d0s3t3ch
/
totrader
mirror of https://git.wownero.com/lza_menace/totrader.git
1
0
Fork 0
Code Issues 1 Projects Releases Wiki Activity

make improvements to dashboards and logic of trading script

This commit is contained in:
lza_menace 2023-03-01 12:19:18 -08:00
parent e121cc8920
commit 2c1d398465
14 changed files with 3999 additions and 2171 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

29
db.py
View File

@ -14,10 +14,6 @@ db = PostgresqlDatabase(
port=getenv('DB_PORT', 5432)
)
def get_time():
now = datetime.now()
now = now + timedelta(hours=7)
return now
class Ticker(Model):
id = AutoField()
@ -32,7 +28,7 @@ class Ticker(Model):
spread_btc = DoubleField()
spread_sats = IntegerField()
spread_perc = DoubleField()
date = DateTimeField(default=get_time)
date = DateTimeField(default=datetime.utcnow)
class Meta:
database = db
@ -41,7 +37,22 @@ class Balance(Model):
total = DoubleField()
available = DoubleField()
currency = CharField()
date = DateTimeField(default=get_time)
date = DateTimeField(default=datetime.utcnow)
class Meta:
database = db
class Portfolio(Model):
usd = DoubleField()
btc = DoubleField()
date = DateTimeField(default=datetime.utcnow)
class Meta:
database = db
class BitcoinPrice(Model):
price_usd = DoubleField()
date = DateTimeField(default=datetime.utcnow)
class Meta:
database = db
@ -55,7 +66,7 @@ class Order(Model):
uuid = TextField(null=True)
active = BooleanField(default=True)
cancelled = BooleanField(default=False)
date = DateTimeField(default=get_time)
date = DateTimeField(default=datetime.utcnow)
class Meta:
database = db
@ -63,9 +74,9 @@ class Order(Model):
class Earning(Model):
trade_pair = CharField()
quantity = DoubleField()
date = DateTimeField(default=get_time)
date = DateTimeField(default=datetime.utcnow)
class Meta:
database = db
db.create_tables([Ticker, Balance, Order, Earning])
db.create_tables([Ticker, Balance, Order, Earning, BitcoinPrice, Portfolio])

5
docker-compose.yaml
View File

@ -20,11 +20,14 @@ services:
GF_LOG_LEVEL: "debug"
volumes:
- grafana:/var/lib/grafana
- ./grafana/grafana.ini:/etc/grafana/grafana.ini:ro
- ./grafana/provisioning:/etc/grafana/provisioning:ro
- ./grafana/dashboards:/var/lib/grafana/dashboards:ro
postgres:
image: postgres:9.6.15-alpine
container_name: trader_postgres
ports:
- 5432:5432
- 127.0.0.1:5432:5432
environment:
POSTGRES_PASSWORD: ${DB_PASS}
POSTGRES_USER: ${DB_USER}

4
env-example
View File

@ -1,8 +1,8 @@
GRAFANA_PASSWORD=xxxx
GRAFANA_URL=localhost:3000
DB_PASS=yyyyy
DB_PASS=trader
DB_USER=trader
DB_NAME=trader_xmr
DB_NAME=trader
DB_HOST=127.0.0.1
TO_USER=zzzzzzzzz
TO_PASS=vvvvvvvvv

13
grafana/dashboards.yaml
View File

@ -1,13 +0,0 @@
apiVersion: 1
providers:
- name: 'default'
orgId: 1
folder: ''
type: file
disableDeletion: true
editable: true
updateIntervalSeconds: 60
allowUiUpdates: true
options:
path: /var/lib/grafana/dashboards

