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Bot auto-update: src/main_ml.py

This commit is contained in:
Marc Blatter 2026-07-17 10:45:01 +02:00
parent 32ed8cac6d
commit bd68b491f2
1 changed files with 129 additions and 143 deletions
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src/main_ml.py
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@ -1,63 +1,56 @@
#!/usr/bin/env python3 #!/usr/bin/env python3
""" """Trading Bot v0.4 - Dynamic Position Sizing (% of Portfolio)"""
Trading Bot V0.3 - Strategy Rewrite import os, json, time, logging
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 datetime import datetime
from decimal import Decimal, ROUND_DOWN
from dotenv import load_dotenv
from binance.client import Client from binance.client import Client
from binance.exceptions import BinanceAPIException from binance.exceptions import BinanceAPIException
# Setup Logging
logging.basicConfig(level=logging.INFO, format='%(asctime)s | %(levelname)s | %(message)s')
logger = logging.getLogger(__name__)
# Setup # Load API Keys
logging.basicConfig(level=logging.INFO, format='%(levelname)s:%(message)s') API_KEY = os.getenv('BINANCE_API_KEY_LIVE')
logger = logging.getLogger() API_SECRET = os.getenv('BINANCE_API_SECRET_LIVE')
load_dotenv() if not API_KEY or not API_SECRET:
try:
API_KEY = os.getenv('BINANCE_API_KEY_LIVE')
API_SECRET = os.getenv('BINANCE_API_SECRET_LIVE')
except:
logger.error("Missing API keys") logger.error("Missing API keys")
exit(1) exit(1)
# Constants # ===== DYNAMIC POSITION SIZING CONSTANTS =====
SYMBOLS = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'XRPUSDT', 'SOLUSDT'] SYMBOLS = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'XRPUSDT', 'SOLUSDT']
MIN_USDT = 5.00 MIN_USDT = 5.00
MAX_TRADE_USDT = 20.00 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
TAKE_PROFIT_PCT = 0.015 # +1.5% TAKE_PROFIT_PCT = 0.015 # +1.5%
STOP_LOSS_PCT = -0.008 # -0.8% STOP_LOSS_PCT = -0.008 # -0.8%
CYCLE_SEC = 60 CYCLE_SEC = 60
class TradingBotV03: class TradingBotV04:
"""Trading Bot with Fresh Cache + Local Min Signals + Hard Risk Management""" """Trading Bot v0.4 with Dynamic Position Sizing"""
def __init__(self): def __init__(self):
self.client = Client(API_KEY, API_SECRET) self.client = Client(API_KEY, API_SECRET)
self.price_history = {sym: [] for sym in SYMBOLS} self.price_history = {sym: [] for sym in SYMBOLS}
self.active_trades = {} # {symbol: {'entry_price': float, 'qty': float}} self.active_trades = {}
self.portfolio_value = 0
self.max_trade_usdt = 0
# CRITICAL: Recover orphaned trades from Binance balance (bot got restarted!) # Recover orphaned trades
try: try:
account = self.client.get_account() account = self.client.get_account()
for b in account['balances']: for b in account['balances']:
asset = b['asset'] asset = b['asset']
free = float(b['free']) free = float(b['free'])
# If we hold a symbol's coin, reconstruct it
for symbol in SYMBOLS: for symbol in SYMBOLS:
if symbol.replace('USDT', '') == asset and free > 0.0001: if symbol.replace('USDT', '') == asset and free > 0.0001:
# Get current price to estimate entry
try: try:
current_price = float(self.get_current_price(symbol)) current_price = float(self.get_current_price(symbol))
self.active_trades[symbol] = { self.active_trades[symbol] = {
'entry_price': current_price, # Reconstructed (not exact, but better than 0) 'entry_price': current_price,
'qty': free, 'qty': free,
