-
-
Notifications
You must be signed in to change notification settings - Fork 115
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
(feat) adapt scripts to use multiple paris
- Loading branch information
1 parent
de53f1f
commit 8d95f8b
Showing
3 changed files
with
263 additions
and
156 deletions.
There are no files selected for viewing
133 changes: 133 additions & 0 deletions
133
...ingbot_files/templates/master_bot_conf/scripts/v2_market-making_dman_v1_multiple_pairs.py
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -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) |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Oops, something went wrong.