2
0
forked from kodorvan/stcs

2 Commits

8 changed files with 268 additions and 117 deletions

View File

@@ -54,6 +54,10 @@ sudo -u www-data /usr/bin/pip install -r requirements.txt
cp .env.sample .env
nvim .env
```
5. Выполните миграции:
```bash
alembic upgrade head
```
5. Запустите бота:

View File

@@ -0,0 +1,32 @@
"""Added side_mode column
Revision ID: fbf4e3658310
Revises:
Create Date: 2025-10-22 13:08:02.317419
"""
from typing import Sequence, Union
from alembic import op
import sqlalchemy as sa
# revision identifiers, used by Alembic.
revision: str = 'fbf4e3658310'
down_revision: Union[str, Sequence[str], None] = None
branch_labels: Union[str, Sequence[str], None] = None
depends_on: Union[str, Sequence[str], None] = None
def upgrade() -> None:
"""Upgrade schema."""
# ### commands auto generated by Alembic - please adjust! ###
op.add_column('user_deals', sa.Column('side_mode', sa.String(), nullable=True))
# ### end Alembic commands ###
def downgrade() -> None:
"""Downgrade schema."""
# ### commands auto generated by Alembic - please adjust! ###
op.drop_column('user_deals', 'side_mode')
# ### end Alembic commands ###

View File

@@ -11,7 +11,7 @@ from app.bybit.logger_bybit.logger_bybit import LOGGING_CONFIG
from app.bybit.set_functions.set_leverage import set_leverage
from app.bybit.set_functions.set_margin_mode import set_margin_mode
from app.bybit.set_functions.set_switch_position_mode import set_switch_position_mode
from app.helper_functions import get_liquidation_price, safe_float
from app.helper_functions import safe_float
logging.config.dictConfig(LOGGING_CONFIG)
logger = logging.getLogger("open_positions")
@@ -25,11 +25,9 @@ async def start_trading_cycle(
:param tg_id: Telegram user ID
"""
try:
client = await get_bybit_client(tg_id=tg_id)
symbol = await rq.get_user_symbol(tg_id=tg_id)
additional_data = await rq.get_user_additional_settings(tg_id=tg_id)
risk_management_data = await rq.get_user_risk_management(tg_id=tg_id)
commission_fee = risk_management_data.commission_fee
user_deals_data = await rq.get_user_deal_by_symbol(
tg_id=tg_id, symbol=symbol
)
@@ -43,6 +41,7 @@ async def start_trading_cycle(
max_bets_in_series = additional_data.max_bets_in_series
take_profit_percent = risk_management_data.take_profit_percent
stop_loss_percent = risk_management_data.stop_loss_percent
total_commission = 0
get_side = "Buy"
@@ -63,34 +62,6 @@ async def start_trading_cycle(
else:
side = "Sell"
# Get fee rates
fee_info = client.get_fee_rates(category="linear", symbol=symbol)
# Check if commission fee is enabled
commission_fee_percent = 0.0
if commission_fee == "Yes_commission_fee":
commission_fee_percent = safe_float(
fee_info["result"]["list"][0]["takerFeeRate"]
)
get_ticker = await get_tickers(tg_id, symbol=symbol)
price_symbol = safe_float(get_ticker.get("lastPrice")) or 0
instruments_info = await get_instruments_info(tg_id=tg_id, symbol=symbol)
qty_step_str = instruments_info.get("lotSizeFilter").get("qtyStep")
qty_step = safe_float(qty_step_str)
qty = safe_float(order_quantity) / safe_float(price_symbol)
decimals = abs(int(round(math.log10(qty_step))))
qty_formatted = math.floor(qty / qty_step) * qty_step
qty_formatted = round(qty_formatted, decimals)
if trigger_price > 0:
po_trigger_price = str(trigger_price)
else:
po_trigger_price = None
price_for_cals = trigger_price if po_trigger_price is not None else price_symbol
total_commission = price_for_cals * qty_formatted * commission_fee_percent
await set_switch_position_mode(
tg_id=tg_id,
symbol=symbol,
@@ -122,6 +93,7 @@ async def start_trading_cycle(
last_side=side,
current_step=1,
trade_mode=trade_mode,
side_mode=switch_side,
margin_type=margin_type,
leverage=leverage,
order_quantity=order_quantity,
@@ -157,8 +129,90 @@ async def start_trading_cycle(
return None
async def trading_cycle_profit(
tg_id: int, symbol: str, side: str) -> str | None:
try:
user_deals_data = await rq.get_user_deal_by_symbol(tg_id=tg_id, symbol=symbol)
user_auto_trading_data = await rq.get_user_auto_trading(tg_id=tg_id, symbol=symbol)
total_fee = user_auto_trading_data.total_fee
trade_mode = user_deals_data.trade_mode
margin_type = user_deals_data.margin_type
