V0.9.0

README.md

@@ -12,6 +12,7 @@
   "pump_pct": 0.026,
   "pump_pct_4h": 0.045,
   "initial_trade_value": 200,
+  "stop_loss_pct": 0,
   "trade_value_multiplier": 1.5,
   "increase_pos_when_drop_down": 0.05,
   "exit_profit_pct": 0.01,
@@ -33,34 +34,51 @@
 
 1. platform: binance_future for Binance Future Exchange, binance_spot
    for Binance Spot Exchange
+
 2. api_key: api key from Binance exchange api key
+
 3. api_secret: api secret from Binance exchange.
+
 4. max_pairs: the max number of pair you want to trade.
-5. pump_pct: the price will jump pct in one hour.
-6. initial_trade_value: the first order you want to trade.
-7. increase_pos_when_drop_down: after entering a position, you want to
-   increase your position when the price go down some percentage.
 
-8. exit_profit_pct: exit your position when you get profit.
+5. pump_pct: when the price pump some percent in one hour, will enter
+   position.
+
+6. pump_pct_4h: when the price pump some percent in four hour, will
+   enter position.
+
+7. initial_trade_value: the first order you want to trade.
+
+8. stop_loss_pct: set the stop loss, 0.2 means 20%
+
+9. trade_value_multiplier: the martingle ratio, if the value is 2, then
+   the next trading value will multiply the last trading value.
 
-9. profit_drawdown_pct: drawdown percent.
+10. increase_pos_when_drop_down: after entering a position, you want to
+    increase your position when the price go down some percentage.
 
-10. trading_fee: trading fee rate.
+11. exit_profit_pct: exit your position when you get some profit
+    percent.
+
+12. profit_drawdown_pct: drawdown some percent of your profit, then you
+will exit your position(also need to meet the requirement of the exit_profit_pct).
+
+13. trading_fee: trading fee rate.
 
-11. max_increase_pos_count: how many times you want to increase your
-    positions
+14. max_increase_pos_count: how many times you want to increase your
+   positions
 
-12. turnover_threshold: the pair's trading value should be over this
-    value, the default value is 100,000 USDT.
-13. blocked_lists: if you don't want to trade the symbols/pairs, put it
-    here likes ['XMLUSDT', 'XRPUSDT'], 
+15. turnover_threshold: the pair's trading value should be over this
+   value, the default value is 100,000 USDT.
+16. blocked_lists: if you don't want to trade the symbols/pairs, put it
+   here likes ['XMLUSDT', 'XRPUSDT'],
 
-14. allowed_lists: if you only want to trade some specific pairs, put it
-    here, like : ['BTCUSDT', 'ETHUSDT', 'ADAUSDT', 'BNBUSDT']
+17. allowed_lists: if you only want to trade some specific pairs, put it
+   here, like : ['BTCUSDT', 'ETHUSDT', 'ADAUSDT', 'BNBUSDT']
 
-15. proxy_host: proxy host ip location like '132.148.123.22'
+18. proxy_host: proxy host ip location like '132.148.123.22'
 
-16. proxy_port: proxy port like : 8888, 9999 ect.
+19. proxy_port: proxy port like : 8888, 9999 ect.
 
