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main.py
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import ccxt
from flask import Flask, request, abort
from werkzeug.middleware.proxy_fix import ProxyFix
from threading import Timer
import os
import time
import os
import json
import copy
import logging
from datetime import datetime
from decimal import Decimal, ROUND_CEILING, ROUND_FLOOR, ROUND_HALF_EVEN
from pprint import pprint
def fixVersionFormat( version )->str:
vl = version.split(".")
return f'{vl[0]}.{vl[1]}.{vl[2].zfill(3)}'
minCCXTversion = '4.2.82'
CCXTversion = fixVersionFormat(ccxt.__version__)
print( 'CCXT Version:', ccxt.__version__)
if( CCXTversion < fixVersionFormat(minCCXTversion) ):
print( '\n============== * WARNING * ==============')
print( 'WHOOK requires CCXT version', minCCXTversion,' or higher.')
print( 'While it may run with earlier versions wrong behaviors are expected to happen.' )
print( 'Please update CCXT.' )
print( '============== * WARNING * ==============\n')
###################
##### Globals #####
###################
verbose = False
debug_order = False
SHOW_BALANCE = False # print account balance at exchange initialization
SHOW_LIQUIDATION = False # in positions when available
SHOW_BREAKEVEN = True # in positions when available
SHOW_ENTRYPRICE = False # in positions
USE_PROXY = False
PORT = 80
PROXY_PORT = 50000
ALERT_TIMEOUT = 60 * 3
ORDER_TIMEOUT = 40
REFRESH_POSITIONS_FREQUENCY = 5 * 60 # refresh positions every 5 minutes
UPDATE_ORDERS_FREQUENCY = 0.25 # frametime in seconds at which the orders queue is refreshed.
LOGS_DIRECTORY = 'logs'
MARGIN_MODE_NONE = '------'
#### Open config file #####
def writeConfig():
with open('config.json', 'w') as f:
configString = '[\n\t{\n'
configString += '\t\t"ALERT_TIMEOUT":'+str(ALERT_TIMEOUT)+',\n'
configString += '\t\t"ORDER_TIMEOUT":'+str(ORDER_TIMEOUT)+',\n'
configString += '\t\t"REFRESH_POSITIONS_FREQUENCY":'+str(REFRESH_POSITIONS_FREQUENCY)+',\n'
configString += '\t\t"UPDATE_ORDERS_FREQUENCY":'+str(UPDATE_ORDERS_FREQUENCY)+',\n'
configString += '\t\t"VERBOSE":'+str(verbose).lower()+',\n'
configString += '\t\t"SHOW_BALANCE":'+str(SHOW_BALANCE).lower()+',\n'
configString += '\t\t"SHOW_ENTRYPRICE":'+str(SHOW_ENTRYPRICE).lower()+',\n'
configString += '\t\t"SHOW_LIQUIDATION":'+str(SHOW_LIQUIDATION).lower()+',\n'
configString += '\t\t"SHOW_BREAKEVEN":'+str(SHOW_BREAKEVEN).lower()+',\n'
configString += '\t\t"LOGS_DIRECTORY":"'+str(LOGS_DIRECTORY)+'",\n'
configString += '\t\t"USE_PROXY":'+str(USE_PROXY).lower()+',\n'
configString += '\t\t"PROXY_PORT":'+str(PROXY_PORT)+'\n'
configString += '\t}\n]'
f.write( configString )
f.close()
try:
with open('config.json', 'r') as config_file:
config = json.load(config_file)
config = config[0]
config_file.close()
except FileNotFoundError:
writeConfig()
print( "Config file created.\n----------------------------")
else:
# parse the config file
if( config.get('ALERT_TIMEOUT') != None ):
ALERT_TIMEOUT = int(config.get('ALERT_TIMEOUT'))
if( config.get('ORDER_TIMEOUT') != None ):
ORDER_TIMEOUT = int(config.get('ORDER_TIMEOUT'))
if( config.get('REFRESH_POSITIONS_FREQUENCY') != None ):
REFRESH_POSITIONS_FREQUENCY = int(config.get('REFRESH_POSITIONS_FREQUENCY'))
if( config.get('UPDATE_ORDERS_FREQUENCY') != None ):
UPDATE_ORDERS_FREQUENCY = float(config.get('UPDATE_ORDERS_FREQUENCY'))
if( config.get('SHOW_BALANCE') != None ):
SHOW_BALANCE = bool(config.get('SHOW_BALANCE'))
if( config.get('SHOW_ENTRYPRICE') != None ):
SHOW_ENTRYPRICE = bool(config.get('SHOW_ENTRYPRICE'))
if( config.get('SHOW_LIQUIDATION') != None ):
SHOW_LIQUIDATION = bool(config.get('SHOW_LIQUIDATION'))
if( config.get('SHOW_BREAKEVEN') != None ):
SHOW_BREAKEVEN = bool(config.get('SHOW_BREAKEVEN'))
if( config.get('VERBOSE') != None ):
verbose = bool(config.get('VERBOSE'))
if( config.get('LOGS_DIRECTORY') != None ):
LOGS_DIRECTORY = str(config.get('LOGS_DIRECTORY'))
if( config.get('USE_PROXY') != None ):
USE_PROXY = bool(config.get('USE_PROXY'))
if( config.get('PROXY_PORT') != None ):
PROXY_PORT = int(config.get('PROXY_PORT'))
#rewrite the config file
writeConfig()
##### Utils #####
def dateString():
return datetime.today().strftime("%Y/%m/%d")
def timeNow():
return time.strftime("%H:%M:%S")
def roundUpTick( value: float, tick: str ):
if type(tick) is not str: tick = str(tick)
if type(value) is not Decimal: value = Decimal( value )
return float( value.quantize( Decimal(tick), ROUND_CEILING ) )
def roundDownTick( value: float, tick: str ):
if type(tick) is not str: tick = str(tick)
if type(value) is not Decimal: value = Decimal( value )
return float( value.quantize( Decimal(tick), ROUND_FLOOR ) )
