offline file with IDs of openned trigger orders
This commit is contained in:
469
app.py
469
app.py
@ -1,6 +1,8 @@
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import time
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import time
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from datetime import datetime
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import threading
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import threading
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import json
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import os
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from datetime import datetime
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from market import (
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from market import (
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market_info_loop,
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market_info_loop,
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get_latest_price,
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get_latest_price,
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@ -10,7 +12,8 @@ from market import (
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get_price_comparison,
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get_price_comparison,
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get_market_arbitrage_opportunities
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get_market_arbitrage_opportunities
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)
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)
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from order import create_market_order, create_trigger_order, update_trigger_order, cancel_trigger_order
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from order import create_market_order, create_trigger_order, update_trigger_order, cancel_trigger_order, list_trigger_orders
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from position import list_open_positions
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from flextrade.constants.markets import BASE_MARKET_ETH_USD, BASE_MARKET_SOL_USD, BASE_MARKET_BTC_USD
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from flextrade.constants.markets import BASE_MARKET_ETH_USD, BASE_MARKET_SOL_USD, BASE_MARKET_BTC_USD
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from flextrade.enum import Action
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from flextrade.enum import Action
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@ -18,10 +21,20 @@ from flextrade.enum import Action
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print(f"✅ Action enum imported: BUY={Action.BUY} (boolean), SELL={Action.SELL} (boolean)")
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print(f"✅ Action enum imported: BUY={Action.BUY} (boolean), SELL={Action.SELL} (boolean)")
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# Configuration
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# Configuration
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ENABLE_AUTO_HEDGE = False # Set to True to enable automatic hedging
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ENABLE_AUTO_HEDGE = True # Set to True to enable automatic hedging
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ENABLE_TRIGGER_ORDERS = False # Set to True to enable trigger order functionality
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ENABLE_TRIGGER_ORDERS = True # Set to True to enable trigger order functionality
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sol_hedge_price = 161 # Example price for SOL auto-hedging
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ORDER_TRACKING_FILE = "opened_trigger_orders.json" # File to store all opened trigger orders
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# Single coin configuration
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MONITORED_COIN = "SOL" # Change this to monitor different coins: SOL, ETH, BTC, etc.
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MONITORED_MARKET_NAME = "SOLUSD" # Market name for price lookup
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MONITORED_MARKET_CONSTANT = BASE_MARKET_SOL_USD # Market constant for orders
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SUB_ACCOUNT_ID = 1 # Example sub-account ID for testing
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SUB_ACCOUNT_ID = 1 # Example sub-account ID for testing
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HEDGE_PRICE_THRESHOLD = 167.75 # Price threshold for auto-hedging
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HEDGE_SIZE = 500.0 # Size of the hedge order
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HEDGE_PRICE_SL = 1.0 # Stop-loss threshold for hedging
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# Global storage for active orders
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# Global storage for active orders
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active_orders = {
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active_orders = {
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"trigger_orders": [], # List of {order_id, market, account_id, action, size, trigger_price}
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"trigger_orders": [], # List of {order_id, market, account_id, action, size, trigger_price}
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@ -30,10 +43,329 @@ active_orders = {
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# Track executed hedges to prevent duplicates
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# Track executed hedges to prevent duplicates
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executed_hedges = {
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executed_hedges = {
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"sol_hedge_executed": False,
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"hedge_executed": False,
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"last_hedge_price": 0
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"last_hedge_price": 0,
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"initial_position_check_done": False
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}
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}
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def save_last_trigger_order_id(order_id, account_id, market, action, size, trigger_price):
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"""
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Save a new trigger order to the opened orders JSON file
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Args:
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order_id (int): Order ID
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account_id (int): Account ID
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market (str): Market constant
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action (Action): Buy/Sell action
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size (float): Order size
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trigger_price (float): Trigger price
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"""
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try:
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# Load existing orders
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existing_orders = load_opened_trigger_orders_data()
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if existing_orders is None:
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existing_orders = {"opened_orders": []}
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# Create new order data
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new_order = {
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"order_id": order_id,
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"account_id": account_id,
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"market": str(market),
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"action": safe_action_to_string(action),
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"size": size,
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"trigger_price": trigger_price,
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"created_at": datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
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"coin": MONITORED_COIN
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}
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# Check if order already exists (prevent duplicates)
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existing_order_ids = [order.get("order_id") for order in existing_orders.get("opened_orders", [])]
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if order_id not in existing_order_ids:
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existing_orders["opened_orders"].append(new_order)
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# Save updated orders list
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with open(ORDER_TRACKING_FILE, 'w') as f:
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json.dump(existing_orders, f, indent=2)
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print(f"💾 Added trigger order ID {order_id} to {ORDER_TRACKING_FILE}")
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print(f" Total opened orders: {len(existing_orders['opened_orders'])}")
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else:
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print(f"ℹ️ Order ID {order_id} already exists in {ORDER_TRACKING_FILE}")
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except Exception as e:
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print(f"❌ Error saving trigger order ID: {e}")
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def load_opened_trigger_orders_data():
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"""
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Load all opened trigger orders from JSON file
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Returns:
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dict: Orders data or None if file doesn't exist or error
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"""
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try:
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if not os.path.exists(ORDER_TRACKING_FILE):
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print(f"ℹ️ No existing order tracking file found: {ORDER_TRACKING_FILE}")
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return None
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with open(ORDER_TRACKING_FILE, 'r') as f:
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orders_data = json.load(f)