26
grafana/wow_trader.json → grafana/dashboards/trader.json
View File

@ -21,7 +21,7 @@
"panels": [
{
"content": "\n# Orders\n\nOrders placed on TradeOgre\n\n\n\n",
"datasource": null,
"datasource": "postgres",
"gridPos": {
"h": 3,
"w": 24,
@ -72,7 +72,7 @@
"cacheTimeout": null,
"dashLength": 10,
"dashes": false,
"datasource": null,
"datasource": "postgres",
"decimals": 8,
"fill": 1,
"fillGradient": 0,
@ -360,7 +360,7 @@
"rgba(237, 129, 40, 0.89)",
"#d44a3a"
],
"datasource": null,
"datasource": "postgres",
"format": "none",
"gauge": {
"maxValue": 100,
@ -506,7 +506,7 @@
"rgba(237, 129, 40, 0.89)",
"#d44a3a"
],
"datasource": null,
"datasource": "postgres",
"format": "none",
"gauge": {
"maxValue": 100,
@ -643,7 +643,7 @@
},
{
"content": "\n# Balances\n\nBalances and trade info of your account.\n\n\n\n",
"datasource": null,
"datasource": "postgres",
"gridPos": {
"h": 3,
"w": 24,
@ -663,7 +663,7 @@
"bars": false,
"dashLength": 10,
"dashes": false,
"datasource": null,
"datasource": "postgres",
"decimals": 8,
"fill": 1,
"fillGradient": 0,
@ -884,7 +884,7 @@
"bars": false,
"dashLength": 10,
"dashes": false,
"datasource": null,
"datasource": "postgres",
"decimals": 8,
"fill": 1,
"fillGradient": 0,
@ -1104,7 +1104,7 @@
},
{
"content": "\n# Markets\n\nGeneral stats and metrics of the $currency markets\n\n\n\n",
"datasource": null,
"datasource": "postgres",
"gridPos": {
"h": 3,
"w": 24,
@ -1124,7 +1124,7 @@
"bars": false,
"dashLength": 10,
"dashes": false,
"datasource": null,
"datasource": "postgres",
"decimals": 8,
"fill": 1,
"fillGradient": 0,
@ -1260,7 +1260,7 @@
"bars": false,
"dashLength": 10,
"dashes": false,
"datasource": null,
"datasource": "postgres",
"decimals": 0,
"fill": 1,
"fillGradient": 0,
@ -1394,7 +1394,7 @@
"bars": false,
"dashLength": 10,
"dashes": false,
"datasource": null,
"datasource": "postgres",
"decimals": 8,
"fill": 1,
"fillGradient": 0,
@ -1547,7 +1547,7 @@
"bars": false,
"dashLength": 10,
"dashes": false,
"datasource": null,
"datasource": "postgres",
"fill": 1,
"fillGradient": 0,
"gridPos": {
@ -1678,7 +1678,7 @@
"bars": false,
"dashLength": 10,
"dashes": false,
"datasource": null,
"datasource": "postgres",
"decimals": null,
"fill": 1,
"fillGradient": 0,

1909
grafana/dashboards/wow_trading_desk.json Normal file
View File

File diff suppressed because it is too large Load Diff

1909
grafana/dashboards/xmr_trading_desk.json Normal file
View File

File diff suppressed because it is too large Load Diff

29
grafana/grafana.ini Normal file
View File

@ -0,0 +1,29 @@
[analytics]
reporting_enabled = false
check_for_updates = false
[auth]
disable_login_form = true
[auth.anonymous]
enabled = true
org_role = Admin
[dashboards]
min_refresh_interval = 1m
default_home_dashboard_path = /var/lib/grafana/dashboards/xmr_trading_desk.json
[paths]
provisioning = /etc/grafana/provisioning
[server]
root_url = https://127.0.0.1
enable_gzip = true
read_timeout = 2m
[snapshots]
external_enabled = false
[security]
admin_user = admin
admin_password = admin

9
grafana/prometheus.yaml
View File

@ -1,9 +0,0 @@
apiVersion: 1
datasources:
- name: PostgreSQL
type: postgresql
url: http://prometheus:9090
access: proxy
isDefault: true
timeInterval: 10s

