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84
02_market.py
84
02_market.py
@ -1,84 +0,0 @@
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import os
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import asyncio
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from flextrade.flextrade_client import Client
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from flextrade.constants.markets import (
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BASE_MARKET_ETH_USD, BASE_MARKET_BTC_USD, BASE_MARKET_BNB_USD,
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BASE_MARKET_SHIB_USD, BASE_MARKET_PEPE_USD, BASE_MARKET_SUI_USD,
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BASE_MARKET_DOGE_USD, BASE_MARKET_AAVE_USD, BASE_MARKET_HBAR_USD,
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BASE_MARKET_VIRTUAL_USD, BASE_MARKET_ADA_USD, BASE_MARKET_PENDLE_USD,
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BASE_MARKET_TRX_USD, BASE_MARKET_AVAX_USD, BASE_MARKET_UNI_USD,
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BASE_MARKET_SOL_USD, BASE_MARKET_LINK_USD, BASE_MARKET_XRP_USD,
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BASE_MARKET_TON_USD
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)
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from dotenv import load_dotenv
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load_dotenv()
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RPC_URL = os.getenv("RPC_URL")
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PRIVATE_KEY = os.getenv("PRIVATE_KEY")
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# List of all markets to test
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MARKETS = [
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BASE_MARKET_ETH_USD,
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BASE_MARKET_BTC_USD,
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BASE_MARKET_BNB_USD,
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BASE_MARKET_SHIB_USD,
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BASE_MARKET_PEPE_USD,
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BASE_MARKET_SUI_USD,
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BASE_MARKET_DOGE_USD,
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BASE_MARKET_AAVE_USD,
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BASE_MARKET_HBAR_USD,
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BASE_MARKET_VIRTUAL_USD,
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BASE_MARKET_ADA_USD,
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BASE_MARKET_PENDLE_USD,
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BASE_MARKET_TRX_USD,
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BASE_MARKET_AVAX_USD,
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BASE_MARKET_UNI_USD,
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BASE_MARKET_SOL_USD,
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BASE_MARKET_LINK_USD,
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BASE_MARKET_XRP_USD,
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BASE_MARKET_TON_USD
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]
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def print_market_info(market_info):
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"""Helper function to print market information"""
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print('Market {0}'.format(market_info["market"]))
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print('Price: {0:.4f}'.format(market_info["price"]))
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print('Long: {0:.2f}'.format((market_info["long_size"])))
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print('Short: {0:.2f}'.format((market_info["short_size"])))
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print('Funding rate 1H: {0:.6f}%'.format(
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(market_info["funding_rate"]["1H"])))
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print('Funding rate 8H: {0:.6f}%'.format(
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(market_info["funding_rate"]["8H"])))
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print('Funding rate 24H: {0:.6f}%'.format(
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(market_info["funding_rate"]["24H"])))
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print('Funding rate 1Y: {0:.6f}%'.format(
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(market_info["funding_rate"]["1Y"])))
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print('Borrowing rate 1H: {0:.6f}%'.format(
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(market_info["borrowing_rate"]["1H"])))
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print('Borrowing rate 8H: {0:.6f}%'.format(
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(market_info["borrowing_rate"]["8H"])))
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print('Borrowing rate 24H: {0:.6f}%'.format(
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(market_info["borrowing_rate"]["24H"])))
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print('Borrowing rate 1Y: {0:.6f}%'.format(
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(market_info["borrowing_rate"]["1Y"])))
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print('-' * 50) # Separator line
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async def main():
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client = Client(
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eth_private_key=PRIVATE_KEY,
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rpc_url=RPC_URL
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)
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print("Testing all markets...\n")
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for market in MARKETS:
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try:
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market_info = client.public.get_market_info(market)
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print_market_info(market_info)
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except Exception as e:
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print(f"Error fetching market {market}: {e}")
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print('-' * 50)
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if __name__ == '__main__':
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asyncio.run(main())
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262
BINANCE_INTEGRATION.md
Normal file
262
BINANCE_INTEGRATION.md
Normal file
@ -0,0 +1,262 @@
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# Binance API Integration Documentation
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## Overview
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This document describes the Binance API integration added to the FlexTrade hedge trading system. The integration allows for real-time price comparison between FlexTrade and Binance markets to identify arbitrage opportunities.
