mirror of
https://github.com/aljazceru/hummingbot-dashboard.git
synced 2026-01-25 08:04:20 +01:00
(feat) adapt scripts to use multiple paris
This commit is contained in:
cardosofede
@@ -0,0 +1,133 @@
|
||||
from decimal import Decimal
|
||||
from typing import Dict
|
||||
|
||||
from hummingbot.connector.connector_base import ConnectorBase
|
||||
from hummingbot.core.data_type.common import OrderType, PositionAction, PositionSide
|
||||
from hummingbot.data_feed.candles_feed.candles_factory import CandlesConfig
|
||||
from hummingbot.smart_components.controllers.dman_v1 import DManV1, DManV1Config
|
||||
from hummingbot.smart_components.strategy_frameworks.data_types import ExecutorHandlerStatus, TripleBarrierConf
|
||||
from hummingbot.smart_components.strategy_frameworks.market_making.market_making_executor_handler import (
|
||||
MarketMakingExecutorHandler,
|
||||
)
|
||||
from hummingbot.smart_components.utils.distributions import Distributions
|
||||
from hummingbot.smart_components.utils.order_level_builder import OrderLevelBuilder
|
||||
from hummingbot.strategy.script_strategy_base import ScriptStrategyBase
|
||||
|
||||
|
||||
class DManV1MultiplePairs(ScriptStrategyBase):
|
||||
# Account configuration
|
||||
exchange = "binance_perpetual"
|
||||
trading_pairs = ["ETH-USDT"]
|
||||
leverage = 20
|
||||
|
||||
# Candles configuration
|
||||
candles_exchange = "binance_perpetual"
|
||||
candles_interval = "3m"
|
||||
candles_max_records = 300
|
||||
|
||||
# Orders configuration
|
||||
order_amount = Decimal("25")
|
||||
n_levels = 5
|
||||
start_spread = 0.0006
|
||||
step_between_orders = 0.009
|
||||
order_refresh_time = 60 * 15 # 15 minutes
|
||||
cooldown_time = 5
|
||||
|
||||
# Triple barrier configuration
|
||||
stop_loss = Decimal("0.2")
|
||||
take_profit = Decimal("0.06")
|
||||
time_limit = 60 * 60 * 12
|
||||
trailing_stop_activation_price_delta = Decimal(str(step_between_orders / 2))
|
||||
trailing_stop_trailing_delta = Decimal(str(step_between_orders / 3))
|
||||
|
||||
# Advanced configurations
|
||||
natr_length = 100
|
||||
|
||||
# Applying the configuration
|
||||
order_level_builder = OrderLevelBuilder(n_levels=n_levels)
|
||||
order_levels = order_level_builder.build_order_levels(
|
||||
amounts=order_amount,
|
||||
spreads=Distributions.arithmetic(n_levels=n_levels, start=start_spread, step=step_between_orders),
|
||||
triple_barrier_confs=TripleBarrierConf(
|
||||
stop_loss=stop_loss, take_profit=take_profit, time_limit=time_limit,
|
||||
trailing_stop_activation_price_delta=trailing_stop_activation_price_delta,
|
||||
trailing_stop_trailing_delta=trailing_stop_trailing_delta),
|
||||
order_refresh_time=order_refresh_time,
|
||||
cooldown_time=cooldown_time,
|
||||
)
|
||||
controllers = {}
|
||||
markets = {}
|
||||
executor_handlers = {}
|
||||
|
||||
for trading_pair in trading_pairs:
|
||||
config = DManV1Config(
|
||||
exchange=exchange,
|
||||
trading_pair=trading_pair,
|
||||
order_levels=order_levels,
|
||||
candles_config=[
|
||||
CandlesConfig(connector=candles_exchange, trading_pair=trading_pair,
|
||||
interval=candles_interval, max_records=candles_max_records),
|
||||
],
|
||||
leverage=leverage,
|
||||
natr_length=natr_length,
|
||||
)
|
||||
controller = DManV1(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 trading_pair in self.markets[connector_name]:
|
||||
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)
|
||||
@@ -1,81 +1,63 @@
|
||||
from decimal import Decimal
|
||||
from typing import Dict
|
||||
|
||||
from hummingbot.connector.connector_base import ConnectorBase, TradeType
|
||||