12
grafana/provisioning/dashboards/all.yaml Normal file
View File

@ -0,0 +1,12 @@
apiVersion: 1
providers:
- name: 'fs'
orgId: 1
folder: ''
type: 'file'
updateIntervalSeconds: 30
allowUiUpdates: true
options:
path: '/var/lib/grafana/dashboards'
foldersFromFilesStructure: true

17
grafana/provisioning/datasources/all.yaml Normal file
View File

@ -0,0 +1,17 @@
apiVersion: 1
datasources:
- name: postgres
type: postgres
url: trader_postgres:5432
database: trader
user: trader
secureJsonData:
password: "trader"
jsonData:
sslmode: "disable"
maxOpenConns: 0
maxIdleConns: 2
connMaxLifetime: 14400
postgresVersion: 906
timescaledb: false

2094
grafana/xmr_trader.json
View File

File diff suppressed because it is too large Load Diff

99
trade.py
View File

@ -8,7 +8,7 @@ from datetime import datetime
from decimal import Decimal
from random import uniform
from time import sleep
from db import Ticker, Balance, Order, Earning
from db import *
from tradeogre import TradeOgre
@ -22,16 +22,17 @@ class Trader(TradeOgre):
load_dotenv('.env')
satoshi = .00000001
satoshi_multiplier = getenv('SATOSHI_MULTIPLIER', 10)
base_currency = getenv('BASE_CURRENCY', 'BTC')
trade_currency = getenv('TRADE_CURRENCY', 'WOW')
trade_currency = getenv('TRADE_CURRENCY', 'XMR')
trade_pair = f'{base_currency}-{trade_currency}'
trade_amount = float(getenv('TRADE_AMOUNT', 200))
spread_target = float(getenv('SPREAD_TARGET', 4))
trade_amount = float(getenv('TRADE_AMOUNT', .5))
spread_target = float(getenv('SPREAD_TARGET', 10))
amount_multiplier = float(getenv('AMOUNT_MULTIPLIER', 1.2))
active_order_limit = float(getenv('ACTIVE_ORDER_LIMIT', 10))
def get_market_data(self):
logging.info(f'[MARKET] Getting market data for trade pair {self.trade_pair}')
logging.info(f'Getting market data for trade pair {self.trade_pair}')
res = self.get_trade_pair(self.trade_pair)
spread_btc = Decimal(res['ask']) - Decimal(res['bid'])
spread_sats = float(spread_btc / Decimal(self.satoshi))
@ -58,38 +59,40 @@ class Trader(TradeOgre):
spread_perc=res['spread_perc']
)
t.save()
logging.info(f'[MARKET] Stored market data as ID {t.id}')
logging.info(f'Stored market data as ID {t.id}')
return t
def store_balance(self, currency):
logging.info(f'[BALANCE] Storing balance for currency {currency}')
def store_balance(self, currency, dst):
logging.info(f'Storing balance for currency {currency}')
res = self.get_balance(currency)
logging.debug(res)
b = Balance(
currency=currency,
total=res['balance'],
available=res['available']
available=res['available'],
date=dst
)
b.save()
logging.info(f'[BALANCE] Stored market data as ID {b.id}')
logging.info(f'Stored market data as ID {b.id}')
return b
def store_balances(self):
now = datetime.utcnow()
for cur in self.base_currency, self.trade_currency:
self.store_balance(cur)
self.store_balance(cur, now)
sleep(3)
def get_active_orders(self):
logging.info('[ORDERS] Getting active orders in local database')
orders = Order.select().where(Order.active==True, Order.trade_pair==self.trade_pair)
logging.info('Getting active orders in local database')
orders = Order.select().where(Order.active == True, Order.trade_pair == self.trade_pair)
logging.debug(f'Found {len(orders)} in database')
return orders
def reconcile_orders(self):
logging.info('[ORDERS] Reconciling orders on TradeOgre with local database')
logging.info('Reconciling orders on TradeOgre with local database')
to_orders = self.get_orders(self.trade_pair)