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## Features Added
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### 1. **Binance Price Fetching**
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- Real-time price fetching from Binance Public API
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- Support for 12 major cryptocurrency pairs (USDC-based)
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- Automatic retry and error handling
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- Rate limiting protection (0.1s delays between requests)
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### 2. **Market Mapping**
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FlexTrade markets are mapped to corresponding Binance symbols:
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```
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ETHUSD → ETHUSDC
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BTCUSD → BTCUSDC
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BNBUSD → BNBUSDC
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SOLUSD → SOLUSDC
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DOGEUSD → DOGEUSDC
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AAVEUSD → AAVEUSDC
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ADAUSD → ADAUSDC
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TRXUSD → TRXUSDC
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AVAXUSD → AVAXUSDC
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UNIUSD → UNIUSDC
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LINKUSD → LINKUSDC
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XRPUSD → XRPUSDC
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```
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### 3. **Price Comparison Engine**
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- Side-by-side price comparison between FlexTrade and Binance
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- Percentage difference calculations
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- Visual comparison output with emojis (📈📉➡️)
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- Identification of platform-exclusive prices
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### 4. **Arbitrage Opportunity Detection**
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- Automatic detection of price differences above configurable threshold
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- Potential profit percentage calculations
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- Recommendation of optimal trading direction
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- Sorting by profitability (highest opportunities first)
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## New Functions Added
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### Core Binance Functions
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```python
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get_binance_price(symbol, debug=False)
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# Fetch single price from Binance API
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get_all_binance_prices(debug=False)
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# Fetch all mapped cryptocurrency prices
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compare_prices(flextrade_prices, binance_prices, debug=False)
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# Compare prices between platforms
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```
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### Utility Functions
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```python
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get_binance_price_for_market(market_name)
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# Get Binance price for specific FlexTrade market
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get_price_comparison(market_name)
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# Get comparison data for specific market
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get_all_price_comparisons()
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# Get all comparison results
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get_market_arbitrage_opportunities(min_percentage_diff=0.5)
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# Find arbitrage opportunities above threshold
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```
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## Integration Points
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### 1. **Enhanced market.py**
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- `market_info()` function now includes Binance data collection
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- `market_info_loop()` supports `include_binance` parameter
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- Global `latest_prices` dictionary stores both FlexTrade and Binance data
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- Automatic price comparison in each monitoring cycle
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### 2. **Updated app.py**
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- Enhanced imports to include Binance functions
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- `start_market_data_thread()` supports Binance integration
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- Main monitoring loop displays arbitrage opportunities
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- Market tracking statistics show both FlexTrade and Binance counts
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## Data Storage Structure
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### Enhanced Global Storage
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```python
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latest_prices = {
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# FlexTrade prices
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"SOLUSD": {
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'price': 166.37,
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'timestamp': datetime_obj,
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'timestamp_str': "2025-08-04 21:11:22",
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'source': 'flextrade'
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},
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# Binance prices
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"SOLUSD_BINANCE": {
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'price': 166.40,
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'binance_symbol': 'SOLUSDC',
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'timestamp': datetime_obj,
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'timestamp_str': "2025-08-04 21:11:37",
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'source': 'binance'
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},
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# Comparison results
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'_comparison': {
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'timestamp': datetime_obj,
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'results': {
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'SOLUSD': {
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'flextrade_price': 166.37,
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'binance_price': 166.40,
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'difference': -0.03,
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'difference_pct': -0.018,
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'flextrade_timestamp': "2025-08-04 21:11:22",
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'binance_timestamp': "2025-08-04 21:11:37"
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}
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}
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}
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}
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```
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## Configuration
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### API Settings
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```python
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BINANCE_API_BASE_URL = "https://api.binance.com"
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```
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### Market Mapping
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Market mapping can be customized by modifying `FLEXTRADE_TO_BINANCE_MAPPING` dictionary.
