From 3a83ae0d3cb15adb393fd8f040dc35870f75b85a Mon Sep 17 00:00:00 2001 From: Marc Blatter Date: Fri, 17 Jul 2026 10:50:01 +0200 Subject: [PATCH] Bot auto-update: src/__pycache__/main_ml.cpython-310.pyc,src/main_ml.py --- src/__pycache__/main_ml.cpython-310.pyc | Bin 8858 -> 7250 bytes src/main_ml.py | 271 +++++++++--------------- 2 files changed, 106 insertions(+), 165 deletions(-) diff --git a/src/__pycache__/main_ml.cpython-310.pyc b/src/__pycache__/main_ml.cpython-310.pyc index 4cdc593e646a09656b6245c7c314e741ad885e5e..59411f91629a14d8cecbf7cb5a0de03c269ef2f6 100644 GIT binary patch delta 3392 zcmb7GU2Ggz6`nhPJNv(DuO0tqY@9Spf|KSC;v^1p@6C@RiYu%x)KjXeLz&8iWhj`g*OTk5+fmsid0oRARa&^4~28?I&l(3 zLhNeJoO|xMckVssJ3sGC{_bn3axxi{;P>(0ZY>vw-%9n7&)?dAtU)A7sOCmi4a*R` z?nYN*R*XotvK)seK_k@ou8iYma!ayOw!SG5sg|%wGfksg#L5UR23+=r(wZJq3-8Eco_wcKrY<|M0!X02Y@X7$l_tN#^= z=4i(o67ATOtpR&C?Oc&r%^uj4EYmidgS?Bp%ReH&J&@Nd<=p(ZrA*FW0B-u6rQEzW zYbkRxmzUo80sh`QvxIk-q#XaL{LeH2PJw3}9{-TUf36H?gGke$3LcnBb5dTN=6~+( z;h(78y>ZaW%b`4S$Wr|3D#NiLk7E2~t&<$!7qsI%t&b^Drt(?+!WrEyFD=h-yadHxflPkW?{9A4xf8GVf`thVAyc2FpmO67Gg2(?AGTns`5WUK>bStk+= zNT}J2m04bAyKq%xdj;#pIkI4-)_n^5+$}n8aly4iVn2WKEPe=%z{KG8=kbr)sxEH9*Tqpu$M+mNvbx%$!t@+yIoQ zQV^|{iL?=gfJnoNScAsu(Ff8)xutqbqVbLBYf)U%;_i`qQa({TJYIB5>uxcy&AUa{ zp=Oy;o0)6tMK5rIstLxe*rmYnmdwjD^M$!7Yf{*8=^uAK`OeQi|La&7S#;dMX1*0` zG4s`mZ5jNJiFQ7l+%?#XCdpoftxE7Ea}m60(@}FeA7^`D3cS!vb~O5tMOTE11E4Xk zOidRMUIH?qM(u_5r7${qzhqYer|gB1dqw8Kq4KdE&xP?8U{(=#Y#4V$tXWY%uqy@M zso9o_M+}vX{AD~L0WUvSG{;=(Ef^XmHQBHy3AruP8m zYioQnJDZ`}57oM~3`ja91x7Q8M0fhQA zyR8=wAdNoJO+2q#*R~OvtiB0|)CD4qW{S4e^=AMnZ|MB{ZCA(;|5IDnL>Py_V%1h? zv9G|zEJI+i;7}{pnhTs&yQZDHerwcxL`-%ZZ!hqrnEQqwkvt!1pE;doBPefy3%AL% zwplH*6-XBg>s2PuCc|8)c;$O6hx)DD#DCeIzlzC;4FJhUcF@HRpcK!=P6Dwsu`7b- z8SKC?Ojq1u$;K}ggwkDpA~!&EelvG=FbWFjI*~5E1>OlHa0+S4TaW-Iq;LL+{~~vZ ztZ=>KrA7+fwQSTOG0-ShKGdv}(-8Vzj|h1O3=Gw>mI}0H3?klm#=!9n<2A$6Al~7P z@xB(R>p^^lu=hbf0glI{l7z$riHGXoZb&}jZ9I%@5jb7#e;?t;|L+mjA~X(lEyd4w zjvhf%3ZvGN^JgzjnzPqt&QHycnl;(n&&F_4_*dNn4rZruJj#FFIoLP_Y(5#PuHy&7 zf1$c!SN)dP&!XN=tr0aT`wR%647v=`TJBpJ}&S^y|o?G}* zr4(2Oa+q>n2!d`t(ABNK4U7FT{+nIBdogdMNFOo2E&oTB4P`Hpq0BxllmD%L##3F# z(-ByOj{wO5^1)n}Niu=dB$Qw@(g@fu$#3<%-`TQ`dCDA~{!G9aYuu;2xA*w%eC{b5 zAlTX0frJJaY!L&A4Weux61+Nl1xXtc5jr9P>BUOL_9*)*h(o1PuC!w11kd(&-<|;B z;|LKoJ1X)owg{qR(?7IZ1)=CJI7K*JDEmD{uq7TtZ)sky}2)p`6`S1IW z@!