from hummingbot.connector.connector_base import ConnectorBase
|
||||
from hummingbot.core.data_type.common import OrderType, PositionAction, PositionSide
|
||||
from hummingbot.data_feed.candles_feed.candles_factory import CandlesConfig
|
||||
from hummingbot.smart_components.controllers.dman_v2 import DManV2, DManV2Config
|
||||
from hummingbot.smart_components.strategy_frameworks.data_types import (
|
||||
ExecutorHandlerStatus,
|
||||
OrderLevel,
|
||||
TripleBarrierConf,
|
||||
)
|
||||
from hummingbot.smart_components.strategy_frameworks.data_types import ExecutorHandlerStatus, TripleBarrierConf
|
||||
from hummingbot.smart_components.strategy_frameworks.market_making.market_making_executor_handler import (
|
||||
MarketMakingExecutorHandler,
|
||||
)
|
||||
from hummingbot.smart_components.utils.distributions import Distributions
|
||||
from hummingbot.smart_components.utils.order_level_builder import OrderLevelBuilder
|
||||
from hummingbot.strategy.script_strategy_base import ScriptStrategyBase
|
||||
|
||||
|
||||
class DManV2MultiplePairs(ScriptStrategyBase):
|
||||
trading_pairs = ["RUNE-USDT", "AGLD-USDT"]
|
||||
# Account configuration
|
||||
exchange = "binance_perpetual"
|
||||
trading_pairs = ["ETH-USDT"]
|
||||
leverage = 20
|
||||
|
||||
# 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
|
||||
}
|
||||
# Candles configuration
|
||||
candles_exchange = "binance_perpetual"
|
||||
candles_interval = "3m"
|
||||
candles_max_records = 300
|
||||
|
||||
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"),
|
||||
# Orders configuration
|
||||
order_amount = Decimal("25")
|
||||
n_levels = 5
|
||||
start_spread = 0.0006
|
||||
step_between_orders = 0.009
|
||||
order_refresh_time = 60 * 15 # 15 minutes
|
||||
cooldown_time = 5
|
||||
|
||||
# Triple barrier configuration
|
||||
stop_loss = Decimal("0.2")
|
||||
take_profit = Decimal("0.06")
|
||||
time_limit = 60 * 60 * 12
|
||||
trailing_stop_activation_price_delta = Decimal(str(step_between_orders / 2))
|
||||
trailing_stop_trailing_delta = Decimal(str(step_between_orders / 3))
|
||||
|
||||
# Advanced configurations
|
||||
macd_fast = 12
|
||||
macd_slow = 26
|
||||
macd_signal = 9
|
||||
natr_length = 100
|
||||
|
||||
# Applying the configuration
|
||||
order_level_builder = OrderLevelBuilder(n_levels=n_levels)
|
||||
order_levels = order_level_builder.build_order_levels(
|
||||
amounts=order_amount,
|
||||
spreads=Distributions.arithmetic(n_levels=n_levels, start=start_spread, step=step_between_orders),
|
||||
triple_barrier_confs=TripleBarrierConf(
|
||||
stop_loss=stop_loss, take_profit=take_profit, time_limit=time_limit,
|
||||
trailing_stop_activation_price_delta=trailing_stop_activation_price_delta,
|
||||
trailing_stop_trailing_delta=trailing_stop_trailing_delta),
|
||||
order_refresh_time=order_refresh_time,
|
||||
cooldown_time=cooldown_time,
|
||||
)
|
||||
|
||||
order_levels = [
|
||||
OrderLevel(level=1, side=TradeType.BUY, order_amount_usd=Decimal("10"),
|
||||
spread_factor=Decimal(0.5), order_refresh_time=60 * 5,
|
||||
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
|
||||
OrderLevel(level=2, side=TradeType.BUY, order_amount_usd=Decimal("20"),
|
||||
spread_factor=Decimal(1.0), order_refresh_time=60 * 5,
|
||||
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
|
||||
OrderLevel(level=3, side=TradeType.BUY, order_amount_usd=Decimal("30"),
|
||||
spread_factor=Decimal(1.5), order_refresh_time=60 * 5,
|
||||
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
|
||||
|
||||
OrderLevel(level=1, side=TradeType.SELL, order_amount_usd=Decimal("10"),
|
||||
