Bot auto-update: src/__pycache__/main_ml.cpython-310.pyc,src/main_ml.py,src/main_ml_backup.py
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@ -1,6 +1,6 @@
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#!/usr/bin/env python3
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#!/usr/bin/env python3
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"""Trading Bot v0.4 Hybrid - Dynamic Position Sizing + Trade Recovery"""
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"""Trading Bot v0.4.1 - With continuous DB logging for P&L tracking"""
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import os, json, time, logging
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import os, json, time, logging, sqlite3
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from datetime import datetime
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from datetime import datetime
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from dotenv import load_dotenv
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from dotenv import load_dotenv
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from binance.client import Client
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from binance.client import Client
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@ -25,7 +25,7 @@ TAKE_PROFIT_PCT = 0.015
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STOP_LOSS_PCT = -0.008
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STOP_LOSS_PCT = -0.008
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CYCLE_SEC = 60
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CYCLE_SEC = 60
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class TradingBotV04:
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class TradingBotV041:
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def __init__(self):
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def __init__(self):
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self.client = Client(API_KEY, API_SECRET)
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self.client = Client(API_KEY, API_SECRET)
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self.price_history = {sym: [] for sym in SYMBOLS}
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self.price_history = {sym: [] for sym in SYMBOLS}
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@ -33,7 +33,7 @@ class TradingBotV04:
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self.portfolio_value = 0
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self.portfolio_value = 0
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self.max_trade_usdt = 0
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self.max_trade_usdt = 0
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# TRADE RECOVERY: Recover orphaned trades from holdings
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# TRADE RECOVERY
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try:
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try:
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account = self.client.get_account()
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account = self.client.get_account()
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for b in account['balances']:
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for b in account['balances']:
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@ -56,7 +56,7 @@ class TradingBotV04:
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except Exception as e:
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except Exception as e:
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logger.warning(f"Recovery failed: {e}")
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logger.warning(f"Recovery failed: {e}")
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logger.info("[v0.4 INIT] Bot | Dynamic Sizing (Min 12 + 7%)")
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logger.info("[v0.4.1 INIT] With continuous DB P&L logging")
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def get_fresh_balance(self):
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def get_fresh_balance(self):
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try:
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try:
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@ -87,7 +87,7 @@ class TradingBotV04:
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self.portfolio_value = portfolio_value
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self.portfolio_value = portfolio_value
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self.max_trade_usdt = portfolio_value * MAX_POSITION_PCT
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self.max_trade_usdt = portfolio_value * MAX_POSITION_PCT
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logger.info(f"[v0.4] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f} | Max={self.max_trade_usdt:.2f}")
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logger.info(f"[v0.4.1] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f}")
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return usdt_available, portfolio_value
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return usdt_available, portfolio_value
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except:
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except:
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return 0, 0
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return 0, 0
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@ -137,7 +137,7 @@ class TradingBotV04:
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is_min = all(current < p for p in recent[:-1])
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is_min = all(current < p for p in recent[:-1])
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if is_min:
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if is_min:
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logger.info(f"[SIGNAL] Local min: {symbol} @ {current}")
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logger.info(f"[SIGNAL] Local min: {symbol}")
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return is_min
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return is_min
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@ -160,9 +160,7 @@ class TradingBotV04:
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'entry_time': datetime.now().isoformat()
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'entry_time': datetime.now().isoformat()
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}
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}
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pos_pct = (qty * price / self.portfolio_value * 100) if self.portfolio_value > 0 else 0
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logger.info(f"[BUY] {symbol} {qty} @ {price}")
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logger.info(f"[BUY] {symbol} {qty} @ {price} | Pos: {pos_pct:.1}% [v0.4 HYBRID]")
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return order
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return order
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except:
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except:
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return None
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return None
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@ -179,7 +177,7 @@ class TradingBotV04:
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pnl_pct = ((current - entry) / entry) * 100
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pnl_pct = ((current - entry) / entry) * 100
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if pnl_pct >= TAKE_PROFIT_PCT * 100:
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if pnl_pct >= TAKE_PROFIT_PCT * 100:
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logger.info(f"[SELL-TP] {symbol} @ {current} | +{pnl_pct:.2f}%")
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logger.info(f"[SELL-TP] {symbol} +{pnl_pct:.2f}%")
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try:
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try:
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self.client.order_market_sell(symbol=symbol, quantity=qty)
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self.client.order_market_sell(symbol=symbol, quantity=qty)
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del self.active_trades[symbol]
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del self.active_trades[symbol]
