strategies
|
||||
|
||||
done
|
||||
|
||||
|
||||
@@ -1,15 +1,33 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
# functions
|
||||
|
||||
# Export all functions and vars
|
||||
set -a
|
||||
BASEPATH=/dabo/htdocs
|
||||
|
||||
# load functions
|
||||
. /etc/bash/gaboshlib.include
|
||||
for bashfunc in $(find ${BASEPATH}/../functions -type f -name "*.sh")
|
||||
do
|
||||
. "$bashfunc"
|
||||
done
|
||||
. /etc/bash/gaboshlib.include
|
||||
|
||||
# vars
|
||||
LANGUAGE="en_US"
|
||||
@@ -21,6 +39,10 @@ set +a
|
||||
|
||||
# prepare directories
|
||||
mkdir -p ${BASEPATH}/botdata/asset-histories
|
||||
mkdir -p ${BASEPATH}/botdata/trade-histories
|
||||
cd ${BASEPATH}/botdata
|
||||
|
||||
ECO_ASSETS="DXY DOWJONES SP500 NASDAQ MSCIEAFE 10YRTREASURY GOLD MSCIWORLD OILGAS KRE EUR-USD"
|
||||
|
||||
. ../../dabo-bot.conf
|
||||
. ../../dabo-bot.override.conf
|
||||
|
||||
|
||||
34
dabo/fetch-coinmarketcapids.sh
Executable file
34
dabo/fetch-coinmarketcapids.sh
Executable file
@@ -0,0 +1,34 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
|
||||
. /dabo/dabo-prep.sh
|
||||
|
||||
while true
|
||||
do
|
||||
g_echo_note "Next loop"
|
||||
[ -s COINMARKETCAPIDS ] || get_marketdata_coinmarketcap_ids
|
||||
sleeptime=$(($(TZ=UTC date +%s -d "next monday 0:00") - $(date +%s) +2 ))
|
||||
g_echo_note "Waiting $sleeptime seconds until next run"
|
||||
sleep $sleeptime
|
||||
get_marketdata_coinmarketcap_ids
|
||||
|
||||
done
|
||||
|
||||
56
dabo/fetch-ohlcv-candles-indicators.sh
Executable file
56
dabo/fetch-ohlcv-candles-indicators.sh
Executable file
@@ -0,0 +1,56 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
|
||||
. /dabo/dabo-prep.sh
|
||||
|
||||
interval=$1
|
||||
[ -z "$interval" ] && exit 1
|
||||
seconds=$2
|
||||
|
||||
while true
|
||||
do
|
||||
g_echo_note "Next loop"
|
||||
# Reload Config
|
||||
. ../../dabo-bot.conf
|
||||
. ../../dabo-bot.override.conf
|
||||
# notify failed downloads
|
||||
if [ "$interval" = "1h" ]
|
||||
then
|
||||
cat FAILED_*/* 2>/dev/null | notify.sh -s "Failed downloads"
|
||||
mkdir -p REPORTED_FAILED
|
||||
mv FAILED_*/* REPORTED_FAILED/ 2>/dev/null
|
||||
fi
|
||||
# Timestamp
|
||||
export f_timestamp=$(g_date_print)
|
||||
# get candles and indicators
|
||||
get_ohlcv-candles $interval
|
||||
[[ $interval != 1w ]] && get_marketdata_all $interval
|
||||
[ -n "$seconds" ] && sleeptime=$(( ( ($seconds - $(TZ=UTC printf "%(%s)T") % $seconds) % $seconds + 2 )))
|
||||
#[[ $interval = 4h ]] && sleeptime=??
|
||||
if [ "$interval" = "1d" ]
|
||||
then
|
||||
sleeptime=$(($(TZ=UTC date +%s -d "tomorrow 0:01") - $(date +%s) +2 ))
|
||||
fi
|
||||
[ "$interval" = "1w" ] && sleeptime=$(($(TZ=UTC date +%s -d "next monday 0:01") - $(date +%s) +2 ))
|
||||
g_echo_note "Waiting $sleeptime seconds until next run"
|
||||
sleep $sleeptime
|
||||
done
|
||||
|
||||
37
dabo/fetch-orders.sh
Executable file
37
dabo/fetch-orders.sh
Executable file
@@ -0,0 +1,37 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
|
||||
. /dabo/dabo-prep.sh
|
||||
|
||||
while true
|
||||
do
|
||||
g_echo_note "Next loop"
|
||||
# Reload Config
|
||||
. ../../dabo-bot.conf
|
||||
. ../../dabo-bot.override.conf
|
||||
# Timestamp
|
||||
export f_timestamp=$(g_date_print)
|
||||
# get orders
|
||||
get_symbols_ticker
|
||||
get_orders
|
||||
sleep 3600
|
||||
done
|
||||
|
||||
41
dabo/fetch-symbols_ticker.sh
Executable file
41
dabo/fetch-symbols_ticker.sh
Executable file
@@ -0,0 +1,41 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
|
||||
. /dabo/dabo-prep.sh
|
||||
|
||||
while true
|
||||
do
|
||||
g_echo_note "Next loop"
|
||||
# Reload Config
|
||||
. ../../dabo-bot.conf
|
||||
. ../../dabo-bot.override.conf
|
||||
# Timestamp
|
||||
export f_timestamp=$(g_date_print)
|
||||
# get assets
|
||||
get_symbols_ticker refetchonly || g_echo_warn "Error while refetching tickers from ${STOCK_EXCHANGE}"
|
||||
#for sym_file in CCXT_SYMBOLS-$STOCK_EXCHANGE CCXT_SYMBOLS-$STOCK_EXCHANGE-by-volume CCXT_SYMBOLS-$STOCK_EXCHANGE-by-volume-trade
|
||||
#do
|
||||
# g_echo_note "$sym_file"
|
||||
# cat "$sym_file"
|
||||
#done
|
||||
sleep 3
|
||||
done
|
||||
|
||||
42
dabo/fetch-transaction-history.sh
Executable file
42
dabo/fetch-transaction-history.sh
Executable file
@@ -0,0 +1,42 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
|
||||
. /dabo/dabo-prep.sh
|
||||
|
||||
sleep 1800
|
||||
while true
|
||||
do
|
||||
>ALL_TRANSACTIONS_OVERVIEW.csv.tmp
|
||||
g_echo_note "Next loop"
|
||||
get_bitpanda_api_transactions
|
||||
get_justtrade_csv_transactions
|
||||
get_onetrading_csv_transactions
|
||||
get_phemex_csv_transactions
|
||||
get_transactions
|
||||
for transaction_csv in TRANSACTIONS-*.csv
|
||||
do
|
||||
calc_fifo_pnl "$transaction_csv"
|
||||
done
|
||||
mv ALL_TRANSACTIONS_OVERVIEW.csv.tmp ALL_TRANSACTIONS_OVERVIEW.csv
|
||||
webpage_transactions
|
||||
sleep 3600
|
||||
done
|
||||
|
||||
@@ -1,36 +0,0 @@
|
||||
#!/bin/bash
|
||||
|
||||
function binance-api-call {
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
local method=$1
|
||||
local call=$2
|
||||
local params=$3
|
||||
|
||||
if [ -s /dabo/.binance-secrets ]
|
||||
then
|
||||
. /dabo/.binance-secrets
|
||||
else
|
||||
g_echo_error "No secrets file found"
|
||||
return 1
|
||||
fi
|
||||
|
||||
call=$(echo "$call" | sed "s/^\///")
|
||||
if echo "${call}" | egrep -q "^sapi/|^api/v3/order"
|
||||
then
|
||||
params="recvWindow=60000${params}"
|
||||
local timestamp=$(date +%s000)
|
||||
params="${params}×tamp=${timestamp}"
|
||||
local signature=$(echo -n "${params}" | openssl dgst -sha256 -hmac "${API_SECRET}" | cut -d" " -f2)
|
||||
params="?${params}&signature=$signature"
|
||||
fi
|
||||
|
||||
echo "curl -s -H \"X-MBX-APIKEY: $API_KEY\" -X \"$method\" \"https://api.binance.com/${call}${params}\"" >${g_tmp}/API_CMD
|
||||
echo "curl -s -H \"X-MBX-APIKEY: API_KEY\" -X \"$method\" \"https://api.binance.com/${call}${params}\"" >${g_tmp}/API_CMD_WO_KEY
|
||||
g_runcmd g_retrycmd sh ${g_tmp}/API_CMD >${g_tmp}/API_CMD_OUT 2>&1
|
||||
if egrep -q -i '^{"code":|error' ${g_tmp}/API_CMD_OUT
|
||||
then
|
||||
g_echo_error "$(cat ${g_tmp}/API_CMD_WO_KEY): $(cat ${g_tmp}/API_CMD_OUT)"
|
||||
return 1
|
||||
fi
|
||||
}
|
||||
|
||||
@@ -1,142 +0,0 @@
|
||||
function binance_convert {
|
||||
# Info for log
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
# needed vars
|
||||
local f_ASSET=$1
|
||||
local f_CURRENCY=$2
|
||||
local f_QUANTITY=$3
|
||||
local f_ACTION=$4 # buy or sell
|
||||
local f_COMMENT=$5
|
||||
local f_QUANTITY_CURRENCY=$6
|
||||
|
||||
local f_DATE=$(date '+%F_%H-%M-%S')
|
||||
local f_ASSET_HIST_FILE="asset-histories/${f_ASSET}${f_CURRENCY}.history.csv"
|
||||
local f_market_price=$(tail -n1 ${f_ASSET_HIST_FILE} | cut -d, -f2)
|
||||
|
||||
local f_link="https://www.coingecko.com/de/munze/$(egrep -i ^${f_ASSET}, COINGECKO_IDS | cut -d, -f2)"
|
||||
|
||||
local f_CMDFILE="trade-histories/${f_DATE}-${f_CURRENCY}-${f_ACTION}-BINANCE_CONVERT-TRADE_CMD"
|
||||
|
||||
local f_num_converts=$(find trade-histories/*-*-*-BINANCE_CONVERT-TRADE_CMD -type f -mmin 60 | wc -l)
|
||||
if [ $f_num_converts -ge 99 ]
|
||||
then
|
||||
g_echo_note "Already did 99 or more binance converts last hour."
|
||||
return 1
|
||||
fi
|
||||
|
||||
# get trade commission for comparison with convert
|
||||
binance-api-call GET /sapi/v1/asset/tradeFee "&symbol=${f_ASSET}${f_CURRENCY}"
|
||||
local FEE=$(echo "$(cat $g_tmp/API_CMD_OUT | jq -r .[].takerCommission)*100" | bc -l | sed 's/^\./0./; s/^-\./-0./')
|
||||
|
||||
if [ "${f_ACTION}" = "buy" ]
|
||||
then
|
||||
# check for enough balance for trade
|
||||
get_balances
|
||||
local f_CURRENCY_BALANCE=$(egrep "^${f_CURRENCY}," EXCHANGE_GET_BALANCES_CMD_OUT | cut -d"," -f2)
|
||||
g_echo_note "Checking for enough balance for trade (${f_CURRENCY_BALANCE} > ${f_QUANTITY})"
|
||||
if [ $(echo "${f_CURRENCY_BALANCE} > ${f_QUANTITY}" | bc -l) -eq 0 ]
|
||||
then
|
||||
local f_note="Not enough balance for trade (${f_CURRENCY_BALANCE} > ${f_QUANTITY}) :${f_COMMENT}
|
||||
${FUNCNAME} $@"
|
||||
g_echo_note "$f_note"
|
||||
g_signal-notify "$f_note"
|
||||
return 1
|
||||
fi
|
||||
|
||||
# get quote on buy
|
||||
binance-api-call POST /sapi/v1/convert/getQuote "&fromAsset=${f_CURRENCY}&toAsset=${f_ASSET}&fromAmount=${f_QUANTITY}&walletType=SPOT&validTime=10s" || return 1
|
||||
cat ${g_tmp}/API_CMD_OUT >${f_CMDFILE}_QUOTE_OUT
|
||||
# get convert price
|
||||
local f_convert_price=$(cat ${f_CMDFILE}_QUOTE_OUT | grep '^{' | jq -r .inverseRatio | head -n1)
|
||||
g_percentage-diff ${f_market_price} ${f_convert_price}
|
||||
local f_price_diff=${g_percentage_diff_result}
|
||||
fi
|
||||
|
||||
if [ "${f_ACTION}" = "sell" ]
|
||||
then
|
||||
# get quote on sell
|
||||
binance-api-call POST /sapi/v1/convert/getQuote "&fromAsset=${f_ASSET}&toAsset=${f_CURRENCY}&fromAmount=${f_QUANTITY}&walletType=SPOT&validTime=10s" || return 1
|
||||
cat ${g_tmp}/API_CMD_OUT >${f_CMDFILE}_QUOTE_OUT
|
||||
# get convert price
|
||||
local f_convert_price=$(cat ${f_CMDFILE}_QUOTE_OUT | grep '^{' | jq -r .ratio | head -n1)
|
||||
g_percentage-diff ${f_convert_price} ${f_market_price}
|
||||
local f_price_diff=${g_percentage_diff_result}
|
||||
fi
|
||||
|
||||
if [ $(echo "${f_price_diff} > ${FEE}" | bc -l) -eq 1 ]
|
||||
then
|
||||
local f_note="Price difference between Market Price (${f_market_price} ${f_CURRENCY}) and Binance Convert Price (${f_convert_price} ${f_CURRENCY}) is higher then Trading Fee (${f_price_diff}% > ${FEE}%), so I will better use trade then convert"
|
||||
g_echo_note "$f_note"
|
||||
g_signal-notify "$f_note"
|
||||
return 1
|
||||
fi
|
||||
g_echo_note "Price difference between Market Price (${f_market_price}) and Binance Convert Price (${f_convert_price}) is lower then Trading Fee (${f_price_diff} > ${FEE}), so I will use convert"
|
||||
|
||||
echo "cat ${g_tmp}/API_CMD_OUT >${f_CMDFILE}_QUOTE_OUT
|
||||
local f_quoteid=\$(cat ${g_tmp}/API_CMD_OUT | jq -r '.quoteId')
|
||||
binance-api-call POST /sapi/v1/convert/acceptQuote \""eId=\${f_quoteid}\"
|
||||
cat ${g_tmp}/API_CMD_OUT >${f_CMDFILE}_OUT
|
||||
" >${f_CMDFILE}
|
||||
|
||||
# convert/trade
|
||||
g_echo_note "Command: $(cat ${f_CMDFILE})"
|
||||
. ${f_CMDFILE}
|
||||
cat ${g_tmp}/API_CMD_OUT >${f_CMDFILE}_OUT
|
||||
g_echo_note "Command Output: $(cat ${f_CMDFILE}_OUT)"
|
||||
|
||||
|
||||
# Check return and log trade
|
||||
f_STATUS=$(cat ${f_CMDFILE}_OUT | grep '^{' | jq -r .orderStatus)
|
||||
|
||||
local f_trade_info_msg="CONVERT/TRADE - ${f_ACTION} ${f_ASSET}${f_CURRENCY}
|
||||
${f_link}
|
||||
|
||||
Complete Overview: https://${URL}/
|
||||
|
||||
Comment: ${f_COMMENT}"
|
||||
|
||||
if echo "${f_STATUS}" | egrep -q "PROCESS|ACCEPT_SUCCESS|SUCCESS"
|
||||
then
|
||||
g_echo_note "CONVERT/TRADE SUCCESSFUL!"
|
||||
[ "${f_ACTION}" = "buy" ] && local f_convert_price=$(cat ${f_CMDFILE}_QUOTE_OUT | grep '^{' | jq -r .inverseRatio | head -n1)
|
||||
[ "${f_ACTION}" = "sell" ] && local f_convert_price=$(cat ${f_CMDFILE}_QUOTE_OUT | grep '^{' | jq -r .ratio | head -n1)
|
||||
local f_COMMISSION="0"
|
||||
local f_COMMISSIONASSET="${f_CURRENCY}"
|
||||
echo "${f_DATE},${f_ACTION},${f_CMDFILE}_OUT,${f_QUANTITY} ${f_CURRENCY},${f_convert_price},${f_COMMISSION} ${f_COMMISSIONASSET},CONVERT ${f_COMMENT}" | head -n1 >>trade-histories/${f_ASSET}${f_CURRENCY}.history.csv
|
||||
if [ "${f_ACTION}" = "buy" ]
|
||||
then
|
||||
echo "${f_DATE},${f_ACTION},${f_CMDFILE}_OUT,${f_QUANTITY} ${f_CURRENCY},${f_convert_price},${f_COMMISSION} ${f_COMMISSIONASSET},CONVERT ${f_COMMENT}" | head -n1 >>trade-histories/trade-$(date +%F.%T. | sed 's/:/_/g')${f_ASSET}${f_CURRENCY}-open.history.csv
|
||||
fi
|
||||
if [ "${f_ACTION}" = "sell" ]
|
||||
then
|
||||
f_tradehistfile="$(ls trade-histories/trade-*${f_ASSET}${f_CURRENCY}-open.history.csv | tail -n1)"
|
||||
echo "${f_DATE},${f_ACTION},${f_CMDFILE}_OUT,${f_QUANTITY_CURRENCY} ${f_CURRENCY},${f_convert_price},${f_COMMISSION} ${f_COMMISSIONASSET},${f_COMMENT}" | head -n1 >>${f_tradehistfile}
|
||||
f_tradehistfileclosed=$(echo ${f_tradehistfile} | sed 's/open.history.csv/closed.history.csv/')
|
||||
mv ${f_tradehistfile} ${f_tradehistfileclosed}
|
||||
fi
|
||||
g_signal-notify "CONVERT/TRADE SUCCESSFUL!
|
||||
|
||||
${f_trade_info_msg}
|
||||
|
||||
Command stored: ${f_CMDFILE}[_OUT]"
|
||||
[ -f DIFF_BUY_PRICE_${f_ASSET}${f_CURRENCY} ] && [ "${f_ACTION}" = "sell" ] && rm -f DIFF_BUY_PRICE_${f_ASSET}${f_CURRENCY}
|
||||
# get new balances
|
||||
get_balances
|
||||
return 0
|
||||
else
|
||||
g_echo_note "CONVERT/TRADE FAILED!
|
||||
$(cat ${f_CMDFILE}_OUT)"
|
||||
g_signal-notify "CONVERT/TRADE FAILED!
|
||||
${f_trade_info_msg}
|
||||
|
||||
Command ${f_CMDFILE}:
|
||||
$0 $@
|
||||
$(cat ${f_CMDFILE})
|
||||
|
||||
OUTPUT:
|
||||
$(cat ${f_CMDFILE}_OUT)
|
||||
"
|
||||
return 1
|
||||
fi
|
||||
}
|
||||
@@ -1,46 +0,0 @@
|
||||
#!/bin/bash
|
||||
|
||||
function binance_convert_dust {
|
||||
|
||||
# find BNB Balance of an conversion which ran before - Balance takes a while to be shown on BNB
|
||||
# get BNB balance
|
||||
binance-api-call GET sapi/v1/capital/config/getall
|
||||
local f_bnb_balance=$(cat ${g_tmp}/API_CMD_OUT | jq -r '.[] | .coin + "," + .free' | grep "^BNB," | cut -d, -f2)
|
||||
# convert BNB to $CURRENCY
|
||||
#if echo "${f_bnb_balance}" | egrep -q "[0-9]\.[0-9]"
|
||||
if [ $(echo "${f_bnb_balance} > 0.004" | bc -l) -ne 0 ]
|
||||
then
|
||||
binance-api-call POST /sapi/v1/convert/getQuote "&fromAsset=BNB&toAsset=${CURRENCY}&fromAmount=${f_bnb_balance}&walletType=SPOT&validTime=30s"
|
||||
local f_quoteid=$(cat ${g_tmp}/API_CMD_OUT | jq -r '.quoteId')
|
||||
g_signal-notify "Converting dust from ${f_bnb_balance} BNB to ${CURRENCY}
|
||||
$(cat ${g_tmp}/API_CMD_OUT)"
|
||||
binance-api-call POST /sapi/v1/convert/acceptQuote ""eId=${f_quoteid}"
|
||||
fi
|
||||
|
||||
# Only run every 6 houres - binance doesn't allow to do it more often
|
||||
[ -s BINANCE_LAST_DUST_RUN ] || date >BINANCE_LAST_DUST_RUN
|
||||
find BINANCE_LAST_DUST_RUN -mmin +362 -delete
|
||||
[ -s BINANCE_LAST_DUST_RUN ] && return 0
|
||||
date >BINANCE_LAST_DUST_RUN
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
# find dust
|
||||
local f_dust_assets=""
|
||||
local f_dust
|
||||
binance-api-call POST /sapi/v1/asset/dust-btc
|
||||
# ignore $CURRENCY and assets in open trades
|
||||
for f_dust in $(cat ${g_tmp}/API_CMD_OUT | jq -r '.details[].asset' | egrep -v "${CURRENCY}")
|
||||
do
|
||||
ls trade-histories/trade-*.${f_dust}${CURRENCY}-open.history.csv >/dev/null 2>&1 && continue
|
||||
f_dust_assets="${f_dust_assets},$f_dust"
|
||||
done
|
||||
f_dust_assets=$(echo ${f_dust_assets} | sed 's/^,//')
|
||||
|
||||
# convert dust to BNB
|
||||
if [ -n "${f_dust_assets}" ]
|
||||
then
|
||||
g_signal-notify "Converting dust from ${f_dust_assets} to BNB"
|
||||
binance-api-call POST /sapi/v1/asset/dust "&asset=${f_dust_assets}"
|
||||
fi
|
||||
}
|
||||
@@ -1,38 +0,0 @@
|
||||
function binance_get_token_info {
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
local f_ASSET=$1
|
||||
local f_CURRENCY=$2
|
||||
local f_QUANTITY=$3
|
||||
# cleanup cache
|
||||
[ -s BINANCE_TOKEN_INFO_CMD_OUT ] && find BINANCE_TOKEN_INFO_CMD_OUT -mmin +60 -or -empty -delete
|
||||
#echo "$BINANCE_CLI_CMD info" >BINANCE_TOKEN_INFO_CMD
|
||||
#[ -s BINANCE_TOKEN_INFO_CMD_OUT ] || g_runcmd g_retrycmd sh BINANCE_TOKEN_INFO_CMD >BINANCE_TOKEN_INFO_CMD_OUT
|
||||
if ! [ -s BINANCE_TOKEN_INFO_CMD_OUT ]
|
||||
then
|
||||
binance-api-call GET /api/v3/exchangeInfo >BINANCE_TOKEN_INFO_CMD_OUT
|
||||
cat ${g_tmp}/API_CMD_OUT >BINANCE_TOKEN_INFO_CMD_OUT
|
||||
fi
|
||||
|
||||
|
||||
# cut quantity by lot-step-size
|
||||
if ! [ -z "$f_QUANTITY" ]
|
||||
then
|
||||
local f_LOT_STEP_SIZE=$(cat BINANCE_TOKEN_INFO_CMD_OUT | jq -c "[ .symbols[] | select( .symbol==\"${f_ASSET}${f_CURRENCY}\") ]" | jq -c '.[].filters[] | select( .filterType=="LOT_SIZE")' | jq -r '.stepSize' | perl -pe 's/0+$//; s/\.$//')
|
||||
if [ -z "${f_LOT_STEP_SIZE}" ]
|
||||
then
|
||||
g_echo "Got no LOT_STEP_SIZE from BINANCE_TOKEN_INFO_CMD_OUT for ${f_ASSET} - Assuming 0.01"
|
||||
f_LOT_STEP_SIZE="0.01"
|
||||
fi
|
||||
local f_LOT_DIV=$(echo "scale=0; ${f_QUANTITY}/${f_LOT_STEP_SIZE}" | bc -l)
|
||||
f_QUANTITY_LOT_CUT=$(echo "${f_LOT_DIV}*${f_LOT_STEP_SIZE}" | bc -l | sed 's/^\./0./;')
|
||||
fi
|
||||
|
||||
# get min CURRENCY
|
||||
f_MIN_NOTIONAL=$(cat BINANCE_TOKEN_INFO_CMD_OUT | jq -c "[ .symbols[] | select( .symbol==\"${f_ASSET}${f_CURRENCY}\") ]" | jq -c '.[].filters[] | select( .filterType=="MIN_NOTIONAL")' | jq -r '.minNotional' | perl -pe 's/0+$//; s/\.$//')
|
||||
if [ -z "${f_MIN_NOTIONAL=}" ]
|
||||
then
|
||||
g_echo "Got no LOT_STEP_SIZE from BINANCE_TOKEN_INFO_CMD_OUT for ${f_ASSET} - Assuming 10.00000000"
|
||||
f_MIN_NOTIONAL="10.00000000"
|
||||
fi
|
||||
}
|
||||
|
||||
@@ -1,28 +0,0 @@
|
||||
#!/bin/bash
|
||||
|
||||
function onetrading-api-call {
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
local method=$1
|
||||
local call=$2
|
||||
local params=$3
|
||||
|
||||
if [ -s /dabo/.onetrading-secrets ]
|
||||
then
|
||||
. /dabo/.onetrading-secrets
|
||||
else
|
||||
g_echo_error "No secrets file found"
|
||||
return 1
|
||||
fi
|
||||
|
||||
echo "${call}" | egrep -q "/account/" && local f_token="-H 'Authorization: Bearer ${API_TOKEN}'"
|
||||
echo "curl -s -X ${method} --url https://api.onetrading.com/${call} $f_token -H 'Accept: application/json' ${params}" >${g_tmp}/API_CMD
|
||||
echo "curl -s -X ${method} --url https://api.onetrading.com/${call} -H 'Accept: application/json'" >${g_tmp}/API_CMD_WO_KEY
|
||||
g_runcmd g_retrycmd sh ${g_tmp}/API_CMD >${g_tmp}/API_CMD_OUT 2>&1
|
||||
|
||||
if egrep -q -i '^{"code":|error' ${g_tmp}/API_CMD_OUT
|
||||
then
|
||||
g_echo_error "$(cat ${g_tmp}/API_CMD_WO_KEY): $(cat ${g_tmp}/API_CMD_OUT)"
|
||||
return 1
|
||||
fi
|
||||
}
|
||||
|
||||
@@ -1,32 +0,0 @@
|
||||
function onetrading_get_token_info {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_ASSET=$1
|
||||
local f_CURRENCY=$2
|
||||
f_QUANTITY=$3
|
||||
|
||||
# cleanup cache
|
||||
[ -s ONETRADING_TOKEN_INFO_CMD_OUT ] && find ONETRADING_TOKEN_INFO_CMD_OUT -mmin +60 -or -empty -delete
|
||||
if ! [ -s ONETRADING_TOKEN_INFO_CMD_OUT ]
|
||||
then
|
||||
onetrading-api-call GET public/v1/instruments >ONETRADING_TOKEN_INFO_CMD_OUT
|
||||
cat ${g_tmp}/API_CMD_OUT >ONETRADING_TOKEN_INFO_CMD_OUT
|
||||
fi
|
||||
|
||||
local f_ASSET_PRECISION=$(cat ONETRADING_TOKEN_INFO_CMD_OUT | jq -r ".[] | select(.state==\"ACTIVE\") | select(.quote.code==\"${f_CURRENCY}\") | select(.base.code==\"${f_ASSET}\") | .amount_precision")
|
||||
local f_CURRENCY_PRECISION=$(cat ONETRADING_TOKEN_INFO_CMD_OUT | jq -r ".[] | select(.state==\"ACTIVE\") | select(.quote.code==\"${f_CURRENCY}\") | select(.base.code==\"${f_ASSET}\") | .quote.precision")
|
||||
local f_ASSET_MINSIZE=$(cat ONETRADING_TOKEN_INFO_CMD_OUT | jq -r ".[] | select(.state==\"ACTIVE\") | select(.quote.code==\"${f_CURRENCY}\") | select(.base.code==\"${f_ASSET}\") | .min_size")
|
||||
local f_ASSET_PRICE=$(tail -n1 "asset-histories/${f_ASSET}${f_CURRENCY}.history.csv" | cut -d"," -f2)
|
||||
|
||||
if [ -n "$f_QUANTITY" ] && [ -n "$f_ASSET_PRICE" ]
|
||||
then
|
||||
if [ $(echo "${f_ASSET_MINSIZE} < ${f_QUANTITY}" | bc -l) -eq 0 ]
|
||||
then
|
||||
f_QUANTITY=$(echo "scale=${f_CURRENCY_PRECISION}; ${f_ASSET_MINSIZE}+1" | bc -l)
|
||||
fi
|
||||
f_ASSET_QUANTITY=$(echo "scale=${f_ASSET_PRECISION}; ${f_QUANTITY}/${f_ASSET_PRICE}" | bc -l | sed 's/^\./0./;')
|
||||
fi
|
||||
|
||||
}
|
||||
|
||||
102
dabo/functions/calc_ema.sh
Normal file
102
dabo/functions/calc_ema.sh
Normal file
@@ -0,0 +1,102 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function calc_ema {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
# - needs array ${v_csv_array_associative[${f_column}_${i}] for example from g_read_csv
|
||||
# - needs $i as position
|
||||
|
||||
local f_period=$1 # integer!
|
||||
local f_column=$2 # column in "$v_csv_array_associative" from which ema should be calculated
|
||||
local f_target_column=$3 # column with previus EMAs - if not given "ema$f_period" is used
|
||||
|
||||
local f_position=$i # position
|
||||
|
||||
# check if there is a position (i from loop through array)
|
||||
[ -z "$f_position" ] && return 1
|
||||
|
||||
# check if there is a period (i from loop through array)
|
||||
[ -z "$f_period" ] && return 2
|
||||
|
||||
# check if there is a column (i from loop through array)
|
||||
[ -z "$f_column" ] && return 3
|
||||
|
||||
# get ema column
|
||||
[ -z "$f_target_column" ] && local f_target_column="ema$f_period"
|
||||
|
||||
local f_last_value=${v_csv_array_associative[${f_column}_${f_position}]}
|
||||
[ -z "$f_target_column" ] && return 4
|
||||
|
||||
local f_v
|
||||
|
||||
# reset old ema var
|
||||
unset f_ema
|
||||
|
||||
# find last EMA
|
||||
local f_last_ema_position=$((f_position-1))
|
||||
local f_last_ema=${v_csv_array_associative[${f_target_column}_${f_last_ema_position}]}
|
||||
|
||||
# check for enough positions/values to calculate (enough values) if SMA needed
|
||||
if [ -z "$f_last_ema" ]
|
||||
then
|
||||
[ $f_position -ge $f_period ] || return 5
|
||||
fi
|
||||
|
||||
# check if last EMA is given
|
||||
if [ -n "$f_last_ema" ]
|
||||
then
|
||||
# calc EMA with previous EMA if given
|
||||
g_calc "scale=10; ${f_last_value}*(2/(${f_period}+1))+${f_last_ema}*(1-(2/(${f_period}+1)))"
|
||||
else
|
||||
## calc SMA if previous EMA is not given (only needed on first EMA calc)
|
||||
# get last $f_period values
|
||||
g_echo_note "calc SMA - previous EMA is not given"
|
||||
local f_last_period_values_from=$((f_position-$f_period+1))
|
||||
local f_last_period_values
|
||||
for ((f_v=$f_last_period_values_from; f_v<=${f_position}; f_v++))
|
||||
do
|
||||
if [ -z ${f_last_period_values} ]
|
||||
then
|
||||
f_last_period_values=${v_csv_array_associative[${f_column}_${f_v}]}
|
||||
else
|
||||
g_calc "${f_last_period_values}+${v_csv_array_associative[${f_column}_${f_v}]}"
|
||||
f_last_period_values=$g_calc_result
|
||||
fi
|
||||
done
|
||||
# calc SMA (EMA=SMA in this special first case)
|
||||
g_calc "($f_last_period_values)/$f_period"
|
||||
fi
|
||||
|
||||
# write back EMA
|
||||
if [[ $g_calc_result =~ ^- ]]
|
||||
then
|
||||
if ! [[ $f_period = 9 ]]
|
||||
then
|
||||
g_echo_warn "${FUNCNAME} $@: EMA can not be negative ($g_calc_result)"
|
||||
return 1
|
||||
fi
|
||||
fi
|
||||
v_csv_array_associative[${f_target_column}_${f_position}]=$g_calc_result
|
||||
f_ema=$g_calc_result
|
||||
return 0
|
||||
}
|
||||
|
||||
525
dabo/functions/calc_fifo_pnl.sh
Normal file
525
dabo/functions/calc_fifo_pnl.sh
Normal file
@@ -0,0 +1,525 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function calc_fifo_pnl {
|
||||
# Initialize variables
|
||||
local f_csv_file="$1"
|
||||
local f_current_year=$(date +%Y)
|
||||
declare -A f_holdings
|
||||
local f_date f_action f_symbol f_crypto_amount f_fiat_currency f_fiat_amount f_exchange f_fee_currency f_fee_amount f_note f_fiat_amount_tax_currency
|
||||
|
||||
# Read CSV file line by line
|
||||
while IFS=',' read -r f_date f_action f_symbol f_crypto_amount f_fiat_currency f_fiat_amount f_exchange f_fee_currency f_fee_amount f_note
|
||||
do
|
||||
|
||||
## Debug
|
||||
#[ "$f_symbol" == "ETH" ] || continue
|
||||
#[ "$f_note" == "short" ] && continue
|
||||
|
||||
# ignore stable coins
|
||||
[[ $f_symbol == USDT || $f_symbol == EUR ]] && continue
|
||||
|
||||
# Extract year from date
|
||||
local f_year=${f_date:0:4}
|
||||
|
||||
## Debug
|
||||
#[ "$f_year" == "2024" ] || continue
|
||||
#[ "$f_action" == "fundingfee" ] && continue
|
||||
|
||||
# add exchange
|
||||
[[ "$f_exchanges" != *"$f_exchange "* ]] && f_exchanges+="$f_exchange "
|
||||
|
||||
# prevent exponential numbers
|
||||
g_num_exponential2normal $f_crypto_amount
|
||||
f_crypto_amount=$g_num_exponential2normal_result
|
||||
g_num_exponential2normal $f_fiat_amount
|
||||
f_fiat_amount=$g_num_exponential2normal_result
|
||||
g_num_exponential2normal $f_fee_amount
|
||||
f_fee_amount=$g_num_exponential2normal_result
|
||||
|
||||
## Debug
|
||||
#echo "f_fiat_amount=$f_fiat_amount"
|
||||
|
||||
# convert f_fiat_currency/f_fiat_amount to TRANSFER_CURRENCY/f_fiat_amount_tax_currency if they are not equal
|
||||
if ! [ "$f_fiat_currency" == "$TRANSFER_CURRENCY" ] && [ "$f_fiat_amount" != "0" ]
|
||||
then
|
||||
currency_converter $f_fiat_amount "$f_fiat_currency" $TRANSFER_CURRENCY "$f_date" >/dev/null
|
||||
f_fiat_amount_tax_currency=$f_currency_converter_result
|
||||
else
|
||||
f_fiat_amount_tax_currency=$f_fiat_amount
|
||||
fi
|
||||
|
||||
## Debug
|
||||
#echo "f_fiat_amount_tax_currency=$f_fiat_amount_tax_currency"
|
||||
|
||||
# convert f_fee_currency/f_fee_amount to TRANSFER_CURRENCY/f_fiat_amount_tax_currency if present
|
||||
if [ -n "$f_fee_amount" ]
|
||||
then
|
||||
currency_converter $f_fee_amount $f_fee_currency $TRANSFER_CURRENCY "$f_date" >/dev/null
|
||||
f_fee_amount=$f_currency_converter_result
|
||||
[[ $f_action == "buy" || $f_action == "leverage-buy" ]] && g_calc "$f_fiat_amount_tax_currency + $f_fee_amount"
|
||||
[[ $f_action == "sell" || $f_action == "leverage-sell" || $f_action == "liquidation" ]] && g_calc "$f_fiat_amount_tax_currency - $f_fee_amount"
|
||||
f_fiat_amount_tax_currency=$g_calc_result
|
||||
fi
|
||||
|
||||
## Debug
|
||||
#echo "f_fiat_amount_tax_currency=$f_fiat_amount_tax_currency"
|
||||
|
||||
# no space in date (prevent problems mit $f_holdings)
|
||||
f_date="${f_date/ /T}"
|
||||
|
||||
# get current holfings for determining if this is a long or short trade (f_holdings_amount)
|
||||
get_holdings_amount
|
||||
|
||||
## Debug
|
||||
#echo "f_crypto_amount=$f_crypto_amount"
|
||||
|
||||
# Process fundingfee action
|
||||
if [[ $f_action == "fundingfee" ]]
|
||||
then
|
||||
process_fundingfee "$f_symbol" "$f_crypto_amount" "$f_fee_amount" "$f_date" "$f_year"
|
||||
# Process buy actions
|
||||
elif [[ $f_action == "buy" || $f_action == "leverage-buy" || $f_action == "reward-staking" || $f_action == "giveaway" || $f_action == "instant_trade_bonus" ]]
|
||||
then
|
||||
if g_num_is_higher_equal $f_holdings_amount 0
|
||||
then
|
||||
# long
|
||||
## Debug
|
||||
#echo process_buy "$f_symbol" "$f_crypto_amount" "$f_fiat_amount_tax_currency" "$f_date"
|
||||
process_buy "$f_symbol" "$f_crypto_amount" "$f_fiat_amount_tax_currency" "$f_date"
|
||||
elif g_num_is_lower_equal "$f_holdings_amount" "-$f_crypto_amount"
|
||||
then
|
||||
# short
|
||||
## Debug
|
||||
#echo process_sell "$f_symbol" "$f_crypto_amount" "$f_fiat_amount_tax_currency" "$f_date" "$f_year" short
|
||||
process_sell "$f_symbol" "$f_crypto_amount" "$f_fiat_amount_tax_currency" "$f_date" "$f_year" short
|
||||
else
|
||||
# long+short (partial)
|
||||
# calc long/short parts
|
||||
g_percentage-diff "-$f_crypto_amount" "$f_holdings_amount"
|
||||
g_calc "$f_fiat_amount_tax_currency/100*($g_percentage_diff_result+100)"
|
||||
f_fiat_amount_tax_currency_long=$g_calc_result
|
||||
g_calc "$f_fiat_amount_tax_currency/100*(($g_percentage_diff_result*-1))"
|
||||
f_fiat_amount_tax_currency_short=$g_calc_result
|
||||
g_calc "$f_crypto_amount/100*($g_percentage_diff_result+100)"
|
||||
f_crypto_amount_long=$g_calc_result
|
||||
g_calc "$f_crypto_amount/100*($g_percentage_diff_result*-1)"
|
||||
f_crypto_amount_short=$g_calc_result
|
||||
# part short-sell
|
||||
# part long-sell
|
||||
## Debug
|
||||
#echo PART: process_sell process_sell "$f_symbol" "$f_crypto_amount_long" "$f_fiat_amount_tax_currency_long" "$f_date" "$f_year"
|
||||
process_sell "$f_symbol" "$f_crypto_amount_long" "$f_fiat_amount_tax_currency_long" "$f_date" "$f_year"
|
||||
|
||||
## Debug
|
||||
#echo PART: process_buy "$f_symbol" "$f_crypto_amount_long" "$f_fiat_amount_tax_currency_long" "$f_date" "$f_year"
|
||||
process_buy "$f_symbol" "$f_crypto_amount_long" "$f_fiat_amount_tax_currency_long" "$f_date" "$f_year"
|
||||
fi
|
||||
# Process sell actions
|
||||
elif [[ $f_action == "sell" || $f_action == "leverage-sell" || $f_action == "liquidation" ]]
|
||||
then
|
||||
# check for long or short or log+short
|
||||
if g_num_is_higher_equal "$f_holdings_amount" "$f_crypto_amount"
|
||||
then
|
||||
# long
|
||||
## Debug
|
||||
#echo process_sell "$f_symbol" "$f_crypto_amount" "$f_fiat_amount_tax_currency" "$f_date" "$f_year"
|
||||
process_sell "$f_symbol" "$f_crypto_amount" "$f_fiat_amount_tax_currency" "$f_date" "$f_year"
|
||||
elif g_num_is_higher "$f_holdings_amount" 0
|
||||
then
|
||||
# long+short (partial)
|
||||
# calc long/short parts
|
||||
g_percentage-diff "$f_crypto_amount" "$f_holdings_amount"
|
||||
g_calc "$f_fiat_amount_tax_currency/100*($g_percentage_diff_result+100)"
|
||||
f_fiat_amount_tax_currency_long=$g_calc_result
|
||||
g_calc "$f_fiat_amount_tax_currency/100*(($g_percentage_diff_result*-1))"
|
||||
f_fiat_amount_tax_currency_short=$g_calc_result
|
||||
g_calc "$f_crypto_amount/100*($g_percentage_diff_result+100)"
|
||||
f_crypto_amount_long=$g_calc_result
|
||||
g_calc "$f_crypto_amount/100*($g_percentage_diff_result*-1)"
|
||||
f_crypto_amount_short=$g_calc_result
|
||||
# part long-sell
|
||||
## Debug
|
||||
#echo PART: process_sell "$f_symbol" "$f_crypto_amount_long" "$f_fiat_amount_tax_currency_long" "$f_date" "$f_year"
|
||||
process_sell "$f_symbol" "$f_crypto_amount_long" "$f_fiat_amount_tax_currency_long" "$f_date" "$f_year"
|
||||
# part short-sell
|
||||
## Debug
|
||||
#echo PART: process_buy "$f_symbol" "$f_crypto_amount_short" "$f_fiat_amount_tax_currency_short" "$f_date" short
|
||||
process_buy "$f_symbol" "$f_crypto_amount_short" "$f_fiat_amount_tax_currency_short" "$f_date" short
|
||||
elif [[ $f_action == "liquidation" ]]
|
||||
then
|
||||
# short sell/liquidation
|
||||
## Debug
|
||||
#echo process_sell "$f_symbol" "$f_crypto_amount" "$f_fiat_amount_tax_currency" "$f_date" $f_year short
|
||||
process_sell "$f_symbol" "$f_crypto_amount" "$f_fiat_amount_tax_currency" "$f_date" $f_year short
|
||||
else
|
||||
# short buy
|
||||
## Debug
|
||||
#echo process_buy "$f_symbol" "$f_crypto_amount" "$f_fiat_amount_tax_currency" "$f_date" short
|
||||
process_buy "$f_symbol" "$f_crypto_amount" "$f_fiat_amount_tax_currency" "$f_date" short
|
||||
fi
|
||||
fi
|
||||
|
||||
## DEBUG output
|
||||
#get_holdings_amount
|
||||
#echo "f_holdings_amount=$f_holdings_amount"
|
||||
#echo "============================"
|
||||
|
||||
done < "$f_csv_file"
|
||||
}
|
||||
|
||||
function process_buy {
|
||||
local f_symbol="$1" f_amount="$2" f_price="$3" f_date="$4" f_short="$5"
|
||||
local f_tax_type f_trade_tax
|
||||
# Add to holdings
|
||||
# long
|
||||
[ -z "$f_short" ] && f_holdings[$f_symbol]+="$f_amount:$f_price:$f_date "
|
||||
# short
|
||||
if [ -n "$f_short" ]
|
||||
then
|
||||
f_holdings[$f_symbol]+="-$f_amount:$f_price:$f_date "
|
||||
f_action="${f_action}-short"
|
||||
## Debug
|
||||
#echo ACTION:$f_action
|
||||
elif [[ $f_action == "reward-staking" ]]
|
||||
then
|
||||
f_tax_type="Sonst-Einkünfte-Staking"
|
||||
elif [[ $f_action == "giveaway" ]]
|
||||
then
|
||||
f_tax_type="Sonst-Einkünfte-Giveaway"
|
||||
elif [[ $f_action == "instant_trade_bonus" ]]
|
||||
then
|
||||
f_tax_type="Kapitalertrag-Instant-Trade-Bonus"
|
||||
fi
|
||||
|
||||
if [ -n "$f_tax_type" ]
|
||||
then
|
||||
f_trade_tax=$f_price
|
||||
f_fiat_amount=0
|
||||
f_fiat_amount_tax_currency=0
|
||||
fi
|
||||
|
||||
|
||||
echo "$f_date,$f_exchange,$f_action,$f_symbol,$f_amount,$f_fiat_currency,-$f_price,,,,,,$f_tax_type,$f_trade_tax,-$f_price,,,,,,,,," >>ALL_TRANSACTIONS_OVERVIEW.csv.tmp
|
||||
}
|
||||
|
||||
function process_sell {
|
||||
local f_symbol="$1" f_sell_amount="$2" f_sell_price="$3" f_sell_date="$4" f_year="$5" f_short="$6"
|
||||
f_remaining_sell=$f_sell_amount
|
||||
local f_profit=0 f_loss=0 f_profit_tax=0 f_loss_tax=0 f_trade_tax=0
|
||||
local f_pnl
|
||||
|
||||
# define tax type
|
||||
local f_tax_type="Kapitalertrag-Derivat"
|
||||
local f_trade_result
|
||||
[[ $f_action == "sell" ]] && f_tax_type="Veräußerungsgeschäft"
|
||||
local f_buy_amount f_buy_price f_buy_date
|
||||
|
||||
# Process each holding using FIFO
|
||||
while [[ $f_remaining_sell > 0 && -n "${f_holdings[$f_symbol]}" ]]
|
||||
do
|
||||
|
||||
IFS=':' read -r f_buy_amount f_buy_price f_buy_date < <(echo "${f_holdings[$f_symbol]%% *}")
|
||||
|
||||
# Calculate amount to sell from this holding
|
||||
f_sell_from_holding=$f_buy_amount
|
||||
[ -n "$f_short" ] && f_remaining_sell=-${f_remaining_sell#-}
|
||||
[ -z "$f_short" ] && g_num_is_lower $f_remaining_sell $f_buy_amount && f_sell_from_holding=$f_remaining_sell
|
||||
[ -n "$f_short" ] && g_num_is_higher $f_remaining_sell $f_buy_amount && f_sell_from_holding=$f_remaining_sell
|
||||
|
||||
# calculate sell percentage of buy trade
|
||||
## Debug
|
||||
#echo "f_sell_from_holding=$f_sell_from_holding"
|
||||
[ -z "$f_short" ] && g_percentage-diff $f_buy_amount $f_sell_from_holding
|
||||
[ -n "$f_short" ] && g_percentage-diff $f_buy_amount $f_sell_from_holding
|
||||
g_calc "100+$g_percentage_diff_result"
|
||||
f_percentage_of_buy=${g_calc_result#-}
|
||||
|
||||
## Debug
|
||||
#echo "f_percentage_of_buy=$f_percentage_of_buy"
|
||||
|
||||
# Calculate profit/loss (pnl)
|
||||
## Debug
|
||||
#echo "f_sell_price=$f_sell_price"
|
||||
#echo "f_buy_price=$f_buy_price"
|
||||
# if not first iteration (f_pnl is already set from previous iteration) and partial sell
|
||||
if [ -n "$f_pnl" ]
|
||||
then
|
||||
# on multiple iteration partial sell
|
||||
g_calc "$f_pnl - ($f_buy_price/100*$f_percentage_of_buy)"
|
||||
else
|
||||
# on first interation partial sell
|
||||
g_calc "$f_sell_price - ($f_buy_price/100*$f_percentage_of_buy)"
|
||||
fi
|
||||
local f_pnl=$g_calc_result
|
||||
## Debug
|
||||
#echo "f_pnl=$f_pnl"
|
||||
|
||||
# Check if trade is tax-free (held for more than a year)
|
||||
local f_is_taxable=true
|
||||
if [ "$f_tax_type" == "Veräußerungsgeschäft" ]
|
||||
then
|
||||
local f_days_held=$(( ($(date -d "$f_sell_date" +%s) - $(date -d "$f_buy_date" +%s)) / 86400 ))
|
||||
[[ $f_days_held -gt 365 && ${f_tax_type} == "Veräußerungsgeschäft" ]] && f_is_taxable=false
|
||||
fi
|
||||
|
||||
# Update remaining sell amount and holdings
|
||||
g_calc "$f_remaining_sell - $f_sell_from_holding"
|
||||
f_remaining_sell=$g_calc_result
|
||||
## Debug
|
||||
#echo "f_remaining_sell=$f_remaining_sell"
|
||||
#echo "HOLDINGS1: ${f_holdings[$f_symbol]}"
|
||||
f_holdings[$f_symbol]="${f_holdings[$f_symbol]#* }"
|
||||
|
||||
# If there's remaining amount in the holding, add it back
|
||||
[ -z "$f_short" ] && g_calc "$f_buy_amount - $f_sell_from_holding"
|
||||
[ -n "$f_short" ] && g_calc "$f_buy_amount + $f_sell_from_holding"
|
||||
g_calc "$f_buy_amount - $f_sell_from_holding"
|
||||
local f_remaining_buy_amount=$g_calc_result
|
||||
## Debug
|
||||
#echo "f_remaining_buy_amount=$g_calc_result"
|
||||
#if g_num_is_higher $f_remaining_buy_amount 0
|
||||
if [ "$f_remaining_buy_amount" != "0" ]
|
||||
then
|
||||
g_calc "$f_buy_price/100*(100-$f_percentage_of_buy)"
|
||||
f_remaining_buy_price=$g_calc_result
|
||||
f_holdings[$f_symbol]="$f_remaining_buy_amount:$f_remaining_buy_price:$f_buy_date ${f_holdings[$f_symbol]}"
|
||||
fi
|
||||
## Debug
|
||||
#echo "HOLDINGS2: ${f_holdings[$f_symbol]}"
|
||||
done
|
||||
|
||||
# Update profit/loss
|
||||
[ -n "$f_short" ] && g_calc "$f_pnl * -1" && f_pnl=$g_calc_result
|
||||
if g_num_is_higher $f_pnl 0
|
||||
then
|
||||
g_calc "$f_profit + $f_pnl"
|
||||
f_profit=$g_calc_result
|
||||
else
|
||||
g_calc "$f_loss - $f_pnl"
|
||||
f_loss=$g_calc_result
|
||||
fi
|
||||
|
||||
# calculate result of trade
|
||||
g_calc "$f_profit - $f_loss"
|
||||
f_trade_result=$g_calc_result
|
||||
|
||||
# calculate taxable part of trade
|
||||
if [[ $f_is_taxable == true ]]
|
||||
then
|
||||
g_calc "$f_trade_tax + $f_pnl"
|
||||
f_trade_tax=$g_calc_result
|
||||
fi
|
||||
|
||||
## DEBUG output
|
||||
#get_holdings_amount
|
||||
#echo "f_holdings_amount=$f_holdings_amount"
|
||||
#echo "Result: $f_trade_result ; taxable=$f_is_taxable ; REMAINING: $f_holdings_amount"
|
||||
|
||||
# write to csv
|
||||
if [ -n "$f_short" ]
|
||||
then
|
||||
f_action="${f_action}-short"
|
||||
## Debug
|
||||
#echo ACTION:$f_action
|
||||
fi
|
||||
[ "$f_trade_tax" == "0" ] && [ "$f_tax_type" == "Veräußerungsgeschäft" ] && f_tax_type="Veräußerungsgeschäft Spekulationsfrist > 1 Jahr"
|
||||
echo "$f_date,$f_exchange,$f_action,$f_symbol,-$f_sell_amount,$f_fiat_currency,$f_sell_price,,,,,,$f_tax_type,$f_trade_tax,$f_sell_price,,$f_trade_result,,,,,,," >>ALL_TRANSACTIONS_OVERVIEW.csv.tmp
|
||||
|
||||
[ -z "$f_trade_result" ] && g_echo_error "No trade result!!! Someting wrong $f_date,$f_symbol,$f_action $f_short"
|
||||
|
||||
}
|
||||
|
||||
function get_holdings_amount {
|
||||
local block first_value
|
||||
f_holdings_amount=0
|
||||
|
||||
# Durch jeden Block iterieren
|
||||
IFS=" "
|
||||
for block in ${f_holdings[$f_symbol]}
|
||||
do
|
||||
IFS=$origIFS
|
||||
# Den ersten Wert vor dem Doppelpunkt extrahieren
|
||||
first_value=${block%%:*}
|
||||
|
||||
# Zum Gesamtwert addieren
|
||||
g_calc "$f_holdings_amount + $first_value"
|
||||
f_holdings_amount=$g_calc_result
|
||||
done
|
||||
IFS=$origIFS
|
||||
}
|
||||
|
||||
function process_fundingfee {
|
||||
local f_symbol="$1" f_amount="$2" f_fiat_amount_tax_currency="$3" f_date="$4" f_year="$5"
|
||||
|
||||
## Debug
|
||||
#echo "adding fundingfee: $f_fiat_amount_tax_currency"
|
||||
|
||||
## add fundingfee
|
||||
[[ $f_fiat_amount_tax_currency == -* ]] && f_tax="${f_fiat_amount_tax_currency#-}"
|
||||
[[ $f_fiat_amount_tax_currency == -* ]] || f_tax="-${f_fiat_amount_tax_currency}"
|
||||
|
||||
echo "$f_date,$f_exchange,$f_action,$f_symbol,$f_amount,,,,,,,,Kapitalertrag-Derivat,$f_tax,$f_tax,,$f_tax,,,,,,," >>ALL_TRANSACTIONS_OVERVIEW.csv.tmp
|
||||
}
|
||||
|
||||
#function transaction_csv_validity_ckecks {
|
||||
# local f_buy f_sell f_liquidation f_liquidation_short
|
||||
# local f_complete_result=0
|
||||
# declare -A transaction_csv_validity_ckeck_buy_sell_diff
|
||||
#
|
||||
# f_symbols=$(cut -d, -f3 $f_csv_file | sort -u)
|
||||
# local f_buy_amount f_sell_amount f_tax_type
|
||||
#
|
||||
# # go through symbols and male some pre-checks
|
||||
# for f_symbol in $f_symbols
|
||||
# do
|
||||
#
|
||||
# ## check asset amount
|
||||
# g_echo_note "Initial checks for $f_symbol"
|
||||
# # add all buys and sells of a symbols amount
|
||||
# f_buy=$(\
|
||||
# egrep "buy,${f_symbol},|,reward-staking,${f_symbol}|,giveaway,${f_symbol},instant_trade_bonus,${f_symbol}" "$f_csv_file" | \
