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tighten up order checks, templatize more vars, be more aggressive

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lza_menace 2020-09-09 10:46:42 -07:00
parent 802c780159
commit a3cd63d82f
1 changed files with 19 additions and 16 deletions
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35
trade.py
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@ -25,8 +25,10 @@ class Trader(TradeOgre):
base_currency = getenv('BASE_CURRENCY', 'BTC') base_currency = getenv('BASE_CURRENCY', 'BTC')
trade_currency = getenv('TRADE_CURRENCY', 'WOW') trade_currency = getenv('TRADE_CURRENCY', 'WOW')
trade_pair = f'{base_currency}-{trade_currency}' trade_pair = f'{base_currency}-{trade_currency}'
trade_amount = getenv('TRADE_AMOUNT', 200) trade_amount = float(getenv('TRADE_AMOUNT', 200))
spread_target = getenv('SPREAD_TARGET', 4) spread_target = float(getenv('SPREAD_TARGET', 4))
amount_multiplier = float(getenv('AMOUNT_MULTIPLIER', 1.2))
active_order_limit = float(getenv('ACTIVE_ORDER_LIMIT', 10))
def get_market_data(self): def get_market_data(self):
logging.info(f'[MARKET] Getting market data for trade pair {self.trade_pair}') logging.info(f'[MARKET] Getting market data for trade pair {self.trade_pair}')
@ -79,7 +81,7 @@ class Trader(TradeOgre):
def get_active_orders(self): def get_active_orders(self):
logging.info('[ORDERS] Getting active orders in local database') logging.info('[ORDERS] Getting active orders in local database')
orders = Order.select().where(Order.active==True) orders = Order.select().where(Order.active==True, Order.trade_pair==self.trade_pair)
logging.debug(f'Found {len(orders)} in database') logging.debug(f'Found {len(orders)} in database')
return orders return orders
@ -114,18 +116,19 @@ class Trader(TradeOgre):
def start_market_maker(self): def start_market_maker(self):
logging.info('[MARKET MAKER] Starting market maker') logging.info('[MARKET MAKER] Starting market maker')
latest = Ticker.select().order_by(Ticker.date.desc()).get() latest = Ticker.select().where(Ticker.trade_pair==self.trade_pair).order_by(Ticker.date.desc()).get()
trade_type = 'market_maker' trade_type = 'market_maker'
active_orders = len(self.get_active_orders())
if len(self.get_active_orders()) > 8: if active_orders > self.active_order_limit:
logging.info('[MARKET MAKER] Too many active orders in place. Skipping.') logging.info(f'[MARKET MAKER] Too many active orders in place ({active_orders}). Skipping.')
return False return False
if latest.spread_sats > self.spread_target: if latest.spread_sats > self.spread_target:
bid_amount = uniform(self.trade_amount, self.trade_amount + 30) bid_amount = uniform(self.trade_amount, self.trade_amount * self.amount_multiplier)
ask_amount = uniform(bid_amount - 6, bid_amount + 6) ask_amount = uniform(self.trade_amount, self.trade_amount * self.amount_multiplier)
bid_price = '{:.8f}'.format(latest.bid + self.satoshi) bid_price = '{:.8f}'.format(latest.bid + self.satoshi * 1000)
ask_price = '{:.8f}'.format(latest.ask - self.satoshi) ask_price = '{:.8f}'.format(latest.ask - self.satoshi * 1000)
logging.info(f'[MARKET MAKER] Submitting buy order for {bid_amount} at {bid_price} {self.trade_pair}') logging.info(f'[MARKET MAKER] Submitting buy order for {bid_amount} at {bid_price} {self.trade_pair}')
buy = self.submit_order('buy', self.trade_pair, bid_amount, bid_price) buy = self.submit_order('buy', self.trade_pair, bid_amount, bid_price)
logging.debug(buy) logging.debug(buy)
@ -190,9 +193,9 @@ if __name__ == '__main__':
except Exception as e: except Exception as e:
logging.info('[ERROR] Unable to store market data!', e) logging.info('[ERROR] Unable to store market data!', e)
# update orders every 5 minutes # update orders every 4 minutes
if args.update_orders: if args.update_orders:
if orders_counter == 5: if orders_counter == 4:
try: try:
t.update_orders() t.update_orders()
logging.info('[ORDERS] Resetting orders counter') logging.info('[ORDERS] Resetting orders counter')
@ -200,9 +203,9 @@ if __name__ == '__main__':
except Exception as e: except Exception as e:
logging.info('[ERROR] Unable to update orders!', e) logging.info('[ERROR] Unable to update orders!', e)
# update balances every 6 minutes # update balances every 2 minutes
if args.balances: if args.balances:
if balances_counter == 6: if balances_counter == 2:
try: try:
t.store_balances() t.store_balances()
logging.info('[BALANCE] Resetting balances counter') logging.info('[BALANCE] Resetting balances counter')
@ -210,9 +213,9 @@ if __name__ == '__main__':
except Exception as e: except Exception as e:
logging.info('[ERROR] Unable to update balances!', e) logging.info('[ERROR] Unable to update balances!', e)
# start market makers every 2 minutes # start market makers every 3 minutes
if args.market_maker: if args.market_maker:
if market_maker_counter == 2: if market_maker_counter == 3:
try: try:
t.start_market_maker() t.start_market_maker()
logging.info('[MARKET MAKER] Resetting market maker counter') logging.info('[MARKET MAKER] Resetting market maker counter')