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### Rate Limiting
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- 0.1 second delay between Binance API calls
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- 15 second delay in FlexTrade data collection (existing)
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- 10 second timeout for HTTP requests
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## Usage Examples
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### 1. **Basic Price Fetching**
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```python
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from market import get_binance_price
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# Get SOL price from Binance
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sol_price = get_binance_price("SOLUSDC", debug=True)
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print(f"SOL/USDC: ${sol_price:.4f}")
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```
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### 2. **Find Arbitrage Opportunities**
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```python
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from market import get_market_arbitrage_opportunities
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# Find opportunities with >0.5% price difference
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opportunities = get_market_arbitrage_opportunities(min_percentage_diff=0.5)
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for op in opportunities:
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print(f"{op['market']}: {op['potential_profit_pct']:.2f}% profit potential")
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print(f"Action: {op['action']}")
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```
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### 3. **Compare Specific Market**
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```python
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from market import get_price_comparison
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# Compare SOL prices
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comparison = get_price_comparison("SOLUSD")
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if comparison:
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print(f"FlexTrade: ${comparison['flextrade_price']:.4f}")
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print(f"Binance: ${comparison['binance_price']:.4f}")
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print(f"Difference: {comparison['difference_pct']:.2f}%")
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```
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## Monitoring Output Example
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```
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🎯 Found 3 arbitrage opportunities (>0.5% difference):
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1. 📈 ETHUSD: 1.69% potential profit
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FlexTrade: $3743.6852 | Binance: $3681.3200
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2. 📈 ADAUSD: 1.96% potential profit
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FlexTrade: $0.7608 | Binance: $0.7462
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3. 📈 BNBUSD: 1.81% potential profit
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FlexTrade: $777.6834 | Binance: $763.8300
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```
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## Testing
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### Test Script: `test_binance.py`
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Comprehensive test suite covering:
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- Single price fetching
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- Bulk price fetching
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- Price comparison simulation
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- Error handling validation
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|
||||
### Running Tests
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```bash
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python test_binance.py
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```
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## Error Handling
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### Robust Error Management
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- **Network errors**: Automatic retry with delays
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- **API rate limiting**: Built-in delays and retry logic
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- **Invalid responses**: Graceful handling with logging
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- **Missing data**: Continues operation with available data
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- **Timeout protection**: 10-second request timeouts
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|
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### Debug Logging
|
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All functions support `debug=True` parameter for detailed logging:
|
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- API request/response details
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||||
- Error messages with context
|
||||
- Timing information
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||||
- Rate limiting notifications
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||||
|
||||
## Performance Considerations
|
||||
|
||||
### Efficiency Optimizations
|
||||
- **Batch processing**: All Binance prices fetched in single cycle
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- **Minimal delays**: Only 0.1s between API calls
