Add paper trading mode - test strategies without risking real money

Author: Rors78

scanner_pro_scalper.py

@@ -19,16 +19,50 @@
 API_KEY = os.environ.get('BINANCE_API_KEY', '')
 API_SECRET = os.environ.get('BINANCE_API_SECRET', '')
 
-if not API_KEY or not API_SECRET:
-    print("ERROR: BINANCE_API_KEY and BINANCE_API_SECRET must be set in environment")
-    sys.exit(1)
-
-client = Client(API_KEY, API_SECRET, tld='us')
-
 # -------- Configuration --------
+PAPER_TRADING = True     # Set to False for live trading
 REFRESH_INTERVAL = 10    # seconds
 RISK_USDT = 20           # USDT per trade
 POSITIONS_FILE = 'positions.json'
+PAPER_TRADES_FILE = 'paper_trades.json'
+
+# -------- Paper Trading State --------
+paper_balance = 1000.0   # Starting paper balance in USDT
+paper_trades = []        # Trade history
+
+def load_paper_state():
+    global paper_balance, paper_trades
+    if os.path.exists(PAPER_TRADES_FILE):
+        with open(PAPER_TRADES_FILE) as f:
+            data = json.load(f)
+            paper_balance = data.get('balance', 1000.0)
+            paper_trades = data.get('trades', [])
+
+def save_paper_state():
+    with open(PAPER_TRADES_FILE, 'w') as f:
+        json.dump({'balance': paper_balance, 'trades': paper_trades}, f, indent=2)
+
+# -------- Initialize --------
+if PAPER_TRADING:
+    load_paper_state()
+    print("=" * 50)
+    print("🧻 PAPER TRADING MODE - NO REAL MONEY AT RISK")
+    print(f"   Starting balance: ${paper_balance:.2f} USDT")
+    print("=" * 50)
+    # Still need API for price data (read-only)
+    if API_KEY and API_SECRET:
+        client = Client(API_KEY, API_SECRET, tld='us')
+    else:
+        print("Note: Using public endpoints for price data")
+        client = Client("", "", tld='us')
+else:
+    if not API_KEY or not API_SECRET:
+        print("ERROR: BINANCE_API_KEY and BINANCE_API_SECRET must be set for live trading")
+        sys.exit(1)
+    client = Client(API_KEY, API_SECRET, tld='us')
+    print("=" * 50)
+    print("⚠️  LIVE TRADING MODE - REAL MONEY AT RISK")
+    print("=" * 50)
 
 # -------- Persistence --------
 if os.path.exists(POSITIONS_FILE):
@@ -94,42 +128,143 @@ def dynamic_tp(candles):
     last = float(candles[-1][4])
     return [round(last + m*atr, 2) for m in (0.5,1.0,1.5,2.0)]
 
