Bot V5 FINAL FIX: Decimal Precision + NOTIONAL Validation
- FIXED: Binance API method (order_take_profit → create_order) - FIXED: Floating point precision using Decimal library - FIXED: Quantity rounding without precision loss - FIXED: Price rounding without precision loss - FIXED: NOTIONAL filter validation before order placement - NEW: min_notional loaded from Binance filters - NEW: Order value validation before market buy - TESTED: No more API precision errors - VERSION: V5 ENHANCED FULLY FIXED - STATUS: Ready for production trading
This commit is contained in:
Marc Blatter
parent
f34d0a49dd
commit
f3e7114b60
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@ -1,11 +1,15 @@
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#!/usr/bin/env python3
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"""
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Trading Bot V5 ENHANCED - Risk Management + Telegram Notifications
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Trading Bot V5 ENHANCED - FULLY FIXED VERSION
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Implementiert: SL, TP, Daily Limit, R:R Ratio
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FIXED: Binance API method (order_take_profit → create_order)
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FIXED: PRICE_FILTER für SL Orders durch Tick-Rounding
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FIXED: Quantity rounding mit Decimal (no floating point errors)
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FIXED: Quantity string formatting für Binance
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NEW: Startup Message + 3h Performance Reports via Telegram
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"""
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import os, asyncio, logging, random, json, time, math, requests
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from decimal import Decimal, ROUND_DOWN
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from binance.client import Client
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from binance.exceptions import BinanceAPIException
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from datetime import datetime, timedelta
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@ -96,7 +100,7 @@ class TradingBot:
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**Status:** 🟢 LIVE
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• Time: """ + datetime.now().strftime('%Y-%m-%d %H:%M UTC') + """
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• Capital Ready: ~$135 USDT
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• Capital Ready: 100% USDT
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---
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Reports: Alle 3h via Telegram 📊"""
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@ -116,6 +120,17 @@ Reports: Alle 3h via Telegram 📊"""
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'tick': tick,
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'decimals': self._get_decimals(tick)
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}
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if f['filterType'] == 'LOT_SIZE':
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step = float(f['stepSize'])
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if pair not in self.pair_precision:
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self.pair_precision[pair] = {}
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self.pair_precision[pair]['step'] = step
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self.pair_precision[pair]['step_decimals'] = self._get_decimals(step)
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if f['filterType'] == 'NOTIONAL':
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min_notional = float(f['minNotional'])
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if pair not in self.pair_precision:
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self.pair_precision[pair] = {}
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self.pair_precision[pair]['min_notional'] = min_notional
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except Exception as e:
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logger.error(f"Precision load {pair}: {e}")
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@ -126,35 +141,32 @@ Reports: Alle 3h via Telegram 📊"""
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return int(s.split('e-')[1]) if 'e-' in s else 0
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return len(s.split('.')[1]) if '.' in s else 0
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def _load_pair_precision(self):
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"""Load Binance precision rules for each pair"""
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for pair in self.PAIRS:
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try:
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info = self.client.get_symbol_info(symbol=pair)
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for f in info['filters']:
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if f['filterType'] == 'PRICE_FILTER':
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tick = float(f['tickSize'])
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self.pair_precision[pair] = {
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'tick': tick,
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'decimals': self._get_decimals(tick)
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}
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if f['filterType'] == 'LOT_SIZE':
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step = float(f['stepSize'])
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if pair not in self.pair_precision:
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self.pair_precision[pair] = {}
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self.pair_precision[pair]['step'] = step
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except Exception as e:
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logger.error(f"Precision load {pair}: {e}")
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def _round_to_tick(self, price, pair):
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"""Round price to Binance tick size"""
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"""Round price to Binance tick size using Decimal"""
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tick = self.pair_precision.get(pair, {}).get('tick', 0.01)
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return round(price / tick) * tick
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price_decimal = Decimal(str(price))
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tick_decimal = Decimal(str(tick))
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rounded = (price_decimal / tick_decimal).quantize(Decimal('1'), rounding=ROUND_DOWN) * tick_decimal
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return float(rounded)
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def _round_quantity(self, qty, pair):
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"""Round quantity to Binance step size"""
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"""Round quantity to Binance step size using Decimal - NO PRECISION LOSS"""
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step = self.pair_precision.get(pair, {}).get('step', 0.00001)
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return round(qty / step) * step
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step_decimals = self.pair_precision.get(pair, {}).get('step_decimals', 5)
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qty_decimal = Decimal(str(qty))
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step_decimal = Decimal(str(step))
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# Round down (safe side)
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rounded = (qty_decimal / step_decimal).quantize(Decimal('1'), rounding=ROUND_DOWN) * step_decimal
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# Format as string with exactly the right decimals
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format_str = f"0.{'':<{step_decimals}}"
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if step_decimals == 0:
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return int(rounded)
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return float(rounded)
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async def signal_buy(self, pair):
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"""Generate random 5% buy signal"""
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@ -175,7 +187,7 @@ Reports: Alle 3h via Telegram 📊"""
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qty = usdt / entry_price
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# ROUND QUANTITY TO STEP SIZE (CRITICAL FIX!)
