Feature: Bot V0.3 - Fresh cache + local min signal + hard TP/SL (2026-07-09 18:40 UTC)
This commit is contained in:
Marc Blatter
parent
138cf018d2
commit
82be6ffe94
|
|
@ -0,0 +1,246 @@
|
|||
#!/usr/bin/env python3
|
||||
"""
|
||||
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.basicConfig(level=logging.INFO, format='%(levelname)s:%(message)s')
|
||||
logger = logging.getLogger()
|
||||
|
||||
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)
|
||||
|
||||
# Constants
|
||||
SYMBOLS = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'XRPUSDT', 'SOLUSDT']
|
||||
MIN_USDT = 5.00
|
||||
MAX_TRADE_USDT = 20.00
|
||||
TAKE_PROFIT_PCT = 0.015 # +1.5%
|
||||
STOP_LOSS_PCT = -0.008 # -0.8%
|
||||
CYCLE_SEC = 60
|
||||
|
||||
|
||||
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 = {} # {symbol: {'entry_price': float, 'qty': float}}
|
||||
logger.info("Bot V0.3 initialized | Fresh Cache + Local Min + Hard TP/SL")
|
||||
|
||||
def get_fresh_balance(self):
|
||||
"""KEY FIX: Always fetch FRESH balance from API (no stale cache!)"""
|
||||
try:
|
||||
account = self.client.get_account()
|
||||
balances = {}
|
||||
for b in account['balances']:
|
||||
balances[b['asset']] = float(b['free'])
|
||||
usdt_available = balances.get('USDT', 0)
|
||||
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
|
||||
|
||||
def get_current_price(self, symbol):
|
||||
"""Get current market price"""
|
||||
try:
|
||||
trades = self.client.get_recent_trades(symbol=symbol, limit=1)
|
||||
if trades:
|
||||
return float(trades[0]['price'])
|
||||
return None
|
||||
except:
|
||||
return None
|
||||
|
||||
def calculate_valid_quantity(self, symbol, usdt_amount):
|
||||
"""Calculate valid order quantity respecting LOT_SIZE"""
|
||||
try:
|
||||
price = self.get_current_price(symbol)
|
||||
if not price:
|
||||
return 0
|
||||
|
||||
info = self.client.get_symbol_info(symbol)
|
||||
if not info:
|
||||
return 0
|
||||
|
||||
step_size = 0.00001 # default
|
||||
for filt in info.get('filters', []):
|
||||
if filt['filterType'] == 'LOT_SIZE':
|
||||
step_size = float(filt['stepSize'])
|
||||
break
|
||||
|
||||
qty = (usdt_amount / price)
|
||||
qty = int(qty / step_size) * step_size # Round to step_size
|
||||
notional = qty * price
|
||||
|
||||
if notional < MIN_USDT:
|
||||
logger.debug(f"Order too small: {symbol} ${notional:.2f}")
|
||||
return 0
|
||||
|
||||
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 (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:
|
||||
logger.info(f"Local min detected: {symbol} @ ${current_price:.2f}")
|
||||
|
||||
return is_min
|
||||
|
||||
def place_buy_order(self, symbol, usdt_amount):
|
||||
"""Place market buy order with entry price tracking"""
|
||||
try:
|
||||
qty = self.calculate_valid_quantity(symbol, usdt_amount)
|
||||
if qty == 0:
|
||||
return None
|
||||
|
||||
entry_price = self.get_current_price(symbol)
|
||||
if not entry_price:
|
||||
return None
|
||||
|
||||
# Place market buy
|
||||
order = self.client.order_market_buy(symbol=symbol, quantity=qty)
|
||||
|
||||
# Track entry
|
||||
self.active_trades[symbol] = {
|
||||
'entry_price': entry_price,
|
||||
'qty': qty,
|
||||
'order_id': order.get('orderId'),
|
||||
'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}%)")
|
||||
|
||||
return order
|
||||
|
||||
except BinanceAPIException as e:
|
||||
logger.error(f"Buy order failed: {e}")
|
||||
return None
|
||||
|
||||
def check_and_close_positions(self):
|
||||
"""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 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 (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}")
|
||||
logger.info("=" * 70)
|
||||
return
|
||||
|
||||
# STEP 2: Check existing positions (TP/SL logic)
|
||||
self.check_and_close_positions()
|
||||
|
||||
# STEP 3: Update price history for all symbols
|
||||
for symbol in SYMBOLS:
|
||||
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)
|
||||
|
||||
# STEP 4: Look for local minimum signal
|
||||
best_signal = None
|
||||
for symbol in SYMBOLS:
|
||||
if symbol not in self.active_trades and self.is_local_minimum(symbol):
|
||||
best_signal = symbol
|
||||
break
|
||||
|
||||
# STEP 5: Place trade if signal exists and we have capital
|
||||
if best_signal and usdt_free >= MIN_USDT:
|
||||
# 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}")
|
||||
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__':
|
||||
bot = TradingBotV03()
|
||||
bot.run()
|
||||
Loading…
Reference in New Issue