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A stop-loss/start-gain bot working with goxtool for MtGox BTC exchange.
information: https://bitcointalk.org/index.php?topic=183430.0 Changes: Added pushover notification when order filled
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| """ | |
| a simple stop loss/start gain bot | |
| adjust STOP_PRICE/START_PRICE and STOP_VOLUME/START_VOLUME to your needs. | |
| to reset orders during runtime, press (s) for a new stop order and (g) for a new start gain | |
| The file can be reloaded after editing without restarting goxtool by simply pressing the (l) key. | |
| """ | |
| # Using the global statement | |
| # pylint: disable=W0603 | |
| # No exception type(s) specified | |
| # pylint: disable=W0702 | |
| # Missing docstring | |
| # pylint: disable=C0111 | |
| # Line too long | |
| # pylint: disable=C0301 | |
| import curses | |
| import strategy | |
| import goxapi | |
| import goxtool | |
| STDSCR = curses.initscr() | |
| # USD (EUR or other Fiat) price for the sell stop or buy gain | |
| STOP_PRICE = 5.85 | |
| START_PRICE = 1500.85 | |
| # STOP_VOLUME for how many BTC to sell at or below the stop price | |
| # START_VOLUME for how many _FIAT_ to use for buying BTC at or above the start price | |
| # Select 0 to trade full wallet amount (BTC wallet for stop and FIAT wallet for gain) | |
| STOP_VOLUME = 0 | |
| START_VOLUME = 0 | |
| # Do not mess with these | |
| TRADE_TYPE = None | |
| STOP_LOSS = "Stop loss" | |
| START_GAIN = "Start gain" | |
| BTC = "BTC" | |
| # Pushover setting | |
| APP_TOKEN = "" | |
| USER_KEY = "" | |
| class Strategy(strategy.Strategy): | |
| """stop loss/start gain bot""" | |
| def __init__(self, gox): | |
| strategy.Strategy.__init__(self, gox) | |
| gox.history.signal_changed.connect(self.slot_changed) | |
| self.init = False | |
| self.got_wallet = False | |
| self.already_executed = False | |
| self.user_currency = gox.currency | |
| self.total_filled = 0 | |
| self.btc_wallet = 0 | |
| self.fiat_wallet = 0 | |
| def slot_changed(self, history, _no_data): | |
| """price history has changed (new trades in history)""" | |
| global TRADE_TYPE | |
| if self.already_executed: | |
| Strategy.end_bot(self) | |
| return | |
| if not self.init: | |
| try: | |
| self.debug("Retrieving wallet data...") | |
| self.btc_wallet = goxapi.int2float(self.gox.wallet[BTC], BTC) | |
| self.fiat_wallet = goxapi.int2float(self.gox.wallet[self.user_currency], self.user_currency) | |
| except: | |
| self.debug("Could not retrieve wallet data, retrying...") | |
| return | |
| else: | |
| self.init = True | |
| Strategy.begin_bot(self) | |
| else: | |
| # main loop | |
| last_candle = history.last_candle() | |
| if not last_candle: | |
| self.debug("Could retrieve candle data from goxtool, retrying...") | |
| else: | |
| price_last = goxapi.int2float(last_candle.cls, self.user_currency) | |
| if self.btc_wallet >= 0.01: | |
| TRADE_TYPE = STOP_LOSS | |
| else: | |
| TRADE_TYPE = START_GAIN | |
| vol, _no_data, prc, _no_data, _no_data = Strategy.active_msg(self, TRADE_TYPE) | |
| if TRADE_TYPE == STOP_LOSS and price_last <= STOP_PRICE: | |
| self.gox.sell(0, int(vol * 1e8)) | |
| self.debug(" *** Market order fired: SELL %.8f at %f" % (vol, prc)) | |
| self.already_executed = True | |
| if TRADE_TYPE == START_GAIN and price_last >= START_PRICE: | |
| self.gox.buy(0, int((vol / prc) * 1e8)) | |
| self.debug(" *** Market order fired: BUY %f at %.8f" % (vol, prc)) | |
| self.already_executed = True | |
| def slot_trade(self, gox, (date, price, volume, typ, own)): | |
| """a trade message has been received""" | |
| global TRADE_TYPE | |
| if not own: | |
| return | |
