example manage positions

dabo/functions/order.sh

@@ -26,12 +26,11 @@ function order {
   local f_symbol=$1
   local f_amount=$2  # amount in $CURRENCY / if crypto_amount:XXX then amount in crypto
   local f_side=$3                   # buy/sell long/short
-  local f_price=$4                  # price for limit order - if 0 do market order
+  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
+  local f_type f_side_opposite
-
 
   ### validity checks ###
  
@@ -39,14 +38,27 @@ function order {
   [[ $f_symbol =~ /$CURRENCY ]] || return 1
 
   # check side
-  [ "$f_side" = "long" ] && f_side="buy"
+  if [ "$f_side" = "long" ] || [ "$f_side" = "buy" ]
-  [ "$f_side" = "short" ] && f_side="sell"
+  then
+    f_side="buy"
+    f_pos_side="Long"
+    f_side_opposide="sell"
+  fi
+  if [ "$f_side" = "short" ] || [ "$f_side" = "sell" ]
+  then
+    f_side="sell"
+    f_pos_side="Short"
+    f_side_opposide="buy"
+  fi
   [[ $f_side =~ ^buy$|^sell$ ]] || return 1
 
   # check order type limit/market
-  if [[ "$f_price" = "0" ]]
+  if [[ $f_price = 0 ]]
   then
     f_type="market"
+  #elif [[ $f_price = stoploss ]] || [[ $f_price = takeprofit ]]
+  #then
+  #  f_price="None"
   else
     f_type="limit"
   fi
@@ -68,7 +80,8 @@ function order {
     # set leverage
     f_ccxt "$STOCK_EXCHANGE.setLeverage($LEVERAGE, '$f_symbol')" || return 1
 
-    # define margibn mode isolated/cross
+    # define margin mode isolated/cross
+    #[[ $f_type =~ limit|market ]] && 
     f_params="${f_params}'marginMode': '$MARGIN_MODE', "
 
     # calculate amount with leverage
@@ -102,7 +115,7 @@ function order {
   fi  
 
 
-  # Add stoploos and take profit if available
+  # Add stoploss and take profit if available
   if [ -n "$f_stoploss" ]
   then
     if [[ $f_type = limit ]]
@@ -122,7 +135,15 @@ function order {
     fi
     f_ccxt "print($STOCK_EXCHANGE.priceToPrecision('${f_symbol}', ${f_stoploss}))"
     f_stoploss=$f_ccxt_result
-    f_params="${f_params}'stopLossPrice': '$f_stoploss', "
+    # 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 [[ $f_price = "stoploss" ]] 
+    then
+      f_params="${f_params}'reduceOnly': True, 'triggerPrice': $f_stoploss, 'triggerDirection': 'down', 'type': 'market, '"
+    fi
   fi
   if [ -n "$f_takeprofit" ]
   then
@@ -143,7 +164,8 @@ function order {
     fi
     f_ccxt "print($STOCK_EXCHANGE.priceToPrecision('${f_symbol}', ${f_takeprofit}))"
     f_takeprofit=$f_ccxt_result
-    f_params="${f_params}'takeProfitPrice': '$f_takeprofit', "
+    [[ $f_type =~ limit|market ]] && f_params="${f_params}'takeProfit': { 'triggerPrice': $f_takeprofit, 'type': 'limit', 'price': $f_takeprofit, }, "
+    [[ $f_price = "takeprofit" ]] && f_params="${f_params}'stopPx': '$f_takeprofit', "
   fi
  
   # end up params syntax with "}"
@@ -161,6 +183,7 @@ function order {
   # do the order
   [[ $f_type = limit ]] && local f_order="symbol='${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}"
+  [[ $f_type = Stop ]] && local f_order="symbol='${f_symbol}', type='$f_type', amount='0', side='${f_side_opposide}', price='None', ${f_params}"
   echo "$f_order" | notify.sh -s "ORDER"
   f_ccxt "print($STOCK_EXCHANGE.createOrder(${f_order}))" || return 1
 

dabo/functions/order_cancel.sh

@@ -41,17 +41,55 @@ function order_cancel {
     g_echo_note "No orders for $f_symbol/$f_asset found"
     return 0
   fi
-  
-
-#  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_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
+}
+
+
+

strategies/example_manage_positions.strategy.sh

@@ -13,18 +13,40 @@ get_position_array
 # go through trading symbols
 for symbol in ${f_symbols_array_trade[@]}
 do
-  echo "==== XXXXX $symbol"
+  asset=${symbol//:$CURRENCY/}
+  asset=${asset//\//}
+
+  # adjust stoploss from percentage profit
+  from_profit=1
+  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]}" ] && [[ ${p[${asset}_side]} = long ]]
+  then
+    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_long_id]}" ]
+      then
+        # do nothing if current stoploss price is already larger/equal then half of current pnl
+        g_num_is_higher_equal ${o[${asset}_sl_close_long_stopprice]} $stoploss_price && continue
+        # cancel existing stoploss order
+        order_cancel_id "$symbol" "${o[${asset}_sl_close_long_id]}" || continue
+      fi
+      
+      # create new stoploss
+      echo "==== New StopLoss for $asset at $stoploss_price"
+      order "$symbol" 0 long stoploss "$stoploss_price"  
+
+    fi
+  fi
 done
 
-##### 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 ist remove the next line with return 0
-#return 0
-
-
-# create stoploss order
-#print(exchange.createOrder(symbol='XRP/USDT:USDT', type='Stop', side='sell', amount='0', price='None', params={'posSide': 'Long', 'stopPx':0.5}))
-#print(exchange.createOrder(symbol='XRP/USDT:USDT', type='Stop', amount='0', side='sell', price='None', params={'posSide': 'Long', 'stopPx': 0.5}))
-
-# edit stoploss
-#print(exchange.editOrder(id='debc0df8-10c7-4cfd-95f7-b4de9cc60332', symbol='XRP/USDT:USDT', type='Stop', side='sell', amount='101', params={'stopLossPrice': 0.48}))
-