def roundToTick( value: float, tick: float ):
if type(tick) is not str: tick = str(tick)
if type(value) is not Decimal: value = Decimal( value )
return float( value.quantize( Decimal(tick), ROUND_HALF_EVEN ) )
class RepeatTimer(Timer):
def run(self):
while not self.finished.wait(self.interval):
self.function(*self.args, **self.kwargs)
class position_c:
def __init__(self, symbol, position, thisMarket = None ) -> None:
self.symbol = symbol
self.position = position
self.thisMarket = thisMarket
def getKey(self, key):
return self.position.get(key)
def generatePrintString(self)->str:
if( self.thisMarket == None ):
return ''
p = 0.0
unrealizedPnl = 0 if(self.getKey('unrealizedPnl') == None) else float(self.getKey('unrealizedPnl'))
initialMargin = 0 if(self.getKey('initialMargin') == None) else float(self.getKey('initialMargin'))
collateral = 0.0 if(self.getKey('collateral') == None) else float(self.getKey('collateral'))
if( initialMargin != 0 ):
p = ( unrealizedPnl / initialMargin ) * 100.0
elif( collateral != 0):
p = ( unrealizedPnl / (collateral - unrealizedPnl) ) * 100
positionModeChar = '[H]' if (self.thisMarket['local']['positionMode'] == 'hedged') else ''
levStr = "?x" if (self.thisMarket['local']['leverage'] == 0 ) else str(self.thisMarket['local']['leverage']) + 'x'
string = self.symbol + positionModeChar
string += ' * ' + self.thisMarket['local']['marginMode'] + ':' + levStr
string += ' * ' + self.getKey('side')
string += ' * ' + str( self.getKey('contracts') )
if( initialMargin != 0 ) : string += ' * ' + "{:.4f}[$]".format(initialMargin)
elif( collateral != 0) : string += ' * ' + "{:.4f}[$]".format(collateral)
string += ' * ' + "{:.2f}[$]".format(unrealizedPnl)
string += ' * ' + "{:.2f}".format(p) + '%'
if( self.getKey('entryPrice') != None and SHOW_ENTRYPRICE ):
string += ' * ' + "[ep]{:.3f}".format(float(self.getKey('entryPrice')))
if( self.getKey('liquidationPrice') != None and SHOW_LIQUIDATION ):
string += ' * ' + "[li]{:.3f}".format(float(self.getKey('liquidationPrice')))
# OKX and Bitget provide the position breakeven price info:bePx. Let's print that too
if( self.getKey('info') != None ):
be = self.getKey('info').get('bePx')
if( be == None ):
be = self.getKey('info').get('breakEvenPrice')
if( be != None and SHOW_BREAKEVEN ):
string += ' * ' + "[be]{:.4f}".format(float(be))
return string
class order_c:
def __init__(self, symbol = "", side = "", quantity = 0.0, leverage = 1, delay = 0, reduceOnly = False) -> None:
self.symbol = symbol
self.type = 'market'
self.side = side
self.quantity = quantity
self.leverage = leverage
self.price = None
self.customID = None
self.reduced = False
self.reduceOnly = True if leverage == 0 else reduceOnly
self.id = ""
self.delay = delay
self.timestamp = time.monotonic()
def timedOut(self):
return ( self.timestamp + ORDER_TIMEOUT < time.monotonic() )
def delayed(self):
return (self.timestamp + self.delay > time.monotonic() )
class account_c:
def __init__(self, exchange = None, name = 'default', apiKey = None, secret = None, password = None, marginMode = None, settleCoin = None )->None:
self.accountName = name
self.refreshPositionsFailed = 0
self.positionslist = []
self.ordersQueue = []
self.activeOrders = []
self.latchedAlerts = []
self.MARGIN_MODE = 'cross' if ( marginMode != None and marginMode.lower() == 'cross') else 'isolated'
self.SETTLE_COIN = 'USDT' if( settleCoin == None ) else settleCoin
if( exchange == None ):
raise ValueError('Exchange not defined')
if( name.isnumeric() ):
print( " * FATAL ERROR: Account 'id' can not be only numeric" )
raise ValueError('Invalid Account Name')
if( exchange.lower() == 'kucoinfutures' ):
self.exchange = ccxt.kucoinfutures( {
'apiKey': apiKey,
'secret': secret,
'password': password,
'enableRateLimit': False,
"options": {'defaultType': 'swap', 'defaultMarginMode':self.MARGIN_MODE, 'adjustForTimeDifference' : True},
} )
elif( exchange.lower() == 'bitget' ):
self.exchange = ccxt.bitget({
"apiKey": apiKey,
"secret": secret,
'password': password,
"options": {'defaultType': 'swap', 'defaultMarginMode':self.MARGIN_MODE, 'adjustForTimeDifference' : True},
#"timeout": 60000,
"enableRateLimit": False
})
elif( exchange.lower() == 'bingx' ):
self.exchange = ccxt.bingx({
"apiKey": apiKey,
"secret": secret,
'password': password,
"options": {'defaultType': 'swap', 'defaultMarginMode':self.MARGIN_MODE, 'adjustForTimeDifference' : True},
#"timeout": 60000,
"enableRateLimit": False
})
elif( exchange.lower() == 'coinex' ):
self.exchange = ccxt.coinex({
"apiKey": apiKey,
"secret": secret,
'password': password,
"options": {'defaultType': 'swap', 'adjustForTimeDifference' : True},