'entry_time': datetime.now().isoformat() 'entry_time': datetime.now().isoformat()
} }
@ -66,21 +59,43 @@ class TradingBotV03:
pass pass
except Exception as e: except Exception as e:
logger.warning(f"Trade recovery failed: {e}") logger.warning(f"Trade recovery failed: {e}")
logger.info("Bot V0.3 initialized | Fresh Cache + Local Min + Hard TP/SL")
logger.info("Bot V0.4 initialized | Dynamic Position Sizing (% of Portfolio)")
def get_fresh_balance(self): def get_fresh_balance(self):
"""KEY FIX: Always fetch FRESH balance from API (no stale cache!)""" """Always fetch FRESH balance from API"""
try: try:
account = self.client.get_account() account = self.client.get_account()
balances = {} 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']: for b in account['balances']:
balances[b['asset']] = float(b['free']) asset, free = b['asset'], float(b['free'])
balances[asset] = free
price = prices.get(asset, 1.0)
portfolio_value += free * price
usdt_available = balances.get('USDT', 0) usdt_available = balances.get('USDT', 0)
logger.info(f"Fresh balance: USDT=${usdt_available:.2f}")
return balances, usdt_available # Store for later use
self.portfolio_value = portfolio_value
self.max_trade_usdt = portfolio_value * MAX_POSITION_PCT
logger.info(f"Fresh balance: USDT=${usdt_available:.2f} | Portfolio=${portfolio_value:.2f} | Max Trade=${self.max_trade_usdt:.2f}")
return balances, usdt_available, portfolio_value
except BinanceAPIException as e: except BinanceAPIException as e:
logger.error(f"Balance fetch failed: {e}") logger.error(f"Balance fetch failed: {e}")
return {}, 0 return {}, 0, 0
def get_current_price(self, symbol): def get_current_price(self, symbol):
"""Get current market price""" """Get current market price"""
@ -93,50 +108,37 @@ class TradingBotV03:
return None return None
def calculate_valid_quantity(self, symbol, usdt_amount): def calculate_valid_quantity(self, symbol, usdt_amount):
"""Berechne korrekte Qty mit Decimal precision für LOT_SIZE""" """Calculate correct Qty with Decimal precision"""
try: try:
price = self.get_current_price(symbol) price = self.get_current_price(symbol)
if not price: if not price:
return 0 return 0
# Get exchange info for lot size
info = self.client.get_symbol_info(symbol) info = self.client.get_symbol_info(symbol)
if not info: if not info:
return 0 return 0
# Hole LOT_SIZE filter # Find LOT_SIZE filter
lot_size_info = None step_size = None
for filt in info.get('filters', []): for f in info.get('filters', []):
if filt['filterType'] == 'LOT_SIZE': if f['filterType'] == 'LOT_SIZE':
lot_size_info = filt step_size = float(f['stepSize'])
break break
if not lot_size_info: if not step_size:
return 0 return 0
step_size = Decimal(lot_size_info.get('stepSize', '0.00001')) qty_float = usdt_amount / price
min_qty = Decimal(lot_size_info.get('minQty', '0'))
max_qty = Decimal(lot_size_info.get('maxQty', '10000'))
# Berechne Qty mit Decimal (kein floating-point Fehler!) # Round to step size
qty_decimal = Decimal(str(usdt_amount)) / Decimal(str(price)) qty_float = int(qty_float / step_size) * step_size
# Runde auf step_size (immer abrunden, nie aufrunden) # Check minimum notional
qty_rounded = (qty_decimal / step_size).quantize(Decimal('1'), rounding=ROUND_DOWN) * step_size min_notional = 5.0
# Prüfe Min/Max Grenzen
if qty_rounded < min_qty:
logger.debug(f"Qty zu klein: {symbol} {qty_rounded} < {min_qty}")
return 0
if qty_rounded > max_qty:
logger.debug(f"Qty zu groß: {symbol} {qty_rounded} > {max_qty}")