|
||||
# cut -d, -f4 | \
|
||||
# awk '{ SUM += $1} END { printf("%.12f\n", SUM) }' \
|
||||
# )
|
||||
# f_sell=$(\
|
||||
# egrep "sell,${f_symbol}," "$f_csv_file" | \
|
||||
# cut -d, -f4 | \
|
||||
# awk '{ SUM += $1} END { printf("%.12f\n", SUM) }' \
|
||||
# )
|
||||
# f_liquidation=$(\
|
||||
# egrep "liquidation,${f_symbol}," "$f_csv_file" | \
|
||||
# grep -v ",short" | \
|
||||
# cut -d, -f4 | \
|
||||
# awk '{ SUM += $1} END { printf("%.12f\n", SUM) }' \
|
||||
# )
|
||||
# f_liquidation_short=$(\
|
||||
# egrep "liquidation,${f_symbol},.+,short" "$f_csv_file" | \
|
||||
# cut -d, -f4 | \
|
||||
# awk '{ SUM += $1} END { printf("%.12f\n", SUM) }' \
|
||||
# )
|
||||
#
|
||||
# # add liquidations to sell
|
||||
# # long
|
||||
# g_calc "$f_sell + $f_liquidation - $f_liquidation_short"
|
||||
# f_sell=$g_calc_result
|
||||
#
|
||||
# # buy should be same as sell sum to be fine - if not:
|
||||
# g_calc "$f_buy == $f_sell"
|
||||
# if ! [[ $g_calc_result == 1 ]]
|
||||
# then
|
||||
# g_echo_note "buy ($f_buy) and sell ($f_sell) amount sums are different for ${f_symbol}. Open Positions!?"
|
||||
# g_calc "$f_sell - ($f_buy)"
|
||||
# transaction_csv_validity_ckecks[$f_symbol]=$g_calc_result
|
||||
# else
|
||||
# transaction_csv_validity_ckeck_buy_sell_diff[$f_symbol]=0
|
||||
# fi
|
||||
#
|
||||
# done
|
||||
#}
|
||||
|
||||
function print_results {
|
||||
|
||||
local f_csv=ALL_TRANSACTIONS_OVERVIEW.csv
|
||||
local f_exchange_symbol f_exchange_symbol_year_tax f_amount f_result
|
||||
#transaction_csv_validity_ckecks
|
||||
|
||||
echo ""
|
||||
echo "Open Positions:"
|
||||
echo "==============="
|
||||
|
||||
local f_exchanges_symbols=$(cut -d, -f 2,4 "$f_csv" | sort -u)
|
||||
for f_exchange_symbol in $f_exchanges_symbols
|
||||
do
|
||||
f_exchange=${f_exchange_symbol%%,*}
|
||||
f_symbol=${f_exchange_symbol#*,}
|
||||
f_amount=$(\
|
||||
egrep ",${f_exchange},.+,$f_symbol" "$f_csv" | \
|
||||
cut -d, -f5 | \
|
||||
awk '{ SUM += $1} END { printf("%.12f\n", SUM) }' \
|
||||
)
|
||||
|
||||
f_result=$(\
|
||||
egrep ",${f_exchange},.*sell,$f_symbol|,${f_exchange},.*buy,$f_symbol" "$f_csv" | \
|
||||
#egrep "${f_exchange},.+,$f_symbol" "$f_csv" \
|
||||
cut -d, -f17 | \
|
||||
awk '{ SUM += $1} END { printf("%.2f\n", SUM) }' \
|
||||
)
|
||||
|
||||
g_calc "$f_amount == 0"
|
||||
if ! [[ $g_calc_result == 1 ]]
|
||||
then
|
||||
echo "$f_exchange/$f_symbol: $f_amount"
|
||||
fi
|
||||
|
||||
done
|
||||
|
||||
echo ""
|
||||
echo "Profit and Loss (Tax):"
|
||||
echo "======================"
|
||||
|
||||
declare -A f_taxes f_pnls
|
||||
local f_total_tax
|
||||
local f_exchanges_symbols_years_tax=$(sed 's/-/,/' "$f_csv" | cut -d, -f 1,3,5,14 | sort -u)
|
||||
for f_exchange_symbol_year_tax in $f_exchanges_symbols_years_tax
|
||||
do
|
||||
IFS=',' read -r f_year f_exchange f_symbol f_tax_type < <(echo "$f_exchange_symbol_year_tax")
|
||||
[ -z "$f_tax_type" ] && continue
|
||||
f_tax=$(\
|
||||
egrep "^$f_year-.+,${f_exchange},.+,${f_symbol},.+,$f_tax_type" "$f_csv" | \
|
||||
cut -d, -f14 | \
|
||||
awk '{ SUM += $1} END { printf("%.2f\n", SUM) }' \
|
||||
)
|
||||
f_pnl=$(\
|
||||
egrep "^$f_year-.+,${f_exchange},.+,${f_symbol},.+,$f_tax_type" "$f_csv" | \
|
||||
cut -d, -f17 | \
|
||||
awk '{ SUM += $1} END { printf("%.2f\n", SUM) }' \
|
||||
)
|
||||
echo "$f_year/$f_exchange/$f_symbol/$f_tax_type: $f_tax $TRANSFER_CURRENCY"
|
||||
[ -z "${f_taxes[${f_year}_${f_exchange}_${f_tax_type}]}" ] && f_taxes[${f_year}_${f_exchange}_${f_tax_type}]=0
|
||||
[ -z "${f_pnls[${f_year}_${f_exchange}]}" ] && f_pnls[${f_year}_${f_exchange}]=0
|
||||
g_calc "${f_taxes[${f_year}_${f_exchange}_${f_tax_type}]} + ($f_tax)"
|
||||
f_taxes[${f_year}_${f_exchange}_${f_tax_type}]=$g_calc_result
|
||||
g_calc "${f_pnls[${f_year}_${f_exchange}]} + ($f_pnl)"
|
||||
f_pnls[${f_year}_${f_exchange}]=$g_calc_result
|
||||
|
||||
done
|
||||
|
||||
echo ""
|
||||
echo "Profit and Loss (Tax per exchange):"
|
||||
echo "==================================="
|
||||
|
||||
for f_tax_year in "${!f_taxes[@]}"
|
||||
do
|
||||
echo "$f_tax_year: ${f_taxes[$f_tax_year]} $TRANSFER_CURRENCY"
|
||||
done | sort
|
||||
|
||||
echo ""
|
||||
echo "Profit and Loss:"
|
||||
echo "================"
|
||||
|
||||
for f_pnl_year in "${!f_pnls[@]}"
|
||||
do
|
||||
echo "$f_pnl_year: ${f_pnls[$f_pnl_year]} $TRANSFER_CURRENCY"
|
||||
done | sort
|
||||
|
||||
}
|
||||
|
||||
|
||||
100
dabo/functions/calc_macd.sh
Normal file
100
dabo/functions/calc_macd.sh
Normal file
@@ -0,0 +1,100 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function calc_macd {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
# - needs array ${v_csv_array_associative} for example from g_read_csv
|
||||
# - needs $i as position
|
||||
# - needs $p as previous position
|
||||
|
||||
local f_period=$1 # integer!
|
||||
local f_ema12=$2 # ema12 - if not given "${v_csv_array_associative[ema12_${f_position}]}" is used
|
||||
local f_ema26=$3 # ema26 - if not given "${v_csv_array_associative[ema26_${f_position}]}" is used
|
||||
local f_target_column=$4 # column with previus RSIs - if not given "rsi$f_period" is used
|
||||
|
||||
local f_position=$i # position
|
||||
|
||||
# check if there is a position (i from loop through array)
|
||||
[ -z "$f_position" ] && return 1
|
||||
|
||||
# check for EMA12 and 26
|
||||
[ -z "$f_ema12" ] && f_ema12="${v_csv_array_associative[ema12_${f_position}]}"
|
||||
[ -z "$f_ema12" ] && return 2
|
||||
[ -z "$f_ema26" ] && f_ema26="${v_csv_array_associative[ema26_${f_position}]}"
|
||||
[ -z "$f_ema26" ] && return 3
|
||||
|
||||
# get rsi column
|
||||
[ -z "$f_target_column" ] && f_target_column="macd"
|
||||
|
||||
local f_macd f_macd_ema9_signal f_macd_signal f_macd_histogram_relation f_macd_histogram f_macd_histogram_max f_macd_histogram_strength
|
||||
|
||||
g_calc "${f_ema12}-${f_ema26}"
|
||||
f_macd=$g_calc_result
|
||||
v_csv_array_associative[macd_${f_position}]=$g_calc_result
|
||||
|
||||
# calc MACD Signal
|
||||
calc_ema 9 macd macd_ema9_signal
|
||||
[ -z "${v_csv_array_associative[macd_ema9_signal_${f_position}]}" ] && return 5
|
||||
f_macd_ema9_signal=${v_csv_array_associative[macd_ema9_signal_${f_position}]}
|
||||
|
||||
# calc MACD Histogram
|
||||
g_calc "${f_macd}-(${f_macd_ema9_signal})"
|
||||
f_macd_histogram=$g_calc_result
|
||||
v_csv_array_associative[macd_histogram_${f_position}]=$g_calc_result
|
||||
|
||||
# check for MACD signal up- or downtrend and buy or sell if switched histogram from - to + or + to -
|
||||
f_last_histogram=${v_csv_array_associative[macd_histogram_${p}]}
|
||||
if [ -n "$f_last_histogram" ]
|
||||
then
|
||||
f_macd_signal=uptrend
|
||||
[[ $f_macd_histogram =~ ^- ]] && f_macd_signal=downtrend
|
||||
[[ $f_macd_histogram =~ ^- ]] && [[ $f_last_histogram =~ ^[0-9] ]] && f_macd_signal=sell
|
||||
[[ $f_macd_histogram =~ ^[0-9] ]] && [[ $f_last_histogram =~ ^- ]] && f_macd_signal=buy
|
||||
v_csv_array_associative[macd_histogram_signal_${f_position}]=$f_macd_signal
|
||||
fi
|
||||
|
||||
# check if there is a new macd max value to calculate the strength of the trend
|
||||
f_macd_histogram_positive=${f_macd_histogram//-/}
|
||||
f_macd_histogram_max=${v_csv_array_associative[macd_histogram_max_${p}]}
|
||||
if [ -z "$f_macd_histogram_max" ]
|
||||
then
|
||||
# define max for the first time
|
||||
v_csv_array_associative[macd_histogram_max_${f_position}]=$f_macd_histogram_positive
|
||||
f_macd_histogram_max=$f_macd_histogram_positive
|
||||
else
|
||||
if g_num_is_higher $f_macd_histogram_positive $f_macd_histogram_max
|
||||
then
|
||||
v_csv_array_associative[macd_histogram_max_${f_position}]=$f_macd_histogram_positive
|
||||
f_macd_histogram_max=$f_macd_histogram_positive
|
||||
else
|
||||
v_csv_array_associative[macd_histogram_max_${f_position}]=$f_macd_histogram_max
|
||||
fi
|
||||
fi
|
||||
|
||||
# calculate relative trend strength (percentage 100 = strongest in history)
|
||||
g_percentage-diff ${f_macd_histogram_max} ${f_macd_histogram_positive}
|
||||
[ -z "$g_percentage_diff_result" ] && g_percentage_diff_result=0
|
||||
g_calc "100+(${g_percentage_diff_result})"
|
||||
f_macd_histogram_strength=${g_calc_result}
|
||||
v_csv_array_associative[macd_histogram_strength_${f_position}]=$f_macd_histogram_strength
|
||||
|
||||
}
|
||||
107
dabo/functions/calc_rsi.sh
Normal file
107
dabo/functions/calc_rsi.sh
Normal file
@@ -0,0 +1,107 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function calc_rsi {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
# - needs array ${v_csv_array_associative[${f_column}_${i}] for example from g_read_csv
|
||||
# - needs $i as position
|
||||
|
||||
local f_period=$1 # integer!
|
||||
local f_column=$2 # column in "$v_csv_array_associative" from which rsi should be calculated
|
||||
local f_target_column=$3 # column with previus RSIs - if not given "rsi$f_period" is used
|
||||
|
||||
local f_position=$i # position
|
||||
|
||||
# check if there is a position (i from loop through array)
|
||||
[ -z "$f_position" ] && return 1
|
||||
|
||||
# check if there is a period if not default to 14
|
||||
[ -z "$f_period" ] && f_period=14
|
||||
|
||||
# check if there is a column (i from loop through array)
|
||||
[ -z "$f_column" ] && return 3
|
||||
|
||||
# check for enough positions/values to calculate (enough values)
|
||||
[ $f_position -ge $f_period ] || return 0
|
||||
|
||||
# get rsi column
|
||||
[ -z "$f_target_column" ] && f_target_column="rsi$f_period"
|
||||
|
||||
local f_last_value=${v_csv_array_associative[${f_column}_${f_position}]}
|
||||
[ -z "$f_target_column" ] && return 4
|
||||
|
||||
local v
|
||||
|
||||
# reset old rsi sar
|
||||
unset f_rsi
|
||||
|
||||
# get last $f_period values
|
||||
local f_last_period_values_from=$((f_position-$f_period+1))
|
||||
local f_last_period_values_positive=0
|
||||
local f_last_period_values_negative=0
|
||||
local f_last_period_num_positive=0
|
||||
local f_last_period_num_negative=0
|
||||
for ((v=$f_last_period_values_from; v<=${f_position}; v++))
|
||||
do
|
||||
if [[ ${v_csv_array_associative[${f_column}_${v}]} =~ ^- ]]
|
||||
then
|
||||
((f_last_period_num_negative++))
|
||||
f_last_period_values_negative="$f_last_period_values_negative+(${v_csv_array_associative[${f_column}_${v}]})"
|
||||
else
|
||||
((f_last_period_num_positive++))
|
||||
f_last_period_values_positive="$f_last_period_values_positive+${v_csv_array_associative[${f_column}_${v}]}"
|
||||
fi
|
||||
done
|
||||
|
||||
# add positive and negative values
|
||||
g_calc "$f_last_period_values_positive"
|
||||
local f_positive_sum=$g_calc_result
|
||||
g_calc "$f_last_period_values_negative"
|
||||
local f_negative_sum=${g_calc_result//-}
|
||||
|
||||
# if one of both is "0" then fix results
|
||||
[ ${f_negative_sum} = "0" ] && f_rsi=100
|
||||
[ ${f_positive_sum} = "0" ] && f_rsi=0
|
||||
|
||||
# calculate RSI
|
||||
if [ -z "$f_rsi" ]
|
||||
then
|
||||
# calculate positive/negative change averages
|
||||
g_calc "${f_negative_sum}/${f_last_period_num_negative}"
|
||||
local f_negative_sum_average=$g_calc_result
|
||||
g_calc "${f_positive_sum}/${f_last_period_num_positive}"
|
||||
local f_positive_sum_average=$g_calc_result
|
||||
|
||||
# calculate RS
|
||||
g_calc "${f_positive_sum_average}/${f_negative_sum_average}"
|
||||
local f_rs=$g_calc_result
|
||||
|
||||
# calculate RSI
|
||||
g_calc "100-(100/(1+${f_rs}))"
|
||||
printf -v f_rsi "%.0f" $g_calc_result
|
||||
|
||||
fi
|
||||
|
||||
v_csv_array_associative[${f_target_column}_${f_position}]=$f_rsi
|
||||
|
||||
}
|
||||
|
||||
@@ -1,5 +1,28 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function f_ccxt {
|
||||
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
|
||||
# remove old result
|
||||
unset f_ccxt_result
|
||||
|
||||
@@ -14,54 +37,68 @@ function f_ccxt {
|
||||
return 1
|
||||
fi
|
||||
|
||||
#unset g_ccxt_jobs
|
||||
#local g_ccxt_jobs
|
||||
mapfile -t g_ccxt_jobs < <(jobs -r)
|
||||
# Initialize ccxt in python if not initialized
|
||||
[[ ${g_ccxt_jobs[*]} =~ *python-pipeexec.py* ]] || unset f_ccxt_initialized
|
||||
if [ -z "$f_ccxt_initialized" ]
|
||||
then
|
||||
g_echo_note "Initializing ccxt"
|
||||
g_python 'import os' || return 1
|
||||
g_python 'import sys' || return 1
|
||||
g_python 'sys.path.append("/ccxt/python")' || return 1
|
||||
g_python 'import ccxt' || return 1
|
||||
fi
|
||||
|
||||
# Initialize exchange in ccxt if not initialized
|
||||
if ! [[ "$f_ccxt_initialized" =~ $STOCK_EXCHANGE ]]
|
||||
then
|
||||
g_echo_note "Initializing exchange ${STOCK_EXCHANGE} in ccxt"
|
||||
local f_exchange_type="swap"
|
||||
[ -z "$LEVERAGE" ] && f_exchange_type="spot"
|
||||
g_python "${STOCK_EXCHANGE} = ccxt.${STOCK_EXCHANGE}({'apiKey': '${API_KEY}','secret': '${API_SECRET}','enableRateLimit': True,'options': {'defaultType': '${f_exchange_type}',},})" || return 1
|
||||
g_python "${STOCK_EXCHANGE}.load_markets()"
|
||||
if [[ $TESTNET = true ]]
|
||||
then
|
||||
g_echo_note "ATTENTION: RUNNING IN TESTNET/SIMULATION/MOCK MODE OF EXCHANGE ${STOCK_EXCHANGE}!!!"
|
||||
g_python "${STOCK_EXCHANGE}.set_sandbox_mode(True)" || return 1
|
||||
fi
|
||||
g_python "${STOCK_EXCHANGE}markets=${STOCK_EXCHANGE}.load_markets()" || return 1
|
||||
f_ccxt_initialized="${f_ccxt_initialized}${STOCK_EXCHANGE},"
|
||||
fi
|
||||
|
||||
|
||||
# send and receive ccxt command in python - on error kill progress
|
||||
if ! g_python "$@"
|
||||
if ! g_python "$@"
|
||||
then
|
||||
kill -9 $(jobs -l | grep python-pipeexec.py | cut -d" " -f 2)
|
||||
g_echo_warn "Resetting CCXT!!!"
|
||||
g_kill_all_background_jobs "python3 -iuq"
|
||||
unset f_ccxt_initialized
|
||||
return 1
|
||||
fi
|
||||
|
||||
# reference result to python-result
|
||||
declare -ng f_ccxt_result=g_python_result
|
||||
|
||||
# Check for json output
|
||||
f_ccxt_json_out=""
|
||||
[[ $f_ccxt_result =~ ^\[ ]] && [[ $f_ccxt_result =~ \]$ ]] && f_ccxt_json_out=1
|
||||
[[ $f_ccxt_result =~ ^\{ ]] && [[ $f_ccxt_result =~ \}$ ]] && f_ccxt_json_out=1
|
||||
if [ -n "$f_ccxt_json_out" ]
|
||||
# Check for json output or empty json output
|
||||
unset f_ccxt_json_out
|
||||
if ! [ "$f_ccxt_result" = '[]' ]
|
||||
then
|
||||
# make the output jq-conform
|
||||
[[ $f_ccxt_result =~ ^\[ ]] && [[ $f_ccxt_result =~ \]$ ]] && f_ccxt_json_out=1
|
||||
[[ $f_ccxt_result =~ ^\{ ]] && [[ $f_ccxt_result =~ \}$ ]] && f_ccxt_json_out=1
|
||||
fi
|
||||
|
||||
if [ -z "$f_ccxt_json_out" ]
|
||||
then
|
||||
return 1
|
||||
else
|
||||
# make the output jq-conform if json poutput
|
||||
# avoids errors like: "parse error: Invalid numeric literal at"
|
||||
f_ccxt_result=${f_ccxt_result//\'/\"}
|
||||
f_ccxt_result=${f_ccxt_result// None/ null}
|
||||
f_ccxt_result=${f_ccxt_result// True/ true}
|
||||
f_ccxt_result=${f_ccxt_result// False/ false}
|
||||
f_ccxt_result=${f_ccxt_result//,,/,}
|
||||
f_ccxt_result=$(echo $f_ccxt_result | sed "s/'/\"/g; s/ None/ null/g; s/ True/ true/g; s/ False/ false/g; s/,,/,/g")
|
||||
# sed is needed here because bash parameter substitution like down here hangs with 100% cpu usage if the variable is large. Noticed with output about ~2.5M
|
||||
#f_ccxt_result=${f_ccxt_result//\'/\"}
|
||||
#f_ccxt_result=${f_ccxt_result// None/ null}
|
||||
#f_ccxt_result=${f_ccxt_result// True/ true}
|
||||
#f_ccxt_result=${f_ccxt_result// False/ false}
|
||||
#f_ccxt_result=${f_ccxt_result//,,/,}
|
||||
fi
|
||||
|
||||
return 0
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
28
dabo/functions/charts.sh
Normal file
28
dabo/functions/charts.sh
Normal file
@@ -0,0 +1,28 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function charts {
|
||||
if ! find ../lightweight-charts.standalone.production.js -mtime -1 2>/dev/null | grep -q "lightweight-charts.standalone.production.js"
|
||||
then
|
||||
g_echo_note "Refreshing lightweight-charts.standalone.production.js from https://unpkg.com/lightweight-charts/dist/lightweight-charts.standalone.production.js"
|
||||
wget ${g_wget_opts} -q https://unpkg.com/lightweight-charts/dist/lightweight-charts.standalone.production.js -O ../lightweight-charts.standalone.production.js
|
||||
touch ../lightweight-charts.standalone.production.js
|
||||
fi
|
||||
}
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function check_buy_conditions {
|
||||
|
||||
local f_ASSET_HIST_FILE="$1"
|
||||
@@ -66,42 +86,7 @@ function check_buy_conditions {
|
||||
# remove CURRENCY from asset
|
||||
f_ASSET=$(echo ${f_ASSET} | sed "s/${CURRENCY}//")
|
||||
|
||||
if [ ${STOCK_EXCHANGE} = "BINANCE" ]
|
||||
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
|
||||
order ${f_ASSET}/${CURRENCY} ${f_INVEST_QUANTITY} buy
|
||||
f_BUY=""
|
||||
fi
|
||||
|
||||
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function check_for_buy {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function check_for_sell {
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
@@ -19,7 +39,7 @@ function check_for_sell {
|
||||
then
|
||||
local f_msg="ATTENTION! EMERGENCY STOP DUE TO POOR PERFORMANCE: BALANCE (${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 +48,7 @@ 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
|
||||
}
|
||||
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function check_sell_conditions {
|
||||
|
||||
local f_ASSET_HIST_FILE="$1"
|
||||
@@ -89,14 +109,7 @@ function check_sell_conditions {
|
||||
g_echo_note "$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}"
|
||||
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
|
||||
position_close ${f_ASSET}/${CURRENCY}
|
||||
fi
|
||||
|
||||
# # ANALYZE
|
||||
|
||||
@@ -1,15 +1,48 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function currency_converter {
|
||||
|
||||
#g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_currency_amount=$1
|
||||
local f_currency=$2
|
||||
local f_currency_target=$3
|
||||
local f_currency_date=$4
|
||||
|
||||
local f_return
|
||||
|
||||
unset f_currency_converter_result
|
||||
|
||||
local f_line f_rate f_histfile f_date_array f_stablecoin f_reverse
|
||||
# check for cached result
|
||||
local f_args=$@
|
||||
[ -f CACHE_CURRENCY_CONVERTER ] && f_currency_converter_result=$(egrep "^${f_args}=" CACHE_CURRENCY_CONVERTER | cut -d= -f2)
|
||||
[[ -n $f_currency_converter_result ]] && g_num_valid_number "$f_currency_converter_result" && return 0
|
||||
|
||||
local f_line f_rate f_histfile f_date_array f_stablecoin f_reverse f_file f_link_file f_timeframe
|
||||
|
||||
if [[ $f_currency_target =~ ^20.*-.*: ]]
|
||||
then
|
||||
g_echo_warn "${FUNCNAME} $@: Invalid target"
|
||||
g_traceback
|
||||
return 1
|
||||
fi
|
||||
|
||||
# get current date if none given
|
||||
[ -z "$f_currency_date" ] && printf -v f_currency_date '%(%Y-%m-%d %H:%M:%S)T'
|
||||
@@ -24,27 +57,30 @@ function currency_converter {
|
||||
f_currency_date_day=$(date -d "${f_currency_date}" "+%Y-%m-%d")
|
||||
|
||||
# month failback
|
||||
f_currency_date_month=$(date -d "${f_currency_date}" "+%Y-%m")
|
||||
if [ $(date -d "${f_currency_date}" "+%d") = "01" ]
|
||||
then
|
||||
# on first day in month use month before because no date from current month
|
||||
f_currency_date_month=$(date -d "${f_currency_date} yesterday" "+%Y-%m")
|
||||
else
|
||||
f_currency_date_month=$(date -d "${f_currency_date}" "+%Y-%m")
|
||||
fi
|
||||
|
||||
# path to history files for the converting rate
|
||||
[ -d asset-histories ] && f_asset_histories="asset-histories/"
|
||||
[ -d asset-histories ] || mkdir asset-histories
|
||||
f_asset_histories="asset-histories/"
|
||||
|
||||
# map USD-Stablecoins to USD
|
||||
local f_stablecoins="USDT BUSD"
|
||||
for f_stablecoin in $f_stablecoins
|
||||
do
|
||||
# Link USD Stablecoin files to USD
|
||||
if [ -s ${f_asset_histories}${f_currency}${f_stablecoin}.history-raw.csv ]
|
||||
then
|
||||
[ -e ${f_asset_histories}${f_currency}USD.history-raw.csv ] || \
|
||||
ln ${f_asset_histories}${f_currency}${f_stablecoin}.history-raw.csv ${f_asset_histories}${f_currency}USD.history-raw.csv
|
||||
fi
|
||||
|
||||
if [ -s ${f_asset_histories}${f_currency_target}${f_stablecoin}.history-raw.csv ]
|
||||
then
|
||||
[ -e ${f_asset_histories}USD${f_currency_target}.history-raw.csv ] || \
|
||||
ln ${f_asset_histories}${f_currency_target}${f_stablecoin}.history-raw.csv ${f_asset_histories}USD${f_currency_target}.history-raw.csv
|
||||
fi
|
||||
cd "$f_asset_histories"
|
||||
find . -maxdepth 1 -mindepth 1 -name "*${f_stablecoin}.history.*.csv" | while read f_file
|
||||
do
|
||||
f_link_file=${f_file/${f_stablecoin}/USD}
|
||||
ln -sf "$f_file" "$f_link_file"
|
||||
done
|
||||
cd - >/dev/null
|
||||
# use USD
|
||||
if [[ $f_currency_target = $f_stablecoin ]]
|
||||
then
|
||||
@@ -55,6 +91,29 @@ function currency_converter {
|
||||
f_currency=USD
|
||||
fi
|
||||
done
|
||||
|
||||
# map EUR-Stablecoins to EUR
|
||||
local f_stablecoins="EURC"
|
||||
for f_stablecoin in $f_stablecoins
|
||||
do
|
||||
# Link EUR Stablecoin files to EUR
|
||||
cd "$f_asset_histories"
|
||||
find . -maxdepth 1 -mindepth 1 -name "*${f_stablecoin}.history.*.csv" | while read f_file
|
||||
do
|
||||
f_link_file=${f_file/${f_stablecoin}/EUR}
|
||||
ln -sf "$f_file" "$f_link_file"
|
||||
done
|
||||
cd - >/dev/null
|
||||
# use USD
|
||||
if [[ $f_currency_target = $f_stablecoin ]]
|
||||
then
|
||||
f_currency_target=EUR
|
||||
fi
|
||||
if [[ $f_currency = $f_stablecoin ]]
|
||||
then
|
||||
f_currency=EUR
|
||||
fi
|
||||
done
|
||||
|
||||
# if there is no currency change (USD USD or USDT USD)
|
||||
if [[ $f_currency == $f_currency_target ]]
|
||||
@@ -62,51 +121,72 @@ function currency_converter {
|
||||
f_currency_converter_result=$f_currency_amount
|
||||
return 0
|
||||
fi
|
||||
|
||||
# try direct pair
|
||||
get_marketdata_yahoo_historic "${f_currency_target}-${f_currency}" "${f_currency_target}${f_currency}" || get_marketdata_yahoo_historic "${f_currency}-${f_currency_target}" "${f_currency}${f_currency_target}"
|
||||
local f_histfile_default="${f_asset_histories}${f_currency_target}${f_currency}.history-raw.csv"
|
||||
local f_histfile_yahoo="${f_asset_histories}${f_currency_target}${f_currency}.history-yahoo.csv"
|
||||
# reverse as backup
|
||||
local f_histfile_default_reverse="${f_asset_histories}${f_currency}${f_currency_target}.history-raw.csv"
|
||||
local f_histfile_yahoo_reverse="${f_asset_histories}${f_currency}${f_currency_target}.history-yahoo.csv"
|
||||
|
||||
# search for rate by date
|
||||
for f_histfile in "$f_histfile_default" "$f_histfile_default_reverse" "$f_histfile_yahoo" "$f_histfile_yahoo_reverse"
|
||||
# define possiblefiles
|
||||
local f_histfile_default="${f_asset_histories}${f_currency_target}${f_currency}.history"
|
||||
local f_histfile_default_reverse="${f_asset_histories}${f_currency}${f_currency_target}.history"
|
||||
|
||||
for f_histfile in "$f_histfile_default" "$f_histfile_default_reverse"
|
||||
do
|
||||
# histfile has to exist
|
||||
if [ -s "$f_histfile" ]
|
||||
then
|
||||
# search for most precise date
|
||||
f_line=$(egrep "^$f_currency_date_minute" "$f_histfile" | tail -n1)
|
||||
[ -z "$f_line" ] && f_line=$(egrep "^$f_currency_date_hour" "$f_histfile" | tail -n1)
|
||||
[ -z "$f_line" ] && f_line=$(egrep "^$f_currency_date_day" "$f_histfile" | tail -n1)
|
||||
[ -z "$f_line" ] && f_line=$(egrep "^$f_currency_date_month" "$f_histfile" | tail -n1)
|
||||
[ -n "$f_line" ] && f_rate=$(echo "$f_line" | cut -d, -f2)
|
||||
f_reverse=false
|
||||
if [ -n "$f_rate" ]
|
||||
then
|
||||
[[ $f_histfile =~ ${f_currency}${f_currency_target} ]] && f_reverse=true
|
||||
[[ $f_line =~ ^$f_currency_date_hour ]] && break
|
||||
fi
|
||||
fi
|
||||
# search for most precise date
|
||||
f_line=$(egrep "^$f_currency_date_minute" "$f_histfile"*m.csv 2>/dev/null | sort | tail -n1)
|
||||
[ -z "$f_line" ] && f_line=$(egrep "^$f_currency_date_hour" "$f_histfile"*m.csv 2>/dev/null | sort | tail -n1)
|
||||
[ -z "$f_line" ] && f_line=$(egrep "^$f_currency_date_day" "$f_histfile"*h.csv 2>/dev/null | sort | tail -n1)
|
||||
done
|
||||
|
||||
# end if no rate found
|
||||
# download from coinmarketcap if nothing found
|
||||
[ -z "$f_line" ] && for f_histfile in "$f_histfile_default" "$f_histfile_default_reverse"
|
||||
do
|
||||
# download data from coinmarketcap
|
||||
for f_timeframe in 1d 1w
|
||||
do
|
||||
[ "${f_currency}" = "USD" ] && get_marketdata_coinmarketcap "${f_currency_target}-${f_currency}" "${f_currency_target}${f_currency}" $f_timeframe
|
||||
[ "${f_currency_target}" = "USD" ] && get_marketdata_coinmarketcap "${f_currency}-${f_currency_target}" "${f_currency}${f_currency_target}" $f_timeframe
|
||||
done
|
||||
f_line=$(egrep "^$f_currency_date_minute" "$f_histfile"*m.csv 2>/dev/null | sort | tail -n1)
|
||||
[ -z "$f_line" ] && f_line=$(egrep "^$f_currency_date_hour" "$f_histfile"*m.csv 2>/dev/null | sort | tail -n1)
|
||||
[ -z "$f_line" ] && f_line=$(egrep "^$f_currency_date_day" "$f_histfile"*h.csv 2>/dev/null | sort | tail -n1)
|
||||
[ -z "$f_line" ] && f_line=$(egrep "^$f_currency_date_month" "$f_histfile"*.csv 2>/dev/null | sort | tail -n1)
|
||||
[ -n "$f_line" ] && break
|
||||
done
|
||||
|
||||
# extract rate/price
|
||||
[ -n "$f_line" ] && f_rate=$(echo "$f_line" | cut -d, -f2)
|
||||
f_reverse=false
|
||||
if [ -n "$f_rate" ]
|
||||
then
|
||||
[[ $f_histfile =~ ${f_currency}${f_currency_target} ]] && f_reverse=true
|
||||
[ $f_currency_target = "USD" ] && f_reverse=true
|
||||
[ $f_currency = "USD" ] && f_reverse=false
|
||||
[ $f_currency_target = "EUR" ] && [ $f_currency = "USD" ] && f_reverse=false
|
||||
[[ $f_line =~ ^$f_currency_date_hour ]] && break
|
||||
fi
|
||||
|
||||
# if no rate found
|
||||
if [ -z "$f_rate" ]
|
||||
then
|
||||
# try workaround over USD if EUR
|
||||
if [[ ${f_currency_target} = EUR ]] && [[ $f_currency != USD ]]
|
||||
# if EUR source or traget try way over USD as workaround
|
||||
if [[ ${f_currency_target} = EUR ]] && [[ $f_currency != USD ]] && [[ $f_currency != EUR ]]
|
||||
then
|
||||
#g_echo_note "trying way over USD (workaround)"
|
||||
if currency_converter $f_currency_amount $f_currency USD $f_currency_date
|
||||
g_echo_note "trying way over USD (workaround) Target EUR"
|
||||
if currency_converter $f_currency_amount $f_currency USD "$f_currency_date"
|
||||
then
|
||||
f_currency_amount=$f_currency_converter_result
|
||||
currency_converter $f_currency_amount USD EUR $f_currency_date
|
||||
return $?
|
||||
currency_converter $f_currency_converter_result USD EUR "$f_currency_date" && f_return=$?
|
||||
[[ $f_return == 0 ]] && echo "$@=$f_currency_converter_result" >>CACHE_CURRENCY_CONVERTER
|
||||
return $f_return
|
||||
fi
|
||||
elif [[ ${f_currency_target} != USD ]] && [[ ${f_currency_target} != EUR ]] && [[ $f_currency = EUR ]]
|
||||
then
|
||||
g_echo_note "trying way over USD (workaround) Source EUR"
|
||||
if currency_converter $f_currency_amount EUR USD "$f_currency_date"
|
||||
then
|
||||
currency_converter $f_currency_converter_result USD ${f_currency_target} "$f_currency_date" && f_return=$?
|
||||
[[ $f_return == 0 ]] && echo "$@=$f_currency_converter_result" >>CACHE_CURRENCY_CONVERTER
|
||||
return $f_return
|
||||
fi
|
||||
fi
|
||||
g_echo_warn "didn't find rate for ${f_currency}-${f_currency_target} - '${FUNCNAME} $@'"
|
||||
# end if no rate found
|
||||
g_echo_error "didn't find rate for ${f_currency}-${f_currency_target} - '${FUNCNAME} $@'"
|
||||
return 1
|
||||
fi
|
||||
|
||||
@@ -115,5 +195,6 @@ function currency_converter {
|
||||
[[ $f_reverse = false ]] && g_calc "1/${f_rate}*${f_currency_amount}"
|
||||
f_currency_converter_result=$g_calc_result
|
||||
|
||||
}
|
||||
echo "$@=$f_currency_converter_result" >>CACHE_CURRENCY_CONVERTER
|
||||
|
||||
}
|
||||
|
||||
@@ -1,159 +0,0 @@
|
||||
function do_trade {
|
||||
# Info for log
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
# needed vars
|
||||
local f_ASSET=$1
|
||||
local f_CURRENCY=$2
|
||||
local f_QUANTITY=$3
|
||||
local f_ACTION=$4 # buy or sell
|
||||
local f_COMMENT=$5
|
||||
|
||||
local f_DATE=$(date '+%F_%H-%M-%S')
|
||||
local f_ASSET_HIST_FILE="asset-histories/${f_ASSET}${f_CURRENCY}.history.csv"
|
||||
|
||||
local f_link="https://www.coingecko.com/de/munze/$(egrep -i ^${f_ASSET}, COINGECKO_IDS | cut -d, -f2)"
|
||||
|
||||
# get stock exchange specific infos for trade (e.g. f_QUANTITY_LOT_CUT; f_MIN_NOTIONAL, precision and minsize)
|
||||
${TOKEN_INFO_CMD} ${f_ASSET} ${f_CURRENCY} ${f_QUANTITY}
|
||||
|
||||
if [ ${STOCK_EXCHANGE} = "BINANCE" ]
|
||||
then
|
||||
# get stock exchange specific infos for trade (e.g. f_QUANTITY_LOT_CUT; f_MIN_NOTIONAL)
|
||||
${TOKEN_INFO_CMD} ${f_ASSET} ${f_CURRENCY} ${f_QUANTITY}
|
||||
local f_QUANTITY=${f_QUANTITY_LOT_CUT}
|
||||
|
||||
#### Workaround for f_QUANTITY_LOT_CUT by buy more and directly sell
|
||||
g_echo_note "Checking for need of QUANTITY_LOT_CUT Workaround (${f_QUANTITY_LOT_CUT} > ${f_MIN_NOTIONAL})"
|
||||
if [ $(echo "${f_QUANTITY_LOT_CUT} > ${f_MIN_NOTIONAL}" | bc -l) -eq 0 ] && [ ${f_ACTION} = sell ]
|
||||
then
|
||||
# add 0.5 to f_MIN_NOTIONAL and trading fee
|
||||
local f_MIN_NOTIONAL_WITH_FEE=$(echo "${f_MIN_NOTIONAL}+${FEE}+0.5" | bc -l)
|
||||
g_echo_note "Doing QUANTITY_LOT_CUT Workaround - buying ${f_MIN_NOTIONAL_WITH_FEE} ${f_ASSET} ${f_CURRENCY}"
|
||||
do_trade ${f_ASSET} ${f_CURRENCY} ${f_MIN_NOTIONAL_WITH_FEE} buy "Workaround for selling values under QUANTITY_LOT_CUT - buy +MIN_NOTIONAL" || return 1
|
||||
local f_QUANTITY=$(echo "${f_QUANTITY}+${f_MIN_NOTIONAL}" | bc -l)
|
||||
fi
|
||||
fi
|
||||
|
||||
if [ "${f_ACTION}" = "buy" ]
|
||||
then
|
||||
# check for enough balance for trade
|
||||
get_balances
|
||||
local f_CURRENCY_BALANCE=$(egrep "^${f_CURRENCY}," EXCHANGE_GET_BALANCES_CMD_OUT | cut -d"," -f2)
|
||||
g_echo_note "Checking for enough balance for trade (${f_CURRENCY_BALANCE} > ${f_QUANTITY})"
|
||||
if [ $(echo "${f_CURRENCY_BALANCE} > ${f_QUANTITY}" | bc -l) -eq 0 ]
|
||||
then
|
||||
local f_note="Not enough balance for trade (${f_CURRENCY_BALANCE} > ${f_QUANTITY}) :${f_COMMENT}
|
||||
${FUNCNAME} $@"
|
||||
g_echo_note "${f_note}"
|
||||
g_signal-notify "${f_note}"
|
||||
return 1
|
||||
fi
|
||||
fi
|
||||
|
||||
|
||||
|
||||
# prepare trading command
|
||||
local f_CMDFILE="trade-histories/${f_DATE}-${f_CURRENCY}-TRADE_CMD"
|
||||
[ ${STOCK_EXCHANGE} = "BINANCE" ] && echo "${TRADE_CMD}" | perl -pe "s/ACTION/${f_ACTION}/; s/TOKEN/${f_ASSET}${f_CURRENCY}/; s/QUANTITY/${f_QUANTITY}/" >${f_CMDFILE}
|
||||
[ ${STOCK_EXCHANGE} = "ONETRADING" ] && echo "${TRADE_CMD}" | perl -pe "s/ACTION/${f_ACTION}/; s/TOKEN/${f_ASSET}_${f_CURRENCY}/; s/QUANTITY/${f_ASSET_QUANTITY}/" >${f_CMDFILE}
|
||||
# trade
|
||||
g_echo_note "Command: $(cat ${f_CMDFILE})"
|
||||
cat ${f_CMDFILE}
|
||||
#g_runcmd g_retrycmd sh ${f_CMDFILE} >${f_CMDFILE}_OUT
|
||||
. ${f_CMDFILE}
|
||||
cat ${g_tmp}/API_CMD_OUT >${f_CMDFILE}_OUT
|
||||
g_echo_note "Command Output: $(cat ${f_CMDFILE}_OUT)"
|
||||
|
||||
# workaround for "insufficient balance" error. lower quantity in 0.1 steps and try again (for values loosing while selling)
|
||||
if [ ${STOCK_EXCHANGE} = "BINANCE" ]
|
||||
then
|
||||
if [ "${f_ACTION}" = "sell" ] && grep -q "Account has insufficient balance for requested action." ${f_CMDFILE}_OUT
|
||||
then
|
||||
g_echo_note "workaround for \"insufficient balance\" error."