#"timeout": 60000,
"enableRateLimit": False
})
elif( exchange.lower() == 'phemex' ):
self.exchange = ccxt.phemex({
"apiKey": apiKey,
"secret": secret,
'password': password,
"options": {'defaultType': 'swap', 'defaultMarginMode':self.MARGIN_MODE, 'adjustForTimeDifference' : True},
#"timeout": 60000,
"enableRateLimit": False
})
###HACK!! phemex does NOT have setMarginMode when the type is SWAP
self.exchange.has['setMarginMode'] = False
elif( exchange.lower() == 'phemexdemo' ):
self.exchange = ccxt.phemex({
"apiKey": apiKey,
"secret": secret,
'password': password,
"options": {'defaultType': 'swap', 'defaultMarginMode':self.MARGIN_MODE, 'adjustForTimeDifference' : True},
#"timeout": 60000,
"enableRateLimit": False
})
self.exchange.set_sandbox_mode( True )
###HACK!! phemex does NOT have setMarginMode when the type is SWAP
self.exchange.has['setMarginMode'] = False
elif( exchange.lower() == 'bybit' ):
self.exchange = ccxt.bybit({
"apiKey": apiKey,
"secret": secret,
'password': password,
"options": {'defaultType': 'swap', 'defaultMarginMode':self.MARGIN_MODE, 'adjustForTimeDifference' : True},
#"timeout": 60000,
"enableRateLimit": True
})
elif( exchange.lower() == 'bybitdemo' ):
self.exchange = ccxt.bybit({
"apiKey": apiKey,
"secret": secret,
'password': password,
"options": {'defaultType': 'swap', 'defaultMarginMode':self.MARGIN_MODE, 'adjustForTimeDifference' : True},
#"timeout": 60000,
"enableRateLimit": True
})
self.exchange.set_sandbox_mode( True )
elif( exchange.lower() == 'binance' ):
self.exchange = ccxt.binance({
"apiKey": apiKey,
"secret": secret,
'password': password,
"options": {'defaultType': 'swap', 'adjustForTimeDifference' : True},
#"timeout": 60000,
"enableRateLimit": False
})
elif( exchange.lower() == 'binancedemo' ):
self.exchange = ccxt.binance({
"apiKey": apiKey,
"secret": secret,
'password': password,
"options": {'defaultType': 'swap', 'adjustForTimeDifference' : True},
#"timeout": 60000,
"enableRateLimit": False
})
self.exchange.set_sandbox_mode( True )
elif( exchange.lower() == 'krakenfutures' ):
self.exchange = ccxt.krakenfutures({
"apiKey": apiKey,
"secret": secret,
'password': password,
"options": {'defaultType': 'swap', 'defaultMarginMode':self.MARGIN_MODE, 'adjustForTimeDifference' : True},
#"timeout": 60000,
"enableRateLimit": True
})
self.SETTLE_COIN = 'USD'
if( settleCoin != None ) : self.SETTLE_COIN = settleCoin
# 'options': { 'settlementCurrencies': { 'flex': ['USDT', 'BTC', 'USD', 'GBP', 'EUR', 'USDC'],
elif( exchange.lower() == 'krakendemo' ):
self.exchange = ccxt.krakenfutures({
"apiKey": apiKey,
"secret": secret,
'password': password,
"options": {'defaultType': 'swap', 'defaultMarginMode':self.MARGIN_MODE, 'adjustForTimeDifference' : True},
#"timeout": 60000,
"enableRateLimit": True
})
self.exchange.set_sandbox_mode( True )
self.SETTLE_COIN = 'USD'
if( settleCoin != None ) : self.SETTLE_COIN = settleCoin
# 'options': { 'settlementCurrencies': { 'flex': ['USDT', 'BTC', 'USD', 'GBP', 'EUR', 'USDC'],
elif( exchange.lower() == 'okx' ):
self.exchange = ccxt.okx ({
"apiKey": apiKey,
"secret": secret,
'password': password,
"options": {'defaultType': 'swap', 'adjustForTimeDifference' : True},
#"timeout": 60000,
"enableRateLimit": True
})
elif( exchange.lower() == 'okxdemo' ):
self.exchange = ccxt.okx ({
"apiKey": apiKey,
"secret": secret,
'password': password,
"options": {'defaultType': 'swap', 'adjustForTimeDifference' : True},
#"timeout": 60000,
"enableRateLimit": True
})
self.exchange.set_sandbox_mode( True )
else:
raise ValueError('Unsupported exchange')
if( self.exchange == None ):
raise ValueError('Exchange creation failed')
# crate a logger for each account
# make sure the logs directory exists
if( LOGS_DIRECTORY == '' ):
path = f'{self.accountName}.log'
else:
path = f'{LOGS_DIRECTORY}/{self.accountName}.log'
script_dir = os.path.dirname(os.path.realpath(__file__))
if not os.path.exists(os.path.join(script_dir, LOGS_DIRECTORY)):
os.makedirs(os.path.join(script_dir, LOGS_DIRECTORY))
self.logger = logging.getLogger( self.accountName )
fh = logging.FileHandler( path )
self.logger.addHandler( fh )
self.logger.level = logging.INFO
# Some exchanges don't have all fields properly filled, but we can find out
# the values in another field. Instead of adding exceptions at each other function
# let's reconstruct the markets dictionary trying to fix those values
self.markets = {}
markets = self.exchange.load_markets()
marketKeys = markets.keys()
for key in marketKeys:
thisMarket = markets[key]
if( thisMarket.get('settle') != self.SETTLE_COIN ): # double check
continue
if( thisMarket.get('contractSize') == None ):
