forked from kodorvan/stcs
340 lines
12 KiB
Python
340 lines
12 KiB
Python
import logging.config
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import math
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from pybit.exceptions import InvalidRequestError
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import database.request as rq
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from app.bybit import get_bybit_client
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from app.bybit.get_functions.get_instruments_info import get_instruments_info
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from app.bybit.get_functions.get_tickers import get_tickers
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from app.bybit.logger_bybit.logger_bybit import LOGGING_CONFIG
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from app.bybit.set_functions.set_leverage import set_leverage
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from app.bybit.set_functions.set_margin_mode import set_margin_mode
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from app.bybit.set_functions.set_switch_position_mode import set_switch_position_mode
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from app.helper_functions import get_liquidation_price, safe_float
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logging.config.dictConfig(LOGGING_CONFIG)
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logger = logging.getLogger("open_positions")
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async def start_trading_cycle(
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tg_id: int
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) -> str | None:
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"""
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Start trading cycle
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:param tg_id: Telegram user ID
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"""
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try:
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symbol = await rq.get_user_symbol(tg_id=tg_id)
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additional_data = await rq.get_user_additional_settings(tg_id=tg_id)
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risk_management_data = await rq.get_user_risk_management(tg_id=tg_id)
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user_deals_data = await rq.get_user_deal_by_symbol(
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tg_id=tg_id, symbol=symbol
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)
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trade_mode = additional_data.trade_mode
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switch_side = additional_data.switch_side
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margin_type = additional_data.margin_type
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leverage = additional_data.leverage
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order_quantity = additional_data.order_quantity
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trigger_price = additional_data.trigger_price
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martingale_factor = additional_data.martingale_factor
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max_bets_in_series = additional_data.max_bets_in_series
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take_profit_percent = risk_management_data.take_profit_percent
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stop_loss_percent = risk_management_data.stop_loss_percent
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total_commission = 0
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get_side = "Buy"
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if user_deals_data:
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get_side = user_deals_data.last_side or "Buy"
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if trade_mode == "Switch":
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if switch_side == "По направлению":
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side = get_side
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else:
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if get_side == "Buy":
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side = "Sell"
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else:
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side = "Buy"
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else:
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if trade_mode == "Long":
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side = "Buy"
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else:
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side = "Sell"
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await set_switch_position_mode(
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tg_id=tg_id,
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symbol=symbol,
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mode=0)
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await set_margin_mode(tg_id=tg_id, margin_mode=margin_type)
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await set_leverage(
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tg_id=tg_id,
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symbol=symbol,
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leverage=leverage,
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)
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res = await open_positions(
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tg_id=tg_id,
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symbol=symbol,
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side=side,
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order_quantity=order_quantity,
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trigger_price=trigger_price,
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margin_type=margin_type,
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leverage=leverage,
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take_profit_percent=take_profit_percent,
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stop_loss_percent=stop_loss_percent,
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commission_fee_percent=total_commission
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)
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if res == "OK":
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await rq.set_user_deal(
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tg_id=tg_id,
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symbol=symbol,
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last_side=side,
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current_step=1,
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trade_mode=trade_mode,
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margin_type=margin_type,
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leverage=leverage,
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order_quantity=order_quantity,
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trigger_price=trigger_price,
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martingale_factor=martingale_factor,
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max_bets_in_series=max_bets_in_series,
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take_profit_percent=take_profit_percent,
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stop_loss_percent=stop_loss_percent,
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base_quantity=order_quantity
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)
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return "OK"
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return (
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res
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if res
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in {
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"Limit price is out min price",
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"Limit price is out max price",
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"Risk is too high for this trade",
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"estimated will trigger liq",
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"ab not enough for new order",
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"InvalidRequestError",
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"Order does not meet minimum order value",
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"position idx not match position mode",
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"Qty invalid",
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"The number of contracts exceeds maximum limit allowed",
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"The number of contracts exceeds minimum limit allowed"
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}
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else None
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)
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except Exception as e:
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logger.error("Error in start_trading: %s", e)
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return None
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async def trading_cycle(
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tg_id: int, symbol: str, reverse_side: str
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) -> str | None:
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try:
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user_deals_data = await rq.get_user_deal_by_symbol(tg_id=tg_id, symbol=symbol)
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user_auto_trading_data = await rq.get_user_auto_trading(tg_id=tg_id, symbol=symbol)
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total_fee = user_auto_trading_data.total_fee
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trade_mode = user_deals_data.trade_mode
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margin_type = user_deals_data.margin_type
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leverage = user_deals_data.leverage
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trigger_price = 0
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take_profit_percent = user_deals_data.take_profit_percent
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stop_loss_percent = user_deals_data.stop_loss_percent
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max_bets_in_series = user_deals_data.max_bets_in_series
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martingale_factor = user_deals_data.martingale_factor
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current_step = user_deals_data.current_step
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order_quantity = user_deals_data.order_quantity
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base_quantity = user_deals_data.base_quantity
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await set_margin_mode(tg_id=tg_id, margin_mode=margin_type)
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await set_leverage(
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tg_id=tg_id,
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symbol=symbol,
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leverage=leverage,
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)
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if reverse_side == "Buy":
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real_side = "Sell"
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else:
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real_side = "Buy"
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side = real_side
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if trade_mode == "Switch":
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side = "Sell" if real_side == "Buy" else "Buy"
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next_quantity = safe_float(order_quantity) * (
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safe_float(martingale_factor)
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)
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current_step += 1
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if max_bets_in_series < current_step:
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return "Max bets in series"
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res = await open_positions(
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tg_id=tg_id,
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symbol=symbol,
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side=side,
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order_quantity=next_quantity,
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trigger_price=trigger_price,
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margin_type=margin_type,
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leverage=leverage,
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take_profit_percent=take_profit_percent,
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stop_loss_percent=stop_loss_percent,
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commission_fee_percent=total_fee
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)
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if res == "OK":
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await rq.set_user_deal(
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tg_id=tg_id,
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symbol=symbol,
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last_side=side,
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current_step=current_step,
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trade_mode=trade_mode,
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margin_type=margin_type,
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leverage=leverage,
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order_quantity=next_quantity,
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trigger_price=trigger_price,
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martingale_factor=martingale_factor,
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max_bets_in_series=max_bets_in_series,
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take_profit_percent=take_profit_percent,
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stop_loss_percent=stop_loss_percent,
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base_quantity=base_quantity
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)
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return "OK"
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return (
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res
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if res
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in {
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"Risk is too high for this trade",
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"ab not enough for new order",
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"InvalidRequestError",
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"The number of contracts exceeds maximum limit allowed",
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}
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else None
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)
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except Exception as e:
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logger.error("Error in trading_cycle: %s", e)
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return None
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async def open_positions(
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tg_id: int,
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side: str,
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symbol: str,
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order_quantity: float,
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trigger_price: float,
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margin_type: str,
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leverage: str,
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take_profit_percent: float,
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stop_loss_percent: float,
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commission_fee_percent: float
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) -> str | None:
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try:
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client = await get_bybit_client(tg_id=tg_id)
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get_ticker = await get_tickers(tg_id, symbol=symbol)
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price_symbol = safe_float(get_ticker.get("lastPrice")) or 0
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instruments_info = await get_instruments_info(tg_id=tg_id, symbol=symbol)
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qty_step_str = instruments_info.get("lotSizeFilter").get("qtyStep")
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qty_step = safe_float(qty_step_str)
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qty = (safe_float(order_quantity) * safe_float(leverage)) / safe_float(price_symbol)
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decimals = abs(int(round(math.log10(qty_step))))
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qty_formatted = math.floor(qty / qty_step) * qty_step
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qty_formatted = round(qty_formatted, decimals)
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if trigger_price > 0:
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po_trigger_price = str(trigger_price)
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trigger_direction = 1 if trigger_price > price_symbol else 2
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else:
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po_trigger_price = None
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trigger_direction = None
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get_leverage = safe_float(leverage)
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price_for_cals = trigger_price if po_trigger_price is not None else price_symbol
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if qty_formatted <= 0:
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return "Order does not meet minimum order value"
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if margin_type == "ISOLATED_MARGIN":
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liq_long, liq_short = await get_liquidation_price(
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tg_id=tg_id,
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entry_price=price_for_cals,
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symbol=symbol,
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leverage=get_leverage,
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)
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if (liq_long > 0 or liq_short > 0) and price_for_cals > 0:
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if side == "Buy":
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base_tp = price_for_cals + (price_for_cals - liq_long)
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take_profit_price = base_tp + commission_fee_percent / qty_formatted
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else:
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base_tp = price_for_cals - (liq_short - price_for_cals)
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take_profit_price = base_tp - commission_fee_percent / qty_formatted
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take_profit_price = max(take_profit_price, 0)
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else:
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take_profit_price = None
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stop_loss_price = None
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else:
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if side == "Buy":
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take_profit_price = price_for_cals * (1 + take_profit_percent / 100) + commission_fee_percent / qty_formatted
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stop_loss_price = price_for_cals * (1 - stop_loss_percent / 100)
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else:
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take_profit_price = price_for_cals * (1 - take_profit_percent / 100) - commission_fee_percent / qty_formatted
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stop_loss_price = price_for_cals * (1 + stop_loss_percent / 100)
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take_profit_price = max(take_profit_price, 0)
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stop_loss_price = max(stop_loss_price, 0)
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# Place order
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order_params = {
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"category": "linear",
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"symbol": symbol,
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"side": side,
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"orderType": "Market",
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"qty": str(qty_formatted),
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"triggerDirection": trigger_direction,
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"triggerPrice": po_trigger_price,
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"triggerBy": "LastPrice",
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"timeInForce": "GTC",
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"positionIdx": 0,
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"tpslMode": "Full",
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"takeProfit": str(take_profit_price) if take_profit_price else None,
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"stopLoss": str(stop_loss_price) if stop_loss_price else None,
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}
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response = client.place_order(**order_params)
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if response["retCode"] == 0:
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logger.info("Position opened for user: %s", tg_id)
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return "OK"
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logger.error("Error opening position for user: %s", tg_id)
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return None
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except InvalidRequestError as e:
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error_text = str(e)
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known_errors = {
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"Order does not meet minimum order value": "Order does not meet minimum order value",
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"estimated will trigger liq": "estimated will trigger liq",
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"ab not enough for new order": "ab not enough for new order",
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"position idx not match position mode": "position idx not match position mode",
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"Qty invalid": "Qty invalid",
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"The number of contracts exceeds maximum limit allowed": "The number of contracts exceeds maximum limit allowed",
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"The number of contracts exceeds minimum limit allowed": "The number of contracts exceeds minimum limit allowed",
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}
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for key, msg in known_errors.items():
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if key in error_text:
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logger.error(msg)
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return msg
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logger.error("InvalidRequestError: %s", e)
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return "InvalidRequestError"
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except Exception as e:
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logger.error("Error opening position for user %s: %s", tg_id, e, exc_info=True)
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return None
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