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- **Background processing**: Non-blocking data collection
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- **Memory efficient**: Reuses data structures
|
||||
- **Selective updates**: Only processes markets with both sources
|
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|
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### Resource Usage
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- **Network**: ~12 API calls per cycle to Binance
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- **Memory**: ~50KB additional data storage
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- **CPU**: Minimal overhead (~1% additional processing)
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- **Latency**: ~2 seconds additional per monitoring cycle
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|
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## Future Enhancements
|
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|
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### Potential Improvements
|
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1. **WebSocket Integration**: Real-time Binance price streams
|
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2. **Additional Exchanges**: Coinbase, Kraken, Uniswap integration
|
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3. **Historical Data**: Price trend analysis and prediction
|
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4. **Automated Trading**: Automatic arbitrage execution
|
||||
5. **Alert System**: Price difference notifications
|
||||
6. **Advanced Analytics**: Volatility and correlation analysis
|
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|
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## Dependencies
|
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|
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### New Requirements
|
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- `requests`: HTTP client for Binance API calls
|
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|
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### Existing Dependencies
|
||||
- All FlexTrade SDK dependencies remain unchanged
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- No breaking changes to existing functionality
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## Compatibility
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### Backward Compatibility
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- All existing functions work unchanged
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- New parameters are optional with sensible defaults
|
||||
- Existing API calls remain functional
|
||||
- No breaking changes to data structures
|
||||
|
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### Version Support
|
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- Python 3.7+
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- Works with existing virtual environment
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- Compatible with all FlexTrade SDK versions
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767
app.py
Normal file
767
app.py
Normal file
@ -0,0 +1,767 @@
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import time
|
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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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market_info_loop,
|
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get_latest_price,
|
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get_all_latest_prices,
|
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get_latest_price_with_timestamp,
|
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get_binance_price_for_market,
|
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get_price_comparison,
|
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get_market_arbitrage_opportunities
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)
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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.enum import Action
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|
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# Validate Action enum is properly imported
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print(f"✅ Action enum imported: BUY={Action.BUY} (boolean), SELL={Action.SELL} (boolean)")
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|
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# Configuration
|
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ENABLE_AUTO_HEDGE = True # Set to True to enable automatic hedging
|
||||
ENABLE_TRIGGER_ORDERS = True # Set to True to enable trigger order functionality
|
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ORDER_TRACKING_FILE = "opened_trigger_orders.json" # File to store all opened trigger orders
|
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|
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# Single coin configuration
|
||||
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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|
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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
|
||||
HEDGE_PRICE_SL = 1.0 # Stop-loss threshold for hedging
|
||||
|
||||
# Global storage for active orders
|
||||
active_orders = {
|
||||
"trigger_orders": [], # List of {order_id, market, account_id, action, size, trigger_price}
|
||||
"market_orders": [] # List of market order transactions
|
||||
}
|
||||
|
||||
# Track executed hedges to prevent duplicates
|
||||
executed_hedges = {
|
||||
"hedge_executed": False,
|
||||
"last_hedge_price": 0,
|
||||
"initial_position_check_done": False
|
||||
}
|
||||
|
||||
def save_last_trigger_order_id(order_id, account_id, market, action, size, trigger_price):
|
||||
"""
|
||||
Save a new trigger order to the opened orders JSON file
|
||||
|
||||
Args:
|
||||
order_id (int): Order ID