# in Phemex we can extract the contractSize from the description.
# it's always going to be 1, but let's handle it in case they change it
if( self.exchange.id == 'phemex' ):
description = thisMarket['info'].get('description')
s = description[ description.find('Each contract is worth') + len('Each contract is worth ') : ]
list = s.split( ' ', 1 )
cs = float( list[0] )
if( cs != 1.0 ):
print( "* WARNING: phemex", key, "contractSize reported", cs )
thisMarket['contractSize'] = cs
else:
print( "WARNING: Market", self.exchange.id, "doesn't have contractSize" )
# make sure the market has a precision value
try:
precision = thisMarket['precision'].get('amount')
except Exception as e:
raise ValueError( "Market", self.exchange.id, "doesn't have precision value" )
# some exchanges don't have a minimum purchase amount defined
try:
minAmount = thisMarket['limits']['amount'].get('min')
except Exception as e:
minAmount = None
l = thisMarket.get('limits')
if( l != None ):
a = l.get('amount')
if( a != None ):
minAmount = a.get('min')
if( minAmount == None ): # replace minimum amount with precision value
thisMarket['limits']['amount']['min'] = float(precision)
# HACK: Bingx has wrong leverage limits defined
if( self.exchange.id == 'bingx' ):
thisMarket['limits']['leverage']['max'] = None if self.exchange.has['fetchLeverage'] else max( 100, thisMarket['limits']['leverage']['max'] )
# also generate a local list to keep track of marginMode and Leverage status
thisMarket['local'] = { 'marginMode':MARGIN_MODE_NONE, 'leverage':0, 'positionMode':'' }
if( self.exchange.has.get('setPositionMode') != True ):
thisMarket['local']['positionMode'] = 'oneway'
# Store the market into the local markets dictionary
self.markets[key] = thisMarket
if( verbose ):
pprint( self.markets['BTC/' + self.SETTLE_COIN + ':' + self.SETTLE_COIN] )
self.refreshPositions(True)
## methods ##
def print( self, *args, sep=" ", **kwargs ): # adds account and exchange information to the message
print( timeNow(), '['+ self.accountName +'/'+ self.exchange.id +'] '+ sep.join(map(str,args)), **kwargs )
self.logger.info( '['+ dateString()+']['+timeNow()+'] ' +sep.join(map(str,args)), **kwargs)
def verifyLeverageRange( self, symbol, leverage )->int:
leverage = max( leverage, 1 )
maxLeverage = self.findMaxLeverageForSymbol( symbol )
if( maxLeverage != None and maxLeverage < leverage ):
self.print( " * WARNING: Leverage out of bounds. Readjusting to", str(maxLeverage)+"x" )
leverage = maxLeverage
# coinex has a list of valid leverage values
if( self.exchange.id != 'coinex' ):
return leverage
thisMarket = self.markets.get( symbol )
leverages = thisMarket['info'].get('leverage')
if( leverages == None ):
leverages = thisMarket['info'].get('leverages')
validLeverages = list(map(int, leverages))
safeLeverage = 1
for value in validLeverages:
if( value > leverage ):
break
safeLeverage = value
return safeLeverage
def updateSymbolPositionMode( self, symbol ):
# Make sure the exchange is in oneway mode
if( self.exchange.has.get('setPositionMode') != True and self.markets[ symbol ]['local']['positionMode'] != 'oneway' ):
self.print( " * E: updateSymbolPositionMode: Exchange", self.exchange.id, "doesn't have setPositionMode nor is set to oneway" )
return
if( self.markets[ symbol ]['local']['positionMode'] != 'oneway' and self.exchange.has.get('setPositionMode') == True ):
if( self.getPositionBySymbol(symbol) != None ):
self.print( ' * W: Cannot change position mode while a position is open' )
return
try:
response = self.exchange.set_position_mode( False, symbol )
except ccxt.NoChange as e:
self.markets[ symbol ]['local']['positionMode'] = 'oneway'
except Exception as e:
for a in e.args:
if( '"retCode":140025' in a or '"code":-4059' in a
or 'retCode":110025' in a or '"code":"59000"' in a ):
# this is not an error, but just an acknowledge
# bybit {"retCode":140025,"retMsg":"position mode not modified","result":{},"retExtInfo":{},"time":1690530385019}
# bybit {"retCode":110025,"retMsg":"Position mode is not modified","result":{},"retExtInfo":{},"time":1694988241696}
# binance {"code":-4059,"msg":"No need to change position side."}
# okx {"code":"59000","data":[],"msg":"Setting failed. Cancel any open orders, close positions, and stop trading bots first."}
self.markets[ symbol ]['local']['positionMode'] = 'oneway'
else:
print( " * E: updateSymbolLeverage->set_position_mode:", a, type(e) )
else:
# was everything correct, tho?
code = 0
if( self.exchange.id == 'bybit' ): # they didn't receive enough love as children
code = int(response.get('retCode'))
else:
code = int(response.get('code'))
# 'code': '0' <- coinex
# 'code': '00000' <- bitget
# 'code': '0' <- phemex
# 'retCode': '0' <- bybit
# {'code': '200', 'msg': 'success'} <- binance
if( self.exchange.id == 'binance' and code == 200 or code == -4059 ):
code = 0
if( code != 0 ):
print( " * E: updateSymbolLeverage->set_position_mode:", response )
return
self.markets[ symbol ]['local']['positionMode'] = 'oneway'
def updateSymbolLeverage( self, symbol, leverage ):
# also sets marginMode
if( leverage < 1 ): # leverage 0 indicates we are closing a position
return
# Notice: Kucoin is never going to make any of these.
# Coinex doesn't accept any number as leverage. It must be on the list. Also clamp to max allowed
leverage = self.verifyLeverageRange( symbol, leverage )
##########################################
# Update marginMode if needed
##########################################
if( self.markets[ symbol ]['local']['marginMode'] != self.MARGIN_MODE and self.exchange.has.get('setMarginMode') == True ):
params = {}
# coinex and bybit expect the leverage as part of the marginMode call
if( self.exchange.id == 'coinex' or self.exchange.id == 'bybit' ):
params['leverage'] = leverage
elif( self.exchange.id == 'okx' ):
params['lever'] = leverage
try:
response = self.exchange.set_margin_mode( self.MARGIN_MODE, symbol, params )
except ccxt.NoChange as e:
self.markets[ symbol ]['local']['marginMode'] = self.MARGIN_MODE
except ccxt.MarginModeAlreadySet as e:
self.markets[ symbol ]['local']['marginMode'] = self.MARGIN_MODE
except Exception as e:
for a in e.args:
if( '"retCode":140026' in a or "No need to change margin type" in a
or '"retCode":110026' in a ):
# bybit throws an exception just to inform us the order wasn't neccesary (doh)
# bybit {"retCode":140026,"retMsg":"Isolated not modified","result":{},"retExtInfo":{},"time":1690530385642}
# bybit setMarginMode() marginMode must be either ISOLATED_MARGIN or REGULAR_MARGIN or PORTFOLIO_MARGIN
# bybit {"retCode":110026,"retMsg":"Cross/isolated margin mode is not modified","result":{},"retExtInfo":{},"time":1695526888984}
# binance {'code': -4046, 'msg': 'No need to change margin type.'}
# updateSymbolLeverage->set_margin_mode: {'code': -4046, 'msg': 'No need to change margin type.'}
self.markets[ symbol ]['local']['marginMode'] = self.MARGIN_MODE
if( self.exchange.id == 'bitget' and 'code":"45117' in a):
print( " * W: Bitget: Currently holding positions or orders, the margin mode cannot be adjusted" )
#self.markets[ symbol ]['local']['marginMode'] = 'cross' if self.MARGIN_MODE == 'isolated' else 'isolated'
# * E: updateSymbolLeverage->set_margin_mode: bitget {"code":"45117","msg":"Currently holding positions or orders, the margin mode cannot be adjusted","requestTime":1734896200804,"data":null} <class 'ccxt.base.errors.ExchangeError'>
# * E: UpdateOrdersQueue: Unhandled exception. Cancelling: bitget {"code":"45117","msg":"Currently holding positions or orders, the margin mode cannot be adjusted","requestTime":1734896201207,"data":null} <class 'ccxt.base.errors.ExchangeError'>
else:
print( " * E: updateSymbolLeverage->set_margin_mode:", a, type(e) )
else:
# was everything correct, tho?
code = 0
if( self.exchange.id == 'bybit' ): # they didn't receive enough love as children
code = int(response.get('retCode'))
else:
code = int(response.get('code'))
# 'code': '0' <- coinex
# 'code': '00000' <- bitget
# 'code': '0' <- phemex
# 'retCode': '0' <- bybit
# {'code': '200', 'msg': 'success'} <- binance
if( self.exchange.id == 'binance' and code == 200 or code == -4046 ):
code = 0
if( code != 0 ):
print( " * E: updateSymbolLeverage->set_margin_mode:", response )
else:
self.markets[ symbol ]['local']['marginMode'] = self.MARGIN_MODE
# coinex and bybit don't need to continue since they have already updated the leverage
if( self.exchange.id == 'coinex' or self.exchange.id == 'bybit' ):
self.markets[ symbol ]['local']['leverage'] = leverage
return
##########################################
# Finally update leverage
##########################################
if( self.markets[ symbol ]['local']['leverage'] != leverage and self.exchange.has.get('setLeverage') == True ):