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return orders_data
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except Exception as e:
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print(f"❌ Error loading trigger orders: {e}")
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return None
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def load_last_trigger_order_id():
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"""
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Load and display all opened trigger orders from JSON file
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Returns:
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dict: Orders data or None if file doesn't exist or error
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"""
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try:
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orders_data = load_opened_trigger_orders_data()
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if not orders_data:
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return None
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opened_orders = orders_data.get("opened_orders", [])
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print(f"📂 Loaded opened trigger orders from {ORDER_TRACKING_FILE}:")
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print(f" Total active orders: {len(opened_orders)}")
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if opened_orders:
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print(" Order details:")
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for i, order in enumerate(opened_orders, 1):
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print(f" {i}. ✅ Order ID: {order.get('order_id', 'N/A')}")
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print(f" Account: {order.get('account_id', 'N/A')} | Market: {order.get('market', 'N/A')}")
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print(f" Action: {order.get('action', 'N/A')} | Size: {order.get('size', 'N/A')}")
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print(f" Trigger Price: ${order.get('trigger_price', 0):.2f}")
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print(f" Created: {order.get('created_at', 'N/A')} | Coin: {order.get('coin', 'N/A')}")
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if i < len(opened_orders): # Don't add extra line after last order
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print()
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return orders_data
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except Exception as e:
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print(f"❌ Error loading trigger orders: {e}")
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return None
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def clear_last_trigger_order_file():
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"""
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Clear the opened trigger orders tracking file
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"""
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try:
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if os.path.exists(ORDER_TRACKING_FILE):
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os.remove(ORDER_TRACKING_FILE)
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print(f"🗑️ Cleared order tracking file: {ORDER_TRACKING_FILE}")
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else:
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print(f"ℹ️ Order tracking file doesn't exist: {ORDER_TRACKING_FILE}")
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except Exception as e:
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print(f"❌ Error clearing order tracking file: {e}")
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def mark_order_as_cancelled(order_id):
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"""
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Remove a cancelled order from the tracking file
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Args:
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order_id (int): Order ID to remove
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"""
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try:
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orders_data = load_opened_trigger_orders_data()
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if not orders_data:
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print(f"ℹ️ No orders data found to update")
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return False
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opened_orders = orders_data.get("opened_orders", [])
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original_count = len(opened_orders)
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# Remove the order with the matching order_id
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updated_orders = [order for order in opened_orders if order.get("order_id") != order_id]
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if len(updated_orders) < original_count:
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# Order was found and removed
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orders_data["opened_orders"] = updated_orders
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# Save updated orders list
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with open(ORDER_TRACKING_FILE, 'w') as f:
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json.dump(orders_data, f, indent=2)
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print(f"✅ Removed cancelled order ID {order_id} from {ORDER_TRACKING_FILE}")
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print(f" Remaining orders: {len(updated_orders)}")
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return True
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else:
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print(f"⚠️ Order ID {order_id} not found in tracking file")
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return False
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except Exception as e:
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print(f"❌ Error removing cancelled order: {e}")
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return False
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def get_active_orders_from_file():
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"""
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Get list of active orders from the tracking file
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Returns:
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list: List of active orders
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"""
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try:
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orders_data = load_opened_trigger_orders_data()
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if not orders_data:
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return []
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# All orders in the file are active since cancelled ones are removed
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opened_orders = orders_data.get("opened_orders", [])
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return opened_orders
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except Exception as e:
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print(f"❌ Error getting active orders: {e}")
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return []
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def check_existing_positions_for_hedges():
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"""
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Check existing open positions and mark appropriate hedges as executed
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to prevent duplicate hedge orders for the monitored coin.
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Also closes all existing trigger orders and creates new stop-loss orders for hedged positions.
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"""
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try:
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print(f"🔍 Checking existing positions for {MONITORED_COIN} hedge requirements...")
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# First, close all existing trigger orders (if method is available)
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print("🧹 Attempting to close existing trigger orders...")
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# Load active trigger orders from file
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active_orders_in_file = get_active_orders_from_file()
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if active_orders_in_file:
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print(f"🗑️ Found {len(active_orders_in_file)} active trigger orders to cancel...")
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else:
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print("ℹ️ No active trigger orders found in file.")
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for account_id in [SUB_ACCOUNT_ID]:
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# Cancel each active trigger order found in the file
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for order in active_orders_in_file:
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order_id = order.get("order_id")
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print(f"🗑️ Attempting to cancel trigger order ID: {order_id}")
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try:
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cancel_result = handle_cancel_trigger_order(account_id, MONITORED_MARKET_CONSTANT, order_id)
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if cancel_result:
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print(f"✅ Successfully cancelled order {order_id}")
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# Remove from file after successful cancellation
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mark_order_as_cancelled(order_id)
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else:
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print(f"❌ Failed to cancel order {order_id}")
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except Exception as e:
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print(f"⚠️ Error cancelling trigger order {order_id}: {e}")
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time.sleep(8) # Delay between cancellations
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print("⏳ Brief wait before position check...")