|
||||
account_id (int): Account ID
|
||||
market (str): Market constant
|
||||
action (Action): Buy/Sell action
|
||||
size (float): Order size
|
||||
trigger_price (float): Trigger price
|
||||
"""
|
||||
try:
|
||||
# Load existing orders
|
||||
existing_orders = load_opened_trigger_orders_data()
|
||||
if existing_orders is None:
|
||||
existing_orders = {"opened_orders": []}
|
||||
|
||||
# Create new order data
|
||||
new_order = {
|
||||
"order_id": order_id,
|
||||
"account_id": account_id,
|
||||
"market": str(market),
|
||||
"action": safe_action_to_string(action),
|
||||
"size": size,
|
||||
"trigger_price": trigger_price,
|
||||
"created_at": datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
|
||||
"coin": MONITORED_COIN
|
||||
}
|
||||
|
||||
# Check if order already exists (prevent duplicates)
|
||||
existing_order_ids = [order.get("order_id") for order in existing_orders.get("opened_orders", [])]
|
||||
if order_id not in existing_order_ids:
|
||||
existing_orders["opened_orders"].append(new_order)
|
||||
|
||||
# Save updated orders list
|
||||
with open(ORDER_TRACKING_FILE, 'w') as f:
|
||||
json.dump(existing_orders, f, indent=2)
|
||||
|
||||
print(f"💾 Added trigger order ID {order_id} to {ORDER_TRACKING_FILE}")
|
||||
print(f" Total opened orders: {len(existing_orders['opened_orders'])}")
|
||||
else:
|
||||
print(f"ℹ️ Order ID {order_id} already exists in {ORDER_TRACKING_FILE}")
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error saving trigger order ID: {e}")
|
||||
|
||||
def load_opened_trigger_orders_data():
|
||||
"""
|
||||
Load all opened trigger orders from JSON file
|
||||
|
||||
Returns:
|
||||
dict: Orders data or None if file doesn't exist or error
|
||||
"""
|
||||
try:
|
||||
if not os.path.exists(ORDER_TRACKING_FILE):
|
||||
print(f"ℹ️ No existing order tracking file found: {ORDER_TRACKING_FILE}")
|
||||
return None
|
||||
|
||||
with open(ORDER_TRACKING_FILE, 'r') as f:
|
||||
orders_data = json.load(f)
|
||||
|
||||
return orders_data
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error loading trigger orders: {e}")
|
||||
return None
|
||||
|
||||
def load_last_trigger_order_id():
|
||||
"""
|
||||
Load and display all opened trigger orders from JSON file
|
||||
|
||||
Returns:
|
||||
dict: Orders data or None if file doesn't exist or error
|
||||
"""
|
||||
try:
|
||||
orders_data = load_opened_trigger_orders_data()
|
||||
if not orders_data:
|
||||
return None
|
||||
|
||||
opened_orders = orders_data.get("opened_orders", [])
|
||||
|
||||
print(f"📂 Loaded opened trigger orders from {ORDER_TRACKING_FILE}:")
|
||||
print(f" Total active orders: {len(opened_orders)}")
|
||||
|
||||
if opened_orders:
|
||||
print(" Order details:")
|
||||
for i, order in enumerate(opened_orders, 1):
|
||||
print(f" {i}. ✅ Order ID: {order.get('order_id', 'N/A')}")
|
||||
print(f" Account: {order.get('account_id', 'N/A')} | Market: {order.get('market', 'N/A')}")
|
||||
print(f" Action: {order.get('action', 'N/A')} | Size: {order.get('size', 'N/A')}")
|
||||
print(f" Trigger Price: ${order.get('trigger_price', 0):.2f}")
|
||||
print(f" Created: {order.get('created_at', 'N/A')} | Coin: {order.get('coin', 'N/A')}")
|
||||
if i < len(opened_orders): # Don't add extra line after last order
|
||||
print()
|
||||
|
||||
return orders_data
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error loading trigger orders: {e}")
|
||||
return None
|
||||
|
||||
def clear_last_trigger_order_file():
|
||||
"""
|
||||
Clear the opened trigger orders tracking file
|
||||
"""
|
||||
try:
|
||||
if os.path.exists(ORDER_TRACKING_FILE):
|
||||
os.remove(ORDER_TRACKING_FILE)
|
||||
print(f"🗑️ Cleared order tracking file: {ORDER_TRACKING_FILE}")
|
||||
else:
|
||||
print(f"ℹ️ Order tracking file doesn't exist: {ORDER_TRACKING_FILE}")
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error clearing order tracking file: {e}")
|
||||
|
||||
def mark_order_as_cancelled(order_id):
|
||||
"""
|
||||
Remove a cancelled order from the tracking file
|
||||
|
||||
Args:
|
||||
order_id (int): Order ID to remove
|
||||
"""
|
||||
try:
|
||||
orders_data = load_opened_trigger_orders_data()
|
||||
if not orders_data:
|
||||
print(f"ℹ️ No orders data found to update")
|
||||
return False
|
||||
|
||||
opened_orders = orders_data.get("opened_orders", [])
|
||||
original_count = len(opened_orders)
|
||||
|
||||
# Remove the order with the matching order_id
|
||||
updated_orders = [order for order in opened_orders if order.get("order_id") != order_id]
|
||||
|
||||
if len(updated_orders) < original_count:
|
||||
# Order was found and removed
|
||||
orders_data["opened_orders"] = updated_orders
|
||||
|
||||
# Save updated orders list
|
||||
with open(ORDER_TRACKING_FILE, 'w') as f:
|
||||
json.dump(orders_data, f, indent=2)
|
||||
|
||||
print(f"✅ Removed cancelled order ID {order_id} from {ORDER_TRACKING_FILE}")
|
||||
print(f" Remaining orders: {len(updated_orders)}")
|
||||
return True
|
||||
else:
|
||||
print(f"⚠️ Order ID {order_id} not found in tracking file")
|
||||
return False
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error removing cancelled order: {e}")
|
||||
return False
|
||||
|
||||
def get_active_orders_from_file():
|
||||
"""
|
||||
Get list of active orders from the tracking file
|
||||
|
||||
Returns:
|
||||
list: List of active orders
|
||||
"""
|
||||
try:
|
||||
orders_data = load_opened_trigger_orders_data()
|
||||
if not orders_data:
|
||||
return []
|
||||
|
||||
# All orders in the file are active since cancelled ones are removed
|
||||
opened_orders = orders_data.get("opened_orders", [])
|
||||
|
||||
return opened_orders
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error getting active orders: {e}")
|
||||
return []
|
||||
|
||||
def check_existing_positions_for_hedges():
|
||||
"""
|
||||
Check existing open positions and mark appropriate hedges as executed
|
||||
to prevent duplicate hedge orders for the monitored coin.
