from pathlib import Path from typing import Union import json PACKAGE_ROOT = Path(__file__).parent.parent #PACKAGE_PARENT = '..' #SCRIPT_DIR = os.path.dirname(os.path.realpath(os.path.join(os.getcwd(), os.path.expanduser(__file__)))) #sys.path.append(os.path.normpath(os.path.join(SCRIPT_DIR, PACKAGE_PARENT))) #PACKAGE_ROOT = os.path.dirname(os.path.abspath(__file__)) class App: """Globally visible variables.""" # System loop = None # asyncio main loop sched = None # Scheduler analyzer = None # Store and analyze data # Connector client client = None # WebSocket for push notifications bm = None conn_key = None # Socket signal = None, # Latest signal "BUY", "SELL" # # State of the server (updated after each interval) # # State 0 or None or empty means ok. String and other non empty objects mean error error_status = 0 # Networks, connections, exceptions etc. what does not allow us to work at all server_status = 0 # If server allow us to trade (maintenance, down etc.) account_status = 0 # If account allows us to trade (funds, suspended etc.) trade_state_status = 0 # Something wrong with our trading logic (wrong use, inconsistent state etc. what we cannot recover) # Trade status status = None # BOUGHT, SOLD, BUYING, SELLING order = None # Latest or current order order_time = None # Order submission time # Available assets for trade # Can be set by the sync/recover function or updated by the trading algorithm base_quantity = "0.04108219" # BTC owned (on account, already bought, available for trade) quote_quantity = "1000.0" # USDT owned (on account, available for trade) # # Trader. Status data retrieved from the server. Below are examples only. # system_status = {"status": 0, "msg": "normal"} # 0: normal，1：system maintenance symbol_info = { "symbol": "BTCUSDT", "status": "TRADING", "baseAsset": "BTC", "baseAssetPrecision": 8, "quoteAsset": "USDT", "quotePrecision": 8, "orderTypes": ["LIMIT", "LIMIT_MAKER", "MARKET", "STOP_LOSS_LIMIT", "TAKE_PROFIT_LIMIT"], "icebergAllowed": True, "ocoAllowed": True, "isSpotTradingAllowed": True, "isMarginTradingAllowed": True, "filters": [], } account_info = { "makerCommission": 15, "takerCommission": 15, "buyerCommission": 0, "sellerCommission": 0, "canTrade": True, "canWithdraw": True, "canDeposit": True, "balances": [ {"asset": "BTC", "free": "4723846.89208129", "locked": "0.00000000"}, {"asset": "LTC", "free": "4763368.68006011", "locked": "0.00000000"}, ] } # # Constant configuration parameters # config = { "actions": ["notify"], # Values: notify, trade # Binance "api_key": "", "api_secret": "", # Telegram "telegram_bot_token": "", "telegram_chat_id": "", "symbol": "", # BTCUSDT ETHUSDT - use config "base_asset": "BTC", # BTC ETH "quote_asset": "USDT", # File locations "data_folder": "", "model_folder": "", # === analyzer (NAMES, also for scripts) === # Target columns with true values which will be predicted # Leave only what we want to be generated (e.g., only one label for debug purposes) "labels": [ 'high_10', 'high_15', 'high_20', 'low_10', 'low_15', 'low_20', ], "labels_regr": [ 'high_max_60','high_max_120','high_max_180', # Maximum high (relative) 'low_min_60','low_min_120','low_min_180', # Minimum low (relative) 'high_to_low_60', 'high_to_low_120', 'high_to_low_180', 'close_area_future_60', 'close_area_future_120', 'close_area_future_180', 'close_area_future_300', ], "class_labels_all": [ # All existing target labels implemented in label generation procedure 'high_max_60','high_max_120','high_max_180', # Maximum high (relative) 'high_10', 'high_15', 'high_20', 'high_25', # At least one time above 'high_01', 'high_02', 'high_03', 'high_04', # Always below 'low_min_60','low_min_120','low_min_180', # Minimum low (relative) 'low_01', 'low_02', 'low_03', 'low_04', # Always above 'low_10', 'low_15', 'low_20', 'low_25', # At least one time below 'high_to_low_60','high_to_low_120','high_to_low_180', 'close_area_future_60','close_area_future_120','close_area_future_180','close_area_future_300', ], "features_kline": [ # Feature columns implemented (hard-coded) by feature generation function 'close_1','close_5','close_15','close_60','close_180','close_720', 'close_std_5','close_std_15','close_std_60','close_std_180','close_std_720', # Removed "std_1" which is constant 'volume_1','volume_5','volume_15','volume_60','volume_180','volume_720', 'span_1', 'span_5', 'span_15', 'span_60', 