for order in to_orders:
if not Order.filter(Order.uuid==order['uuid']):
if not Order.filter(Order.uuid == order['uuid']):
o = Order(
trade_pair=order['market'],
trade_type='manual',
@ -100,10 +103,10 @@ class Trader(TradeOgre):
date=datetime.utcfromtimestamp(order['date'])
)
o.save()
logging.info(f'[ORDERS] Saved order {order["uuid"]} to the database')
logging.info(f'Saved order {order["uuid"]} to the database')
def update_orders(self):
logging.info('[ORDERS] Updating orders in local database against TradeOgre')
logging.info('Updating orders in local database against TradeOgre')
for order in self.get_active_orders():
logging.info(f'Checking order {order.uuid}')
o = self.get_order(order.uuid)
@ -116,7 +119,7 @@ class Trader(TradeOgre):
def calculate_earnings(self):
orders = {'buy': [], 'sell': []}
completed_orders = Order.select().where(Order.cancelled==False, Order.active==False)
completed_orders = Order.select().where(Order.cancelled == False, Order.active == False)
for order in completed_orders:
if order.buy:
type = 'buy'
@ -133,23 +136,42 @@ class Trader(TradeOgre):
quantity=orders['total_earnings']
)
e.save()
def update_portfolio(self):
logging.info('Updating portfolio')
base_balance = Balance.select().where(Balance.currency == self.base_currency).order_by(Balance.date.desc()).first()
trade_balance = Balance.select().where(Balance.currency == self.trade_currency).order_by(Balance.date.desc()).first()
trade_ticker = Ticker.select().where(Ticker.trade_pair == self.trade_pair).order_by(Ticker.date.desc()).first()
btc_price = BitcoinPrice.select().order_by(BitcoinPrice.date.desc()).first()
portfolio_btc = (trade_balance.total * trade_ticker.current_price) + base_balance.total
portfolio_usd = portfolio_btc * btc_price.price_usd
p = Portfolio(
usd=float(portfolio_usd),
btc=float(portfolio_btc)
)
p.save()
def update_bitcoin_price(self):
logging.info('Updating Bitcoin price')
btc = BitcoinPrice(price_usd=float(self.get_bitcoin_price()))
btc.save()
def start_market_maker(self):
logging.info('[MARKET MAKER] Starting market maker')
latest = Ticker.select().where(Ticker.trade_pair==self.trade_pair).order_by(Ticker.date.desc()).get()
logging.info('Starting market maker')
latest = Ticker.select().where(Ticker.trade_pair == self.trade_pair).order_by(Ticker.date.desc()).get()
trade_type = 'market_maker'
active_orders = len(self.get_active_orders())
if active_orders > self.active_order_limit:
logging.info(f'[MARKET MAKER] Too many active orders in place ({active_orders}). Skipping.')
if active_orders >= self.active_order_limit:
logging.info(f'Too many active orders in place ({active_orders}). Skipping.')
return False
if latest.spread_sats >= self.spread_target:
bid_amount = uniform(self.trade_amount, self.trade_amount * self.amount_multiplier)
ask_amount = uniform(self.trade_amount, self.trade_amount * self.amount_multiplier)
bid_price = '{:.8f}'.format(latest.bid + self.satoshi)
ask_price = '{:.8f}'.format(latest.ask - self.satoshi)
logging.info(f'[MARKET MAKER] Submitting buy order for {bid_amount} at {bid_price} {self.trade_pair}')
bid_price = '{:.8f}'.format(latest.bid + self.satoshi * self.satoshi_multiplier)
ask_price = '{:.8f}'.format(latest.ask - self.satoshi * self.satoshi_multiplier)
logging.info(f'Submitting buy order for {bid_amount} at {bid_price} {self.trade_pair}')
buy = self.submit_order('buy', self.trade_pair, bid_amount, bid_price)
logging.debug(buy)
if 'uuid' in buy:
@ -169,10 +191,10 @@ class Trader(TradeOgre):
active=active
)
_bo.save()
logging.info(f'[MARKET MAKER] Stored buy order as ID {_bo.id}')
logging.info(f'Stored buy order as ID {_bo.id}')
sleep(3)
logging.info(f'[MARKET MAKER] Submitting sell order for {ask_amount} at {ask_price} {self.trade_pair}')
logging.info(f'Submitting sell order for {ask_amount} at {ask_price} {self.trade_pair}')
sell = self.submit_order('sell', self.trade_pair, ask_amount, ask_price)
logging.debug(sell)
if 'uuid' in sell:
@ -192,13 +214,13 @@ class Trader(TradeOgre):
active=active
)
_so.save()
logging.info(f'[MARKET MAKER] Stored sell order as ID {_so.id}')
logging.info(f'Stored sell order as ID {_so.id}')
else:
logging.info(sell)
else:
logging.info(buy)
else:
logging.info(f'[MARKET MAKER] Not enough bid-ask spread ({latest.spread_sats} sats). Skipping market maker.')
logging.info(f'Not enough bid-ask spread ({latest.spread_sats} sats). Skipping market maker.')
if __name__ == '__main__':
@ -208,12 +230,14 @@ if __name__ == '__main__':
parser.add_argument('--update-orders', action='store_true', help='Update status of orders')
parser.add_argument('--market-data', action='store_true', help='Update market data')
parser.add_argument('--calculate-earnings', action='store_true', help='Calculate earnings from all trades')
parser.add_argument('--update-bitcoin-price', action='store_true', help='Update Bitcoin price (USD)')
parser.add_argument('--run', action='store_true', help='Run continuously')
args = parser.parse_args()
t = Trader()
orders_counter = 0
balances_counter = 0
bitcoin_counter = 0
if not args.run and args.update_orders:
t.reconcile_orders()
@ -224,12 +248,16 @@ if __name__ == '__main__':
if not args.run and args.balances:
t.store_balances()
t.update_portfolio()
if not args.run and args.market_data:
t.store_market_data()
if not args.run and args.calculate_earnings:
t.calculate_earnings()
if not args.run and args.update_bitcoin_price:
t.update_bitcoin_price()
if args.run:
while True:
@ -237,6 +265,15 @@ if __name__ == '__main__':
t.store_market_data()
except Exception as e:
logging.info('[ERROR] Unable to store market data!', e)
# update bitcoin price every 10 runs
if args.update_bitcoin_price:
if bitcoin_counter == 10:
try:
t.update_bitcoin_price()
bitcoin_counter = 0
except Exception as e:
logging.info('Unable to update Bitcoin price!', e)
# update orders every 4 runs
if args.update_orders:
@ -254,6 +291,7 @@ if __name__ == '__main__':
if balances_counter == 2:
try:
t.store_balances()
t.update_portfolio()
logging.info('[BALANCE] Resetting balances counter')
balances_counter = 0
except Exception as e:
@ -268,8 +306,9 @@ if __name__ == '__main__':
orders_counter += 1
balances_counter += 1
bitcoin_counter += 1
# sleep
sleep_time = int(getenv('SLEEP_TIME', 20))
sleep_time = int(getenv('SLEEP_TIME', 1))
logging.info(f'Sleeping for {sleep_time} seconds')
sleep(sleep_time)

15
tradeogre.py
View File

@ -48,3 +48,18 @@ class TradeOgre(object):
route = f'/account/orders'
data = {'market': pair}
return self.req(route, 'post', data)
def get_bitcoin_price(self):
url = 'https://api.coingecko.com/api/v3/coins/bitcoin'
headers = {'accept': 'application/json'}
data = {
'localization': False,
'tickers': False,
'market_data': True,
'community_data': False,
'developer_data': False,
'sparkline': False
}
r = requests_get(url, headers=headers, data=data)
return r.json()['market_data']['current_price']['usd']