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(feat) add dman_v3_multiple pairs

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cardosofede
2023-10-04 22:54:21 -03:00
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commit 50188a2371
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hummingbot_files/templates/master_bot_conf/scripts/dman_v3_multiple_pairs.py Normal file
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from decimal import Decimal
from typing import Dict
from hummingbot.connector.connector_base import ConnectorBase, TradeType
from hummingbot.core.data_type.common import OrderType, PositionSide, PositionAction
from hummingbot.data_feed.candles_feed.candles_factory import CandlesConfig
from hummingbot.smart_components.controllers.dman_v3 import DManV3, DManV3Config
from hummingbot.smart_components.strategy_frameworks.data_types import (
ExecutorHandlerStatus,
OrderLevel,
TripleBarrierConf,
)
from hummingbot.smart_components.strategy_frameworks.market_making.market_making_executor_handler import (
MarketMakingExecutorHandler,
)
from hummingbot.strategy.script_strategy_base import ScriptStrategyBase
class DManV3MultiplePairs(ScriptStrategyBase):
trading_pairs = ["RUNE-USDT", "AGLD-USDT"]
exchange = "binance_perpetual"
# This is only for the perpetual markets
leverage_by_trading_pair = {
"HBAR-USDT": 25,
"CYBER-USDT": 20,
"ETH-USDT": 100,
"LPT-USDT": 10,
"UNFI-USDT": 20,
"BAKE-USDT": 20,
"YGG-USDT": 20,
"SUI-USDT": 50,
"TOMO-USDT": 25,
"RUNE-USDT": 25,
"STX-USDT": 25,
"API3-USDT": 20,
"LIT-USDT": 20,
"PERP-USDT": 16,
"HOOK-USDT": 20,
"AMB-USDT": 20,
"ARKM-USDT": 20,
"TRB-USDT": 10,
"OMG-USDT": 25,
"WLD-USDT": 50,
"PEOPLE-USDT": 25,
"AGLD-USDT": 20,
"BAT-USDT": 20
}
triple_barrier_conf = TripleBarrierConf(
stop_loss=Decimal("0.15"), take_profit=Decimal("0.02"),
time_limit=60 * 60 * 12,
take_profit_order_type=OrderType.LIMIT,
trailing_stop_activation_price_delta=Decimal("0.005"),
trailing_stop_trailing_delta=Decimal("0.002"),
)
order_levels = [
OrderLevel(level=1, side=TradeType.BUY, order_amount_usd=Decimal("7"),
spread_factor=Decimal(0.3), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=2, side=TradeType.BUY, order_amount_usd=Decimal("7"),
spread_factor=Decimal(0.4), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=3, side=TradeType.BUY, order_amount_usd=Decimal("7"),
spread_factor=Decimal(0.5), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=4, side=TradeType.BUY, order_amount_usd=Decimal("15"),
spread_factor=Decimal(0.6), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=5, side=TradeType.BUY, order_amount_usd=Decimal("15"),
spread_factor=Decimal(0.7), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=6, side=TradeType.BUY, order_amount_usd=Decimal("15"),
spread_factor=Decimal(0.8), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=7, side=TradeType.BUY, order_amount_usd=Decimal("15"),
spread_factor=Decimal(0.9), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=8, side=TradeType.BUY, order_amount_usd=Decimal("30"),
spread_factor=Decimal(1.0), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=9, side=TradeType.BUY, order_amount_usd=Decimal("30"),
spread_factor=Decimal(1.1), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=10, side=TradeType.BUY, order_amount_usd=Decimal("30"),
spread_factor=Decimal(1.2), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=11, side=TradeType.BUY, order_amount_usd=Decimal("30"),
spread_factor=Decimal(1.3), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=12, side=TradeType.BUY, order_amount_usd=Decimal("60"),
spread_factor=Decimal(1.4), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=13, side=TradeType.BUY, order_amount_usd=Decimal("60"),
spread_factor=Decimal(1.5), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=14, side=TradeType.BUY, order_amount_usd=Decimal("60"),
spread_factor=Decimal(1.6), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=1, side=TradeType.SELL, order_amount_usd=Decimal("7"),
spread_factor=Decimal(0.3), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=2, side=TradeType.SELL, order_amount_usd=Decimal("7"),
spread_factor=Decimal(0.4), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=3, side=TradeType.SELL, order_amount_usd=Decimal("7"),
