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‎CITATION.cff

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cff-version: 1.2.0
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title: Tmatic
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message: 'If you use this software, please cite it as below.'
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type: software
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authors:
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- given-names: Eugene
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family-names: Romensky
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repository-code: 'https://github.com/evgrmn/tmatic'
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abstract: >-
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This software is designed for trading on the Bitmex.com
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marketplace and allows you to control trade balances and
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make transactions manually and automatically.
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version: 24.1.0
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date-released: '2024-01-27'

‎README.md

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‎algo/.gitignore

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*
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!__init__.py
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!.gitignore
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!init.py

‎algo/__init__.py

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‎algo/init.py

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#Robot strategy initialization file
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def init_algo():
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pass

‎bots/__init__.py

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‎bots/init.py

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from datetime import datetime, timedelta
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from typing import Tuple, Union
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import functions as function
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from bots.variables import Variables as bot
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from common.variables import Variables as var
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def load_robots(db: str) -> dict:
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"""
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This function loads robot settings from the SQL database from the 'robots'
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table. Since all transactions for the current account are saved in the
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database, the function also checks all robots that have open positions,
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but are not in the 'robots' table. Such robots are also loaded. Their
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status is indicated as 'NOT DEFINED'. The program must see orders and
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trades made from the standard exchange web interface, so reserved robot
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names are provided for each instrument that match the symbol of the
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instrument. Using this names, transactions are taken into account and
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financial results are calculated in the database for each instrument
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separately from the financial results of individual robots. The status of
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such robots is 'RESERVED'.
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"""
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qwr = "select * from " + db + ".robots where SYMBOL in ("
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for num, symbol in enumerate(var.symbol_list):
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if num == 0:
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c = ""
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else:
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c = ", "
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qwr = qwr + c + "'" + symbol + "'"
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qwr = qwr + ") order by SORT"
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var.cursor_mysql.execute(qwr)
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for robot in var.cursor_mysql.fetchall():
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emi = robot["EMI"]
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bot.robots[emi] = robot
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bot.robots[emi]["STATUS"] = "WORK"
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# Searching for unclosed positions by robots that are not in the 'robots' table
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var.cursor_mysql.execute(
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"select SYMBOL, EMI, POS from (select emi, SYMBOL, \
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sum(CASE WHEN SIDE = 0 THEN QTY WHEN SIDE = 1 THEN \
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-QTY ELSE 0 END) POS from "
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+ db
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+ ".coins where \
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account = %s and SIDE <> -1 group by EMI, \
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SYMBOL) res where POS <> 0",
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var.user_id,
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)
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defuncts = var.cursor_mysql.fetchall()
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for defunct in defuncts:
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for emi in bot.robots:
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if defunct["EMI"] == emi:
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break
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else:
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if defunct["SYMBOL"] in var.symbol_list:
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status = "NOT DEFINED"
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else:
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status = "NOT IN LIST"
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bot.robots[defunct["EMI"]] = {
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"SYMBOL": defunct["SYMBOL"],
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"POS": int(defunct["POS"]),
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"EMI": defunct["EMI"],
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"STATUS": status,
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"TIMEFR": None,
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"CAPITAL": None,
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}
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# Adding RESERVED robots
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for symbol in var.symbol_list:
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var.cursor_mysql.execute(
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"select SYMBOL, EMI, POS from (select emi, SYMBOL, \
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sum(CASE WHEN SIDE = 0 THEN QTY WHEN SIDE = 1 THEN \
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-QTY ELSE 0 END) POS from "
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+ db
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+ ".coins where \
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account = %s and SIDE <> -1 group by EMI, \
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SYMBOL) res where EMI = %s",
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(var.user_id, symbol),
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)
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reserved = var.cursor_mysql.fetchall()
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if symbol not in bot.robots:
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if not reserved:
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pos = 0
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else:
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pos = int(reserved[0]["POS"])
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if symbol in var.symbol_list or pos != 0:
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bot.robots[symbol] = {
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"SYMBOL": symbol,
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"POS": pos,
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"EMI": symbol,
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"STATUS": "RESERVED",
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"TIMEFR": None,
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"CAPITAL": None,
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}
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# Loading all transactions and calculating financial results for each robot
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for emi in bot.robots:
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function.add_symbol(symbol=bot.robots[emi]["SYMBOL"])
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var.cursor_mysql.execute(
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"SELECT IFNULL(sum(SUMREAL), 0) SUMREAL, IFNULL(sum(QTY), 0) \
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POS, IFNULL(sum(abs(QTY)), 0) VOL, IFNULL(sum(COMMISS), 0) \
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COMMISS, IFNULL(max(TTIME), '1900-01-01 01:01:01') LTIME \
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FROM (SELECT SUMREAL, (CASE WHEN SIDE = 0 THEN QTY \
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WHEN SIDE = 1 THEN -QTY ELSE 0 END) QTY, \
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COMMISS, TTIME FROM "
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+ db
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+ ".coins WHERE EMI = %s \
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AND ACCOUNT = %s) aa",
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(emi, var.user_id),
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)
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data = var.cursor_mysql.fetchall()
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for row in data:
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for col in row:
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bot.robots[emi][col] = row[col]
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if col == "POS" or col == "VOL":
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bot.robots[emi][col] = int(bot.robots[emi][col])
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if col == "COMMISS" or col == "SUMREAL":
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bot.robots[emi][col] = float(bot.robots[emi][col])
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if col == "LTIME":
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bot.robots[emi][col] = datetime.strptime(
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str(bot.robots[emi][col]), "%Y-%m-%d %H:%M:%S"
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)
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bot.robots[emi]["PNL"] = 0
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bot.robots[emi]["FRAME"] = bot.robots[emi]["SYMBOL"] + str(
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bot.robots[emi]["TIMEFR"]
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)
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bot.robots[emi]["lotSize"] = (
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var.instruments[bot.robots[emi]["SYMBOL"]]["lotSize"]
