Compare commits
5 Commits
e3602cc7b8
...
f34c5ddf89
Author | SHA1 | Date | |
---|---|---|---|
f34c5ddf89 | |||
e991042eaa | |||
d3714630b2 | |||
170ad50652 | |||
e15740900a |
7
.gitignore
vendored
7
.gitignore
vendored
@ -9,10 +9,13 @@
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/dabo/.*-secrets
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/home/.ssh
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/home/.viminfo
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/home/.bash_history
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/home/.dabo-bot.sh.lock
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.*history
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.wget-hsts
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/analyze-*
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*.del
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*.tmp
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*local*
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test*.sh
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/env
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/genpw.sh
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/watch-assets.csv*
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@ -53,7 +53,7 @@ function get_orders {
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echo $f_ccxt_result | tee "CCXT_ORDERS_${f_symbol_file}_RAW" | jq -r "
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.[] |
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select(.status==\"open\") |
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.symbol + \",\" + .type + \",\" + .side + \",\" + (.price|tostring) + \",\" + (.amount|tostring) + \",\" + .id + \",\" + (.stopLossPrice|tostring) + \",\" + (.takeProfitPrice|tostring)
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.symbol + \",\" + .type + \",\" + .side + \",\" + (.price|tostring) + \",\" + (.amount|tostring) + \",\" + .id + \",\" + (.stopLossPrice|tostring) + \",\" + (.takeProfitPrice|tostring) + \",\" + (.stopPrice|tostring)
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" >"CCXT_ORDERS_${f_symbol_file}"
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else
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rm -f "CCXT_ORDERS_${f_symbol_file}_RAW" "CCXT_ORDERS_${f_symbol_file}"
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@ -117,6 +117,9 @@ function get_order_line_vars {
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o[${f_asset}_takeprofitprice]=${f_order_array[7]}
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f_order_takeprofitprice=${f_order_array[7]}
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o[${f_asset}_stopprice]=${f_order_array[8]}
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f_order_stopprice=${f_order_array[8]}
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}
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@ -22,7 +22,7 @@ function get_positions {
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g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
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local f_symbol f_symbols
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local f_symbol f_symbols f_asset f_stoploss f_takeprofit
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get_symbols_ticker
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@ -39,13 +39,40 @@ function get_positions {
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[ -z "$f_symbols" ] && return 1
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f_ccxt "print($STOCK_EXCHANGE.fetchPositions(symbols=[${f_symbols}]))" && echo $f_ccxt_result >CCXT_POSITIONS_RAW
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jq -r "
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.[] |
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select(.entryPrice != 0) |
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.symbol + \",\" + (.collateral|tostring) + \",\" + (.entryPrice|tostring) + \",\" + (.markPrice|tostring) + \",\" + .side + \",\" + (.leverage|tostring) + \",\" + (.liquidationPrice|tostring) + \",\" + (.stopLossPrice|tostring) + \",\" + (.takeProfitPrice|tostring)
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.symbol + \",\" + (.collateral|tostring) + \",\" + (.entryPrice|tostring) + \",\" + .side + \",\" + (.leverage|tostring) + \",\" + (.liquidationPrice|tostring) + \",\" + (.stopLossPrice|tostring) + \",\" + (.takeProfitPrice|tostring)
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" CCXT_POSITIONS_RAW >CCXT_POSITIONS
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# check for takeprofit/stoploss orders if not in CCXT output (needed for phememx and maybe more exchanges)
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get_position_array
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for f_symbol in ${f_symbols_array_trade[@]}
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do
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f_asset=${f_symbol//:$CURRENCY/}
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f_asset=${f_asset//\//}
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# only continue if position for symbol exists and stoploss or takeprofit is empty