 ### how-to use
 1. just config your config.json file, past your api key and secret from
@@ -80,18 +98,23 @@ Wechat: bitquant51
 
 ```
  {
-  "platform": "binance_future",
-  "api_key": "xxxx",
-  "api_secret": "xxxxx",
+  "platform": "binance_spot",
+  "api_key": "",
+  "api_secret": "",
   "max_pairs": 4,
-  "pump_pct": 0.03,
-  "initial_trade_value": 500,
-  "trade_value_multiplier": 1.3,
+  "pump_pct": 0.026,
+  "pump_pct_4h": 0.045,
+  "initial_trade_value": 200,
+  "stop_loss_pct": 0,
+  "trade_value_multiplier": 1.5,
   "increase_pos_when_drop_down": 0.05,
   "exit_profit_pct": 0.01,
   "profit_drawdown_pct": 0.01,
   "trading_fee": 0.0004,
   "max_increase_pos_count": 5,
+  "turnover_threshold": 100000,
+  "blocked_lists": [],
+  "allowed_lists": [],
   "proxy_host": "",
   "proxy_port": 0
 }
@@ -101,34 +124,47 @@ Wechat: bitquant51
 
 1. platform: 可选的值有两个,分别是binance_future和binance_spot，
    如果你想交易现货，就填写binance_spot, 合约就写binance_future
+
 2. api_key: 币安交易所的api key
+
 3. api_secret: 币安交易所的api secret
+
 4. max_pairs: 交易对的最大数量，如果你想同时持仓10个交易对，那么这里就写10.
-5. pump_pct: 小时线暴涨百分之多少后入场,
+
+5. pump_pct: 1小时线暴涨百分之多少后入场,
    当然你可以修改源码，修改你的入场逻辑。这个策略的思路是挑选小时暴涨的币，然后用马丁格尔的策略去交易。
-6. initial_trade_value: 每个交易对的初始交易金额
-7. increase_pos_when_drop_down: 回调多少后加仓。
 
-8. exit_profit_pct: 出场点位
+6. pump_pct_4h: 4小时线暴涨百分之多少后入场
+
+7. initial_trade_value: 每个交易对的初始交易金额
+
+8. stop_loss_pct: 设置止损百分比， 0.2 表示亏损20%后出场。
+
+9. trade_value_multiplier:
+   马丁格尔加仓系数，如果是2表示下一次交易的金额是上一次交易金额的两倍。
+
+10. increase_pos_when_drop_down: 回调多少后加仓。
+
+11. exit_profit_pct: 盈利百分之多少后出场点
 
-9. profit_drawdown_pct: 最高值回调多少后，且有利润的时候才出场.
+12. profit_drawdown_pct: 最高值回调多少后，且有利润的时候才出场.
 
-10. trading_fee: 交易的资金费率。
+13. trading_fee: 交易的资金费率。
 
-11. max_increase_pos_count: 最大的加仓次数.
+14. max_increase_pos_count: 最大的加仓次数.
 
-12. turnover_threshold:
-    这个是过滤值，就是要求一小时的最低成交量不能低于多少，默认是值 100,000 USDT.
-13. blocked_lists:
-    这个是禁止交易的交易对，如果你想过滤某写不想交易的山寨币，你可以把他们放在这个列表上如:
-    ['XMLUSDT', 'XRPUSDT'],
+15. turnover_threshold:
+   这个是过滤值，就是要求一小时的最低成交量不能低于多少，默认是值 100,000 USDT.
+16. blocked_lists:
+   这个是禁止交易的交易对，如果你想过滤某写不想交易的山寨币，你可以把他们放在这个列表上如:
+   ['XMLUSDT', 'XRPUSDT'],
 
-14. allowed_lists: 如果你只想交易某一些交易对，那么放这里:
-    ['BTCUSDT', 'ETHUSDT', 'ADAUSDT', 'BNBUSDT']
+17. allowed_lists: 如果你只想交易某一些交易对，那么放这里:
+   ['BTCUSDT', 'ETHUSDT', 'ADAUSDT', 'BNBUSDT']
 
-15. proxy_host: 代理主机ip地址： 如'132.148.123.22'
+18. proxy_host: 代理主机ip地址： 如'132.148.123.22'
 
-16. proxy_port: 代理主机的端口号如: 8888, 9999 ect.
+19. proxy_port: 代理主机的端口号如: 8888, 9999 ect.
 
 
 ### 如何使用

config-example.json

@@ -1,15 +1,16 @@
 {
-  "platform": "binance_future",
+  "platform": "binance_spot",
   "api_key": "xxxx",
   "api_secret": "xxxxx",
   "max_pairs": 4,
   "pump_pct": 0.026,
   "pump_pct_4h": 0.045,
   "initial_trade_value": 200,
+  "stop_loss_pct": 0,
   "trade_value_multiplier": 1.5,
   "increase_pos_when_drop_down": 0.05,
   "exit_profit_pct": 0.01,
-  "profit_pull_back_pct": 0.01,
+  "profit_drawdown_pct": 0.01,
   "trading_fee": 0.0004,
   "max_increase_pos_count": 5,
   "turnover_threshold": 100000,

config.json

@@ -6,6 +6,7 @@
   "pump_pct": 0.026,
   "pump_pct_4h": 0.045,
   "initial_trade_value": 200,
+  "stop_loss_pct": 0,
   "trade_value_multiplier": 1.5,
   "increase_pos_when_drop_down": 0.05,
   "exit_profit_pct": 0.01,

trader/binance_future_trader.py

@@ -224,16 +224,19 @@ def start(self):
                     print(f"{s} notional value is small, delete the position data.")
                     deleted_positions.append(s)
                     # del self.positions.positions[s]  # delete the position data if the position notional is very small.
+
                 else:
+
                     avg_price = pos_data.get('avg_price')
                     self.positions.update_profit_max_price(s, bid_price)
                     # calculate the profit here.
                     profit_pct = bid_price / avg_price - 1
-                    drawdown_pct = self.positions.positions.get(s, {}).get('profit_max_price', 0) / bid_price - 1
+                    drawdown_pct = pos_data.get('profit_max_price', 0) / bid_price - 1
+
+                    dump_pct = pos_data.get('last_entry_price', 0) / bid_price - 1
+                    current_increase_pos_count = pos_data.get('current_increase_pos_count', 1)
 