leverage = user_deals_data.leverage
trigger_price = 0
take_profit_percent = user_deals_data.take_profit_percent
stop_loss_percent = user_deals_data.stop_loss_percent
max_bets_in_series = user_deals_data.max_bets_in_series
martingale_factor = user_deals_data.martingale_factor
side_mode = user_deals_data.side_mode
base_quantity = user_deals_data.base_quantity
await set_margin_mode(tg_id=tg_id, margin_mode=margin_type)
await set_leverage(
tg_id=tg_id,
symbol=symbol,
leverage=leverage,
)
if trade_mode == "Switch":
if side_mode == "Противоположно":
s_side = "Sell" if side == "Buy" else "Buy"
else:
s_side = side
else:
s_side = side
res = await open_positions(
tg_id=tg_id,
symbol=symbol,
side=s_side,
order_quantity=base_quantity,
trigger_price=trigger_price,
margin_type=margin_type,
leverage=leverage,
take_profit_percent=take_profit_percent,
stop_loss_percent=stop_loss_percent,
commission_fee_percent=total_fee
)
if res == "OK":
await rq.set_user_deal(
tg_id=tg_id,
symbol=symbol,
last_side=side,
current_step=1,
trade_mode=trade_mode,
side_mode=side_mode,
margin_type=margin_type,
leverage=leverage,
order_quantity=base_quantity,
trigger_price=trigger_price,
martingale_factor=martingale_factor,
max_bets_in_series=max_bets_in_series,
take_profit_percent=take_profit_percent,
stop_loss_percent=stop_loss_percent,
base_quantity=base_quantity
)
return "OK"
return (
res
if res
in {
"Risk is too high for this trade",
"ab not enough for new order",
"InvalidRequestError",
"The number of contracts exceeds maximum limit allowed",
}
else None
)
except Exception as e:
logger.error("Error in trading_cycle_profit: %s", e)
return None
async def trading_cycle(
tg_id: int, symbol: str, reverse_side: str
tg_id: int, symbol: str, side: str,
) -> str | None:
try:
user_deals_data = await rq.get_user_deal_by_symbol(tg_id=tg_id, symbol=symbol)
@@ -175,23 +229,7 @@ async def trading_cycle(
current_step = user_deals_data.current_step
order_quantity = user_deals_data.order_quantity
base_quantity = user_deals_data.base_quantity
await set_margin_mode(tg_id=tg_id, margin_mode=margin_type)
await set_leverage(
tg_id=tg_id,
symbol=symbol,
leverage=leverage,
)
if reverse_side == "Buy":
real_side = "Sell"
else:
real_side = "Buy"
side = real_side
if trade_mode == "Switch":
side = "Sell" if real_side == "Buy" else "Buy"
side_mode = user_deals_data.side_mode
next_quantity = safe_float(order_quantity) * (
safe_float(martingale_factor)
@@ -201,6 +239,13 @@ async def trading_cycle(
if max_bets_in_series < current_step:
return "Max bets in series"
await set_margin_mode(tg_id=tg_id, margin_mode=margin_type)
await set_leverage(
tg_id=tg_id,
symbol=symbol,
leverage=leverage,
)
res = await open_positions(
tg_id=tg_id,
symbol=symbol,
@@ -221,6 +266,7 @@ async def trading_cycle(
last_side=side,
current_step=current_step,
trade_mode=trade_mode,
side_mode=side_mode,
margin_type=margin_type,
leverage=leverage,
order_quantity=next_quantity,
@@ -269,7 +315,7 @@ async def open_positions(
instruments_info = await get_instruments_info(tg_id=tg_id, symbol=symbol)
qty_step_str = instruments_info.get("lotSizeFilter").get("qtyStep")
qty_step = safe_float(qty_step_str)
qty = safe_float(order_quantity) / safe_float(price_symbol)
qty = (safe_float(order_quantity) * safe_float(leverage)) / safe_float(price_symbol)
decimals = abs(int(round(math.log10(qty_step))))
qty_formatted = math.floor(qty / qty_step) * qty_step
qty_formatted = round(qty_formatted, decimals)
@@ -281,36 +327,28 @@ async def open_positions(
po_trigger_price = None
trigger_direction = None
get_leverage = safe_float(leverage)
price_for_cals = trigger_price if po_trigger_price is not None else price_symbol
if qty_formatted <= 0:
return "Order does not meet minimum order value"
if margin_type == "ISOLATED_MARGIN":
liq_long, liq_short = await get_liquidation_price(
tg_id=tg_id,
entry_price=price_for_cals,
symbol=symbol,
leverage=get_leverage,
)
if (liq_long > 0 or liq_short > 0) and price_for_cals > 0:
if side == "Buy":
base_tp = price_for_cals + (price_for_cals - liq_long)
take_profit_price = base_tp + commission_fee_percent / qty_formatted
take_profit_price = price_for_cals * (
