Fixed the switch trading mode, adjusted the take profit, added a trading cycle
This commit is contained in:
algizn97
@@ -11,14 +11,14 @@ 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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from app.helper_functions import 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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tg_id: int
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) -> str | None:
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"""
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Start trading cycle
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@@ -93,6 +93,7 @@ async def start_trading_cycle(
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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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side_mode=switch_side,
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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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@@ -107,19 +108,19 @@ async def start_trading_cycle(
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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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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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@@ -128,8 +129,90 @@ async def start_trading_cycle(
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return None
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async def trading_cycle_profit(
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tg_id: int, symbol: str, side: str) -> 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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side_mode = user_deals_data.side_mode
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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 trade_mode == "Switch":
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if side_mode == "Противоположно":
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s_side = "Sell" if side == "Buy" else "Buy"
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else:
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s_side = side
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else:
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s_side = side
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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=s_side,
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order_quantity=base_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=1,
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trade_mode=trade_mode,
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side_mode=side_mode,
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margin_type=margin_type,
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leverage=leverage,
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order_quantity=base_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_profit: %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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tg_id: int, symbol: str, 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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@@ -146,23 +229,7 @@ async def trading_cycle(
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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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side_mode = user_deals_data.side_mode
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next_quantity = safe_float(order_quantity) * (
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safe_float(martingale_factor)
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@@ -172,6 +239,13 @@ async def trading_cycle(
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if max_bets_in_series < current_step:
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return "Max bets in series"
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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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@@ -192,6 +266,7 @@ async def trading_cycle(
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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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side_mode=side_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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@@ -207,12 +282,12 @@ async def trading_cycle(
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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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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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@@ -222,16 +297,16 @@ async def trading_cycle(
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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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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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@@ -252,39 +327,28 @@ async def open_positions(
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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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if side == "Buy":
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take_profit_price = price_for_cals * (
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1 + take_profit_percent / 100) + commission_fee_percent / qty_formatted
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stop_loss_price = None
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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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take_profit_price = price_for_cals * (
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1 - take_profit_percent / 100) - commission_fee_percent / qty_formatted
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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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take_profit_price = price_for_cals * (
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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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take_profit_price = price_for_cals * (
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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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