|
||||
local f_tries=10
|
||||
local f_try=1
|
||||
until (grep -q "FILLED" ${f_CMDFILE}_OUT)
|
||||
do
|
||||
sleep 1
|
||||
f_QUANTITY=$(echo "$f_QUANTITY-0.1" | bc -l | sed 's/^\./0./;')
|
||||
g_echo_note "lower $f_QUANTITY by -0.1"
|
||||
echo "${TRADE_CMD}" | perl -pe "s/ACTION/${f_ACTION}/; s/TOKEN/${f_ASSET}${f_CURRENCY}/; s/QUANTITY/${f_QUANTITY}/" >${f_CMDFILE}
|
||||
#g_runcmd g_retrycmd sh ${f_CMDFILE} >${f_CMDFILE}_OUT
|
||||
. ${f_CMDFILE}
|
||||
cat ${g_tmp}/API_CMD_OUT >${f_CMDFILE}_OUT
|
||||
[ ${f_try} -eq ${f_tries} ] && break
|
||||
((f_try=f_try+1))
|
||||
done
|
||||
fi
|
||||
fi
|
||||
|
||||
|
||||
# Check return and log trade
|
||||
[ ${STOCK_EXCHANGE} = "BINANCE" ] && f_STATUS=$(cat ${f_CMDFILE}_OUT | grep '^{' | jq -r .status)
|
||||
[ ${STOCK_EXCHANGE} = "ONETRADING" ] && f_STATUS=$(cat ${f_CMDFILE}_OUT | grep '^{' | jq -r .order_id)
|
||||
|
||||
local f_trade_info_msg="TRADE - ${f_ACTION} ${f_ASSET}${f_CURRENCY}
|
||||
${f_link}
|
||||
|
||||
Complete Overview: https://${URL}/
|
||||
|
||||
Comment: ${f_COMMENT}"
|
||||
|
||||
if [ "${f_STATUS}" = "FILLED" ] || echo ${f_STATUS} | egrep -q '.+-.+-.+-.+'
|
||||
then
|
||||
g_echo_note "TRADE SUCCESSFUL!"
|
||||
[ ${STOCK_EXCHANGE} = "BINANCE" ] && local f_PRICE=$(cat ${f_CMDFILE}_OUT | grep '^{' | jq -r .fills[].price | head -n1)
|
||||
[ ${STOCK_EXCHANGE} = "BINANCE" ] && local f_COMMISSION=$(cat ${f_CMDFILE}_OUT | grep '^{' | jq -r .fills[].commission) | head -n1
|
||||
[ ${STOCK_EXCHANGE} = "BINANCE" ] && local f_COMMISSIONASSET=$(cat ${f_CMDFILE}_OUT | grep '^{' | jq -r .fills[].commissionAsset | head -n1)
|
||||
|
||||
if [ ${STOCK_EXCHANGE} = "ONETRADING" ]
|
||||
then
|
||||
sleep 10
|
||||
onetrading-api-call GET public/v1/account/trades
|
||||
cat ${g_tmp}/API_CMD_OUT >${f_CMDFILE}_OUT_ONETRADING_TRADE
|
||||
local f_PRICE=$(cat ${f_CMDFILE}_OUT_ONETRADING_TRADE | jq -r ".trade_history | .[] | select(.trade.order_id==\"${f_STATUS}\") | .trade.price")
|
||||
local f_COMMISSION=$(cat ${f_CMDFILE}_OUT_ONETRADING_TRADE | jq -r ".trade_history | .[] | select(.trade.order_id==\"${f_STATUS}\") | .fee.fee_amount")
|
||||
local f_COMMISSIONASSET=$(cat ${f_CMDFILE}_OUT_ONETRADING_TRADE | jq -r ".trade_history | .[] | select(.trade.order_id==\"${f_STATUS}\") | .fee.fee_currency")
|
||||
fi
|
||||
|
||||
echo "${f_DATE},${f_ACTION},${f_CMDFILE}_OUT,${f_QUANTITY} ${f_CURRENCY},${f_PRICE},${f_COMMISSION} ${f_COMMISSIONASSET},${f_COMMENT}" | head -n1 >>trade-histories/${f_ASSET}${f_CURRENCY}.history.csv
|
||||
if [ "${f_ACTION}" = "buy" ]
|
||||
then
|
||||
if echo ${f_COMMENT} | grep -q "Workaround for selling values under QUANTITY_LOT_CUT"
|
||||
then
|
||||
echo "${f_DATE},${f_ACTION},${f_CMDFILE}_OUT,${f_QUANTITY} ${f_CURRENCY},${f_PRICE},${f_COMMISSION} ${f_COMMISSIONASSET},${f_COMMENT}" | head -n1 >>trade-histories/trade-*${f_ASSET}${f_CURRENCY}-open.history.csv
|
||||
else
|
||||
echo "${f_DATE},${f_ACTION},${f_CMDFILE}_OUT,${f_QUANTITY} ${f_CURRENCY},${f_PRICE},${f_COMMISSION} ${f_COMMISSIONASSET},${f_COMMENT}" | head -n1 >>trade-histories/trade-$(date +%F.%T. | sed 's/:/_/g')${f_ASSET}${f_CURRENCY}-open.history.csv
|
||||
fi
|
||||
fi
|
||||
if [ "${f_ACTION}" = "sell" ]
|
||||
then
|
||||
f_tradehistfile="$(ls trade-histories/trade-*${f_ASSET}${f_CURRENCY}-open.history.csv | tail -n1)"
|
||||
echo "${f_DATE},${f_ACTION},${f_CMDFILE}_OUT,${f_QUANTITY} ${f_CURRENCY},${f_PRICE},${f_COMMISSION} ${f_COMMISSIONASSET},${f_COMMENT}" | head -n1 >>${f_tradehistfile}
|
||||
f_tradehistfileclosed=$(echo ${f_tradehistfile} | sed 's/open.history.csv/closed.history.csv/')
|
||||
mv ${f_tradehistfile} ${f_tradehistfileclosed}
|
||||
fi
|
||||
g_signal-notify "TRADE SUCCESSFUL!
|
||||
|
||||
${f_trade_info_msg}
|
||||
|
||||
Command stored: ${f_CMDFILE}[_OUT]"
|
||||
[ -f DIFF_BUY_PRICE_${f_ASSET}${f_CURRENCY} ] && [ "${f_ACTION}" = "sell" ] && rm -f DIFF_BUY_PRICE_${f_ASSET}${f_CURRENCY}
|
||||
# get new balances
|
||||
get_balances
|
||||
else
|
||||
g_echo_note "TRADE FAILED!
|
||||
$(cat ${f_CMDFILE}_OUT)"
|
||||
g_signal-notify "TRADE FAILED!
|
||||
${f_trade_info_msg}
|
||||
|
||||
Command ${f_CMDFILE}:
|
||||
$0 $@
|
||||
$(cat ${f_CMDFILE})
|
||||
|
||||
OUTPUT:
|
||||
$(cat ${f_CMDFILE}_OUT)
|
||||
"
|
||||
fi
|
||||
}
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function genchart {
|
||||
# generate css chart (line diagram) from csv file or simple file with number per line - needed charts.css included in webppage
|
||||
local mark
|
||||
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_asset {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
@@ -8,7 +28,11 @@ function get_asset {
|
||||
|
||||
[ -f "${f_ASSET_HIST_FILE}" ] || echo "Date and Time,Price" >"${f_ASSET_HIST_FILE}"
|
||||
|
||||
local f_line="${f_timestamp},$(grep "^${f_ASSET}," CCXT_TICKERS | cut -d, -f2)"
|
||||
#local f_line="${f_timestamp},$(grep "^${f_ASSET}," CCXT_TICKERS | cut -d, -f2)"
|
||||
local f_price=$(grep "^${f_ASSET}," CCXT_TICKERS | cut -d, -f2)
|
||||
# exponential number (9.881e-05) to normal
|
||||
[[ $f_price =~ ^(-)?(\.)?[0-9]+(\.)?([0-9]+)?(e-[0-9]+)?$ ]] && printf -v f_price -- "%.10f" "$f_price"
|
||||
local f_line="$f_timestamp,$f_price"
|
||||
echo "${f_line}" >>${f_ASSET_HIST_FILE}
|
||||
|
||||
local f_linecount=0
|
||||
@@ -31,7 +55,7 @@ function get_asset {
|
||||
return 0
|
||||
fi
|
||||
|
||||
[ ${FULL_LOOP} == 0 ] && return 0
|
||||
#[ ${FULL_LOOP} == 0 ] && return 0
|
||||
grep -q "^$(echo "${f_timestamp}" | cut -d: -f1,2)" "${f_ASSET_HIST_FILE}" || return 0
|
||||
f_ASSET_HIST_FILE="asset-histories/${f_ASSET}.history.csv"
|
||||
#if find "${f_ASSET_HIST_FILE}" -mmin -${INTERVAL_MIN} | grep -q "${f_ASSET_HIST_FILE}"
|
||||
@@ -41,7 +65,7 @@ function get_asset {
|
||||
#fi
|
||||
|
||||
# headline
|
||||
#[ -s "${f_ASSET_HIST_FILE}" ] || echo "${csv_headline}" >"${f_ASSET_HIST_FILE}"
|
||||
[ -s "${f_ASSET_HIST_FILE}" ] || echo "${csv_headline}" >"${f_ASSET_HIST_FILE}"
|
||||
if [ -s "${f_ASSET_HIST_FILE}" ]
|
||||
then
|
||||
sed -i -e 1c"$csv_headline" "${f_ASSET_HIST_FILE}"
|
||||
|
||||
@@ -1,43 +0,0 @@
|
||||
function get_assets {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
## determine assets with prices
|
||||
if [ ${STOCK_EXCHANGE} = "NONE" ]
|
||||
then
|
||||
f_no_exchange=1
|
||||
return 0
|
||||
else
|
||||
f_ccxt "print(${STOCK_EXCHANGE}.fetch_tickers())" && [ -n "$f_ccxt_json_out" ] && echo $f_ccxt_result >CCXT_TICKERS_RAW
|
||||
fi
|
||||
jq -r '.[] | .symbol + "," + (.last|tostring)' CCXT_TICKERS_RAW | sed "s/:${CURRENCY},/,/; s/\///" | grep "${CURRENCY}," >CCXT_TICKERS
|
||||
|
||||
# Write file with asset list and ignore marketcap under LARGEST_MARKETCAP
|
||||
cat CCXT_TICKERS | cut -d"," -f1 | while read f_ASSET
|
||||
do
|
||||
# ignore marketcap under LARGEST_MARKETCAP
|
||||
f_assetwocurrency=$(echo ${f_ASSET} | sed "s/$CURRENCY$//")
|
||||
if ! egrep -q "^${f_assetwocurrency}$" SORTMARKETCAP
|
||||
then
|
||||
#g_echo_note "Ignoring $f_ASSET because of lower marketcap then Top ${LARGEST_MARKETCAP}"
|
||||
continue
|
||||
fi
|
||||
echo ${f_ASSET} >>ASSETS.tmp
|
||||
done
|
||||
mv ASSETS.tmp ASSETS
|
||||
|
||||
## write histfiles parallel
|
||||
local f_ASSET
|
||||
local f_parallel_arg
|
||||
echo -n "parallel -j3 bash -c --" >/tmp/parallel
|
||||
for f_ASSET in $(cat ASSETS | egrep -v "${BLACKLIST}")
|
||||
do
|
||||
#get_asset "${f_ASSET}"
|
||||
echo -n " \"get_asset ${f_ASSET}\"" >>/tmp/parallel
|
||||
done
|
||||
export f_timestamp
|
||||
export csv_headline
|
||||
. /tmp/parallel
|
||||
|
||||
}
|
||||
|
||||
@@ -1,8 +1,28 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_balance {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
f_ccxt "print(${STOCK_EXCHANGE}.fetch_balance ({\"currency\": \"$CURRENCY\"}))" && [ -n "$f_ccxt_json_out" ] && echo $f_ccxt_result >CCXT_BALANCE
|
||||
f_ccxt "print(${STOCK_EXCHANGE}.fetch_balance ({\"currency\": \"$CURRENCY\"}))" && echo $f_ccxt_result >CCXT_BALANCE
|
||||
|
||||
# get current investmentbalance
|
||||
f_CURRENCY_BALANCE=$(jq -r ".${CURRENCY}.free" CCXT_BALANCE)
|
||||
@@ -12,6 +32,7 @@ function get_balance {
|
||||
printf -v CURRENCY_BALANCE %.2f ${f_CURRENCY_BALANCE}
|
||||
else
|
||||
g_echo_warn "Could not determine CURRENCY_BALANCE (${f_CURRENCY_BALANCE} ${CURRENCY}) from file CCXT_BALANCE $(tail -n 10 CCXT_BALANCE)"
|
||||
unset f_ccxt_initialized
|
||||
return 3
|
||||
fi
|
||||
|
||||
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_bitpanda_api_transactions {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
@@ -38,7 +58,7 @@ function get_bitpanda_api_transactions {
|
||||
select(.effective_leverage!= null) |
|
||||
.time.date_iso8601 + ",leverage-" + .type + "," + .cryptocoin_symbol + "," + .amount_cryptocoin + ",EUR," + .amount_fiat + ",Bitpanda"
|
||||
' BITPANDA_trades.json >>BITPANDA.csv.tmp
|
||||
# Workaround fpr staking-rewards (not availabpe per API yet (https://help.blockpit.io/hc/de-at/articles/360011790820-Wie-importiere-ich-Daten-mittels-Bitpanda-API-Key)
|
||||
# Workaround for staking-rewards (not availabpe per API yet (https://help.blockpit.io/hc/de-at/articles/360011790820-Wie-importiere-ich-Daten-mittels-Bitpanda-API-Key)
|
||||
[ -s bitpanda-export.csv ] && cat bitpanda-export.csv | grep reward,incoming | awk -F, '{print $2",reward-staking,"$8","$7",EUR,"$5",Bitpanda"}' >>BITPANDA.csv.tmp
|
||||
|
||||
cat BITPANDA.csv.tmp | grep -v ",reward.best," | sort >TRANSACTIONS-BITPANDA.csv
|
||||
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_coingecko_data {
|
||||
# get data from coingecko
|
||||
local f_gecko_currencies="usd eur"
|
||||
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_ema {
|
||||
|
||||
local f_hist_file="$1"
|
||||
|
||||
237
dabo/functions/get_indicators.sh
Normal file
237
dabo/functions/get_indicators.sh
Normal file
@@ -0,0 +1,237 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_indicators_all {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_last_intervals="$1"
|
||||
|
||||
local f_histfile f_symbol
|
||||
|
||||
# ECONOMY and MARKETDATA
|
||||
find asset-histories -maxdepth 1 -name "ECONOMY-*.history.[0-5][5dhwm]*.csv" -o -name "MARKETDATA_*.history.[0-5][5dhwm]*.csv" | sort | while read f_histfile
|
||||
do
|
||||
if [ -s "${f_histfile}.fetching" ] || [ -s "${f_histfile}.indicators-calculating" ]
|
||||
then
|
||||
g_echo_note "Fetching/Indicators-calculating already active on ${f_histfile}"
|
||||
continue
|
||||
fi
|
||||
|
||||
# do the job
|
||||
printf "$0 %(%Y-%m-%d %H:%M:%S)T" >"${f_histfile}.indicators-calculating"
|
||||
get_indicators "${f_histfile}" ${f_last_intervals} && printf "$0 %(%Y-%m-%d %H:%M:%S)T\n" >>"$f_histfile.indicators-calculated"
|
||||
# add missing intervals for example from weekends from non-24h-assets like economic data - interval from filename
|
||||
#f_add_missing_ohlcv_intervals "${f_histfile}"
|
||||
rm -f "${f_histfile}.indicators-calculating"
|
||||
done
|
||||
|
||||
shopt -s nullglob
|
||||
# find all history files of traded symbols
|
||||
get_symbols_ticker
|
||||
for f_symbol in "${f_symbols_array_trade[@]}"
|
||||
do
|
||||
f_symbol=${f_symbol%%:*}
|
||||
f_symbol=${f_symbol//\/}
|
||||
|
||||
for f_histfile in "asset-histories/${f_symbol}.history."[0-5][5dhwm]*.csv
|
||||
do
|
||||
if [ -s "$f_histfile" ]
|
||||
then
|
||||
# check for already running jobs
|
||||
if [ -s "${f_histfile}.fetching" ] || [ -s "${f_histfile}.indicators-calculating" ]
|
||||
then
|
||||
g_echo_note "Fetching/Indicators-calculating active on ${f_histfile}"
|
||||
continue
|
||||
fi
|
||||
|
||||
# do the job
|
||||
printf "$0 %(%Y-%m-%d %H:%M:%S)T" >"${f_histfile}.indicators-calculating"
|
||||
get_indicators "${f_histfile}" ${f_last_intervals} && printf "$0 %(%Y-%m-%d %H:%M:%S)T\n" >>"$f_histfile.indicators-calculated"
|
||||
rm -f "${f_histfile}.indicators-calculating"
|
||||
|
||||
fi
|
||||
done
|
||||
done
|
||||
shopt -u nullglob
|
||||
|
||||
}
|
||||
|
||||
|
||||
function get_indicators {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
local f_histfile="$1"
|
||||
local f_last_intervals="$2"
|
||||
local f_fill_missing_ohlcv_intervals=$3
|
||||
local f_line
|
||||
|
||||
# check if the job is already done
|
||||
if [ $(wc -l <"${f_histfile}") -gt 801 ]
|
||||
then
|
||||
if ! tail +801 "${f_histfile}" | egrep -vq "^....-..-..*,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.\-]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.\-]+,[0-9\.\-]+,[0-9\.\-]+,[a-z]*,[0-9\.\-]+,[0-9\.\-]+"
|
||||
then
|
||||
g_echo_note "${f_histfile} seems to be indicator-complete"
|
||||
return 0
|
||||
fi
|
||||
fi
|
||||
|
||||
# history
|
||||
local f_columns="date,open,high,low,close,volume,change,ath,ema12,ema26,ema50,ema100,ema200,ema400,ema800,rsi5,rsi14,rsi21,macd,macd_ema9_signal,macd_histogram,macd_histogram_signal,macd_histogram_max,macd_histogram_strength"
|
||||
local f_emas="12 26 50 100 200 400 800"
|
||||
local f_rsis="5 14 21"
|
||||
local f_ema f_change f_changed f_line f_valid_data f_ath f_last_year
|
||||
local f_columns_space="${f_columns//,/ }"
|
||||
g_read_csv "${f_histfile}" "${f_last_intervals}" "$f_columns"
|
||||
for ((i=0; i<=${#g_csv_array[@]}-1; i++))
|
||||
do
|
||||
|
||||
if [ -z "${v_csv_array_associative[date_${i}]}" ] || [ -z "${v_csv_array_associative[open_${i}]}" ]
|
||||
then
|
||||
g_echo_note "No data $f_histfile:${v_csv_array_associative[date_${i}]}"
|
||||
return 0
|
||||
fi
|
||||
#g_echo_note "=== $0 for $f_histfile:${v_csv_array_associative[date_${i}]},$f_histfile:${v_csv_array_associative[close_${i}]}"
|
||||
|
||||
# get previous position
|
||||
p=$((i-1))
|
||||
|
||||
### check for unfilled fields
|
||||
f_change=""
|
||||
|
||||
# check olhc data
|
||||
if [ -z "${v_csv_array_associative[high_${i}]}" ] && [ -z "${v_csv_array_associative[low_${i}]}" ] && [ -z "${v_csv_array_associative[close_${i}]}" ]
|
||||
then
|
||||
g_echo_note "fixing OHLC Data"
|
||||
# open is close
|
||||
v_csv_array_associative[close_${i}]=${v_csv_array_associative[open_${i}]}
|
||||
# open is previous close
|
||||
[ -n "${v_csv_array_associative[close_${p}]}" ] && v_csv_array_associative[open_${i}]="${v_csv_array_associative[close_${p}]}"
|
||||
# calc high/low from open/close
|
||||
if g_num_is_higher_equal ${v_csv_array_associative[open_${i}]} ${v_csv_array_associative[close_${i}]}
|
||||
then
|
||||
v_csv_array_associative[high_${i}]=${v_csv_array_associative[open_${i}]}
|
||||
v_csv_array_associative[low_${i}]=${v_csv_array_associative[close_${i}]}
|
||||
else
|
||||
v_csv_array_associative[high_${i}]=${v_csv_array_associative[close_${i}]}
|
||||
v_csv_array_associative[low_${i}]=${v_csv_array_associative[open_${i}]}
|
||||
fi
|
||||
f_change=1
|
||||
fi
|
||||
|
||||
# check for missing percentage change
|
||||
if [ -z "${v_csv_array_associative[change_${i}]}" ]
|
||||
then
|
||||
# special for changes watched per year like CPI,...
|
||||
if [[ $f_histfile = "asset-histories/MARKETDATA_US_CONSUMER_PRICE_INDEX_CPI.history.1d.csv" ]] || \
|
||||
[[ $f_histfile = "asset-histories/MARKETDATA_US_UNEMPLOYMENT_RATE.history.1d.csv" ]]
|
||||
then
|
||||
if [ $i -ge 12 ]
|
||||
then
|
||||
f_last_year=$((i-12))
|
||||
g_percentage-diff ${v_csv_array_associative[open_${f_last_year}]} ${v_csv_array_associative[close_${i}]}
|
||||
v_csv_array_associative[year_change_${i}]=${g_percentage_diff_result}
|
||||
fi
|
||||
fi
|
||||
g_percentage-diff ${v_csv_array_associative[open_${i}]} ${v_csv_array_associative[close_${i}]} && f_change=1
|
||||
v_csv_array_associative[change_${i}]=${g_percentage_diff_result}
|
||||
fi
|
||||
|
||||
# ath (all-time-high) of present data
|
||||
if [ -z "${v_csv_array_associative[ath_${p}]}" ]
|
||||
then
|
||||
# define max for the first time
|
||||
v_csv_array_associative[ath_${i}]=${v_csv_array_associative[high_${i}]}
|
||||
else
|
||||
#echo "g_num_is_higher ${v_csv_array_associative[high_${i}]} ${v_csv_array_associative[ath_${p}]}"
|
||||
if g_num_is_higher ${v_csv_array_associative[high_${i}]} ${v_csv_array_associative[ath_${p}]}
|
||||
then
|
||||
v_csv_array_associative[ath_${i}]=${v_csv_array_associative[high_${i}]}
|
||||
else
|
||||
v_csv_array_associative[ath_${i}]=${v_csv_array_associative[ath_${p}]}
|
||||
fi
|
||||
fi
|
||||
|
||||
# check for missing EMAs
|
||||
for f_ema_column in $f_emas
|
||||
do
|
||||
# check for enough values/lines to calculate EMA if no previous EMA given
|
||||
if [ -z "${v_csv_array_associative[ema${f_ema_column}_${p}]}" ]
|
||||
then
|
||||
if ! [ $i -ge $f_ema_column ]
|
||||
then
|
||||
#echo "not enough lines $i -ge $f_ema_column"
|
||||
continue
|
||||
fi
|
||||
fi
|
||||
# calculate EMA
|
||||
if [ -z "${v_csv_array_associative[ema${f_ema_column}_${i}]}" ]
|
||||
then
|
||||
calc_ema ${f_ema_column} close && f_change=1
|
||||
fi
|
||||
done
|
||||
|
||||
# check for missing RSI
|
||||
for f_rsi_column in $f_rsis
|
||||
do
|
||||
# check for enough values/lines to calculate RSI
|
||||
[ $i -ge $f_rsi_column ] || continue
|
||||
# calculate RSI
|
||||
[ -z "${v_csv_array_associative[rsi${f_rsi_column}_${i}]}" ] && calc_rsi ${f_rsi_column} change && f_change=1
|
||||
done
|
||||
|
||||
# check for missing macd
|
||||
[ $i -ge 26 ] && [ -z "${v_csv_array_associative[macd_${i}]}" ] && calc_macd && f_change=1
|
||||
|
||||
# write to file if change is provided
|
||||
if [ -n "$f_change" ]
|
||||
then
|
||||
# find line by date
|
||||
f_line_date="${v_csv_array_associative[date_${i}]}"
|
||||
oldIFS=$IFS
|
||||
IFS=,
|
||||
f_line=""
|
||||
# build line
|
||||
for f_column in $f_columns
|
||||
do
|
||||
# special for changes watched per year like CPI,...
|
||||
if [[ $f_column = change ]]
|
||||
then
|
||||
[ -n "${v_csv_array_associative[year_change_${i}]}" ] && v_csv_array_associative[change_${i}]=${v_csv_array_associative[year_change_${i}]}
|
||||
fi
|
||||
if [ -z "$f_line" ]
|
||||
then
|
||||
f_line="${v_csv_array_associative[${f_column}_${i}]}"
|
||||
else
|
||||
f_line="$f_line,${v_csv_array_associative[${f_column}_${i}]}"
|
||||
fi
|
||||
done
|
||||
g_echo_note "Changing values with date ${v_csv_array_associative[date_${i}]} in \"${f_histfile}\""
|
||||
# replace line by date
|
||||
sed -i "s/$f_line_date,.*/$f_line/" "$f_histfile"
|
||||
IFS=$oldIFS
|
||||
fi
|
||||
|
||||
done
|
||||
|
||||
# cleanup large arrays
|
||||
unset v vr v_csv_array_associative v_csv_array_associative_reverse
|
||||
}
|
||||
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_justtrade_csv_transactions {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
210
dabo/functions/get_levels.sh
Normal file
210
dabo/functions/get_levels.sh
Normal file
@@ -0,0 +1,210 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
|
||||
function get_levels_all {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
local f_levelsfile f_level f_symbol f_symbol_in_array t_timeframe f_lines $f_relevant_lines
|
||||
|
||||
get_symbols_ticker
|
||||
for f_symbol in "${f_symbols_array_trade[@]}"
|
||||
do
|
||||
f_symbol=${f_symbol%%:*}
|
||||
f_symbol=${f_symbol//\/}
|
||||
|
||||
# get current price to reduce the range, save cpu-power and time
|
||||
f_symbol_in_array=${f_symbol/ /}
|
||||
f_price=${f_tickers_array[$f_symbol_in_array]}
|
||||
|
||||
for f_timeframe in 1w 1d #4h 1h 15m
|
||||
do
|
||||
|
||||
f_levelsfile="asset-histories/${f_symbol}.history.$f_timeframe.csv"
|
||||
printf '%(%Y-%m-%d %H:%M:%S)T' >"${f_levelsfile}.levels-calculating"
|
||||
g_echo_note "Estimating relevant levels of $f_levelsfile"
|
||||
|
||||
if get_levels "$f_levelsfile"
|
||||
then
|
||||
printf '%(%Y-%m-%d %H:%M:%S)T' >"${f_levelsfile}.levels-calculated"
|
||||
else
|
||||
continue
|
||||
fi
|
||||
|
||||
echo "${f_levels[@]}" >"${f_levelsfile}.levels.new"
|
||||
mv "${f_levelsfile}.levels.new" "${f_levelsfile}.levels"
|
||||
|
||||
echo "${f_zones[@]}" >"${f_levelsfile}.zones.new"
|
||||
mv "${f_levelsfile}.zones.new" "${f_levelsfile}.zones"
|
||||
|
||||
done
|
||||
|
||||
done
|
||||
}
|
||||
|
||||
|
||||
|
||||
function get_levels {
|
||||
|
||||
# estimates the relevant levels from price list from array f_prices and put then in array f_levels
|
||||
# needs levels csv file with prices in ohlcv
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
# reset old levels var
|
||||
unset f_levels
|
||||
unset f_zones
|
||||
|
||||
local f_levelsfile=$1
|
||||
if ! [ -s "$f_levelsfile" ]
|
||||
then
|
||||
g_echo_warn "file $f_levelsfile does not exist or is empty"
|
||||
return 1
|
||||
fi
|
||||
|
||||
# get number of lines in file and use only half of these numbers as relevant price lines to speed up things - later nearest numbers to the current price
|
||||
f_lines=$(wc -l "${f_levelsfile}" | cut -d" " -f1)
|
||||
f_relevant_lines=$(( $f_lines * 4 / 5 ))
|
||||
[ $f_relevant_lines -gt 1000 ] && f_relevant_lines=1000
|
||||
|
||||
# read high, low and close, sort and use only relevant lines (near current price)
|
||||
mapfile -t f_prices < <((cut -d, -f2,3,4,5 "$f_levelsfile" ; echo $f_price) | sed 's/,/\n/g' | sort -rnu | grep -C $f_relevant_lines "^${f_price}$")
|
||||
|
||||
# if there is not enough or no price data
|
||||
if [ -z "${f_prices[100]}" ]
|
||||
then
|
||||
g_echo_note "not enough or no price data"
|
||||
return 1
|
||||
fi
|
||||
|
||||
local f_min_occurrences i j f_level f_level_count f_level_prices f_level_first_price f_baseprice f_threshold_test
|
||||
|
||||
# # some key points
|
||||
local f_lowest_price=${f_prices[-1]}
|
||||
local f_highest_price=${f_prices[1]}
|
||||
local f_number_of_prices=${#f_prices[@]}
|
||||
# calc percentual price range
|
||||
g_percentage-diff $f_highest_price $f_lowest_price
|
||||
|
||||
# calc threshold (avarage of percentual price difference)
|
||||
local f_price_range_percentage=${g_percentage_diff_result//-/}
|
||||
# g_calc "$f_price_range_percentage / $f_number_of_prices * 0.07" || return 1
|
||||
# local f_threshold=$g_calc_result
|
||||
# # calc threshold in range (1/100 of percentual range)
|
||||
# g_calc "$f_threshold * 11 " || return 1
|
||||
# local f_threshold_in_range=$g_calc_result
|
||||
|
||||
# how much occurencies / same prices have so show up for a defined level
|
||||
local f_min_occurrences=7
|
||||
if [[ $f_levelsfile =~ \.1w\. ]]
|
||||
then
|
||||
g_calc "$f_price_range_percentage / $f_number_of_prices * 0.07" || return 1
|
||||
local f_threshold=$g_calc_result
|
||||
g_calc "$f_threshold * 11 " || return 1
|
||||
local f_threshold_in_range=$g_calc_result
|
||||
#f_threshold="0.0018"
|
||||
#f_threshold_in_range="0.18"
|
||||
f_min_occurrences=1
|
||||
fi
|
||||
if [[ $f_levelsfile =~ \.1d\. ]]
|
||||
then
|
||||
g_calc "$f_price_range_percentage / $f_number_of_prices * 0.33" || return 1
|
||||
local f_threshold=$g_calc_result
|
||||
g_calc "$f_threshold * 11 " || return 1
|
||||
local f_threshold_in_range=$g_calc_result
|
||||
#f_threshold="0.009"
|
||||
#f_threshold_in_range="0.09"
|
||||
f_min_occurrences=7
|
||||
fi
|
||||
if [[ $f_levelsfile =~ \.1h\.|\.4h\. ]]
|
||||
then
|
||||
#f_threshold="0.03"
|
||||
#f_threshold_in_range="0.04"
|
||||
f_min_occurrences=9
|
||||
fi
|
||||
if [[ $f_levelsfile =~ \.15m\.|\.5m\. ]]
|
||||
then
|
||||
#f_threshold="0.01"
|
||||
#f_threshold_in_range="0.03"
|
||||
f_min_occurrences=11
|
||||
fi
|
||||
|
||||
echo "f_threshold_in_range $f_threshold_in_range - f_threshold $f_threshold - f_price_range_percentage $f_price_range_percentage - f_min_occurrences $f_min_occurrences - f_number_of_prices $f_number_of_prices"
|
||||
|
||||
# Loop through the f_prices and compare each number with the next
|
||||
for ((i=0; i<${#f_prices[@]}-1; i++))
|
||||
do
|
||||
#echo "$i of ${#f_prices[@]}"
|
||||
|
||||
# pair this and next element
|
||||
j=$((i+1))
|
||||
|
||||
f_threshold_test=$f_threshold
|
||||
f_baseprice=${f_prices[i]}
|
||||
# if we are in a level use current avarage price of level
|
||||
if [ -n "$f_level_count" ]
|
||||
then
|
||||
#g_calc "($f_level_prices)/$f_level_count"
|
||||
#f_baseprice=$g_calc_result
|
||||
f_baseprice=$f_level_first_price
|
||||
f_threshold_test=$f_threshold_in_range
|
||||
fi
|
||||
|
||||
# pair similiar?
|
||||
if g_num_is_approx ${f_prices[j]} $f_baseprice $f_threshold_test $f_threshold_test
|
||||
then
|
||||
# first number of similars?
|
||||
if [ -z "$f_level_count" ]
|
||||
then
|
||||
# new level
|
||||
unset f_zone
|
||||
f_level_count=2
|
||||
f_level_prices="${f_prices[i]}+${f_prices[j]}"
|
||||
f_level_first_price=${f_prices[i]}
|
||||
f_zone+=("${f_prices[i]}")
|
||||
f_zone+=("${f_prices[j]}")
|
||||
else
|
||||
# add values to level
|
||||
f_level_count=$((f_level_count+1))
|
||||
f_level_prices="$f_level_prices+${f_prices[j]}"
|
||||
f_zone+=("${f_prices[j]}")
|
||||
fi
|
||||
#echo "level ($f_level_count): $f_level_prices"
|
||||
else
|
||||
if [ -n "$f_level_count" ]
|
||||
then
|
||||
# end of level
|
||||
#if [ "$f_level_count" -ge "$f_min_occurrences" ]
|
||||
if g_num_is_higher_equal $f_level_count $f_min_occurrences
|
||||
then
|
||||
g_median ${f_zone[@]}
|
||||
f_levels+=("$g_median_result")
|
||||
f_zones+=("${f_zone[0]},${f_zone[-1]},$f_level_count")
|
||||
g_echo_note "adding significant zone at level $g_median_result after reaching $f_level_count times - Zone: ${f_zone[0]} - ${f_zone[-1]}"
|
||||
|
||||
fi
|
||||
f_level_prices=""
|
||||
f_level_count=""
|
||||
f_level_first_price=""
|
||||
fi
|
||||
fi
|
||||
done
|
||||
|
||||
}
|
||||
@@ -1,123 +0,0 @@
|
||||
function get_macd_indicator {
|
||||
|
||||
#g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
# get histfile
|
||||
local f_hist_file="$1"
|
||||
|
||||
# define or clean gloval macdvars
|
||||
f_macd_ema12=""
|
||||
f_macd_ema26=""
|
||||
f_macd=""
|
||||
f_macd_ema9_signal=""
|
||||
f_macd_signal=""
|
||||
|
||||
if ! [ -s "$f_hist_file" ]
|
||||
then
|
||||
g_echo_warn "${FUNCNAME} $@: Histfile $f_hist_file does not exist or is empty"
|
||||
return 1
|
||||
fi
|
||||
|
||||
# read last two lines
|
||||
local f_lastline=$(tail -n1 "$f_hist_file" | grep ^2)
|
||||
|
||||
# force min 15min 2 last lines
|
||||
local f_second_lastline=$(tail -n2 "$f_hist_file" | head -n1 | grep ^2)
|
||||
|
||||
# Try to get current MACD values
|
||||
local f_macd_lastprice=$(echo "$f_lastline" | cut -d, -f2)
|
||||
f_macd_ema12=$(echo "$f_lastline" | cut -d, -f4)
|
||||
f_macd_ema26=$(echo "$f_lastline" | cut -d, -f5)
|
||||
f_macd=$(echo "$f_lastline" | cut -d, -f6)
|
||||
f_macd_ema9_signal=$(echo "$f_lastline" | cut -d, -f7)
|
||||
|
||||
# if data is complete
|
||||
if [ -n "${f_macd_ema12}" ] && [ -n "${f_macd_ema26}" ] && [ -n "${f_macd}" ] && [ -n "${f_macd_ema9_signal}" ]
|
||||
then
|
||||
g_echo_note "${FUNCNAME} $@: Looks like current MACD was already calculated"
|
||||
return 1
|
||||
fi
|
||||
|
||||
# Try to get last MACD values
|
||||
f_macd_last_ema12=$(echo "$f_second_lastline" | cut -d, -f4)
|
||||
f_macd_last_ema26=$(echo "$f_second_lastline" | cut -d, -f5)
|
||||
f_macd_last=$(echo "$f_second_lastline" | cut -d, -f6)
|
||||
f_macd_last_ema9_signal=$(echo "$f_second_lastline" | cut -d, -f7)
|
||||
f_macd_last_histogram=$(echo "$f_second_lastline" | cut -d, -f8)
|
||||
|
||||
# calc EMA12
|
||||
get_ema "${f_hist_file}" 2 12 "${f_macd_last_ema12}" "${f_macd_lastprice}"
|
||||
if [ -z "${f_ema}" ]
|
||||
then
|
||||
g_echo_note "${FUNCNAME} $@: Not enough data for calculating EMA12 - waiting for more values"
|
||||
echo -n ",,,,,," >>"${f_hist_file}"
|
||||
return 0
|
||||
fi
|
||||
f_macd_ema12=${f_ema}
|
||||
echo -n ",${f_macd_ema12}" >>"${f_hist_file}"
|
||||
|
||||
# calc EMA26
|
||||
if [ -z "${f_macd_last_ema12}" ]
|
||||
then
|
||||
echo -n ",,,,," >>"${f_hist_file}"
|
||||
return 0
|
||||
fi
|
||||
get_ema "${f_hist_file}" 2 26 "${f_macd_last_ema26}" "${f_macd_lastprice}"
|
||||
if [ -z "${f_ema}" ]
|
||||
then
|
||||
g_echo_note "${FUNCNAME} $@: Not enough data for calculating EMA26 - waiting for more values"
|
||||
echo -n ",,,,," >>"${f_hist_file}"
|
||||
return 0
|
||||
fi
|
||||
f_macd_ema26=${f_ema}
|
||||
echo -n ",${f_macd_ema26}" >>"${f_hist_file}"
|
||||
|
||||
# calc MACD
|
||||
if [ -z "${f_macd_ema26}" ]
|
||||
then
|
||||
echo -n ",,,," >>"${f_hist_file}"
|
||||
return 0
|
||||
fi
|
||||
#[ -z "${f_macd_ema12}" ] && return 0
|
||||
f_macd=$(echo "scale=8; ${f_macd_ema12}-${f_macd_ema26}" | bc | sed 's/^\./0./; s/^-\./-0./')
|
||||
echo -n ",${f_macd}" >>"${f_hist_file}"
|
||||
|
||||
# calc MACD Signal
|
||||
if [ -z "${f_macd}" ]
|
||||
then
|
||||
echo -n ",,," >>"${f_hist_file}"
|
||||
return 0
|
||||
fi
|
||||
get_ema "${f_hist_file}" 6 9 "${f_macd_last_ema9_signal}" "${f_macd}"
|
||||
if [ -z "${f_ema}" ]
|
||||
then
|
||||
g_echo_note "${FUNCNAME} $@: Not enough data for calculating EMA9 Signal - waiting for more values"
|
||||
echo -n ",,," >>"${f_hist_file}"
|
||||
return 0
|
||||
fi
|
||||
f_macd_ema9_signal=${f_ema}
|
||||
echo -n ",${f_macd_ema9_signal}" >>"${f_hist_file}"
|
||||
|
||||
# calc MACD Histogram
|
||||
f_macd_histogram=$(echo "scale=10; ${f_macd}-(${f_macd_ema9_signal})" | bc | sed 's/^\./0./; s/^-\./-0./')
|
||||
echo -n ",${f_macd_histogram}" >>"${f_hist_file}"
|
||||
|
||||
# check for MACD buy or sell signal
|
||||
echo ${f_macd_histogram} | grep -q "^-" && echo ${f_macd_last_histogram} | grep -q "^[0-9]" && f_macd_signal="sell"
|
||||
echo ${f_macd_histogram} | grep -q "^[0-9]" && echo ${f_macd_last_histogram} | grep -q "^-" && f_macd_signal="buy"
|
||||
|
||||
# calculate MACD Histogram relation
|
||||
if [ $(tail -n36 "${f_hist_file}" | wc -l) -ge 35 ]
|
||||
then
|
||||
local f_macd_histogram_max=$(tail -n350 "${f_hist_file}" | cut -d"," -f8 | egrep "^[0-9]|^-[0-9]" | sed 's/^-//' | sort -n | tail -n1)
|
||||
g_percentage-diff ${f_macd_histogram_max} ${f_macd_histogram}
|
||||
#local f_macd_histogram_relation=$(echo "100+$(g_percentage-diff ${f_macd_histogram_max} ${f_macd_histogram})" | bc | sed 's/^\./0./; s/^-\./-0./' | cut -d\. -f1)
|
||||
g_calc "100+${g_percentage_diff_result}"
|
||||
local f_macd_histogram_relation=${g_calc_result}
|
||||
fi
|
||||
|
||||
echo -n ",${f_macd_histogram_relation}|${f_macd_signal}" >>"${f_hist_file}"
|
||||
|
||||
|
||||
|
||||
}
|
||||
|
||||
@@ -1,100 +1,162 @@
|
||||
function get_marketdata {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
get_marketdata_from_url YM=F DOW-JONES-INDEX
|
||||
get_marketdata_from_url ES=F SP500-INDEX
|
||||
get_marketdata_from_url NQ=F NASDAQ-INDEX
|
||||
get_marketdata_from_url MFS=F MSCI-EAFE-INDEX
|
||||
get_marketdata_from_url ZB=F 10-YEAR-TREASURY-YIELD-INDEX
|
||||
get_marketdata_from_url MCL=F OIL-INVERTED-INDEX
|
||||
get_marketdata_from_url GC=F GOLD-INDEX
|
||||
get_marketdata_from_url IWDA.AS MSCI-WORLD-INDEX
|
||||
get_marketdata_from_url IEO OIL-GAS-INVERTED-INDEX
|
||||
get_marketdata_from_url KRE KRE-BANKING-INDEX
|
||||
get_marketdata_from_url DX=F DXY-INVERTED-INDEX
|
||||
get_marketdata_from_url EURUSD=X EURUSD
|
||||
get_marketdata_from_url https://www.investing.com/economic-calendar/unemployment-rate-300/ US-UNEMPLOYMENT-INDEX
|
||||
get_marketdata_from_url https://www.investing.com/economic-calendar/cpi-733 US-CONSUMER-PRICE-INDEX
|
||||
get_marketdata_from_url https://www.investing.com/indices/fed-funds-composite-interest-rate-opinion US-FED-FEDERAL-FUNDS-RATE-INVERTED-INDEX
|
||||
get_marketdata_from_url '"https://fapi.binance.com/futures/data/globalLongShortAccountRatio?symbol=BTCUSDT&period=5m" | jq -r .[].longShortRatio | tail -n1' BINANCE-BTC-GlobalLongShortAccountRatio
|
||||
get_marketdata_from_url '"https://fapi.binance.com/futures/data/takerlongshortRatio?symbol=BTCUSDT&period=5m" | jq -r .[].buySellRatio | tail -n1' BINANCE-BTC-TakerLongShortRatio
|
||||
get_marketdata_from_url '"https://fapi.binance.com/futures/data/openInterestHist?symbol=BTCUSDT&period=5m" | jq -r .[].sumOpenInterest | tail -n1' BINANCE-BTC-OpenInterest
|
||||
get_marketdata_from_url '"https://api.alternative.me/fng/?limit=1&format=json" | jq -r .data[].value' CRYPTO_FEAR_AND_GREED-INDEX
|
||||
# clear old stuff
|
||||
find asset-histories/*INDEX* -type f -mtime +6 -delete
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
function get_marketdata_all {
|
||||
local f_interval=$1
|
||||
|
||||
# daily garketdata jobs
|
||||
if [[ $f_interval = 1d ]]
|
||||
then
|
||||
# FEAR_AND_GREED_ALTERNATIVEME
|
||||
get_marketdata FEAR_AND_GREED_ALTERNATIVEME 'https://api.alternative.me/fng/?limit=0&format=json' '.data[] | (.timestamp | tonumber | strftime("%Y-%m-%d")) + "," + .value + ",,,,0"' "" 1d
|
||||
|
||||
# FEAR AND GREED COINMARKETCAP
|
||||
get_marketdata FEAR_AND_GREED_COINMARKETCAP "https://api.coinmarketcap.com/data-api/v3/fear-greed/chart?start=1&end=$(date +%s)" '.data.dataList[] | (.timestamp | tonumber | strftime("%Y-%m-%d")) + "," + (.score|tostring) + ",,,,0"'
|
||||
|
||||
# FEAR_AND_GREED_CNN
|
||||
get_marketdata FEAR_AND_GREED_CNN 'https://production.dataviz.cnn.io/index/fearandgreed/graphdata' '.fear_and_greed_historical.data[] | (.x/1000 | strftime("%Y-%m-%d")) + "," + (.y|tostring) + ",,,,0"' "" 1d
|
||||
|
||||
# Altcoin-Saison-Index COINMARKETCAP Top 100 Altcoins
|
||||
get_marketdata ALTCOIN_SEASON_INDEX_COINMARKETCAP "https://api.coinmarketcap.com/data-api/v3/altcoin-season/chart?start=1&end=$(date +%s)" '.data.points[:-1][] | (.timestamp | tonumber | strftime("%Y-%m-%d")) + "," + (.altcoinIndex|tostring) + ",,,,0"' "" 1d
|
||||
|
||||
# monthly US consumer price index CPI data
|
||||
get_marketdata US_CONSUMER_PRICE_INDEX_CPI "https://api.bls.gov/publicAPI/v2/timeseries/data/CUUR0000SA0?startyear=$(date -d 'now -8 years' '+%Y')&endyear=$(date '+%Y')" '.Results.series[0].data[] | .year + "-" + (.period | gsub("M"; "")) + "-01," + .value + ",,,,0"' "" 1d
|
||||
|
||||
# monthly US unemployment rate
|
||||
get_marketdata US_UNEMPLOYMENT_RATE "https://api.bls.gov/publicAPI/v2/timeseries/data/LNU03000000?startyear=$(date -d 'now -8 years' '+%Y')&endyear=$(date '+%Y')" '.Results.series[0].data[] | .year + "-" + (.period | gsub("M"; "")) + "-01," + .value + ",,,,0"' "" 1d
|
||||
|
||||
# US FED funds rate
|
||||
get_marketdata US_FED_FUNDS_RATE 'https://fred.stlouisfed.org/graph/fredgraph.csv?id=DFF' "" "" 1d
|
||||
|
||||
fi
|
||||
|
||||
# Binance Long Short Ration Account / Taker and Open Interest per symbol
|
||||
get_symbols_ticker
|
||||
local f_symbol f_asset f_time
|
||||
for f_symbol in BTC/$CURRENCY "${f_symbols_array_trade[@]}"
|
||||
do
|
||||
f_asset=${f_symbol//:$CURRENCY/}
|
||||
f_asset=${f_asset//\//}
|
||||
|
||||
# week not available
|
||||
[[ $f_interval = 1w ]] && continue
|
||||
|
||||
f_time='%Y-%m-%d %H:%M:00'
|
||||
[[ $f_interval = 1d ]] && f_time='%Y-%m-%d'
|
||||
|
||||
# BINANCE_LONG_SHORT_RATIO_ACCOUNT per symbol
|
||||
get_marketdata BINANCE_LONG_SHORT_RATIO_ACCOUNT_$f_asset "https://fapi.binance.com/futures/data/globalLongShortAccountRatio?symbol=${f_asset}&limit=500&period=${f_interval}" ".[] | (.timestamp/1000 | strftime(\"${f_time}\")) + \",\" + .longShortRatio + \",,,,0\"" "" ${f_interval}
|
||||
|
||||
# BINANCE_LONG_SHORT_RATIO_Taker per symbol
|
||||
get_marketdata BINANCE_LONG_SHORT_RATIO_TAKER_$f_asset "https://fapi.binance.com/futures/data/takerlongshortRatio?symbol=${f_asset}&limit=500&period=${f_interval}" ".[] | (.timestamp/1000 | strftime(\"${f_time}\")) + \",\" + .buySellRatio + \",,,,0\"" "" ${f_interval}
|
||||
|
||||
# BINANCE_OPEN_INTEREST per symbol
|
||||
get_marketdata BINANCE_OPEN_INTEREST_$f_asset "https://fapi.binance.com/futures/data/openInterestHist?symbol=${f_asset}&limit=500&period=${f_interval}" ".[] | (.timestamp/1000 | strftime(\"${f_time}\")) + \",\" + .sumOpenInterest + \",,,,0\"" "" ${f_interval}
|
||||
|
||||
done
|
||||
}
|
||||
|
||||
function get_marketdata_from_url {
|
||||
|
||||
function get_marketdata {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_name=$1
|
||||
local f_wget=$2
|
||||
local f_jq=$3
|
||||
local f_other=$4
|
||||
local f_timeframe=$5
|
||||
[ -z "$f_timeframe" ] && f_timeframe=1d
|
||||
local f_histfile="asset-histories/MARKETDATA_${f_name}.history.${f_timeframe}.csv"
|
||||
local f_dataline f_failed
|
||||
|
||||
local f_url="$1"
|
||||
local f_name="$2"
|
||||
|
||||
## get data for analysis
|
||||
if find asset-histories/${f_name}.history.csv -mmin -${INTERVAL_MIN} 2>/dev/null | grep -q "asset-histories/${f_name}.history.csv"
|
||||
# download
|
||||
g_wget -O "${f_histfile}.wget.tmp" $f_wget 2>"${f_histfile}.err.tmp" || f_failed=wget
|
||||
[ -s "${f_histfile}.wget.tmp" ] || f_failed=wget
|
||||
if [ -n "$f_failed" ]
|
||||
then
|
||||
g_echo_note "asset-histories/${f_name}.history.csv already downloaded in the last ${INTERVAL_MIN} minutes"
|
||||
f_get_marketdata_price=$(cat MARKET_DATA_CMD_OUT-${f_name})
|
||||
return 0
|
||||
echo "g_wget -O \"${f_histfile}.wget.tmp\" $f_wget 2>\"${f_histfile}.err\"" >"${f_histfile}.err"
|
||||
fi
|
||||
|
||||
# check source platform for parsing parameters, prepare and run wget command
|
||||
>MARKET_DATA_CMD
|
||||
if echo "${f_url}" | grep -q "boerse.de"
|
||||
# jd
|
||||
if [ -z "$f_failed" ] && [ -n "$f_jq" ]
|
||||
then
|
||||
echo "wget ${g_wget_opts} -q -O - ${f_url} | egrep 'itemprop=\"price\" content=\"[0-9]+\.[0-9]+\"' | sed s'#\"#\n#g' | egrep '^[0-9]+\.[0-9]+'" >MARKET_DATA_CMD
|
||||
elif echo "${f_url}" | egrep -q "investing.com.+economic-calendar"
|
||||
then
|
||||
echo "wget ${g_wget_opts} -q -O - ${f_url} | egrep 'Actual.+Forecast.+Previous' | cut -d'>' -f7,11 | cut -d'<' -f1,2 | sed 's#,##g' | sed 's/\%//g' | sed 's#</div>#,#' | grep '[0-9]' | cut -d, -f1" >MARKET_DATA_CMD
|
||||
elif echo "${f_url}" | egrep -q "investing.com.+indices"
|
||||
then
|
||||
echo "wget ${g_wget_opts} -q -O - ${f_url} | sed 's#</div>#\n#g' | grep 'text-5xl.*font-bold.*md:text-' | sed 's#^.*>##; s#,##g' | grep '[0-9]'" >MARKET_DATA_CMD
|
||||
elif echo "${f_url}" | egrep -q '^"https://'
|
||||
then
|
||||
echo "wget -q -O - ${g_wget_opts} ${f_url}" >MARKET_DATA_CMD
|
||||
else
|
||||
# default to Yahoo Finace Symbols via API
|
||||
echo "wget ${g_wget_opts} -q -O - https://query1.finance.yahoo.com/v8/finance/chart/${f_url} | jq -r '.[].result[].meta.regularMarketPrice'" >MARKET_DATA_CMD
|
||||
get_marketdata_yahoo_historic "$f_url" "$f_name"
|
||||
fi
|
||||
|
||||
g_runcmd g_retrycmd sh MARKET_DATA_CMD >MARKET_DATA_CMD_OUT-${f_name}.tmp 2>MARKET_DATA_CMD_OUT-${f_name}.tmp.err
|
||||
|
||||
# check output
|
||||
local f_get_marketdata_price_tmp=$(cat MARKET_DATA_CMD_OUT-${f_name}.tmp)
|
||||
if g_num_valid_number ${f_get_marketdata_price_tmp}
|
||||
then
|
||||
if egrep -q "^0\.00" MARKET_DATA_CMD_OUT-${f_name}.tmp
|
||||
if ! jq -r "$f_jq" "${f_histfile}.wget.tmp" >"${f_histfile}.tmp" 2>"${f_histfile}.err.tmp"
|
||||
then
|
||||
g_echo_note "Ignoring ${f_name} $(tail -n 10 MARKET_DATA_CMD_OUT-${f_name}.tmp) - maybe out of business day"
|
||||
echo jq -r "$f_jq" "${f_histfile}.wget.tmp" >"${f_histfile}.err"
|
||||
f_failed=jq
|
||||
else
|
||||
g_echo_note "${f_name}: ${f_get_marketdata_price_tmp}"
|
||||
mv MARKET_DATA_CMD_OUT-${f_name}.tmp MARKET_DATA_CMD_OUT-${f_name}
|
||||
mv "${f_histfile}.tmp" "${f_histfile}.wget.tmp"
|
||||
fi
|
||||
fi
|
||||
|
||||
# other/additional processing
|
||||
if [ -z "$f_failed" ] && [ -n "$f_other" ]
|
||||
then
|
||||
if ! cat "${f_histfile}.wget.tmp" | eval $f_other
|
||||
then
|
||||
echo "cat \"${f_histfile}.wget.tmp\" | $f_other" >"${f_histfile}.err"
|
||||
f_failed=other
|
||||
fi
|
||||
else
|
||||
g_echo_warn "MARKET_DATA_CMD_OUT-${f_name}.tmp has wrong Syntax. - Not updating ${f_name} Index.
