Auto strategy close fix

README-EN.md

@@ -27,6 +27,8 @@ services:
       DEMOTRADING: "False"
       LOOPSLEEPTIME: "1"
       SHOWEXTRADEBUGLOGS: "False"
+    volumes:
+      - ./data:/app/data
     restart: unless-stopped
 ```
 ### After the basic pre-setup:

README.md

@@ -27,6 +27,8 @@ services:
       DEMOTRADING: "False"
       LOOPSLEEPTIME: "1"
       SHOWEXTRADEBUGLOGS: "False"
+    volumes:
+      - ./data:/app/data
     restart: unless-stopped
 ```
 ### После базовой развёртки выполните следующие шаги:

compose.yml

@@ -12,4 +12,6 @@ services:
       DEMOTRADING: "False"
       LOOPSLEEPTIME: "1"
       SHOWEXTRADEBUGLOGS: "False"
+    volumes:
+      - ./data:/app/data
     restart: unless-stopped

src/arbus.py

@@ -11,7 +11,7 @@ def setStartTime():
     startTime = time.time()
 
 def getPnL(pair):
-    with open("tradingLog.log", "r") as f:
+    with open("./data/tradingLog.log", "r") as f:
         lines = f.readlines()
 
     logEntries = []
@@ -25,7 +25,7 @@ def getPnL(pair):
 
     strategyStartTime = None
     for timestamp, message in logEntries:
-        if message == f"Starting strategy with {pair}":
+        if message == (f"Starting strategy with {pair}"):
             strategyStartTime = timestamp
 
     if not strategyStartTime:

src/bybit.py

@@ -12,6 +12,7 @@ import arbus
 
 from logger import generalLogger
 from logger import tradingLogger
+from logger import debugLogger
 
 
 def getPrice(client, pair):
@@ -59,7 +60,8 @@ class tradingData:
         self.orderSize = orderSize
         self.priceDecimals, self.qtyDecimals, self.minimumQty = self.getFilters(pair)
         self.previousPrice = -1
-        self.counter = 0
+        self.orderCounter = 0
+        self.closed = 0
 
 
     def getBalance(self, pair):
@@ -84,13 +86,18 @@ class tradingData:
         return priceDecimals, qtyDecimals, minimumQty
 
     def close(self):
-        jsonProcessing.deletePair(self.pair)
+        self.closed = 1
+        t = jsonProcessing.deletePair(self.pair)
         generalLogger.info(f"Closing strategy on {self.pair}")
 
     def checkCloseConditions(self, markPrice):
         # If the price is outside of the (lowBreak; highBreak) interval then stop strategy
-        if not (self.lowBreak < markPrice < self.highBreak):
+        if self.closed == 0:
-            self.close()
+            if not (self.lowBreak < markPrice < self.highBreak):
+                self.close()
+        elif self.closed == 1:
+            generalLogger.error(f"Called checkCloseConditions with selfClose = 1 on {self.pair}")
+            self.closed = 2
 
 
     def checkOrderConditions(self, markPrice):
@@ -147,6 +154,7 @@ class tradingData:
                 stopLoss = str(sl),
                 tpslMode = "Full"
             )
+            self.orderCounter += 1
             orderID = response.get('result').get('orderId')
 
             generalLogger.info(f"Placed oder on {self.pair} with TP {tp}; SL {sl}")
@@ -172,7 +180,9 @@ class tradingData:
 
     def handlePositionInfo(self, message):
         data = message.get('data')
-        
+
+        debugLogger.debug(data)
+
         # Usually the 3-order response means SL + market + TP orders were placed.
         if len(data) == 3:
             orderType = []
@@ -209,10 +219,14 @@ class tradingData:
                             j['long'] = False
                             j['longIDs'] = ['-1', '-1', '-1']
                             generalLogger.info(f"Long order on {self.pair} level {j['price']} triggered TP/SL")
+                            tradingLogger.info(f"Long order on {self.pair} level {j['price']} triggered TP/SL")
+                            self.orderCounter -= 1
                         if orderID in shortIDs:
                             j['short'] = False
                             j['shortIDs'] = ['-1', '-1', '-1']
                             generalLogger.info(f"Short order on {self.pair} level {j['price']} triggered TP/SL")
+                            tradingLogger.info(f"Short order on {self.pair} level {j['price']} triggered TP/SL")
+                            self.orderCounter -= 1
                 if orderStatus == 'Filled':
                     for j in self.levels:
                         longIDs = j['longIDs']
@@ -221,6 +235,7 @@ class tradingData:
                             generalLogger.info(f"Long order on {self.pair} level {j['price']} filled with P&L {i['closedPnl']} and qty {i['qty']}")
                             tradingLogger.info(f"Long order on {self.pair} level {j['price']} filled with P&L {i['closedPnl']} and qty {i['qty']}")
                         if orderID in shortIDs:
+                            generalLogger.info(f"Short order on {self.pair} level {j['price']} filled with P&L {i['closedPnl']} and qty {i['qty']}")
                             tradingLogger.info(f"Short order on {self.pair} level {j['price']} filled with P&L {i['closedPnl']} and qty {i['qty']}")
 