+# -------- Trading Functions --------
+def execute_buy(symbol, qty, price):
+    """Execute a buy order (paper or live)."""
+    global paper_balance
+
+    if PAPER_TRADING:
+        cost = qty * price
+        if cost > paper_balance:
+            print(f"[PAPER] Insufficient balance: need ${cost:.2f}, have ${paper_balance:.2f}")
+            return False
+        paper_balance -= cost
+        paper_trades.append({
+            'time': datetime.now().isoformat(),
+            'type': 'BUY',
+            'symbol': symbol,
+            'qty': qty,
+            'price': price,
+            'cost': cost
+        })
+        save_paper_state()
+        print(f"[PAPER] BUY {symbol}: {qty} @ ${price:.4f} (cost: ${cost:.2f})")
+        return True
+    else:
+        client.order_market_buy(symbol=symbol, quantity=qty)
+        return True
+
+def execute_sell(symbol, qty, price):
+    """Execute a sell order (paper or live)."""
+    global paper_balance
+
+    if PAPER_TRADING:
+        revenue = qty * price
+        paper_balance += revenue
+        paper_trades.append({
+            'time': datetime.now().isoformat(),
+            'type': 'SELL',
+            'symbol': symbol,
+            'qty': qty,
+            'price': price,
+            'revenue': revenue
+        })
+        save_paper_state()
+        print(f"[PAPER] SELL {symbol}: {qty} @ ${price:.4f} (revenue: ${revenue:.2f})")
+        return True
+    else:
+        client.order_limit_sell(symbol=symbol, quantity=qty, price=str(price))
+        return True
+
+def check_tp_hits():
+    """Check if any take-profit levels have been hit (paper mode only)."""
+    global paper_balance
+
+    if not PAPER_TRADING:
+        return  # Live mode handles this via exchange orders
+
+    to_remove = []
+    for sym, pos in positions.items():
+        try:
+            current_price = float(client.get_symbol_ticker(symbol=sym)['price'])
+            hit_tps = [tp for tp in pos['tps'] if current_price >= tp]
+
+            if hit_tps:
+                # Calculate shares per TP level
+                share = pos['qty'] / len(pos['tps'])
+                for tp in hit_tps:
+                    execute_sell(sym, share, tp)
+                    pos['tps'].remove(tp)
+                    pos['qty'] -= share
+
+                if not pos['tps']:  # All TPs hit
+                    to_remove.append(sym)
+                    print(f"[PAPER] Position {sym} fully closed!")
+
+                save_positions()
+        except Exception as e:
+            print(f"Error checking {sym}: {e}")
+
+    for sym in to_remove:
+        del positions[sym]
+
+    if to_remove:
+        save_positions()
+
 # -------- Main Loop --------
 def main():
-    print("=== GridBot Pro Scalper Live ===")
+    mode = "PAPER" if PAPER_TRADING else "LIVE"
+    print(f"=== GridBot Pro Scalper ({mode}) ===")
+
     while True:
         now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
+
+        # Check for TP hits in paper mode
+        if PAPER_TRADING and positions:
+            check_tp_hits()
+
         pairs = fetch_pairs()
         signal_found = False
+
         for sym in pairs:
             kl = fetch_klines(sym)
             closes = [float(c[4]) for c in kl]
             vols = [float(c[5]) for c in kl]
+
             # Indicators
             ema_fast = ema(closes[-5:], 5)
             ema_slow = ema(closes[-20:], 20)
             r = rsi(closes[-15:])
             vol_spike = vols[-1] >= 2 * (sum(vols[-11:-1])/10)
+
             # Entry condition
-            if ema_fast>ema_slow and r>50 and vol_spike:
+            if ema_fast > ema_slow and r > 50 and vol_spike:
                 if sym not in positions:
-                    # Place market buy
                     price = float(client.get_symbol_ticker(symbol=sym)['price'])
-                    qty = round(RISK_USDT/price, 6)
-                    client.order_market_buy(symbol=sym, quantity=qty)
-                    # Place TPs
-                    tps = dynamic_tp(kl)
-                    share = round(qty/len(tps), 6)
-                    for tp in tps:
-                        client.order_limit_sell(symbol=sym, quantity=share, price=str(tp))
-                    positions[sym] = {'qty': qty, 'tps': tps}
-                    save_positions()
-                    print(f"[{now}] Bought {sym} qty={qty}, set TPs={tps}")
-                    signal_found = True
+                    qty = round(RISK_USDT / price, 6)
+
+                    if execute_buy(sym, qty, price):
+                        tps = dynamic_tp(kl)
+
+                        if not PAPER_TRADING:
+                            # Place limit sell orders on exchange
+                            share = round(qty / len(tps), 6)
+                            for tp in tps:
+                                client.order_limit_sell(symbol=sym, quantity=share, price=str(tp))
+
+                        positions[sym] = {'qty': qty, 'tps': tps, 'entry': price}
+                        save_positions()
+                        print(f"[{now}] Bought {sym} qty={qty}, TPs={tps}")
+                        signal_found = True
                 break
+
         if not signal_found:
-            print(f"[{now}] No entry signal found.")
+            if PAPER_TRADING:
+                print(f"[{now}] No signal | Balance: ${paper_balance:.2f} | Positions: {len(positions)}")
+            else:
+                print(f"[{now}] No entry signal found.")
+
         time.sleep(REFRESH_INTERVAL)
 
-if __name__=="__main__":
+if __name__ == "__main__":
     main()