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/ var.instruments[bot.robots[emi]["SYMBOL"]]["myMultiplier"]
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)
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if bot.robots[emi]["SYMBOL"] not in bot.full_symbol_list:
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bot.full_symbol_list.append(bot.robots[emi]["SYMBOL"])
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return bot.robots
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def download_data(
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time: datetime, target: datetime, symbol: str, timeframe: str
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) -> Tuple[Union[list, None], Union[datetime, None]]:
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res = list()
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while target > time:
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data = var.ws.trade_bucketed(symbol=symbol, time=time, timeframe=timeframe)
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if data:
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last = time
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time = datetime.strptime(
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str(data[-1]["timestamp"][:19]), "%Y-%m-%dT%H:%M:%S"
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)
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if last == time:
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return res, time
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res += data
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print(
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"----> downloaded trade/bucketed, time: "
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+ str(time)
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+ ", rows downloaded:",
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len(res),
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)
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else:
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message = (
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"When downloading trade/bucketed data NoneType was recieved "
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+ str(data)
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)
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var.logger.error(message)
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return None, None
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var.ws.logNumFatal = 0
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return res, time
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def load_frames(
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robot: dict, frames: dict, framing: dict, timeframe: str
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) -> Union[dict, None]:
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"""
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Loading usual candlestick data from the exchange server. Data is recorded
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in files for each algorithm. Every time you reboot the files are
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overwritten.
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"""
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filename = "data/" + timeframe + "_EMI" + robot["EMI"] + ".txt"
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with open(filename, "w"):
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pass
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target = datetime.utcnow()
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time = target - timedelta(days=bot.missing_days_number)
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delta = timedelta(minutes=robot["TIMEFR"] - target.minute % robot["TIMEFR"])
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target += delta
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target = target.replace(second=0, microsecond=0)
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# Loading timeframe data
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res, time = download_data(
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time=time,
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target=target,
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symbol=framing[timeframe]["symbol"],
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timeframe=var.timefrs[robot["TIMEFR"]],
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)
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if not res:
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return None
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# The 'frames' array is filled with timeframe data.
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for num, row in enumerate(res):
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utc = datetime.strptime(
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row["timestamp"][0:19], "%Y-%m-%dT%H:%M:%S"
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) - timedelta(minutes=robot["TIMEFR"])
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frames[timeframe].append(
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{
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"date": (utc.year - 2000) * 10000 + utc.month * 100 + utc.day,
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"time": utc.hour * 10000 + utc.minute * 100,
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"bid": float(row["open"]),
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"ask": float(row["open"]),
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"hi": float(row["high"]),
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"lo": float(row["low"]),
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"funding": 0,
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"datetime": utc,
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}
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)
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if num < len(res[:-1]) - 1:
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function.save_timeframes_data(
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emi=robot["EMI"],
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timeframe=timeframe,
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frame=frames[timeframe][-1],
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)
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framing[timeframe]["time"] = utc
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message = "Downloaded missing data from the exchange for " + timeframe
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var.logger.info(message)
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function.info_display(message)
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return frames
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def init_timeframes() -> Union[dict, None]:
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for emi in bot.robots:
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# Initialize candlestick timeframe data using 'TIMEFR' fields
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# expressed in minutes.
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if bot.robots[emi]["TIMEFR"]:
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time = datetime.utcnow()
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try:
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bot.frames[bot.robots[emi]["FRAME"]]
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bot.framing[bot.robots[emi]["FRAME"]]["robots"].append(emi)
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except KeyError:
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bot.frames[bot.robots[emi]["FRAME"]] = []
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bot.framing[bot.robots[emi]["FRAME"]] = {
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"symbol": bot.robots[emi]["SYMBOL"],
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"timefr": bot.robots[emi]["TIMEFR"],
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"time": time,
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"robots": [],
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"open": 0,
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"trigger": 0,
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}
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bot.framing[bot.robots[emi]["FRAME"]]["robots"].append(emi)
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for num, symbol in enumerate(var.symbol_list):
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if symbol == bot.framing[bot.robots[emi]["FRAME"]]["symbol"]:
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bot.framing[bot.robots[emi]["FRAME"]]["SYMBOL"] = num
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break
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res = load_frames(
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robot=bot.robots[emi],
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frames=bot.frames,
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framing=bot.framing,
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timeframe=bot.robots[emi]["FRAME"],
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)
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if not res:
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message = (
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"The emi " + emi + " candle timeframe data was not loaded!"
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)
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var.logger.error(message)
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return None
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return bot.frames
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def delete_unused_robot() -> None:
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"""
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Deleting unused robots (if any)
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"""
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emi_in_orders = set()
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for val in var.orders.values():
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emi_in_orders.add(val["emi"])
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for emi in bot.robots.copy():
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if bot.robots[emi]["STATUS"] in ("WORK", "OFF"):
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pass
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elif emi in var.symbol_list:
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bot.robots[emi]["STATUS"] = "RESERVED"
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elif bot.robots[emi]["POS"] == 0 and emi not in emi_in_orders:
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function.info_display("Robot EMI=" + emi + ". Deleting from 'robots'")
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del bot.robots[emi]

‎bots/variables.py

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from collections import OrderedDict
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from common.variables import Variables as var
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class Variables:
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full_symbol_list = var.symbol_list.copy()
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robots = OrderedDict()
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frames = dict()
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framing = dict()
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emi_list = list()
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robo = dict()
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robots_status = dict()
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missing_days_number = 2

‎common/__init__.py

Whitespace-only changes.

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