From 20eb385705bb26874029a949f0abe3d490c8c3a0 Mon Sep 17 00:00:00 2001 From: Marc Blatter Date: Thu, 30 Jul 2026 19:20:31 +0200 Subject: [PATCH] v0.7: Coin-Level Contrarian - per-coin signals (9 coins: BTC, ETH, BNB, XRP, SOL, ADA, DOGE, DOT, AVAX) --- src/main_ml.py | 148 ++++++++++++++++++++----------------------------- 1 file changed, 59 insertions(+), 89 deletions(-) diff --git a/src/main_ml.py b/src/main_ml.py index 114abe7..703b555 100644 --- a/src/main_ml.py +++ b/src/main_ml.py @@ -1,5 +1,5 @@ #!/usr/bin/env python3 -"""Trading Bot v0.6 - Contrarian Buy/Sell (Mean Reversion) Strategy""" +"""Trading Bot v0.7 - Coin-Level Contrarian (Mean Reversion per Coin)""" import os, json, time, logging, sqlite3 from datetime import datetime, timedelta from dotenv import load_dotenv @@ -16,24 +16,24 @@ if not API_KEY or not API_SECRET: logger.error("Missing API keys") exit(1) -SYMBOLS = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'XRPUSDT', 'SOLUSDT'] -TRACKED_COINS = ['BTC', 'ETH', 'BNB', 'XRP', 'SOL'] +# 9 Coins (Coin-Level Contrarian) +SYMBOLS = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'XRPUSDT', 'SOLUSDT', 'ADAUSDT', 'DOGUSDT', 'DOTUSDT', 'AVAXUSDT'] +TRACKED_COINS = ['BTC', 'ETH', 'BNB', 'XRP', 'SOL', 'ADA', 'DOGE', 'DOT', 'AVAX'] MIN_TRADE_USDT = 12.00 MAX_POSITION_PCT = 0.07 TAKE_PROFIT_PCT = 0.015 STOP_LOSS_PCT = -0.008 CYCLE_SEC = 60 -# CONTRARIAN THRESHOLDS -CONTRARIAN_BUY_THRESHOLD = -2.0 # Buy when market DOWN 2%+ -CONTRARIAN_SELL_THRESHOLD = +2.0 # Sell when market UP 2%+ -LOOKBACK_HOURS = 24 # Compare last 24h return +# COIN-LEVEL CONTRARIAN THRESHOLDS +COIN_BUY_THRESHOLD = -2.0 # Buy when coin DOWN 2% (24h) +COIN_SELL_THRESHOLD = +2.0 # Sell when coin UP 2% (24h) +LOOKBACK_HOURS = 24 -class TradingBotV06: +class TradingBotV07: def __init__(self): self.client = Client(API_KEY, API_SECRET) self.price_history = {sym: [] for sym in SYMBOLS} - self.daily_opens = {} # Store 24h ago prices self.active_trades = {} self.portfolio_value = 0 self.max_trade_usdt = 0 @@ -61,50 +61,51 @@ class TradingBotV06: except Exception as e: logger.warning(f"Recovery failed: {e}") - logger.info("[v0.6 INIT] Contrarian Buy/Sell (Mean Reversion) Strategy") + logger.info("[v0.7 INIT] Coin-Level Contrarian (9 Coins: BTC, ETH, BNB, XRP, SOL, ADA, DOGE, DOT, AVAX)") - def calculate_market_return(self): - """Calculate 24h market-wide return (Average of all symbols)""" - returns = [] + def calculate_coin_return_24h(self, symbol): + """Calculate 24h return for SINGLE coin""" + if len(self.price_history[symbol]) < 2: + return None - for symbol in SYMBOLS: - if len(self.price_history[symbol]) < 2: - continue - - current = self.price_history[symbol][-1] - # Get price from ~24h ago (or earliest if less than 24h data) - reference_idx = max(0, len(self.price_history[symbol]) - 1440) # 1440 = 24h * 60min - reference = self.price_history[symbol][reference_idx] - - if reference > 0: - ret = ((current - reference) / reference) * 100 - returns.append(ret) + prices = self.price_history[symbol] + current = prices[-1] - if returns: - avg_return = sum(returns) / len(returns) - return avg_return + # Get price from ~24h ago (or earliest if <24h data) + reference_idx = max(0, len(prices) - 1440) # 1440 = 24h * 60min + reference = prices[reference_idx] - return 0.0 + if reference > 0: + ret = ((current - reference) / reference) * 100 + return ret + + return None - def is_contrarian_buy_signal(self, symbol): - """Buy when MARKET DOWN 2%+ (Mean Reversion: expect bounce)""" - market_return = self.calculate_market_return() + def is_coin_buy_signal(self, symbol): + """Buy when COIN DOWN 2%+ (Coin-Level Contrarian)""" + ret = self.calculate_coin_return_24h(symbol) - buy_signal = market_return < CONTRARIAN_BUY_THRESHOLD + if ret is None: + return False + + buy_signal = ret < COIN_BUY_THRESHOLD if buy_signal: - logger.info(f"[SIGNAL-CONTRARIAN-BUY] Market DOWN {market_return:.2f}% (Threshold: {CONTRARIAN_BUY_THRESHOLD}%)") + logger.info(f"[SIGNAL-COIN-BUY] {symbol} 24h return {ret:.2f}% (Threshold: {COIN_BUY_THRESHOLD}%)") return buy_signal - def is_contrarian_sell_signal(self, symbol): - """Sell when MARKET UP 2%+ (Take profits on rally)""" - market_return = self.calculate_market_return() + def is_coin_sell_signal(self, symbol): + """Sell when COIN UP 2%+ (Coin-Level Contrarian)""" + ret = self.calculate_coin_return_24h(symbol) - sell_signal = market_return > CONTRARIAN_SELL_THRESHOLD + if ret is None: + return False + + sell_signal = ret > COIN_SELL_THRESHOLD if sell_signal: - logger.info(f"[SIGNAL-CONTRARIAN-SELL] Market UP {market_return:.2f}% (Threshold: {CONTRARIAN_SELL_THRESHOLD}%)") + logger.info(f"[SIGNAL-COIN-SELL] {symbol} 24h return {ret:.2f}% (Threshold: {COIN_SELL_THRESHOLD}%)") return sell_signal @@ -137,7 +138,7 @@ class TradingBotV06: self.portfolio_value = portfolio_value self.max_trade_usdt = portfolio_value * MAX_POSITION_PCT - logger.info(f"[v0.6] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f} | Max={self.max_trade_usdt:.2f}") + logger.info(f"[v0.7] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f} | Max={self.max_trade_usdt:.2f}") return usdt_available, portfolio_value except: return 0, 0 @@ -197,7 +198,7 @@ class TradingBotV06: 'entry_time': datetime.now().isoformat() } - logger.info(f"[BUY-v0.6] {symbol} {qty} @ {price} (CONTRARIAN: Market DOWN)") + logger.info(f"[BUY-v0.7] {symbol} {qty} @ {price} (COIN-LEVEL CONTRARIAN: DOWN 2%+)") return order except: return None @@ -215,7 +216,7 @@ class TradingBotV06: entry = self.active_trades[symbol]['entry_price'] pnl = ((price - entry) / entry) * 100 - logger.info(f"[SELL-v0.6] {symbol} {qty} @ {price} (CONTRARIAN: Market UP, P&L: {pnl:+.2f}%)") + logger.info(f"[SELL-v0.7] {symbol} {qty} @ {price} (COIN-LEVEL CONTRARIAN: UP 2%+, P&L: {pnl:+.2f}%)") del self.active_trades[symbol] return order @@ -289,55 +290,24 @@ class TradingBotV06: if len(self.price_history[symbol]) > 1440: # Keep 24h history self.price_history[symbol].pop(0) - # Check for Contrarian SELL (Market UP 2%+) - if self.is_contrarian_sell_signal(None): - # Sell holdings that are profitable - for symbol in list(self.active_trades.keys()): - if symbol not in self.active_trades: - continue - - current = self.get_current_price(symbol) - if not current: - continue - - entry = self.active_trades[symbol]['entry_price'] - pnl_pct = ((current - entry) / entry) * 100 - - # Only sell if we have profit (avoid unnecessary SL hits on rally) - if pnl_pct > 0.5: - self.place_sell_order(symbol) - break # One sell per cycle + # Check for COIN-LEVEL SELL (each coin UP 2%+) + for symbol in list(self.active_trades.keys()): + if self.is_coin_sell_signal(symbol): + self.place_sell_order(symbol) + break # One sell per cycle # Check TP/SL self.check_and_close_positions() - # Check for Contrarian BUY (Market DOWN 2%+) - buy_signal = self.is_contrarian_buy_signal(None) - if buy_signal and usdt_free >= MIN_TRADE_USDT: - # Find best coin to buy (the one with biggest loss) - worst_coin = None - worst_return = 0 + # Check for COIN-LEVEL BUY (each coin DOWN 2%+) + for symbol in SYMBOLS: + if symbol in self.active_trades: + continue # Skip already held - for symbol in SYMBOLS: - if symbol in self.active_trades: - continue # Skip already held - - if len(self.price_history[symbol]) < 2: - continue - - current = self.price_history[symbol][-1] - ref_idx = max(0, len(self.price_history[symbol]) - 1440) - reference = self.price_history[symbol][ref_idx] - - if reference > 0: - ret = ((current - reference) / reference) * 100 - if ret < worst_return: - worst_return = ret - worst_coin = symbol - - if worst_coin: + if self.is_coin_buy_signal(symbol) 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(worst_coin, trade_amount) + self.place_buy_order(symbol, trade_amount) + break # One buy per cycle # Save trades try: @@ -349,7 +319,7 @@ class TradingBotV06: 'portfolio_value': round(portfolio_val, 2), 'max_trade_usdt': round(self.max_trade_usdt, 2), 'timestamp': datetime.now().isoformat(), - 'version': 'v0.6-contrarian-mean-reversion' + 'version': 'v0.7-coin-level-contrarian' }, f) os.replace(temp, '/home/marc/bot-deploy/active_trades.json') except: @@ -358,18 +328,18 @@ class TradingBotV06: # Save P&L self.save_pnl_to_db(portfolio_val, usdt_free) - logger.info(f"[CYCLE-END] Trades={len(self.active_trades)} | Portfolio={portfolio_val:.2f} [v0.6]") + logger.info(f"[CYCLE-END] Trades={len(self.active_trades)} | Portfolio={portfolio_val:.2f} [v0.7]") logger.info("="*70) if __name__ == '__main__': import sys - bot = TradingBotV06() + bot = TradingBotV07() if len(sys.argv) > 1 and sys.argv[1] == '--once': bot.run_cycle() else: - logger.info("[v0.6 START] Trading Bot with Contrarian Buy/Sell (Mean Reversion)...") + logger.info("[v0.7 START] Trading Bot with Coin-Level Contrarian (9 Coins)...") while True: try: bot.run_cycle()