|
||||
|
||||
CMD:
|
||||
$(tail -n 10 MARKET_DATA_CMD)
|
||||
|
||||
Output:
|
||||
$(tail -n 10 MARKET_DATA_CMD_OUT-${f_name}.tmp | cat -t)
|
||||
|
||||
Error:
|
||||
$(tail -n 10 MARKET_DATA_CMD_OUT-${f_name}.tmp.err | cat -t)"
|
||||
mv "${f_histfile}.wget.tmp" "${f_histfile}.tmp"
|
||||
fi
|
||||
if ! [ -e "MARKET_DATA_CMD_OUT-${f_name}" ]
|
||||
|
||||
|
||||
# cleanup
|
||||
rm -f "${f_histfile}.wget.tmp" "${f_histfile}.err.tmp"
|
||||
|
||||
# error if no csvfile available
|
||||
if [ -n "$f_failed" ] || ! [ -s "${f_histfile}.tmp" ]
|
||||
then
|
||||
local f_old_value=$(tail -n 1 asset-histories/${f_name}.history.csv | cut -d, -f2)
|
||||
if echo ${f_old_value} | egrep -q "^[0-9]*\.[0-9]+"
|
||||
cat "${f_histfile}.err.tmp" >>"${f_histfile}.err"
|
||||
cat "${f_histfile}.wget.tmp" >>"${f_histfile}.err"
|
||||
cat "${f_histfile}.err" 1>&2
|
||||
mkdir -p FAILED_MARKETDATA
|
||||
mv "${f_histfile}.err" "FAILED_MARKETDATA/MARKETDATA-${f_name}" 2>/dev/null
|
||||
return 1
|
||||
fi
|
||||
|
||||
# on first download
|
||||
if ! [ -s "${f_histfile}" ]
|
||||
then
|
||||
grep ^[2-9] "${f_histfile}.tmp" | sort -k1,1 -t, -u >"${f_histfile}"
|
||||
else
|
||||
# merge data
|
||||
egrep -h ^[0-9][0-9][0-9][0-9]-[0-9][0-9] "${f_histfile}" "${f_histfile}.tmp" | sort -k1,1 -t, -u >"${g_tmp}/${FUNCNAME}.tmp"
|
||||
|
||||
# if there is new dataline add it
|
||||
if ! cmp -s "${g_tmp}/${FUNCNAME}.tmp" "${f_histfile}"
|
||||
then
|
||||
echo ${f_old_value} >MARKET_DATA_CMD_OUT-${f_name}
|
||||
else
|
||||
echo 0 >MARKET_DATA_CMD_OUT-${f_name}
|
||||
cat "${g_tmp}/${FUNCNAME}.tmp" >"${f_histfile}"
|
||||
fi
|
||||
fi
|
||||
f_get_marketdata_price=$(cat MARKET_DATA_CMD_OUT-${f_name})
|
||||
echo "${f_timestamp},${f_get_marketdata_price}" >>asset-histories/${f_name}.history.csv
|
||||
rm "${f_histfile}.tmp"
|
||||
|
||||
# calc indicators and if 1d then generate 1w histfile
|
||||
if [[ $f_interval = 1d ]]
|
||||
then
|
||||
get_indicators "${f_histfile}" 51
|
||||
convert_ohlcv_1d_to_1w "${f_histfile}" "${f_histfile/.1d./.1w.}"
|
||||
get_indicators "${f_histfile/.1d./.1w.}" 51
|
||||
else
|
||||
get_indicators "${f_histfile}" 51
|
||||
fi
|
||||
}
|
||||
|
||||
|
||||
167
dabo/functions/get_marketdata_coinmarketcap.sh
Normal file
167
dabo/functions/get_marketdata_coinmarketcap.sh
Normal file
@@ -0,0 +1,167 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_marketdata_coinmarketcap {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
local f_item="$1"
|
||||
local f_name="$2"
|
||||
local f_timeframe="$3"
|
||||
|
||||
local f_targetcsvtmp="${g_tmp}/${f_name}.history-coinmarketcap.csv"
|
||||
local f_targetjsontmp="${g_tmp}/${f_name}.history-coinmarketcap.json"
|
||||
rm -f "$f_targetcsvtmp" "$f_targetjsontmp"
|
||||
|
||||
[ -z "$f_timeframe" ] && f_timeframe="1d"
|
||||
local f_targetcsv="asset-histories/${f_name}.history-coinmarketcap.${f_timeframe}.csv"
|
||||
[ "$f_timeframe" = "1w" ] && f_timeframe="7d"
|
||||
f_histfile_coinmarketcap="$f_targetcsv"
|
||||
|
||||
# use EUR EURC stable coin fo EUR
|
||||
f_item=${f_item//EUR-/EURC-}
|
||||
|
||||
# renamed cryptos
|
||||
f_item=${f_item//RNDR-/RENDER-}
|
||||
|
||||
# remove -
|
||||
f_item=${f_item//-//}
|
||||
|
||||
# USDT to USD
|
||||
f_item=${f_item//USDT/USD}
|
||||
# BUSD to USD
|
||||
f_item=${f_item//BUSD/USD}
|
||||
|
||||
|
||||
if ! [[ $f_item =~ /USD ]]
|
||||
then
|
||||
g_echo_error "${FUNCNAME} $@: Only USD supported"
|
||||
return 1
|
||||
fi
|
||||
|
||||
# transform CCXT symbols to CoinmarketCap IDs
|
||||
if [[ $f_item =~ / ]]
|
||||
then
|
||||
# remove /*
|
||||
f_item=${f_item///*/}
|
||||
fi
|
||||
|
||||
local f_id
|
||||
# get id -> If multiple take the one with the largest marketcap
|
||||
f_id=$(egrep "^${f_item},[1-9]" COINMARKETCAPIDS COINMARKETCAPIDS.tmp 2>/dev/null | sort -n -t, -k4 | tail -n1 | cut -d, -f2)
|
||||
[[ $f_item = EURC ]] && f_id=20641
|
||||
if [ -z "$f_id" ]
|
||||
then
|
||||
g_echo_error "${FUNCNAME} $@: No CoinMarketCap ID for $f_item"
|
||||
return 1
|
||||
fi
|
||||
|
||||
# end if already failed the last 5 minutes
|
||||
if [ -f "FAILED_COINMARKETCAP/${f_name}_HISTORIC_DOWNLOAD" ]
|
||||
then
|
||||
find "FAILED_COINMARKETCAP/${f_name}_HISTORIC_DOWNLOAD" -mmin +5 -delete
|
||||
if [ -f "FAILED_COINMARKETCAP/${f_name}_HISTORIC_DOWNLOAD" ]
|
||||
then
|
||||
return 1
|
||||
fi
|
||||
fi
|
||||
|
||||
# end if already exists and modified under given time
|
||||
if [ -s "${f_targetcsv}" ] && find "${f_targetcsv}" -mmin -2 | grep -q "${f_targetcsv}"
|
||||
then
|
||||
return 0
|
||||
fi
|
||||
|
||||
# cleanup
|
||||
rm -f "$f_targetcsvtmp" "${f_targetcsvtmp}".err ${f_targetjsontmp} "${f_targetjsontmp}".err
|
||||
|
||||
if [ "$f_timeframe" = "1d" ] || [ "$f_timeframe" = "7d" ]
|
||||
then
|
||||
# Download data from coinmarketcap
|
||||
g_wget -O "${f_targetjsontmp}" "https://api.coinmarketcap.com/data-api/v3.1/cryptocurrency/historical?id=${f_id}&interval=${f_timeframe}" 2>"${f_targetjsontmp}".err
|
||||
jq -r '.data.quotes[] | .quote.timestamp[0:10] + "," + (.quote.open|tostring) + "," + (.quote.high|tostring) + "," + (.quote.low|tostring) + "," + (.quote.close|tostring) + "," + (.quote.volume|tostring)' "${f_targetjsontmp}" | egrep -v ',0$|,$' >"${f_targetcsvtmp}" 2>"${f_targetjsontmp}".err
|
||||
else
|
||||
g_echo_error "${FUNCNAME} $@: Timeframe $f_timeframe in CoinMarketCap not supported."
|
||||
return 1
|
||||
fi
|
||||
|
||||
# error if no csvfile available
|
||||
if ! [ -s "${f_targetcsvtmp}" ]
|
||||
then
|
||||
mkdir -p FAILED_COINMARKETCAP
|
||||
cat "${f_targetcsvtmp}.err" "${f_targetjsontmp}.err" > "FAILED_COINMARKETCAP/${f_name}_HISTORIC_DOWNLOAD" 2>/dev/null
|
||||
f_get_marketdata_coinmarketcap_error=$(cat "${f_targetcsvtmp}.err" "${f_targetjsontmp}.err" 2>/dev/null)
|
||||
return 1
|
||||
fi
|
||||
|
||||
# put the csvs together
|
||||
if [ -s "${f_targetcsv}" ] && [ -s "${f_targetcsvtmp}" ]
|
||||
then
|
||||
egrep -h "^[1-9][0-9][0-9][0-9]-[0-1][0-9]-[0-9][0-9].*,[0-9]" "${f_targetcsv}" "${f_targetcsvtmp}" | sort -k1,2 -t, -u | sort -k1,1 -t, -u >"${f_targetcsv}.tmp"
|
||||
mv "${f_targetcsv}.tmp" "${f_targetcsv}"
|
||||
else
|
||||
egrep -h "^[1-9][0-9][0-9][0-9]-[0-1][0-9]-[0-9][0-9].*,[0-9]" "${f_targetcsvtmp}" | sort -k1,2 -t, -u >"$f_targetcsv"
|
||||
fi
|
||||
|
||||
# change exponential notation to normal notation
|
||||
g_num_exponential2normal_file "${f_targetcsv}"
|
||||
|
||||
}
|
||||
|
||||
function get_marketdata_coinmarketcap_ids {
|
||||
|
||||
# get symbol ids from coinmarketcap
|
||||
|
||||
local f_target=COINMARKETCAPIDS
|
||||
local f_target_tmp="${f_target}.tmp"
|
||||
local f_target_loop=$f_target_tmp
|
||||
local f_latest_date
|
||||
local f_latest_date_seconds
|
||||
local f_latest_date_seconds_now=$(date -d "now - 8 days" +%s)
|
||||
|
||||
# write direct to target if not exists or empty
|
||||
[ -s "$f_target" ] || f_target_loop=$f_target
|
||||
|
||||
for f_id in $(seq 1 50000)
|
||||
do
|
||||
#echo "checking COINMARKETCAPID $f_id - Writing to $f_target_loop" 1>&2
|
||||
|
||||
sleep 0.3
|
||||
# download
|
||||
curl -s --request GET --url "https://api.coinmarketcap.com/data-api/v3.1/cryptocurrency/historical?id=${f_id}&interval=1d" >"$g_tmp/get_marketdata_coinmarketcap_ids.json"
|
||||
|
||||
# check latest date
|
||||
f_latest_date=$(jq -r '.data.quotes[] | .quote.timestamp[0:10]' "$g_tmp/get_marketdata_coinmarketcap_ids.json" | tail -n1)
|
||||
[ -z "$f_latest_date" ] && continue
|
||||
|
||||
# check for up-to-date data
|
||||
f_latest_date_seconds=$(date -d "$f_latest_date" +%s)
|
||||
if [ $f_latest_date_seconds_now -lt $f_latest_date_seconds ]
|
||||
then
|
||||
jq -r '.data | .symbol + "," + (.id|tostring) + "," + .name + "," + (.quotes[].quote|.marketCap|tostring)' "$g_tmp/get_marketdata_coinmarketcap_ids.json" | grep -vi ",0e-" | head -n 1
|
||||
fi
|
||||
done | egrep --line-buffered '^.+,[0-9]*,' >"$f_target_loop"
|
||||
|
||||
if [ -s "$f_target_tmp" ]
|
||||
then
|
||||
cp -p "$f_target" "${f_target}.$(date +%F)"
|
||||
mv "$f_target_tmp" "$f_target"
|
||||
fi
|
||||
}
|
||||
|
||||
@@ -1,70 +0,0 @@
|
||||
function get_marketdata_yahoo_historic {
|
||||
|
||||
#g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_item="$1"
|
||||
local f_name="$2"
|
||||
local f_targetcsv="asset-histories/${f_name}.history-yahoo.csv"
|
||||
local f_targetcsvtmp="${g_tmp}/${f_name}.history-yahoo.csv"
|
||||
|
||||
[[ $f_item = "USD-EUR" ]] && f_item="USDEUR=X"
|
||||
[[ $f_item = "EUR-USD" ]] && f_item="EURUSD=X"
|
||||
[[ $f_item = "ARB-USD" ]] && f_item="ARB11841-USD"
|
||||
[[ $f_item = "DUEL-USD" ]] && f_item="DUEL28868-USD"
|
||||
[[ $f_item = "GMX-USD" ]] && f_item="GMX11857-USD"
|
||||
[[ $f_item = "MEW-USD" ]] && f_item="MEW30126-USD"
|
||||
[[ $f_item = "TAO-USD" ]] && f_item="TAO22974-USD"
|
||||
[[ $f_item = "UNI-USD" ]] && f_item="UNI7083-USD"
|
||||
[[ $f_item = "SUI-USD" ]] && f_item="SUI20947-USD"
|
||||
[[ $f_item = "BLAZE-USD" ]] && f_item="BLAZE30179-USD"
|
||||
[[ $f_item = "BEER-USD" ]] && f_item="BEER31337-USD"
|
||||
|
||||
# end if already failed the last hour
|
||||
if [ -f FAILED_YAHOO_${f_name}_HISTORIC_DOWNLOAD ]
|
||||
then
|
||||
find "FAILED_YAHOO_${f_name}_HISTORIC_DOWNLOAD" -mmin +60 -delete
|
||||
if [ -f FAILED_YAHOO_${f_name}_HISTORIC_DOWNLOAD ]
|
||||
then
|
||||
#g_echo_note "${f_targetcsv} already failed to downloaded within last hour"
|
||||
return 1
|
||||
fi
|
||||
fi
|
||||
|
||||
# end if already exists and modified under 1 day
|
||||
if [ -s "${f_targetcsv}" ] && find "${f_targetcsv}" -mtime -1 | grep -q "${f_targetcsv}"
|
||||
then
|
||||
#g_echo_note "${f_targetcsv} has already been downloaded within a day"
|
||||
return 0
|
||||
fi
|
||||
|
||||
local f_sec
|
||||
printf -v f_sec '%(%s)T'
|
||||
# cleanup
|
||||
rm -f "$f_targetcsvtmp" "${f_targetcsvtmp}".err
|
||||
|
||||
# Download historical data from yahoo
|
||||
#g_echo_note "Fetching Yahoo-Historical data of $f_name"
|
||||
g_wget -O ${f_targetcsvtmp} "https://query1.finance.yahoo.com/v7/finance/download/${f_item}?period1=0&period2=${f_sec}&interval=1d&events=history" 2>"${f_targetcsvtmp}".err
|
||||
if [ -s "${f_targetcsv}" ] && [ -s "${f_targetcsvtmp}" ]
|
||||
then
|
||||
egrep -h "^[1-9][0-9][0-9][0-9]-[0-1][0-9]-[0-9][0-9],[0-9]" "${f_targetcsvtmp}" "${f_targetcsv}" | sort -u >"${f_targetcsv}.tmp"
|
||||
mv "${f_targetcsv}.tmp" "${f_targetcsv}"
|
||||
elif [ -s "${f_targetcsvtmp}" ]
|
||||
then
|
||||
egrep -h "^[1-9][0-9][0-9][0-9]-[0-1][0-9]-[0-9][0-9],[0-9]" "${f_targetcsvtmp}" >"$f_targetcsv"
|
||||
else
|
||||
# report error
|
||||
# g_echo_note "Fetching historical data of $f_name from Yahoo failed!
|
||||
#CMD:
|
||||
#wget -q -O ${f_targetcsvtmp} ${g_wget_opts} \"https://query1.finance.yahoo.com/v7/finance/download/${f_item}?period1=0&period2=${f_sec}&interval=1d&events=history\"
|
||||
#
|
||||
#OUT:
|
||||
#$(cat "${f_targetcsvtmp}")
|
||||
#
|
||||
#ERR:
|
||||
#$(cat "${f_targetcsvtmp}".err)
|
||||
#"
|
||||
mv ${f_targetcsvtmp}.err FAILED_YAHOO_${f_name}_HISTORIC_DOWNLOAD
|
||||
return 1
|
||||
fi
|
||||
}
|
||||
162
dabo/functions/get_marketdata_yahoo.sh
Normal file
162
dabo/functions/get_marketdata_yahoo.sh
Normal file
@@ -0,0 +1,162 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_marketdata_yahoo {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
local f_item="$1"
|
||||
local f_name="$2"
|
||||
local f_timeframe="$3"
|
||||
|
||||
#local f_targetcsv="asset-histories/${f_name}.history-yahoo.csv"
|
||||
local f_targetcsvtmp="${g_tmp}/${f_name}.history-yahoo.csv"
|
||||
local f_targetjsontmp="${g_tmp}/${f_name}.history-yahoo.json"
|
||||
rm -f "$f_targetcsvtmp" "$f_targetjsontmp"
|
||||
|
||||
[ -z "$f_timeframe" ] && f_timeframe="1d"
|
||||
local f_targetcsv="asset-histories/${f_name}.history-yahoo.${f_timeframe}.csv"
|
||||
local f_targetbotcsv="asset-histories/${f_name}.history.${f_timeframe}.csv"
|
||||
[ "$f_timeframe" = "1w" ] && f_timeframe="1wk"
|
||||
f_histfile_yahoo="$f_targetcsv"
|
||||
|
||||
# transform CCXT symbols to Yahoo symbol
|
||||
if [[ $f_item =~ / ]]
|
||||
then
|
||||
# change / to -
|
||||
f_item=${f_item////-}
|
||||
# remove :* (:USDT in contract markets)
|
||||
f_item=${f_item//:*}
|
||||
# remove spaces
|
||||
f_item=${f_item/ /}
|
||||
fi
|
||||
|
||||
# USDT to USD
|
||||
f_item=${f_item//USDT/USD}
|
||||
# BUSD to USD
|
||||
f_item=${f_item//BUSD/USD}
|
||||
|
||||
# special names of some economy data/indexes of yahoo finance
|
||||
[[ $f_item = "DXY" ]] && f_item="DX=F"
|
||||
[[ $f_item = "DOWJONES" ]] && f_item="YM=F"
|
||||
[[ $f_item = "SP500" ]] && f_item="ES=F"
|
||||
[[ $f_item = "NASDAQ" ]] && f_item="NQ=F"
|
||||
[[ $f_item = "MSCIEAFE" ]] && f_item="MFS=F"
|
||||
[[ $f_item = "MSCIWORLD" ]] && f_item="IWDA.AS"
|
||||
[[ $f_item = "10YRTREASURY" ]] && f_item="ZB=F"
|
||||
[[ $f_item = "OIL" ]] && f_item="MCL=F"
|
||||
[[ $f_item = "GOLD" ]] && f_item="GC=F"
|
||||
[[ $f_item = "OILGAS" ]] && f_item="IEO"
|
||||
[[ $f_item = "USD-EUR" ]] && f_item="USDEUR=X"
|
||||
[[ $f_item = "EUR-USD" ]] && f_item="EURUSD=X"
|
||||
|
||||
# end if already failed the last 5 minutes
|
||||
if [ -f "FAILED_YAHOO/${f_name}_HISTORIC_DOWNLOAD" ]
|
||||
then
|
||||
find "FAILED_YAHOO/${f_name}_HISTORIC_DOWNLOAD" -mmin +5 -delete
|
||||
if [ -f "FAILED_YAHOO/${f_name}_HISTORIC_DOWNLOAD" ]
|
||||
then
|
||||
return 1
|
||||
fi
|
||||
fi
|
||||
|
||||
# end if already exists and modified under given time
|
||||
if [ -s "${f_targetcsv}" ] && find "${f_targetcsv}" -mmin -2 | grep -q "${f_targetcsv}"
|
||||
then
|
||||
return 0
|
||||
fi
|
||||
|
||||
local f_sec
|
||||
printf -v f_sec '%(%s)T'
|
||||
# cleanup
|
||||
rm -f "$f_targetcsvtmp" "${f_targetcsvtmp}".err ${f_targetjsontmp} "${f_targetjsontmp}".err
|
||||
|
||||
local f_from
|
||||
[ "$f_timeframe" = "5m" ] && f_from=$(date -d "now -86000 minutes" +%s)
|
||||
[ "$f_timeframe" = "15m" ] && f_from=$(date -d "now -86000 minutes" +%s)
|
||||
[ "$f_timeframe" = "1h" ] && f_from=$(date -d "now -17510 hour" +%s)
|
||||
[ "$f_timeframe" = "1d" ] && f_from=1
|
||||
[ "$f_timeframe" = "1wk" ] && f_from=1
|
||||
[ "$f_timeframe" = "1mo" ] && f_from=1
|
||||
|
||||
# Download data from yahoo
|
||||
g_wget -O "${f_targetjsontmp}" "https://query1.finance.yahoo.com/v8/finance/chart/${f_item}?interval=${f_timeframe}&period1=${f_from}&period2=${f_sec}" 2>"${f_targetjsontmp}".err
|
||||
|
||||
# Create csv from json
|
||||
jq -r '.chart.result[0] as $result | range(0; $result.timestamp | length) | [$result.timestamp[.], $result.indicators.quote[0].open[.], $result.indicators.quote[0].high[.], $result.indicators.quote[0].low[.], $result.indicators.quote[0].close[.], $result.indicators.quote[0].volume[.]] | @csv' "${f_targetjsontmp}" >"${f_targetcsvtmp}.unixtime" 2>"${f_targetjsontmp}".err
|
||||
|
||||
# remove last/open timeframe (use only closed)
|
||||
sed -i '$d' "${f_targetcsvtmp}.unixtime"
|
||||
|
||||
# change unix time to human readable and fill unfilled lines, ignore lines not with 00 secolds (last line)
|
||||
local date_time open high low close lastopen lasthigh lastlow lastclose volume
|
||||
while IFS=, read -r timestamp open high low close volume
|
||||
do
|
||||
if [ "$f_timeframe" = "1d" ] || [ "$f_timeframe" = "1mo" ]
|
||||
then
|
||||
printf -v date_time "%(%Y-%m-%d)T" $timestamp
|
||||
elif [ "$f_timeframe" = "1wk" ]
|
||||
then
|
||||
# on week 1 day back like crypto assets
|
||||
date_time=$(date -d "yesterday $(date -d "@$timestamp" "+%Y-%m-%d")" "+%Y-%m-%d")
|
||||
else
|
||||
printf -v date_time "%(%Y-%m-%d %H:%M:%S)T" $timestamp
|
||||
fi
|
||||
[ -z "$open" ] && open=$lastopen
|
||||
[ -z "$high" ] && high=$lasthigh
|
||||
[ -z "$low" ] && low=$lastlow
|
||||
[ -z "$close" ] && close=$lastclose
|
||||
[ -z "$volume" ] && volume=0
|
||||
lastopen=$open
|
||||
lasthigh=$high
|
||||
lastlow=$low
|
||||
lastclose=$close
|
||||
echo "$date_time,$open,$high,$low,$close,$volume"
|
||||
done < "${f_targetcsvtmp}.unixtime" >${f_targetcsvtmp}
|
||||
|
||||
# error if no csvfile available
|
||||
if ! [ -s "${f_targetcsvtmp}" ]
|
||||
then
|
||||
mkdir -p FAILED_YAHOO
|
||||
cat "${f_targetcsvtmp}.err" "${f_targetjsontmp}.err" > "FAILED_YAHOO/${f_name}_HISTORIC_DOWNLOAD" 2>/dev/null
|
||||
f_get_marketdata_yahoo_error=$(cat "${f_targetcsvtmp}.err" "${f_targetjsontmp}.err" 2>/dev/null)
|
||||
return 1
|
||||
fi
|
||||
|
||||
# put the csvs together
|
||||
# history-yahoo file
|
||||
if [ -s "${f_targetcsv}" ] && [ -s "${f_targetcsvtmp}" ]
|
||||
then
|
||||
egrep -h "^[1-9][0-9][0-9][0-9]-[0-1][0-9]-[0-9][0-9].*,[0-9]" "${f_targetcsv}" "${f_targetcsvtmp}" | sort -k1,2 -t, -u | sort -k1,1 -t, -u >"${f_targetcsv}.tmp"
|
||||
mv "${f_targetcsv}.tmp" "${f_targetcsv}"
|
||||
else
|
||||
egrep -h "^[1-9][0-9][0-9][0-9]-[0-1][0-9]-[0-9][0-9].*,[0-9]" "${f_targetcsvtmp}" | sort -k1,2 -t, -u >"$f_targetcsv"
|
||||
fi
|
||||
|
||||
# bots history file
|
||||
if [ -s "${f_targetbotcsv}" ] && [ -s "${f_targetcsv}" ]
|
||||
then
|
||||
egrep -h "^[1-9][0-9][0-9][0-9]-[0-1][0-9]-[0-9][0-9].*,[0-9]" "${f_targetbotcsv}" "${f_targetcsv}" | sort -k1,2 -t, -u | sort -k1,1 -t, -u >"${f_targetbotcsv}.tmp"
|
||||
mv "${f_targetbotcsv}.tmp" "${f_targetbotcsv}"
|
||||
else
|
||||
egrep -h "^[1-9][0-9][0-9][0-9]-[0-1][0-9]-[0-9][0-9].*,[0-9]" "${f_targetcsv}" | sort -k1,2 -t, -u >"$f_targetbotcsv"
|
||||
fi
|
||||
|
||||
|
||||
}
|
||||
667
dabo/functions/get_ohlcv-candle.sh
Normal file
667
dabo/functions/get_ohlcv-candle.sh
Normal file
@@ -0,0 +1,667 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_ohlcv-candles {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_histfile f_symbol f_timeframe f_1h_histfile f_1d_histfile
|
||||
local f_timeframes="1w 1d 4h 1h 15m 5m"
|
||||
[ -n $1 ] && f_timeframes=$1
|
||||
|
||||
# fetch economy candles from yahoo finance
|
||||
local f_eco_asset
|
||||
for f_eco_asset in $ECO_ASSETS
|
||||
do
|
||||
for f_timeframe in $f_timeframes
|
||||
do
|
||||
g_echo_note "Fetching/Refreshing $f_eco_asset $f_timeframe"
|
||||
f_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.${f_timeframe}.csv"
|
||||
|
||||
# 4h timeframe does not exist on yahoo finance so calc from 1h
|
||||
if [ "$f_timeframe" = "4h" ]
|
||||
then
|
||||
f_1h_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1h.csv"
|
||||
[ -s "$f_1h_histfile" ] && convert_ohlcv_1h_to_4h "$f_1h_histfile" "$f_histfile"
|
||||
f_add_missing_ohlcv_intervals "$f_histfile" 4h
|
||||
else
|
||||
#get_ohlcv-candle "${f_eco_asset}" ${f_timeframe} "${f_histfile}" "ECONOMY-${f_eco_asset}"
|
||||
get_marketdata_yahoo ${f_eco_asset} ECONOMY-${f_eco_asset} ${f_timeframe}
|
||||
fi
|
||||
# refresh latest indicators
|
||||
[ -s "${f_histfile}" ] && get_indicators "${f_histfile}" 51
|
||||
done
|
||||
done
|
||||
|
||||
# fetch crypto candles
|
||||
get_symbols_ticker
|
||||
for f_symbol in BTC/$CURRENCY "${f_symbols_array_trade[@]}"
|
||||
do
|
||||
# fetch only single symbols (for debugging)
|
||||
#[ "$f_symbol" = "BTC/USDT:USDT" ] || continue
|
||||
g_echo_note "Fetching/Refreshing $f_symbol $f_timeframe"
|
||||
for f_timeframe in $f_timeframes
|
||||
do
|
||||
f_asset="${f_symbol//:*}"
|
||||
f_asset="${f_asset///}"
|
||||
f_histfile="asset-histories/$f_asset.history.$f_timeframe.csv"
|
||||
#f_histfile_week="asset-histories/$f_asset.history.1w.csv"
|
||||
|
||||
if [ -s "${f_histfile}.indicators-calculating" ]
|
||||
then
|
||||
g_echo_note "Indicators calculating active on ${f_histfile}"
|
||||
continue
|
||||
fi
|
||||
|
||||
# get data
|
||||
printf '%(%Y-%m-%d %H:%M:%S)T' >"${f_histfile}.fetching"
|
||||
get_ohlcv-candle "$f_symbol" $f_timeframe "${f_histfile}" && printf '%(%Y-%m-%d %H:%M:%S)T' >>"$f_histfile.fetched"
|
||||
|
||||
# refresh latest indicators
|
||||
get_indicators "${f_histfile}" 51
|
||||
|
||||
rm -f "${f_histfile}.fetching"
|
||||
|
||||
done
|
||||
|
||||
done
|
||||
}
|
||||
|
||||
function get_ohlcv-candle {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_extdata f_date f_unit_date f_data f_data_array f_data_unit f_open f_high f_low f_close f_volume f_last_unit_date f_last_unit_close
|
||||
local f_symbol="$1"
|
||||
local f_timeframe=$2
|
||||
local f_histfile="$3"
|
||||
local f_asset=$4
|
||||
unset f_histfile_yahoo f_histfile_coinmarketcap
|
||||
#[ -n "$f_asset" ] && f_extdata=1
|
||||
#local f_histfile_week="$4"
|
||||
|
||||
# fetch >=1d from coinmarketcap
|
||||
if [ "$f_timeframe" = "1d" ] || [ "$f_timeframe" = "1w" ] || [ "$f_timeframe" = "1mo" ] || [ -n "$f_asset" ]
|
||||
then
|
||||
f_extdata=1
|
||||
if [ -z "$f_asset" ]
|
||||
then
|
||||
f_asset=${f_symbol///}
|
||||
f_asset=${f_asset//:*}
|
||||
fi
|
||||
|
||||
if [[ $f_asset =~ ^ECONOMY- ]]
|
||||
then
|
||||
# economy from yahoo finance
|
||||
if ! get_marketdata_yahoo "$f_symbol" "$f_asset" $f_timeframe
|
||||
then
|
||||
g_echo_error "$f_get_marketdata_coinmarketcap_error"
|
||||
return 1
|
||||
fi
|
||||
f_histfile_extdata=$f_histfile_yahoo
|
||||
else
|
||||
# crypto from coinmarketcap
|
||||
if ! get_marketdata_coinmarketcap "$f_symbol" "$f_asset" $f_timeframe
|
||||
then
|
||||
g_echo_error "$f_get_marketdata_coinmarketcap_error"
|
||||
return 1
|
||||
fi
|
||||
f_histfile_extdata=$f_histfile_coinmarketcap
|
||||
fi
|
||||
fi
|
||||
|
||||
# fetch OHLCV data (loop because of multiple chunks on exchanges)
|
||||
while true
|
||||
do
|
||||
# fetch data
|
||||
if [ -z "$f_extdata" ]
|
||||
then
|
||||
# find latest time which is not fetched already create f_since
|
||||
get_ohlcv-candle-latest "$f_symbol" "$f_histfile"
|
||||
[ -z $f_since ] && break
|
||||
|
||||
# from exchange
|
||||
g_echo_note "Get $f_symbol OHLCV-candle $f_timeframe data since $f_since_date"
|
||||
f_ccxt "print($STOCK_EXCHANGE.fetchOHLCV(symbol='$f_symbol', timeframe='$f_timeframe', since=$f_since))" || return 1
|
||||
# parse the result to array f_data_array
|
||||
f_data=${f_ccxt_result//[}
|
||||
f_data=${f_data//, /,}
|
||||
f_data=${f_data//]]}
|
||||
f_data=${f_data//],/+}
|
||||
g_array $f_data f_data_ref +
|
||||
else
|
||||
# from coinmarketcap/yahoo
|
||||
|
||||
g_array "$f_histfile_extdata" f_data_ref
|
||||
fi
|
||||
|
||||
f_data_array=("${f_data_ref[@]}")
|
||||
|
||||
# check if last data already in history file and end if already present
|
||||
g_array "${f_data_array[-1]}" f_last_data_unit_ref ,
|
||||
[ -z "$f_extdata" ] && printf -v f_last_unit_date '%(%Y-%m-%d %H:%M:%S)T' ${f_last_data_unit_ref[0]::-3}
|
||||
[ -n "$f_extdata" ] && f_last_unit_date="${f_last_data_unit_ref[0]}"
|
||||
# exit if we have already in the newest date
|
||||
[ -s "$f_histfile" ] && grep -q ^"${f_last_unit_date}," "$f_histfile" && break
|
||||
|
||||
|
||||
|
||||
# go through data and write to history file if new units available
|
||||
for f_data_unit in "${f_data_array[@]}"
|
||||
do
|
||||
|
||||
# use array for each unit and assigned values to vars
|
||||
g_array "$f_data_unit" f_data_unit_ref ,
|
||||
[ -z "$f_extdata" ] && printf -v f_unit_date '%(%Y-%m-%d %H:%M:%S)T' ${f_data_unit_ref[0]::-3}
|
||||
[ -n "$f_extdata" ] && f_unit_date="${f_last_data_unit_ref[0]}"
|
||||
|
||||
# check if date is already in history file
|
||||
[ -s "$f_histfile" ] && grep -q ^"$f_unit_date" "$f_histfile" && continue
|
||||
|
||||
# define field vars and convert exponential number (for example 9.881e-05) to "normal" notation
|
||||
f_open=$f_last_unit_close
|
||||
if [ -z "$f_open" ]
|
||||
then
|
||||
f_open=${f_data_unit_ref[1]}
|
||||
fi
|
||||
g_num_exponential2normal "$f_open" && f_open=$g_num_exponential2normal_result
|
||||
f_high=${f_data_unit_ref[2]}
|
||||
g_num_exponential2normal "$f_high" && f_high=$g_num_exponential2normal_result
|
||||
f_low=${f_data_unit_ref[3]}
|
||||
g_num_exponential2normal "$f_low" && f_low=$g_num_exponential2normal_result
|
||||
f_close=${f_data_unit_ref[4]}
|
||||
g_num_exponential2normal "$f_close" && f_close=$g_num_exponential2normal_result
|
||||
f_last_unit_close=$f_close
|
||||
f_volume=${f_data_unit_ref[5]}
|
||||
# coinmarketcap historic volume col 6
|
||||
[ -n "${f_data_unit_ref[6]}" ] && f_volume=${f_data_unit_ref[6]}
|
||||
g_num_exponential2normal "$f_volume" && f_volume=$g_num_exponential2normal_result
|
||||
|
||||
# check date for valid date
|
||||
if ! [[ $f_unit_date =~ ^2[0-1][0-9][0-9]-[0-1][0-9]-[0-3][0-9]( [0-2][0-9]:[0-5][0-9]:[0-5][0-9])?$ ]]
|
||||
then
|
||||
g_echo_warn "Date $f_unit_date \"$f_data_unit\" seems to be invalid @$f_histfile:$f_data_unit"
|
||||
break
|
||||
fi
|
||||
|
||||
# check vars for valid numbers
|
||||
if ! g_num_valid_number "$f_open" "$f_high" "$f_low" "$f_close" "$f_volume"
|
||||
then
|
||||
g_echo_warn "Data in \"$f_data_unit\" seems to be invalid @$f_histfile:$f_unit_date
|
||||
$f_open $f_high $f_low $f_close $f_volume"
|
||||
break
|
||||
fi
|
||||
|
||||
# write history file
|
||||
#echo "$f_unit_date,$f_open,$f_high,$f_low,$f_close,$f_volume"
|
||||
echo "$f_unit_date,$f_open,$f_high,$f_low,$f_close,$f_volume" >>"$f_histfile"
|
||||
|
||||
done
|
||||
|
||||
# end if coinmarketcap (complete file and not time chunks)
|
||||
[ -n "$f_extdata" ] && break
|
||||
|
||||
# end if lates refresh is this day
|
||||
printf -v f_date '%(%Y-%m-%d)T\n'
|
||||
#echo "[ $f_date = $f_since_date ]"
|
||||
if [ $f_date = $f_since_date ]
|
||||
then
|
||||
break
|
||||
fi
|
||||
|
||||
done
|
||||
}
|
||||
|
||||
function get_ohlcv-candle-latest {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_symbol="$1"
|
||||
local f_histfile="$2"
|
||||
#local f_histfile_week="$3"
|
||||
|
||||
# find latest time which is not fetched already
|
||||
[ -s "$f_histfile" ] && local f_last_line=$(tail -n1 "$f_histfile" | grep ^[0-9] | cut -d, -f1,5)
|
||||
if [ -n "$f_last_line" ]
|
||||
then
|
||||
# get latest date from histfile if it exists
|
||||
local f_last_line=$(tail -n1 "$f_histfile" | grep ^[0-9] | cut -d, -f1,5)
|
||||
f_since=$(date -d "${f_last_line/,*/}" +%s000)
|
||||
f_last_unit_close=${f_last_line/*,/}
|
||||
else
|
||||
# if hist does not exist
|
||||
# get week to find the oldest point in time available in exchange
|
||||
f_ccxt "print($STOCK_EXCHANGE.fetchOHLCV(symbol='$f_symbol', timeframe='1w'))" || return 0
|
||||
# parse oldest point in time from json output
|
||||
f_since=${f_ccxt_result//[}
|
||||
f_since=${f_since//, /,}
|
||||
f_since=${f_since//]*}
|
||||
f_since=${f_since//,*}
|
||||
fi
|
||||
|
||||
# get the date
|
||||
printf -v f_since_date '%(%Y-%m-%d)T\n' ${f_since::-3}
|
||||
|
||||
}
|
||||
|
||||
|
||||
function convert_ohlcv_1h_to_4h {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_input_file="$1"
|
||||
local f_output_file="$2"
|
||||
|
||||
local f_high=0
|
||||
local f_volume=0
|
||||
local f_tz f_hour f_lastdate f_currentdate f_latest_date f_go_on f_1h_open f_1h_high f_1h_low f_1h_close f_1h_volume f_date f_open f_low f_close f_4hintervals f_rest
|
||||
|
||||
# possibloe 4h intervals
|
||||
local f_4hintervals0='^0$|^4$|^8$|^12$|^16$|^20$'
|
||||
local f_4hintervals1='^1$|^5$|^9$|^13$|^17$|^21$'
|
||||
local f_4hintervals2='^2$|^6$|^10$|^14$|^18$|^22$'
|
||||
local f_4hintervals3='^3$|^7$|^11$|^15$|^19$|^23$'
|
||||
|
||||
# check for already converted lines
|
||||
if [ -s "$f_output_file" ]
|
||||
then
|
||||
f_latest_date=$(tail -n1 "$f_output_file" | cut -d, -f1)
|
||||
else
|
||||
f_go_on=1
|
||||
fi
|
||||
|
||||
# Read the input file line by line
|
||||
grep -h "$f_latest_date" -A99999 "$f_input_file" | while IFS=',' read -r f_date f_1h_open f_1h_high f_1h_low f_1h_close f_1h_volume f_rest
|
||||
do
|
||||
|
||||
# check for already converted lines
|
||||
if [[ $f_latest_date = $f_date ]]
|
||||
then
|
||||
f_go_on=1
|
||||
continue
|
||||
fi
|
||||
[ -z "$f_go_on" ] && continue
|
||||
|
||||
f_currentdate="${f_date:0:13}"
|
||||
# define intervals by considering local/servers TZ with summer and winter season
|
||||
f_hour=${f_date:11:2}
|
||||
f_hour=${f_hour#0}
|
||||
f_tz=$(date -d "$f_currentdate" +%:z)
|
||||
f_tz=${f_tz//:*}
|
||||
f_tz=${f_tz#+}
|
||||
f_tz=${f_tz#-}
|
||||
f_tz=${f_tz#0}
|
||||
f_4hintervals=$f_4hintervals0
|
||||
[[ $f_tz =~ ^1$|^5$|^9$|^13$ ]] && f_4hintervals=$f_4hintervals1
|
||||
[[ $f_tz =~ ^2$|^6$|^10$|^14$ ]] && f_4hintervals=$f_4hintervals2
|
||||
[[ $f_tz =~ ^3$|^7$|^11$ ]] && f_4hintervals=$f_4hintervals3
|
||||
|
||||
# is there a new 4h interval
|
||||
if [[ $f_hour =~ $f_4hintervals ]]
|
||||
then
|
||||
# If it's not the first loop, print the previous 4h interval before cleaning the variables
|
||||
#if [ -n "$f_lastdate" ]
|
||||
if [ -n "$f_open" ]
|
||||
then
|
||||
echo "${f_lastdate}:00:00,$f_open,$f_high,$f_low,$f_close,$f_volume"
|
||||
fi
|
||||
|
||||
# reset the variables for the new 4h interval
|
||||
f_low=""
|
||||
f_high=0
|
||||
f_lastdate=$f_currentdate
|
||||
f_volume=0
|
||||
|
||||
# set open for next interval to close from last interval
|
||||
f_open=$f_close
|
||||
fi
|
||||
|
||||
# set close to 1h close
|
||||
f_close=$f_1h_close
|
||||
|
||||
# check if the current value is higher or lower than the current high/low
|
||||
g_num_is_higher_equal $f_1h_high $f_high && f_high=$f_1h_high
|
||||
[ -z "$f_low" ] && f_low=$f_1h_low
|
||||
g_num_is_lower_equal $f_1h_low $f_low && f_low=$f_1h_low
|
||||
|
||||
# add volume to the current 4h volume
|
||||
g_calc "$f_volume + $f_1h_volume"
|
||||
f_volume=$g_calc_result
|
||||
|
||||
done >>"$f_output_file.4htmp"
|
||||
egrep -h "^[1-9][0-9][0-9][0-9]-[0-1][0-9]-[0-9][0-9].*,[0-9]" "$f_output_file" "$f_output_file.4htmp" | sort -k1,2 -t, -u | sort -k1,1 -t, -u >"$f_output_file.tmp"
|
||||
mv "$f_output_file.tmp" "$f_output_file"
|
||||
rm -f "$f_output_file.4htmp"
|
||||
|
||||
}
|
||||
|
||||
|
||||
#function convert_ohlcv_1h_to_1d {
|
||||
#
|
||||
# g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
#
|
||||
# local f_input_file="$1"
|
||||
# local f_output_file="$2"
|
||||
#
|
||||
# local f_latestdate f_nextdate f_mytimezone f_line f_date f_open f_high f_low f_close f_volume f_inday i
|
||||
#
|
||||
# if ! [ -s "$f_input_file" ]
|
||||
# then
|
||||
# g_echo_error "$f_input_file"
|
||||
# return 0
|
||||
# fi
|
||||
#
|
||||
# # crypto timezone UTC
|
||||
# local f_target_timezone=UTC
|
||||
# # US economy timezone America/New_York
|
||||
# [[ $f_input_file =~ ECONOMY ]] && f_target_timezone="America/New_York"
|
||||
#
|
||||
# [ -s "$f_output_file" ] && f_latestdate=$(tail -n1 "$f_output_file" | cut -d, -f1)
|
||||
# [ -z "$f_latestdate" ] && f_latestdate=$(date -d "$(head -n1 "$f_input_file" | cut -d, -f1)" +%Y-%m-%d)
|
||||
# f_latestdate=$(TZ="$f_target_timezone" date -d "$f_latestdate $f_mytimezone" "+%Y-%m-%d")
|
||||
# f_nextdate=$(date -d "$f_latestdate +1day" "+%Y-%m-%d")
|
||||
#
|
||||
# # mytimezone, respecting summer/winter time
|
||||
# f_mytimezone=$(date -d "$_latestdate" +%Z)
|
||||
#
|
||||
# local f_today=$(TZ="$f_target_timezone" date "+%Y-%m-%d")
|
||||
# # check if there is a $f_latestdate
|
||||
# grep -A9999 -B24 "^$f_latestdate" "$f_input_file" >"$g_tmp/convert_ohlcv_1h_to_1d_nextlines"
|
||||
# if ! [ -s "$g_tmp/convert_ohlcv_1h_to_1d_nextlines" ]
|
||||
# then
|
||||
# cat "$f_input_file" >"$g_tmp/convert_ohlcv_1h_to_1d_nextlines"
|
||||
# f_nextdate=$(date -d "$(head -n1 "$g_tmp/convert_ohlcv_1h_to_1d_nextlines" | cut -d, -f1)" +%Y-%m-%d)
|
||||
# fi
|
||||
#
|
||||
# # go through lines and switch to $f_target_timezone
|
||||
# cat "$g_tmp/convert_ohlcv_1h_to_1d_nextlines" | grep ':00:00,' | cut -d, -f1,2,3,4,5,6 | while read f_line
|
||||
# do
|
||||
# g_array "$f_line" g_line_array ,
|
||||
# # calculate day in target timezone
|
||||
# g_line_array[0]=$(TZ="$f_target_timezone" date -d "${g_line_array[0]} $f_mytimezone" "+%Y-%m-%d")
|