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time.sleep(3)
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# Now check positions for hedge requirements
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hedge_positions_found = []
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for account_id in [SUB_ACCOUNT_ID]:
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positions = list_open_positions(account_id, delay=2)
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if positions:
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print(f"📊 Found {len(positions)} open position(s) in account {account_id}")
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for position in positions:
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market = position.get("market", "")
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size = position.get("position_size", 0)
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entry_price = position.get("avg_entry_price", 0)
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orderIndex = position.get("orderIndex", 0)
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direction = "LONG" if size > 0 else "SHORT"
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print(f" - {market} ({direction}): Size={size:.4f}, Entry=${entry_price:.2f}, orderIndex={orderIndex}")
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# Check hedge requirements for monitored coin
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if MONITORED_MARKET_NAME in market and size > 0 and entry_price > HEDGE_PRICE_THRESHOLD:
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print(f"✅ {MONITORED_COIN} hedge requirement met: Position size {size:.4f} at ${entry_price:.2f} (above ${HEDGE_PRICE_THRESHOLD})")
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executed_hedges["hedge_executed"] = True
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executed_hedges["last_hedge_price"] = entry_price
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# Store hedge position info for stop-loss creation
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hedge_positions_found.append({
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'account_id': account_id,
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'size': size,
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'entry_price': entry_price
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})
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# Add delay between account checks to avoid rate limiting
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time.sleep(3)
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# Create stop-loss trigger orders for hedged positions
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if hedge_positions_found:
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print(f"\n🛡️ Creating stop-loss orders for {len(hedge_positions_found)} hedged position(s)...")
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for hedge_pos in hedge_positions_found:
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account_id = hedge_pos['account_id']
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size = hedge_pos['size']
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entry_price = hedge_pos['entry_price']
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# Calculate stop-loss price: entry_price - HEDGE_PRICE_SL
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stop_loss_price = entry_price - HEDGE_PRICE_SL
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print(f"📉 Creating stop-loss order for position:")
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print(f" Account: {account_id}, Size: {size:.4f}")
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print(f" Entry Price: ${entry_price:.2f}")
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print(f" Stop-Loss Price: ${stop_loss_price:.2f} (Entry - ${HEDGE_PRICE_SL})")
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print(f" orderIndex: {hedge_pos.get('orderIndex', 'N/A')}")
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# Retry logic for creating stop-loss trigger order
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max_retries = 3
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retry_delay = 5
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trigger_result = None
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for attempt in range(max_retries):
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try:
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print(f"🔄 Attempt {attempt + 1}/{max_retries} to create stop-loss order...")
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# Create stop-loss trigger order (SELL when price goes below stop-loss price)
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trigger_result = handle_trigger_order(
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account_id=account_id,
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market=MONITORED_MARKET_CONSTANT,
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action=Action.SELL,
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size=size,
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trigger_price=stop_loss_price,
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trigger_above=False # Trigger when price goes BELOW stop-loss price
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)
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if trigger_result:
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print(f"✅ Stop-loss trigger order created successfully!")
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break
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else:
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print(f"❌ Failed to create stop-loss trigger order (attempt {attempt + 1})")
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except Exception as e:
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print(f"❌ Exception during stop-loss creation (attempt {attempt + 1}): {e}")
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# Wait before retry if not the last attempt
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if attempt < max_retries - 1:
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wait_time = retry_delay * (attempt + 1)
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print(f"⏳ Waiting {wait_time} seconds before retry...")
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time.sleep(wait_time)
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if not trigger_result:
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print(f"❌ Failed to create stop-loss trigger order after {max_retries} attempts")
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# Add longer delay between different positions
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time.sleep(5)
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executed_hedges["initial_position_check_done"] = True
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||||||
|
print("✅ Initial position check completed")
|
||||||
|
|
||||||
|
# Show current hedge status
|
||||||
|
print(f"\n📋 {MONITORED_COIN} Hedge Status Summary:")
|
||||||
|
print(f" {MONITORED_COIN} Hedge: {'✅ Executed' if executed_hedges['hedge_executed'] else '❌ Not executed'}")
|
||||||
|
if executed_hedges["hedge_executed"]:
|
||||||
|
print(f" Last Hedge Price: ${executed_hedges['last_hedge_price']:.2f}")
|
||||||
|
print(f" Stop-Loss Orders: {'✅ Created' if hedge_positions_found else '❌ None needed'}")
|
||||||
|
print()
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
print(f"❌ Error checking existing positions: {e}")
|
||||||
|
executed_hedges["initial_position_check_done"] = True # Mark as done even on error to prevent infinite retries
|
||||||
|
|
||||||
def start_market_data_thread(debug=True, include_binance=True):
|
def start_market_data_thread(debug=True, include_binance=True):
|
||||||
"""Start market data collection in a separate thread"""
|
"""Start market data collection in a separate thread"""
|
||||||
market_thread = threading.Thread(target=lambda: market_info_loop(debug, include_binance), daemon=True)
|
market_thread = threading.Thread(target=lambda: market_info_loop(debug, include_binance), daemon=True)
|
||||||
@ -43,8 +375,9 @@ def start_market_data_thread(debug=True, include_binance=True):
|
|||||||
def store_trigger_order(result, market, account_id, action, size, trigger_price):
|
def store_trigger_order(result, market, account_id, action, size, trigger_price):
|
||||||
"""Store trigger order information for later management"""
|
"""Store trigger order information for later management"""
|
||||||
if result and 'order' in result and 'orderIndex' in result['order']:
|
if result and 'order' in result and 'orderIndex' in result['order']:
|
||||||
|
order_id = result['order']['orderIndex']
|
||||||
order_info = {
|
order_info = {
|
||||||
'order_id': result['order']['orderIndex'],
|
'order_id': order_id,
|
||||||
'market': market,
|
'market': market,
|
||||||
'account_id': account_id,
|
'account_id': account_id,
|
||||||
'action': action,
|
'action': action,
|
||||||
@ -54,7 +387,11 @@ def store_trigger_order(result, market, account_id, action, size, trigger_price)
|
|||||||
'created_at': datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
'created_at': datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||||
}
|
}
|
||||||
active_orders["trigger_orders"].append(order_info)
|
active_orders["trigger_orders"].append(order_info)
|
||||||
print(f"📝 Stored trigger order info: ID {order_info['order_id']}")
|
print(f"📝 Stored trigger order info: ID {order_id}")
|
||||||
|
|
||||||
|
# Save to file for persistence
|
||||||
|
save_last_trigger_order_id(order_id, account_id, market, action, size, trigger_price)
|
||||||
|
|
||||||
return order_info
|
return order_info
|
||||||
return None
|
return None
|
||||||
|
|
||||||
@ -63,12 +400,15 @@ def get_active_trigger_orders():
|
|||||||
return active_orders["trigger_orders"].copy()
|
return active_orders["trigger_orders"].copy()
|
||||||
|
|
||||||
def remove_trigger_order(order_id):
|
def remove_trigger_order(order_id):
|
||||||
"""Remove a trigger order from active list"""
|
"""Remove a trigger order from active list and remove from file"""
|
||||||
active_orders["trigger_orders"] = [
|
active_orders["trigger_orders"] = [
|
||||||
order for order in active_orders["trigger_orders"]
|
order for order in active_orders["trigger_orders"]
|
||||||
if order['order_id'] != order_id
|
if order['order_id'] != order_id
|
||||||
]
|
]
|
||||||
print(f"📝 Removed trigger order ID {order_id} from active list")
|
print(f"📝 Removed trigger order ID {order_id} from active list")
|
||||||
|
|
||||||
|
# Also remove from the persistent file
|
||||||
|
mark_order_as_cancelled(order_id)
|
||||||
|
|
||||||
def safe_action_to_string(action):
|
def safe_action_to_string(action):
|
||||||
"""Convert action to string safely, handling both enum and boolean cases"""
|
"""Convert action to string safely, handling both enum and boolean cases"""
|
||||||
@ -303,8 +643,22 @@ def smart_trigger_order(market_name, market_constant, action, size, trigger_pric
|
|||||||
|
|
||||||
|
|
||||||
def main():
|
def main():
|
||||||
print("Starting app with market data collection...")
|
print(f"Starting app - monitoring {MONITORED_COIN} with market data collection...")
|
||||||
print("-" * 40)
|
print(f"Monitored Coin: {MONITORED_COIN}")
|
||||||
|
print(f"Market: {MONITORED_MARKET_NAME}")
|
||||||
|
print(f"Hedge Price Threshold: ${HEDGE_PRICE_THRESHOLD}")
|
||||||
|
print(f"Auto-hedge enabled: {ENABLE_AUTO_HEDGE}")
|
||||||
|
print("-" * 50)
|
||||||
|
|
||||||
|
# Load last trigger order information on startup
|
||||||
|
print("🔍 Checking for existing opened trigger orders...")
|
||||||
|
orders_data = load_last_trigger_order_id()
|
||||||
|
if orders_data:
|
||||||
|
total_count = len(orders_data.get("opened_orders", []))
|
||||||
|
print(f"✅ Found {total_count} active trigger orders for {MONITORED_COIN} coin")
|
||||||
|
else:
|
||||||
|
print("ℹ️ No existing opened trigger orders found")
|
||||||
|
print()
|
||||||
|
|
||||||
# Start market data collection in background thread with Binance comparison
|
# Start market data collection in background thread with Binance comparison
|
||||||
start_market_data_thread(debug=False, include_binance=True)
|
start_market_data_thread(debug=False, include_binance=True)
|
||||||
@ -319,38 +673,29 @@ def main():
|
|||||||
print(f"[{current_time}] update!")
|
print(f"[{current_time}] update!")
|
||||||
|
|
||||||
# Show some sample prices with timestamps (FlexTrade and Binance)
|
# Show some sample prices with timestamps (FlexTrade and Binance)
|
||||||
eth_data = get_latest_price_with_timestamp("ETHUSD")
|
monitored_data = get_latest_price_with_timestamp(MONITORED_MARKET_NAME)
|
||||||
btc_data = get_latest_price_with_timestamp("BTCUSD")
|
|
||||||
sol_data = get_latest_price_with_timestamp("SOLUSD")
|
# Check if we have received first successful price update and haven't checked positions yet
|
||||||
|
if (not executed_hedges["initial_position_check_done"] and monitored_data):
|
||||||
|
print(f"\n🎯 First successful price update received for {MONITORED_COIN} - checking existing positions...")