spread_factor=Decimal(0.5), order_refresh_time=60 * 5,
|
||||
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
|
||||
OrderLevel(level=2, side=TradeType.SELL, order_amount_usd=Decimal("20"),
|
||||
spread_factor=Decimal(1.0), order_refresh_time=60 * 5,
|
||||
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
|
||||
OrderLevel(level=3, side=TradeType.SELL, order_amount_usd=Decimal("30"),
|
||||
spread_factor=Decimal(1.5), order_refresh_time=60 * 5,
|
||||
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
|
||||
]
|
||||
controllers = {}
|
||||
markets = {}
|
||||
executor_handlers = {}
|
||||
@@ -86,11 +68,14 @@ class DManV2MultiplePairs(ScriptStrategyBase):
|
||||
trading_pair=trading_pair,
|
||||
order_levels=order_levels,
|
||||
candles_config=[
|
||||
CandlesConfig(connector=exchange, trading_pair=trading_pair, interval="15m", max_records=300),
|
||||
CandlesConfig(connector=candles_exchange, trading_pair=trading_pair,
|
||||
interval=candles_interval, max_records=candles_max_records),
|
||||
],
|
||||
macd_fast=21, macd_slow=42, macd_signal=9,
|
||||
natr_length=100,
|
||||
leverage=leverage_by_trading_pair.get(trading_pair, 1),
|
||||
leverage=leverage,
|
||||
macd_fast=macd_fast,
|
||||
macd_slow=macd_slow,
|
||||
macd_signal=macd_signal,
|
||||
natr_length=natr_length,
|
||||
)
|
||||
controller = DManV2(config=config)
|
||||
markets = controller.update_strategy_markets_dict(markets)
|
||||
@@ -118,20 +103,21 @@ class DManV2MultiplePairs(ScriptStrategyBase):
|
||||
# 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)
|
||||
if trading_pair in self.markets[connector_name]:
|
||||
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):
|
||||
"""
|
||||
|
||||
@@ -1,81 +1,62 @@
|
||||
from decimal import Decimal
|
||||
from typing import Dict
|
||||
|
||||
from hummingbot.connector.connector_base import ConnectorBase, TradeType
|
||||
from hummingbot.connector.connector_base import ConnectorBase
|
||||
from hummingbot.core.data_type.common import OrderType, PositionAction, PositionSide
|
||||
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.data_types import ExecutorHandlerStatus, TripleBarrierConf
|
||||
from hummingbot.smart_components.strategy_frameworks.market_making.market_making_executor_handler import (
|
||||
MarketMakingExecutorHandler,
|
||||
)
|
||||
from hummingbot.smart_components.utils.distributions import Distributions
|
||||
from hummingbot.smart_components.utils.order_level_builder import OrderLevelBuilder
|
||||
from hummingbot.strategy.script_strategy_base import ScriptStrategyBase
|
||||
|
||||
|
||||
class DManV3MultiplePairs(ScriptStrategyBase):
|
||||
trading_pairs = ["RUNE-USDT", "AGLD-USDT"]
|
||||
# Account configuration
|
||||
exchange = "binance_perpetual"
|
||||
trading_pairs = ["ETH-USDT"]
|
||||
leverage = 20
|
||||
|
||||
# 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
|
||||
}
|
||||
# Candles configuration
|
||||
candles_exchange = "binance_perpetual"
|
||||
candles_interval = "1h"
|
||||
candles_max_records = 300
|
||||
bollinger_band_length = 200
|
||||
bollinger_band_std = 3.0
|
||||
|
||||
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"),
|
||||
# Orders configuration
|
||||
order_amount = Decimal("25")
|
||||
n_levels = 5
|
||||
start_spread = 0.5 # percentage of the bollinger band (0.5 means that the order will be between the bollinger mid-price and the upper band)
|
||||
step_between_orders = 0.3 # percentage of the bollinger band (0.1 means that the next order will be 10% of the bollinger band away from the previous order)
|
||||
|
||||
# Triple barrier configuration
|
||||
stop_loss = Decimal("0.01")