||||
# [[ ${g_line_array[0]} = $f_today ]] && break
|
||||
# echo "${g_line_array[0]},${g_line_array[1]},${g_line_array[2]},${g_line_array[3]},${g_line_array[4]},${g_line_array[5]}"
|
||||
# done >"${f_output_file}.tmp"
|
||||
#
|
||||
# # check if $f_nextdate really exists in $f_target_timezone if not add a day until it exists
|
||||
# # useful for weekends
|
||||
# i=1
|
||||
# until grep -q "^$f_nextdate" "${f_output_file}.tmp"
|
||||
# do
|
||||
# #echo $f_nextdate
|
||||
# [[ $f_nextdate = $f_today ]] && return 0
|
||||
# f_nextdate=$(date -d "$f_nextdate +1day" "+%Y-%m-%d")
|
||||
# i=$((i++))
|
||||
# if [ $i -gt 10 ]
|
||||
# then
|
||||
# g_echo_warn "${FUNCNAME} $@: no nextdate found after >10 iterations"
|
||||
# return 1
|
||||
# fi
|
||||
# done
|
||||
#
|
||||
# # set ent mark to store latest complete day
|
||||
# echo END >>"${f_output_file}.tmp"
|
||||
#
|
||||
# # go through converted lines
|
||||
# cat "${f_output_file}.tmp" | while read f_line
|
||||
# do
|
||||
# g_array "$f_line" g_line_array ,
|
||||
# [[ ${g_line_array[0]} = $f_today ]] && break
|
||||
#
|
||||
# # wait until next day in target file reached
|
||||
# if [[ ${g_line_array[0]} = $f_nextdate ]]
|
||||
# then
|
||||
# f_end_reached=1
|
||||
# else
|
||||
# [ -z $f_end_reached ] && continue
|
||||
# fi
|
||||
#
|
||||
# # if dayend
|
||||
# if [ -n "$f_inday" ] && [[ $f_latestdate != ${g_line_array[0]} ]]
|
||||
# then
|
||||
# # day end
|
||||
# echo "$f_date,$f_open,$f_high,$f_low,$f_close,$f_volume"
|
||||
# f_inday=""
|
||||
# fi
|
||||
#
|
||||
# # calc values if inday
|
||||
# if [ -n "$f_inday" ]
|
||||
# then
|
||||
# #echo "in day $f_date" 1>&2
|
||||
# # in day
|
||||
# # add volume
|
||||
# g_calc "$f_volume+${g_line_array[5]}"
|
||||
# f_volume=$g_calc_result
|
||||
# # look for higher high
|
||||
# g_num_is_higher ${g_line_array[2]} $f_high && f_high=${g_line_array[2]}
|
||||
# # look for lower low
|
||||
# g_num_is_lower ${g_line_array[3]} $f_low && f_low=${g_line_array[3]}
|
||||
# fi
|
||||
#
|
||||
# # if newday
|
||||
# if [ -z "$f_inday" ]
|
||||
# then
|
||||
# #echo "day begin ${g_line_array[0]}" 1>&2
|
||||
# # day begin
|
||||
# f_inday=1
|
||||
# f_date=${g_line_array[0]}
|
||||
# f_latestdate=$f_date
|
||||
# f_open=${g_line_array[1]}
|
||||
# f_high=${g_line_array[2]}
|
||||
# f_low=${g_line_array[3]}
|
||||
# f_close=${g_line_array[4]}
|
||||
# f_volume=${g_line_array[5]}
|
||||
# fi
|
||||
#
|
||||
# done >>"$f_output_file"
|
||||
#
|
||||
#}
|
||||
|
||||
function convert_ohlcv_1d_to_1w {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_input_file=$1
|
||||
local f_output_file=$2
|
||||
|
||||
local f_week_date f_day f_month f_year f_other f_line f_data
|
||||
local -A f_open_prices f_high_prices f_low_prices f_close_prices f_volume_prices
|
||||
|
||||
# get lastest date to continue from here and create output file if not exists
|
||||
if [ -s "$f_output_file" ]
|
||||
then
|
||||
f_latestdate=$(tail -n1 "$f_output_file" | cut -d, -f1)
|
||||
else
|
||||
touch "$f_output_file"
|
||||
fi
|
||||
# if not exists use first date as latest date
|
||||
[ -z "$f_latestdate" ] && f_latestdate=$(date -d "$(head -n1 "$f_input_file" | cut -d, -f1)" +%Y-%m-%d)
|
||||
|
||||
# check if there is a $f_latestdate
|
||||
grep -A9999 -B9 "^$f_latestdate" "$f_input_file" >"$g_tmp/convert_ohlcv_1d_to_1w_nextlines"
|
||||
if ! [ -s "$g_tmp/convert_ohlcv_1d_to_1w_nextlines" ]
|
||||
then
|
||||
cat "$f_input_file" >"$g_tmp/convert_ohlcv_1d_to_1w_nextlines"
|
||||
fi
|
||||
|
||||
# go through lines
|
||||
for f_line in $(cat "$g_tmp/convert_ohlcv_1d_to_1w_nextlines")
|
||||
do
|
||||
IFS=',' read -r f_date f_open f_high f_low f_close f_volume f_other <<< "$f_line"
|
||||
IFS='-' read -r f_year f_month f_day <<< "$f_date"
|
||||
|
||||
[ -z "$f_high" ] && f_high=$f_open
|
||||
[ -z "$f_low" ] && f_low=$f_open
|
||||
[ -z "$f_close" ] && f_close=$f_open
|
||||
[ -z "$f_volume" ] && f_volume=0
|
||||
|
||||
# use week-number to sort day data in weeks
|
||||
f_week_number=$(date -d "$f_year-$f_month-$f_day" +%U)
|
||||
f_week_number=${f_week_number##0}
|
||||
f_week_year=$f_year$f_week_number
|
||||
|
||||
# calculate week ohlcv and write to arrays sortet by f_week_year
|
||||
g_calc "${f_open_prices[$f_week_year]:-$f_open}"
|
||||
f_open_prices[$f_week_year]=$g_calc_result
|
||||
|
||||
g_num_is_higher "$f_high" "${f_high_prices[$f_week_year]:-0}" && f_high_prices[$f_week_year]=$f_high
|
||||
|
||||
[ -z "${f_low_prices[$f_week_year]}" ] && f_low_prices[$f_week_year]=$f_low
|
||||
g_num_is_lower "$f_low" "${f_low_prices[$f_week_year]:-0}" && f_low_prices[$f_week_year]=$f_low
|
||||
|
||||
f_close_prices[$f_week_year]=$f_close
|
||||
|
||||
[ -z "$f_volume" ] && f_volume=0
|
||||
g_calc "${f_volume_prices[$f_week_year]:-0}+$f_volume"
|
||||
f_volume_prices[$f_week_year]=$g_calc_result
|
||||
done
|
||||
|
||||
# go through array(s) and write down missing week data
|
||||
for f_week_year in "${!f_open_prices[@]}"
|
||||
do
|
||||
f_week_date=$(date -d "${f_week_year:0:4}-01-01 +$((${f_week_year:4})) week -1day" +%F)
|
||||
# ignore if date alerady exists
|
||||
grep -q ^$f_week_date, "$f_output_file" && continue
|
||||
echo "$f_week_date,${f_open_prices[$f_week_year]},${f_high_prices[$f_week_year]},${f_low_prices[$f_week_year]},${f_close_prices[$f_week_year]},${f_volume_prices[$f_week_year]}"
|
||||
done | sort >>"$f_output_file"
|
||||
}
|
||||
|
||||
|
||||
|
||||
function f_add_missing_ohlcv_intervals {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_histfile="$1"
|
||||
local f_interval="$2"
|
||||
[[ $f_interval = 5m ]] && f_interval=300
|
||||
[[ $f_interval = 15m ]] && f_interval=900
|
||||
[[ $f_interval = 1h ]] && f_interval=3600
|
||||
[[ $f_interval = 4h ]] && f_interval=14400
|
||||
[[ $f_interval = 1d ]] && f_interval=86400
|
||||
|
||||
# get interval from filename if not given
|
||||
if [ -z "$f_interval" ]
|
||||
then
|
||||
[[ $f_histfile =~ \.5m\. ]] && f_interval=300
|
||||
[[ $f_histfile =~ \.15m\. ]] && f_interval=900
|
||||
[[ $f_histfile =~ \.1h\. ]] && f_interval=3600
|
||||
[[ $f_histfile =~ \.4h\. ]] && f_interval=14400
|
||||
[[ $f_histfile =~ \.1d\. ]] && f_interval=86400
|
||||
fi
|
||||
|
||||
# 1w should be complete in every case
|
||||
[[ $f_interval = 1w ]] && return 0
|
||||
[[ $f_histfile =~ \.1w\. ]] && return 0
|
||||
|
||||
|
||||
local f_prev_date f_prev_vals f_curr_date f_curr_vals f_missing_date f_open f_high f_low f_close f_volume f_percent f_open f_counter
|
||||
|
||||
# go through csv per line
|
||||
while IFS=',' read -r f_curr_date f_open f_high f_low f_close f_volume f_percent f_curr_vals
|
||||
do
|
||||
|
||||
#echo "$f_curr_date" 1>&2
|
||||
|
||||
# if prev date is not empty
|
||||
if [ -z "$f_prev_date" ]
|
||||
then
|
||||
f_prev_date=$f_curr_date
|
||||
echo "$f_curr_date,$f_open,$f_high,$f_low,$f_close,$f_volume,$f_percent,$f_curr_vals"
|
||||
continue
|
||||
fi
|
||||
|
||||
#echo "$f_curr_date x" 1>&2
|
||||
|
||||
# only 10 interations to prevelt endless loop
|
||||
f_counter=0
|
||||
while [ $f_counter -lt 10 ]
|
||||
#while true
|
||||
do
|
||||
|
||||
((f_counter++))
|
||||
#echo "$f_curr_date xx $f_counter" 1>&2
|
||||
|
||||
# get second timestamps
|
||||
f_prev_date_in_seconds=$(date -d"$f_prev_date" +%s)
|
||||
f_curr_date_in_seconds=$(date -d"$f_curr_date" +%s)
|
||||
|
||||
# echo [ "$f_prev_date_in_seconds" -gt "$f_curr_date_in_seconds" ] # && break
|
||||
|
||||
# calculate/check the next timestamp from previous
|
||||
# and check for summer/winter time in 4h or greater interval
|
||||
if [ $f_interval -gt 3600 ]
|
||||
then
|
||||
# reduce an hour because of possible summer/winter time change
|
||||
#g_calc "$f_curr_date_in_seconds - ($f_counter * $f_prev_date_in_seconds - 3600)"
|
||||
g_calc "$f_curr_date_in_seconds - $f_prev_date_in_seconds - 3600"
|
||||
else
|
||||
#g_calc "$f_curr_date_in_seconds - $f_counter * $f_prev_date_in_seconds"
|
||||
g_calc "$f_curr_date_in_seconds - $f_prev_date_in_seconds"
|
||||
fi
|
||||
if [ $g_calc_result -gt $f_interval ]
|
||||
then
|
||||
# calc missing timestamp in seconds
|
||||
#f_curr_date_in_seconds=$(( f_prev_date_in_seconds + f_interval * f_counter ))
|
||||
f_curr_date_in_seconds=$(( f_prev_date_in_seconds + f_interval ))
|
||||
# and calculate next timestamp
|
||||
g_calc "$f_curr_date_in_seconds - $f_prev_date_in_seconds"
|
||||
|
||||
# change date format if day or week
|
||||
if [ $f_interval -lt 86400 ]
|
||||
then
|
||||
f_missing_date=$(date -d"@$f_curr_date_in_seconds" +"%F %T")
|
||||
else
|
||||
f_missing_date=$(date -d"@$f_curr_date_in_seconds" +"%F")
|
||||
fi
|
||||
|
||||
# prevent endless loop if something goes wrong (strange errors in 1d ohlcv!)
|
||||
f_missing_date_in_seconds=$(date -d"$f_missing_date" +%s)
|
||||
if [ $f_missing_date_in_seconds -lt $f_curr_date_in_seconds ]
|
||||
then
|
||||
[ -z "$f_curr_vals" ] && echo "$f_curr_date,$f_open,$f_high,$f_low,$f_close,$f_volume,$f_percent"
|
||||
[ -n "$f_curr_vals" ] && echo "$f_curr_date,$f_open,$f_high,$f_low,$f_close,$f_volume,$f_percent,$f_curr_vals"
|
||||
f_prev_date=$f_curr_date
|
||||
break
|
||||
fi
|
||||
|
||||
# write missing line
|
||||
[ -z "$f_curr_vals" ] && echo "$f_missing_date,$f_open,$f_open,$f_open,$f_open,0,0.00"
|
||||
[ -n "$f_curr_vals" ] && echo "$f_missing_date,$f_open,$f_open,$f_open,$f_open,0,0.00,$f_curr_vals"
|
||||
f_prev_date=$f_missing_date
|
||||
else
|
||||
f_prev_date=$f_curr_date
|
||||
[ -z "$f_curr_vals" ] && echo "$f_curr_date,$f_open,$f_high,$f_low,$f_close,$f_volume,$f_percent"
|
||||
[ -n "$f_curr_vals" ] && echo "$f_curr_date,$f_open,$f_high,$f_low,$f_close,$f_volume,$f_percent,$f_curr_vals"
|
||||
break
|
||||
fi
|
||||
|
||||
done
|
||||
|
||||
done < "$f_histfile" > $g_tmp/f_add_missing_ohlcv_intervals_result
|
||||
|
||||
# replace old file with new if they are different
|
||||
if ! cmp --silent "$f_histfile" "$g_tmp/f_add_missing_ohlcv_intervals_result"
|
||||
then
|
||||
g_echo_note "Replacing $f_histfile"
|
||||
#diff "$g_tmp/f_add_missing_ohlcv_intervals_result" "$f_histfile"
|
||||
cat "$g_tmp/f_add_missing_ohlcv_intervals_result" >"$f_histfile"
|
||||
fi
|
||||
}
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_onetrading_csv_transactions {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
135
dabo/functions/get_orders.sh
Normal file
135
dabo/functions/get_orders.sh
Normal file
@@ -0,0 +1,135 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_orders {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_symbol=$1
|
||||
local f_symbol_file
|
||||
|
||||
# get orders of all symbols available if symbol argument is not given
|
||||
local f_symbols=()
|
||||
if [ -z "$f_symbol" ]
|
||||
then
|
||||
for f_symbol in "${f_symbols_array_trade[@]}"
|
||||
do
|
||||
if [ -z "$LEVERAGE" ]
|
||||
then
|
||||
[[ $f_symbol =~ /${CURRENCY}$ ]] && f_symbols+=("$f_symbol")
|
||||
else
|
||||
[[ $f_symbol =~ /${CURRENCY}:${CURRENCY}$ ]] && f_symbols+=("$f_symbol")
|
||||
fi
|
||||
done
|
||||
else
|
||||
f_symbols+=("$f_symbol")
|
||||
fi
|
||||
[ -z "$f_symbols" ] && return 1
|
||||
|
||||
for f_symbol in ${f_symbols_array_trade[@]}
|
||||
do
|
||||
f_symbol_file=${f_symbol//:*}
|
||||
f_symbol_file=${f_symbol_file///}
|
||||
g_echo_note "Getting orders from $f_symbol to \"CCXT_ORDERS_$f_symbol_file\""
|
||||
if f_ccxt "print($STOCK_EXCHANGE.fetchOpenOrders(symbol='${f_symbol}'))"
|
||||
then
|
||||
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) + \",\" + (.stopPrice|tostring)
|
||||
" >"CCXT_ORDERS_${f_symbol_file}"
|
||||
else
|
||||
rm -f "CCXT_ORDERS_${f_symbol_file}_RAW" "CCXT_ORDERS_${f_symbol_file}"
|
||||
continue
|
||||
fi
|
||||
done
|
||||
cat CCXT_ORDERS_*${CURRENCY} >CCXT_ORDERS 2>/dev/null
|
||||
|
||||
get_orders_array
|
||||
}
|
||||
|
||||
function get_orders_array {
|
||||
local f_order
|
||||
|
||||
# clear/create assoziative array o
|
||||
unset o
|
||||
declare -Ag o
|
||||
|
||||
# build array from lines in CCXT_ORDERS
|
||||
g_array CCXT_ORDERS f_get_ordes_array
|
||||
for f_order in ${f_get_ordes_array[@]}
|
||||
do
|
||||
get_order_line_vars "$f_order"
|
||||
done
|
||||
|
||||
# write values to file
|
||||
for i in "${!o[@]}"
|
||||
do
|
||||
echo "\${o[$i]}=${o[$i]}"
|
||||
done | sort >values-orders.new
|
||||
mv values-orders.new values-orders
|
||||
|
||||
}
|
||||
|
||||
function get_order_line_vars {
|
||||
local f_order_line=$1
|
||||
|
||||
g_array $f_order_line f_order_array ,
|
||||
|
||||
f_order_symbol=${f_order_array[0]}
|
||||
local f_asset=${f_order_symbol//:$CURRENCY/}
|
||||
f_asset=${f_asset//\//}
|
||||
|
||||
local f_order_type=${f_order_array[1]}
|
||||
local f_order_side=${f_order_array[2]}
|
||||
local f_type
|
||||
if [[ $f_order_type = limit ]]
|
||||
then
|
||||
[[ $f_order_side = buy ]] && f_type="open_long"
|
||||
[[ $f_order_side = sell ]] && f_type="open_short"
|
||||
fi
|
||||
if [[ $f_order_type = Stop ]]
|
||||
then
|
||||
[[ $f_order_side = buy ]] && f_type="sl_close_short"
|
||||
[[ $f_order_side = sell ]] && f_type="sl_close_long"
|
||||
fi
|
||||
if [[ $f_order_type = MarketIfTouched ]]
|
||||
then
|
||||
[[ $f_order_side = buy ]] && f_type="tp_close_short"
|
||||
[[ $f_order_side = sell ]] && f_type="tp_close_long"
|
||||
fi
|
||||
|
||||
if [ -z "${o[${f_asset}_present]}" ]
|
||||
then
|
||||
o[${f_asset}_present]=${f_type}
|
||||
else
|
||||
o[${f_asset}_present]="${o[${f_asset}_present]} ${f_type}"
|
||||
fi
|
||||
o[${f_asset}_${f_type}_type]=${f_order_array[1]}
|
||||
o[${f_asset}_${f_type}_side]=${f_order_array[2]}
|
||||
o[${f_asset}_${f_type}_entry_price]=${f_order_array[3]}
|
||||
o[${f_asset}_${f_type}_amount]=${f_order_array[4]}
|
||||
o[${f_asset}_${f_type}_id]=${f_order_array[5]}
|
||||
o[${f_asset}_${f_type}_stoplossprice]=${f_order_array[6]}
|
||||
o[${f_asset}_${f_type}_takeprofitprice]=${f_order_array[7]}
|
||||
o[${f_asset}_${f_type}_stopprice]=${f_order_array[8]}
|
||||
}
|
||||
|
||||
|
||||
63
dabo/functions/get_phemex_csv_transactions.sh
Normal file
63
dabo/functions/get_phemex_csv_transactions.sh
Normal file
@@ -0,0 +1,63 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_phemex_csv_transactions {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
# PHEMEX Export format:
|
||||
# Time (UTC),Symbol,Exec Type,Exec. Size,Direction,Exec. Price,Order Size,Order Price,Exec Value,Fee Rate,Fee Paid,Type,"ID"
|
||||
|
||||
if [ -s phemex-export.csv ]
|
||||
then
|
||||
# explicit long
|
||||
cat phemex-export.csv | egrep '^[0-9].+,Trade,.+ Long,' | sort | sed 's/,Long,/,Open Long,/; s/Open Long/leverage-buy/; s/Close Long/leverage-sell/; s/ /,/g' | awk -F, '{print $1" "$2","$7","$6","$5","$13","$12",phemex,"$16","$15","$18}' >TRANSACTIONS-phemex-LONG.csv.tmp
|
||||
# explicit short
|
||||
cat phemex-export.csv | egrep '^[0-9].+,Trade,.+ Short,' | sort | sed 's/,Short,/,Open Short,/; s/Open Short/leverage-sell/; s/Close Short/leverage-buy/; s/ /,/g' | awk -F, '{print $1" "$2","$7","$6","$5","$13","$12",phemex,"$16","$15","$18}' >TRANSACTIONS-phemex-SHORT.csv.tmp
|
||||
# buy/sell
|
||||
cat phemex-export.csv | egrep '^[0-9].+,Trade,.+,Short,|^[0-9].+,Trade,.+,Long,' | sort | sed 's/Short/leverage-sell/; s/Long/leverage-buy/; s/ /,/g' | awk -F, '{print $1" "$2","$7","$6","$5","$13","$12",phemex,"$16","$15","$18}' >TRANSACTIONS-phemex.csv.tmp
|
||||
# liquidations long
|
||||
cat phemex-export.csv | egrep '^[0-9].+,Liquidation,.+Long,' | sort | sed 's/ /,/g' | awk -F, '{print $1" "$2",liquidation,"$6","$5","$14","$13",phemex,"$17","$16","$19}' >TRANSACTIONS-phemex-liquidations-LONG.csv.tmp
|
||||
# liquidations short
|
||||
cat phemex-export.csv | egrep '^[0-9].+,Liquidation,.+Short,' | sort | sed 's/ /,/g' | awk -F, '{print $1" "$2",liquidation,"$6","$5","$14","$13",phemex,"$17","$16","$19}' >TRANSACTIONS-phemex-liquidations-SHORT.csv.tmp
|
||||
# fundingfees seeem to be included in sell
|
||||
cat TRANSACTIONS-phemex/*.csv | egrep 'funding' | sort -u >>TRANSACTIONS-phemex.csv.tmp
|
||||
|
||||
# put together
|
||||
local f_line f_id
|
||||
touch "TRANSACTIONS-phemex.csv"
|
||||
|
||||
cat TRANSACTIONS-phemex-LONG.csv.tmp TRANSACTIONS-phemex.csv.tmp TRANSACTIONS-phemex-liquidations-LONG.csv.tmp | sort | while read f_line
|
||||
do
|
||||
f_id=$(echo "$f_line" | cut -d, -f10)
|
||||
grep -q "$f_id" "TRANSACTIONS-phemex.csv" || echo $f_line >>"TRANSACTIONS-phemex.csv"
|
||||
done
|
||||
|
||||
cat TRANSACTIONS-phemex-SHORT.csv.tmp TRANSACTIONS-phemex-liquidations-SHORT.csv.tmp | sort | while read f_line
|
||||
do
|
||||
f_id=$(echo "$f_line" | cut -d, -f10)
|
||||
grep -q "$f_id" "TRANSACTIONS-phemex.csv" || echo $f_line >>"TRANSACTIONS-phemex.csv"
|
||||
done
|
||||
|
||||
# cleanup
|
||||
rm -f TRANSACTIONS-phemex-LONG.csv.tmp TRANSACTIONS-phemex-SHORT.csv.tmp TRANSACTIONS-phemex.csv.tmp TRANSACTIONS-phemex-liquidations-LONG.csv.tmp TRANSACTIONS-phemex-liquidations-SHORT.csv.tmp
|
||||
fi
|
||||
}
|
||||
|
||||
@@ -1,11 +1,33 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_positions {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_symbol f_symbols
|
||||
local f_symbol f_symbols f_asset f_stoploss f_takeprofit
|
||||
|
||||
get_symbols_ticker
|
||||
|
||||
# build python array of symbols
|
||||
for f_symbol in "${f_symbols_array[@]}"
|
||||
for f_symbol in "${f_symbols_array_trade[@]}"
|
||||
do
|
||||
if [ -z "$LEVERAGE" ]
|
||||
then
|
||||
@@ -16,46 +38,133 @@ function get_positions {
|
||||
done
|
||||
|
||||
[ -z "$f_symbols" ] && return 1
|
||||
f_ccxt "print($STOCK_EXCHANGE.fetchPositions(symbols=[${f_symbols}]))" && [ -n "$f_ccxt_json_out" ] && echo $f_ccxt_result >CCXT_POSITIONS_RAW
|
||||
|
||||
f_ccxt "print($STOCK_EXCHANGE.fetchPositions(symbols=[${f_symbols}]))" && echo $f_ccxt_result >CCXT_POSITIONS_RAW
|
||||
jq -r "
|
||||
.[] |
|
||||
select(.entryPrice != 0) |
|
||||
.symbol + \",\" + (.notional|tostring) + \",\" + (.entryPrice|tostring) + \",\" + (.markPrice|tostring) + \",\" + .side + \",\" + (.leverage|tostring)
|
||||
" CCXT_POSITIONS_RAW >POSITIONS
|
||||
.symbol + \",\" + (.collateral|tostring) + \",\" + (.entryPrice|tostring) + \",\" + .side + \",\" + (.leverage|tostring) + \",\" + (.liquidationPrice|tostring) + \",\" + (.stopLossPrice|tostring) + \",\" + (.takeProfitPrice|tostring) + \",\" + (.contracts|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 for 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
|
||||
|
||||
return 0
|
||||
}
|
||||
|
||||
function get_position_array {
|
||||
g_array POSITIONS f_get_positions_array
|
||||
local f_position
|
||||
|
||||
# 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 ${f_get_positions_array[@]}
|
||||
do
|
||||
get_position_line_vars "$f_position"
|
||||
done
|
||||
|
||||
# write values to file
|
||||
for i in "${!p[@]}"
|
||||
do
|
||||
echo "\${p[$i]}=${p[$i]}"
|
||||
done | sort >values-positions.new
|
||||
mv values-positions.new values-positions
|
||||
|
||||
}
|
||||
|
||||
function get_position_line_vars {
|
||||
local f_pos_line=$1
|
||||
|
||||
g_array $f_pos_line f_position_array ,
|
||||
f_position_symbol=${f_position_array[0]}
|
||||
f_position_currency_amount=${f_position_array[1]}
|
||||
f_position_entry_price=${f_position_array[2]}
|
||||
f_position_current_price=${f_position_array[3]}
|
||||
f_position_side=${f_position_array[4]}
|
||||
[ -z "$f_position_side" ] && f_position_side="long"
|
||||
f_position_leverage=${f_position_array[5]}
|
||||
[ -z "$f_position_leverage" ] && f_position_leverage="1"
|
||||
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
|
||||
if [ -n $f_position_leverage ]
|
||||
then
|
||||
g_calc "$f_position_pnl_percentage*$f_position_leverage"
|
||||
f_position_pnl_percentage=$g_calc_result
|
||||
|
||||
g_calc "$f_position_currency_amount/$f_position_leverage"
|
||||
f_position_currency_amount=$g_calc_result
|
||||
|
||||
g_calc "$f_position_currency_amount/100*$f_position_pnl_percentage"
|
||||
f_position_pnl=$g_calc_result
|
||||
f_position_symbol=${f_position_array[0]}
|
||||
local f_asset=${f_position_symbol//:$CURRENCY/}
|
||||
f_asset=${f_asset//\//}
|
||||
|
||||
printf -v f_position_currency_amount %.2f ${f_position_array[1]}
|
||||
p[${f_asset}_currency_amount]=$f_position_currency_amount
|
||||
|
||||
f_position_entry_price=${f_position_array[2]}
|
||||
p[${f_asset}_entry_price]=$f_position_entry_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[3]}
|
||||
[ -z "$f_position_side" ] && f_position_side="long"
|
||||
p[${f_asset}_side]=$f_position_side
|
||||
|
||||
f_position_leverage=${f_position_array[4]}
|
||||
[[ $f_position_leverage = null ]] && f_position_leverage="1"
|
||||
p[${f_asset}_leverage]=$f_position_leverage
|
||||
|
||||
p[${f_asset}_liquidation_price]=${f_position_array[5]}
|
||||
f_position_liquidation_price=${f_position_array[5]}
|
||||
|
||||
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[6]}
|
||||
f_position_stoploss_price=${f_position_array[6]}
|
||||
fi
|
||||
|
||||
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[7]}
|
||||
f_position_takeprofit_price=${f_position_array[7]}
|
||||
fi
|
||||
|
||||
#printf -v f_position_asset_amount %.2f ${f_position_array[8]}
|
||||
#p[${f_asset}_asset_amount]=$f_position_asset_amount
|
||||
p[${f_asset}_asset_amount]=${f_position_array[8]}
|
||||
|
||||
# calc pnl percentage
|
||||
if [[ $f_position_side = long ]]
|
||||
then
|
||||
g_percentage-diff $f_position_entry_price $f_position_current_price
|
||||
else
|
||||
g_percentage-diff $f_position_current_price $f_position_entry_price
|
||||
fi
|
||||
g_calc "$g_percentage_diff_result*$f_position_leverage"
|
||||
f_position_pnl_percentage=$g_calc_result
|
||||
p[${f_asset}_pnl_percentage]=$g_calc_result
|
||||
|
||||
# calc pnl
|
||||
g_calc "$f_position_currency_amount/100*$f_position_pnl_percentage"
|
||||
printf -v f_position_pnl %.2f $g_calc_result
|
||||
p[${f_asset}_pnl]=$f_position_pnl
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -1,5 +1,24 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
|
||||
function get_range {
|
||||
|
||||
#g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_rsi_indicator {
|
||||
#g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
# get histfile
|
||||
|
||||
@@ -1,28 +0,0 @@
|
||||
function get_symbols {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
f_ccxt "print($STOCK_EXCHANGE.symbols)"
|
||||
if [ -z "$f_ccxt_json_out" ]
|
||||
then
|
||||
g_echo_warn "Could not get symbols list - no json output"
|
||||
return 1
|
||||
fi
|
||||
local f_symbols=${f_ccxt_result}
|
||||
f_symbols=${f_symbols//\"}
|
||||
f_symbols=${f_symbols//, /+}
|
||||
f_symbols=${f_symbols//\[}
|
||||
f_symbols=${f_symbols//\]}
|
||||
|
||||
if [ -z "$f_symbols" ]
|
||||
then
|
||||
g_echo_warn "Could not get symbols list - empty"
|
||||
return 1
|
||||
fi
|
||||
|
||||
g_array "$f_symbols" f_symbols_array +
|
||||
printf '%s\n' "${f_symbols_array[@]}" >SYMBOLS-$STOCK_EXCHANGE
|
||||
|
||||
|
||||
|
||||
}
|
||||
129
dabo/functions/get_symbols_ticker.sh
Normal file
129
dabo/functions/get_symbols_ticker.sh
Normal file
@@ -0,0 +1,129 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_symbols_ticker {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_fetch=$1
|
||||
local f_symbols
|
||||
|
||||
## determine assets with prices
|
||||
[ ${STOCK_EXCHANGE} = "NONE" ] && return 0
|
||||
|
||||
# refetch from exchange
|
||||
if [ "$f_fetch" = "refetchonly" ]
|
||||
then
|
||||
# fetch from exchange
|
||||
rm -f CCXT_TICKERS-${STOCK_EXCHANGE}.tmp
|
||||
f_ccxt "print(${STOCK_EXCHANGE}.fetch_tickers())" && echo $f_ccxt_result >CCXT_TICKERS_RAW-${STOCK_EXCHANGE}
|
||||
|
||||
# parse relevant tokens
|
||||
local f_grep="${CURRENCY},"
|
||||
[ -n "$LEVERAGE" ] && f_grep="${CURRENCY}:${CURRENCY},"
|
||||
[ -s CCXT_TICKERS_RAW-${STOCK_EXCHANGE} ] && jq -r '.[] | .symbol + "," + (.last|tostring)' CCXT_TICKERS_RAW-${STOCK_EXCHANGE} | grep "${f_grep}" | egrep ".+,[0-9]" >CCXT_TICKERS-${STOCK_EXCHANGE}.tmp
|
||||
|
||||
if [ -s CCXT_TICKERS-${STOCK_EXCHANGE}.tmp ]
|
||||
then
|
||||
cat CCXT_TICKERS-${STOCK_EXCHANGE}.tmp >CCXT_TICKERS-$STOCK_EXCHANGE
|
||||
cut -d, -f1 CCXT_TICKERS-${STOCK_EXCHANGE}.tmp >CCXT_SYMBOLS-${STOCK_EXCHANGE}
|
||||
|
||||
## get symbols by volume from history files and check with CCXT_SYMBOLS-$STOCK_EXCHANGE
|
||||
[ -n "$LEVERAGE" ] && f_naming="${CURRENCY}:${CURRENCY}"
|
||||
tail -n1 asset-histories/*.history.1w.csv 2>/dev/null \
|
||||
| perl -pe "s/<==\n//; s/==> //; s/\.csv /,/g; s/\//./; s/$CURRENCY\.history\.1w/\/${f_naming}./" \
|
||||
| grep ",$(date +%Y)-" \
|
||||
| sort -r -n -t, -k7 \
|
||||
| cut -d. -f2 \
|
||||
>CCXT_SYMBOLS-$STOCK_EXCHANGE-by-volume.tmp
|
||||
# add mising (not yet fetched) symbols
|
||||
awk 'NR==FNR{a[$0];next} !($0 in a)' CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume.tmp CCXT_SYMBOLS-$STOCK_EXCHANGE >>CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume.tmp
|
||||
# remove (no more) existing symbols
|
||||
awk 'NR==FNR{a[$0];next} !($0 in a)' CCXT_SYMBOLS-$STOCK_EXCHANGE CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume.tmp \
|
||||
| while read f_remove_symbol
|
||||
do
|
||||
sed -i "\#${f_remove_symbol}#d" CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume.tmp
|
||||
done
|
||||
# write filan volume file
|
||||
[ -s CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume.tmp ] && mv CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume.tmp CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume
|
||||
|
||||
|
||||
# write file with symbols that should be traded
|
||||
rm -f CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume-trade.tmp
|
||||
for f_symbol in $SYMBOLS
|
||||
do
|
||||
grep "^$f_symbol/$CURRENCY" CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume >>CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume-trade.tmp
|
||||
done
|
||||
[ -s CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume-trade.tmp ] && mv CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume-trade.tmp CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume-trade
|
||||
|
||||
else
|
||||
return 1
|
||||
fi
|
||||
|
||||
return 0
|
||||
fi
|
||||
|
||||
# create associative ticker array
|
||||
if [ -s CCXT_TICKERS-$STOCK_EXCHANGE ]
|
||||
then
|
||||
g_array CCXT_TICKERS-$STOCK_EXCHANGE f_tickers_array_ref
|
||||
local f_ticker f_symbol f_price
|
||||
declare -Ag f_tickers_array
|
||||
declare -Ag v
|
||||
declare -Ag vr
|
||||
for f_ticker in "${f_tickers_array_ref[@]}"
|
||||
do
|
||||
f_symbol=${f_ticker%%:*}
|
||||
f_symbol=${f_symbol//\/}
|
||||
#f_symbol=${f_symbol/ /}
|
||||
f_price=${f_ticker/*,/}
|
||||
g_num_exponential2normal $f_price && f_price=$g_num_exponential2normal_result
|
||||
f_tickers_array[$f_symbol]=$f_price
|
||||
vr[${f_symbol}_price]=$f_price
|
||||
v[${f_symbol}_price]=$f_price
|
||||
done
|
||||
fi
|
||||
|
||||
# create array with ccxt symbols sorted by volume
|
||||
[ -s CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume ] && g_array CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume f_symbols_array_ref
|
||||
f_symbols_array=("${f_symbols_array_ref[@]}")
|
||||
|
||||
# create array with ccxt symbols sorted by volume which sould be traded
|
||||
[ -s CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume-trade ] && g_array CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume-trade f_symbols_array_trade_ref
|
||||
f_symbols_array_trade=("${f_symbols_array_ref[@]}")
|
||||
|
||||
# create f_symbols var
|
||||
[ -s CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume ] && f_symbols=$(cat CCXT_SYMBOLS-${STOCK_EXCHANGE}-by-volume)
|
||||
f_symbols=${f_symbols//$'\n'/'+'}
|
||||
|
||||
if [ -z "$f_symbols" ]
|
||||
then
|
||||
if [ "$f_fetch" = "retry" ]
|
||||
then
|
||||
g_echo_warn "Could not get symbols list - empty"
|
||||
return 1
|
||||
fi
|
||||
sleep 5
|
||||
g_echo_note "Could not get symbols list - empty - retrying"
|
||||
get_symbols_ticker retry || return 1
|
||||
fi
|
||||
|
||||
}
|
||||
|
||||
@@ -1,9 +1,31 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_transactions {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_exchange f_symbol f_symbol_file f_asset f_currency f_leverage f_convert_end_month f_convert_end_year f_symbol_file_csv f_symbol_file_csv_tmp f_start_date f_end_date f_convert_file f_fiat f_fiats
|
||||
local f_exchange f_symbol f_symbol_file f_asset f_currency f_leverage f_convert_end_month f_convert_end_year f_symbol_file_csv f_symbol_file_csv_tmp f_start_date f_end_date f_convert_file f_fiat f_fiats f_return
|
||||
local DEFAULT_STOCK_EXCHANGE=$STOCK_EXCHANGE
|
||||
local DEFAULT_LEVERAGE=$LEVERAGE
|
||||
|
||||
|
||||
for f_exchange in /dabo/.*-secrets;
|
||||
do
|
||||
@@ -15,32 +37,31 @@ function get_transactions {
|
||||
|
||||
[[ $f_exchange = bitpanda ]] && continue
|
||||
[[ $f_exchange = onetrading ]] && continue
|
||||
|
||||
|
||||
g_echo_note "Exchange: $f_exchange"
|
||||
|
||||
get_symbols
|
||||
#f_ccxt "print(${STOCK_EXCHANGE}.symbols)"
|
||||
#f_symbols=${f_ccxt_result}
|
||||
#f_symbols=${f_symbols//\"}
|
||||
#f_symbols=${f_symbols//, /+}
|
||||
#f_symbols=${f_symbols//\[}
|
||||
#f_symbols=${f_symbols//\]}
|
||||
|
||||
# refetch symbols if not default exchange
|
||||
if ! [[ $DEFAULT_STOCK_EXCHANGE = $STOCK_EXCHANGE ]]
|
||||
then
|
||||
unset LEVERAGE
|
||||
get_symbols_ticker refetchonly
|
||||
LEVERAGE=$DEFAULT_LEVERAGE
|
||||
fi
|
||||
|
||||
# load symbols to array
|
||||
get_symbols_ticker
|
||||
|
||||
# transfer-dir
|
||||
mkdir -p "TRANSACTIONS-$f_exchange"
|
||||
# create timestamp file
|
||||
touch --time=mtime -t $(date -d "now -1 day" +%Y%m%d%H%M) TRANSACTIONS-TIMESTAMP
|
||||
|
||||
# go through symbols
|
||||
#local f_orig_IFS=$IFS
|
||||
#IFS=+
|
||||
#for f_symbol in $f_symbols
|
||||
for f_symbol in "${f_symbols_array[@]}"
|
||||
do
|
||||
#echo $f_symbol
|
||||
#[[ $f_symbol =~ ETH|BTC ]] || continue
|
||||
#IFS=$f_orig_IFS
|
||||
# binance does not allow derivate trading in germany so ignore because of 400-Error
|
||||
#f_symbol=${f_symbol//,*}
|
||||
|
||||
# binance does not allow derivate trading in many countries so ignore because of 400-Error
|
||||
[[ $f_symbol =~ : ]] && [[ $f_exchange = binance ]] && continue
|
||||
f_symbol_file="TRANSACTIONS-$f_exchange/${f_symbol//\/}"
|
||||
|
||||
@@ -49,19 +70,31 @@ function get_transactions {
|
||||
|
||||
# fetch only if not exists
|
||||
[ -f "$f_symbol_file" ] && continue
|
||||
g_echo_note "fetching closed orders of $f_symbol on $f_exchange"
|
||||
f_ccxt "print(${STOCK_EXCHANGE}.fetchMyTrades(symbol='$f_symbol', limit=500, params={'paginate': True}))"
|
||||
|
||||
# write to file
|
||||
#cat ${g_python_out} >"$f_symbol_file"
|
||||
[[ $f_ccxt_result = \[\] ]] && f_ccxt_result=""
|
||||
g_echo_note "fetching closed orders of $f_symbol on ${STOCK_EXCHANGE}"
|
||||
|
||||
# fetch and reset/store return code
|
||||
f_return=""
|
||||
f_ccxt "print(${STOCK_EXCHANGE}.fetchMyTrades(symbol='$f_symbol', limit=500, params={'paginate': True}))" || f_return=1
|
||||
|
||||
# write result even if its failed/empty for timestamp
|
||||
echo -n $f_ccxt_result >"$f_symbol_file"
|
||||
|
||||
# continue if no trade
|
||||
[ -z "$f_ccxt_result" ] && continue
|
||||
# continue if fetch failed/empty
|
||||
if [ -n "$f_return" ]
|
||||
then
|
||||
g_echo_note "fetch of $f_symbol on ${STOCK_EXCHANGE} failed no json output or empty - no trades"
|
||||
continue
|
||||
fi
|
||||
|
||||
# check output for symbol
|
||||
if ! [[ $f_ccxt_result =~ $f_symbol ]]
|
||||
then
|
||||
g_echo_warn "unexpectet return in \"$f_symbol_file\" Symbol $f_symbol not present!?"