^4&$shQu16Lb?20)DkI*sQf;1b(e2`!Qo`RR#mYVjz9Ni(tqtsiEs0NOz!t&Ksr z#H+8iT0&vTG|HhYW<~W(RF?tAAgM)RHc2xW8m;2_xstg5bhT_^aRS#%`I?TMeYWYoo%1Ek6{z^5}LO?fcLT zqCKtT{I#>=mnJ6)<1IOIC+k49iOC8J>wE!YWs)B|A*aOkbFqC{9dYnhJhG zKFTfP%L+pN*t+s~@UHl`j0ROn_?>{CtCQe8X{6np^M$KYM_m(I#3xi55GI5dPqjo} zr1F5!k~|Hx*nqG~TCyiY+o4v>k9Fcyq3W9GOR%qbU#8lU%;uZBptsOT_^~wt{S{yF zWiQ!DtqGm_J^2ifuC>F#}933+yw^3zS=Hl+i{wq$^+FvcP^8R_pdxTnb+iC1~p%^?X_maKA zMfqSm)aFZesaCe!FjjJ1%M0ZNW?7+pVRm9J6c!&jG5m+$9vpnOAcaY*=CMYx&MIXq zl$O0ln22h;O4Vu(&P<+|zBoBEIbk@gex+2isNt~^wGJD1iP20LWv5bejbp~hU1{{u zg=XIzHg*}zDm&LK)-V=I72BeRjo@qYQK^e5!7t=f!B3TZTV=5G60Dh9w7g<@g)vw* z+6EKhbwjDC>T$=rIQH1+ z#NMN`~<*1+$+U(w|NeFxqJ_k>JJtX zrwSq)g+~~(E7gj}&}G9Icbch!#Bi4;p9T&d&yo9x%l8b;d}BD=RMs2r-2oecwhKX3 zo9M;^!1XvFd<&Lo{xJAJd%B&%*v0s#F^KPneWev6LX9kM_hatZB>>D>!IJ?6qzDBd z*46bgz~h<-Wo^Bjph;eid$Jevp=FhDO+sx*XeIoFuMPn!crr~vn@ZEKifv!b3$3J| z^tB~{UGp@68{H>>5*a@UGV5y)_3KE1n}MEj0HCk(p1IHT?DFFqJ^gqq=_ULmY%b-e zd*nL~ewwy>0EpxWRQS8%271@0O~D5G5O!$)9TofdsY?JY08XjK zM*vPbfKvu0Ow$2hzXzPemVQ&m`6$;Ao(h92hrs^FEjY<5HOp9XATpQ6Jj*!mH4Hd= zV;$j*I`pWx5PrtO`|mO1%=BDw_Ov<4ePb&4UHsv)IyO26p97{+t<+$6NX9@d-2l~$ z9l)lL9C(|U8iR1fKxyi@NOQ$lvaL$(u)zjkD^1BbVyx((tv4<*=lwSi8&H4L2r`NO zHhO9^iLKX4b_LL;sTzA+&#FIjmlT>gY$%uP@+KG+bnbDH+h!1dB5Z)L2e5e*W@8eF zP;xyMYRfC7npbIBOvVNbzA#3u`IW^eB(<~c(^EwRR)%=N_JAm4wtPNJMj=>5NMeX4 zJa)~r?ZCP)FJIM^7b>=A#&OrY)>Oe}#bvOR3Kru^5=uoH!_Mi6#5KvECn?PxhZJ!Yxc4oQ6akc&Y|QN$X<+S00}&%kksEMY(Hob(r{3XA6c|&){Qzl`eyKM z>V-XcW`$TN*;bA1z(G>Uwzr_IAg^06IFcUP$>HK8PRQrVR@|cPz>yZgMwRMH^_#(s z^o+6{;ld4mnLd|C_CRB|WytQDPawO;JBeUSFPwlUBzDP{^MaSm0|U4vQwTY#gPs9B zdk2^T;r(fDy}eh>>ht@S9BU4(_3t zB-t($51}wnM42JbvxW1R8rWkX3hI_GvSV0_8{u0rV|+LFb(9Rx&c*qaMv-^=PVklN zc9ICbn;qYY0KLiD-Td8 zpqiwKS2-xdxYX6OPkfCgk;URXK6wWC7H3y_;|7=+STL}w7!b4+N6#&Gm2Smv#(`b& zC&JgV>MLG$iLjqT{~Xno2qS}1Zs`Bs%Fq7Stt>MGGt(ze&jDhI#$I+74~BbyylcY+nu!QR5l7i!>~JRduxn= zM)YF_TVy<@P;}f-c3^lY)0JwSJ&1E-REG*sq!r68q@!@gn}QkV3L?8_*h|}Ruvv6mM z;#HCR$sh?{=sQ4u9K6vhym2ZDGw%QJw+03r z;w-c!8ZSVIK}|Cbtw~51K+&TJdl~w)$W6jIuHNi9U0c9Qp2bhJQqvX<+W`|_3|{V^ z?cqQ?1@F*QcNzPQ*)u>ScLh5Jt_-I>bFlotIMi~Kyb^qWVE>^_=mh8F_n!OVp2Sva zBj}fS+zCLqEEx&<221S&P>!5~I|5Jqc;F1rHgc0IsMSz#RseejZ7Edj$U7Ird*Bk`PHVpl<$DqgjLj`NGSsjgGbD1%_$ zFcs=}R_z*#VL_j-)bPKC(Xw5^z)-NVYopTIxTL#G4aSEapqxM}K)P{)A?VA7QDC+S zW$Ol9F1cNKaFnoR%fdDm@eP>+!j#|-ko#LA_+-c+* 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()