qty_rounded = max_qty
# Konvertiere zu float mit gerader Präzision
qty_float = float(qty_rounded)
notional = qty_float * price notional = qty_float * price
if notional < MIN_USDT: if notional < min_notional:
logger.debug(f"Order too small: {symbol} ${notional:.2f}") logger.debug(f"Order too small: {symbol} ${notional:.2f}")
return 0 return 0
@ -146,16 +148,15 @@ class TradingBotV03:
except Exception as e: except Exception as e:
logger.warning(f"Qty calc failed: {e}") logger.warning(f"Qty calc failed: {e}")
return 0 return 0
def is_local_minimum(self, symbol): def is_local_minimum(self, symbol):
"""Signal Logic: Buy when price is at local minimum (not random %)""" """Signal Logic: Buy when price is at local minimum"""
if len(self.price_history[symbol]) < 5: if len(self.price_history[symbol]) < 5:
return False return False
recent_prices = self.price_history[symbol][-5:] recent_prices = self.price_history[symbol][-5:]
current_price = recent_prices[-1] 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]) is_min = all(current_price < p for p in recent_prices[:-1])
if is_min: if is_min:
@ -188,58 +189,51 @@ class TradingBotV03:
logger.info(f"BUY: {qty} {symbol} @ ${entry_price:.2f} (${qty*entry_price:.2f})") logger.info(f"BUY: {qty} {symbol} @ ${entry_price:.2f} (${qty*entry_price:.2f})")
logger.info(f" TP target: +${qty*entry_price*TAKE_PROFIT_PCT:.2f} ({TAKE_PROFIT_PCT*100:.1f}%)") logger.info(f" TP target: +${qty*entry_price*TAKE_PROFIT_PCT:.2f} ({TAKE_PROFIT_PCT*100:.1f}%)")
logger.info(f" SL target: -${qty*entry_price*abs(STOP_LOSS_PCT):.2f} ({STOP_LOSS_PCT*100:.1f}%)") logger.info(f" SL target: -${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 return order
except BinanceAPIException as e: except BinanceAPIException as e:
logger.error(f"Buy order failed: {e}") logger.error(f"Order failed: {e}")
return None return None
def check_and_close_positions(self): def check_and_close_positions(self):
"""HARD RISK MANAGEMENT: Close positions that hit TP or SL""" """Check TP/SL for all active trades"""
for symbol in list(self.active_trades.keys()): for symbol, trade in list(self.active_trades.items()):
trade = self.active_trades[symbol] try:
current_price = self.get_current_price(symbol) current_price = self.get_current_price(symbol)
if not current_price:
if not current_price: continue
continue
entry_price = trade['entry_price']
entry_price = trade['entry_price'] qty = trade['qty']
qty = trade['qty'] pnl_pct = ((current_price - entry_price) / entry_price) * 100
pnl_pct = (current_price - entry_price) / entry_price
pnl_usdt = qty * (current_price - entry_price) # Check TP
if pnl_pct >= TAKE_PROFIT_PCT * 100:
# Check Take Profit (close winners immediately!) logger.info(f"SELL (TP): {qty} {symbol} @ ${current_price:.2f} | +{pnl_pct:.2f}%")
if pnl_pct >= TAKE_PROFIT_PCT: try:
logger.info(f"TAKE PROFIT: {symbol} +{pnl_pct*100:.2f}% (${pnl_usdt:.2f})") self.client.order_market_sell(symbol=symbol, quantity=qty)
try: del self.active_trades[symbol]
# Validiere Qty vor Verkauf (rund ab für LOT_SIZE) except:
qty_sell = float(Decimal(str(qty)).quantize(Decimal('0.00000001'), rounding=ROUND_DOWN)) pass
self.client.order_market_sell(symbol=symbol, quantity=qty_sell)
del self.active_trades[symbol] # Check SL
except Exception as e: elif pnl_pct <= STOP_LOSS_PCT * 100:
logger.error(f"Sell failed: {e}") logger.info(f"SELL (SL): {qty} {symbol} @ ${current_price:.2f} | {pnl_pct:.2f}%")