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[ -z "${p[${f_asset}_entry_price]}" ] && continue
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[ -n "${p[${f_asset}_stoploss_price]}" ] && continue
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[ -n "${p[${f_asset}_takeprofit_price]}" ] && continue
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# check for position side
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[ "${p[${f_asset}_side]}" = "long" ] && f_action=sell
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[ "${p[${f_asset}_side]}" = "short" ] && f_action=buy
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if [[ ${p[${f_asset}_side]} =~ long|short ]]
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then
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# search fpr stoploss and takeprofit
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f_stoploss=$(egrep "^$f_symbol,Stop,$f_action,null,0," CCXT_ORDERS | cut -d , -f9)
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f_takeprofit=$(egrep "^$f_symbol,MarketIfTouched,$f_action,null,0," CCXT_ORDERS | cut -d , -f9)
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# escape : and / for sed and edit CCXT_POSITIONS if stoploss or takeprofit order found
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f_symbol=${f_symbol//\//\\\/}
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f_symbol=${f_symbol//:/\\:}
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[ -n "$f_stoploss" ] && sed -i "/^$f_symbol,.*,${p[${f_asset}_side]},/s/^\(\([^,]*,\)\{6\}\)[^,]*/\1$f_stoploss/" CCXT_POSITIONS
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[ -n "$f_takeprofit" ] && sed -i "/^$f_symbol,.*,${p[${f_asset}_side]},/s/^\(\([^,]*,\)\{7\}\)[^,]*/\1$f_takeprofit/" CCXT_POSITIONS
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fi
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done
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}
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function get_position_array {
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@ -54,7 +81,7 @@ function get_position_array {
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# clear/create assoziative array p
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unset p
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declare -Ag p
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get_symbols_ticker
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# build array from lines in CCXT_POSITIONS
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g_array CCXT_POSITIONS f_get_positions_array
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for f_position in ${f_get_positions_array[@]}
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@ -85,36 +112,37 @@ function get_position_line_vars {
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f_position_entry_price=${f_position_array[2]}
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p[${f_asset}_entry_price]=$f_position_entry_price
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f_position_current_price=${f_position_array[3]}
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p[${f_asset}_current_price]=$f_position_current_price
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# mark price seems not lates price in very case so take the ticker
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p[${f_asset}_current_price]=${v[${f_asset}_price]}
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f_position_current_price=${v[${f_asset}_price]}
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f_position_side=${f_position_array[4]}
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f_position_side=${f_position_array[3]}
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[ -z "$f_position_side" ] && f_position_side="long"
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p[${f_asset}_side]=$f_position_side
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f_position_leverage=${f_position_array[5]}
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f_position_leverage=${f_position_array[4]}
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[[ $f_position_leverage = null ]] && f_position_leverage="1"
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p[${f_asset}_leverage]=$f_position_leverage
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p[${f_asset}_liquidation_price]=${f_position_array[6]}
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f_position_liquidation_price=${f_position_array[6]}
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p[${f_asset}_liquidation_price]=${f_position_array[5]}
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f_position_liquidation_price=${f_position_array[5]}
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if [[ ${f_position_array[7]} = null ]]
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if [[ ${f_position_array[6]} = null ]]
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then
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unset p[${f_asset}_stoploss_price]
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unset f_position_stoploss_price
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else
