Merge pull request #1 from evgrmn/dev

Preparing the next release

Author: evgrmn

README.md

@@ -74,6 +74,13 @@ pip3 install python-dotenv
 pip3 install websocket-client
 pip3 install requests
 ```
+
+*or use the command:*
+
+```
+pip3 install -r requirements.txt
+```
+
 4. Install the MySQL database on your local computer by following the instructions according to your operating system.
 5. Install your favorite visual tool like MySQL Workbench or something else if you need to.
 6. Create a database, for example "my_db".
@@ -276,7 +283,7 @@ def algo(robot: dict, frame: dict, ticker: dict, instrument: dict) -> None:
     quantaty = (
         robot["lotSize"]
         * robot["CAPITAL"]
-        * instrument["underlyingToPositionMultiplier"]
+        * instrument["myMultiplier"]
     )
     emi = robot["EMI"]
     symbol = robot["SYMBOL"]
@@ -356,7 +363,7 @@ def order_search(emi: int, side: str) -> str:
 
 
 def delete_orders(emi: int, side: str) -> None:
-    for clOrdID, order in var.orders.items():
+    for clOrdID, order in var.orders.copy().items():
         if order["emi"] == emi and order["side"] == side:
             function.del_order(clOrdID)
 ```

algo/init.py

@@ -1,5 +1,5 @@
-#Robot strategy initialization file
+# Robot strategy initialization file
 
 
 def init_algo():
-    pass
+    pass

bots/init.py

@@ -4,6 +4,7 @@
 import functions as function
 from bots.variables import Variables as bot
 from common.variables import Variables as var
+from ws.init import Variables as ws
 
 
 def load_robots(db: str) -> dict:
@@ -90,8 +91,8 @@ def load_robots(db: str) -> dict:
                     "POS": pos,
                     "EMI": symbol,
                     "STATUS": "RESERVED",
-                    "TIMEFR": None,
-                    "CAPITAL": None,
+                    "TIMEFR": "None",
+                    "CAPITAL": "None",
                 }
 
     # Loading all transactions and calculating financial results for each robot
@@ -123,9 +124,6 @@ def load_robots(db: str) -> dict:
                         str(bot.robots[emi][col]), "%Y-%m-%d %H:%M:%S"
                     )
         bot.robots[emi]["PNL"] = 0
-        bot.robots[emi]["FRAME"] = bot.robots[emi]["SYMBOL"] + str(
-            bot.robots[emi]["TIMEFR"]
-        )
         bot.robots[emi]["lotSize"] = (
             var.instruments[bot.robots[emi]["SYMBOL"]]["lotSize"]
             / var.instruments[bot.robots[emi]["SYMBOL"]]["myMultiplier"]
@@ -141,7 +139,7 @@ def download_data(
 ) -> Tuple[Union[list, None], Union[datetime, None]]:
     res = list()
     while target > time:
-        data = var.ws.trade_bucketed(symbol=symbol, time=time, timeframe=timeframe)
+        data = ws.bitmex.trade_bucketed(symbol=symbol, time=time, timeframe=timeframe)
         if data:
             last = time
             time = datetime.strptime(
@@ -163,20 +161,28 @@ def download_data(
             )
             var.logger.error(message)
             return None, None
-    var.ws.logNumFatal = 0
+    ws.bitmex.logNumFatal = 0
 
     return res, time
 
 
 def load_frames(
-    robot: dict, frames: dict, framing: dict, timeframe: str
+    robot: dict,
+    frames: dict,
 ) -> Union[dict, None]:
     """
     Loading usual candlestick data from the exchange server. Data is recorded
     in files for each algorithm. Every time you reboot the files are
     overwritten.
     """
-    filename = "data/" + timeframe + "_EMI" + robot["EMI"] + ".txt"
+    filename = (
+        "data/"
+        + robot["SYMBOL"]
+        + str(robot["TIMEFR"])
+        + "_EMI"
+        + robot["EMI"]
+        + ".txt"
+    )
     with open(filename, "w"):
         pass
     target = datetime.utcnow()
@@ -190,7 +196,7 @@ def load_frames(
     res, time = download_data(
         time=time,
         target=target,
-        symbol=framing[timeframe]["symbol"],
+        symbol=robot["SYMBOL"],
         timeframe=var.timefrs[robot["TIMEFR"]],
     )
     if not res:
@@ -199,30 +205,35 @@ def load_frames(
     # The 'frames' array is filled with timeframe data.
 