|
||||||
|
check_existing_positions_for_hedges()
|
||||||
|
|
||||||
# Get Binance prices for comparison
|
# Get Binance prices for comparison
|
||||||
eth_binance = get_latest_price_with_timestamp("ETHUSD_BINANCE")
|
monitored_binance = get_latest_price_with_timestamp(f"{MONITORED_MARKET_NAME}_BINANCE")
|
||||||
btc_binance = get_latest_price_with_timestamp("BTCUSD_BINANCE")
|
|
||||||
sol_binance = get_latest_price_with_timestamp("SOLUSD_BINANCE")
|
|
||||||
|
|
||||||
if eth_data or eth_binance:
|
if monitored_data or monitored_binance:
|
||||||
ft_price = f"${eth_data['price']:.2f}" if eth_data else "N/A"
|
ft_price = f"${monitored_data['price']:.2f}" if monitored_data else "N/A"
|
||||||
bn_price = f"${eth_binance['price']:.2f}" if eth_binance else "N/A"
|
bn_price = f"${monitored_binance['price']:.2f}" if monitored_binance else "N/A"
|
||||||
print(f"ETH/USD: FlexTrade={ft_price} | Binance={bn_price}")
|
ft_time = monitored_data['timestamp_str'] if monitored_data else "N/A"
|
||||||
|
bn_time = monitored_binance['timestamp_str'] if monitored_binance else "N/A"
|
||||||
if btc_data or btc_binance:
|
print(f"{MONITORED_COIN}/USD: FlexTrade={ft_price} ({ft_time}) | Binance={bn_price} ({bn_time})")
|
||||||
ft_price = f"${btc_data['price']:.2f}" if btc_data else "N/A"
|
|
||||||
bn_price = f"${btc_binance['price']:.2f}" if btc_binance else "N/A"
|
|
||||||
print(f"BTC/USD: FlexTrade={ft_price} | Binance={bn_price}")
|
|
||||||
|
|
||||||
if sol_data or sol_binance:
|
|
||||||
ft_price = f"${sol_data['price']:.2f}" if sol_data else "N/A"
|
|
||||||
bn_price = f"${sol_binance['price']:.2f}" if sol_binance else "N/A"
|
|
||||||
ft_time = sol_data['timestamp_str'] if sol_data else "N/A"
|
|
||||||
bn_time = sol_binance['timestamp_str'] if sol_binance else "N/A"
|
|
||||||
print(f"SOL/USD: FlexTrade={ft_price} ({ft_time}) | Binance={bn_price} ({bn_time})")
|
|
||||||
|
|
||||||
# Show price difference if both available
|
# Show price difference if both available
|
||||||
if sol_data and sol_binance:
|
if monitored_data and monitored_binance:
|
||||||
price_diff = sol_data['price'] - sol_binance['price']
|
price_diff = monitored_data['price'] - monitored_binance['price']
|
||||||
diff_pct = (price_diff / sol_binance['price']) * 100 if sol_binance['price'] > 0 else 0
|
diff_pct = (price_diff / monitored_binance['price']) * 100 if monitored_binance['price'] > 0 else 0
|
||||||
diff_emoji = "📈" if price_diff > 0 else "📉" if price_diff < 0 else "➡️"
|
diff_emoji = "📈" if price_diff > 0 else "📉" if price_diff < 0 else "➡️"
|
||||||
print(f"SOL Difference: {diff_emoji} {price_diff:+.4f} ({diff_pct:+.2f}%)")
|
print(f"{MONITORED_COIN} Difference: {diff_emoji} {price_diff:+.4f} ({diff_pct:+.2f}%)")
|
||||||
|
|
||||||
# Show total number of markets with prices
|
# Show total number of markets with prices
|
||||||
all_prices = get_all_latest_prices()
|
all_prices = get_all_latest_prices()
|
||||||
@ -385,51 +730,33 @@ def main():
|
|||||||
|
|
||||||
# Auto-hedging logic
|
# Auto-hedging logic
|
||||||
if ENABLE_AUTO_HEDGE:
|
if ENABLE_AUTO_HEDGE:
|
||||||
# Market order examples - immediate execution
|
# Hedging logic with duplicate prevention for monitored coin
|
||||||
# if eth_data and eth_data['price'] < 3000: # Buy ETH if price drops below $3000
|
if (monitored_data and monitored_data['price'] > HEDGE_PRICE_THRESHOLD and
|
||||||
# print("🤖 Auto-hedge triggered: ETH price below $3000")
|
not executed_hedges["hedge_executed"]): # Only execute once
|
||||||
# smart_market_order("ETHUSD", BASE_MARKET_ETH_USD, Action.BUY, 0.01)
|
|
||||||
|
|
||||||
# SOL hedging logic with duplicate prevention
|
|
||||||
if (sol_data and sol_data['price'] > sol_hedge_price and
|
|
||||||
not executed_hedges["sol_hedge_executed"]): # Only execute once
|
|
||||||
|
|
||||||
print(f"🤖 Auto-hedge triggered: SOL price above ${sol_hedge_price}")
|
print(f"🤖 Auto-hedge triggered: {MONITORED_COIN} price above ${HEDGE_PRICE_THRESHOLD}")
|
||||||
|
|
||||||
# Execute market order to buy SOL
|
# Execute market order to buy the monitored coin
|
||||||
market_result = smart_market_order("SOLUSD", BASE_MARKET_SOL_USD, Action.BUY, 100.0)
