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Using 24h high to decide whether to buy in on a new announcement (pump detection) #59

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Using 24h high to decide whether to buy in on a new announcement (pump detection) #59

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1 change: 1 addition & 0 deletions config.example.yml
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Original file line number Diff line number Diff line change
Expand Up @@ -9,6 +9,7 @@
# In %
SL: -3
TP: 2
24H: 2
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Adding % difference between 24h and current price for a buy decision

ENABLE_TSL: True
TSL: -4
TTP: 2
Expand Down
161 changes: 102 additions & 59 deletions main.py
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Original file line number Diff line number Diff line change
Expand Up @@ -53,6 +53,7 @@ def main():
# store config deets
tp = config['TRADE_OPTIONS']['TP']
sl = config['TRADE_OPTIONS']['SL']
ath = config['TRADE_OPTIONS']['24H']
enable_tsl = config['TRADE_OPTIONS']['ENABLE_TSL']
tsl = config['TRADE_OPTIONS']['TSL']
ttp = config['TRADE_OPTIONS']['TTP']
Expand Down Expand Up @@ -88,23 +89,23 @@ def main():

logger.debug(f'Data for sell: {coin=} | {stored_price=} | {coin_tp=} | {coin_sl=} | {volume=} | {symbol=} ')

logger.info(f'get_last_price existing coin: {coin}')
last_price = get_last_price(symbol, pairing)
logger.info(f'get_coin_info existing coin: {coin}')
coin_info = get_coin_info(symbol, pairing)
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Change from a single unit of information to all the info you can get on the coin. This is a majority of the changes, along with calling the info differently.


logger.info("Finished get_last_price")
logger.info(f'{last_price=}')
logger.info("Finished get_coin_info")
logger.info(f'{coin_info.last=}')
logger.info(f'{stored_price + (stored_price*sl /100)=}')

# update stop loss and take profit values if threshold is reached
if float(last_price) > stored_price + (
if float(coin_info.last) > stored_price + (
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Here you call the last price with coin_info.last. You can use coin_info.xxx to pull different coin info.

See https://www.gate.io/docs/apiv4/en/#retrieve-ticker-information for the different options.

stored_price * coin_tp / 100) and enable_tsl:
# increase as absolute value for TP
new_tp = float(last_price) + (float(last_price) * ttp / 100)
new_tp = float(coin_info.last) + (float(coin_info.last) * ttp / 100)
# convert back into % difference from when the coin was bought
new_tp = float((new_tp - stored_price) / stored_price * 100)

# same deal as above, only applied to trailing SL
new_sl = float(last_price) + (float(last_price)*tsl / 100)
new_sl = float(coin_info.last) + (float(coin_info.last)*tsl / 100)
new_sl = float((new_sl - stored_price) / stored_price * 100)

# new values to be added to the json file
Expand All @@ -113,19 +114,19 @@ def main():
store_order('order.json', order)

logger.info(f'Updated TP: {round(new_tp, 3)} and SL:'
f' {round(new_sl, 3)}')
f' {round(new_sl, 3)}')

# close trade if tsl is reached or trail option is not enabled
elif float(last_price) < stored_price + (
stored_price * coin_sl / 100) or float(last_price) > stored_price + (
elif float(coin_info.last) < stored_price + (
stored_price * coin_sl / 100) or float(coin_info.last) > stored_price + (
stored_price * coin_tp / 100) and not enable_tsl:
try:
# sell for real if test mode is set to false
if not test_mode:
logger.info(f'starting sell place_order with :{symbol} | {pairing} | {float(volume)*float(last_price)} | side=sell {last_price}')
sell = place_order(symbol, pairing, float(volume)*float(last_price), 'sell', last_price)
logger.info(f'starting sell place_order with :{symbol} | {pairing} | {float(volume)*float(coin_info.last)} | side=sell {coin_info.last}')
sell = place_order(symbol, pairing, float(volume)*float(coin_info.last), 'sell', coin_info.last)
logger.info("Finish sell place_order")
logger.info(f'sold {coin} with {(float(last_price) - stored_price) / float(stored_price)*100}% PNL')
logger.info(f'sold {coin} with {(float(coin_info.last) - stored_price) / float(stored_price)*100}% PNL')