     for num, row in enumerate(res):
-        utc = datetime.strptime(
-            row["timestamp"][0:19], "%Y-%m-%dT%H:%M:%S"
-        ) - timedelta(minutes=robot["TIMEFR"])
-        frames[timeframe].append(
+        tm = datetime.strptime(row["timestamp"][0:19], "%Y-%m-%dT%H:%M:%S") - timedelta(
+            minutes=robot["TIMEFR"]
+        )
+        frames[robot["SYMBOL"]][robot["TIMEFR"]]["data"].append(
             {
-                "date": (utc.year - 2000) * 10000 + utc.month * 100 + utc.day,
-                "time": utc.hour * 10000 + utc.minute * 100,
+                "date": (tm.year - 2000) * 10000 + tm.month * 100 + tm.day,
+                "time": tm.hour * 10000 + tm.minute * 100,
                 "bid": float(row["open"]),
                 "ask": float(row["open"]),
                 "hi": float(row["high"]),
                 "lo": float(row["low"]),
-                "funding": 0,
-                "datetime": utc,
+                "datetime": tm,
             }
         )
         if num < len(res[:-1]) - 1:
             function.save_timeframes_data(
                 emi=robot["EMI"],
-                timeframe=timeframe,
-                frame=frames[timeframe][-1],
+                symbol=robot["SYMBOL"],
+                timefr=str(robot["TIMEFR"]),
+                frame=frames[robot["SYMBOL"]][robot["TIMEFR"]]["data"][-1],
             )
-    framing[timeframe]["time"] = utc
+    frames[robot["SYMBOL"]][robot["TIMEFR"]]["time"] = tm
 
-    message = "Downloaded missing data from the exchange for " + timeframe
+    message = (
+        "Downloaded missing data from the exchange for symbol="
+        + robot["SYMBOL"]
+        + " TIMEFR="
+        + str(robot["TIMEFR"])
+    )
     var.logger.info(message)
     function.info_display(message)
 
@@ -231,40 +242,36 @@ def load_frames(
 
 def init_timeframes() -> Union[dict, None]:
     for emi in bot.robots:
-        # Initialize candlestick timeframe data using 'TIMEFR' fields 
+        # Initialize candlestick timeframe data using 'TIMEFR' fields
         # expressed in minutes.
-        if bot.robots[emi]["TIMEFR"]:
+        if bot.robots[emi]["TIMEFR"] != "None":
             time = datetime.utcnow()
+            symbol = bot.robots[emi]["SYMBOL"]
+            timefr = bot.robots[emi]["TIMEFR"]
             try:
-                bot.frames[bot.robots[emi]["FRAME"]]
-                bot.framing[bot.robots[emi]["FRAME"]]["robots"].append(emi)
+                bot.frames[symbol]
             except KeyError:
-                bot.frames[bot.robots[emi]["FRAME"]] = []
-                bot.framing[bot.robots[emi]["FRAME"]] = {
-                    "symbol": bot.robots[emi]["SYMBOL"],
-                    "timefr": bot.robots[emi]["TIMEFR"],
-                    "time": time,
-                    "robots": [],
-                    "open": 0,
-                    "trigger": 0,
-                }
-                bot.framing[bot.robots[emi]["FRAME"]]["robots"].append(emi)
-                for num, symbol in enumerate(var.symbol_list):
-                    if symbol == bot.framing[bot.robots[emi]["FRAME"]]["symbol"]:
-                        bot.framing[bot.robots[emi]["FRAME"]]["SYMBOL"] = num
-                        break
-                res = load_frames(
-                    robot=bot.robots[emi],
-                    frames=bot.frames,
-                    framing=bot.framing,
-                    timeframe=bot.robots[emi]["FRAME"],
-                )
-                if not res:
-                    message = (
-                        "The emi " + emi + " candle timeframe data was not loaded!"
+                bot.frames[symbol] = dict()
+                try:
+                    bot.frames[symbol][timefr]
+                except KeyError:
+                    bot.frames[symbol][timefr] = {
+                        "time": time,
+                        "robots": [],
+                        "open": 0,
+                        "data": [],
+                    }
+                    bot.frames[symbol][timefr]["robots"].append(emi)
+                    res = load_frames(
+                        robot=bot.robots[emi],
+                        frames=bot.frames,
                     )
-                    var.logger.error(message)
-                    return None
+                    if not res:
+                        message = (
+                            "The emi " + emi + " candle timeframe data was not loaded!"
+                        )
+                        var.logger.error(message)
+                        return None
 