|
market_result = smart_market_order(MONITORED_MARKET_NAME, MONITORED_MARKET_CONSTANT, Action.BUY, 100.0)
|
||||||
|
|
||||||
if market_result:
|
if market_result:
|
||||||
print("🤖 Auto-hedge triggered: SOL stop-loss trigger")
|
print(f"🤖 Auto-hedge triggered: {MONITORED_COIN} stop-loss trigger")
|
||||||
time.sleep(10)
|
time.sleep(10)
|
||||||
# Create stop-loss trigger order
|
# Create stop-loss trigger order
|
||||||
trigger_result = smart_trigger_order("SOLUSD", BASE_MARKET_SOL_USD, Action.SELL, 100.0, 0, trigger_above=False, offset_percentage=5)
|
trigger_result = smart_trigger_order(MONITORED_MARKET_NAME, MONITORED_MARKET_CONSTANT, Action.SELL, 100.0, 0, trigger_above=False, offset_percentage=5)
|
||||||
|
|
||||||
if trigger_result:
|
if trigger_result:
|
||||||
# Mark hedge as executed
|
# Mark hedge as executed
|
||||||
executed_hedges["sol_hedge_executed"] = True
|
executed_hedges["hedge_executed"] = True
|
||||||
executed_hedges["last_hedge_price"] = sol_data['price']
|
executed_hedges["last_hedge_price"] = monitored_data['price']
|
||||||
print(f"✅ SOL hedge completed at price ${sol_data['price']:.2f}")
|
print(f"✅ {MONITORED_COIN} hedge completed at price ${monitored_data['price']:.2f}")
|
||||||
|
|
||||||
# Reset hedge flag if price drops significantly below hedge price
|
# Reset hedge flag if price drops significantly below hedge price
|
||||||
if (sol_data and sol_data['price'] < (sol_hedge_price * 0.95) and
|
if (monitored_data and monitored_data['price'] < (HEDGE_PRICE_THRESHOLD * 0.95) and
|
||||||
executed_hedges["sol_hedge_executed"]):
|
executed_hedges["hedge_executed"]):
|
||||||
print(f"🔄 Resetting SOL hedge flag - price dropped to ${sol_data['price']:.2f}")
|
print(f"🔄 Resetting {MONITORED_COIN} hedge flag - price dropped to ${monitored_data['price']:.2f}")
|
||||||
executed_hedges["sol_hedge_executed"] = False
|
executed_hedges["hedge_executed"] = False
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
# Trigger order examples - conditional execution
|
|
||||||
# Create stop-loss orders:
|
|
||||||
# if eth_data and eth_data['price'] > 3500: # Set stop-loss 5% below current ETH price
|
|
||||||
# print("🤖 Setting ETH stop-loss trigger")
|
|
||||||
# smart_trigger_order("ETHUSD", BASE_MARKET_ETH_USD, Action.SELL, 0.01, 0, trigger_above=False, offset_percentage=5)
|
|
||||||
|
|
||||||
# Create take-profit orders:
|
|
||||||
# if btc_data and btc_data['price'] < 50000: # Set take-profit 10% above current BTC price
|
|
||||||
# print("🤖 Setting BTC take-profit trigger")
|
|
||||||
# smart_trigger_order("BTCUSD", BASE_MARKET_BTC_USD, Action.SELL, 0.001, 0, trigger_above=True, offset_percentage=10)
|
|
||||||
|
|
||||||
# Sleep for 60 seconds (1 minute)
|
# Sleep for 60 seconds (1 minute)
|
||||||
time.sleep(60)
|
time.sleep(60)
|
||||||
|
|
||||||
|
|||||||
14
opened_trigger_orders.json
Normal file
14
opened_trigger_orders.json
Normal file
@ -0,0 +1,14 @@
|
|||||||
|
{
|
||||||
|
"opened_orders": [
|
||||||
|
{
|
||||||
|
"order_id": 27,
|
||||||
|
"account_id": 1,
|
||||||
|
"market": "2",
|
||||||
|
"action": "SELL",
|
||||||
|
"size": 500.0,
|
||||||
|
"trigger_price": 167.16671529986962,
|
||||||
|
"created_at": "2025-08-05 13:17:58",
|
||||||
|
"coin": "SOL"
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
56
order.py
56
order.py
@ -161,6 +161,62 @@ def cancel_trigger_order(account_id, market, order_id):
|
|||||||
return None
|
return None
|
||||||
|
|
||||||
|
|
||||||
|
def list_trigger_orders(account_id, market):
|
||||||
|
"""
|
||||||
|
List all trigger orders for a specific account and market
|
||||||
|
|
||||||
|
Args:
|
||||||
|
account_id (int): Account ID to get orders for
|
||||||
|
market (str): Market to get orders for (e.g., BASE_MARKET_ETH_USD)
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
list: List of trigger orders with their details, or empty list if method not available
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
client = Client(
|
||||||
|
eth_private_key=PRIVATE_KEY,
|
||||||
|
rpc_url=RPC_URL
|
||||||
|
)
|
||||||
|
|
||||||
|
# Check if the method exists before calling it
|
||||||
|
if not hasattr(client.private, 'get_all_orders'):