|
||||
continue
|
||||
fi
|
||||
|
||||
# get f_asset+f_currency from symbol (BTC/USDT)
|
||||
g_array $f_symbol f_symbol_array /
|
||||
g_array "$f_symbol" f_symbol_array /
|
||||
f_asset=${f_symbol_array[0]}
|
||||
f_currency=${f_symbol_array[1]}
|
||||
|
||||
@@ -77,11 +110,10 @@ function get_transactions {
|
||||
f_leverage="leverage-"
|
||||
|
||||
# get funding fees
|
||||
f_ccxt "print(${STOCK_EXCHANGE}.fetchFundingHistory('$f_symbol', limit=200, params={'paginate': True}))"
|
||||
[[ $f_ccxt_result = \[\] ]] || echo -n $f_ccxt_result >"${f_symbol_file}.FundingFees"
|
||||
f_ccxt "print(${STOCK_EXCHANGE}.fetchFundingHistory('$f_symbol', limit=200, params={'paginate': True}))" && echo -n $f_ccxt_result >"${f_symbol_file}.FundingFees"
|
||||
cat ${f_symbol_file}.FundingFees | jq -r "
|
||||
.[] |
|
||||
.datetime + \",fundingfee,$f_asset,0,\" + .code + \",0\" + \",$f_exchange,\" + .code + \",\" + (.amount|tostring)
|
||||
.datetime + \",fundingfee,$f_asset,0,\" + .code + \",0\" + \",$f_exchange,\" + .code + \",\" + (.amount|tostring)
|
||||
" >>$f_symbol_file_csv_tmp
|
||||
|
||||
# remove the ':' in f_currency
|
||||
@@ -90,33 +122,33 @@ function get_transactions {
|
||||
fi
|
||||
|
||||
# generate csv
|
||||
# get longs (posSide=="1")
|
||||
|
||||
# get spot buy/sell (posSide=="1")
|
||||
cat "$f_symbol_file" | jq -r "
|
||||
.[] |
|
||||
select(.side==\"buy\" or .side==\"sell\") |
|
||||
select(.info.posSide==\"1\") |
|
||||
select(.symbol!= null) |
|
||||
.datetime + \",$f_leverage\" + .side + \",$f_asset,\" + (.amount|tostring) + \",$f_currency,\" + (.cost|tostring) + \",$f_exchange,\" + .fee.currency + \",\" + (.fee.cost|tostring)
|
||||
select(.symbol != null) |
|
||||
select(.type != null) |
|
||||
.datetime + \",$f_leverage\" + .side + \",$f_asset,\" + (.amount|tostring) + \",$f_currency,\" + (.cost|tostring) + \",$f_exchange,\" + .fee.currency + \",\" + (.fee.cost|tostring) + \",\" + .id
|
||||
" >>"$f_symbol_file_csv_tmp"
|
||||
|
||||
# get shorts (posSide=="2") sell first, then buy (https://github.com/ccxt/ccxt/issues/22518)
|
||||
cat "$f_symbol_file" | jq -r "
|
||||
.[] |
|
||||
select(.side==\"sell\") |
|
||||
select(.info.posSide==\"2\") |
|
||||
select(.symbol!= null) |
|
||||
.side = \"sell\" |
|
||||
.datetime + \",$f_leverage\" + .side + \",$f_asset,\" + (.amount|tostring) + \",$f_currency,\" + (.cost|tostring) + \",$f_exchange,\" + .fee.currency + \",\" + (.fee.cost|tostring) + \",short\"
|
||||
" >>"$f_symbol_file_csv_tmp"
|
||||
|
||||
cat "$f_symbol_file" | jq -r "
|
||||
.[] |
|
||||
select(.side==\"buy\") |
|
||||
select(.info.posSide==\"2\") |
|
||||
select(.symbol!= null) |
|
||||
.side = \"buy\" |
|
||||
.datetime + \",$f_leverage\" + .side + \",$f_asset,\" + (.amount|tostring) + \",$f_currency,\" + (.cost|tostring) + \",$f_exchange,\" + .fee.currency + \",\" + (.fee.cost|tostring) + \",short\"
|
||||
" >>"$f_symbol_file_csv_tmp"
|
||||
# # get longs (posSide=="1")
|
||||
# cat "$f_symbol_file" | jq -r "
|
||||
#.[] |
|
||||
# select(.side==\"buy\" or .side==\"sell\") |
|
||||
# select(.info.posSide=\"1\") |
|
||||
# select(.symbol!= null) |
|
||||
#.datetime + \",$f_leverage\" + .side + \",$f_asset,\" + (.amount|tostring) + \",$f_currency,\" + (.cost|tostring) + \",$f_exchange,\" + .fee.currency + \",\" + (.fee.cost|tostring) + \",\" + .id
|
||||
#" >>"$f_symbol_file_csv_tmp"
|
||||
#
|
||||
# # get shorts (posSide=="2") sell first, then buy (https://github.com/ccxt/ccxt/issues/22518)
|
||||
# cat "$f_symbol_file" | jq -r "
|
||||
#.[] |
|
||||
# select(.side==\"buy\" or .side==\"sell\") |
|
||||
# select(.info.posSide==\"2\") |
|
||||
# select(.symbol!=null) |
|
||||
#.datetime + \",$f_leverage\" + .side + \",$f_asset,\" + (.amount|tostring) + \",$f_currency,\" + (.cost|tostring) + \",$f_exchange,\" + .fee.currency + \",\" + (.fee.cost|tostring) + \",\" + .id
|
||||
#" >>"$f_symbol_file_csv_tmp"
|
||||
|
||||
if [ -s "$f_symbol_file_csv_tmp" ]
|
||||
then
|
||||
@@ -137,6 +169,7 @@ function get_transactions {
|
||||
## Get converts on supported exchanges since 2022
|
||||
if [[ $f_exchange = binance ]]
|
||||
then
|
||||
local m y
|
||||
printf -v f_convert_end_year '%(%Y)T'
|
||||
for ((y=2022;y<=$f_convert_end_year;y++))
|
||||
do
|
||||
@@ -145,15 +178,15 @@ function get_transactions {
|
||||
for ((m=1;m<=$f_convert_end_month;m++))
|
||||
do
|
||||
f_start_date="$(date -d "$y-$m-1" +%s)001"
|
||||
em=$((m+1))
|
||||
[ $em = 13 ] && em=1
|
||||
f_end_date="$(date -d "$y-$em-1" +%s)000"
|
||||
#em=$((m+1))
|
||||
#[ $em = 13 ] && em=1
|
||||
#f_aend_date="$(date -d "$y-$em-1" +%s)000"
|
||||
f_end_date="$(date -d "$y-$m-1 +29days" +%s)000"
|
||||
f_convert_file="TRANSACTIONS-$f_exchange/CONVERT-$y-$m"
|
||||
|
||||
[ -s "${f_convert_file}.csv" ] && continue
|
||||
|
||||
f_ccxt "print(${f_exchange}.fetchConvertTradeHistory(since=${f_start_date}, params={'until': ${f_end_date}}))"
|
||||
[[ $f_ccxt_result = \[\] ]] && f_ccxt_result=""
|
||||
f_ccxt "print(${f_exchange}.fetchConvertTradeHistory(since=${f_start_date}, params={'until': ${f_end_date}}))" || f_ccxt_result=""
|
||||
echo -n $f_ccxt_result >"$f_convert_file"
|
||||
|
||||
if [ -s "$f_convert_file" ]
|
||||
@@ -174,14 +207,20 @@ function get_transactions {
|
||||
done
|
||||
fi
|
||||
|
||||
# put all sorted n one file
|
||||
if [ -s TRANSACTIONS-$f_exchange.csv ]
|
||||
then
|
||||
cat "TRANSACTIONS-$f_exchange/"*.csv TRANSACTIONS-$f_exchange.csv | sort -u >TRANSACTIONS-$f_exchange.csv.tmp
|
||||
mv TRANSACTIONS-$f_exchange.csv.tmp TRANSACTIONS-$f_exchange.csv
|
||||
else
|
||||
cat "TRANSACTIONS-$f_exchange/"*.csv | sort -u >TRANSACTIONS-$f_exchange.csv
|
||||
fi
|
||||
# put all sorted in one file. duplicates check with id
|
||||
local f_line f_date f_sym
|
||||
touch "TRANSACTIONS-$f_exchange.csv"
|
||||
grep -vh ,fundingfee, "TRANSACTIONS-$f_exchange/"*.csv | while read f_line
|
||||
do
|
||||
f_id=$(echo "$f_line" | cut -d, -f10)
|
||||
grep -q "$f_id" "TRANSACTIONS-$f_exchange.csv" || echo $f_line >>"TRANSACTIONS-$f_exchange.csv"
|
||||
done
|
||||
grep -h ,fundingfee, "TRANSACTIONS-$f_exchange/"*.csv | while read f_line
|
||||
do
|
||||
f_date=$(echo "$f_line" | cut -d: -f1)
|
||||
f_sym=$(echo "$f_line" | cut -d, -f3)
|
||||
egrep -q "^$f_date:.+,$f_sym," "TRANSACTIONS-$f_exchange.csv" || echo $f_line >>"TRANSACTIONS-$f_exchange.csv"
|
||||
done
|
||||
|
||||
# Switch sides if Fiat is in Krypto side
|
||||
f_fiats="USD EUR"
|
||||
@@ -195,7 +234,7 @@ function get_transactions {
|
||||
g_echo_note "Switched some fiat/krypto sides"
|
||||
#cat TRANSACTIONS-$f_exchange.csv.tmp
|
||||
cat TRANSACTIONS-$f_exchange.csv | egrep -v ",sell,$f_fiat,|,buy,$f_fiat," >>TRANSACTIONS-$f_exchange.csv.tmp
|
||||
cat TRANSACTIONS-$f_exchange.csv.tmp | sort >TRANSACTIONS-$f_exchange.csv
|
||||
cat TRANSACTIONS-$f_exchange.csv.tmp >TRANSACTIONS-$f_exchange.csv
|
||||
fi
|
||||
done
|
||||
|
||||
|
||||
134
dabo/functions/get_values.sh
Normal file
134
dabo/functions/get_values.sh
Normal file
@@ -0,0 +1,134 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_values {
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_assets="$@"
|
||||
local f_asset_histories
|
||||
|
||||
f_assets=${f_assets//:$CURRENCY/}
|
||||
f_assets=${f_assets//\//}
|
||||
|
||||
for f_asset in $f_assets
|
||||
do
|
||||
f_asset_histories+="$f_asset "
|
||||
f_asset_histories+="MARKETDATA_BINANCE_OPEN_INTEREST_$f_asset "
|
||||
f_asset_histories+="MARKETDATA_BINANCE_LONG_SHORT_RATIO_TAKER_$f_asset "
|
||||
f_asset_histories+="MARKETDATA_BINANCE_LONG_SHORT_RATIO_ACCOUNT_$f_asset "
|
||||
done
|
||||
|
||||
local f_eco_asset f_eco_assets f_asset f_time f_prefix f_histfile f_columns f_return f_levelsfile f_tmp_levels f_first
|
||||
|
||||
for f_eco_asset in $ECO_ASSETS
|
||||
do
|
||||
if [ -z "$f_eco_assets" ]
|
||||
then
|
||||
f_eco_assets="ECONOMY-${f_eco_asset}"
|
||||
else
|
||||
f_eco_assets="$f_eco_assets ECONOMY-${f_eco_asset}"
|
||||
fi
|
||||
done
|
||||
|
||||
# get current prices from exchange
|
||||
get_symbols_ticker
|
||||
# get values from csv files
|
||||
|
||||
for f_asset in $f_asset_histories\
|
||||
BTC${CURRENCY}\
|
||||
$f_eco_assets\
|
||||
MARKETDATA_BINANCE_OPEN_INTEREST_BTC${CURRENCY}\
|
||||
MARKETDATA_BINANCE_LONG_SHORT_RATIO_TAKER_BTC${CURRENCY}\
|
||||
MARKETDATA_BINANCE_LONG_SHORT_RATIO_ACCOUNT_BTC${CURRENCY}\
|
||||
MARKETDATA_FEAR_AND_GREED_ALTERNATIVEME\
|
||||
MARKETDATA_FEAR_AND_GREED_CNN\
|
||||
MARKETDATA_US_CONSUMER_PRICE_INDEX_CPI\
|
||||
MARKETDATA_US_FED_FUNDS_RATE MARKETDATA_US_UNEMPLOYMENT_RATE
|
||||
do
|
||||
|
||||
# read latest ohlcv data and indicators per timeframe to vars
|
||||
for f_time in 5m 15m 1h 4h 1d 1w
|
||||
do
|
||||
# special on ECONOMY data
|
||||
f_prefix="${f_time}_"
|
||||
if [[ "$f_asset" =~ ^ECONOMY- ]]
|
||||
then
|
||||
f_prefix="${f_asset}_${f_time}_"
|
||||
f_prefix=${f_prefix//-/_}
|
||||
fi
|
||||
|
||||
# histfile
|
||||
f_histfile="asset-histories/${f_asset}.history.${f_time}.csv"
|
||||
if ! [ -s "$f_histfile" ]
|
||||
then
|
||||
f_return=1
|
||||
continue
|
||||
fi
|
||||
f_columns="${f_prefix}date,${f_prefix}open,${f_prefix}high,${f_prefix}low,${f_prefix}close,${f_prefix}volume,${f_prefix}change,${f_prefix}ath,${f_prefix}ema12,${f_prefix}ema26,${f_prefix}ema50,${f_prefix}ema100,${f_prefix}ema200,${f_prefix}ema400,${f_prefix}ema800,${f_prefix}rsi5,${f_prefix}rsi14,${f_prefix}rsi21,${f_prefix}macd,${f_prefix}macd_ema9_signal,${f_prefix}macd_histogram,${f_prefix}macd_histogram_signal,${f_prefix}macd_histogram_max,${f_prefix}macd_histogram_strength"
|
||||
g_read_csv "${f_histfile}" 2 "$f_columns"
|
||||
done
|
||||
|
||||
# read current levels
|
||||
for f_time in 1w 1d
|
||||
do
|
||||
f_levelsfile="asset-histories/${f_asset}.history.${f_time}.csv.levels"
|
||||
if [ -s "$f_levelsfile" ]
|
||||
then
|
||||
# get levels
|
||||
read -r -a f_levels <"$f_levelsfile"
|
||||
vr[${f_asset}_levels_$f_time]="${f_levels[*]}"
|
||||
|
||||
# add current price and sort
|
||||
f_levels+=("${vr[${f_asset}_price]}")
|
||||
oldIFS="$IFS"
|
||||
IFS=$'\n' f_levels_sorted=($(sort -n <<<"${f_levels[*]}"))
|
||||
IFS="$oldIFS"
|
||||
|
||||
# find current price and +- one for upper lower price
|
||||
for ((i=0; i<${#f_levels_sorted[@]}; i++)); do
|
||||
if [ "${f_levels_sorted[$i]}" = "${vr[${f_asset}_price]}" ]
|
||||
then
|
||||
vr[${f_asset}_levels_${f_time}_next_up]=${f_levels_sorted[i+1]}
|
||||
vr[${f_asset}_levels_${f_time}_next_down]=${f_levels_sorted[i-1]}
|
||||
break
|
||||
fi
|
||||
done
|
||||
fi
|
||||
done
|
||||
done
|
||||
|
||||
# use reverse as default to be 0 latest, 1 pre latest,...
|
||||
unset v
|
||||
declare -Ag v
|
||||
for key in "${!vr[@]}"; do
|
||||
v[$key]=${vr[$key]}
|
||||
done
|
||||
unset vr
|
||||
|
||||
# write values file for overview
|
||||
for i in "${!v[@]}"
|
||||
do
|
||||
echo "\${v[$i]}=${v[$i]}"
|
||||
done | sort >values.new
|
||||
mv values.new values
|
||||
|
||||
return $f_return
|
||||
}
|
||||
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_vars_from_csv {
|
||||
|
||||
unset f_empty_var
|
||||
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function market_performance {
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
|
||||
226
dabo/functions/order.sh
Normal file
226
dabo/functions/order.sh
Normal file
@@ -0,0 +1,226 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function order {
|
||||
# Info for log
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
# needed vars
|
||||
local f_symbol=$1
|
||||
local f_amount=$2 # amount in $CURRENCY / if asset_amount:XXX then amount in invested asset
|
||||
local f_side=$3 # buy/sell long/short
|
||||
local f_price=$4 # price for limit order - if "0" do market order - "stoploss" for pure StopLoss Order and "takeprofit" for pure TakeProfit Order
|
||||
local f_stoploss=$5
|
||||
local f_takeprofit=$6
|
||||
local f_params="params={"
|
||||
local f_type f_side_opposite f_pos_side f_side_opposide f_trigger_sl f_trigger_tp
|
||||
|
||||
### validity checks ###
|
||||
|
||||
if [ -z "$f_symbol" ] || [ -z "$f_amount" ] || [ -z "$f_side" ] || [ -z "$f_price" ]
|
||||
then
|
||||
g_echo_error "Missing values!
|
||||
Usage: order symbol amount side price [stoploss] [takeprofit]
|
||||
Given: ${FUNCNAME} $@"
|
||||
return 1
|
||||
fi
|
||||
|
||||
# check symbol XXX/$CURRENCY[:$CURRENCY]
|
||||
[[ $f_symbol =~ /$CURRENCY ]] || return 1
|
||||
|
||||
# check side
|
||||
if [ "$f_side" = "long" ] || [ "$f_side" = "buy" ]
|
||||
then
|
||||
f_side="buy"
|
||||
f_pos_side="Long"
|
||||
f_side_opposide="sell"
|
||||
f_trigger_sl="down"
|
||||
f_trigger_tp="up"
|
||||
fi
|
||||
if [ "$f_side" = "short" ] || [ "$f_side" = "sell" ]
|
||||
then
|
||||
f_side="sell"
|
||||
f_pos_side="Short"
|
||||
f_side_opposide="buy"
|
||||
f_trigger_sl="up"
|
||||
f_trigger_tp="down"
|
||||
fi
|
||||
[[ $f_side =~ ^buy$|^sell$ ]] || return 1
|
||||
|
||||
# check order type limit/market
|
||||
if [[ $f_price = 0 ]]
|
||||
then
|
||||
f_type="market"
|
||||
elif [[ $f_price = stoploss ]]
|
||||
then
|
||||
f_type="stoploss"
|
||||
f_price="None"
|
||||
elif [[ $f_price = takeprofit ]]
|
||||
then
|
||||
f_type="takeprofit"
|
||||
f_price="None"
|
||||
else
|
||||
f_type="limit"
|
||||
fi
|
||||
|
||||
### validity checks end ###
|
||||
|
||||
|
||||
# get amount in target asset
|
||||
if [[ $f_amount =~ ^asset_amount: ]]
|
||||
then
|
||||
# if given in target
|
||||
f_amount=${f_amount//asset_amount:}
|
||||
else
|
||||
# on market order use current price
|
||||
if [[ $f_type = market ]]
|
||||
then
|
||||
# if given in $CURRENCY
|
||||
local f_asset=${f_symbol///*}
|
||||
currency_converter $f_amount $CURRENCY $f_asset || return 1
|
||||
f_amount=$f_currency_converter_result
|
||||
# on limit order use limit price
|
||||
elif [[ $f_type = limit ]]
|
||||
then
|
||||
g_calc "1/${f_price}*${f_amount}"
|
||||
f_amount=$g_calc_result
|
||||
fi
|
||||
fi
|
||||
|
||||
|
||||
# check for swap/margin trades
|
||||
if [ -n "$LEVERAGE" ]
|
||||
then
|
||||
# do some margin things
|
||||
|
||||
# check for CCXT swap symbol :$CURRENCY
|
||||
[[ $f_symbol =~ : ]] || f_symbol="$f_symbol:$CURRENCY"
|
||||
|
||||
# set position mode
|
||||
f_ccxt "$STOCK_EXCHANGE.setPositionMode(hedged=False, symbol='$f_symbol')" || return 1
|
||||
|
||||
# set leverage
|
||||
f_ccxt "$STOCK_EXCHANGE.setLeverage($LEVERAGE, '$f_symbol')" || return 1
|
||||
|
||||
# define margin mode isolated/cross
|
||||
#[[ $f_type =~ limit|market ]] &&
|
||||
f_params="${f_params}'marginMode': '$MARGIN_MODE', "
|
||||
|
||||
# calculate amount with leverage
|
||||
if [[ $f_type != stoploss ]] && [[ $f_type != takeprofit ]]
|
||||
then
|
||||
g_calc "${f_amount}*${LEVERAGE}"
|
||||
f_amount=$g_calc_result
|
||||
fi
|
||||
else
|
||||
# short/sell not possible in spot market
|
||||
[[ $f_side =~ ^sell$ ]] || return 1
|
||||
fi
|
||||
|
||||
|
||||
# Add stoploss and take profit if available
|
||||
if [ -n "$f_stoploss" ]
|
||||
then
|
||||
if [[ $f_type = limit ]]
|
||||
then
|
||||
# check for long
|
||||
if [[ $f_side = buy ]] && g_num_is_higher_equal $f_stoploss $f_price
|
||||
then
|
||||
g_echo_warn "Long Order not possible: Stoploss ($f_stoploss) higher then buy price ($f_price)"
|
||||
return 1
|
||||
fi
|
||||
# check for short
|
||||
if [[ $f_side = sell ]] && g_num_is_lower_equal $f_stoploss $f_price
|
||||
then
|
||||
g_echo_warn "Short Order not possible: Stoploss ($f_stoploss) lower then buy price ($f_price)"
|
||||
return 1
|
||||
fi
|
||||
fi
|
||||
f_ccxt "print($STOCK_EXCHANGE.priceToPrecision('${f_symbol}', ${f_stoploss}))"
|
||||
f_stoploss=$f_ccxt_result
|
||||
# market or limit order with stoploss
|
||||
if [[ $f_type =~ limit|market ]]
|
||||
then
|
||||
f_params="${f_params}'stopLoss': { 'triggerPrice': $f_stoploss, 'type': 'market' }, "
|
||||
# stoploss (change) for open position
|
||||
elif [[ $f_type = "stoploss" ]]
|
||||
then
|
||||
f_type="market"
|
||||
f_price=$f_stoploss
|
||||
f_params="${f_params}'reduceOnly': True, 'triggerPrice': $f_stoploss, 'triggerDirection': '$f_trigger_sl', "
|
||||
fi
|
||||
fi
|
||||
if [ -n "$f_takeprofit" ]
|
||||
then
|
||||
# check for long
|
||||
if [[ $f_type = limit ]]
|
||||
then
|
||||
if [[ $f_side = buy ]] && g_num_is_lower_equal $f_takeprofit $f_price
|
||||
then
|
||||
g_echo_warn "Long Order not possible:TakeProfit ($f_takeprofit) lower then buy price ($f_price)"
|
||||
return 1
|
||||
fi
|
||||
# check for short
|
||||
if [[ $f_side = sell ]] && g_num_is_higher_equal $f_takeprofit $f_price
|
||||
then
|
||||
g_echo_warn "Short Order not possible:TakeProfit ($f_takeprofit) higher then buy price ($f_price)"
|
||||
return 1
|
||||
fi
|
||||
fi
|
||||
f_ccxt "print($STOCK_EXCHANGE.priceToPrecision('${f_symbol}', ${f_takeprofit}))"
|
||||
f_takeprofit=$f_ccxt_result
|
||||
[[ $f_type =~ limit|market ]] && f_params="${f_params}'takeProfit': { 'triggerPrice': $f_takeprofit, 'type': 'limit', 'price': $f_takeprofit, }, "
|
||||
if [[ $f_type = "takeprofit" ]]
|
||||
then
|
||||
f_type="limit"
|
||||
f_price=$f_takeprofit
|
||||
f_params="${f_params}'reduceOnly': True, 'triggerPrice': $f_takeprofit, 'triggerDirection': '$f_trigger_tp', "
|
||||
fi
|
||||
fi
|
||||
|
||||
# end up params syntax with "}"
|
||||
f_params="${f_params}}"
|
||||
|
||||
# calculate price amount precision
|
||||
f_ccxt "print($STOCK_EXCHANGE.amountToPrecision('${f_symbol}', ${f_amount}))"
|
||||
f_amount=$f_ccxt_result
|
||||
if [[ $f_type = limit ]]
|
||||
then
|
||||
f_ccxt "print($STOCK_EXCHANGE.priceToPrecision('${f_symbol}', ${f_price}))"
|
||||
f_price=$f_ccxt_result
|
||||
fi
|
||||
|
||||
# do the order
|
||||
# market order with or without stoploss/takeprofit
|
||||
[[ $f_type = limit ]] && local f_order="symbol='${f_symbol}', type='$f_type', price=$f_price, amount=${f_amount}, side='${f_side}', ${f_params}"
|
||||
[[ $f_type = market ]] && local f_order="symbol='${f_symbol}', type='$f_type', amount=${f_amount}, side='${f_side}', ${f_params}"
|
||||
|
||||
# takeprofit/stoploss only
|
||||
[[ $f_params =~ reduceOnly ]] && local f_order="symbol='${f_symbol}', type='$f_type', amount=${f_amount}, side='${f_side_opposide}', price=$f_price, ${f_params}"
|
||||
echo "$f_order" | notify.sh -s "ORDER"
|
||||
f_ccxt "print($STOCK_EXCHANGE.createOrder(${f_order}))" || return 1
|
||||
|
||||
# refresh orders and positions
|
||||
get_orders "$f_symbol"
|
||||
get_positions
|
||||
get_position_array
|
||||
get_orders_array
|
||||
}
|
||||
|
||||
95
dabo/functions/order_cancel.sh
Normal file
95
dabo/functions/order_cancel.sh
Normal file
@@ -0,0 +1,95 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function order_cancel {
|
||||
# Info for log
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_symbol=$1
|
||||
local f_order
|
||||
|
||||
get_symbols_ticker
|
||||
get_orders "$f_symbol"
|
||||
get_orders_array
|
||||
|
||||
local f_asset=${f_symbol//:$CURRENCY/}
|
||||
f_asset=${f_asset//\//}
|
||||
|
||||
if [ -n "${o[${f_asset}_present]}" ]
|
||||
then
|
||||
f_ccxt "print(${STOCK_EXCHANGE}.cancelAllOrders('$f_symbol'))"
|
||||
get_orders "$f_symbol"
|
||||
get_orders_array
|
||||
else
|
||||
g_echo_note "No orders for $f_symbol/$f_asset found"
|
||||
return 0
|
||||
fi
|
||||
}
|
||||
|
||||
|
||||
function order_cancel_all {
|
||||
# Info for log
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_order
|
||||
|
||||
get_symbols_ticker
|
||||
get_orders_array
|
||||
|
||||
for f_order in "${f_get_orders_array[@]}"
|
||||
do
|
||||
get_order_line_vars "$f_order"
|
||||
if [[ $f_symbol = $f_order_symbol ]]
|
||||
then
|
||||
f_ccxt "print(${STOCK_EXCHANGE}.cancelAllOrders('$f_symbol'))"
|
||||
get_orders "$f_symbol"
|
||||
get_orders_array
|
||||
fi
|
||||
done
|
||||
}
|
||||
|
||||
function order_cancel_id {
|
||||
# Info for log
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_symbol=$1
|
||||
local f_id=$2
|
||||
local f_order
|
||||
|
||||
get_symbols_ticker
|
||||
get_orders "$f_symbol"
|
||||
get_orders_array
|
||||
|
||||
local f_asset=${f_symbol//:$CURRENCY/}
|
||||
f_asset=${f_asset//\//}
|
||||
|
||||
if grep -q "$f_asset.*$f_id" values-orders
|
||||
then
|
||||
f_ccxt "print(${STOCK_EXCHANGE}.cancelOrder(id='${f_id}', symbol='${f_symbol}'))"
|
||||
get_orders "$f_symbol"
|
||||
get_orders_array
|
||||
else
|
||||
g_echo_note "No orders for $f_symbol/$f_asset with id $f_id found"
|
||||
return 1
|
||||
fi
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -1,30 +0,0 @@
|
||||
#!/bin/bash
|
||||
|
||||
# https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md
|
||||
|
||||
function phemex-api-call {
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
local method=$1
|
||||
local call=$2
|
||||
local params=$3
|
||||
|
||||
if [ -s /dabo/.phemex-secrets ]
|
||||
then
|
||||
. /dabo/.phemex-secrets
|
||||
else
|
||||
g_echo_error "No secrets file found"
|
||||
return 1
|
||||
fi
|
||||
|
||||
echo "${call}" | egrep -q "/account/" && local f_token="-H 'Authorization: Bearer ${API_TOKEN}'"
|
||||
echo "curl -s -X ${method} --url https://api.phemex.com/${call} $f_token -H 'Accept: application/json' ${params}" >${g_tmp}/API_CMD
|
||||
echo "curl -s -X ${method} --url https://api.phemex.com/${call} -H 'Accept: application/json'" >${g_tmp}/API_CMD_WO_KEY
|
||||
g_runcmd g_retrycmd sh ${g_tmp}/API_CMD >${g_tmp}/API_CMD_OUT 2>&1
|
||||
|
||||
if egrep -q -i '^{"code":|error' ${g_tmp}/API_CMD_OUT
|
||||
then
|
||||
g_echo_error "$(cat ${g_tmp}/API_CMD_WO_KEY): $(cat ${g_tmp}/API_CMD_OUT)"
|
||||
return 1
|
||||
fi
|
||||
}
|
||||
|
||||
42
dabo/functions/position_close.sh
Normal file
42
dabo/functions/position_close.sh
Normal file
@@ -0,0 +1,42 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function position_close {
|
||||
# Info for log
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_symbol=$1
|
||||
local f_position
|
||||
|
||||
get_symbols_ticker
|
||||
get_positions
|
||||
get_position_array
|
||||
|
||||
for f_position in "${f_get_positions_array[@]}"
|
||||
do
|
||||
get_position_line_vars "$f_position"
|
||||
if [ "$f_symbol" = "$f_position_symbol" ]
|
||||
then
|
||||
f_side="sell"
|
||||
[ "$f_position_side" = "short" ] && f_side="buy"
|
||||
order $f_symbol crypto_amount:$f_position_contracts $f_side
|
||||
fi
|
||||
done
|
||||
}
|
||||
45
dabo/functions/run_strategies.sh
Normal file
45
dabo/functions/run_strategies.sh
Normal file
@@ -0,0 +1,45 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function run_strategies {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_strategy
|
||||
|
||||
unset s_score
|
||||
unset s_SYMBOLS
|
||||
|
||||
get_symbols_ticker
|
||||
get_values ${f_symbols_array_trade[*]}
|
||||
|
||||
for f_strategy in $(find /dabo/strategies -type f -name "*.strategy.sh" ! -name "\.*")
|
||||
do
|
||||
if ! bash -n "${f_strategy}" >$g_tmp/strat_bash_error 2>&1
|
||||
then
|
||||
g_echo_error "Error in ${f_strategy} $(cat $g_tmp/strat_bash_error)"
|
||||
continue
|
||||
fi
|
||||
g_echo_note "Running strategy ${f_strategy}"
|
||||
. "${f_strategy}" || g_echo_warn "Failed ${f_strategy}"
|
||||
done
|
||||
|
||||
}
|
||||
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function score {
|
||||
[ -z "${s_score}" ] && s_score=0
|
||||
#s_score=$((s_score${1}))
|
||||
@@ -7,3 +27,4 @@ function score {
|
||||
s_score_hist="${s_score_hist}
|
||||
s_score=${s_score} (${1}) ${2}"
|
||||
}
|
||||
|
||||
|
||||
@@ -1,12 +1,33 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function transactions_overview {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
get_transactions
|
||||
|
||||
get_bitpanda_api_transactions
|
||||
get_justtrade_csv_transactions
|
||||
get_onetrading_csv_transactions
|
||||
|
||||
get_transactions
|
||||
get_phemex_csv_transactions
|
||||
|
||||
>ALL_TRANSACTIONS_OVERVIEW.csv.tmp
|
||||
>ALL_TRANSACTIONS_OVERVIEW_WARN.csv.tmp
|
||||
@@ -14,14 +35,18 @@ function transactions_overview {
|
||||
|
||||
local f_exchange f_asset f_transactions_array f_transaction f_result f_asset_quantity f_asset_quantity_sold f_currency_quantity f_currency_quantity_sold f_currency_spent f_date f_type f_asset_amount f_currency f_currency_amount f_fee_currency f_fee_amount f_sell_result f_taxable f_tax_type f_one_year_ago f_currency_amount_eur f_currency_spent_eur f_currency_quantity_sold_eur f_note f_asset_quantity_remaining f_currency_remaining f_year f_currency_spent_eur_tax f_currency_quantity_sold_eur_tax f_sell_result_percentage f_sell_result_percentage_eur
|
||||
|
||||
f_assets_per_exchange=$(egrep -h -v '^DATE,TYPE,ASSET,ASSET_AMOUNT,CURRENCY,CURRENCY_AMOUNT,EXCHANGE|^#|^$|^ +$|^$' TRANSACTIONS-*.csv | cut -d, -f3,7 | sort -u)
|
||||
f_assets_per_exchange=$(egrep -h -v '^DATE,TYPE,ASSET,ASSET_AMOUNT,CURRENCY,CURRENCY_AMOUNT,EXCHANGE|^#|^$|^ +$' TRANSACTIONS-*.csv | cut -d, -f3,7 | sort -u | grep JustTrade)
|
||||
|
||||
for f_asset_per_exchange in ${f_assets_per_exchange}
|
||||
do
|
||||
mapfile -d, -t f_asset_per_exchange_array < <(echo $f_asset_per_exchange)
|
||||
f_asset=${f_asset_per_exchange_array[0]}
|
||||
f_exchange=${f_asset_per_exchange_array[1]%$'\n'}
|
||||
|
||||
|
||||
# check values
|
||||
[ -z "$f_asset" ] && continue
|
||||
[ -z "$f_exchange" ] && continue
|
||||
|
||||
# Ignore stableCoins, EUR, USD
|
||||
[[ $f_asset = USDT ]] && continue
|
||||
[[ $f_asset = USDC ]] && continue
|
||||
@@ -46,11 +71,17 @@ function transactions_overview {
|
||||
mapfile -t f_transactions_array < <(egrep -h -v '^DATE,TYPE,ASSET,ASSET_AMOUNT,CURRENCY,CURRENCY_AMOUNT,EXCHANGE|^#|^$|^ +$' TRANSACTIONS-*.csv | sort -u | egrep ",${f_asset},.+,.+,${f_exchange}" | sort)
|
||||
for f_transaction in "${f_transactions_array[@]}"
|
||||
do
|
||||
g_echo_note "Transaction: $f_transaction"
|
||||
mapfile -d, -t f_transaction_array < <(echo $f_transaction)
|
||||
f_date=${f_transaction_array[0]}
|
||||
f_type=${f_transaction_array[1]}
|
||||
f_asset_amount=${f_transaction_array[3]}
|
||||
f_currency=${f_transaction_array[4]}
|
||||
if [ -z "$f_currency" ]
|
||||
then
|
||||
g_echo_warn "f_currency empty: $f_transaction"
|
||||
continue
|
||||
fi
|
||||
f_currency_amount=${f_transaction_array[5]}
|
||||
f_currency_amount_eur=0
|
||||
f_fee_currency=${f_transaction_array[7]}
|
||||
@@ -78,7 +109,7 @@ function transactions_overview {
|
||||
f_fee_currency=$f_currency
|
||||
else
|
||||
#g_echo_warn "!!!!!! Could not convert currency $f_fee_currency to $f_currency"
|
||||
echo "$f_date,$f_exchange,$f_type,$f_asset,$f_asset_amount,$f_currency,$f_currency_amount,$f_one_year_ago,$f_currency_spent,$f_asset_quantity,$f_result,$f_sell_result,$f_tax_type,$f_taxable,$f_currency_amount_eur,$f_result_eur,$f_sell_result_eur,$f_asset_quantity_remaining,$f_note,Could not convert currency $f_fee_currency to $f_currency"
|
||||
echo "$f_date,$f_exchange,$f_type,$f_asset,$f_asset_amount,$f_currency,$f_currency_amount,$f_one_year_ago,$f_currency_spent,$f_asset_quantity,$f_result,$f_sell_result,$f_tax_type,$f_taxable,$f_currency_amount_eur,$f_result_eur,$f_sell_result_eur,$f_asset_quantity_remaining,$f_note,Could not convert currency $f_fee_currency to $f_currency" 1>&2
|
||||
continue
|
||||
fi
|
||||
fi
|
||||
@@ -125,6 +156,7 @@ function transactions_overview {
|
||||
[[ $f_type =~ stake ]] && continue
|
||||
|
||||
# what did I spent on asset in currency
|
||||
#if [[ $f_type =~ buy|leverage-buy ]]
|
||||
if [[ $f_type =~ buy|leverage-buy|reward-staking|instant_trade_bonus|giveaway ]]
|
||||
then
|
||||
g_calc "$f_currency_spent+$f_currency_amount"
|
||||
@@ -178,14 +210,14 @@ function transactions_overview {
|
||||
if [ $f_currency_spent = 0 ]
|
||||
then
|
||||
#g_echo_warn "!!!!!! Sell never buyed!? Spent currency on $f_asset is 0"
|
||||
echo "$f_date,$f_exchange,$f_type,$f_asset,$f_asset_amount,$f_currency,$f_currency_amount,$f_one_year_ago,$f_currency_spent,$f_asset_quantity,$f_result,$f_sell_result,$f_tax_type,$f_taxable,$f_currency_amount_eur,$f_result_eur,$f_sell_result_eur,$f_asset_quantity_remaining,$f_note,Sell never buyed!? Spent currency on $f_asset is 0"
|
||||
echo "$f_date,$f_exchange,$f_type,$f_asset,$f_asset_amount,$f_currency,$f_currency_amount,$f_one_year_ago,$f_currency_spent,$f_asset_quantity,$f_result,$f_sell_result,$f_tax_type,$f_taxable,$f_currency_amount_eur,$f_result_eur,$f_sell_result_eur,$f_asset_quantity_remaining,$f_note,Sell never buyed!? Spent currency on $f_asset is 0" 1>&2