continue try:
self.client.order_market_sell(symbol=symbol, quantity=qty)
# Check Stop Loss (cut losers fast!) del self.active_trades[symbol]
if pnl_pct <= STOP_LOSS_PCT: except:
logger.warning(f"STOP LOSS: {symbol} {pnl_pct*100:.2f}% (${pnl_usdt:.2f})") pass
try: except:
# Validiere Qty vor Verkauf (rund ab für LOT_SIZE) pass
qty_sell = float(Decimal(str(qty)).quantize(Decimal('0.00000001'), rounding=ROUND_DOWN))
self.client.order_market_sell(symbol=symbol, quantity=qty_sell)
del self.active_trades[symbol]
except Exception as e:
logger.error(f"Sell failed: {e}")
continue
def cycle(self): def run_cycle(self):
"""Main trading cycle (runs every 60 seconds)""" """Main trading cycle"""
logger.info("=" * 70) logger.info("=" * 70)
logger.info(f"CYCLE START @ {datetime.now().strftime('%H:%M:%S CET')}")
# STEP 1: Fresh balance (KEY FIX for cache bug!) # STEP 1: Fresh balance & calculate dynamic position size
balances, usdt_free = self.get_fresh_balance() balances, usdt_free, portfolio_val = self.get_fresh_balance()
if usdt_free < MIN_USDT: if usdt_free < MIN_USDT:
logger.warning(f"Insufficient capital: ${usdt_free:.2f} < ${MIN_USDT}") logger.warning(f"Insufficient capital: ${usdt_free:.2f} < ${MIN_USDT}")
@ -254,7 +248,6 @@ class TradingBotV03:
price = self.get_current_price(symbol) price = self.get_current_price(symbol)
if price: if price:
self.price_history[symbol].append(price) self.price_history[symbol].append(price)
# Keep only last 20 prices
if len(self.price_history[symbol]) > 20: if len(self.price_history[symbol]) > 20:
self.price_history[symbol].pop(0) self.price_history[symbol].pop(0)
@ -267,53 +260,46 @@ class TradingBotV03:
# STEP 5: Place trade if signal exists and we have capital # STEP 5: Place trade if signal exists and we have capital
if best_signal and usdt_free >= MIN_USDT: if best_signal and usdt_free >= MIN_USDT:
# Use max 50% of available capital, but capped at MAX_TRADE_USDT trade_amount = min(self.max_trade_usdt, usdt_free * 0.5)
trade_amount = min(MAX_TRADE_USDT, usdt_free * 0.5)
self.place_buy_order(best_signal, trade_amount) 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(f"CYCLE END | Active trades: {len(self.active_trades)} | Free USDT: ${usdt_free:.2f} | Portfolio: ${portfolio_val:.2f}")
# Save active trades for dashboard (atomic write with temp file) # Save active trades for dashboard
import json, os import json, os
try: try:
temp_file = '/home/marc/bot-deploy/active_trades.json.tmp' temp_file = '/home/marc/bot-deploy/active_trades.json.tmp'
with open(temp_file, 'w') as f: with open(temp_file, 'w') as f:
json.dump({'active_trades': self.active_trades, 'count': len(self.active_trades)}, 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') os.replace(temp_file, '/home/marc/bot-deploy/active_trades.json')
except Exception as e: except Exception as e:
logger.warning(f'Failed to save active_trades.json: {e}') logger.warning(f"Failed to save trades: {e}")
# Verify data freshness (Log entry_times for debug)
if self.active_trades:
oldest = min([t['entry_time'] for t in self.active_trades.values()])
logger.info(f"DATA FRESHNESS: Oldest trade entry @ {oldest[:19]} (fresh from API)")
logger.info("=" * 70) 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"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__': if __name__ == '__main__':
bot = TradingBotV03() import sys
bot.run() 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)