|
||||||
|
print(f'⚠️ get_all_orders method not available in FlexTrade SDK')
|
||||||
|
print(f'ℹ️ Cannot list existing trigger orders - this is expected with some SDK versions')
|
||||||
|
return []
|
||||||
|
|
||||||
|
orders = client.private.get_all_orders(account_id, market)
|
||||||
|
|
||||||
|
if orders:
|
||||||
|
print(f'Found {len(orders)} trigger orders for account {account_id} in market {market}:')
|
||||||
|
for i, order in enumerate(orders, 1):
|
||||||
|
order_id = order.get('orderIndex', 'N/A')
|
||||||
|
action = order.get('action', 'N/A')
|
||||||
|
size = order.get('size', 'N/A')
|
||||||
|
trigger_price = order.get('triggerPrice', 'N/A')
|
||||||
|
trigger_above = order.get('triggerAbove', 'N/A')
|
||||||
|
is_reduce_only = order.get('isReduceOnly', 'N/A')
|
||||||
|
|
||||||
|
print(f' {i}. Order ID: {order_id}')
|
||||||
|
print(f' Action: {action}')
|
||||||
|
print(f' Size: {size}')
|
||||||
|
print(f' Trigger Price: ${trigger_price}')
|
||||||
|
print(f' Trigger Above: {trigger_above}')
|
||||||
|
print(f' Reduce Only: {is_reduce_only}')
|
||||||
|
print()
|
||||||
|
else:
|
||||||
|
print(f'No trigger orders found for account {account_id} in market {market}')
|
||||||
|
|
||||||
|
return orders if orders else []
|
||||||
|
|
||||||
|
except AttributeError as e:
|
||||||
|
print(f"⚠️ Method not available in FlexTrade SDK: {e}")
|
||||||
|
print(f"ℹ️ Skipping trigger order listing - continuing with position check")
|
||||||
|
return []
|
||||||
|
except Exception as e:
|
||||||
|
print(f"❌ Error listing trigger orders: {e}")
|
||||||
|
return []
|
||||||
|
|
||||||
|
|
||||||
async def main():
|
async def main():
|
||||||
client = Client(
|
client = Client(
|
||||||
eth_private_key=PRIVATE_KEY,
|
eth_private_key=PRIVATE_KEY,
|
||||||
|
|||||||
172
position.py
Normal file
172
position.py
Normal file
@ -0,0 +1,172 @@
|
|||||||
|
import os
|
||||||
|
import asyncio
|
||||||
|
import time
|
||||||
|
from flextrade.flextrade_client import Client
|
||||||
|
from flextrade.constants.markets import (
|
||||||
|
BASE_MARKET_ETH_USD, BASE_MARKET_BTC_USD, BASE_MARKET_BNB_USD,
|
||||||
|
BASE_MARKET_SHIB_USD, BASE_MARKET_PEPE_USD, BASE_MARKET_SUI_USD,
|
||||||
|
BASE_MARKET_DOGE_USD, BASE_MARKET_AAVE_USD, BASE_MARKET_HBAR_USD,
|
||||||
|
BASE_MARKET_VIRTUAL_USD, BASE_MARKET_ADA_USD, BASE_MARKET_PENDLE_USD,
|
||||||
|
BASE_MARKET_TRX_USD, BASE_MARKET_AVAX_USD, BASE_MARKET_UNI_USD,
|
||||||
|
BASE_MARKET_SOL_USD, BASE_MARKET_LINK_USD, BASE_MARKET_XRP_USD,
|
||||||
|
BASE_MARKET_TON_USD
|
||||||
|
)
|
||||||
|
from dotenv import load_dotenv
|
||||||
|
|
||||||
|
load_dotenv()
|
||||||
|
|
||||||
|
RPC_URL = os.getenv("RPC_URL")
|
||||||
|
PRIVATE_KEY = os.getenv("PRIVATE_KEY")
|
||||||
|
|
||||||
|
|
||||||
|
def list_open_positions(account_id=0, market=None, delay=1, max_retries=3):
|
||||||
|
"""
|
||||||
|
List all open positions for a given account, optionally filtered by market
|
||||||
|
|
||||||
|
Args:
|
||||||
|
account_id (int): Account ID to get positions for (default: 0)
|
||||||
|
market (str): Optional market constant to filter positions (e.g., BASE_MARKET_ETH_USD)
|
||||||
|
delay (float): Delay in seconds between requests to avoid rate limiting (default: 1)
|
||||||
|
max_retries (int): Maximum number of retries on rate limit errors (default: 3)
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
list: List of position dictionaries with details
|
||||||
|
"""
|
||||||
|
for attempt in range(max_retries):
|
||||||
|
try:
|
||||||
|
client = Client(
|
||||||
|
eth_private_key=PRIVATE_KEY,
|
||||||
|
rpc_url=RPC_URL
|
||||||
|
)
|
||||||
|
|
||||||
|
if market:
|
||||||
|
# Get position for specific market
|
||||||
|
try:
|
||||||
|
position = client.public.get_position_info(
|
||||||
|
client.private.get_public_address(), account_id, market
|
||||||
|
)
|
||||||
|
positions = [position] if abs(position.get("position_size", 0)) > 0 else []
|
||||||
|
except Exception as e:
|
||||||
|
if "429" in str(e) and attempt < max_retries - 1:
|
||||||
|
print(f"Rate limit hit, waiting {delay * (attempt + 1)} seconds before retry {attempt + 1}/{max_retries}...")