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p[${f_asset}_stoploss_price]=${f_position_array[7]}
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f_position_stoploss_price=${f_position_array[7]}
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p[${f_asset}_stoploss_price]=${f_position_array[6]}
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f_position_stoploss_price=${f_position_array[6]}
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fi
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if [[ ${f_position_array[8]} = null ]]
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if [[ ${f_position_array[7]} = null ]]
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then
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unset p[${f_asset}_takeprofit_price]
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unset f_position_takeprofit_price
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else
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p[${f_asset}_takeprofit_price]=${f_position_array[8]}
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f_position_takeprofit_price=${f_position_array[8]}
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p[${f_asset}_takeprofit_price]=${f_position_array[7]}
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f_position_takeprofit_price=${f_position_array[7]}
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fi
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# calc pnl percentage
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@ -39,9 +39,7 @@ function webpage {
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<h1>State of Dabo-Bot! on ${STOCK_EXCHANGE} - ${URL} (ReadOnly)</h1>
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<h1>Last update $(date '+%F %T')</h1>" >../index.html.tmp
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# historic overview
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echo '<a href=TRANSACTIONS_OVERVIEWS.html><h2>Historic Overview</h2></a>' >>../index.html.tmp
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# balance
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local f_USED_BALANCE=$(tail -n1 "asset-histories/BALANCEUSED${CURRENCY}.history.csv" | cut -d, -f2)
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local f_COMPLETE_BALANCE=$(tail -n1 "asset-histories/BALANCECOMPLETE${CURRENCY}.history.csv" | cut -d, -f2)
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g_calc "$f_COMPLETE_BALANCE-$f_USED_BALANCE"
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@ -89,7 +87,17 @@ function webpage {
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f_asset=${f_symbol//:$CURRENCY/}
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f_asset=${f_asset//\//}
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[ -z "${p[${f_asset}_entry_price]}" ] && continue
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echo "<tr><td>$f_symbol</td><td>${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
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echo "<tr>
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<td><a href=\"charts.html?symbol=${f_asset}&time=4h&symbol2=BTCUSDT\" target=\"_blank\" rel=\"noopener noreferrer\">$f_symbol</a></td>
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<td>${p[${f_asset}_currency_amount]}</td>
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<td>${p[${f_asset}_entry_price]}</td>
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<td>${p[${f_asset}_current_price]}</td>
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<td>${p[${f_asset}_pnl]} ( ${p[${f_asset}_pnl_percentage]}%)</td>
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<td>${p[${f_asset}_liquidation_price]}</td>
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<td>${p[${f_asset}_stoploss_price]}</td>
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<td>${p[${f_asset}_takeprofit_price]}</td>
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<td>${p[${f_asset}_side]} ${p[${f_asset}_leverage]}x</td>
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</tr>" >>../index.html.tmp
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done
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echo "</table>" >>../index.html.tmp
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@ -102,13 +110,37 @@ function webpage {
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f_asset=${f_symbol//:$CURRENCY/}
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f_asset=${f_asset//\//}
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[ -z "${o[${f_asset}_entry_price]}" ] && continue
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echo "<tr><td>$f_symbol</td><td>${o[${f_asset}_amount]}</td><td>${o[${f_asset}_entry_price]}</td><td>${o[${f_asset}_stoplossprice]}</td><td>${o[${f_asset}_takeprofitprice]}</td><td>${o[${f_asset}_type]} ${p[${f_asset}_side]}</td></tr>" >>../index.html.tmp
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[ "${o[${f_asset}_entry_price]}" = "null" ] && continue
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echo "<tr>
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<td><a href=\"charts.html?symbol=${f_asset}&time=4h&symbol2=BTCUSDT\" target=\"_blank\" rel=\"noopener noreferrer\">$f_symbol</a></td>