 
@@ -244,8 +259,9 @@ async def getClient(apiKey, apiSecret, testnet, demoTrading):
 
 async def strategy(pair: str, params):
     generalLogger.info('Starting strategy with ' + pair)
+    tradingLogger.info('Starting strategy with ' + pair)
 
-    paramsDict = await jsonProcessing.parseParams(params)
+    paramsDict = jsonProcessing.parseParams(params)
     
     client = HTTP(testnet=True)
 
@@ -302,9 +318,9 @@ async def strategy(pair: str, params):
     )
 
     i = 0
-    t = await jsonProcessing.checkPair(pair)
+    t = jsonProcessing.checkPair(pair)
     while t:
-        t = await jsonProcessing.checkPair(pair)
+        t = jsonProcessing.checkPair(pair)
         if t != 1:
             generalLogger.info(f"Closing websockets for {pair}")
             ws.exit()

src/jsonProcessing.py

@@ -16,10 +16,12 @@ def startUp():
 
     if not(os.path.exists('data')):
         os.mkdir('data')
+    if not(os.path.exists('data/backup')):
+        os.mkdir('data/backup')
 
     if os.path.exists(filePath):
         timestamp = datetime.now().strftime('%Y-%m-%d_%H-%M-%S')
-        backupPath = (f'data/data_backup_{timestamp}.json')
+        backupPath = (f'data/backup/data_backup_{timestamp}.json')
         shutil.copy(filePath, backupPath)
         generalLogger.info(f'JSON backup was created: {backupPath}')
 
@@ -28,15 +30,18 @@ def startUp():
         generalLogger.info(f'New {filePath} created with empty JSON.')
 
 
-async def parseParams(params):
+def parseParams(params):
     # Returnes dictionary of string params as paramsLines in options
     paramsList = params.split()
     paramsDict = {}
+    if len(paramsList) != len(options.paramsLines):
+        return -1
+
     for i in range(len(options.paramsLines)):
         paramsDict[options.paramsLines[i]] = paramsList[i]
     return paramsDict
 
-async def toDictPairParams(pair: str, params):
+def toDictPairParams(pair: str, params):
     # Returnes dictionary as pair:internal(params)
     paramsList = params.split()
     
@@ -49,7 +54,7 @@ async def toDictPairParams(pair: str, params):
     return paramsDict
 
 
-async def checkPair(pair: str):
+def checkPair(pair: str):
     # Returnes 1 if pair exists and 0 if not
     currentData = {}
     try:
@@ -63,7 +68,7 @@ async def checkPair(pair: str):
     else:
         return 0
 
-async def deletePair(pair: str):
+def deletePair(pair: str):
     # Returnes 0 if deleted successfully and -1 if not
     currentData = {}
     try:
@@ -82,9 +87,9 @@ async def deletePair(pair: str):
         generalLogger.info(f'Pair {pair} was not found in the data file when trying to delete it.')
         return -1
 
-async def savePairParams(pair: str, params):
+def savePairParams(pair: str, params):
     # Saves or updates data in JSON
-    newData = await toDictPairParams(pair, params)
+    newData = toDictPairParams(pair, params)
 
     if newData == -1:
         return -1
@@ -107,7 +112,7 @@ async def savePairParams(pair: str, params):
     return 0
 
 
-async def loadJson():
+def loadJson():
     # Returnes the contents of the JSON file as a dictionary
     data = {}
     try:

src/logger.py

@@ -7,6 +7,7 @@ import options
 
 generalLogPath = "./data/generalLog.log"
 tradingLogPath = "./data/tradingLog.log"
+debugLogPath = "./data/debugLog.log"
 
 
 def setupLogger(name, level, logPath, formatter):
@@ -35,6 +36,10 @@ generalLogger = setupLogger('general', logging.INFO, generalLogPath, generalForm
 tradingFormatter = logging.Formatter('%(asctime)s - %(message)s')
 tradingLogger = setupLogger('trade', logging.NOTSET, tradingLogPath, tradingFormatter)
 