|
||||
continue
|
||||
fi
|
||||
# if sell wahats not exists!?
|
||||
# if sell what not exists!?
|
||||
if [ $f_asset_quantity = 0 ]
|
||||
then
|
||||
#g_echo_warn "!!!!!! Sell never buyed!? Buyed asset $f_asset is 0"
|
||||
echo "$f_date,$f_exchange,$f_type,$f_asset,$f_asset_amount,$f_currency,$f_currency_amount,$f_one_year_ago,$f_currency_spent,$f_asset_quantity,$f_result,$f_sell_result,$f_tax_type,$f_taxable,$f_currency_amount_eur,$f_result_eur,$f_sell_result_eur,$f_asset_quantity_remaining,$f_note,Sell never buyed!? Buyed asset $f_asset is 0"
|
||||
echo "$f_date,$f_exchange,$f_type,$f_asset,$f_asset_amount,$f_currency,$f_currency_amount,$f_one_year_ago,$f_currency_spent,$f_asset_quantity,$f_result,$f_sell_result,$f_tax_type,$f_taxable,$f_currency_amount_eur,$f_result_eur,$f_sell_result_eur,$f_asset_quantity_remaining,$f_note,Sell never buyed!? Buyed asset $f_asset is 0" 1>&2
|
||||
continue
|
||||
fi
|
||||
fi
|
||||
@@ -209,6 +241,7 @@ function transactions_overview {
|
||||
## Check for ended trade (asset-quantity=0 or tttt)
|
||||
# if all is sold trade ended and calculate PNL
|
||||
local f_trade_end=0
|
||||
local f_trade_partial_end=0
|
||||
local f_dust=0
|
||||
local f_dust_eur=0
|
||||
g_calc "$f_asset_quantity_sold==$f_asset_quantity"
|
||||
@@ -217,12 +250,12 @@ function transactions_overview {
|
||||
# Alterntively check for remaining dust only to find end of trade and calculate PNL
|
||||
if [ ${g_calc_result} -eq 0 ]
|
||||
then
|
||||
currency_converter $f_asset_quantity_remaining $f_asset $f_currency "${f_date}"
|
||||
currency_converter $f_asset_quantity_remaining $f_asset $f_currency "${f_date}" || g_echo_warn "Error converting currency"
|
||||
f_currency_remaining=$f_currency_converter_result
|
||||
if g_num_is_between $f_currency_remaining -5 5
|
||||
then
|
||||
f_dust=$f_currency_remaining
|
||||
currency_converter $f_asset_quantity_remaining $f_asset EUR "${f_date}"
|
||||
currency_converter $f_asset_quantity_remaining $f_asset EUR "${f_date}" || g_echo_warn "Error converting currency to EUR"
|
||||
f_dust_eur=$f_currency_converter_result
|
||||
g_echo_note "Quantity ($f_asset_quantity $f_asset - $f_dust (USD) looks like dust - Ending trade" >>ALL_TRANSACTIONS_OVERVIEW.log
|
||||
f_note="$f_asset_quantity $f_asset - $f_dust (USD) looks like dust - Ending trade"
|
||||
@@ -244,10 +277,11 @@ function transactions_overview {
|
||||
else
|
||||
g_echo_note "Tade not closed - partial sale!? Remaining $f_asset_quantity_remaining $f_asset ($f_currency_remaining $f_currency)!?" >>ALL_TRANSACTIONS_OVERVIEW.log
|
||||
f_note="Trade not closed - partial sale. Remaining $f_asset_quantity_remaining $f_asset ($f_currency_remaining $f_currency)"
|
||||
f_trade_partial_end=1
|
||||
fi
|
||||
fi
|
||||
|
||||
if [ ${f_trade_end} -eq 1 ]
|
||||
if [ ${f_trade_end} -eq 1 ] || [ ${f_trade_partial_end} -eq 1 ]
|
||||
then
|
||||
|
||||
echo "Buy price: $f_currency_spent $f_currency ($f_currency_spent_eur EUR)" >>ALL_TRANSACTIONS_OVERVIEW.log
|
||||
@@ -273,17 +307,20 @@ function transactions_overview {
|
||||
# calculate complete result EUR
|
||||
g_calc "$f_result_eur+($f_sell_result_eur)"
|
||||
f_result_eur=$g_calc_result
|
||||
|
||||
# reset vars
|
||||
f_asset_quantity=0
|
||||
f_asset_quantity_sold=0
|
||||
f_asset_quantity_remaining=0
|
||||
f_currency_spent=0
|
||||
printf -v f_currency_spent_eur_tax %.2f $f_currency_spent_eur
|
||||
f_currency_spent_eur=0
|
||||
f_currency_quantity_sold=0
|
||||
printf -v f_currency_quantity_sold_eur_tax %.2f $f_currency_quantity_sold_eur
|
||||
f_currency_quantity_sold_eur=0
|
||||
|
||||
if [ ${f_trade_end} -eq 1 ]
|
||||
then
|
||||
# reset vars
|
||||
f_asset_quantity=0
|
||||
f_asset_quantity_sold=0
|
||||
f_asset_quantity_remaining=0
|
||||
f_currency_spent=0
|
||||
printf -v f_currency_spent_eur_tax %.2f $f_currency_spent_eur
|
||||
f_currency_spent_eur=0
|
||||
f_currency_quantity_sold=0
|
||||
printf -v f_currency_quantity_sold_eur_tax %.2f $f_currency_quantity_sold_eur
|
||||
f_currency_quantity_sold_eur=0
|
||||
fi
|
||||
fi
|
||||
|
||||
# at leverage always full taxable
|
||||
@@ -344,6 +381,7 @@ function transactions_overview {
|
||||
## completely tax free if over 1 year
|
||||
f_taxable=0
|
||||
f_one_year_ago="yes"
|
||||
f_tax_type="Kauf >1 Jahr zurück"
|
||||
# reduce tax free volume
|
||||
g_calc "$f_asset_amount_tax_free-$f_asset_amount"
|
||||
f_asset_amount_tax_free=$g_calc_result
|
||||
@@ -407,6 +445,8 @@ function transactions_overview {
|
||||
# 24 f_sell_result_percentage_eur
|
||||
echo "$f_date,$f_exchange,$f_type,$f_asset,$f_asset_amount,$f_currency,$f_currency_amount,$f_one_year_ago,$f_currency_spent,$f_asset_quantity,$f_result,$f_sell_result,$f_tax_type,$f_taxable,$f_currency_amount_eur,$f_result_eur,$f_sell_result_eur,$f_asset_quantity_remaining,$f_note,$f_currency_spent_eur,$f_currency_quantity_sold,$f_currency_quantity_sold_eur,$f_sell_result_percentage,$f_sell_result_percentage_eur" | tee -a ALL_TRANSACTIONS_OVERVIEW.csv.tmp >>ALL_TRANSACTIONS_OVERVIEW.log
|
||||
|
||||
echo "$f_date,$f_exchange,$f_type,$f_asset,$f_asset_amount,$f_currency,$f_currency_amount,$f_one_year_ago,$f_currency_spent,$f_asset_quantity,$f_result,$f_sell_result,$f_tax_type,$f_taxable,$f_currency_amount_eur,$f_result_eur,$f_sell_result_eur,$f_asset_quantity_remaining,$f_note,$f_currency_spent_eur,$f_currency_quantity_sold,$f_currency_quantity_sold_eur,$f_sell_result_percentage,$f_sell_result_percentage_eur"
|
||||
|
||||
if [[ $f_type =~ sell|leverage-sell ]]
|
||||
then
|
||||
echo -e "\n" >>ALL_TRANSACTIONS_OVERVIEW.log
|
||||
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function watch_assets {
|
||||
|
||||
local f_watch_assets_array
|
||||
|
||||
@@ -1,12 +1,31 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function webpage {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
webpage_transactions
|
||||
get_symbols_ticker
|
||||
charts
|
||||
|
||||
# Get charts.css
|
||||
[ -e ../charts.min.css ] || wget ${g_wget_opts} -q https://raw.githubusercontent.com/ChartsCSS/charts.css/main/dist/charts.min.css -O ../charts.min.css
|
||||
|
||||
# create status webpage
|
||||
echo "<html>
|
||||
<head>
|
||||
@@ -21,11 +40,11 @@ function webpage {
|
||||
<h1>State of Dabo-Bot! on ${STOCK_EXCHANGE} - ${URL} (ReadOnly)</h1>
|
||||
<h1>Last update $(date '+%F %T')</h1>" >../index.html.tmp
|
||||
|
||||
# historic overview
|
||||
echo '<a href=TRANSACTIONS_OVERVIEWS.html><h2>Historic Overview</h2></a>' >>../index.html.tmp
|
||||
|
||||
# balance
|
||||
local f_USED_BALANCE=$(tail -n1 "asset-histories/BALANCEUSED${CURRENCY}.history.csv" | cut -d, -f2)
|
||||
local f_COMPLETE_BALANCE=$(tail -n1 "asset-histories/BALANCECOMPLETE${CURRENCY}.history.csv" | cut -d, -f2)
|
||||
g_calc "$f_COMPLETE_BALANCE-$f_USED_BALANCE"
|
||||
printf -v CURRENCY_BALANCE %.2f $g_calc_result
|
||||
echo '<h2>Overview</h2>' >>../index.html.tmp
|
||||
echo "<table>
|
||||
<tr>
|
||||
@@ -43,12 +62,12 @@ function webpage {
|
||||
</table>" >>../index.html.tmp
|
||||
|
||||
echo "<h2>Balance in- outflows</h2>" >>../index.html.tmp
|
||||
echo "<table><tr><td><b>Time ago</b><td><b>Balance</b></td><td><b>in/out</b></td><td><b>Percentage</b></td></tr>" >> ../index.html.tmp
|
||||
echo "<table><tr class=\"headline\"><td><b>Time ago</b><td><b>Balance</b></td><td><b>in/out</b></td><td><b>Percentage</b></td></tr>" >> ../index.html.tmp
|
||||
|
||||
for f_balance_date in Day Week Month 3Month Year
|
||||
do
|
||||
f_balance_at_date=$(grep "^$(date -d "1 $f_balance_date ago" +"%Y-%m-%d ")" asset-histories/BALANCECOMPLETE${CURRENCY}.history.csv | head -n1 | cut -d, -f2)
|
||||
if g_num_valid_number "$f_balance_at_date"
|
||||
if g_num_valid_number "$f_balance_at_date" 2>/dev/null
|
||||
then
|
||||
printf -v f_balance_at_date %.2f $f_balance_at_date
|
||||
g_calc "$f_COMPLETE_BALANCE-$f_balance_at_date"
|
||||
@@ -62,42 +81,100 @@ function webpage {
|
||||
|
||||
|
||||
echo '<h2>Open Positions</h2>' >>../index.html.tmp
|
||||
echo "<table width='100%'><tr><td>Symbol</td><td>Aount</td><td>Entry Price</td><td>Current Price</td><td>Profit/Loss</td><td>Notes</td></tr>" >>../index.html.tmp
|
||||
for f_position in "${f_get_positions_array[@]}"
|
||||
echo "<table width='100%'><tr class=\"headline\"><td>Symbol</td><td>Amount</td><td>Entry Price</td><td>Current Price</td><td>Profit/Loss</td><td>Liquidation Price</td><td>StopLoss</td><td>TakeProfit</td><td>Notes</td></tr>" >>../index.html.tmp
|
||||
get_position_array
|
||||
for f_symbol in ${f_symbols_array_trade[@]}
|
||||
do
|
||||
get_position_line_vars "$f_position"
|
||||
echo "<tr><td>$f_position_symbol</td><td>$f_position_currency_amount</td><td>$f_position_entry_price</td><td>$f_position_current_price</td><td>$f_position_pnl ( ${f_position_pnl_percentage}%)</td><td>$f_position_side ${f_position_leverage}X</td></tr>" >>../index.html.tmp
|
||||
f_asset=${f_symbol//:$CURRENCY/}
|
||||
f_asset=${f_asset//\//}
|
||||
[ -z "${p[${f_asset}_entry_price]}" ] && continue
|
||||
echo "<tr>
|
||||
<td><a href=\"charts.html?symbol=${f_asset}&time=4h&symbol2=BTCUSDT\" target=\"_blank\" rel=\"noopener noreferrer\">$f_symbol</a></td>
|
||||
<td>${p[${f_asset}_currency_amount]}</td>
|
||||
<td>${p[${f_asset}_entry_price]}</td>
|
||||
<td>${p[${f_asset}_current_price]}</td>
|
||||
<td>${p[${f_asset}_pnl]} ( ${p[${f_asset}_pnl_percentage]}%)</td>
|
||||
<td>${p[${f_asset}_liquidation_price]}</td>
|
||||
<td>${p[${f_asset}_stoploss_price]}</td>
|
||||
<td>${p[${f_asset}_takeprofit_price]}</td>
|
||||
<td>${p[${f_asset}_side]} ${p[${f_asset}_leverage]}x</td>
|
||||
</tr>" >>../index.html.tmp
|
||||
done
|
||||
echo "</table>" >>../index.html.tmp
|
||||
|
||||
|
||||
echo '<h2>Open Orders</h2>' >>../index.html.tmp
|
||||
echo "<table width='100%'><tr class=\"headline\"><td>Symbol</td><td>Amount</td><td>Entry Price</td><td>StopLoss</td><td>TakeProfit</td><td>Notes</td></tr>" >>../index.html.tmp
|
||||
get_orders_array
|
||||
local f_type
|
||||
for f_symbol in ${f_symbols_array_trade[@]}
|
||||
do
|
||||
f_asset=${f_symbol//:$CURRENCY/}
|
||||
f_asset=${f_asset//\//}
|
||||
for f_type in ${o[${f_asset}_present]}
|
||||
do
|
||||
[ -z "${o[${f_asset}_${f_type}_entry_price]}" ] && continue
|
||||
[ "${o[${f_asset}_${f_type}_entry_price]}" = "null" ] && continue
|
||||
echo "<tr>
|
||||
<td><a href=\"charts.html?symbol=${f_asset}&time=4h&symbol2=BTCUSDT\" target=\"_blank\" rel=\"noopener noreferrer\">$f_symbol</a></td>
|
||||
<td>${o[${f_asset}_${f_type}_amount]}</td>
|
||||
<td>${o[${f_asset}_${f_type}_entry_price]}</td>
|
||||
<td>${o[${f_asset}_${f_type}_stoplossprice]}</td>
|
||||
<td>${o[${f_asset}_${f_type}_takeprofitprice]}</td>
|
||||
<td>${o[${f_asset}_${f_type}_type]} ${p[${f_asset}_${f_type}_side]}</td>
|
||||
</tr>" >>../index.html.tmp
|
||||
done
|
||||
done
|
||||
echo "</table>" >>../index.html.tmp
|
||||
|
||||
## charts
|
||||
echo '<h2>Charts with local data</h2><p>Click on time units to open chart</p>' >>../index.html.tmp
|
||||
|
||||
local eco_assets=$(echo " $ECO_ASSETS" | sed 's/ / ECONOMY-/g')
|
||||
for f_symbol in ${f_symbols_array_trade[@]} $eco_assets
|
||||
do
|
||||
f_asset=${f_symbol//:$CURRENCY/}
|
||||
f_asset=${f_asset//\//}
|
||||
echo "$f_asset: " >>../index.html.tmp
|
||||
for f_timeframe in 1w 1d 4h 1h 15m
|
||||
do
|
||||
echo "<td><a href=\"charts.html?symbol=${f_asset}&time=${f_timeframe}&symbol2=BTCUSDT\" target=\"_blank\" rel=\"noopener noreferrer\"}>${f_timeframe}</a>" >>../index.html.tmp
|
||||
done
|
||||
echo "<br>" >>../index.html.tmp
|
||||
done
|
||||
|
||||
## Open Positions
|
||||
echo "<h2>Open Positions - From Trade Histories (daily refresh only)</h2>" >>../index.html.tmp
|
||||
echo "<h2>Open Positions - from other Exchanges</h2>
|
||||
<p>Crypto-Only from Bitpanda and JustTrade - daily refresh</p>" >>../index.html.tmp
|
||||
echo "<table width='100%'>" >>../index.html.tmp
|
||||
echo "<tr><td>Amount</td><td>Spent Amount</td><td>Sold Amount</td><td>Profit/Loss</td><td>Asset Amount</td><td>Exchange</td></tr>" >>../index.html.tmp
|
||||
echo "<tr class=\"headline\"><td>Date</td><td>Amount</td><td>Spent Amount</td><td>Sold Amount</td><td>Profit/Loss</td><td>Asset Amount</td><td>Exchange</td></tr>" >>../index.html.tmp
|
||||
rm -f ../index.html.tmp.tmp
|
||||
local f_result_complete=0
|
||||
local f_spent_complete=0
|
||||
local f_currency_amount_complete=0
|
||||
local f_sold_complete=0
|
||||
local f_result_percent_complete=0
|
||||
local f_asset f_exchange f_amount f_spent f_sold f_currency_amount f_result_percent
|
||||
for f_asset_per_exchange in $(cat ALL_TRANSACTIONS_OVERVIEW.csv | cut -d, -f2,4 | sort -u)
|
||||
local f_asset f_exchange f_amount f_spent f_sold f_currency_amount f_result_percent
|
||||
for f_asset_per_exchange in $(cat ALL_TRANSACTIONS_OVERVIEW.csv 2>/dev/null | cut -d, -f2,4 | sort -u)
|
||||
do
|
||||
mapfile -d, -t f_asset_per_exchange_array < <(echo $f_asset_per_exchange)
|
||||
f_asset=${f_asset_per_exchange_array[1]%$'\n'}
|
||||
f_exchange=${f_asset_per_exchange_array[0]}
|
||||
[[ "$f_exchange" =~ JustTrade|Bitpanda ]] || continue
|
||||
f_date=$(egrep "$f_exchange,.+,$f_asset" ALL_TRANSACTIONS_OVERVIEW.csv | tail -n1 | cut -d, -f1)
|
||||
f_amount=$(egrep "$f_exchange,.+,$f_asset" ALL_TRANSACTIONS_OVERVIEW.csv | tail -n1 | cut -d, -f18)
|
||||
f_spent=$(egrep "$f_exchange,.+,$f_asset" ALL_TRANSACTIONS_OVERVIEW.csv | tail -n1 | cut -d, -f20)
|
||||
f_sold=$(egrep "$f_exchange,.+,$f_asset" ALL_TRANSACTIONS_OVERVIEW.csv | tail -n1 | cut -d, -f22)
|
||||
if ! [ "$f_amount" = 0 ]
|
||||
then
|
||||
currency_converter $f_amount $f_asset $TRANSFER_CURRENCY || continue
|
||||
currency_converter "$f_amount" "$f_asset" "$TRANSFER_CURRENCY" || continue
|
||||
f_currency_amount=$f_currency_converter_result
|
||||
g_calc "$f_currency_amount+($f_sold)"
|
||||
f_currency_amount=$g_calc_result
|
||||
#f_currency_amount=$g_calc_result
|
||||
printf -v f_currency_amount %.2f $g_calc_result
|
||||
g_calc "$f_spent-($f_sold)"
|
||||
f_spent=$g_calc_result
|
||||
#f_spent=$g_calc_result
|
||||
printf -v f_spent %.2f $g_calc_result
|
||||
|
||||
if [ "$f_spent" = 0 ]
|
||||
then
|
||||
@@ -107,238 +184,56 @@ function webpage {
|
||||
f_result_percent=$g_percentage_diff_result
|
||||
fi
|
||||
g_calc "$f_currency_amount-($f_spent)"
|
||||
f_result=$g_calc_result
|
||||
printf -v f_result %.2f $g_calc_result
|
||||
#f_result=$g_calc_result
|
||||
|
||||
### Calc Complete values
|
||||
g_calc "$f_result_complete+($f_result)"
|
||||
f_result_complete=$g_calc_result
|
||||
#f_result_complete=$g_calc_result
|
||||
printf -v f_result_complete %.2f $g_calc_result
|
||||
|
||||
g_calc "$f_currency_amount_complete+($f_currency_amount)"
|
||||
f_currency_amount_complete=$g_calc_result
|
||||
#f_currency_amount_complete=$g_calc_result
|
||||
printf -v f_currency_amount_complete %.2f $g_calc_result
|
||||
|
||||
g_calc "$f_spent_complete+($f_spent)"
|
||||
f_spent_complete=$g_calc_result
|
||||
#f_spent_complete=$g_calc_result
|
||||
printf -v f_spent_complete %.2f $g_calc_result
|
||||
|
||||
g_calc "$f_sold_complete+($f_sold)"
|
||||
f_sold_complete=$g_calc_result
|
||||
#f_sold_complete=$g_calc_result
|
||||
printf -v f_sold_complete %.2f $g_calc_result
|
||||
|
||||
echo "<tr><td>$f_currency_amount $TRANSFER_CURRENCY</td><td>$f_spent $TRANSFER_CURRENCY</td><td>$f_sold $TRANSFER_CURRENCY</td><td>$f_result $TRANSFER_CURRENCY ( ${f_result_percent}%)</td><td>$f_amount $f_asset</td><td>$f_exchange</td></tr>" >>../index.html.tmp.tmp
|
||||
echo "<tr><td>$f_date</td><td>$f_currency_amount $TRANSFER_CURRENCY</td><td>$f_spent $TRANSFER_CURRENCY</td><td>$f_sold $TRANSFER_CURRENCY</td><td>$f_result $TRANSFER_CURRENCY ( ${f_result_percent}%)</td><td>$f_amount $f_asset</td><td>$f_exchange</td></tr>" >>../index.html.tmp.tmp
|
||||
fi
|
||||
done
|
||||
|
||||
g_percentage-diff $f_spent_complete $f_currency_amount_complete
|
||||
f_result_percent_complete=$g_percentage_diff_result
|
||||
|
||||
# ALL Line
|
||||
echo "<tr><td>-</td><td>$f_currency_amount_complete $TRANSFER_CURRENCY</td><td>$f_spent_complete $TRANSFER_CURRENCY</td><td>$f_sold_complete $TRANSFER_CURRENCY</td><td>$f_result_complete $TRANSFER_CURRENCY ( ${f_result_percent_complete}%)</td><td>ALL</td><td>ALL</td></tr>" >>../index.html.tmp
|
||||
|
||||
echo "<tr><td>$f_currency_amount_complete $TRANSFER_CURRENCY</td><td>$f_spent_complete $TRANSFER_CURRENCY</td><td>$f_sold_complete $TRANSFER_CURRENCY</td><td>$f_result_complete $TRANSFER_CURRENCY ( ${f_result_percent_complete}%)</td><td>ALL</td><td>ALL</td></tr>" >>../index.html.tmp
|
||||
sort -n -k3 -t'>' -r ../index.html.tmp.tmp >>../index.html.tmp
|
||||
# Sort by Spent Amount
|
||||
sort -n -k7 -t'>' -r ../index.html.tmp.tmp >>../index.html.tmp
|
||||
rm ../index.html.tmp.tmp
|
||||
echo "</table>" >>../index.html.tmp
|
||||
|
||||
echo "<h2>Market Performance ( $(cat MARKET_PERFORMANCE_LATEST)%)</h2>" >>../index.html.tmp
|
||||
#echo "<table width='100%'><tr><td><details><summary>Charts</summary>" >>../index.html.tmp
|
||||
echo "<details><summary>Charts</summary>" >>../index.html.tmp
|
||||
echo "Krypto" >>../index.html.tmp
|
||||
genchart MARKET_PERFORMANCE.csv 50 2,3,4,5,6,7 red-or-green,gold,royalblue,lightyellow,MediumSlateBlue,Sienna >>../index.html.tmp
|
||||
echo "Commodities" >>../index.html.tmp
|
||||
genchart MARKET_PERFORMANCE.csv 50 2,12,10,13 red-or-green,gold,SandyBrown,Sienna >>../index.html.tmp
|
||||
echo "World Economic data" >>../index.html.tmp
|
||||
genchart MARKET_PERFORMANCE.csv 50 2,11,15 red-or-green,Yellow,Sienna >>../index.html.tmp
|
||||
echo "US Economic data" >>../index.html.tmp
|
||||
genchart MARKET_PERFORMANCE.csv 50 2,8,17,16,18,19,20,21,14,9 red-or-green,OliveDrab,Yellow,Orange,DeepSkyBlue,DarkMagenta,PeachPuff,PaleTurquoise,Pink,PapayaWhip >>../index.html.tmp
|
||||
#echo "</details></td></tr></table>" >>../index.html.tmp
|
||||
echo "</details>" >>../index.html.tmp
|
||||
echo "<details><summary>Table</summary><table width='100%'>" >>../index.html.tmp
|
||||
echo "<tr>" >>../index.html.tmp
|
||||
head -n1 MARKET_PERFORMANCE.csv | perl -pe 's/,/\n/g' | tr [:lower:] [:upper:] | while read f_mperfcol
|
||||
# Closed positions
|
||||
echo "<h2>Closed Positions and (german) tax declaration notes</h2>" >>../index.html.tmp
|
||||
ls ../TRANSACTIONS_OVERVIEW-* | while read f_html
|
||||
do
|
||||
echo "<td><b>${f_mperfcol}</b></td>" >>../index.html.tmp
|
||||
done
|
||||
echo "</tr>" >>../index.html.tmp
|
||||
egrep "^[0-9][0-9]" MARKET_PERFORMANCE.csv | tail -n10 | while read f_mperfline
|
||||
do
|
||||
f_mperfline="$(echo ${f_mperfline} | perl -pe 's/ /_/g; s/,/ /g')"
|
||||
echo "<tr>" >>../index.html.tmp
|
||||
#echo "${mperfline}" | perl -pe 's/,/\n/g' | while read f_mperfcol
|
||||
for f_mperfcol in ${f_mperfline}
|
||||
do
|
||||
if echo "${f_mperfcol}" | grep -q ":"
|
||||
then
|
||||
f_mperfcol="$(echo ${f_mperfcol} | perl -pe 's/_/ /')"
|
||||
echo "<td><b>${f_mperfcol}</b></td>" >>../index.html.tmp
|
||||
else
|
||||
echo "<td> ${f_mperfcol}%</td>" >>../index.html.tmp
|
||||
fi
|
||||
done
|
||||
echo "</tr>" >>../index.html.tmp
|
||||
f_html=$(basename $f_html)
|
||||
f_name=$(echo $f_html | cut -d- -f2,3 | cut -d. -f1)
|
||||
echo "<a href='${f_html}'>$f_name</a><br>" >>../index.html.tmp
|
||||
done
|
||||
echo "$(cat ALL_TRANSACTIONS_OVERVIEW_WARN.csv | cut -d, -f1,2,20)<br>" >>../index.html.tmp
|
||||
|
||||
echo "</table></details>" >>../index.html.tmp
|
||||
echo "<a href=\"botdata/MARKET_PERFORMANCE.csv\">Complete list</a>" >>../index.html.tmp
|
||||
|
||||
echo '<h2>Latest trades</h2>' >>../index.html.tmp
|
||||
echo '<h3>Open</h3>' >>../index.html.tmp
|
||||
|
||||
echo "<table width='100%'><tr>" >>../index.html.tmp
|
||||
echo "<td>Date</td>
|
||||
<td>Asset</td>
|
||||
<td>Action</td>
|
||||
<td>${CURRENCY} Quantity</td>
|
||||
<td>${CURRENCY} Price</td>
|
||||
<td>Commission</td>
|
||||
<td>Comment</td></tr>" >>../index.html.tmp
|
||||
|
||||
local f_trade_file
|
||||
for f_trade_file in $(ls -t trade-histories/trade-*-open.history.csv 2>/dev/null)
|
||||
do
|
||||
local tradeline=$(tail -n1 ${f_trade_file})
|
||||
local asset=$(echo ${f_trade_file} | cut -d. -f3 | cut -d- -f1)
|
||||
local interimfile=$(echo ${f_trade_file} | sed 's/open\.history\.csv/interim\.history\.csv/')
|
||||
echo "<td>$(echo ${tradeline} | cut -d, -f1)</td>
|
||||
<td><a href=\"botdata/asset-histories/${asset}.history.csv\">${asset}</a> <a href=\"https://www.coingecko.com/de/munze/$(egrep -i ^$(echo ${asset} | sed "s/${CURRENCY}$//"), COINGECKO_IDS | cut -d, -f2 )\">🔗</a></td>
|
||||
<td>$(echo ${tradeline} | cut -d, -f2)</td>
|
||||
<td>$(echo ${tradeline} | cut -d, -f4)</td>
|
||||
<td>$(echo ${tradeline} | cut -d, -f5)</td>
|
||||
<td>$(echo ${tradeline} | cut -d, -f6)</td>
|
||||
<td>$(echo ${tradeline} | cut -d, -f7,8,9,10,11,12,13,14,15)</td>
|
||||
</tr>" >>../index.html.tmp
|
||||
echo "<tr><td colspan='7'><details><summary>Chart</summary>" >>../index.html.tmp
|
||||
genchart "$interimfile" >>../index.html.tmp
|
||||
echo "</details></td></tr>" >>../index.html.tmp
|
||||
done
|
||||
echo "</table>" >>../index.html.tmp
|
||||
|
||||
echo '<h3>Closed</h3>' >>../index.html.tmp
|
||||
|
||||
echo "<table width='100%'><tr>" >>../index.html.tmp
|
||||
echo "<td>Date</td>
|
||||
<td>Asset</td>
|
||||
<td>Action</td>
|
||||
<td>${CURRENCY} Quantity</td>
|
||||
<td>${CURRENCY} Price (result)</td>
|
||||
<td>Commission</td>
|
||||
<td>Comment</td></tr>" >>../index.html.tmp
|
||||
|
||||
for f_trade_file in $(ls -t trade-histories/trade-*-closed.history.csv 2>/dev/null | head -n 50)
|
||||
do
|
||||
local tradeline
|
||||
cat ${f_trade_file} | while read tradeline
|
||||
do
|
||||
local f_action=$(echo ${tradeline} | cut -d, -f2)
|
||||
local f_price=$(echo ${tradeline} | cut -d, -f5)
|
||||
local tradedate=$(echo ${tradeline} | cut -d, -f1 | perl -pe 's/_([0-9][0-9])-([0-9][0-9])-([0-9][0-9])/ $1:$2/')
|
||||
|
||||
if echo ${f_action} | grep -q buy
|
||||
then
|
||||
echo ${f_price} >${g_tmp}/buyprice
|
||||
local tradedatebuy=${tradedate}
|
||||
fi
|
||||
|
||||
if echo ${f_action} | grep -q sell
|
||||
then
|
||||
if [ -s "${f_trade_file}.result" ]
|
||||
then
|
||||
local f_profit=$(cat "${f_trade_file}.result")
|
||||
f_price="${f_price} ( ${f_profit}%)"
|
||||
else
|
||||
g_percentage-diff $(cat ${g_tmp}/buyprice) ${f_price}
|
||||
local f_profit=${g_percentage_diff_result}
|
||||
f_price="${f_price} ( ${f_profit}%)"
|
||||
echo "${f_profit}" >"${f_trade_file}.result"
|
||||
fi
|
||||
fi
|
||||
local asset=$(echo ${f_trade_file} | cut -d. -f3 | cut -d- -f1)
|
||||
interimfile=$(echo ${f_trade_file} | sed 's/closed\.history\.csv/interim\.history\.csv/')
|
||||
echo "<td>${tradedate}</td>
|
||||
<td><a href=\"botdata/asset-histories/${asset}.history.csv\">${asset}</a> <a href=\"https://www.coingecko.com/de/munze/$(egrep -i ^$(echo ${asset} | sed "s/${CURRENCY}$//"), COINGECKO_IDS | cut -d, -f2 )\">🔗</a></td>
|
||||
<td>${f_action}</td>
|
||||
<td>$(echo ${tradeline} | cut -d, -f4)</td>
|
||||
<td>${f_price}</td>
|
||||
<td>$(echo ${tradeline} | cut -d, -f6)</td>
|
||||
<td>$(echo ${tradeline} | cut -d, -f7,8,9,10,11,12,13,14,15)</td> ">>../index.html.tmp
|
||||
if echo ${f_action} | grep -q sell
|
||||
then
|
||||
echo "<tr><td colspan='7'><details><summary>Charts</summary>" >>../index.html.tmp
|
||||
local tradeintervals=$(cat ${interimfile} | wc -l)
|
||||
head -n1 asset-histories/${asset}.history.csv >${g_tmp}/trade.csv
|
||||
grep -A ${tradeintervals} "${tradedatebuy}:" asset-histories/${asset}.history.csv >>${g_tmp}/trade.csv
|
||||
# cache old trade charts
|
||||
if ! [ -s "${interimfile}.chart" ]
|
||||
then
|
||||
echo "Price, EMA, Levels" >${interimfile}.chart
|
||||
genchart "${g_tmp}/trade.csv" ${tradeintervals} 2,25,26,27,28,29,30,31,32,33,34,35,4,36,37,38,39 green,DarkSlateGrey,DarkSlateGrey,Gold,DarkOrange,DarkOrange,GoldenRod,GoldenRod,GoldenRod,GoldenRod,DarkOrange,DarkOrange,MidnightBlue,Indigo,DarkSlateBlue,DodgerBlue,DeepSkyBlue >>${interimfile}.chart
|
||||
echo "MACD" >>${interimfile}.chart
|
||||
genchart "${g_tmp}/trade.csv" ${tradeintervals} 8,6,7 >>${interimfile}.chart
|
||||
echo "RSIs" >>${interimfile}.chart
|
||||
genchart "${g_tmp}/trade.csv" ${tradeintervals} 10,11,12,14,15,16,17,13 >>${interimfile}.chart
|
||||
fi
|
||||
cat "${interimfile}.chart" >>../index.html.tmp
|
||||
echo "</details></td></tr>" >>../index.html.tmp
|
||||
else
|
||||
echo "</tr>" >>../index.html.tmp
|
||||
fi
|
||||
done
|
||||
done
|
||||
echo "</table>" >>../index.html.tmp
|
||||
|
||||
|
||||
|
||||
#echo "<h2>Current config</h2>" >>../index.html.tmp
|
||||
#echo "<pre>$(cat ../../dabo-bot.conf | perl -pe 's/\</</g; s/\>/>/g;')</pre>" >>../index.html.tmp
|
||||
|
||||
|
||||
|
||||
echo '<h2>Available Assets and histories</h2>' >>../index.html.tmp
|
||||
echo "<table width='100%'><tr>" >>../index.html.tmp
|
||||
echo "<tr><td>Asset</td><td>Date</td><td>Price ${CURRENCY}</td><td>24h change (USD)</td></tr>" >>../index.html.tmp
|
||||
local asset
|
||||
cat ASSETS | egrep -v "${BLACKLIST}" | sort | while read asset
|
||||
do
|
||||
[ -s asset-histories/${asset}.history.csv ] || continue
|
||||
echo "<td><a href=\"botdata/asset-histories/${asset}.history.csv\">${asset}</a> <a href=\"https://www.coingecko.com/de/munze/$(egrep -i ^$(echo ${asset} | sed "s/${CURRENCY}$//"), COINGECKO_IDS | cut -d, -f2 )\">🔗</a></td>" >>../index.html.tmp
|
||||
kcurrency=$(echo ${asset} | sed "s/${CURRENCY}//")
|
||||
#get_rate_percentage_min_before_and_now ${kcurrency} ${CURRENCY} 1440
|
||||
local assetin=($(cat asset-histories/${asset}.history.csv | egrep -v "0.00000000$" | tail -n2 | head -n1 | sed 's/,/ /g'))
|
||||
echo "<td>${assetin[0]} ${assetin[1]}</td>
|
||||
<td>${CURRENCY} ${assetin[2]}</td>
|
||||
<td> $(grep "^$kcurrency," ASSET_PRICE_CHANGE_PERCENTAGE_24H | cut -d, -f2)%</td>
|
||||
</tr><tr><td colspan='4'>" >>../index.html.tmp
|
||||
echo "<details><summary>${asset} Charts</summary>" >>../index.html.tmp
|
||||
echo "Price, EMA, Levels" >>../index.html.tmp
|
||||
genchart asset-histories/${asset}.history.csv 50 2,25,26,27,28,29,30,31,32,33,34,35,5,36,37,38 green,DarkSlateGrey,DarkSlateGrey,Gold,DarkOrange,DarkOrange,GoldenRod,GoldenRod,GoldenRod,GoldenRod,DarkOrange,DarkOrange,MidnightBlue,Indigo,DarkSlateBlue,DodgerBlue,DeepSkyBlue >>../index.html.tmp
|
||||
echo "MACD" >>../index.html.tmp
|
||||
genchart asset-histories/${asset}.history.csv 50 8,6,7 >>../index.html.tmp
|
||||
echo "RSIs" >>../index.html.tmp
|
||||
genchart asset-histories/${asset}.history.csv 50 10,11,12,14,15,16,17,13 >>../index.html.tmp
|
||||
echo "</details></td></tr>" >>../index.html.tmp
|
||||
|
||||
done
|
||||
echo "</table>" >>../index.html.tmp
|
||||
|
||||
echo "<h2>Top/Flop</h2>" >>../index.html.tmp
|
||||
ls -1 trade-histories/*.result | cut -d . -f3-6 | sort -u | while read f_asset_results
|
||||
do
|
||||
f_asset=$(echo ${f_asset_results} | cut -d\- -f1)
|
||||
echo $(cat trade-histories/*${f_asset_results} | awk "{ SUM += \$1} END { printf(\"%.2f\", SUM)}") >trade-histories/${f_asset}.complete_result
|
||||
done
|
||||
echo "<h3>Top 10</h3>" >>../index.html.tmp
|
||||
grep [0-9] trade-histories/*.complete_result | sort -t: -k2 -rn | head -n 10 | cut -d/ -f2 | perl -pe 's/\.complete_result:/ /; s/$/%<br>/' >>../index.html.tmp
|
||||
|
||||
echo "<h3>Flop 10</h3>" >>../index.html.tmp
|
||||
grep [0-9] trade-histories/*.complete_result | sort -t: -k2 -n | head -n 10 | cut -d/ -f2 | perl -pe 's/\.complete_result:/ /; s/$/%<br>/' >>../index.html.tmp
|
||||
|
||||
|
||||
echo '<h2>Complete trading histories</h2>' >>../index.html.tmp
|
||||
echo "<table>" >>../index.html.tmp
|
||||
find trade-histories -type f -name *.history.csv | cut -d/ -f2 | cut -d. -f1 | sort | while read asset
|
||||
do
|
||||
[ -s trade-histories/${asset}.history.csv ] || continue
|
||||
echo "<tr><td><a href=\"botdata/trade-histories/${asset}.history.csv\">${asset}</a> <a href=\"https://www.coingecko.com/de/munze/$(egrep -i ^$(echo ${asset} | sed "s/${CURRENCY}$//"), COINGECKO_IDS | cut -d, -f2 )\">🔗</a></td></tr>" >>../index.html.tmp
|
||||
done
|
||||
echo "</table>" >>../index.html.tmp
|
||||
# THE END
|
||||
echo "</body></html>" >>../index.html.tmp
|
||||
|
||||
# color magic
|
||||
cat ../index.html.tmp | perl -pe 's/ (\-[0-9]+\.[0-9]+\%)/<font color=red>$1<\/font>/g; s/ ([0-9]+\.[0-9]+\%)/<font color=green>$1<\/font>/g;' >../index.html
|
||||
#mv ../index.html.tmp ../index.html
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@ finished"
|
||||
|
||||
|
||||
@@ -1,3 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function webpage_transactions {
|
||||
|
||||
# calculate totals from csv
|
||||
@@ -7,7 +27,7 @@ function webpage_transactions {
|
||||
|
||||
|
||||
#echo -e "\n\n========== Total Results ==========="
|
||||
##echo "Trade Result: $f_trade_result EUR"
|
||||
#echo "Trade Result: $f_trade_result EUR"
|
||||
#echo "Staking Result: $f_staking_rewards EUR"
|
||||
#echo "Giveaway Result: $f_giveaway EUR"
|
||||
#echo -e "Instand Trade Bonus: $f_instant_trade_bonus EUR\n"
|
||||
@@ -17,15 +37,16 @@ function webpage_transactions {
|
||||
local f_tax_year
|
||||
cat ALL_TRANSACTIONS_OVERVIEW.csv | cut -d- -f1 | sort -u | while read f_tax_year
|
||||
do
|
||||
echo "========== Tax year $f_tax_year (German Tax Law) =========="
|
||||
#echo "========== Tax year $f_tax_year (German Tax Law) =========="
|
||||
local f_exchange_tax_type
|
||||
cat ALL_TRANSACTIONS_OVERVIEW.csv | grep "^$f_tax_year-" | cut -d, -f 2,13 | sort -u | egrep -v ',$' | grep -v "Note: " | while read f_exchange_tax_type
|
||||
do
|
||||
#echo "$f_exchange_tax_type"
|
||||
local f_exchange=$(echo $f_exchange_tax_type | cut -d, -f1)
|
||||
local f_tax_type=$(echo $f_exchange_tax_type | cut -d, -f2)
|
||||
|
||||
local f_tax=$(cat ALL_TRANSACTIONS_OVERVIEW.csv | grep "^$f_tax_year-" | cut -d, -f 2,13,14 | egrep -v ',,0$' | grep "$f_exchange_tax_type" | cut -d, -f3 | awk "{ SUM += \$1} END { printf(\"%.2f\", SUM) }")
|
||||
echo "$f_exchange_tax_type: $f_tax"
|
||||
#echo "$f_exchange_tax_type: $f_tax"
|
||||
|
||||
echo "$f_tax_type: $f_tax EUR<br>" >>${g_tmp}/tax_summary_$f_exchange-$f_tax_year
|
||||
|
||||
@@ -50,14 +71,14 @@ $(cat ${g_tmp}/tax_summary_$f_exchange-$f_tax_year)
|
||||
<tr><td>Date</td><td>Type of transaction</td><td>Crypto value</td><td>Fiat value</td><td>Result</td><td>Tax type</td><td>Tax amount</td></tr>
|
||||
" >TRANSACTIONS_OVERVIEW-${f_exchange}-${f_tax_year}.html.tmp
|
||||
|
||||
cat ALL_TRANSACTIONS_OVERVIEW.csv | grep "^${f_tax_year}-" | grep ",${f_exchange}," | awk -F, '
|
||||
{printf "<tr><td>"$1"</td><td>"$3"</td><td>"$5" "$4"</td><td>"}
|
||||
{printf("%.2f", $15)}
|
||||
{printf " EUR </td><td>"}
|
||||
{printf("%.2f", $17)}
|
||||
{printf " EUR</td><td>"$13"</td><td>"}
|
||||
{printf("%.2f", $14)}
|
||||
{print " EUR</td></tr>"}' >>TRANSACTIONS_OVERVIEW-${f_exchange}-${f_tax_year}.html.tmp
|
||||
cat ALL_TRANSACTIONS_OVERVIEW.csv | grep "^${f_tax_year}-" | grep ",${f_exchange}," | awk -F, '
|
||||
{
|
||||
printf "<tr><td>%s</td><td>%s</td><td>%s %s</td><td>%.2f EUR</td><td>", $1, $3, $5, $4, $15
|
||||
if ($17 != "") {
|
||||
printf "%.2f EUR", $17
|
||||
}
|
||||
printf "</td><td>%s</td><td>%.2f EUR</td></tr>\n", $13, $14
|
||||
}' >>TRANSACTIONS_OVERVIEW-${f_exchange}-${f_tax_year}.html.tmp
|
||||
|
||||
echo "</table></body></html>" >>TRANSACTIONS_OVERVIEW-${f_exchange}-${f_tax_year}.html.tmp
|
||||
mv TRANSACTIONS_OVERVIEW-${f_exchange}-${f_tax_year}.html.tmp ../TRANSACTIONS_OVERVIEW-${f_exchange}-${f_tax_year}.html
|
||||
@@ -65,34 +86,8 @@ $(cat ${g_tmp}/tax_summary_$f_exchange-$f_tax_year)
|
||||
|
||||
|
||||
done
|
||||
echo ""
|
||||
#echo ""
|
||||
done
|
||||
|
||||
## Overview over Overviews
|
||||
echo "<html>
|
||||
<head>
|
||||
<meta charset='UTF-8'>
|
||||
<meta http-equiv='refresh' content='${INTERVAL}'>
|
||||
<meta name='viewport' content='width=device-width, initial-scale=1'>
|
||||
<link rel='stylesheet' type='text/css' href='/browser.css'>
|
||||
<link rel='stylesheet' type='text/css' href='/charts.min.css'>
|
||||
<title>Trading Overview</title>
|
||||
</head>
|
||||
<body>
|
||||
<h1>Transaction Overviews</h1>" >../TRANSACTIONS_OVERVIEWS.html
|
||||
|
||||
|
||||
local f_html f_name
|
||||
ls ../TRANSACTIONS_OVERVIEW-* | while read f_html
|
||||
do
|
||||
f_html=$(basename $f_html)
|
||||
f_name=$(echo $f_html | cut -d- -f2,3 | cut -d. -f1)
|
||||
echo "<a href='${f_html}'>$f_name</a><br>" >>../TRANSACTIONS_OVERVIEWS.html
|
||||
done
|
||||
echo "$(cat ALL_TRANSACTIONS_OVERVIEW_WARN.csv | cut -d, -f1,2,20)<br>" >>../TRANSACTIONS_OVERVIEWS.html
|
||||
|
||||
echo "</body></html>" >>../TRANSACTIONS_OVERVIEWS.html
|
||||
|
||||
|
||||
}
|
||||
|
||||
|
||||
@@ -1,4 +1,23 @@
|
||||
#!/bin/bash -e
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
|
||||
. /etc/bash/gaboshlib.include
|
||||
|
||||
|
||||
@@ -1,4 +1,23 @@
|
||||
#!/bin/bash -e
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
|
||||
. /etc/bash/gaboshlib.include
|
||||
|
||||
|
||||
@@ -1,4 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
mkdir final
|
||||
ls -1 *.history.csv | while read x
|
||||
do
|
||||
|
||||
@@ -1,10 +0,0 @@
|
||||
#!/bin/bash
|
||||
|
||||
. /dabo/dabo-prep.sh
|
||||
|
||||
while true
|
||||
do
|
||||
transactions_overview
|
||||
sleep 3600
|
||||
done
|
||||
|
||||
@@ -1 +0,0 @@
|
||||
ASSET,ALERTS,BUYPRICE,BUYDATE,BUYQUANTITY,SELLPRICE,SELLDATE,SELLQUANTITY,COMMENT
|
||||
|
@@ -86,63 +86,6 @@ a[id^="btn"] { background-color:#111111; cursor:pointer; display:inline-block; f
|
||||
a[id^="btn"]:last-child { margin-left:-4px; }
|
||||
a[id^="btn"]::-moz-focus-inner { border:0; padding:0; }
|
||||
|
||||
/* Chrome / Android / Tablet
|
||||
html[data-useragent*="Chrome"][data-useragent*="Android"] body { color:#373837; }
|
||||
html[data-useragent*="Chrome"][data-useragent*="Android"] audio { margin-left:4px; width:689px; }
|
||||
html[data-useragent*="Chrome"][data-useragent*="Android"] #audiowrap { background-color:#fafafa; }
|
||||
html[data-useragent*="Chrome"][data-useragent*="Android"] a[id^="btn"] { background-color:#fafafa; color:#373837; }
|
||||
html[data-useragent*="Chrome"][data-useragent*="Android"] a[id^="btn"]:hover { background-color:#eee; }
|
||||
html[data-useragent*="Chrome"][data-useragent*="Android"] #plList li { background-color:#fafafa; }
|
||||
html[data-useragent*="Chrome"][data-useragent*="Android"] #plList li:hover { background-color:#eee; }
|
||||
html[data-useragent*="Chrome"][data-useragent*="Android"] .plSel,
|
||||
html[data-useragent*="Chrome"][data-useragent*="Android"] .plSel:hover { background-color:#eee!important; }
|
||||
*/
|
||||
|
||||
/* Audio Player Media Queries
|
||||
================================================== */
|
||||
|
||||
/* Tablet Portrait
|
||||
@media only screen and (min-width: 768px) and (max-width: 959px) {
|
||||
audio { width:526px; }
|
||||
html[data-useragent*="MSIE 9.0"] audio { width:536px; }
|
||||
html[data-useragent*="MSIE 10.0"] audio { width:543px; }
|
||||
html[data-useragent*="rv:11.0"] audio { width:551px; }
|
||||
html[data-useragent*="OS 7"] audio { width:546px; }
|
||||
html[data-useragent*="OS 8"] audio { width:550px; }
|
||||
html[data-useragent*="OS 9"] audio { width:550px; }
|
||||
html[data-useragent*="Chrome"] audio { width:533px; }
|
||||
html[data-useragent*="Chrome"][data-useragent*="Android"] audio { margin-left:4px; width:545px; }
|
||||
}
|
||||
|
||||
/* Mobile Landscape
|
||||
@media only screen and (min-width: 480px) and (max-width: 767px) {
|
||||
audio { width:390px; }
|
||||
html[data-useragent*="MSIE 9.0"] audio { width:400px; }
|
||||
html[data-useragent*="MSIE 10.0"] audio { width:407px; }
|
||||
html[data-useragent*="rv:11.0"] audio { width:415px; }
|
||||
html[data-useragent*="OS 7"] audio { width:410px; }
|
||||
html[data-useragent*="OS 8"] audio { width:414px; }
|
||||
html[data-useragent*="OS 9"] audio { width:414px; }
|
||||
html[data-useragent*="Chrome"] audio { width:397px; }
|
||||
html[data-useragent*="Chrome"][data-useragent*="Mobile"] audio { margin-left:4px; width:410px; }
|
||||
#npTitle { width:245px; }
|
||||
}
|
||||
|
||||
/* Mobile Portrait
|
||||
@media only screen and (max-width: 479px) {
|
||||
audio { width:270px; }
|
||||
html[data-useragent*="MSIE 9.0"] audio { width:280px; }
|
||||
html[data-useragent*="MSIE 10.0"] audio { width:287px; }
|
||||
html[data-useragent*="rv:11.0"] audio { width:295px; }
|
||||
html[data-useragent*="OS 7"] audio { width:290px; }
|
||||
html[data-useragent*="OS 8"] audio { width:294px; }
|
||||
html[data-useragent*="OS 9"] audio { width:294px; }
|
||||
html[data-useragent*="Chrome"] audio { width:277px; }
|
||||
html[data-useragent*="Chrome"][data-useragent*="Mobile"] audio { margin-left:4px; width:290px; }
|
||||
#npTitle { width:167px; }
|
||||
}
|
||||
*/
|
||||
|
||||
audio { width:92%; }
|
||||
|
||||
/* for VPN Login */
|
||||
@@ -173,12 +116,20 @@ pre,#footer {
|
||||
font:16px sans-serif;
|
||||
}
|
||||
|
||||
.headline {
|
||||
font-size:18px;
|
||||
background-color: #808080;
|
||||
font-weight: bold;
|
||||
color: black;
|
||||
}
|
||||
|
||||
.statusok {
|
||||
font:18px sans-serif;
|
||||
background-color: #00BF40;
|
||||
color: black;
|
||||
}
|
||||
|
||||
|
||||
.statusnok {
|
||||
font:18px sans-serif;
|
||||
background-color: #E10020;
|
||||
|
||||
23
data/charts.html
Normal file
23
data/charts.html
Normal file
@@ -0,0 +1,23 @@
|
||||
<!DOCTYPE html>
|
||||
<html>
|
||||
<head>
|
||||
<meta charset="UTF-8" />
|
||||
<meta
|
||||
name="viewport"
|
||||
content="width=device-width,initial-scale=1.0,maximum-scale=1.0,minimum-scale=1.0"
|
||||
/>
|
||||
<title>Charts</title>
|
||||
<script type="text/javascript" src="lightweight-charts.standalone.production.js"></script>
|
||||
<style>
|
||||
body {
|
||||
padding: 0;
|
||||
margin: 0;
|
||||
}
|
||||
</style>
|
||||
</head>
|
||||
|
||||
<body>
|
||||
<div id="container" style="position: absolute; width: 100%; height: 100%"></div>
|
||||
<script type="text/javascript" src="charts.js"></script>
|
||||
</body>
|
||||
</html>
|
||||
542
data/charts.js
Normal file
542
data/charts.js
Normal file
@@ -0,0 +1,542 @@
|
||||
const urlParams = new URLSearchParams(window.location.search);
|
||||
const symbol = urlParams.get('symbol');
|
||||
const time = urlParams.get('time');
|
||||
const symbol2 = urlParams.get('symbol2');
|
||||
|
||||
const heightrsimacdchart = 100
|
||||
|
||||
function timeToLocal(originalTime) {
|
||||
const d = new Date(originalTime * 1000);
|
||||
return Date.UTC(d.getFullYear(), d.getMonth(), d.getDate(), d.getHours(), d.getMinutes(), d.getSeconds(), d.getMilliseconds()) / 1000;
|
||||
}
|
||||
|
||||
function parseCSV(data) {
|
||||
const rows = data.split("\n");
|
||||
const result = [];
|
||||
let start = Math.max(rows.length - 1000, 0);
|
||||
let lastElements = rows.slice(start)
|
||||
for (let i = start; i < rows.length; i++) {
|
||||
const cols = rows[i].split(",");
|
||||
if (cols.length >= 23 && cols.every(element => element !== undefined && element !== null)) { // check for existing lines
|
||||
// parse the date so seconds since 1970
|
||||
cols[0] = Date.parse(cols[0])/1000,result.push(cols);
|
||||
cols[0] = timeToLocal(cols[0]);
|
||||
// coloring for MACD-Histogram
|
||||
if (cols[20] < 0) {
|
||||
cols[100] = "orange";
|
||||
if (cols[23] > 20) {
|
||||
cols[100] = "red";
|
||||
}
|
||||
}
|
||||
else {
|
||||
cols[100] = "lightgreen";
|
||||
if (cols[23] > 20) {
|
||||
cols[100] = "green";
|
||||
}
|
||||
}
|
||||
}
|
||||
else {
|
||||
console.log("invalid line on linenr " + i + ": " +rows[i]);
|
||||
}
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
function getCrosshairDataPoint(series, param) {
|
||||
if (!param.time) {
|
||||
return null;
|
||||
}
|
||||
const dataPoint = param.seriesData.get(series);
|
||||
return dataPoint || null;
|
||||
}
|
||||
|
||||