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<td>${o[${f_asset}_amount]}</td>
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<td>${o[${f_asset}_entry_price]}</td>
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<td>${o[${f_asset}_stoplossprice]}</td>
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<td>${o[${f_asset}_takeprofitprice]}</td>
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<td>${o[${f_asset}_type]} ${p[${f_asset}_side]}</td>
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</tr>" >>../index.html.tmp
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done
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echo "</table>" >>../index.html.tmp
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## charts
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echo '<h2>Charts with local data</h2><p>Click on time units to open chart</p>' >>../index.html.tmp
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local eco_assets=$(echo " $ECO_ASSETS" | sed 's/ / ECONOMY-/g')
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for f_symbol in ${f_symbols_array_trade[@]} $eco_assets
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do
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f_asset=${f_symbol//:$CURRENCY/}
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f_asset=${f_asset//\//}
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echo "$f_asset: " >>../index.html.tmp
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for f_timeframe in 1w 1d 4h 1h 15m
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do
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echo "<td><a href=\"charts.html?symbol=${f_asset}&time=${f_timeframe}&symbol2=BTCUSDT\" target=\"_blank\" rel=\"noopener noreferrer\"}>${f_timeframe}</a>" >>../index.html.tmp
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done
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echo "<br>" >>../index.html.tmp
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done
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## Open Positions
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echo "<h2>Open Positions - From Trade Histories (daily refresh only)</h2>" >>../index.html.tmp
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echo "<h2>Open Positions - from other Exchanges</h2>
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<p>Crypto-Only from Bitpanda and JustTrade - daily refresh</p>" >>../index.html.tmp
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echo "<table width='100%'>" >>../index.html.tmp
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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
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rm -f ../index.html.tmp.tmp
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@ -118,9 +150,7 @@ function webpage {
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local f_sold_complete=0
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local f_result_percent_complete=0
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local f_asset f_exchange f_amount f_spent f_sold f_currency_amount f_result_percent
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if [ -s ALL_TRANSACTIONS_OVERVIEW.csv ]
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then
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for f_asset_per_exchange in $(cat ALL_TRANSACTIONS_OVERVIEW.csv | cut -d, -f2,4 | sort -u)
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for f_asset_per_exchange in $(cat ALL_TRANSACTIONS_OVERVIEW.csv 2>/dev/null | cut -d, -f2,4 | sort -u)
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do
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mapfile -d, -t f_asset_per_exchange_array < <(echo $f_asset_per_exchange)
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f_asset=${f_asset_per_exchange_array[1]%$'\n'}
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@ -183,7 +213,19 @@ function webpage {
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sort -n -k7 -t'>' -r ../index.html.tmp.tmp >>../index.html.tmp
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rm ../index.html.tmp.tmp
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echo "</table>" >>../index.html.tmp
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fi
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# Closed positions
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echo "<h2>Closed Positions and (german) tax declaration notes</h2>" >>../index.html.tmp
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ls ../TRANSACTIONS_OVERVIEW-* | while read f_html
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do
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f_html=$(basename $f_html)
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f_name=$(echo $f_html | cut -d- -f2,3 | cut -d. -f1)
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echo "<a href='${f_html}'>$f_name</a><br>" >>../index.html.tmp
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done
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echo "$(cat ALL_TRANSACTIONS_OVERVIEW_WARN.csv | cut -d, -f1,2,20)<br>" >>../index.html.tmp