1 + take_profit_percent / 100) + commission_fee_percent / qty_formatted
stop_loss_price = None
else:
base_tp = price_for_cals - (liq_short - price_for_cals)
take_profit_price = base_tp - commission_fee_percent / qty_formatted
take_profit_price = max(take_profit_price, 0)
else:
take_profit_price = None
take_profit_price = price_for_cals * (
1 - take_profit_percent / 100) - commission_fee_percent / qty_formatted
stop_loss_price = None
else:
if side == "Buy":
take_profit_price = price_for_cals * (1 + take_profit_percent / 100) + commission_fee_percent / qty_formatted
take_profit_price = price_for_cals * (
1 + take_profit_percent / 100) + commission_fee_percent / qty_formatted
stop_loss_price = price_for_cals * (1 - stop_loss_percent / 100)
else:
take_profit_price = price_for_cals * (1 - take_profit_percent / 100) - commission_fee_percent / qty_formatted
take_profit_price = price_for_cals * (
1 - take_profit_percent / 100) - commission_fee_percent / qty_formatted
stop_loss_price = price_for_cals * (1 + stop_loss_percent / 100)
take_profit_price = max(take_profit_price, 0)
@@ -361,5 +399,5 @@ async def open_positions(
return "InvalidRequestError"
except Exception as e:
logger.error("Error opening position for user %s: %s", tg_id, e)
logger.error("Error opening position for user %s: %s", tg_id, e, exc_info=True)
return None

View File

@@ -3,7 +3,7 @@ import logging.config
import app.telegram.keyboards.inline as kbi
import database.request as rq
from app.bybit.logger_bybit.logger_bybit import LOGGING_CONFIG
from app.bybit.open_positions import trading_cycle
from app.bybit.open_positions import trading_cycle, trading_cycle_profit
from app.helper_functions import format_value, safe_float
logging.config.dictConfig(LOGGING_CONFIG)
@@ -57,7 +57,7 @@ class TelegramMessageHandler:
)
if user_deals_data is not None and auto_trading:
text += f"Текущая ставка: {user_deals_data.order_quantity}\n"
text += f"Текущая ставка: {user_deals_data.order_quantity} USDT\n"
else:
text += f"Количество: {qty}\n"
@@ -140,17 +140,18 @@ class TelegramMessageHandler:
await rq.set_total_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, total_fee=total_fee
)
text += f"Текущая ставка: {user_deals_data.order_quantity}\n"
text += f"Текущая ставка: {user_deals_data.order_quantity} USDT\n"
else:
text += f"Количество: {exec_qty}\n"
text += (
f"Цена исполнения: {exec_price}\n"
f"Движение: {side_rus}\n"
f"Комиссия: {exec_fee:.8f}\n"
)
if safe_float(closed_size) > 0:
if safe_float(closed_size) == 0:
text += f"Движение: {side_rus}\n"
else:
text += f"\nРеализованная прибыль: {total_pnl:.7f}\n"
await self.telegram_bot.send_message(
@@ -165,10 +166,42 @@ class TelegramMessageHandler:
and user_symbols is not None
):
if safe_float(total_pnl) > 0:
profit_text = "📈 Прибыль достигнута\n"
profit_text = "📈 Прибыль достигнута. Начинаем новую серию с базовой ставки\n"
await self.telegram_bot.send_message(
chat_id=tg_id, text=profit_text, reply_markup=kbi.profile_bybit
)
if side == "Buy":
r_side = "Sell"
else:
r_side = "Buy"
await rq.set_last_side_by_symbol(
tg_id=tg_id, symbol=symbol, last_side=r_side)
await rq.set_total_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, total_fee=0
)
await rq.set_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, fee=0
)
res = await trading_cycle_profit(
tg_id=tg_id, symbol=symbol, side=r_side
)
if res == "OK":
pass
else:
errors = {
"Max bets in series": "❗️ Максимальное количество сделок в серии достигнуто",
"Risk is too high for this trade": "❗️ Риск сделки слишком высок для продолжения",
"ab not enough for new order": "❗️ Недостаточно средств для продолжения торговли",
"InvalidRequestError": "❗️ Недостаточно средств для размещения нового ордера с заданным количеством и плечом.",
"The number of contracts exceeds maximum limit allowed": "❗️ Превышен максимальный лимит ставки",
}
error_text = errors.get(
res, "❗️ Не удалось открыть новую сделку"
)
await rq.set_auto_trading(
tg_id=tg_id, symbol=symbol, auto_trading=False
)
@@ -179,17 +212,24 @@ class TelegramMessageHandler:
await rq.set_fee_user_auto_trading(
tg_id=tg_id, symbol=symbol, fee=0
)
base_quantity = user_deals_data.base_quantity