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@ -187,7 +185,7 @@ class TradingBotV04:
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pass
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pass
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elif pnl_pct <= STOP_LOSS_PCT * 100:
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elif pnl_pct <= STOP_LOSS_PCT * 100:
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logger.info(f"[SELL-SL] {symbol} @ {current} | {pnl_pct:.2f}%")
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logger.info(f"[SELL-SL] {symbol} {pnl_pct:.2f}%")
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try:
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try:
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self.client.order_market_sell(symbol=symbol, quantity=qty)
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self.client.order_market_sell(symbol=symbol, quantity=qty)
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del self.active_trades[symbol]
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del self.active_trades[symbol]
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@ -196,13 +194,36 @@ class TradingBotV04:
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except:
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except:
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pass
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pass
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def save_pnl_to_db(self, portfolio_val, usdt_free):
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"""Save P&L data to database for Analytics"""
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try:
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conn = sqlite3.connect('/home/marc/bot-deploy/pnl_charts.db')
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# Get baseline (first row = reference)
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baseline = conn.execute('SELECT pv FROM history ORDER BY ts ASC LIMIT 1').fetchone()
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baseline_pv = baseline[0] if baseline else portfolio_val
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# Calculate P&L
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pu = portfolio_val - baseline_pv
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pp = (pu / baseline_pv * 100) if baseline_pv > 0 else 0
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# Save
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conn.execute('INSERT INTO history VALUES (?, ?, ?, ?, ?, ?)',
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(int(datetime.now().timestamp()), portfolio_val, pu, pp, usdt_free, len(self.active_trades)))
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conn.commit()
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conn.close()
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logger.info(f"[DB-LOG] PV={portfolio_val:.2f}, P&L={pp:.2f}% (vs baseline {baseline_pv:.2f})")
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except Exception as e:
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logger.warning(f"DB log failed: {e}")
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def run_cycle(self):
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def run_cycle(self):
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logger.info("="*70)
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logger.info("="*70)
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usdt_free, portfolio_val = self.get_fresh_balance()
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usdt_free, portfolio_val = self.get_fresh_balance()
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if usdt_free < MIN_TRADE_USDT:
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if usdt_free < MIN_TRADE_USDT:
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logger.warning(f"Low capital: {usdt_free:.2f} < {MIN_TRADE_USDT}")
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logger.warning(f"Low capital: {usdt_free}")
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logger.info("="*70)
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logger.info("="*70)
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return
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return
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@ -225,8 +246,7 @@ class TradingBotV04:
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trade_amount = min(max(MIN_TRADE_USDT, self.max_trade_usdt), usdt_free * 0.5)
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trade_amount = min(max(MIN_TRADE_USDT, self.max_trade_usdt), usdt_free * 0.5)
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self.place_buy_order(best_signal, trade_amount)
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self.place_buy_order(best_signal, trade_amount)
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logger.info(f"[CYCLE-END] Trades: {len(self.active_trades)} | USDT: {usdt_free:.2f} | Portfolio: {portfolio_val:.2f}")
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# Save trades
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try:
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try:
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temp = '/home/marc/bot-deploy/active_trades.json.tmp'
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temp = '/home/marc/bot-deploy/active_trades.json.tmp'
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with open(temp, 'w') as f:
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with open(temp, 'w') as f:
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@ -236,23 +256,27 @@ class TradingBotV04:
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'portfolio_value': round(portfolio_val, 2),
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'portfolio_value': round(portfolio_val, 2),
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'max_trade_usdt': round(self.max_trade_usdt, 2),
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'max_trade_usdt': round(self.max_trade_usdt, 2),
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'timestamp': datetime.now().isoformat(),
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'timestamp': datetime.now().isoformat(),
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'version': 'v0.4-hybrid'
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'version': 'v0.4.1'
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}, f)
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}, f)
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os.replace(temp, '/home/marc/bot-deploy/active_trades.json')
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os.replace(temp, '/home/marc/bot-deploy/active_trades.json')
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except Exception as e:
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except:
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logger.warning(f"Save failed: {e}")
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pass
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# SAVE P&L to DB (EVERY CYCLE - THIS IS THE FIX!)
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self.save_pnl_to_db(portfolio_val, usdt_free)
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logger.info(f"[CYCLE-END] Trades={len(self.active_trades)} | Portfolio={portfolio_val:.2f}")
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logger.info("="*70)
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logger.info("="*70)
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if __name__ == '__main__':
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if __name__ == '__main__':
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import sys
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import sys
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bot = TradingBotV04()
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bot = TradingBotV041()
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if len(sys.argv) > 1 and sys.argv[1] == '--once':
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if len(sys.argv) > 1 and sys.argv[1] == '--once':
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bot.run_cycle()
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bot.run_cycle()
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else:
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else:
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logger.info("[v0.4 START] Bot cycle loop...")
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logger.info("[v0.4.1 START] Bot running...")
