dabo/README.md
2024-06-20 21:22:14 +02:00

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# 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.
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 ;-)
# Structure
The Bot is splitted in the following parts:
- dabo-bot: Basic Bot woth 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
For cummunicating with the exchange APIs CCXT is used: https://github.com/ccxt/ccxt
gaboishlib
Each part runs parallel to the others in its own docker-container.
# Features
## General:
- theoretically compatible to supported CCXT exchanges. Tested with Phemex. Please let me know if there are problems with other exchanges.
- parallel processing in separate docker containers
## Dabo Bot
- place limit and market orders and supports ...
- ... leverage trading
- ... short trades
- ... margins cross and isolated
## 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 yahoo finace to have longer terms
## 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
## Dabo Market Data
- Yahoo Finance
## Dabo Orders
## Dabo Transaction History
- Support of additional Exchnages/Brokers JustTrade (CSV-Import) and Bitpanda (API+CSV-Import)
## Dabo Webpage
- ReadOnly Overview
- 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
- Hedge mode (long and short positions the same time) not supported
## 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
## 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
# Why bash?
Yes, bash is not a language in which you write something like this in a normal way.
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.
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 use/install
Linux knowledge required!
Needed a running Docker install. Traefik suggested, see
https://gitea.ds9.dedyn.io/olli/debian.ansible.docker
https://gitea.ds9.dedyn.io/olli/debian.ansible.traefik.server
## Download
```
git clone https://gitea.ds9.dedyn.io/olli/dabo.git
cd dabo
```
## Build container
```
docker -l warn compose --ansi never build --progress=plain --pull --no-cache --force-rm
```
## Configure
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 '
services:
dabo-bot:
networks:
- YOURNETWORK
dabo-web:
labels:
- traefik.enable=true
# DOMAIN
- traefik.http.routers.dabo-YOURINSTANCENAME.rule=Host(`YOURDOMAIN`)
- traefik.http.routers.dabo-YOURINSTANCENAME.entrypoints=https
- traefik.http.routers.dabo-YOURINSTANCENAME.tls=true
# Proxy to service-port
- traefik.http.services.dabo-YOURINSTANCENAME.loadbalancer.server.port=80
- traefik.http.routers.dabo-YOURINSTANCENAME.service=dabo-YOURINSTANCENAME
# cert via letsencrypt
- traefik.http.routers.dabo-YOURINSTANCENAME.tls.certresolver=letsencrypt
# activate secHeaders@file & basic auth
- traefik.http.routers.dabo-YOURINSTANCENAME.middlewares=secHeaders@file,dabo-YOURINSTANCENAME-basicauth
# Generate crypted password string with: echo $(htpasswd -nB YOURUSER) | sed -e s/\\$/\\$\\$/g
- traefik.http.middlewares.dabo-YOURINSTANCENAME-basicauth.basicauth.users=YOURUSER:YOUR-GENERATED-CRYPTED-PASSWORD-STRING
# Traefik network
- traefik.docker.network=traefik
networks:
- traefik
networks:
YOURNETWORK:
driver: bridge
driver_opts:
com.docker.network.bridge.name: YOURBRIDGE
traefik:
external: true
' >docker-compose.override.yml
```
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.:
```
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
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
chmod 400 dabo/.binance-secrets
```
Create Config
Especially set URL, STOCK_EXCHANGE, FEE, CURRENCY,... to fit your needs.
```
vim dabo-bot.conf
```
Defaults in dabo/dabo-bot.conf
## 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
Run/Restart:
```
docker compose down # if an old instance is running
docker compose up -d
```
Check
```
docker compose ps
```
Logs/Output:
```
docker compose logs -f
```
Update:
```
# Optinal: 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
docker compose down
docker compose up -d
```
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.
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.
# Strategies
You can put your own code into the strateghies it will be sourced by the bot.
You can use available variables to set and read things.
## Variables to set
You can simply use the following varaibles to define things:
```
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
```
## Variables with current values from the CSV files
```
# 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}
```
# 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"
- Archive/compress old or large CSV-History-files