await rq.set_order_quantity(
tg_id=tg_id, order_quantity=base_quantity
await self.telegram_bot.send_message(
chat_id=tg_id,
text=error_text,
reply_markup=kbi.profile_bybit,
)
else:
open_order_text = "\n❗️ Сделка закрылась в минус, открываю новую сделку с увеличенной ставкой.\n"
await self.telegram_bot.send_message(
chat_id=tg_id, text=open_order_text
)
if side == "Buy":
r_side = "Sell"
else:
r_side = "Buy"
res = await trading_cycle(
tg_id=tg_id, symbol=symbol, reverse_side=side
tg_id=tg_id, symbol=symbol, side=r_side
)
if res == "OK":

View File

@@ -124,6 +124,8 @@ async def set_symbol(message: Message, state: FSMContext) -> None:
risk_percent = 100 / safe_float(max_leverage)
await rq.set_stop_loss_percent(
tg_id=message.from_user.id, stop_loss_percent=risk_percent)
await rq.set_take_profit_percent(
tg_id=message.from_user.id, take_profit_percent=risk_percent)
await rq.set_trigger_price(tg_id=message.from_user.id, trigger_price=0)
await rq.set_order_quantity(tg_id=message.from_user.id, order_quantity=1.0)

View File

@@ -43,7 +43,7 @@ async def settings_for_trade_mode(
text="Выберите режим торговли:\n\n"
"Лонг - все сделки серии открываются на покупку.\n"
"Шорт - все сделки серии открываются на продажу.\n"
"Свитч - направление каждой сделки серии меняется по переменно.\n",
"Свитч - направление первой сделки серии меняется по переменно.\n",
reply_markup=kbi.trade_mode,
)
logger.debug(
@@ -580,6 +580,8 @@ async def set_leverage_handler(message: Message, state: FSMContext) -> None:
risk_percent = 100 / safe_float(leverage_float)
await rq.set_stop_loss_percent(
tg_id=message.from_user.id, stop_loss_percent=risk_percent)
await rq.set_take_profit_percent(
tg_id=message.from_user.id, take_profit_percent=risk_percent)
logger.info(
"User %s set leverage: %s", message.from_user.id, leverage_float
)

View File

@@ -143,6 +143,7 @@ class UserDeals(Base):
current_step = Column(Integer, nullable=True)
symbol = Column(String, nullable=True)
trade_mode = Column(String, nullable=True)
side_mode = Column(String, nullable=True)
base_quantity = Column(Float, nullable=True)
margin_type = Column(String, nullable=True)
leverage = Column(String, nullable=True)

View File

@@ -898,6 +898,7 @@ async def set_user_deal(
last_side: str,
current_step: int,
trade_mode: str,
side_mode: str,
margin_type: str,
leverage: str,
order_quantity: float,
@@ -915,6 +916,7 @@ async def set_user_deal(
:param last_side: Last side
:param current_step: Current step
:param trade_mode: Trade mode
:param side_mode: Side mode
:param margin_type: Margin type
:param leverage: Leverage
:param order_quantity: Order quantity
@@ -944,6 +946,7 @@ async def set_user_deal(
deal.last_side = last_side
deal.current_step = current_step
deal.trade_mode = trade_mode
deal.side_mode = side_mode
deal.margin_type = margin_type
deal.leverage = leverage
deal.order_quantity = order_quantity
@@ -961,6 +964,7 @@ async def set_user_deal(
last_side=last_side,
current_step=current_step,
trade_mode=trade_mode,
side_mode=side_mode,
margin_type=margin_type,
leverage=leverage,
order_quantity=order_quantity,
@@ -1050,6 +1054,34 @@ async def set_fee_user_deal_by_symbol(tg_id: int, symbol: str, fee: float):
return False
async def set_last_side_by_symbol(tg_id: int, symbol: str, last_side: str):
"""Set last side for a user deal by symbol in the database."""
try:
async with async_session() as session:
result = await session.execute(select(User).filter_by(tg_id=tg_id))
user = result.scalars().first()
if user is None:
logger.error(f"User with tg_id={tg_id} not found")
return False
result = await session.execute(
select(UserDeals).filter_by(user_id=user.id, symbol=symbol)
)
record = result.scalars().first()
if record:
record.last_side = last_side
else:
logger.error(f"User deal with user_id={user.id} and symbol={symbol} not found")
return False
await session.commit()
logger.info("Set last side for user %s and symbol %s", tg_id, symbol)
return True
except Exception as e:
logger.error("Error setting user deal last side for user %s and symbol %s: %s", tg_id, symbol, e)
return False
# USER AUTO TRADING
async def get_all_user_auto_trading(tg_id: int):