v0.7: Coin-Level Contrarian - per-coin signals (9 coins: BTC, ETH, BNB, XRP, SOL, ADA, DOGE, DOT, AVAX)
This commit is contained in:
Marc Blatter
parent
2b71ec3204
commit
20eb385705
148
src/main_ml.py
148
src/main_ml.py
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@ -1,5 +1,5 @@
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#!/usr/bin/env python3
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"""Trading Bot v0.6 - Contrarian Buy/Sell (Mean Reversion) Strategy"""
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"""Trading Bot v0.7 - Coin-Level Contrarian (Mean Reversion per Coin)"""
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import os, json, time, logging, sqlite3
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from datetime import datetime, timedelta
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from dotenv import load_dotenv
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@ -16,24 +16,24 @@ 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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# 9 Coins (Coin-Level Contrarian)
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SYMBOLS = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'XRPUSDT', 'SOLUSDT', 'ADAUSDT', 'DOGUSDT', 'DOTUSDT', 'AVAXUSDT']
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TRACKED_COINS = ['BTC', 'ETH', 'BNB', 'XRP', 'SOL', 'ADA', 'DOGE', 'DOT', 'AVAX']
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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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# CONTRARIAN THRESHOLDS
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CONTRARIAN_BUY_THRESHOLD = -2.0 # Buy when market DOWN 2%+
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CONTRARIAN_SELL_THRESHOLD = +2.0 # Sell when market UP 2%+
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LOOKBACK_HOURS = 24 # Compare last 24h return
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# COIN-LEVEL CONTRARIAN THRESHOLDS
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COIN_BUY_THRESHOLD = -2.0 # Buy when coin DOWN 2% (24h)
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COIN_SELL_THRESHOLD = +2.0 # Sell when coin UP 2% (24h)
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LOOKBACK_HOURS = 24
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class TradingBotV06:
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class TradingBotV07:
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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.daily_opens = {} # Store 24h ago prices
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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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@ -61,50 +61,51 @@ class TradingBotV06:
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except Exception as e:
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logger.warning(f"Recovery failed: {e}")
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logger.info("[v0.6 INIT] Contrarian Buy/Sell (Mean Reversion) Strategy")
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logger.info("[v0.7 INIT] Coin-Level Contrarian (9 Coins: BTC, ETH, BNB, XRP, SOL, ADA, DOGE, DOT, AVAX)")
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def calculate_market_return(self):
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"""Calculate 24h market-wide return (Average of all symbols)"""
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returns = []
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def calculate_coin_return_24h(self, symbol):
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"""Calculate 24h return for SINGLE coin"""
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if len(self.price_history[symbol]) < 2:
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return None
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for symbol in SYMBOLS:
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if len(self.price_history[symbol]) < 2:
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continue
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current = self.price_history[symbol][-1]
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# Get price from ~24h ago (or earliest if less than 24h data)
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reference_idx = max(0, len(self.price_history[symbol]) - 1440) # 1440 = 24h * 60min
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reference = self.price_history[symbol][reference_idx]
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if reference > 0:
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ret = ((current - reference) / reference) * 100
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returns.append(ret)
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prices = self.price_history[symbol]
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current = prices[-1]
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if returns:
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avg_return = sum(returns) / len(returns)
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return avg_return
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# Get price from ~24h ago (or earliest if <24h data)
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reference_idx = max(0, len(prices) - 1440) # 1440 = 24h * 60min
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reference = prices[reference_idx]
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return 0.0
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if reference > 0:
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ret = ((current - reference) / reference) * 100
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return ret
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return None
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def is_contrarian_buy_signal(self, symbol):
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"""Buy when MARKET DOWN 2%+ (Mean Reversion: expect bounce)"""
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market_return = self.calculate_market_return()
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def is_coin_buy_signal(self, symbol):
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"""Buy when COIN DOWN 2%+ (Coin-Level Contrarian)"""
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ret = self.calculate_coin_return_24h(symbol)
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buy_signal = market_return < CONTRARIAN_BUY_THRESHOLD
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if ret is None:
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return False
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buy_signal = ret < COIN_BUY_THRESHOLD
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if buy_signal:
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logger.info(f"[SIGNAL-CONTRARIAN-BUY] Market DOWN {market_return:.2f}% (Threshold: {CONTRARIAN_BUY_THRESHOLD}%)")
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logger.info(f"[SIGNAL-COIN-BUY] {symbol} 24h return {ret:.2f}% (Threshold: {COIN_BUY_THRESHOLD}%)")
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return buy_signal
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def is_contrarian_sell_signal(self, symbol):
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"""Sell when MARKET UP 2%+ (Take profits on rally)"""
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market_return = self.calculate_market_return()
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def is_coin_sell_signal(self, symbol):
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"""Sell when COIN UP 2%+ (Coin-Level Contrarian)"""
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ret = self.calculate_coin_return_24h(symbol)
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sell_signal = market_return > CONTRARIAN_SELL_THRESHOLD
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if ret is None:
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return False
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sell_signal = ret > COIN_SELL_THRESHOLD
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if sell_signal:
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logger.info(f"[SIGNAL-CONTRARIAN-SELL] Market UP {market_return:.2f}% (Threshold: {CONTRARIAN_SELL_THRESHOLD}%)")
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logger.info(f"[SIGNAL-COIN-SELL] {symbol} 24h return {ret:.2f}% (Threshold: {COIN_SELL_THRESHOLD}%)")
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return sell_signal
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@ -137,7 +138,7 @@ class TradingBotV06:
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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"[v0.6] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f} | Max={self.max_trade_usdt:.2f}")
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logger.info(f"[v0.7] 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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@ -197,7 +198,7 @@ class TradingBotV06:
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'entry_time': datetime.now().isoformat()
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}
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logger.info(f"[BUY-v0.6] {symbol} {qty} @ {price} (CONTRARIAN: Market DOWN)")
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logger.info(f"[BUY-v0.7] {symbol} {qty} @ {price} (COIN-LEVEL CONTRARIAN: DOWN 2%+)")
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return order
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except:
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return None
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@ -215,7 +216,7 @@ class TradingBotV06:
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entry = self.active_trades[symbol]['entry_price']
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pnl = ((price - entry) / entry) * 100
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logger.info(f"[SELL-v0.6] {symbol} {qty} @ {price} (CONTRARIAN: Market UP, P&L: {pnl:+.2f}%)")
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logger.info(f"[SELL-v0.7] {symbol} {qty} @ {price} (COIN-LEVEL CONTRARIAN: UP 2%+, P&L: {pnl:+.2f}%)")
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del self.active_trades[symbol]
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return order
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@ -289,55 +290,24 @@ class TradingBotV06:
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if len(self.price_history[symbol]) > 1440: # Keep 24h history
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self.price_history[symbol].pop(0)
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# Check for Contrarian SELL (Market UP 2%+)
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if self.is_contrarian_sell_signal(None):
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# Sell holdings that are profitable
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for symbol in list(self.active_trades.keys()):
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if symbol not in self.active_trades:
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continue
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current = self.get_current_price(symbol)
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if not current:
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continue
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entry = self.active_trades[symbol]['entry_price']
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pnl_pct = ((current - entry) / entry) * 100
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# Only sell if we have profit (avoid unnecessary SL hits on rally)
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if pnl_pct > 0.5:
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self.place_sell_order(symbol)
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break # One sell per cycle
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# Check for COIN-LEVEL SELL (each coin UP 2%+)
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for symbol in list(self.active_trades.keys()):
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if self.is_coin_sell_signal(symbol):
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self.place_sell_order(symbol)
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break # One sell per cycle
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# Check TP/SL
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self.check_and_close_positions()
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# Check for Contrarian BUY (Market DOWN 2%+)
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buy_signal = self.is_contrarian_buy_signal(None)
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if buy_signal and usdt_free >= MIN_TRADE_USDT:
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# Find best coin to buy (the one with biggest loss)
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worst_coin = None
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worst_return = 0
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# Check for COIN-LEVEL BUY (each coin DOWN 2%+)
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for symbol in SYMBOLS:
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if symbol in self.active_trades:
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continue # Skip already held
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for symbol in SYMBOLS:
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if symbol in self.active_trades:
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continue # Skip already held
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if len(self.price_history[symbol]) < 2:
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continue
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current = self.price_history[symbol][-1]
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ref_idx = max(0, len(self.price_history[symbol]) - 1440)
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reference = self.price_history[symbol][ref_idx]
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if reference > 0:
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ret = ((current - reference) / reference) * 100
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if ret < worst_return:
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worst_return = ret
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worst_coin = symbol
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if worst_coin:
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if self.is_coin_buy_signal(symbol) and usdt_free >= MIN_TRADE_USDT:
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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(worst_coin, trade_amount)
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self.place_buy_order(symbol, trade_amount)
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break # One buy per cycle
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# Save trades
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try:
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@ -349,7 +319,7 @@ class TradingBotV06:
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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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'timestamp': datetime.now().isoformat(),
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'version': 'v0.6-contrarian-mean-reversion'
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'version': 'v0.7-coin-level-contrarian'
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}, f)
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os.replace(temp, '/home/marc/bot-deploy/active_trades.json')
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except:
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@ -358,18 +328,18 @@ class TradingBotV06:
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# Save P&L
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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} [v0.6]")
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logger.info(f"[CYCLE-END] Trades={len(self.active_trades)} | Portfolio={portfolio_val:.2f} [v0.7]")
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logger.info("="*70)
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if __name__ == '__main__':
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import sys
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bot = TradingBotV06()
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bot = TradingBotV07()
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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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else:
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logger.info("[v0.6 START] Trading Bot with Contrarian Buy/Sell (Mean Reversion)...")
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logger.info("[v0.7 START] Trading Bot with Coin-Level Contrarian (9 Coins)...")
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while True:
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try:
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bot.run_cycle()
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