diff --git a/src/__pycache__/main_ml.cpython-310.pyc b/src/__pycache__/main_ml.cpython-310.pyc index 4cdc593..59411f9 100644 Binary files a/src/__pycache__/main_ml.cpython-310.pyc and b/src/__pycache__/main_ml.cpython-310.pyc differ diff --git a/src/main_ml.py b/src/main_ml.py index 95d47b0..0d42508 100644 --- a/src/main_ml.py +++ b/src/main_ml.py @@ -1,101 +1,61 @@ #!/usr/bin/env python3 -"""Trading Bot v0.4 - Dynamic Position Sizing (% of Portfolio)""" -import os, json, time, logging +""" +Trading Bot V0.3 - Strategy Rewrite +Deployed: 2026-07-09 18:30 UTC +Changes: Fresh balance cache, local min signal, hard TP/SL +""" +import os +import time +import logging from datetime import datetime +from dotenv import load_dotenv from binance.client import Client from binance.exceptions import BinanceAPIException -# Setup Logging -logging.basicConfig(level=logging.INFO, format='%(asctime)s | %(levelname)s | %(message)s') -logger = logging.getLogger(__name__) -# Load API Keys -API_KEY = os.getenv('BINANCE_API_KEY_LIVE') -API_SECRET = os.getenv('BINANCE_API_SECRET_LIVE') +# Setup +logging.basicConfig(level=logging.INFO, format='%(levelname)s:%(message)s') +logger = logging.getLogger() -if not API_KEY or not API_SECRET: +load_dotenv() +try: + API_KEY = os.getenv('BINANCE_API_KEY_LIVE') + API_SECRET = os.getenv('BINANCE_API_SECRET_LIVE') +except: logger.error("Missing API keys") exit(1) -# ===== DYNAMIC POSITION SIZING CONSTANTS ===== +# Constants SYMBOLS = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'XRPUSDT', 'SOLUSDT'] MIN_USDT = 5.00 -MAX_POSITION_PCT = 0.05 # 5% of portfolio per trade (DYNAMIC!) -KELLY_FRACTION = 0.25 # Conservative Kelly -ESTIMATED_WIN_RATE = 0.60 # 60% from bot data +MAX_TRADE_USDT = 20.00 TAKE_PROFIT_PCT = 0.015 # +1.5% STOP_LOSS_PCT = -0.008 # -0.8% CYCLE_SEC = 60 -class TradingBotV04: - """Trading Bot v0.4 with Dynamic Position Sizing""" +class TradingBotV03: + """Trading Bot with Fresh Cache + Local Min Signals + Hard Risk Management""" def __init__(self): self.client = Client(API_KEY, API_SECRET) self.price_history = {sym: [] for sym in SYMBOLS} - self.active_trades = {} - self.portfolio_value = 0 - self.max_trade_usdt = 0 - - # Recover orphaned trades - try: - account = self.client.get_account() - for b in account['balances']: - asset = b['asset'] - free = float(b['free']) - - for symbol in SYMBOLS: - if symbol.replace('USDT', '') == asset and free > 0.0001: - try: - current_price = float(self.get_current_price(symbol)) - self.active_trades[symbol] = { - 'entry_price': current_price, - 'qty': free, - 'entry_time': datetime.now().isoformat() - } - logger.warning(f"RECOVERED orphaned trade: {symbol} {free} coins @ ${current_price:.2f}") - except: - pass - except Exception as e: - logger.warning(f"Trade recovery failed: {e}") - - logger.info("Bot V0.4 initialized | Dynamic Position Sizing (% of Portfolio)") + self.active_trades = {} # {symbol: {'entry_price': float, 'qty': float}} + logger.info("Bot V0.3 initialized | Fresh Cache + Local Min + Hard TP/SL") def get_fresh_balance(self): - """Always fetch FRESH balance from API""" + """KEY FIX: Always fetch FRESH balance from API (no stale cache!)""" try: account = self.client.get_account() balances = {} - portfolio_value = 0 - - # Get prices - prices = {'USDT': 1.0} - for p in ['BTCUSDT', 'ETHUSDT', 'SOLUSDT', 'BNBUSDT', 'XRPUSDT']: - try: - t = self.client.get_ticker(symbol=p) - prices[p.replace('USDT', '')] = float(t['lastPrice']) - except: - pass - - # Calculate balances & portfolio value for b in account['balances']: - asset, free = b['asset'], float(b['free']) - balances[asset] = free - price = prices.get(asset, 1.0) - portfolio_value += free * price - + balances[b['asset']] = float(b['free']) usdt_available = balances.get('USDT', 0) - - # Store for later use - self.portfolio_value = portfolio_value - self.max_trade_usdt = portfolio_value * MAX_POSITION_PCT - - logger.info(f"Fresh balance: USDT=${usdt_available:.2f} | Portfolio=${portfolio_value:.2f} | Max Trade=${self.max_trade_usdt:.2f}") - return balances, usdt_available, portfolio_value + logger.info(f"Fresh balance: USDT=${usdt_available:.2f}") + return balances, usdt_available except BinanceAPIException as e: logger.error(f"Balance fetch failed: {e}") - return {}, 0, 0 + return {}, 0 def get_current_price(self, symbol): """Get current market price""" @@ -108,55 +68,44 @@ class TradingBotV04: return None def calculate_valid_quantity(self, symbol, usdt_amount): - """Calculate correct Qty with Decimal precision""" + """Calculate valid order quantity respecting LOT_SIZE""" try: price = self.get_current_price(symbol) if not price: return 0 - # Get exchange info for lot size info = self.client.get_symbol_info(symbol) if not info: return 0 - # Find LOT_SIZE filter - step_size = None - for f in info.get('filters', []): - if f['filterType'] == 'LOT_SIZE': - step_size = float(f['stepSize']) + step_size = 0.00001 # default + for filt in info.get('filters', []): + if filt['filterType'] == 'LOT_SIZE': + step_size = float(filt['stepSize']) break - if not step_size: - return 0 + qty = (usdt_amount / price) + qty = int(qty / step_size) * step_size # Round to step_size + notional = qty * price - qty_float = usdt_amount / price - - # Round to step size - qty_float = int(qty_float / step_size) * step_size - - # Check minimum notional - min_notional = 5.0 - notional = qty_float * price - - if notional < min_notional: + if notional < MIN_USDT: logger.debug(f"Order too small: {symbol} ${notional:.2f}") return 0 - logger.debug(f"Qty valid: {symbol} {qty_float} (step={step_size})") - return qty_float - + return qty except Exception as e: logger.warning(f"Qty calc failed: {e}") return 0 def is_local_minimum(self, symbol): - """Signal Logic: Buy when price is at local minimum""" + """Signal Logic: Buy when price is at local minimum (not random %)""" if len(self.price_history[symbol]) < 5: return False recent_prices = self.price_history[symbol][-5:] current_price = recent_prices[-1] + # Local min condition: current is lower than all recent prices is_min = all(current_price < p for p in recent_prices[:-1]) if is_min: @@ -183,57 +132,60 @@ class TradingBotV04: 'entry_price': entry_price, 'qty': qty, 'order_id': order.get('orderId'), - 'entry_time': datetime.now().isoformat() + 'entry_time': datetime.now() } logger.info(f"BUY: {qty} {symbol} @ ${entry_price:.2f} (${qty*entry_price:.2f})") logger.info(f" TP target: +${qty*entry_price*TAKE_PROFIT_PCT:.2f} ({TAKE_PROFIT_PCT*100:.1f}%)") logger.info(f" SL target: -${qty*entry_price*abs(STOP_LOSS_PCT):.2f} ({STOP_LOSS_PCT*100:.1f}%)") - logger.info(f" [DYNAMIC] Portfolio: ${self.portfolio_value:.2f} | Max Position: ${self.max_trade_usdt:.2f}") return order + except BinanceAPIException as e: - logger.error(f"Order failed: {e}") + logger.error(f"Buy order failed: {e}") return None def check_and_close_positions(self): - """Check TP/SL for all active trades""" - for symbol, trade in list(self.active_trades.items()): - try: - current_price = self.get_current_price(symbol) - if not current_price: - continue - - entry_price = trade['entry_price'] - qty = trade['qty'] - pnl_pct = ((current_price - entry_price) / entry_price) * 100 - - # Check TP - if pnl_pct >= TAKE_PROFIT_PCT * 100: - logger.info(f"SELL (TP): {qty} {symbol} @ ${current_price:.2f} | +{pnl_pct:.2f}%") - try: - self.client.order_market_sell(symbol=symbol, quantity=qty) - del self.active_trades[symbol] - except: - pass - - # Check SL - elif pnl_pct <= STOP_LOSS_PCT * 100: - logger.info(f"SELL (SL): {qty} {symbol} @ ${current_price:.2f} | {pnl_pct:.2f}%") - try: - self.client.order_market_sell(symbol=symbol, quantity=qty) - del self.active_trades[symbol] - except: - pass - except: - pass + """HARD RISK MANAGEMENT: Close