spread_factor=Decimal(0.5), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=4, side=TradeType.SELL, order_amount_usd=Decimal("15"),
spread_factor=Decimal(0.6), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=5, side=TradeType.SELL, order_amount_usd=Decimal("15"),
spread_factor=Decimal(0.7), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=6, side=TradeType.SELL, order_amount_usd=Decimal("15"),
spread_factor=Decimal(0.8), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=7, side=TradeType.SELL, order_amount_usd=Decimal("15"),
spread_factor=Decimal(0.9), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=8, side=TradeType.SELL, order_amount_usd=Decimal("30"),
spread_factor=Decimal(1.0), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=9, side=TradeType.SELL, order_amount_usd=Decimal("30"),
spread_factor=Decimal(1.1), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=10, side=TradeType.SELL, order_amount_usd=Decimal("30"),
spread_factor=Decimal(1.2), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=11, side=TradeType.SELL, order_amount_usd=Decimal("30"),
spread_factor=Decimal(1.3), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=12, side=TradeType.SELL, order_amount_usd=Decimal("60"),
spread_factor=Decimal(1.4), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=13, side=TradeType.SELL, order_amount_usd=Decimal("60"),
spread_factor=Decimal(1.5), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
OrderLevel(level=14, side=TradeType.SELL, order_amount_usd=Decimal("60"),
spread_factor=Decimal(1.6), order_refresh_time=60 * 5,
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
]
controllers = {}
markets = {}
executor_handlers = {}
for trading_pair in trading_pairs:
config = DManV3Config(
exchange=exchange,
trading_pair=trading_pair,
order_levels=order_levels,
candles_config=[
CandlesConfig(connector=exchange, trading_pair=trading_pair, interval="15m", max_records=300),
],
bb_length=200,
bb_std=3.0,
leverage=leverage_by_trading_pair.get(trading_pair, 1),
)
controller = DManV3(config=config)
markets = controller.update_strategy_markets_dict(markets)
controllers[trading_pair] = controller
def __init__(self, connectors: Dict[str, ConnectorBase]):
super().__init__(connectors)
for trading_pair, controller in self.controllers.items():
self.executor_handlers[trading_pair] = MarketMakingExecutorHandler(strategy=self, controller=controller)
@property
def is_perpetual(self):
"""
Checks if the exchange is a perpetual market.
"""
return "perpetual" in self.exchange
def on_stop(self):
if self.is_perpetual:
self.close_open_positions()
for executor_handler in self.executor_handlers.values():
executor_handler.stop()
def close_open_positions(self):
# we are going to close all the open positions when the bot stops
for connector_name, connector in self.connectors.items():
for trading_pair, position in connector.account_positions.items():
if position.position_side == PositionSide.LONG:
self.sell(connector_name=connector_name,
trading_pair=position.trading_pair,
amount=abs(position.amount),
order_type=OrderType.MARKET,
price=connector.get_mid_price(position.trading_pair),
position_action=PositionAction.CLOSE)
elif position.position_side == PositionSide.SHORT:
self.buy(connector_name=connector_name,
trading_pair=position.trading_pair,
amount=abs(position.amount),
order_type=OrderType.MARKET,
price=connector.get_mid_price(position.trading_pair),
position_action=PositionAction.CLOSE)
def on_tick(self):
"""
This shows you how you can start meta controllers. You can run more than one at the same time and based on the
market conditions, you can orchestrate from this script when to stop or start them.
"""
for executor_handler in self.executor_handlers.values():
if executor_handler.status == ExecutorHandlerStatus.NOT_STARTED:
executor_handler.start()
def format_status(self) -> str:
if not self.ready_to_trade:
return "Market connectors are not ready."
lines = []
for trading_pair, executor_handler in self.executor_handlers.items():
lines.extend(
[f"Strategy: {executor_handler.controller.config.strategy_name} | Trading Pair: {trading_pair}",
executor_handler.to_format_status()])
return "\n".join(lines)