-                    dump_pct = self.positions.positions.get(s, {}).get('last_entry_price', 0) / bid_price - 1
-                    current_increase_pos_count = self.positions.positions.get(s, {}).get('current_increase_pos_count',
-                                                                                         1)
+                    loss_pct = avg_price / bid_price - 1
 
                     # there is profit here, consider whether exit this position.
                     if profit_pct >= config.exit_profit_pct and drawdown_pct >= config.profit_drawdown_pct and len(
@@ -246,7 +249,28 @@ def start(self):
                         buy_orders = self.buy_orders_dict.get(s, [])
                         for buy_order in buy_orders:
                             print(
-                                "cancel the buy orders. when we want to place sell orders, we need to cancel the buy orders.")
+                                "cancel the buy orders and send the profit order.")
+                            self.http_client.cancel_order(s, buy_order.get('clientOrderId'))
+                        # price tick and quantity precision
+                        price = round_to(bid_price, min_price)
+                        qty = floor_to(abs(pos), min_qty)
+
+                        sell_order = self.http_client.place_order(symbol=s, order_side=OrderSide.SELL,
+                                                                  order_type=OrderType.LIMIT, quantity=qty,
+                                                                  price=price)
+
+                        if sell_order:
+                            # resolve sell order
+                            orders = self.sell_orders_dict.get(s, [])
+                            orders.append(sell_order)
+                            self.sell_orders_dict[s] = orders
+
+                    elif loss_pct >= config.stop_loss_pct > 0 and len(self.sell_orders_dict.get(s, [])) <= 0:
+                        # cancel the buy orders. when we want to place sell orders, we need to cancel the buy orders.
+                        buy_orders = self.buy_orders_dict.get(s, [])
+                        for buy_order in buy_orders:
+                            print(
+                                "cancel the buy orders and send the stop loss order.")
                             self.http_client.cancel_order(s, buy_order.get('clientOrderId'))
                         # price tick and quantity precision
                         price = round_to(bid_price, min_price)
@@ -262,11 +286,11 @@ def start(self):
                             orders.append(sell_order)
                             self.sell_orders_dict[s] = orders
 
-                    # if the market price continue drop down you can increase your positions.
 
                     elif dump_pct >= config.increase_pos_when_drop_down and len(self.buy_orders_dict.get(s,
                                                                                                          [])) <= 0 and current_increase_pos_count <= config.max_increase_pos_count:
 
+                        # if the market price continue drop down you can increase your positions.
                         # cancel the sell orders, when we want to place buy orders, we need to cancel the sell orders.
                         sell_orders = self.sell_orders_dict.get(s, [])
                         for sell_order in sell_orders:

trader/binance_spot_trader.py

@@ -240,15 +240,15 @@ def start(self):
                     self.positions.update_profit_max_price(s, bid_price)
                     # calculate profit 计算利润.
                     profit_pct = bid_price / avg_price - 1
-                    drawdown_pct = self.positions.positions.get(s, {}).get('profit_max_price', 0) / bid_price - 1
+                    drawdown_pct = pos_data.get('profit_max_price', 0) / bid_price - 1
 
-                    dump_pct = self.positions.positions.get(s, {}).get('last_entry_price', 0) / bid_price - 1
-                    current_increase_pos_count = self.positions.positions.get(s, {}).get('current_increase_pos_count',
-                                                                                         1)