positions that hit TP or SL""" + for symbol in list(self.active_trades.keys()): + trade = self.active_trades[symbol] + current_price = self.get_current_price(symbol) + + if not current_price: + continue + + entry_price = trade['entry_price'] + qty = trade['qty'] + pnl_pct = (current_price - entry_price) / entry_price + pnl_usdt = qty * (current_price - entry_price) + + # Check Take Profit (close winners immediately!) + if pnl_pct >= TAKE_PROFIT_PCT: + logger.info(f"TAKE PROFIT: {symbol} +{pnl_pct*100:.2f}% (${pnl_usdt:.2f})") + try: + self.client.order_market_sell(symbol=symbol, quantity=qty) + del self.active_trades[symbol] + except Exception as e: + logger.error(f"Sell failed: {e}") + continue + + # Check Stop Loss (cut losers fast!) + if pnl_pct <= STOP_LOSS_PCT: + logger.warning(f"STOP LOSS: {symbol} {pnl_pct*100:.2f}% (${pnl_usdt:.2f})") + try: + self.client.order_market_sell(symbol=symbol, quantity=qty) + del self.active_trades[symbol] + except Exception as e: + logger.error(f"Sell failed: {e}") + continue - def run_cycle(self): - """Main trading cycle""" + def cycle(self): + """Main trading cycle (runs every 60 seconds)""" logger.info("=" * 70) + logger.info(f"CYCLE START @ {datetime.now().strftime('%H:%M:%S CET')}") - # STEP 1: Fresh balance & calculate dynamic position size - balances, usdt_free, portfolio_val = self.get_fresh_balance() + # STEP 1: Fresh balance (KEY FIX for cache bug!) + balances, usdt_free = self.get_fresh_balance() if usdt_free < MIN_USDT: logger.warning(f"Insufficient capital: ${usdt_free:.2f} < ${MIN_USDT}") @@ -248,6 +200,7 @@ class TradingBotV04: price = self.get_current_price(symbol) if price: self.price_history[symbol].append(price) + # Keep only last 20 prices if len(self.price_history[symbol]) > 20: self.price_history[symbol].pop(0) @@ -260,46 +213,34 @@ class TradingBotV04: # STEP 5: Place trade if signal exists and we have capital if best_signal and usdt_free >= MIN_USDT: - trade_amount = min(self.max_trade_usdt, usdt_free * 0.5) + # Use max 50% of available capital, but capped at MAX_TRADE_USDT + trade_amount = min(MAX_TRADE_USDT, usdt_free * 0.5) self.place_buy_order(best_signal, trade_amount) - logger.info(f"CYCLE END | Active trades: {len(self.active_trades)} | Free USDT: ${usdt_free:.2f} | Portfolio: ${portfolio_val:.2f}") - - # Save active trades for dashboard - import json, os - try: - temp_file = '/home/marc/bot-deploy/active_trades.json.tmp' - with open(temp_file, '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() - }, f) - os.replace(temp_file, '/home/marc/bot-deploy/active_trades.json') - except Exception as e: - logger.warning(f"Failed to save trades: {e}") - + logger.info(f"CYCLE END | Active trades: {len(self.active_trades)} | Free USDT: ${usdt_free:.2f}") logger.info("=" * 70) + + def run(self): + """Infinite trading loop""" + logger.info("=" * 70) + logger.info("TRADING BOT V0.3 STARTED") + logger.info(f"Symbols: {SYMBOLS}") + logger.info(f"Strategy: Local Min Signals | Risk: TP=+{TAKE_PROFIT_PCT*100:.1f}% / SL={STOP_LOSS_PCT*100:.1f}%") + logger.info(f"Position size: Max ${MAX_TRADE_USDT}/trade (${usdt_free*0.5} = 50% avail)") + logger.info(f"KEY FIX: Fresh balance fetched EVERY cycle (no stale cache!)") + logger.info("=" * 70) + + try: + while True: + self.cycle() + time.sleep(CYCLE_SEC) + except KeyboardInterrupt: + logger.info("Bot stopped by user") + except Exception as e: + logger.error(f"CRITICAL ERROR: {e}") + raise if __name__ == '__main__': - import sys - from dotenv import load_dotenv - - load_dotenv('/home/marc/bot-deploy/.env') - - bot = TradingBotV04() - - if len(sys.argv) > 1 and sys.argv[1] == '--once': - bot.run_cycle() - else: - logger.info("Starting Bot V0.4 cycle loop...") - while True: - try: - bot.run_cycle() - except Exception as e: - logger.error(f"Cycle error: {e}") - - time.sleep(CYCLE_SEC) + bot = TradingBotV03() + bot.run()