|
||||||
|
time.sleep(delay * (attempt + 1))
|
||||||
|
continue
|
||||||
|
print(f"Error getting position for market {market}: {e}")
|
||||||
|
return []
|
||||||
|
else:
|
||||||
|
# Get all positions for the account
|
||||||
|
positions = client.public.get_all_position_info(
|
||||||
|
client.private.get_public_address(), account_id
|
||||||
|
)
|
||||||
|
# Filter only positions with non-zero size (open positions)
|
||||||
|
positions = [pos for pos in positions if abs(pos.get("position_size", 0)) > 0]
|
||||||
|
|
||||||
|
open_positions = positions
|
||||||
|
|
||||||
|
if open_positions:
|
||||||
|
market_filter = f" for {market}" if market else ""
|
||||||
|
print(f"#### Open Positions for Account {account_id}{market_filter} ####")
|
||||||
|
print(f"Found {len(open_positions)} open position(s):\n")
|
||||||
|
|
||||||
|
for i, position in enumerate(open_positions, 1):
|
||||||
|
account_info = f'{position["primary_account"]}-{position["sub_account_id"]}'
|
||||||
|
market_name = position["market"]
|
||||||
|
size = position["position_size"]
|
||||||
|
entry_price = position["avg_entry_price"]
|
||||||
|
pnl = position["pnl"]
|
||||||
|
|
||||||
|
# Determine position direction
|
||||||
|
direction = "LONG" if size > 0 else "SHORT"
|
||||||
|
|
||||||
|
print(f"{i}. {market_name} ({direction})")
|
||||||
|
print(f" Account: {account_info}")
|
||||||
|
print(f" Size: {size:.4f}")
|
||||||
|
print(f" Entry Price: ${entry_price:.6f}")
|
||||||
|
print(f" PnL: ${pnl:.4f}")
|
||||||
|
print()
|
||||||
|
else:
|
||||||
|
market_filter = f" in market {market}" if market else ""
|
||||||
|
print(f"No open positions found for account {account_id}{market_filter}")
|
||||||
|
|
||||||
|
return open_positions
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
if "429" in str(e) and attempt < max_retries - 1:
|
||||||
|
print(f"Rate limit hit, waiting {delay * (attempt + 1)} seconds before retry {attempt + 1}/{max_retries}...")
|
||||||
|
time.sleep(delay * (attempt + 1))
|
||||||
|
continue
|
||||||
|
print(f"Error listing open positions: {e}")
|
||||||
|
return []
|
||||||
|
|
||||||
|
print(f"Max retries ({max_retries}) reached. Unable to fetch positions due to rate limiting.")
|
||||||
|
return []
|
||||||
|
|
||||||
|
|
||||||
|
async def main():
|
||||||
|
client = Client(
|
||||||
|
eth_private_key=PRIVATE_KEY,
|
||||||
|
rpc_url=RPC_URL
|
||||||
|
)
|
||||||
|
|
||||||
|
# Test the list_open_positions function with delays to avoid rate limiting
|
||||||
|
print("Testing list_open_positions function:")
|
||||||
|
|
||||||
|
# List all open positions for account 0
|
||||||
|
list_open_positions(0, delay=5)
|
||||||
|
time.sleep(3) # Wait 3 seconds between calls
|
||||||
|
|
||||||
|
# List all open positions for account 1
|
||||||
|
list_open_positions(1, delay=5)
|
||||||
|
time.sleep(3) # Wait 3 seconds between calls
|
||||||
|
|
||||||
|
# List open positions for specific markets with longer delays
|
||||||
|
print("Checking specific markets (with delays to avoid rate limiting):")
|
||||||
|
|
||||||
|
markets_to_check = [BASE_MARKET_ETH_USD, BASE_MARKET_BTC_USD, BASE_MARKET_SOL_USD]
|
||||||
|
accounts_to_check = [0, 1]
|
||||||
|
|
||||||
|
for account in accounts_to_check:
|
||||||
|
for market in markets_to_check:
|
||||||
|
print(f"Checking {market} for account {account}...")
|
||||||
|
list_open_positions(account, market, delay=2)
|
||||||
|
time.sleep(2) # Wait 2 seconds between each market check
|
||||||
|
|
||||||
|
print("All position checks completed.")
|
||||||
|
|
||||||
|
# print("#### Getting position ID from one market ETHUSD (get_position_id) ####")
|
||||||
|
# position_id = client.public.get_position_id(
|
||||||
|
# client.private.get_public_address(), 0, BASE_MARKET_ETH_USD)
|
||||||
|
# print(''.join(format(x, '02x') for x in position_id))
|
||||||
|
|
||||||
|
# print("#### Getting position ID from one market BTCUSD (get_position_id) ####")
|
||||||
|
# position_id = client.public.get_position_id(
|
||||||
|
# client.private.get_public_address(), 0, BASE_MARKET_BTC_USD)
|
||||||
|
# print(''.join(format(x, '02x') for x in position_id))
|
||||||
|
|
||||||
|
|
||||||
|
# print("#### Getting all positions info (get_all_position_info) ####")
|
||||||
|
# positions = client.public.get_all_position_info(
|
||||||
|
# client.private.get_public_address(), 0)
|
||||||
|
|
||||||
|
# for position in positions:
|
||||||
|
# print(
|
||||||
|
# f'Account: {position["primary_account"]}-{position["sub_account_id"]}')
|
||||||
|
# print(f'Market: {position["market"]}')
|
||||||
|
# print('Size: {0:.4f}'.format(position["position_size"]))
|
||||||
|
# print('Entry price: {0:.6f}'.format(position["avg_entry_price"]))
|
||||||
|
# print('Pnl: {0:.4f}'.format(position["pnl"]))
|
||||||
|
|
||||||
|
|
||||||
|
# print("#### Getting positions from one market (get_position_info) ####")
|
||||||
|
# position = client.public.get_position_info(
|
||||||
|
# client.private.get_public_address(), 0, BASE_MARKET_ETH_USD)
|
||||||
|
# print(
|
||||||
|
# f'Account: {position["primary_account"]}-{position["sub_account_id"]}')
|
||||||
|
# print(f'Market: {position["market"]}')
|
||||||
|
# print('Size: {0:.4f}'.format(position["position_size"]))
|
||||||
|
# print('Entry price: {0:.6f}'.format(position["avg_entry_price"]))
|
||||||
|
# print('Pnl: {0:.4f}'.format(position["pnl"]))
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == '__main__':
|
||||||
|
asyncio.run(main())
|
||||||
Reference in New Issue
Block a user