+# Дебаг лог (содержимое ответов от API, всякие мелочи)
+debugFormatter = logging.Formatter('%(asctime)s - %(message)s')
+debugLogger = setupLogger('debug', logging.DEBUG, debugLogPath, debugFormatter)
+
 # Максимально подробный дебаг лог, вызывает повторы в логировании. Его наличие настраивается
 if options.showExtraDebugLogs:
     logging.basicConfig(level=logging.DEBUG, format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')

src/main.py

@@ -16,6 +16,7 @@ from aiogram.fsm.storage.memory import MemoryStorage
 
 from logger import generalLogger
 from logger import tradingLogger
+from logger import debugLogger
 
 import bybit
 import arbus
@@ -27,10 +28,11 @@ import strings
 import options
 
 
-async def set_commands():
+async def setCommands():
     commands = [BotCommand(command='start', description='Старт'),
                 BotCommand(command='help', description='Инструкция'),
-                BotCommand(command='info', description='Статус'),
+                BotCommand(command='info', description='Информация о стратегиях'),
+                BotCommand(command='status', description='Статус'),
                 BotCommand(command='strategy', description='Запустить стратегию'),
                 BotCommand(command='stop', description='Остановить стратегию')
                 ]
@@ -51,8 +53,8 @@ bot = Bot(
     default=DefaultBotProperties(parse_mode=ParseMode.HTML),
 )
 
-strategy_router = Router()
+strategyRouter = Router()
-stop_router = Router()
+stopRouter = Router()
 
 
 @dp.message(Command("start"))
@@ -74,7 +76,7 @@ async def commandStatus(message: Message) -> None:
 
 @dp.message(Command("info"), F.chat.id.in_(whitelist.chatIDs))
 async def commandInfo(message: Message) -> None:
-    data = await jsonProcessing.loadJson()
+    data = jsonProcessing.loadJson()
     msgText = ''
     if data == {}:
         msgText = strings.noData
@@ -86,18 +88,18 @@ async def commandInfo(message: Message) -> None:
     await message.answer(msgText)
 
 
-@strategy_router.message(Command("strategy"), F.chat.id.in_(whitelist.chatIDs))
+@strategyRouter.message(Command("strategy"), F.chat.id.in_(whitelist.chatIDs))
 async def commandStrategy(message: Message, state: FSMContext):
     await message.answer(strings.strategyCommand + '\n' + strings.askPair)
     await state.set_state(startForm.pair)
 
-@strategy_router.message(F.text, startForm.pair)
+@strategyRouter.message(F.text, startForm.pair)
-async def capture_start_pair(message: Message, state: FSMContext):
+async def captureStartPair(message: Message, state: FSMContext):
     await state.update_data(pair=message.text)
     data = await state.get_data()
 
     t = 0
-    if await jsonProcessing.checkPair(data.get("pair")) == 1:
+    if jsonProcessing.checkPair(data.get("pair")) == 1:
         msgText = strings.strategyAlreadyRunning
         t = 1
     else:
@@ -109,14 +111,14 @@ async def capture_start_pair(message: Message, state: FSMContext):
     else:
         await state.set_state(startForm.params)
 
-@strategy_router.message(F.text, startForm.params)
+@strategyRouter.message(F.text, startForm.params)
-async def capture_params(message: Message, state: FSMContext):
+async def captureParams(message: Message, state: FSMContext):
     await state.update_data(params=message.text)
 
