Auto strategy close fix

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):
@@ -60,6 +61,7 @@ class tradingData:
         self.priceDecimals, self.qtyDecimals, self.minimumQty = self.getFilters(pair)
         self.previousPrice = -1
         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):
@@ -174,6 +181,8 @@ 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 = []
@@ -252,7 +261,7 @@ 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)
 
@@ -309,9 +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}')
 
@@ -28,7 +30,7 @@ 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 = {}
@@ -39,7 +41,7 @@ async def parseParams(params):
         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()
     
@@ -52,7 +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:
@@ -66,7 +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:
@@ -85,9 +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
@@ -110,7 +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
@@ -75,7 +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
@@ -98,7 +99,7 @@ async def captureStartPair(message: Message, state: FSMContext):
     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:
@@ -115,9 +116,9 @@ 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"))
     if t == 0:
-        params = await jsonProcessing.parseParams(params=data.get("params"))
+        params = jsonProcessing.parseParams(params=data.get("params"))
         client = await bybit.getClient(
             credentials.api_key,
             credentials.api_secret,
@@ -127,7 +128,7 @@ async def captureParams(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"))
@@ -139,17 +140,17 @@ async def captureParams(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
@@ -171,7 +172,7 @@ 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:

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