+                    dump_pct = pos_data.get('last_entry_price', 0) / bid_price - 1
+                    current_increase_pos_count = pos_data.get('current_increase_pos_count',1)
+
+                    loss_pct = avg_price / bid_price - 1  # loss percent.
 
                     # there is profit here, consider whether exit this position.
-                    if profit_pct >= config.exit_profit_pct and drawdown_pct >= config.profit_drawdown_pct and len(
-                            self.sell_orders_dict.get(s, [])) <= 0:
+                    if profit_pct >= config.exit_profit_pct and drawdown_pct >= config.profit_drawdown_pct and len(self.sell_orders_dict.get(s, [])) <= 0:
                         """
                         the position is profitable and drawdown meets requirements.
                         """
@@ -257,7 +257,7 @@ def start(self):
                         buy_orders = self.buy_orders_dict.get(s, [])
                         for buy_order in buy_orders:
                             print(
-                                "cancel the buy orders. when we want to place sell orders, we need to cancel the buy orders.")
+                                "cancel the buy orders and send the profit order.")
                             self.http_client.cancel_order(s, buy_order.get('clientOrderId'))
                         # the price tick and quantity precision.
 
@@ -274,11 +274,33 @@ def start(self):
                             orders.append(sell_order)
                             self.sell_orders_dict[s] = orders
 
-                    # if the market price continue drop down you can increase your positions.
+                    elif loss_pct >= config.stop_loss_pct > 0 and len(self.sell_orders_dict.get(s, [])) <= 0:
+                        # set the stop loss
+                        # cancel the buy orders. when we want to place sell orders, we need to cancel the buy orders.
+                        buy_orders = self.buy_orders_dict.get(s, [])
+                        for buy_order in buy_orders:
+                            print(
+                                "cancel the buy orders and send the sell order for stop loss.")
+                            self.http_client.cancel_order(s, buy_order.get('clientOrderId'))
+                        # the price tick and quantity precision.
+
+                        qty = floor_to(abs(pos), min_qty)
+                        price = round_to(bid_price, min_price)
+
+                        sell_order = self.http_client.place_order(symbol=s, order_side=OrderSide.SELL,
+                                                                  order_type=OrderType.LIMIT, quantity=qty,
+                                                                  price=price)
+
+                        if sell_order:
+                            # resolve sell order
+                            orders = self.sell_orders_dict.get(s, [])
+                            orders.append(sell_order)
+                            self.sell_orders_dict[s] = orders
 
                     elif dump_pct >= config.increase_pos_when_drop_down and len(self.buy_orders_dict.get(s,
                                                                                                          [])) <= 0 and current_increase_pos_count <= config.max_increase_pos_count:
 
+                        # if the market price continue drop down you can increase your positions.
                         # cancel the sell orders, when we want to place buy orders, we need to cancel the sell orders.
                         sell_orders = self.sell_orders_dict.get(s, [])
                         for sell_order in sell_orders:

utils/config.py

@@ -43,6 +43,7 @@ def __init__(self):
         self.blocked_lists = []  # symbols ['BTCUSDT', 'ETHUSDT', ... ], the symbols in here will not trade.
         self.allowed_lists = []  # symbols ['BTCUSDT', 'ETHUSDT', ... ], if the list contains value(not empty), it will only trade the symbol in this lists
         self.turnover_threshold = 100,000  # 100k usdt, the trading value should be higher than 100k usdt in an hour.
+        self.stop_loss_pct = 0  # stop loss percent, zero means not stop loss. 止损百分比, 设置为零表示不用设置百分比。
 
     def loads(self, config_file=None):
         """ Load config file.