|
||||
take_profit = Decimal("0.03")
|
||||
time_limit = 60 * 60 * 6
|
||||
trailing_stop_activation_price_delta = Decimal("0.008")
|
||||
trailing_stop_trailing_delta = Decimal("0.004")
|
||||
|
||||
# Advanced configurations
|
||||
side_filter = True
|
||||
dynamic_spread_factor = True
|
||||
dynamic_target_spread = False
|
||||
smart_activation = False
|
||||
activation_threshold = Decimal("0.001")
|
||||
|
||||
# Applying the configuration
|
||||
order_level_builder = OrderLevelBuilder(n_levels=n_levels)
|
||||
order_levels = order_level_builder.build_order_levels(
|
||||
amounts=order_amount,
|
||||
spreads=Distributions.arithmetic(n_levels=n_levels, start=start_spread, step=step_between_orders),
|
||||
triple_barrier_confs=TripleBarrierConf(
|
||||
stop_loss=stop_loss, take_profit=take_profit, time_limit=time_limit,
|
||||
trailing_stop_activation_price_delta=trailing_stop_activation_price_delta,
|
||||
trailing_stop_trailing_delta=trailing_stop_trailing_delta),
|
||||
)
|
||||
|
||||
order_levels = [
|
||||
OrderLevel(level=1, side=TradeType.BUY, order_amount_usd=Decimal("10"),
|
||||
spread_factor=Decimal(0.5), order_refresh_time=60 * 5,
|
||||
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
|
||||
OrderLevel(level=2, side=TradeType.BUY, order_amount_usd=Decimal("20"),
|
||||
spread_factor=Decimal(1.0), order_refresh_time=60 * 5,
|
||||
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
|
||||
OrderLevel(level=3, side=TradeType.BUY, order_amount_usd=Decimal("30"),
|
||||
spread_factor=Decimal(1.5), order_refresh_time=60 * 5,
|
||||
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
|
||||
|
||||
OrderLevel(level=1, side=TradeType.SELL, order_amount_usd=Decimal("10"),
|
||||
spread_factor=Decimal(0.5), order_refresh_time=60 * 5,
|
||||
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
|
||||
OrderLevel(level=2, side=TradeType.SELL, order_amount_usd=Decimal("20"),
|
||||
spread_factor=Decimal(1.0), order_refresh_time=60 * 5,
|
||||
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
|
||||
OrderLevel(level=3, side=TradeType.SELL, order_amount_usd=Decimal("30"),
|
||||
spread_factor=Decimal(1.5), order_refresh_time=60 * 5,
|
||||
cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
|
||||
]
|
||||
controllers = {}
|
||||
markets = {}
|
||||
executor_handlers = {}
|
||||
@@ -86,11 +67,17 @@ class DManV3MultiplePairs(ScriptStrategyBase):
|
||||
trading_pair=trading_pair,
|
||||
order_levels=order_levels,
|
||||
candles_config=[
|
||||
CandlesConfig(connector=exchange, trading_pair=trading_pair, interval="15m", max_records=300),
|
||||
CandlesConfig(connector=candles_exchange, trading_pair=trading_pair,
|
||||
interval=candles_interval, max_records=candles_max_records),
|
||||
],
|
||||
bb_length=200,
|
||||
bb_std=3.0,
|
||||
leverage=leverage_by_trading_pair.get(trading_pair, 1),
|
||||
bb_length=bollinger_band_length,
|
||||
bb_std=bollinger_band_std,
|
||||
side_filter=side_filter,
|
||||
dynamic_spread_factor=dynamic_spread_factor,
|
||||
dynamic_target_spread=dynamic_target_spread,
|
||||
smart_activation=smart_activation,
|
||||
activation_threshold=activation_threshold,
|
||||
leverage=leverage,
|
||||
)
|
||||
controller = DManV3(config=config)
|
||||
markets = controller.update_strategy_markets_dict(markets)
|
||||
@@ -118,20 +105,21 @@ class DManV3MultiplePairs(ScriptStrategyBase):
|
||||
# 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)
|
||||
if trading_pair in self.markets[connector_name]:
|
||||
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):
|
||||
"""
|
||||
|
||||
Reference in New Issue
Block a user