| if own and self.already_executed == False: | |
| self.already_executed = True | |
| TRADE_TYPE = None | |
| return | |
| vol, trade_currency, prc, _no_data, trade_asset = Strategy.set_trade(self, TRADE_TYPE) | |
| vol = goxapi.int2float(volume, BTC) | |
| prc = goxapi.int2float(price, self.gox.currency) | |
| if TRADE_TYPE == STOP_LOSS: | |
| filled = prc * vol | |
| elif TRADE_TYPE == START_GAIN: | |
| filled = vol | |
| vol = prc * filled | |
| self.total_filled += filled | |
| self.debug("@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@") | |
| self.debug(" ") | |
| self.debug(" %s filled: VOL %.8f %s at %.5f %s/BTC (filled %.8f %s)" | |
| % (TRADE_TYPE, vol, trade_currency, prc, self.user_currency, filled, trade_asset)) | |
| self.debug(" ") | |
| self.debug("@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@") | |
| import httplib, urllib | |
| conn = httplib.HTTPSConnection("api.pushover.net:443") | |
| conn.request("POST", "/1/messages.json", | |
| urllib.urlencode({ | |
| "token": APP_TOKEN, | |
| "user": USER_KEY, | |
| "message": " %s filled: VOL %.8f %s at %.5f %s/BTC (filled %.8f %s)" % (TRADE_TYPE, vol, trade_currency, prc, self.user_currency, filled, trade_asset), | |
| }), { "Content-type": "application/x-www-form-urlencoded" }) | |
| conn.getresponse() | |
| self.debug("Pushover nofitication sent: %s" % str(conn.getresponse())) | |
| def begin_bot(self): | |
| global STOP_VOLUME | |
| global START_VOLUME | |
| if not STOP_VOLUME: | |
| STOP_VOLUME = self.btc_wallet | |
| if not START_VOLUME: | |
| START_VOLUME = self.fiat_wallet | |
| self.debug("##################################################################################") | |
| self.debug(" ") | |
| self.debug(" Enabling Stop loss/Start gain bot ") | |
| self.debug(" ") | |
| self.debug(" Initalizing settings from file... ") | |
| self.debug(" ") | |
| self.debug(" Stop loss: %.8f BTC @ %.5f %s/BTC (total %.5f %s)" | |
| % (STOP_VOLUME, STOP_PRICE, self.user_currency, float(STOP_PRICE * STOP_VOLUME), self.user_currency)) | |
| self.debug(" Start gain: %.5f %s @ %.5f %s/BTC (total %.8f BTC)" | |
| % (START_VOLUME, self.user_currency, START_PRICE, self.user_currency, float(START_VOLUME / START_PRICE))) | |
| self.debug(" ") | |
| self.debug("##################################################################################") | |
| def active_msg(self, set_trade): | |
| vol, trade_currency, prc, total, trade_asset = Strategy.set_trade(self, set_trade) | |
| self.debug("**********************************************************************************") | |
| self.debug(" ") | |
| self.debug(" %s ACTIVE " | |
| % (TRADE_TYPE)) | |
| self.debug(" ") | |
| self.debug(" VOL %.8f %s @ %.5f %s/BTC (total %.8f %s)" | |
| % (vol, trade_currency, prc, self.user_currency, total, trade_asset)) | |
| self.debug(" ") | |
| self.debug("**********************************************************************************") | |
| return vol, trade_currency, prc, total, trade_asset | |
| def set_trade(self, set_trade): | |
| if set_trade == STOP_LOSS: | |
| trade_currency = BTC | |
| trade_asset = self.user_currency | |
| vol = STOP_VOLUME | |
| prc = STOP_PRICE | |
| total = float(prc * vol) | |
| elif set_trade == START_GAIN: | |
| trade_currency = self.user_currency | |
| trade_asset = BTC | |
| vol = START_VOLUME | |
| prc = START_PRICE | |
| total = float(vol / prc) | |
| else: | |
| return | |
| return vol, trade_currency, prc, total, trade_asset | |
| def slot_keypress(self, gox, key): | |
| global TRADE_TYPE | |
| global STOP_PRICE | |
| global STOP_VOLUME | |
| global START_PRICE | |
| global START_VOLUME | |
| if not self.init: | |
| self.debug("Bot not initialized!") | |
| return | |