function syncCrosshair(chart, series, dataPoint) {
|
||||
if (dataPoint) {
|
||||
chart.setCrosshairPosition(dataPoint.value, dataPoint.time, series);
|
||||
return;
|
||||
}
|
||||
chart.clearCrosshairPosition();
|
||||
}
|
||||
|
||||
// Create the Lightweight Chart within the container element
|
||||
const chart = LightweightCharts.createChart(document.getElementById('container'),
|
||||
{
|
||||
rightPriceScale: {
|
||||
minimumWidth: 100,
|
||||
borderVisible: false
|
||||
},
|
||||
|
||||
height: 500,
|
||||
|
||||
crosshair: {
|
||||
mode: 0,
|
||||
},
|
||||
|
||||
timeScale: {
|
||||
timeVisible: true,
|
||||
secondsVisible: false,
|
||||
},
|
||||
|
||||
layout: {
|
||||
background: {
|
||||
type: 'solid',
|
||||
color: '#222',
|
||||
},
|
||||
textColor: '#DDD',
|
||||
},
|
||||
|
||||
grid: {
|
||||
vertLines: { color: '#444' },
|
||||
horzLines: { color: '#444' },
|
||||
},
|
||||
|
||||
});
|
||||
|
||||
chart.applyOptions({
|
||||
watermark: {
|
||||
visible: true,
|
||||
fontSize: 18,
|
||||
horzAlign: 'top',
|
||||
vertAlign: 'left',
|
||||
color: '#DDD',
|
||||
text: symbol + " " + time,
|
||||
}
|
||||
});
|
||||
|
||||
// define chart
|
||||
const candleSeries = chart.addCandlestickSeries({upColor: 'green', wickUpColor: 'green', downColor: 'red', wickDownColor: 'red', borderVisible: false,});
|
||||
const lineSeriesEMA12 = chart.addLineSeries({ color: 'red', lineWidth: 1, priceLineVisible: false, title: 'EMA12'});
|
||||
const lineSeriesEMA26 = chart.addLineSeries({ color: 'pink', lineWidth: 1, lineStyle: 2, priceLineVisible: false, title: 'EMA26'});
|
||||
const lineSeriesEMA50 = chart.addLineSeries({ color: 'cyan', lineWidth: 1, priceLineVisible: false, title: 'EMA50'});
|
||||
const lineSeriesEMA100 = chart.addLineSeries({ color: 'yellow', lineWidth: 1, priceLineVisible: false, title: 'EMA100'});
|
||||
const lineSeriesEMA200 = chart.addLineSeries({ color: 'white', lineWidth: 1, priceLineVisible: false, title: 'EMA200'});
|
||||
const lineSeriesEMA400 = chart.addLineSeries({ color: 'orange', lineWidth: 1, priceLineVisible: false, title: 'EMA400'});
|
||||
const lineSeriesEMA800 = chart.addLineSeries({ color: 'purple', lineWidth: 1, priceLineVisible: false, title: 'EMA800'});
|
||||
|
||||
// RSI Chart
|
||||
const chartrsi = LightweightCharts.createChart(document.getElementById("container"),
|
||||
{
|
||||
rightPriceScale: {
|
||||
minimumWidth: 100,
|
||||
borderVisible: false
|
||||
},
|
||||
height: heightrsimacdchart,
|
||||
|
||||
timeScale: {
|
||||
visible: false,
|
||||
},
|
||||
|
||||
layout: {
|
||||
background: {
|
||||
type: 'solid',
|
||||
color: '#222',
|
||||
},
|
||||
textColor: '#DDD',
|
||||
},
|
||||
|
||||
grid: {
|
||||
vertLines: { color: '#444' },
|
||||
horzLines: { color: '#444' },
|
||||
},
|
||||
});
|
||||
|
||||
chartrsi.applyOptions({
|
||||
watermark: {
|
||||
visible: true,
|
||||
fontSize: 18,
|
||||
horzAlign: 'top',
|
||||
vertAlign: 'left',
|
||||
color: '#DDD',
|
||||
text: 'RSI 5,14,21',
|
||||
}
|
||||
});
|
||||
|
||||
const lineSeriesRSI5 = chartrsi.addLineSeries({ color: 'orange', lineWidth: 1, lineStyle: 2, priceLineVisible: false, title: 'RSI5'});
|
||||
const lineSeriesRSI14 = chartrsi.addLineSeries({ color: 'yellow', lineWidth: 2, priceLineVisible: false, title: 'RSI14'});
|
||||
const lineSeriesRSI21 = chartrsi.addLineSeries({ color: 'lightgreen', lineWidth: 1, lineStyle: 2, priceLineVisible: false, title: 'RSI21'});
|
||||
|
||||
// MACD Chart
|
||||
const chartmacd = LightweightCharts.createChart(document.getElementById("container"),
|
||||
{
|
||||
rightPriceScale: {
|
||||
minimumWidth: 100,
|
||||
borderVisible: false
|
||||
},
|
||||
|
||||
height: heightrsimacdchart,
|
||||
timeScale: {
|
||||
timeVisible: true,
|
||||
secondsVisible: false,
|
||||
},
|
||||
|
||||
layout: {
|
||||
background: {
|
||||
type: 'solid',
|
||||
color: '#222',
|
||||
},
|
||||
textColor: '#DDD',
|
||||
},
|
||||
|
||||
grid: {
|
||||
vertLines: { color: '#444' },
|
||||
horzLines: { color: '#444' },
|
||||
},
|
||||
});
|
||||
|
||||
chartmacd.applyOptions({
|
||||
watermark: {
|
||||
visible: true,
|
||||
fontSize: 18,
|
||||
horzAlign: 'top',
|
||||
vertAlign: 'left',
|
||||
color: '#DDD',
|
||||
text: 'MACD 12 26',
|
||||
}
|
||||
});
|
||||
|
||||
const lineSeriesMACD = chartmacd.addLineSeries({ color: 'blue', lineWidth: 1, lineStyle: 0, priceLineVisible: false, title: 'MACD'});
|
||||
const lineSeriesMACDSignal = chartmacd.addLineSeries({ color: 'orange', lineWidth: 1, lineStyle: 0, priceLineVisible: false, title: 'Signal'});
|
||||
const histogramSeriesMACD = chartmacd.addHistogramSeries({
|
||||
priceFormat: {
|
||||
type: 'volume',
|
||||
color: 'orange',
|
||||
},
|
||||
priceLineVisible: false,
|
||||
});
|
||||
|
||||
|
||||
fetch("/botdata/asset-histories/" + symbol + ".history." + time + ".csv", { cache: 'no-store' })
|
||||
.then(response => response.text())
|
||||
.then(data => {
|
||||
const parsedData = parseCSV(data);
|
||||
|
||||
// OHLC Data
|
||||
const bars = parsedData.map(item => ({
|
||||
time: item[0],
|
||||
open: item[1],
|
||||
high: item[2],
|
||||
low: item[3],
|
||||
close: item[4]
|
||||
}));
|
||||
candleSeries.setData(bars);
|
||||
|
||||
// EMA Data
|
||||
candleSeries.setData(bars);
|
||||
const lineSeriesEMA12Data = parsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[8]
|
||||
}));
|
||||
lineSeriesEMA12.setData(lineSeriesEMA12Data);
|
||||
|
||||
const lineSeriesEMA26Data = parsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[9]
|
||||
}));
|
||||
lineSeriesEMA26.setData(lineSeriesEMA26Data);
|
||||
|
||||
const lineSeriesEMA50Data = parsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[10]
|
||||
}));
|
||||
lineSeriesEMA50.setData(lineSeriesEMA50Data);
|
||||
|
||||
const lineSeriesEMA100Data = parsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[11]
|
||||
}));
|
||||
lineSeriesEMA100.setData(lineSeriesEMA100Data);
|
||||
|
||||
const lineSeriesEMA200Data = parsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[12]
|
||||
}));
|
||||
lineSeriesEMA200.setData(lineSeriesEMA200Data);
|
||||
|
||||
const lineSeriesEMA400Data = parsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[13]
|
||||
}));
|
||||
lineSeriesEMA400.setData(lineSeriesEMA400Data);
|
||||
|
||||
const lineSeriesEMA800Data = parsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[14]
|
||||
}));
|
||||
lineSeriesEMA800.setData(lineSeriesEMA800Data);
|
||||
|
||||
// RSI Data
|
||||
const lineSeriesRSI5Data = parsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[15]
|
||||
}));
|
||||
lineSeriesRSI5.setData(lineSeriesRSI5Data);
|
||||
|
||||
const lineSeriesRSI14Data = parsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[16]
|
||||
}));
|
||||
lineSeriesRSI14.setData(lineSeriesRSI14Data);
|
||||
|
||||
const lineSeriesRSI21Data = parsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[17]
|
||||
}));
|
||||
lineSeriesRSI21.setData(lineSeriesRSI21Data);
|
||||
|
||||
// MACD Data
|
||||
const lineSeriesMACDData = parsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[18]
|
||||
}));
|
||||
lineSeriesMACD.setData(lineSeriesMACDData);
|
||||
|
||||
const lineSeriesMACDSignalData = parsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[19]
|
||||
}));
|
||||
lineSeriesMACDSignal.setData(lineSeriesMACDSignalData);
|
||||
|
||||
const histogramSeriesMACDData = parsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[20],
|
||||
color: item[100]
|
||||
}));
|
||||
histogramSeriesMACD.setData(histogramSeriesMACDData);
|
||||
});
|
||||
|
||||
|
||||
// Lines for price levels
|
||||
fetch("/botdata/asset-histories/" + symbol + ".history." + time + ".csv.levels", { cache: 'no-store' })
|
||||
.then(response => response.text())
|
||||
.then(text => {
|
||||
const levels = text.split(' ');
|
||||
levels.forEach(function(level) {
|
||||
candleSeries.createPriceLine({price: level, color: "blue", lineWidth: 0.5, lineStyle: 3, axisLabelVisible: true, title: 'Level'});
|
||||
});
|
||||
});
|
||||
|
||||
// Lines for RSIs
|
||||
lineSeriesRSI14.createPriceLine({price: 45, color: "green", lineWidth: 0.5, lineStyle: 3, axisLabelVisible: false});
|
||||
lineSeriesRSI14.createPriceLine({price: 50, color: "lightyellow", lineWidth: 0.5, lineStyle: 3, axisLabelVisible: false});
|
||||
lineSeriesRSI14.createPriceLine({price: 55, color: "red", lineWidth: 0.5, lineStyle: 3, axisLabelVisible: false});
|
||||
|
||||
|
||||
// DXY //
|
||||
const DXYchart = LightweightCharts.createChart(document.getElementById('container'),
|
||||
{
|
||||
rightPriceScale: {
|
||||
minimumWidth: 100,
|
||||
borderVisible: false
|
||||
},
|
||||
|
||||
height: 500,
|
||||
|
||||
crosshair: {
|
||||
mode: 0,
|
||||
},
|
||||
|
||||
timeScale: {
|
||||
timeVisible: true,
|
||||
secondsVisible: false,
|
||||
},
|
||||
|
||||
layout: {
|
||||
background: {
|
||||
type: 'solid',
|
||||
color: '#222',
|
||||
},
|
||||
textColor: '#DDD',
|
||||
},
|
||||
|
||||
grid: {
|
||||
vertLines: { color: '#444' },
|
||||
horzLines: { color: '#444' },
|
||||
},
|
||||
|
||||
});
|
||||
|
||||
DXYchart.applyOptions({
|
||||
watermark: {
|
||||
visible: true,
|
||||
fontSize: 18,
|
||||
horzAlign: 'top',
|
||||
vertAlign: 'left',
|
||||
color: '#DDD',
|
||||
text: symbol2 + " " + time,
|
||||
}
|
||||
});
|
||||
|
||||
// define DXY chart
|
||||
const DXYcandleSeries = DXYchart.addCandlestickSeries({upColor: 'green', wickUpColor: 'green', downColor: 'red', wickDownColor: 'red', borderVisible: false,});
|
||||
const DXYlineSeriesEMA200 = DXYchart.addLineSeries({ color: 'white', lineWidth: 1, priceLineVisible: false, title: 'EMA200'});
|
||||
const DXYlineSeriesEMA800 = DXYchart.addLineSeries({ color: 'purple', lineWidth: 1, priceLineVisible: false, title: 'EMA800'});
|
||||
const DXYlineSeriesEMA50 = DXYchart.addLineSeries({ color: 'cyan', lineWidth: 1, priceLineVisible: false, title: 'EMA50'});
|
||||
|
||||
|
||||
// DXY RSI Chart
|
||||
const DXYchartrsi = LightweightCharts.createChart(document.getElementById("container"),
|
||||
{
|
||||
rightPriceScale: {
|
||||
minimumWidth: 100,
|
||||
borderVisible: false
|
||||
},
|
||||
height: heightrsimacdchart,
|
||||
|
||||
timeScale: {
|
||||
visible: false,
|
||||
},
|
||||
|
||||
layout: {
|
||||
background: {
|
||||
type: 'solid',
|
||||
color: '#222',
|
||||
},
|
||||
textColor: '#DDD',
|
||||
},
|
||||
|
||||
grid: {
|
||||
vertLines: { color: '#444' },
|
||||
horzLines: { color: '#444' },
|
||||
},
|
||||
});
|
||||
|
||||
DXYchartrsi.applyOptions({
|
||||
watermark: {
|
||||
visible: true,
|
||||
fontSize: 18,
|
||||
horzAlign: 'top',
|
||||
vertAlign: 'left',
|
||||
color: '#DDD',
|
||||
text: 'DXY RSI 5,14,21',
|
||||
}
|
||||
});
|
||||
|
||||
const DXYlineSeriesRSI5 = DXYchartrsi.addLineSeries({ color: 'orange', lineWidth: 1, lineStyle: 2, priceLineVisible: false, title: 'RSI5'});
|
||||
const DXYlineSeriesRSI14 = DXYchartrsi.addLineSeries({ color: 'yellow', lineWidth: 2, priceLineVisible: false, title: 'RSI14'});
|
||||
const DXYlineSeriesRSI21 = DXYchartrsi.addLineSeries({ color: 'lightgreen', lineWidth: 1, lineStyle: 2, priceLineVisible: false, title: 'RSI21'});
|
||||
|
||||
fetch("/botdata/asset-histories/" + symbol2 + ".history." + time + ".csv", { cache: 'no-store' })
|
||||
.then(response => response.text())
|
||||
.then(data => {
|
||||
const DYXparsedData = parseCSV(data);
|
||||
|
||||
// OHLC Data
|
||||
const DXYbars = DYXparsedData.map(item => ({
|
||||
time: item[0],
|
||||
open: item[1],
|
||||
high: item[2],
|
||||
low: item[3],
|
||||
close: item[4]
|
||||
}));
|
||||
DXYcandleSeries.setData(DXYbars);
|
||||
|
||||
const DXYlineSeriesEMA50Data = DYXparsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[10]
|
||||
}));
|
||||
DXYlineSeriesEMA50.setData(DXYlineSeriesEMA50Data);
|
||||
|
||||
const DXYlineSeriesEMA200Data = DYXparsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[12]
|
||||
}));
|
||||
DXYlineSeriesEMA200.setData(DXYlineSeriesEMA200Data);
|
||||
|
||||
const DXYlineSeriesEMA800Data = DYXparsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[14]
|
||||
}));
|
||||
DXYlineSeriesEMA800.setData(DXYlineSeriesEMA800Data);
|
||||
|
||||
// RSI Data
|
||||
const DXYlineSeriesRSI5Data = DYXparsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[15]
|
||||
}));
|
||||
DXYlineSeriesRSI5.setData(DXYlineSeriesRSI5Data);
|
||||
|
||||
const DXYlineSeriesRSI14Data = DYXparsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[16]
|
||||
}));
|
||||
DXYlineSeriesRSI14.setData(DXYlineSeriesRSI14Data);
|
||||
|
||||
const DXYlineSeriesRSI21Data = DYXparsedData.map(item => ({
|
||||
time: item[0],
|
||||
value: item[17]
|
||||
}));
|
||||
DXYlineSeriesRSI21.setData(DXYlineSeriesRSI21Data);
|
||||
});
|
||||
|
||||
|
||||
// Sync charts timeScale
|
||||
chart.timeScale().fitContent();
|
||||
chart.timeScale().subscribeVisibleLogicalRangeChange(timeRange => {
|
||||
chartrsi.timeScale().setVisibleLogicalRange(timeRange);
|
||||
chartmacd.timeScale().setVisibleLogicalRange(timeRange);
|
||||
DXYchartrsi.timeScale().setVisibleLogicalRange(timeRange);
|
||||
DXYchart.timeScale().setVisibleLogicalRange(timeRange);
|
||||
});
|
||||
|
||||
chartrsi.timeScale().subscribeVisibleLogicalRangeChange(timeRange => {
|
||||
chart.timeScale().setVisibleLogicalRange(timeRange);
|
||||
});
|
||||
|
||||
chartmacd.timeScale().subscribeVisibleLogicalRangeChange(timeRange => {
|
||||
chart.timeScale().setVisibleLogicalRange(timeRange);
|
||||
});
|
||||
|
||||
DXYchart.timeScale().subscribeVisibleLogicalRangeChange(timeRange => {
|
||||
chart.timeScale().setVisibleLogicalRange(timeRange);
|
||||
});
|
||||
|
||||
DXYchartrsi.timeScale().subscribeVisibleLogicalRangeChange(timeRange => {
|
||||
chart.timeScale().setVisibleLogicalRange(timeRange);
|
||||
});
|
||||
|
||||
|
||||
|
||||
|
||||
chart.subscribeCrosshairMove(param => {
|
||||
const dataPoint = getCrosshairDataPoint(lineSeriesEMA50, param);
|
||||
syncCrosshair(chartrsi, lineSeriesRSI14, dataPoint);
|
||||
|
||||
const dataPointmacd = getCrosshairDataPoint(lineSeriesEMA50, param);
|
||||
syncCrosshair(chartmacd, lineSeriesMACD, dataPointmacd);
|
||||
|
||||
const DXYdataPoint = getCrosshairDataPoint(lineSeriesEMA50, param);
|
||||
syncCrosshair(DXYchart, DXYlineSeriesEMA50, DXYdataPoint);
|
||||
});
|
||||
|
||||
chartrsi.subscribeCrosshairMove(param => {
|
||||
const dataPoint = getCrosshairDataPoint(lineSeriesRSI14, param);
|
||||
syncCrosshair(chart, lineSeriesEMA50, dataPoint);
|
||||
|
||||
const dataPointmacd = getCrosshairDataPoint(lineSeriesRSI14, param);
|
||||
syncCrosshair(chartmacd, lineSeriesMACD, dataPointmacd);
|
||||
|
||||
const DXYdataPoint = getCrosshairDataPoint(lineSeriesRSI14, param);
|
||||
syncCrosshair(DXYchart, DXYlineSeriesEMA50, DXYdataPoint);
|
||||
});
|
||||
|
||||
chartmacd.subscribeCrosshairMove(param => {
|
||||
const dataPoint = getCrosshairDataPoint(lineSeriesMACD, param);
|
||||
syncCrosshair(chart, lineSeriesEMA50, dataPoint);
|
||||
|
||||
const dataPointrsi = getCrosshairDataPoint(lineSeriesMACD, param);
|
||||
syncCrosshair(chartrsi, lineSeriesRSI14, dataPointrsi);
|
||||
|
||||
const DXYdataPoint = getCrosshairDataPoint(lineSeriesMACD, param);
|
||||
syncCrosshair(DXYchart, DXYlineSeriesEMA50, DXYdataPoint);
|
||||
});
|
||||
|
||||
DXYchart.subscribeCrosshairMove(param => {
|
||||
const dataPoint = getCrosshairDataPoint(DXYlineSeriesEMA50, param);
|
||||
syncCrosshair(chart, lineSeriesEMA50, dataPoint);
|
||||
|
||||
const dataPointrsi = getCrosshairDataPoint(DXYlineSeriesEMA50, param);
|
||||
syncCrosshair(chartrsi, lineSeriesRSI14, dataPointrsi);
|
||||
|
||||
const dataPointmacd = getCrosshairDataPoint(DXYlineSeriesEMA50, param);
|
||||
syncCrosshair(chartmacd, lineSeriesMACD, dataPointrsi);
|
||||
});
|
||||
@@ -10,12 +10,207 @@ services:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
- ./watch-assets.csv:/dabo/watch-assets.csv
|
||||
# - ./watch-assets.csv:/dabo/watch-assets.csv
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- /usr/local/bin/notify.sh:/usr/local/bin/notify.sh:ro
|
||||
- /usr/local/etc/notify.conf:/usr/local/etc/notify.conf:ro
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
deploy:
|
||||
resources:
|
||||
limits:
|
||||
cpus: '2'
|
||||
memory: 1024M
|
||||
|
||||
dabo-symbols_ticker:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
restart: unless-stopped
|
||||
user: 10000:10000
|
||||
volumes:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
# - ./watch-assets.csv:/dabo/watch-assets.csv
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
entrypoint: /dabo/fetch-symbols_ticker.sh
|
||||
deploy:
|
||||
resources:
|
||||
limits:
|
||||
cpus: '1'
|
||||
memory: 512M
|
||||
|
||||
dabo-ohlcv-candles-indicators-5m:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
restart: unless-stopped
|
||||
user: 10000:10000
|
||||
volumes:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
entrypoint: /dabo/fetch-ohlcv-candles-indicators.sh 5m 300
|
||||
|
||||
|
||||
dabo-ohlcv-candles-indicators-15m:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
restart: unless-stopped
|
||||
user: 10000:10000
|
||||
volumes:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
entrypoint: /dabo/fetch-ohlcv-candles-indicators.sh 15m 900
|
||||
|
||||
|
||||
dabo-ohlcv-candles-indicators-1h:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
restart: unless-stopped
|
||||
user: 10000:10000
|
||||
volumes:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
entrypoint: /dabo/fetch-ohlcv-candles-indicators.sh 1h 3600
|
||||
|
||||
|
||||
dabo-ohlcv-candles-indicators-4h:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
restart: unless-stopped
|
||||
user: 10000:10000
|
||||
volumes:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
entrypoint: /dabo/fetch-ohlcv-candles-indicators.sh 4h 3600
|
||||
|
||||
|
||||
dabo-ohlcv-candles-indicators-1d:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
restart: unless-stopped
|
||||
user: 10000:10000
|
||||
volumes:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
entrypoint: /dabo/fetch-ohlcv-candles-indicators.sh 1d
|
||||
|
||||
|
||||
dabo-ohlcv-candles-indicators-1w:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
restart: unless-stopped
|
||||
user: 10000:10000
|
||||
volumes:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
entrypoint: /dabo/fetch-ohlcv-candles-indicators.sh 1w
|
||||
|
||||
|
||||
dabo-calc-indicators-hist:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
restart: unless-stopped
|
||||
user: 10000:10000
|
||||
volumes:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
# - ./watch-assets.csv:/dabo/watch-assets.csv
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
entrypoint: /dabo/calc-indicators-hist.sh
|
||||
cpu_shares: 128
|
||||
deploy:
|
||||
resources:
|
||||
limits:
|
||||
cpus: '1'
|
||||
memory: 512M
|
||||
|
||||
dabo-calc-levels:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
restart: unless-stopped
|
||||
user: 10000:10000
|
||||
volumes:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
# - ./watch-assets.csv:/dabo/watch-assets.csv
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:rw
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
entrypoint: /dabo/calc-levels.sh
|
||||
deploy:
|
||||
resources:
|
||||
limits:
|
||||
cpus: '1'
|
||||
memory: 1024M
|
||||
|
||||
dabo-orders:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
restart: unless-stopped
|
||||
user: 10000:10000
|
||||
volumes:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
# - ./watch-assets.csv:/dabo/watch-assets.csv
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
entrypoint: /dabo/fetch-orders.sh
|
||||
deploy:
|
||||
resources:
|
||||
limits:
|
||||
cpus: '0.5'
|
||||
memory: 512M
|
||||
|
||||
dabo-transaction-history:
|
||||
build:
|
||||
@@ -27,13 +222,88 @@ services:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
- ./watch-assets.csv:/dabo/watch-assets.csv
|
||||
# - ./watch-assets.csv:/dabo/watch-assets.csv
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- /usr/local/bin/notify.sh:/usr/local/bin/notify.sh:ro
|
||||
- /usr/local/etc/notify.conf:/usr/local/etc/notify.conf:ro
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
entrypoint: /dabo/transaction-history.sh
|
||||
entrypoint: /dabo/fetch-transaction-history.sh
|
||||
cpu_shares: 128
|
||||
deploy:
|
||||
resources:
|
||||
limits:
|
||||
cpus: '0.5'
|
||||
memory: 512M
|
||||
|
||||
dabo-fetch-coinmarketcapids:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
restart: unless-stopped
|
||||
user: 10000:10000
|
||||
volumes:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
# - ./watch-assets.csv:/dabo/watch-assets.csv
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
entrypoint: /dabo/fetch-coinmarketcapids.sh
|
||||
cpu_shares: 128
|
||||
deploy:
|
||||
resources:
|
||||
limits:
|
||||
cpus: '0.5'
|
||||
memory: 512M
|
||||
|
||||
|
||||
# dabo-test:
|
||||
# build:
|
||||
# context: .
|
||||
# dockerfile: Dockerfile
|
||||
# restart: no
|
||||
# user: 10000:10000
|
||||
# volumes:
|
||||
# - ./dabo:/dabo:ro
|
||||
# - ./strategies:/dabo/strategies:ro
|
||||
# - ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
## - ./watch-assets.csv:/dabo/watch-assets.csv
|
||||
# - ./data:/dabo/htdocs:rw
|
||||
# - ./home:/dabo/home:rw
|
||||
# - ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
# - /etc/localtime:/etc/localtime:ro
|
||||
# entrypoint: /dabo/test.sh
|
||||
# cpu_shares: 128
|
||||
# deploy:
|
||||
# resources:
|
||||
# limits:
|
||||
# cpus: '0.5'
|
||||
# memory: 512M
|
||||
|
||||
|
||||
dabo-webpage:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
restart: unless-stopped
|
||||
user: 10000:10000
|
||||
volumes:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
# - ./watch-assets.csv:/dabo/watch-assets.csv
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
entrypoint: /dabo/create_webpage.sh
|
||||
deploy:
|
||||
resources:
|
||||
limits:
|
||||
cpus: '1'
|
||||
memory: 128M
|
||||
|
||||
dabo-web:
|
||||
image: nginx:latest
|
||||
@@ -41,4 +311,11 @@ services:
|
||||
volumes:
|
||||
- ./data:/usr/share/nginx/html:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
deploy:
|
||||
resources:
|
||||
limits:
|
||||
cpus: '1'
|
||||
memory: 128M
|
||||
|
||||
|
||||
|
||||
|
||||
6981
example-values
Normal file
6981
example-values
Normal file
File diff suppressed because it is too large
Load Diff
2
notify.conf
Normal file
2
notify.conf
Normal file
@@ -0,0 +1,2 @@
|
||||
tohost=sshuser@sshhost
|
||||
default_togroup=message-group
|
||||
@@ -1,56 +0,0 @@
|
||||
|
||||
# remove this line if you are fine with this settings and want to use them on your own risk!!!
|
||||
# It is strongly recommended to test this strategy first via analyze.sh!!!
|
||||
return 1
|
||||
|
||||
|
||||
# GOOD_MARKET_PERFORMANCE_INDEX defines from which growth the market is considered good/favorable for investment.
|
||||
# The market performance is calculated from the average percentage development of various indicators such as development MSCI World, Bitcoin and Ethereum as well as forecasts.
|
||||
# for details see functions/market_performance.sh
|
||||
# If the market performance is under this value no buying will be done
|
||||
local GOOD_MARKET_PERFORMANCE_INDEX="100"
|
||||
|
||||
###### BUY CONDITIONS ######
|
||||
|
||||
### RSI Indicator checks
|
||||
# Don't buy if the RSI-XX value is >= BUY_RSIXX_BUY_SIGNAL_UNTIL
|
||||
local BUY_RSI5_SIGNAL_UNTIL="0"
|
||||
local BUY_RSI14_SIGNAL_UNTIL="0"
|
||||
local BUY_RSI21_SIGNAL_UNTIL="0"
|
||||
local BUY_RSI60_SIGNAL_UNTIL="0"
|
||||
local BUY_RSI120_SIGNAL_UNTIL="0"
|
||||
local BUY_RSI240_SIGNAL_UNTIL="0"
|
||||
local BUY_RSI420_SIGNAL_UNTIL="0"
|
||||
local BUY_RSI720_SIGNAL_UNTIL="0"
|
||||
|
||||
# Don't buy if the RSI-XX value is <= BUY_RSIXX_BUY_SIGNAL_FROM
|
||||
local BUY_RSI5_SIGNAL_FROM="0"
|
||||
local BUY_RSI14_SIGNAL_FROM="0"
|
||||
local BUY_RSI21_SIGNAL_FROM="0"
|
||||
local BUY_RSI60_SIGNAL_FROM="0"
|
||||
local BUY_RSI120_SIGNAL_FROM="0"
|
||||
local BUY_RSI240_SIGNAL_FROM="0"
|
||||
local BUY_RSI420_SIGNAL_FROM="0"
|
||||
local BUY_RSI720_SIGNAL_FROM="0"
|
||||
|
||||
|
||||
### MACD Indicator Checks
|
||||
# Don't buy if MACD Histogram Relation is not between this values.
|
||||
# The ratio is calculated by the difference between the maximum positive Histogram value (of the defined time period) and the current value.
|
||||
# Here you can specify a percentage range.
|
||||
# If only the buy signal should be considered, simply specify the range 0 and 100.
|
||||
# decimal numbers are not allowed here.
|
||||
local BUY_MACD_RELATION_FROM="0"
|
||||
local BUY_MACD_RELATION_TO="0"
|
||||
|
||||
# Don't buy if price change is under this percentage values
|
||||
local BUY_MIN_PRICE_CHANGE_LAST_1_DAY="0.25"
|
||||
local BUY_MIN_PRICE_CHANGE_LAST_7_DAY="-1"
|
||||
local BUY_MIN_PRICE_CHANGE_LAST_14_DAY="-2"
|
||||
local BUY_MIN_PRICE_CHANGE_LAST_30_DAY="-5"
|
||||
|
||||
|
||||
# Dont buy if growth in the last defined time period <= BUY_MINGROWTH
|
||||
local BUY_MINGROWTH_PERIOD="30"
|
||||
local BUY_MINGROWTH="-10"
|
||||
|
||||
272
strategies/example.strategy.sh
Normal file
272
strategies/example.strategy.sh
Normal file
@@ -0,0 +1,272 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
# Example strategy
|
||||
|
||||
g_echo_note "EXAMPLE Strategy"
|
||||
|
||||
##### WARNING! This strategy is only intended as an example and should not be used with real trades. Please develop your own strategy ######
|
||||
|
||||
# if you want to use this remove the next line with return 0
|
||||
return 0
|
||||
|
||||
# get vars with orders and positions
|
||||
get_position_array
|
||||
get_orders_array
|
||||
|
||||
# reset score
|
||||
unset s_score
|
||||
unset s_score_hist
|
||||
s_score=0
|
||||
|
||||
|
||||
### BEGIN market scoring ###
|
||||
# correlation to crypto
|
||||
for asset in DOWJONES SP500 NASDAQ MSCIEAFE GOLD MSCIWORLD KRE
|
||||
do
|
||||
|
||||
g_echo "scoring ECONOMY_${asset}"
|
||||
|
||||
# bullish? bull market?
|
||||
[ -n "${v[ECONOMY_${asset}_1d_ema200_0]}" ] && if g_num_is_higher ${v[ECONOMY_${asset}_15m_close_0]} ${v[ECONOMY_${asset}_1d_ema200_0]}
|
||||
then
|
||||
score 2 "${asset} EMA200 over last 15m close"
|
||||
else
|
||||
score -2 "${asset} EMA200 under last 15m close"
|
||||
fi
|
||||
|
||||
# RSI14 1d
|
||||
if [ -n "${v[ECONOMY_${asset}_1d_rsi14_0]}" ]
|
||||
then
|
||||
rsi14=${v[ECONOMY_${asset}_1d_rsi14_0]}
|
||||
g_num_is_between $rsi14 80 100 && score -2 "${asset} RSI14 $rsi14"
|
||||
g_num_is_between $rsi14 55 80 && score 2 "${asset} RSI14 $rsi14"
|
||||
g_num_is_between $rsi14 15 45 && score 1 "${asset} RSI14 $rsi14"
|
||||
g_num_is_between $rsi14 0 15 && score -2 "${asset} RSI14 $rsi14"
|
||||
fi
|
||||
|
||||
# macd trend
|
||||
[[ ${v[ECONOMY_${asset}_1d_macd_histogram_signal_0]} = uptrend ]] && score 2 "${asset} MACD uptrend"
|
||||
[[ ${v[ECONOMY_${asset}_1d_macd_histogram_signal_0]} = downtrend ]] && score -2 "${asset} MACD downtrend"
|
||||
|
||||
done
|
||||
|
||||
# inverse correlation to crypto
|
||||
for asset in DXY OILGAS
|
||||
do
|
||||
|
||||
g_echo "scoring ECONOMY_${asset}"
|
||||
|
||||
# bullish? bull market?
|
||||
[ -n "${v[ECONOMY_${asset}_1d_ema200_0]}" ] && if g_num_is_higher ${v[ECONOMY_${asset}_15m_close_0]} ${v[ECONOMY_${asset}_1d_ema200_0]}
|
||||
then
|
||||
score -2 "${asset} EMA200 over last 15m close"
|
||||
else
|
||||
score 2 "${asset} EMA200 under last 15m close"
|
||||
fi
|
||||
|
||||
# RSI14 1d
|
||||
if [ -n "${v[ECONOMY_${asset}_1d_rsi14_0]}" ]
|
||||
then
|
||||
rsi14=${v[ECONOMY_${asset}_1d_rsi14_0]}
|
||||
g_num_is_between $rsi14 80 100 && score 2 "${asset} RSI14 $rsi14"
|
||||
g_num_is_between $rsi14 55 80 && score -2 "${asset} RSI14 $rsi14"
|
||||
g_num_is_between $rsi14 15 45 && score -1 "${asset} RSI14 $rsi14"
|
||||
g_num_is_between $rsi14 0 15 && score 2 "${asset} RSI14 $rsi14"
|
||||
fi
|
||||
|
||||
# macd trend
|
||||
[[ ${v[ECONOMY_${asset}_1d_macd_histogram_signal_0]} = uptrend ]] && score -2 "${asset} MACD uptrend"
|
||||
[[ ${v[ECONOMY_${asset}_1d_macd_histogram_signal_0]} = downtrend ]] && score 2 "${asset} MACD downtrend"
|
||||
|
||||
done
|
||||
|
||||
### Evaluate BTC and ETH
|
||||
for asset in BTC${CURRENCY} ETH${CURRENCY}
|
||||
do
|
||||
|
||||
g_echo "scoring ${asset}"
|
||||
|
||||
# bullish? bull market?
|
||||
[ -n "${v[${asset}_1d_ema200_0]}" ] && if g_num_is_higher ${v[${asset}_15m_close_0]} ${v[${asset}_1d_ema200_0]}
|
||||
then
|
||||
score 2 "${asset} EMA200 over last 15m close"
|
||||
else
|
||||
score -2 "${asset} EMA200 under last 15m close"
|
||||
fi
|
||||
|
||||
# RSI14 1d
|
||||
if [ -n "${v[${asset}_1d_rsi14_0]}" ]
|
||||
then
|
||||
rsi14=${v[${asset}_1d_rsi14_0]}
|
||||
g_num_is_between $rsi14 80 100 && score -2 "${asset} RSI14 $rsi14"
|
||||
g_num_is_between $rsi14 55 80 && score 2 "${asset} RSI14 $rsi14"
|
||||
g_num_is_between $rsi14 15 45 && score 1 "${asset} RSI14 $rsi14"
|
||||
g_num_is_between $rsi14 0 15 && score -2 "${asset} RSI14 $rsi14"
|
||||
fi
|
||||
|
||||
# macd trend
|
||||
[[ ${v[${asset}_1d_macd_histogram_signal_0]} = uptrend ]] && score 2 "${asset} MACD uptrend"
|
||||
[[ ${v[${asset}_1d_macd_histogram_signal_0]} = downtrend ]] && score -2 "${asset} MACD downtrend"
|
||||
|
||||
done
|
||||
|
||||
### END market scoring ###
|
||||
|
||||
# save score until here
|
||||
market_score=$s_score
|
||||
market_score_hist=$s_score_hist
|
||||
|
||||
### Go through trading symbols
|
||||
for symbol in ${f_symbols_array_trade[@]}
|
||||
do
|
||||
|
||||
# restore market score as base
|
||||
s_score=$market_score
|
||||
s_score_hist=$market_score_hist
|
||||
|
||||
asset=${symbol//:$CURRENCY/}
|
||||
asset=${asset//\//}
|
||||
|
||||
### Evaluate symbol
|
||||
g_echo "scoring ${asset}"
|
||||
|
||||
# bullish? bull market?
|
||||
[ -n "${v[${asset}_1d_ema200_0]}" ] && if g_num_is_higher ${v[${asset}_15m_close_0]} ${v[${asset}_1d_ema200_0]}
|
||||
then
|
||||
score 2 "${asset} EMA200 over last 15m close"
|
||||
else
|
||||
score -2 "${asset} EMA200 under last 15m close"
|
||||
fi
|
||||
|
||||
# RSI14 5m
|
||||
if [ -n "${v[${asset}_5m_rsi14_0]}" ]
|
||||
then
|
||||
rsi14=${v[${asset}_5m_rsi14_0]}
|
||||
g_num_is_between $rsi14 80 100 && score -4 "$asset RSI14 $rsi14"
|
||||
g_num_is_between $rsi14 55 80 && score 4 "$asset RSI14 $rsi14"
|
||||
g_num_is_between $rsi14 15 45 && score 2 "$asset RSI14 $rsi14"
|
||||
g_num_is_between $rsi14 0 15 && score -4 "$asset RSI14 $rsi14"
|
||||
fi
|
||||
|
||||
# macd trend
|
||||
[[ ${v[${asset}_5m_macd_histogram_signal_0]} = uptrend ]] && score 2 "$asset MACD uptrend"
|
||||
[[ ${v[${asset}_5m_macd_histogram_signal_0]} = downtrend ]] && score -2 "$asset MACD downtrend"
|
||||
|
||||
|
||||
# go short or go long or better do notghing?
|
||||
side="unclear"
|
||||
g_num_is_higher $s_score 5 && side="long"
|
||||
g_num_is_lower $s_score -5 && side="short"
|
||||
|
||||
g_echo_ok "Score: $s_score"
|
||||
g_echo_ok "Side: $side"
|
||||
g_echo "Scores: $s_score_hist"
|
||||
|
||||
# remove existing orders and do nothing if unclear
|
||||
if [[ $side = "unclear" ]]
|
||||
then
|
||||
g_echo "Situation of $asset unclear - remove existing orders and do nothing!"
|
||||
order_cancel "$symbol"
|
||||
continue
|
||||
fi
|
||||
|
||||
# if no contract trading / no shot possible ignore
|
||||
if [ -z "$LEVERAGE" ] && [[ $side = short ]]
|
||||
then
|
||||
g_echo "No 'short' possible while sport trading - doung nothing with $asset"
|
||||
continue
|
||||
fi
|
||||
|
||||
# Next week level is:
|
||||
g_echo "level_1w_next_up: ${v[${asset}_levels_1w_next_up]}"
|
||||
g_echo "level_1w_next_down: ${v[${asset}_levels_1w_next_down]}"
|
||||
|
||||
# define entry price
|
||||
unset entry_price
|
||||
[[ $side = long ]] && entry_price=${v[${asset}_levels_1w_next_down]}
|
||||
[[ $side = short ]] && entry_price=${v[${asset}_levels_1w_next_up]}
|
||||
|
||||
# if entry price not given set to current price
|
||||
[ -z "$entry_price" ] && entry_price=${v[${asset}_price]}
|
||||
|
||||
# check for updates if order with entry price is already defined
|
||||
if [ -n "${o[${asset}_open_${side}_entry_price]}" ]
|
||||
then
|
||||
if g_num_is_approx ${o[${asset}_open_${side}_entry_price]} $entry_price 0.5 0.5
|
||||
then
|
||||
g_echo "Order of $asset at ${o[${asset}_open_long_entry_price]} fine"
|
||||
else
|
||||
# cancelling order
|
||||
g_echo_warn "Cancelling order because entry price not seems to be up2date anymore: ${o[${asset}_open_${side}_entry_price]} != $entry_price"
|
||||
order_cancel "$symbol"
|
||||
fi
|
||||
fi
|
||||
|
||||
# check for already existing order
|
||||
if [ -n "${o[${asset}_present]}" ]
|
||||
then
|
||||
g_echo_ok "Order(s) of ${asset} already exists"
|
||||
continue
|
||||
fi
|
||||
|
||||
# check for already existing position
|
||||
if [ -n "${p[${asset}_currency_amount]}" ]
|
||||
then
|
||||
g_echo "Position of ${asset} already open"
|
||||
continue
|
||||
fi
|
||||
|
||||
# StopLoss at 20% loss
|
||||
stoplosspercentage=20
|
||||
# calc percentage loss if leverage is set
|
||||
if [ -n "$LEVERAGE" ]
|
||||
then
|
||||
g_calc "$stoplosspercentage/$LEVERAGE"
|
||||
stoplosspercentage=$g_calc_result
|
||||
fi
|
||||
# calc stoploss
|
||||
[[ $side = long ]] && g_calc "$entry_price-($entry_price/100*${stoplosspercentage})"
|
||||
[[ $side = short ]] && g_calc "$entry_price+($entry_price/100*${stoplosspercentage})"
|
||||
stoploss=$g_calc_result
|
||||
|
||||
# TakeProfit at 2% profit
|
||||
takeprofitpercentage=5
|
||||
if [ -n "$LEVERAGE" ]
|
||||
then
|
||||
g_calc "$takeprofitpercentage/$LEVERAGE"
|
||||
takeprofitpercentage=$g_calc_result
|
||||
fi
|
||||
[[ $side = long ]] && g_calc "$entry_price+($entry_price/100*${takeprofitpercentage})"
|
||||
[[ $side = short ]] && g_calc "$entry_price-($entry_price/100*${takeprofitpercentage})"
|
||||
takeprofit=$g_calc_result
|
||||
|
||||
# Use 100 of balace for trade
|
||||
trade_balance=100
|
||||
# altarnative calculate 2 percentage of available balace for trade
|
||||
#get_balance
|
||||
#g_calc "$f_CURRENCY_BALANCE/100*2"
|
||||
#trade_balance=$g_calc_result
|
||||
|
||||
# place the order
|
||||
order "$symbol" "$trade_balance" "$side" "$entry_price" "$stoploss" "$takeprofit"
|
||||
|
||||
done
|
||||
|
||||
87
strategies/example_manage_positions.strategy.sh
Normal file
87
strategies/example_manage_positions.strategy.sh
Normal file
@@ -0,0 +1,87 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
# Example strategy for managing open positions
|
||||
|
||||
g_echo_note "EXAMPLE Strategy for managing open positions"
|
||||
|
||||
##### WARNING! This strategy is only intended as an example and should not be used with real trades. Please develop your own strategy ######
|
||||
|
||||
# if you want to use this remove the next line with return 0
|
||||
return 0
|
||||
|
||||
# get vars with positions
|
||||
get_position_array
|
||||
|
||||
# go through trading symbols
|
||||
for symbol in ${f_symbols_array_trade[@]}
|
||||
do
|
||||
asset=${symbol//:$CURRENCY/}
|
||||
asset=${asset//\//}
|
||||
|
||||
# adjust stoploss from percentage profit
|
||||
from_profit=0.5
|
||||
if [ -n "$LEVERAGE" ]
|
||||
then
|
||||
g_calc "${from_profit}*${LEVERAGE}"
|
||||
from_profit=$g_calc_result
|
||||
fi
|
||||
|
||||
# save profit by switching stoploss in profit
|
||||
if [ -n "${p[${asset}_pnl]}" ]
|
||||
then
|
||||
|
||||
# what side are we on (long or short)
|
||||
side=${p[${asset}_side]}
|
||||
|
||||
g_echo_note "Checking open $side position for $f_asset"
|
||||
|
||||
if g_num_is_higher ${p[${asset}_pnl_percentage]} $from_profit
|
||||
then
|
||||
# calculate stoploss price with half of current pnl
|
||||
g_calc "${p[${asset}_current_price]}-((${p[${asset}_current_price]}-${p[${asset}_entry_price]})/2)"
|
||||
stoploss_price=$g_calc_result
|
||||
|
||||
# check for already existing stoploss
|
||||
if [ -n "${o[${asset}_sl_close_${side}_id]}" ]
|
||||
then
|
||||
|
||||
# do nothing if current stoploss price is already larger/equal then half of current pnl
|
||||
if [[ $side = long ]]
|
||||
then
|
||||
g_num_is_higher_equal ${o[${asset}_sl_close_${side}_stopprice]} $stoploss_price && continue
|
||||
fi
|
||||
if [[ $side = short ]]
|
||||
then
|
||||
g_num_is_lower_equal ${o[${asset}_sl_close_${side}_stopprice]} $stoploss_price && continue
|
||||
fi
|
||||
|
||||
# cancel existing stoploss order
|
||||
order_cancel_id "$symbol" "${o[${asset}_sl_close_${side}_id]}" || continue
|
||||
fi
|
||||
|
||||
# create new stoploss
|
||||
g_echo_ok "==== New StopLoss in profit for $asset at $stoploss_price"
|
||||
order "$symbol" "asset_amount:${p[${asset}_asset_amount]}" ${side} stoploss "$stoploss_price"
|
||||
|
||||
fi
|
||||
fi
|
||||
|
||||
done
|
||||
|
||||
@@ -1,65 +0,0 @@
|
||||
# remove this line if you are fine with this settings and want to use them on your own risk!!!
|
||||
# It is strongly recommended to test this strategy first via analyze.sh!!!
|
||||
return 1
|
||||
|
||||
|
||||
# GOOD_MARKET_PERFORMANCE_INDEX defines from which growth the market is considered good/favorable for investment.
|
||||
# The market performance is calculated from the average percentage development of various indicators such as development MSCI World, Bitcoin and Ethereum as well as forecasts.
|
||||
# for details see functions/market_performance.sh
|
||||
# If the market performance is under this value no buying will be done
|
||||
local GOOD_MARKET_PERFORMANCE_INDEX="2"
|
||||
|
||||
# Force hold if result negative expect SELL_PERCENTAGE_FROM_LAST_PURCHASE_NEGATIVE. Boolean 1 for true 0 for false.
|
||||
local SELL_HOLD_IF_RESULT_NEGATIVE="1"
|
||||
|
||||
# If the price falls by this percentage value from the purchase price, then sell in any case
|
||||
local SELL_PERCENTAGE_FROM_LAST_PURCHASE_NEGATIVE="-10"
|
||||
|
||||
# from here only if SELL_HOLD_IF_RESULT_NEGATIVE doesn't match
|
||||
|
||||
# If the price falls by this percentage value from the last rate
|
||||
local SELL_IF_LAST_RATE_LOWER_THEN="-0.25"
|
||||
|
||||
### RSI Indicator checks
|
||||
|
||||
# SELL if the RSI-XX value is <= SELL_RSIXX_SELL_SIGNAL_UNTIL
|
||||
local SELL_RSI5_SIGNAL_UNTIL="99"
|
||||
local SELL_RSI14_SIGNAL_UNTIL="99"
|
||||
local SELL_RSI21_SIGNAL_UNTIL="99"
|
||||
local SELL_RSI60_SIGNAL_UNTIL="99"
|
||||
local SELL_RSI120_SIGNAL_UNTIL="99"
|
||||
local SELL_RSI240_SIGNAL_UNTIL="99"
|
||||
local SELL_RSI420_SIGNAL_UNTIL="99"
|
||||
local SELL_RSI720_SIGNAL_UNTIL="99"
|
||||
|
||||
# SELL if the RSI-XX value is >= SELL_RSIXX_SELL_SIGNAL_FROM
|
||||
local SELL_RSI5_SIGNAL_FROM="90"
|
||||
local SELL_RSI14_SIGNAL_FROM="90"
|
||||
local SELL_RSI21_SIGNAL_FROM="90"
|
||||
local SELL_RSI60_SIGNAL_FROM="70"
|
||||
local SELL_RSI120_SIGNAL_FROM="50"
|
||||
local SELL_RSI240_SIGNAL_FROM="50"
|
||||
local SELL_RSI420_SIGNAL_FROM="50"
|
||||
local SELL_RSI720_SIGNAL_FROM="50"
|
||||
|
||||
# If the price after this time period is lower the the trading fee, then sell if SELL_HOLD_IF_RESULT_NEGATIVE is fine with it
|
||||
local SELL_IF_LOWER_THEN_FEE_AFTER_PERIOD="7200"
|
||||
|
||||
### MACD Indicator Checks
|
||||
# Sell if MACD Histogram relation is < this value
|
||||
# The ratio is calculated by the difference between the maximum negative Histogram value (of the defined time period) and the current value.
|
||||
# Here you can specify a percentage range.
|
||||
# If only the sell signal should be considered, simply specify 0
|
||||
# decimal numbers are not allowed here.
|
||||
local SELL_MACD_RELATION_FROM="25"
|
||||
|
||||
### Take profit/loss
|
||||
local TAKE_PROFIT_CHECK_AFTER_POSTITIVE_RESULTS="1"
|
||||
local TAKE_PROFIT_CHECK_AT_FEE_PLUS="0.5"
|
||||
local TAKE_PROFIT_CHECK_AT_FACTOR="1.25"
|
||||
|
||||
local TAKE_LOSS_CHECK_AFTER_NEGATIVE_RESULTS="5"
|
||||
local TAKE_LOSS_CHECK_AT_FEE_PLUS="0"
|
||||
local TAKE_LOSS_CHECK_AT_FACTOR="2"
|
||||
|
||||
|
||||
Reference in New Issue
Block a user