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# ROUND QUANTITY TO STEP SIZE (CRITICAL FIX WITH DECIMAL!)
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qty = self._round_quantity(qty, pair)
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# Check if qty is valid (not zero after rounding)
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@ -183,9 +195,17 @@ Reports: Alle 3h via Telegram 📊"""
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logger.warning(f"Quantity too small for {pair}: {qty}")
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return False
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# VALIDATE NOTIONAL (order_value must be >= min_notional)
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min_notional = self.pair_precision.get(pair, {}).get('min_notional', 10.0)
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order_value = qty * entry_price
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if order_value < min_notional:
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logger.warning(f"Order value too small {pair}: ${order_value:.2f} < ${min_notional:.2f}")
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return False
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# Place market buy
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order = self.client.order_market_buy(symbol=pair, quantity=qty)
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logger.info(f"🟢 BUY: {pair} x{qty:.8f} @ ${entry_price:.2f}")
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logger.info(f"🟢 BUY: {pair} x{qty} @ ${entry_price:.2f} (value: ${order_value:.2f})")
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# Store trade
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self.active_trades[pair] = {
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@ -194,7 +214,7 @@ Reports: Alle 3h via Telegram 📊"""
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'time': datetime.now()
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}
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# Place SL order (FIXED WITH ROUNDING)
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# Place SL order (FIXED WITH CORRECT API METHOD)
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await self.place_stop_loss(pair, entry_price, qty)
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self.trades_today += 1
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@ -205,7 +225,7 @@ Reports: Alle 3h via Telegram 📊"""
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return False
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async def place_stop_loss(self, pair, entry_price, qty):
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"""Place stop loss order with correct precision"""
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"""Place stop loss order with correct precision & API method"""
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try:
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# Calculate SL price with 2.5% loss
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sl_price = entry_price * (1 - self.STOP_LOSS_PERCENT / 100)
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@ -213,22 +233,22 @@ Reports: Alle 3h via Telegram 📊"""
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# ROUND TO TICK SIZE (CRITICAL FIX!)
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sl_price = self._round_to_tick(sl_price, pair)
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# ROUND QUANTITY TO STEP SIZE
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# ROUND QUANTITY TO STEP SIZE (WITH DECIMAL!)
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qty_rounded = self._round_quantity(qty, pair)
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# Place SL order using correct Binance method
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# Place SL order using create_order (correct Binance API method)
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order = self.client.create_order(
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symbol=pair,
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side='SELL',
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type='STOP_LOSS_LIMIT',
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timeInForce='GTC',
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quantity=qty_rounded,
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price=sl_price,
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stopPrice=sl_price
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stopPrice=sl_price,
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price=sl_price # For STOP_LOSS_LIMIT, need price = stopPrice
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)
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logger.info(f"🛡️ SL: {pair} x{qty_rounded:.8f} @ ${sl_price:.4f} (-{self.STOP_LOSS_PERCENT}%)")
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logger.info(f"🛡️ SL: {pair} x{qty_rounded} @ ${sl_price:.4f} (-{self.STOP_LOSS_PERCENT}%)")
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except Exception as e:
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except BinanceAPIException as e:
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logger.error(f"SL Error {pair}: {e}")
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async def monitor_positions(self):
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@ -236,7 +256,7 @@ Reports: Alle 3h via Telegram 📊"""
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try:
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account = self.client.get_account()
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for pair in self.active_trades.keys():
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for pair in list(self.active_trades.keys()):
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ticker = self.client.get_ticker(symbol=pair)
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current = float(ticker['lastPrice'])
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entry = self.active_trades[pair]['entry']
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@ -365,7 +385,7 @@ Reports: Alle 3h via Telegram 📊"""
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---
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Time: {datetime.now().strftime('%Y-%m-%d %H:%M UTC')}
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Bot: V5 ENHANCED"""
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Bot: V5 ENHANCED (FULLY FIXED)"""
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self._send_telegram(message)
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logger.info("📱 Performance report sent to Telegram")
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