| key = chr(key) | |
| if key == "s": | |
| TRADE_TYPE = STOP_LOSS | |
| dialog = NewOrder(STDSCR, self.gox, curses.color_pair(7), TRADE_TYPE) | |
| dialog.modal() | |
| prc, vol = dialog.do_submit(dialog.price, dialog.volume) | |
| if prc: | |
| STOP_PRICE = prc | |
| if vol: | |
| STOP_VOLUME = vol | |
| if vol == 0: | |
| STOP_VOLUME = self.btc_wallet | |
| elif key == "g": | |
| TRADE_TYPE = START_GAIN | |
| dialog = NewOrder(STDSCR, self.gox, curses.color_pair(6), TRADE_TYPE) | |
| dialog.modal() | |
| prc, vol = dialog.do_submit(dialog.price, dialog.volume) | |
| if prc: | |
| START_PRICE = prc | |
| if vol: | |
| START_VOLUME = vol | |
| if vol == 0: | |
| START_VOLUME = self.fiat_wallet | |
| else: | |
| return | |
| vol, trade_currency, prc, total, trade_asset = Strategy.set_trade(self, TRADE_TYPE) | |
| self.debug("##################################################################################") | |
| self.debug(" ") | |
| self.debug(" %s set: VOL %.8f %s @ %.5f %s/BTC (total %.8f %s)" | |
| % (TRADE_TYPE, vol, trade_currency, prc, self.user_currency, total, trade_asset)) | |
| self.debug(" ") | |
| self.debug("##################################################################################") | |
| def end_bot(self): | |
| if TRADE_TYPE == STOP_LOSS: | |
| volume_for_fee = goxapi.int2float(self.gox.wallet[self.user_currency], self.user_currency) | |
| elif TRADE_TYPE == START_GAIN: | |
| volume_for_fee = goxapi.int2float(self.gox.wallet[BTC], BTC) | |
| else: | |
| self.debug(" *** A trade was manually made by user. Bot automatically disabled *** ") | |
| import httplib, urllib | |
| conn = httplib.HTTPSConnection("api.pushover.net:443") | |
| conn.request("POST", "/1/messages.json", | |
| urllib.urlencode({ | |
| "token": APP_TOKEN, | |
| "user": USER_KEY, | |
| "message": "A trade was manually made by user. Bot automatically disabled. Code at end_bot()", | |
| }), { "Content-type": "application/x-www-form-urlencoded" }) | |
| conn.getresponse() | |
| self.debug("Pushover nofitication sent: %s" % str(conn.getresponse())) | |
| return | |
| vol, trade_currency, prc, _no_data, trade_asset = Strategy.set_trade(self, TRADE_TYPE) | |
| fee = self.total_filled - volume_for_fee | |
| if fee > 0: | |
| self.debug("#########################################################@##########################") | |
| self.debug(" ") | |
| self.debug(" Stop loss/start gain bot is disabled ") | |
| self.debug(" ") | |
| self.debug(" %s order filled: %.8f %s at %.5f %s/BTC (total filled %.8f %s)" | |
| % (TRADE_TYPE, vol, trade_currency, prc, self.user_currency, self.total_filled, trade_asset)) | |
| self.debug(" Mt.Gox fee: %.8f %s" | |
| % (fee, trade_asset)) | |
| self.debug(" Press (l) to reload strategy ") | |
| self.debug(" ") | |
| self.debug("###############################################################@####################") | |
| import httplib, urllib | |
| conn = httplib.HTTPSConnection("api.pushover.net:443") | |
| conn.request("POST", "/1/messages.json", | |
| urllib.urlencode({ | |
| "token": APP_TOKEN, | |
| "user": USER_KEY, | |
| "message": "Stop loss/start gain bot is disabled(code at end_bot()", | |
| }), { "Content-type": "application/x-www-form-urlencoded" }) | |
| conn.getresponse() | |
| self.debug("Pushover nofitication sent: %s" % str(conn.getresponse())) | |
| class NewOrder(goxtool.DlgNewOrder): | |
| def __init__(self, stdscr, gox, color, msg): | |
| goxtool.DlgNewOrder.__init__(self, stdscr, gox, color, msg) | |
| self.price = 0 | |
| self.volume = 0 | |
| def do_submit(self, price, volume): | |
| self.price = price | |
| self.volume = volume | |
| return self.price, self.volume |
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