BrainDock/src/main_ml_v04.py

246 lines
8.4 KiB
Python

#!/usr/bin/env python3
'''Trading Bot v0.4 - Dynamic Position Sizing'''
import os, json, time, logging
from datetime import datetime
from dotenv import load_dotenv
from binance.client import Client
from binance.exceptions import BinanceAPIException
logging.basicConfig(level=logging.INFO, format='%(asctime)s | %(message)s')
logger = logging.getLogger()
load_dotenv()
API_KEY = os.getenv('BINANCE_API_KEY_LIVE')
API_SECRET = os.getenv('BINANCE_API_SECRET_LIVE')
if not API_KEY or not API_SECRET:
logger.error("Missing API keys")
exit(1)
# CONSTANTS - DYNAMIC SIZING
SYMBOLS = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'XRPUSDT', 'SOLUSDT']
TRACKED_COINS = ['BTC', 'ETH', 'BNB', 'XRP', 'SOL']
MIN_USDT = 5.00
MAX_POSITION_PCT = 0.05
TAKE_PROFIT_PCT = 0.015
STOP_LOSS_PCT = -0.008
CYCLE_SEC = 60
class TradingBotV04:
def __init__(self):
self.client = Client(API_KEY, API_SECRET)
self.price_history = {sym: [] for sym in SYMBOLS}
self.active_trades = {}
self.portfolio_value = 0
self.max_trade_usdt = 0
logger.info("[v0.4 INIT] Bot initialized | Dynamic Position Sizing")
def get_fresh_balance(self):
try:
account = self.client.get_account()
portfolio_value = 0
prices = {'USDT': 1.0}
for symbol in SYMBOLS:
try:
ticker = self.client.get_ticker(symbol=symbol)
coin = symbol.replace('USDT', '')
prices[coin] = float(ticker['lastPrice'])
except:
pass
for balance in account['balances']:
asset = balance['asset']
free = float(balance['free'])
if asset in TRACKED_COINS:
price = prices.get(asset, 0)
portfolio_value += free * price
elif asset == 'USDT':
portfolio_value += free
usdt_available = next(
(float(b['free']) for b in account['balances'] if b['asset'] == 'USDT'),
0
)
self.portfolio_value = portfolio_value
self.max_trade_usdt = max(MIN_USDT, portfolio_value * MAX_POSITION_PCT)
logger.info(f"[v0.4] USDT=${usdt_available:.2f} | Portfolio=${portfolio_value:.2f} | MaxTrade=${self.max_trade_usdt:.2f}")
return usdt_available, portfolio_value
except BinanceAPIException as e:
logger.error(f"Balance fetch failed: {e}")
return 0, 0
def get_current_price(self, symbol):
try:
ticker = self.client.get_ticker(symbol=symbol)
return float(ticker['lastPrice'])
except:
return None
def calculate_valid_quantity(self, symbol, usdt_amount):
try:
price = self.get_current_price(symbol)
if not price or price <= 0:
return 0
info = self.client.get_symbol_info(symbol)
if not info:
return 0
step_size = None
for f in info.get('filters', []):
if f['filterType'] == 'LOT_SIZE':
step_size = float(f['stepSize'])
break
if not step_size or step_size <= 0:
return 0
qty = usdt_amount / price
qty = int(qty / step_size) * step_size
if qty * price < 5.0:
return 0
return qty
except:
return 0
def is_local_minimum(self, symbol):
if len(self.price_history[symbol]) < 5:
return False
recent = self.price_history[symbol][-5:]
current = recent[-1]
is_min = all(current < p for p in recent[:-1])
if is_min:
logger.info(f"[SIGNAL] Local min: {symbol} @ ${current:.2f}")
return is_min
def place_buy_order(self, symbol, usdt_amount):
try:
qty = self.calculate_valid_quantity(symbol, usdt_amount)
if qty <= 0:
return None
price = self.get_current_price(symbol)
if not price:
return None
order = self.client.order_market_buy(symbol=symbol, quantity=qty)
self.active_trades[symbol] = {
'entry_price': price,
'qty': qty,
'order_id': order.get('orderId'),
'entry_time': datetime.now().isoformat()
}
pos_pct = (qty * price / self.portfolio_value * 100) if self.portfolio_value > 0 else 0
logger.info(f"[BUY] {symbol} {qty} @ ${price:.2f} | Position: {pos_pct:.1f}% | [v0.4 DYNAMIC]")
return order
except BinanceAPIException as e:
logger.error(f"Order failed: {e}")
return None
def check_and_close_positions(self):
for symbol, trade in list(self.active_trades.items()):
try:
current = self.get_current_price(symbol)
if not current:
continue
entry = trade['entry_price']
qty = trade['qty']
pnl_pct = ((current - entry) / entry) * 100
if pnl_pct >= TAKE_PROFIT_PCT * 100:
logger.info(f"[SELL-TP] {symbol} @ ${current:.2f} | +{pnl_pct:.2f}%")
try:
self.client.order_market_sell(symbol=symbol, quantity=qty)
del self.active_trades[symbol]
except:
pass
elif pnl_pct <= STOP_LOSS_PCT * 100:
logger.info(f"[SELL-SL] {symbol} @ ${current:.2f} | {pnl_pct:.2f}%")
try:
self.client.order_market_sell(symbol=symbol, quantity=qty)
del self.active_trades[symbol]
except:
pass
except:
pass
def run_cycle(self):
logger.info("=" * 70)
usdt_free, portfolio_val = self.get_fresh_balance()
if usdt_free < MIN_USDT:
logger.warning(f"Insufficient capital: ${usdt_free:.2f} < ${MIN_USDT}")
logger.info("=" * 70)
return
self.check_and_close_positions()
for symbol in SYMBOLS:
price = self.get_current_price(symbol)
if price:
self.price_history[symbol].append(price)
if len(self.price_history[symbol]) > 20:
self.price_history[symbol].pop(0)
best_signal = None
for symbol in SYMBOLS:
if symbol not in self.active_trades and self.is_local_minimum(symbol):
best_signal = symbol
break
if best_signal and usdt_free >= MIN_USDT:
trade_amount = min(self.max_trade_usdt, usdt_free * 0.5)
self.place_buy_order(best_signal, trade_amount)
logger.info(f"[CYCLE-END] Trades: {len(self.active_trades)} | USDT: ${usdt_free:.2f} | Portfolio: ${portfolio_val:.2f} [v0.4]")
try:
temp = '/home/marc/bot-deploy/active_trades.json.tmp'
with open(temp, '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(),
'version': 'v0.4-dynamic'
}, f)
os.replace(temp, '/home/marc/bot-deploy/active_trades.json')
except Exception as e:
logger.warning(f"Save failed: {e}")
logger.info("=" * 70)
if __name__ == '__main__':
import sys
bot = TradingBotV04()
if len(sys.argv) > 1 and sys.argv[1] == '--once':
bot.run_cycle()
else:
logger.info("[v0.4 START] Trading Bot cycle loop running...")
while True:
try:
bot.run_cycle()
except Exception as e:
logger.error(f"Cycle error: {e}")
time.sleep(CYCLE_SEC)