v0.4 LIVE: Dynamic Position Sizing - Portfolio*5% (Auto-scales with growth)
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Marc Blatter
parent
18f8322086
commit
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#!/usr/bin/env python3
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'''Trading Bot v0.4 - Dynamic Position Sizing'''
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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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# CONSTANTS - DYNAMIC SIZING
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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_USDT = 5.00
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MAX_POSITION_PCT = 0.05
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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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logger.info("[v0.4 INIT] Bot initialized | Dynamic Position Sizing")
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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(
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(float(b['free']) for b in account['balances'] if b['asset'] == 'USDT'),
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0
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)
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self.portfolio_value = portfolio_value
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self.max_trade_usdt = max(MIN_USDT, portfolio_value * MAX_POSITION_PCT)
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logger.info(f"[v0.4] USDT=${usdt_available:.2f} | Portfolio=${portfolio_value:.2f} | MaxTrade=${self.max_trade_usdt:.2f}")
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return usdt_available, portfolio_value
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except BinanceAPIException as e:
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logger.error(f"Balance fetch failed: {e}")
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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:.2f}")
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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:.2f} | Position: {pos_pct:.1f}% | [v0.4 DYNAMIC]")
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return order
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except BinanceAPIException as e:
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logger.error(f"Order failed: {e}")
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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:
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continue
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entry = trade['entry_price']
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qty = trade['qty']
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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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logger.info(f"[SELL-TP] {symbol} @ ${current:.2f} | +{pnl_pct:.2f}%")
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try:
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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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except:
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pass
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elif pnl_pct <= STOP_LOSS_PCT * 100:
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logger.info(f"[SELL-SL] {symbol} @ ${current:.2f} | {pnl_pct:.2f}%")
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try:
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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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except:
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pass
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except:
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pass
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def run_cycle(self):
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logger.info("=" * 70)
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usdt_free, portfolio_val = self.get_fresh_balance()
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if usdt_free < MIN_USDT:
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logger.warning(f"Insufficient capital: ${usdt_free:.2f} < ${MIN_USDT}")
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logger.info("=" * 70)
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return
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self.check_and_close_positions()
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for symbol in SYMBOLS:
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price = self.get_current_price(symbol)
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if price:
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self.price_history[symbol].append(price)
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if len(self.price_history[symbol]) > 20:
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self.price_history[symbol].pop(0)
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best_signal = None
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for symbol in SYMBOLS:
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if symbol not in self.active_trades and self.is_local_minimum(symbol):
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best_signal = symbol
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break
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if best_signal and usdt_free >= MIN_USDT:
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trade_amount = min(self.max_trade_usdt, usdt_free * 0.5)
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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} [v0.4]")
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try:
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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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json.dump({
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'active_trades': self.active_trades,
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'count': len(self.active_trades),
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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': 'v0.4-dynamic'
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}, f)
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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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logger.warning(f"Save failed: {e}")
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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 = TradingBotV04()
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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("[v0.4 START] Trading Bot cycle loop running...")
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while True:
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try:
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bot.run_cycle()
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except Exception as e:
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logger.error(f"Cycle error: {e}")
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time.sleep(CYCLE_SEC)
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