# remove order from json file
order.pop(coin)
Expand All @@ -147,12 +148,12 @@ def main():
else:
sold_coins[coin] = {
'symbol': coin,
'price': last_price,
'price': coin_info.last,
'volume': volume,
'time': datetime.timestamp(datetime.now()),
'profit': float(last_price) - stored_price,
'profit': float(coin_info.last) - stored_price,
'relative_profit_%': round((float(
last_price) - stored_price) / stored_price * 100, 3),
coin_info.last) - stored_price) / stored_price * 100, 3),
'id': 'test-order',
'text': 'test-order',
'create_time': datetime.timestamp(datetime.now()),
Expand All @@ -162,9 +163,8 @@ def main():
'type': 'limit',
'account': 'spot',
'side': 'sell',
'iceberg': '0',
'price': last_price}
logger.info('Sold coins:\r\n' + str(sold_coins[coin]))
'iceberg': '0'}
logger.info('Sold coins:' + str(sold_coins[coin]))
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I don't know what the \r\n is for, and it bugged me, so I removed it, not important, take it or leave it.

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it's for a newline. Nowadays, both \r and \n are liable to each add a newline, instead of both being required on windows. Generally just \n is good enough (if a newline is desired).


store_order('sold.json', sold_coins)

Expand All @@ -183,61 +183,104 @@ def main():
supported_currencies = get_all_currencies(single=True)
if supported_currencies:
if announcement_coin in supported_currencies:
logger.debug("Starting get_last_price")
price = get_last_price(announcement_coin, pairing)
logger.debug("Starting get_coin_info")
coin_info = get_coin_info(announcement_coin, pairing)

logger.debug('Coin price: ' + price)
logger.debug('Finished get_last_price')
logger.debug('24h High: ' + coin_info.high_24h)
logger.debug('Coin price: ' + coin_info.last)
logger.debug('Finished get_coin_info')

try:
# Run a test trade if true
if config['TRADE_OPTIONS']['TEST']:
order[announcement_coin] = {
'symbol': announcement_coin,
'price': price,
'volume': qty,
'time': datetime.timestamp(datetime.now()),
'tp': tp,
'sl': sl,
'id': 'test-order',
'text': 'test-order',
'create_time': datetime.timestamp(datetime.now()),
'update_time': datetime.timestamp(datetime.now()),
'currency_pair': f'{announcement_coin}_{pairing}',
'status': 'filled',
'type': 'limit',
'account': 'spot',
'side': 'buy',
'iceberg': '0'
}
logger.info('PLACING TEST ORDER')
logger.debug(order[announcement_coin])
if float(coin_info.high_24h) > float(coin_info.last) + (float(coin_info.last) * float(ath) / 100):
logger.info(f'24h High is {ath}% greater than price, coin not traded')
else:
order[announcement_coin] = {
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Here is where the decision to not start a buy order on a new announced coin based on the % difference between current price and 24h high is done, also added to the logger info below.

'symbol': announcement_coin,
'price': price,
'volume': qty,
'time': datetime.timestamp(datetime.now()),
'tp': tp,
'sl': sl,
'id': 'test-order',
'text': 'test-order',
'create_time': datetime.timestamp(datetime.now()),
'update_time': datetime.timestamp(datetime.now()),
'currency_pair': f'{announcement_coin}_{pairing}',
'status': 'filled',
'type': 'limit',
'account': 'spot',
'side': 'buy',
'iceberg': '0'
}
logger.info('PLACING TEST ORDER')
logger.debug(order[announcement_coin])
# place a live order if False
else:
logger.info(f'starting buy place_order with : {announcement_coin=} | {pairing=} | {qty=} | side = buy | {price=}')
order[announcement_coin] = place_order(announcement_coin, pairing, qty,'buy', price)
order[announcement_coin] = order[announcement_coin].__dict__
order[announcement_coin].pop("local_vars_configuration")
order[announcement_coin]['tp'] = tp
order[announcement_coin]['sl'] = sl
logger.info('Finished buy place_order')
if float(coin_info.high_24h) > float(coin_info.last) + (float(coin_info.last) * float(ath) / 100):
logger.info(f'24h High is {ath}% greater than price, coin not traded')
else:
logger.info(f'starting buy place_order with : {announcement_coin=} | {pairing=} | {qty=} | side = buy | {price=}')
order[announcement_coin] = place_order(announcement_coin, pairing, qty,'buy', price)
order[announcement_coin] = order[announcement_coin].__dict__
order[announcement_coin].pop("local_vars_configuration")
order[announcement_coin]['tp'] = tp
order[announcement_coin]['sl'] = sl
logger.info('Finished buy place_order')