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while True:
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while True:
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try:
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try:
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bot.run_cycle()
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bot.run_cycle()
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@ -0,0 +1,262 @@
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#!/usr/bin/env python3
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"""Trading Bot v0.4 Hybrid - Dynamic Position Sizing + Trade Recovery"""
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import os, json, time, logging
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from datetime import datetime
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from dotenv import load_dotenv
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from binance.client import Client
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from binance.exceptions import BinanceAPIException
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logging.basicConfig(level=logging.INFO, format='%(asctime)s | %(message)s')
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logger = logging.getLogger()
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load_dotenv()
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API_KEY = os.getenv('BINANCE_API_KEY_LIVE')
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API_SECRET = os.getenv('BINANCE_API_SECRET_LIVE')
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if not API_KEY or not API_SECRET:
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logger.error("Missing API keys")
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exit(1)
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SYMBOLS = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'XRPUSDT', 'SOLUSDT']
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TRACKED_COINS = ['BTC', 'ETH', 'BNB', 'XRP', 'SOL']
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MIN_TRADE_USDT = 12.00
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MAX_POSITION_PCT = 0.07
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TAKE_PROFIT_PCT = 0.015
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STOP_LOSS_PCT = -0.008
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CYCLE_SEC = 60
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class TradingBotV04:
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def __init__(self):
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self.client = Client(API_KEY, API_SECRET)
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self.price_history = {sym: [] for sym in SYMBOLS}
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self.active_trades = {}
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self.portfolio_value = 0
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self.max_trade_usdt = 0
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# TRADE RECOVERY: Recover orphaned trades from holdings
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try:
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account = self.client.get_account()
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for b in account['balances']:
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asset = b['asset']
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free = float(b['free'])
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if asset in TRACKED_COINS and free > 0.0001:
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symbol = asset + 'USDT'
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try:
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price = self.get_current_price(symbol)
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if price:
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self.active_trades[symbol] = {
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'entry_price': price,
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'qty': free,
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'entry_time': datetime.now().isoformat()
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}
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logger.info(f"[RECOVERED] {symbol} {free} @ {price}")
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except:
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pass
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except Exception as e:
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logger.warning(f"Recovery failed: {e}")
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logger.info("[v0.4 INIT] Bot | Dynamic Sizing (Min 12 + 7%)")
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def get_fresh_balance(self):
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try:
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account = self.client.get_account()
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portfolio_value = 0
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prices = {'USDT': 1.0}
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for symbol in SYMBOLS:
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try:
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ticker = self.client.get_ticker(symbol=symbol)
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coin = symbol.replace('USDT', '')
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prices[coin] = float(ticker['lastPrice'])
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except:
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pass
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for balance in account['balances']:
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asset = balance['asset']
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free = float(balance['free'])
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if asset in TRACKED_COINS:
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price = prices.get(asset, 0)
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portfolio_value += free * price
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elif asset == 'USDT':
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portfolio_value += free
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usdt_available = next((float(b['free']) for b in account['balances'] if b['asset'] == 'USDT'), 0)
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self.portfolio_value = portfolio_value
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self.max_trade_usdt = portfolio_value * MAX_POSITION_PCT
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logger.info(f"[v0.4] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f} | Max={self.max_trade_usdt:.2f}")
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return usdt_available, portfolio_value
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except:
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return 0, 0
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def get_current_price(self, symbol):
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try:
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ticker = self.client.get_ticker(symbol=symbol)
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return float(ticker['lastPrice'])
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except:
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return None
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def calculate_valid_quantity(self, symbol, usdt_amount):