# from phemex API documentation: The sign of leverageEr indicates margin mode,
# i.e. leverage <= 0 means cross-margin-mode, leverage > 0 means isolated-margin-mode.
params = {}
if( self.exchange.id == 'coinex' ): # coinex always updates leverage and marginMode at the same time
params['marginMode'] = self.markets[ symbol ]['local']['marginMode'] # use current marginMode to avoid triggering an error
elif( self.exchange.id == 'okx' ):
params['marginMode'] = self.markets[ symbol ]['local']['marginMode']
params['posSide'] = 'net'
elif( self.exchange.id == 'bingx' ):
if( self.markets[ symbol ]['local']['positionMode'] != 'oneway' ):
response = self.exchange.set_leverage( leverage, symbol, params = {'side':'LONG'} )
response2 = self.exchange.set_leverage( leverage, symbol, params = {'side':'SHORT'} )
if( response.get('code') == '0' and response2.get('code') == '0' ):
self.markets[ symbol ]['local']['leverage'] = leverage
return
else:
params['side'] = 'BOTH'
try:
response = self.exchange.set_leverage( leverage, symbol, params )
except ccxt.NoChange as e:
self.markets[ symbol ]['local']['leverage'] = leverage
except Exception as e:
for a in e.args:
if( '"retCode":140043' in a or '"retCode":110043' in a ):
# bybit throws an exception just to inform us the order wasn't neccesary (doh)
# bybit {"retCode":110043,"retMsg":"Set leverage not modified","result":{},"retExtInfo":{},"time":1694988242174}
# bybit {"retCode":140043,"retMsg":"leverage not modified","result":{},"retExtInfo":{},"time":1690530386264}
pass
elif( 'MAX_LEVERAGE_OUT_OF_BOUNDS' in a ):
self.print( " * E: Maximum leverage exceeded [", leverage, "]" )
return
# {"status":"INTERNAL_SERVER_ERROR","result":"error","errors":[{"code":98,"message":"MAX_LEVERAGE_OUT_OF_BOUNDS"}],"serverTime":"2023-09-24T00:57:08.908Z"}
else:
print( " * E: updateSymbolLeverage->set_leverage:", a, type(e) )
else:
# was everything correct, tho?
code = 0
if( self.exchange.id == 'bybit' ): # they didn't receive enough love as children
code = int(response.get('retCode'))
elif( self.exchange.id == 'krakenfutures' ):
#{'result': 'success', 'serverTime': '2023-09-22T21:25:47.729Z'}
# Error: updateSymbolLeverage->set_leverage: {'result': 'success', 'serverTime': '2023-09-22T21:30:17.767Z'}
if( 'success' not in response ):
code = -1 if response.get('result') != 'success' else 0
elif( self.exchange.id != 'binance' ):
code = int(response.get('code'))
# 'code': '0' <- coinex
# 'code': '00000' <- bitget
# 'code': '0' <- phemex
# 'retCode': '0' <- bybit
# binance doesn't send any code #{'symbol': 'BTCUSDT', 'leverage': '7', 'maxNotionalValue': '40000000'}
if( code != 0 ):
print( " * E: updateSymbolLeverage->set_leverage:", response )
else:
self.markets[ symbol ]['local']['leverage'] = leverage
def fetchBalance(self):
params = { "settle":self.SETTLE_COIN }
if( self.exchange.id == 'krakenfutures' ):
params['type'] = 'flex'
response = self.exchange.fetch_balance( params )
if( self.exchange.id == 'krakenfutures' ):
data = response['info']['accounts']['flex']
return { 'free':float(data.get('availableMargin')), 'used':float(data.get('initialMarginWithOrders')), 'total': float(data.get('balanceValue')) }
if( response.get(self.SETTLE_COIN) == None ):
balance = { 'free':0.0, 'used':0.0, 'total':0.0 }
return balance
return response.get(self.SETTLE_COIN)
def fetchAvailableBalance(self)->float:
return float( self.fetchBalance().get( 'free' ) )
def fetchBuyPrice(self, symbol)->float:
orderbook = self.exchange.fetch_order_book(symbol)
ask = orderbook['asks'][0][0] if len (orderbook['asks']) > 0 else None
if( ask == None ):
raise ValueError( "Couldn't fetch ask price" )
return ask
def fetchSellPrice(self, symbol)->float:
orderbook = self.exchange.fetch_order_book(symbol)
bid = orderbook['bids'][0][0] if len (orderbook['bids']) > 0 else None
if( bid == None ):
raise ValueError( "Couldn't fetch bid price" )
return bid
def fetchAveragePrice(self, symbol)->float:
orderbook = self.exchange.fetch_order_book(symbol)
bid = orderbook['bids'][0][0] if len (orderbook['bids']) > 0 else None
ask = orderbook['asks'][0][0] if len (orderbook['asks']) > 0 else None
if( bid == None and ask == None ):
raise ValueError( "Couldn't fetch orderbook" )
if( bid == None ): bid = ask
if( ask == None ): ask = bid
return ( bid + ask ) * 0.5
def getPositionBySymbol(self, symbol)->position_c:
for pos in self.positionslist:
if( pos.symbol == symbol ):
return pos
return None
def findSymbolFromPairName(self, pairString):