except Exception as e:
logger.error(e)

else:
logger.info(f'Order created with {qty} on {announcement_coin}')
store_order('order.json', order)
if float(coin_info.high_24h) > float(coin_info.last) + (float(coin_info.last) * float(ath) / 100):
logger.info('No order status to report')
else:
if test_mode:
order_status = order[announcement_coin]['status']
else:
order_status = order[announcement_coin]['_status']

message = f'Order created on {announcement_coin} at a price of {price} each. {order_status=}'
logger.info(message)


if order_status == 'filled' or order_status == "closed":
if test_mode and float(order[announcement_coin]['_left']) > 0 and float(order[announcement_coin]['_amount']) > float(order[announcement_coin]['_left']):
# you can only sell what you have. Minus fees. Look for unfulfilled
newAmount = float(order[announcement_coin]['_amount']) - float(order[announcement_coin]['_left']) - float(order[announcement_coin]['_fee'])
order[announcement_coin]['volume'] = newAmount
else:
store_order('order_fulfilled.json', order)

# you can only sell what you have. Minus fees. Look for unfulfilled
newAmount = float(order[announcement_coin]['_amount']) - float(order[announcement_coin]['_left']) - float(order[announcement_coin]['_fee'])
order[announcement_coin]['_amount'] = newAmount

store_order('order.json', order)


elif order_status == 'open' or order_status == 'cancelled':
if not test_mode and order_status == 'open':
# cancel orders and try again in the next iteration
cancel_open_order(order[announcement_coin]['_id'], announcement_coin, pairing)
logger.info(f"Cancelled order {order[announcement_coin]['_id']} . Waiting for status of 'filled/closed' for {announcement_coin}")

order.clear() # reset for next iteration

else:
logger.warning(f'{announcement_coin=} is not supported on gate io')
if os.path.isfile('new_listing.json'):
os.remove("new_listing.json")
logger.debug('Removed new_listing.json due to coin not being '
'listed on gate io')
if announcement_coin:
logger.warning(f'{announcement_coin=} is not supported on gate io')
if os.path.isfile('new_listing.json'):
os.remove("new_listing.json")
logger.debug('Removed new_listing.json due to coin not being '
'listed on gate io')
else:
logger.error('supported_currencies is not initialized')
else:
logger.info( 'No coins announced, or coin has already been bought/sold. Checking more frequently in case TP and SL need updating')

logger.info( 'No coins announced, or coin has already been bought/sold.')


time.sleep(3)
# except Exception as e:
Expand All @@ -251,4 +294,4 @@ def main():

if __name__ == '__main__':
logger.info('working...')
main()
main()
9 changes: 5 additions & 4 deletions trade_client.py
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Original file line number Diff line number Diff line change
Expand Up @@ -7,14 +7,13 @@
spot_api = SpotApi(ApiClient(client))


def get_last_price(base,quote):
def get_coin_info(base,quote):
"""
Args:
'DOT', 'USDT'
"""
tickers = spot_api.list_tickers(currency_pair=f'{base}_{quote}')
assert len(tickers) == 1
return tickers[0].last
return tickers[0]

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Allowing the array to contain all the info, not just .last.


def get_min_amount(base,quote):
Expand All @@ -36,8 +35,10 @@ def place_order(base,quote, amount, side, last_price):
'DOT', 'USDT', 50, 'buy', 400
"""
try:
order = Order(amount=str(float(amount)/float(last_price)), price=last_price, side=side, currency_pair=f'{base}_{quote}')
order = Order(amount=str(float(amount)/float(last_price)), price=last_price, side=side, currency_pair=f'{base}_{quote}', time_in_force='ioc')
order = spot_api.create_order(order)
t = order
logger.info(f"PLACE ORDER: {t.side} | {t.id} | {t.account} | {t.type} | {t.currency_pair} | {t.status} | amount={t.amount} | price={t.price} | left={t.left} | filled_total={t.filled_total} | fill_price={t.fill_price}")
except Exception as e:
logger.error(e)
raise
Expand Down