     return bot.frames
 

bots/variables.py

@@ -7,8 +7,7 @@ class Variables:
     full_symbol_list = var.symbol_list.copy()
     robots = OrderedDict()
     frames = dict()
-    framing = dict()
     emi_list = list()
     robo = dict()
-    robots_status = dict()
+    robot_status = dict()
     missing_days_number = 2

common/init.py

@@ -11,6 +11,7 @@
 from bots.variables import Variables as bot
 from common.variables import Variables as var
 from display.variables import Variables as disp
+from ws.init import Variables as ws
 
 load_dotenv()
 db = os.getenv("MYSQL_DATABASE")
@@ -67,7 +68,7 @@ def load_trading_history() -> None:
             "history.ini error. The time in the history.ini file is greater than the current time."
         )
         exit(1)
-    history = var.ws.trading_history(histCount=500, time=last_history_time)
+    history = ws.bitmex.trading_history(histCount=500, time=last_history_time)
     if history == "error":
         var.logger.error("history.ini error")
         exit(1)
@@ -80,11 +81,11 @@ def load_trading_history() -> None:
         last_history_time = datetime.strptime(
             history[-1]["transactTime"][0:19], "%Y-%m-%dT%H:%M:%S"
         )
-        history = var.ws.trading_history(histCount=500, time=last_history_time)
+        history = ws.bitmex.trading_history(histCount=500, time=last_history_time)
         if last_history_time == tmp:
             break
         tmp = last_history_time
-    if var.ws.logNumFatal == 0:
+    if ws.bitmex.logNumFatal == 0:
         with open("history.ini", "w") as f:
             f.write(str(last_history_time))
 
@@ -93,7 +94,7 @@ def load_orders() -> None:
     """
     Load Orders (if any)
     """
-    myOrders = var.ws.open_orders()
+    myOrders = ws.bitmex.open_orders()
     var.orders = OrderedDict()
     disp.text_orders.delete("1.0", "end")
     disp.text_orders.insert("1.0", " - Orders -\n")
@@ -235,10 +236,8 @@ def initial_display(account: int) -> None:
         )
 
 
-def initial_hi_lo_ticker_values() -> None:
+def initial_ticker_values() -> None:
     for symbol in var.symbol_list:
         var.ticker[symbol]["open_ask"] = var.ticker[symbol]["ask"]
         var.ticker[symbol]["open_bid"] = var.ticker[symbol]["bid"]
-        var.ticker[symbol]["hi"] = var.ticker[symbol]["ask"]
-        var.ticker[symbol]["lo"] = var.ticker[symbol]["bid"]
         var.ticker[symbol]["fundingRate"] = var.instruments[symbol]["fundingRate"]

common/variables.py

@@ -5,8 +5,6 @@
 
 from dotenv import load_dotenv
 
-from ws.api import Connect_websocket
-
 load_dotenv()
 
 if not os.path.isfile(".env"):
@@ -86,7 +84,6 @@ class Variables:
     for cur in currencies:
         accounts[cur] = {y: 0 for y in name_acc}
         accounts[cur]["SUMREAL"] = 0
-    ws = Connect_websocket
     connect_count = 0
     logger = None
     connect_mysql = None
@@ -100,8 +97,7 @@ class Variables:
     last_order = int((time.time() - 1591000000) * 10)
     last_database_time = datetime(1900, 1, 1, 1, 1)
     message_time = datetime.utcnow()
-    refresh = message_time
-    refresh_rate = max(min(10, int(os.getenv("REFRESH_RATE"))), 1)
+    refresh_rate = min(max(100, int(1000 / int(os.getenv("REFRESH_RATE")))), 1000)
     refresh_minute = message_time.minute
     refresh_hour = message_time.hour
     message_point = 0
@@ -111,3 +107,4 @@ class Variables:
         order_book_depth = "orderBook10"
     else:
         order_book_depth = "quote"
+    thread_is_active = ""