# this is only for the pair name we receive in the alert.
# Once it's converted to ccxt symbol format there is no
# need to use this method again.
paircmd = pairString.upper()
if( paircmd.endswith('.P' ) ):
paircmd = paircmd[:-2]
# first let's check if the pair string contains
# a backslash. If it does it's probably already a symbol
if '/' not in paircmd and paircmd.endswith(self.SETTLE_COIN):
paircmd = paircmd[:-len(self.SETTLE_COIN)]
paircmd += '/' + self.SETTLE_COIN + ':' + self.SETTLE_COIN
# but it also may not include the ':USDT' ending
if '/' in paircmd and not paircmd.endswith(':'+ self.SETTLE_COIN ):
paircmd += ':' + self.SETTLE_COIN
# try the more direct approach
m = self.markets.get(paircmd)
if( m != None ):
return m.get('symbol')
# so now let's find it in the list using the id
for m in self.markets:
id = self.markets[m]['id']
symbol = self.markets[m]['symbol']
if( symbol == paircmd or id == paircmd ):
return symbol
return None
def findContractSizeForSymbol(self, symbol)->float:
return self.markets[symbol].get('contractSize')
def findPrecisionForSymbol(self, symbol)->float:
if( self.exchange.id == 'binance' or self.exchange.id == 'bingx' ):
precision = 1.0 / (10.0 ** self.markets[symbol]['precision'].get('amount'))
else :
precision = self.markets[symbol]['precision'].get('amount')
return precision
def findMinimumAmountForSymbol(self, symbol)->float:
return self.markets[symbol]['limits']['amount'].get('min')
def findMaxLeverageForSymbol(self, symbol)->float:
maxLeverage = self.markets[symbol]['limits']['leverage'].get('max')
if( maxLeverage == None ):
maxLeverage = 100
if( self.exchange.has['fetchLeverage'] ):
info = self.exchange.fetch_leverage( symbol ).get('info')
if( info != None and info.get('maxLongLeverage') != None and info.get('maxShortLeverage') != None ):
maxLeverage = min(int(info['maxLongLeverage']), int(info['maxShortLeverage']))
self.markets[symbol]['limits']['leverage']['max'] = maxLeverage
return maxLeverage
def contractsFromUSDT(self, symbol, amount, price, leverage = 1.0 )->float :
contractSize = self.findContractSizeForSymbol( symbol )
coin = Decimal( (amount * leverage) / (contractSize * price) )
precision = str(self.findPrecisionForSymbol( symbol ))
return roundDownTick( coin, precision ) if ( coin > 0 ) else roundUpTick( coin, precision )
def refreshPositions(self, v = verbose):
### https://docs.ccxt.com/#/?id=position-structure ###
failed = False
try:
symbols = None
if( self.exchange.id == 'bitget' ):
symbols = list(self.markets.keys())
positions = self.exchange.fetch_positions( symbols, params = {'settle':self.SETTLE_COIN} ) # the 'settle' param is only required by phemex
except Exception as e:
a = e.args[0]
if 'OK' in a: # Coinex raises an exception to give an OK message when there are no positions... don't look at me, look at them
positions = []
elif( isinstance(e, ccxt.OnMaintenance) or isinstance(e, ccxt.NetworkError)
or isinstance(e, ccxt.RateLimitExceeded) or isinstance(e, ccxt.RequestTimeout)
or isinstance(e, ccxt.ExchangeNotAvailable) or 'not available' in a ):
failed = True
if( 'Remote end closed connection' in a
or '500 Internal Server Error' in a
or '502 Bad Gateway' in a
or 'Internal Server Error' in a
or 'Server busy' in a or 'System busy' in a
or '"retCode":10002' in a ):
print( timeNow(), self.exchange.id, '* E: Refreshpositions:(old)', a, type(e) )
elif( 'Remote end closed connection' in a
or '500 Internal Server Error' in a
or '502 Bad Gateway' in a
or 'Internal Server Error' in a
or 'Server busy' in a or 'System busy' in a
or 'not available' in a # ccxt.base.errors.ExchangeError
or 'failure to get a peer' in a # ccxt.base.errors.ExchangeError (okx)
or '"code":39999' in a
or '"retCode":10002' in a ):
failed = True
# this print is temporary to try to replace the string with the error type if possible
print( timeNow(), self.exchange.id, '* E: Refreshpositions:', a, type(e) )
else:
print( timeNow(), self.exchange.id, '* E: Refreshpositions:', a, type(e) )
failed = True
if( failed ):
self.refreshPositionsFailed += 1
if( self.refreshPositionsFailed == 10 ):
print( timeNow(), self.exchange.id, '* W: Refreshpositions has failed 10 times in a row' )
return
if (self.refreshPositionsFailed >= 10 ):
print( timeNow(), self.exchange.id, '* W: Refreshpositions has returned to activity' )
self.refreshPositionsFailed = 0
# Phemex returns positions that were already closed
# reconstruct the list of positions only with active positions
cleanPositionsList = []
for thisPosition in positions:
if( thisPosition.get('contracts') == 0.0 ):
continue
cleanPositionsList.append( thisPosition )