'span_180', 'span_720', 'trades_1','trades_5','trades_15','trades_60','trades_180','trades_720', 'tb_base_1','tb_base_5','tb_base_15','tb_base_60','tb_base_180','tb_base_720', 'tb_quote_1','tb_quote_5','tb_quote_15','tb_quote_60','tb_quote_180','tb_quote_720', 'close_area_60', 'close_area_120', 'close_area_180', 'close_area_300', 'close_area_720', 'close_trend_5', 'close_trend_15', 'close_trend_60', 'close_trend_180', 'close_trend_720', ], # 51 features "features_futur": [ # Feature columns implemented (hard-coded) by feature generation function "f_close_1", "f_close_2", "f_close_5", "f_close_20", "f_close_60", "f_close_180", "f_close_std_2", "f_close_std_5", "f_close_std_20", "f_close_std_60", "f_close_std_180", # Removed "std_1" which is constant "f_volume_1", "f_volume_2", "f_volume_5", "f_volume_20", "f_volume_60", "f_volume_180", "f_span_1", "f_span_2", "f_span_5", "f_span_20", "f_span_60", "f_span_180", "f_trades_1", "f_trades_2", "f_trades_5", "f_trades_20", "f_trades_60", "f_trades_180", 'f_close_area_20', 'f_close_area_60', 'f_close_area_120', 'f_close_area_180', 'close_trend_2', 'close_trend_5', 'close_trend_20', 'close_trend_60', 'close_trend_180', ], # 38 features "features_depth": [ "gap_2","gap_5","gap_10", "bids_1_2","bids_1_5","bids_1_10", "asks_1_2","asks_1_5","asks_1_10", "bids_2_2","bids_2_5","bids_2_10", "asks_2_2","asks_2_5","asks_2_10", "bids_5_2","bids_5_5","bids_5_10", "asks_5_2","asks_5_5","asks_5_10", "bids_10_2","bids_10_5","bids_10_10", "asks_10_2","asks_10_5","asks_10_10", "bids_20_2","bids_20_5","bids_20_10", "asks_20_2","asks_20_5","asks_20_10", ], # === SIGNALER SERVER === "signaler": { "notification_threshold": 3, # Score within this number of steps will not be notified "analysis": { # Same for all symbols # History needed to compute derived features. Take maximum aggregation windows from feature generation code (and add something to be sure that we have all what is needed) "features_horizon": 1440+160, }, "model": { # Models: [0.4, -0.44], [0.25, -0.52] "buy_threshold": +0.15, "sell_threshold": -0.15, }, }, # === TRADER SERVER === "trader": { # For debugging: determine what parts of code will be executed "no_trades_only_data_processing": False, # in market or out of market processing is excluded (all below parameters ignored) "test_order_before_submit": False, # Send test submit to the server as part of validation "simulate_order_execution": False, # Instead of real orders, simulate their execution (immediate buy/sell market orders and use high price of klines for limit orders) "percentage_used_for_trade": 99, # in % to the available USDT quantity, that is, we will derive how much BTC to buy using this percentage "limit_price_adjustment": -0.0001, # Limit price of orders will be better than the latest close price (0 means no change, positive - better for us, negative - worse for us) # Signal model (trade strategy) - currently NOT USED "sell_timeout": 70, # Seconds "percentage_sell_price": 1.018, # our planned profit per trade via limit sell order (part of the model) }, # === COLLECTORS === "collector": { "folder": "DATA", "flush_period": 300, # seconds "depth": { "folder": "DEPTH", "symbols": ["BTCUSDT", "ETHBTC", "ETHUSDT", "IOTAUSDT", "IOTABTC", "IOTAETH"], "limit": 100, # Legal values (depth): '5, 10, 20, 50, 100, 500, 1000, 5000' <100 weight=1 "freq": "1m", # Binance standard frequency: 5s, 1m etc. }, "stream": { "folder": "STREAM", # Stream formats: # For kline channel: @kline_, Event type: "e": "kline", Symbol: "s": "BNBBTC" # For depth channel: @depth[@100ms], Event type: NO, Symbol: NO # btcusdt@ticker "channels": ["kline_1m", "depth20"], # kline_1m, depth20, depth5 "symbols": ["BTCUSDT", "ETHBTC", "ETHUSDT", "IOTAUSDT", "IOTABTC", "IOTAETH"], # "BTCUSDT", "ETHBTC", "ETHUSDT", "IOTAUSDT", "IOTABTC", "IOTAETH" } }, } def data_provider_problems_exist(): if App.error_status != 0: return True if App.server_status != 0: return True return False def problems_exist(): if App.error_status != 0: return True if App.server_status != 0: return True if App.account_status != 0: return True if App.trade_state_status != 0: return True return False def load_config(config_file): if config_file: config_file_path = PACKAGE_ROOT / config_file with open(config_file_path) as json_file: config_json = json.load(json_file) App.config.update(config_json) if __name__ == "__main__": pass