     data = await state.get_data()
-    t = await jsonProcessing.savePairParams(pair=data.get("pair"), params=data.get("params"))
+    t = jsonProcessing.savePairParams(pair=data.get("pair"), params=data.get("params"))
-    params = await jsonProcessing.parseParams(params=data.get("params"))
     if t == 0:
+        params = jsonProcessing.parseParams(params=data.get("params"))
         client = await bybit.getClient(
             credentials.api_key,
             credentials.api_secret,
@@ -126,7 +128,7 @@ async def capture_params(message: Message, state: FSMContext):
         if client == -1:
             msgText = strings.authFailed
             generalLogger.info("Auth failed. Strategy not started")
-            await jsonProcessing.deletePair(pair=data.get("pair"))
+            jsonProcessing.deletePair(pair=data.get("pair"))
         else:
             orderSize = float(params.get('orderSize'))
             minqty = bybit.getStartFilters(client, data.get("pair"))
@@ -138,17 +140,17 @@ async def capture_params(message: Message, state: FSMContext):
             if qty <= minqty:
                 generalLogger.info("Qty < minqty. Strategy not started")
                 msgText = strings.orderSizeLowerThanQty
-                await jsonProcessing.deletePair(pair=data.get("pair"))
+                jsonProcessing.deletePair(pair=data.get("pair"))
             elif balance <= orderSize:
                 generalLogger.info("Balance < order size. Strategy not started")
                 msgText = strings.notEnoughBalance
-                await jsonProcessing.deletePair(pair=data.get("pair"))
+                jsonProcessing.deletePair(pair=data.get("pair"))
             else:
                 try:
                     asyncio.create_task(bybit.strategy(data.get("pair"), data.get("params")))
                     msgText = (f'Вы запустили стратегию на паре <b>{data.get("pair")}</b> с данными параметрами:\n<b>{data.get("params")}</b>\n')
                 except:
-                    await jsonProcessing.deletePair(pair=data.get("pair"))
+                    jsonProcessing.deletePair(pair=data.get("pair"))
                     msgText = (strings.strategyError)
     elif t == -1:
         msgText = strings.wrongFormat
@@ -160,17 +162,17 @@ async def capture_params(message: Message, state: FSMContext):
     await state.clear()
 
 
-@stop_router.message(Command("stop"), F.chat.id.in_(whitelist.chatIDs))
+@stopRouter.message(Command("stop"), F.chat.id.in_(whitelist.chatIDs))
 async def commandStop(message: Message, state: FSMContext):
     await message.answer(strings.stopCommand + '\n' + strings.askPair)
     await state.set_state(stopForm.pair)
 
-@stop_router.message(F.text, stopForm.pair)
+@stopRouter.message(F.text, stopForm.pair)
-async def capture_stop_pair(message: Message, state: FSMContext):
+async def captureStopPair(message: Message, state: FSMContext):
     await state.update_data(pair=message.text)
     data = await state.get_data()
 
-    t = await jsonProcessing.deletePair(data.get("pair"))
+    t = jsonProcessing.deletePair(data.get("pair"))
     if t == 0:
         msgText = strings.stopStrategy
     else:
@@ -180,13 +182,26 @@ async def capture_stop_pair(message: Message, state: FSMContext):
     await state.clear()
 
 
-async def start_bot():
+async def startBot():
-    await set_commands()
+    await setCommands()
+    try:
+        for i in whitelist.chatIDs:
+            await bot.send_message(chat_id=i, text=strings.startBot)
+    except Exception as e:
+        generalLogger.error(e)
+
+async def stopBot():
+    try:
+        for i in whitelist.chatIDs:
+            await bot.send_message(chat_id=i, text=strings.stopBot)
+    except Exception as e:
+        generalLogger.error(e)
 
 async def main() -> None:
-    dp.include_router(strategy_router)
+    dp.include_router(strategyRouter)
-    dp.include_router(stop_router)
+    dp.include_router(stopRouter)
-    dp.startup.register(start_bot)
+    dp.startup.register(startBot)
+    dp.shutdown.register(stopBot)
     await dp.start_polling(bot)
 
 

src/strings.py

@@ -37,7 +37,9 @@ helpCommand = (f"При старте стратегии требуется за
 "Количество уровней сетки\n" \
 "Дельта для тейка\n" \
 "Дельта для стопа\n" \
-"Размер позиции на каждом уровне</b>")
+"Размер позиции на каждом уровне</b>\n" \
+"\n"\
+"Чтобы остановаить запуск стратегии просто при запросе параметров введите не 8 строк, можно одну любую букву.")
 
 strategyCommand = "Вы собираетесь запустить стратегию."
 

todo2.md

@@ -0,0 +1,10 @@
+Версия 1.x.x
+### ToFix:
+    - [ ] Подсчёт P&L (активные ордера)
+
+### Новые функции:
+    - [ ] Запрос P&L за период
+    - [ ] Поддержка параллельного пользователя
+    - [ ] Мультиюзер версия
+    - [ ] Команда отмены
+    - [ ] Команда myid