positions = cleanPositionsList
numPositions = len(positions)
if v:
tab = ' '
if( numPositions > 0 ) : print('------------------------------')
# fetch balance
balanceString = ''
if SHOW_BALANCE:
balance = self.fetchBalance()
balanceString = " Balance: {:.2f}[$]".format(balance['total'])
balanceString += " - Available {:.2f}[$]".format(balance['free'])
print( tab + str(numPositions), "positions found.", balanceString )
self.positionslist.clear()
for thisPosition in positions:
symbol = thisPosition.get('symbol')
# HACK!! bybit response doesn't contain a 'hedge' key, but it contains the information in the 'info' block
if( self.exchange.id == 'bybit' ):
thisPosition['hedged'] = True if( thisPosition['info'].get( 'positionIdx' ) != '0' ) else False
if( self.exchange.id == 'bingx' ): # 'onlyOnePosition': True,
thisPosition['hedged'] = not thisPosition['info'].get( 'onlyOnePosition' )
# if the position contains positionMode information update our local data
if( thisPosition.get('hedged') != None ) : # None means the exchange only supports oneWay
self.markets[ symbol ]['local'][ 'positionMode' ] = 'hedged' if( thisPosition.get('hedged') == True ) else 'oneway'
# if the position contains the marginMode information also update the local data
#some exchanges have the key set to None. Fix it when possible
if( thisPosition.get('marginMode') == None ) :
if( self.exchange.id == 'bybit' ): # tradeMode - Classic & UTA (inverse): 0: cross-margin, 1: isolated margin
self.markets[ symbol ]['local'][ 'marginMode' ] = 'isolated' if thisPosition['info']['tradeMode'] == '1' else 'cross'
elif( self.exchange.has.get('setMarginMode') != True ):
thisPosition['marginMode'] = MARGIN_MODE_NONE
else:
print( ' * W: refreshPositions: Could not get marginMode for', symbol )
thisPosition['marginMode'] = MARGIN_MODE_NONE
else:
self.markets[ symbol ]['local'][ 'marginMode' ] = thisPosition.get('marginMode')
# update the local leverage as well as we can
leverage = -1
if( thisPosition.get('leverage') != None ):
leverage = int(thisPosition.get('leverage'))
if( leverage != thisPosition.get('leverage') ): # kucoin sends weird fractional leverage. Ignore it
leverage = -1
# still didn't find the leverage, but the exchange has the fetchLeverage method so we can try that.
if( leverage == -1 and self.exchange.has.get('fetchLeverage') == True ):
try:
response = self.exchange.fetch_leverage( symbol )
except Exception as e:
pass
else:
if( self.exchange.id == 'bitget' ):
if( response['data']['marginMode'] == 'crossed' ):
leverage = int(response['data'].get('crossMarginLeverage'))
else:
# they should always be the same
longLeverage = int(response['data'].get('fixedLongLeverage'))
shortLeverage = int(response['data'].get('fixedShortLeverage'))
if( longLeverage == shortLeverage ):
leverage = longLeverage
elif( self.exchange.id == 'bingx' ):
# they should always be the same
longLeverage = response['data'].get('longLeverage')
shortLeverage = response['data'].get('shortLeverage')
if( longLeverage == shortLeverage ):
leverage = longLeverage
if( leverage != -1 ):
self.markets[ symbol ]['local'][ 'leverage' ] = leverage
elif( self.exchange.id != "kucoinfutures" ): # we know kucoin is helpless
print( " * W: refreshPositions: Couldn't find leverage for", self.exchange.id )
self.positionslist.append(position_c( symbol, thisPosition, self.markets[ symbol ] ))
if v:
for pos in self.positionslist:
print( tab + pos.generatePrintString() )
print('------------------------------')
def activeOrderForSymbol(self, symbol ):
for o in self.activeOrders:
if( o.symbol == symbol ):
return True
return False
def fetchClosedOrderById(self, symbol, id ):
try:
response = self.exchange.fetch_closed_orders( symbol, params = {'settleCoin':self.SETTLE_COIN} )
except Exception as e:
#Exception: ccxt.base.errors.ExchangeError: phemex {"code":39999,"msg":"Please try again.","data":null}
return None
for o in response:
if o.get('id') == id :
return o
if verbose : print( "r...", end = '' )
return None
def fetchOpenOrderById(self, symbol, id ):
try:
response = self.exchange.fetch_open_orders( symbol, params = {'settleCoin':self.SETTLE_COIN} )
except Exception as e:
#Exception: ccxt.base.errors.ExchangeError: phemex {"code":39999,"msg":"Please try again.","data":null}
return None
for o in response:
if o.get('id') == id :
return o
if verbose : print( "r...", end = '' )
return None
def removeFirstCompletedOrder(self):
# go through the queue and remove the first completed order
for order in self.activeOrders:
if( order.timedOut() ):
self.print( " * E: Active Order Timed out", order.symbol, order.side, order.quantity, str(order.leverage)+'x' )