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# THE END
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echo "</body></html>" >>../index.html.tmp
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# color magic
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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
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|
@ -37,7 +37,7 @@ function webpage_transactions {
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local f_tax_year
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cat ALL_TRANSACTIONS_OVERVIEW.csv | cut -d- -f1 | sort -u | while read f_tax_year
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do
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echo "========== Tax year $f_tax_year (German Tax Law) =========="
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#echo "========== Tax year $f_tax_year (German Tax Law) =========="
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local f_exchange_tax_type
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cat ALL_TRANSACTIONS_OVERVIEW.csv | grep "^$f_tax_year-" | cut -d, -f 2,13 | sort -u | egrep -v ',$' | grep -v "Note: " | while read f_exchange_tax_type
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do
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@ -45,9 +45,9 @@ function webpage_transactions {
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local f_tax_type=$(echo $f_exchange_tax_type | cut -d, -f2)
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local f_tax=$(cat ALL_TRANSACTIONS_OVERVIEW.csv | grep "^$f_tax_year-" | cut -d, -f 2,13,14 | egrep -v ',,0$' | grep "$f_exchange_tax_type" | cut -d, -f3 | awk "{ SUM += \$1} END { printf(\"%.2f\", SUM) }")
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echo "$f_exchange_tax_type: $f_tax"
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#echo "$f_exchange_tax_type: $f_tax"
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echo "$f_tax_type: $f_tax EUR<br>" >>${g_tmp}/tax_summary_$f_exchange-$f_tax_year
|
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#echo "$f_tax_type: $f_tax EUR<br>" >>${g_tmp}/tax_summary_$f_exchange-$f_tax_year
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echo "<html>
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<head>
|
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@ -88,31 +88,5 @@ $(cat ${g_tmp}/tax_summary_$f_exchange-$f_tax_year)
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echo ""
|
||||
done
|
||||
|
||||
## Overview over Overviews
|
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echo "<html>
|
||||
<head>
|
||||
<meta charset='UTF-8'>
|
||||
<meta http-equiv='refresh' content='${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>
|
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</head>
|
||||
<body>
|
||||
<h1>Transaction Overviews</h1>" >../TRANSACTIONS_OVERVIEWS.html
|
||||
|
||||
|
||||
local f_html f_name
|
||||
ls ../TRANSACTIONS_OVERVIEW-* | while read f_html
|
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do
|
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f_html=$(basename $f_html)
|
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f_name=$(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
|
||||
|
||||
|
||||
}
|
||||
|
||||
|
48
strategies/example.strategy.sh
Normal file
48
strategies/example.strategy.sh
Normal file
@ -0,0 +1,48 @@
|
||||
# Example strategy
|
||||
|
||||
g_echo_note "EXAMPLE Strategy"
|
||||
|
||||
return 0
|
||||
|
||||
|
||||
for f_symbol in ${f_symbols_array_trade[@]}
|
||||
do
|
||||
|
||||
echo "=== $f_symbol"
|
||||
f_asset=${f_symbol//:$CURRENCY/}
|
||||
f_asset=${f_asset//\//}
|
||||
echo "asset:${f_asset}"
|
||||
for check_var in price levels_1w_next_up levels_1w_next_down
|
||||
do
|
||||
echo "$check_var:${v[${f_asset}_$check_var]}"
|
||||
if [ -z "${v[${f_asset}_$check_var]}" ]
|
||||
then
|
||||
g_echo_warn "var \${v[${f_asset}_$check_var]} does not exist!!!"
|
||||
continue 2
|
||||
fi
|
||||
done
|
||||
|
||||
echo "level_1w_next_up:${v[${f_asset}_levels_1w_next_up]}"
|
||||
#position_close "$f_symbol"
|
||||
#f_ccxt "print(${STOCK_EXCHANGE}.cancelAllOrders('$f_symbol'))"
|
||||
|
||||
# stoploss 2% under ${v[${f_asset}_levels_1w_next_down]}
|
||||
g_calc "${v[${f_asset}_levels_1w_next_down]}-(${v[${f_asset}_levels_1w_next_down]}/100*2)"
|
||||
stoploss=$g_calc_result
|
||||
|
||||
|
||||
# takeprofit 2% under ${v[${f_asset}_levels_1w_next_up]} or +0.5%
|
||||
#g_calc "${v[${f_asset}_levels_1w_next_up]}-(${v[${f_asset}_levels_1w_next_up]}/100*2)"
|
||||
#echo "g_num_is_lower_equal $g_calc_result ${v[${f_asset}_price]} && g_calc \"${v[${f_asset}_price]}/100*100.5\""
|
||||
g_calc "${v[${f_asset}_price]}/100*100.5"
|
||||
takeprofit=$g_calc_result
|
||||
|
||||
grep -q "^$f_symbol" CCXT_POSITIONS CCXT_ORDERS || order "$f_symbol" 100 long "${v[${f_asset}_levels_1w_next_down]}" "$stoploss" "$takeprofit"
|
||||
|
||||
done
|
||||
|
||||
# example scoring
|
||||
#g_num_is_higher $v_ECONOMY_SP500_1d_rsi14 55 && score -2 "SP500 RSI14 $f_rsi14"
|
||||
#g_num_is_lower $v_ECONOMY_SP500_1d_rsi14 45 && score 2 "SP500 RSI14 $f_rsi14"
|
||||
|
||||
|
Loading…
Reference in New Issue
Block a user