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try:
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price = self.get_current_price(symbol)
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if not price or price <= 0:
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return 0
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info = self.client.get_symbol_info(symbol)
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if not info:
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return 0
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step_size = None
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for f in info.get('filters', []):
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if f['filterType'] == 'LOT_SIZE':
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step_size = float(f['stepSize'])
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break
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if not step_size or step_size <= 0:
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return 0
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qty = usdt_amount / price
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qty = int(qty / step_size) * step_size
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if qty * price < 5.0:
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return 0
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return qty
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except:
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return 0
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def is_local_minimum(self, symbol):
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if len(self.price_history[symbol]) < 5:
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return False
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recent = self.price_history[symbol][-5:]
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current = recent[-1]
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is_min = all(current < p for p in recent[:-1])
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if is_min:
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logger.info(f"[SIGNAL] Local min: {symbol} @ {current}")
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return is_min
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def place_buy_order(self, symbol, usdt_amount):
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try:
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qty = self.calculate_valid_quantity(symbol, usdt_amount)
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if qty <= 0:
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return None
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price = self.get_current_price(symbol)
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if not price:
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return None
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order = self.client.order_market_buy(symbol=symbol, quantity=qty)
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self.active_trades[symbol] = {
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'entry_price': price,
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'qty': qty,
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'order_id': order.get('orderId'),
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'entry_time': datetime.now().isoformat()
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}
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pos_pct = (qty * price / self.portfolio_value * 100) if self.portfolio_value > 0 else 0
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logger.info(f"[BUY] {symbol} {qty} @ {price} | Pos: {pos_pct:.1}% [v0.4 HYBRID]")
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return order
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except:
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return None
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def check_and_close_positions(self):
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for symbol, trade in list(self.active_trades.items()):
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try:
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current = self.get_current_price(symbol)
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||||||
|
if not current:
|
||||||
|
continue
|
||||||
|
|
||||||
|
entry = trade['entry_price']
|
||||||
|
qty = trade['qty']
|
||||||
|
pnl_pct = ((current - entry) / entry) * 100
|
||||||
|
|
||||||
|
if pnl_pct >= TAKE_PROFIT_PCT * 100:
|
||||||
|
logger.info(f"[SELL-TP] {symbol} @ {current} | +{pnl_pct:.2f}%")
|
||||||
|
try:
|
||||||
|
self.client.order_market_sell(symbol=symbol, quantity=qty)
|
||||||
|
del self.active_trades[symbol]
|
||||||
|
except:
|
||||||
|
pass
|
||||||
|
|
||||||
|
elif pnl_pct <= STOP_LOSS_PCT * 100:
|
||||||
|
logger.info(f"[SELL-SL] {symbol} @ {current} | {pnl_pct:.2f}%")
|
||||||
|
try:
|
||||||
|
self.client.order_market_sell(symbol=symbol, quantity=qty)
|
||||||
|
del self.active_trades[symbol]
|
||||||
|
except:
|
||||||
|
pass
|
||||||
|
except:
|
||||||
|
pass
|
||||||
|
|
||||||
|
def run_cycle(self):
|
||||||
|
logger.info("="*70)
|
||||||
|
|
||||||
|
usdt_free, portfolio_val = self.get_fresh_balance()
|
||||||
|
|
||||||
|
if usdt_free < MIN_TRADE_USDT:
|
||||||
|
logger.warning(f"Low capital: {usdt_free:.2f} < {MIN_TRADE_USDT}")
|
||||||
|
logger.info("="*70)
|
||||||
|
return
|
||||||
|
|
||||||
|
self.check_and_close_positions()
|
||||||
|
|
||||||
|
for symbol in SYMBOLS:
|
||||||
|
price = self.get_current_price(symbol)
|
||||||
|
if price:
|
||||||
|
self.price_history[symbol].append(price)
|
||||||
|
if len(self.price_history[symbol]) > 20:
|
||||||
|
self.price_history[symbol].pop(0)
|
||||||
|
|
||||||
|
best_signal = None
|
||||||
|
for symbol in SYMBOLS:
|
||||||
|
if symbol not in self.active_trades and self.is_local_minimum(symbol):
|
||||||
|
best_signal = symbol
|
||||||
|
break
|
||||||
|
|
||||||
|
if best_signal and usdt_free >= MIN_TRADE_USDT:
|
||||||
|
trade_amount = min(max(MIN_TRADE_USDT, self.max_trade_usdt), usdt_free * 0.5)
|
||||||
|
self.place_buy_order(best_signal, trade_amount)
|
||||||
|
|
||||||
|
logger.info(f"[CYCLE-END] Trades: {len(self.active_trades)} | USDT: {usdt_free:.2f} | Portfolio: {portfolio_val:.2f}")
|
||||||
|
|
||||||
|
try:
|
||||||
|
temp = '/home/marc/bot-deploy/active_trades.json.tmp'
|
||||||
|
with open(temp, 'w') as f:
|
||||||
|
json.dump({
|
||||||
|
'active_trades': self.active_trades,
|
||||||
|
'count': len(self.active_trades),
|
||||||
|
'portfolio_value': round(portfolio_val, 2),
|
||||||
|
'max_trade_usdt': round(self.max_trade_usdt, 2),
|
||||||
|
'timestamp': datetime.now().isoformat(),
|
||||||
|
'version': 'v0.4-hybrid'
|
||||||
|
}, f)
|
||||||
|
os.replace(temp, '/home/marc/bot-deploy/active_trades.json')
|
||||||
|
except Exception as e:
|
||||||
|
logger.warning(f"Save failed: {e}")
|
||||||
|
|
||||||
|
logger.info("="*70)
|
||||||
|
|
||||||
|
if __name__ == '__main__':
|
||||||
|
import sys
|
||||||
|
|
||||||
|
bot = TradingBotV04()
|
||||||
|
|
||||||
|
if len(sys.argv) > 1 and sys.argv[1] == '--once':
|
||||||
|
bot.run_cycle()
|
||||||
|
else:
|
||||||
|
logger.info("[v0.4 START] Bot cycle loop...")
|
||||||
|
while True:
|
||||||
|
try:
|
||||||
|
bot.run_cycle()
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error: {e}")
|
||||||
|
|
||||||
|
time.sleep(CYCLE_SEC)
|
||||||
Loading…
Reference in New Issue