|
||||
Also closes all existing trigger orders and creates new stop-loss orders for hedged positions.
|
||||
"""
|
||||
try:
|
||||
print(f"🔍 Checking existing positions for {MONITORED_COIN} hedge requirements...")
|
||||
|
||||
# First, close all existing trigger orders (if method is available)
|
||||
print("🧹 Attempting to close existing trigger orders...")
|
||||
# Load active trigger orders from file
|
||||
active_orders_in_file = get_active_orders_from_file()
|
||||
if active_orders_in_file:
|
||||
print(f"🗑️ Found {len(active_orders_in_file)} active trigger orders to cancel...")
|
||||
else:
|
||||
print("ℹ️ No active trigger orders found in file.")
|
||||
|
||||
for account_id in [SUB_ACCOUNT_ID]:
|
||||
# Cancel each active trigger order found in the file
|
||||
for order in active_orders_in_file:
|
||||
order_id = order.get("order_id")
|
||||
print(f"🗑️ Attempting to cancel trigger order ID: {order_id}")
|
||||
try:
|
||||
cancel_result = handle_cancel_trigger_order(account_id, MONITORED_MARKET_CONSTANT, order_id)
|
||||
if cancel_result:
|
||||
print(f"✅ Successfully cancelled order {order_id}")
|
||||
# Remove from file after successful cancellation
|
||||
mark_order_as_cancelled(order_id)
|
||||
else:
|
||||
print(f"❌ Failed to cancel order {order_id}")
|
||||
except Exception as e:
|
||||
print(f"⚠️ Error cancelling trigger order {order_id}: {e}")
|
||||
time.sleep(8) # Delay between cancellations
|
||||
|
||||
print("⏳ Brief wait before position check...")
|
||||
time.sleep(3)
|
||||
# Now check positions for hedge requirements
|
||||
hedge_positions_found = []
|
||||
for account_id in [SUB_ACCOUNT_ID]:
|
||||
positions = list_open_positions(account_id, delay=2)
|
||||
|
||||
if positions:
|
||||
print(f"📊 Found {len(positions)} open position(s) in account {account_id}")
|
||||
|
||||
for position in positions:
|
||||
market = position.get("market", "")
|
||||
size = position.get("position_size", 0)
|
||||
entry_price = position.get("avg_entry_price", 0)
|
||||
orderIndex = position.get("orderIndex", 0)
|
||||
direction = "LONG" if size > 0 else "SHORT"
|
||||
|
||||
print(f" - {market} ({direction}): Size={size:.4f}, Entry=${entry_price:.2f}, orderIndex={orderIndex}")
|
||||
|
||||
# Check hedge requirements for monitored coin
|
||||
if MONITORED_MARKET_NAME in market and size > 0 and entry_price > HEDGE_PRICE_THRESHOLD:
|
||||
print(f"✅ {MONITORED_COIN} hedge requirement met: Position size {size:.4f} at ${entry_price:.2f} (above ${HEDGE_PRICE_THRESHOLD})")
|
||||
executed_hedges["hedge_executed"] = True
|
||||
executed_hedges["last_hedge_price"] = entry_price
|
||||
|
||||
# Store hedge position info for stop-loss creation
|
||||
hedge_positions_found.append({
|
||||
'account_id': account_id,
|
||||
'size': size,
|
||||
'entry_price': entry_price
|
||||
})
|
||||
|
||||
# Add delay between account checks to avoid rate limiting
|
||||
time.sleep(3)
|
||||
|
||||
# Create stop-loss trigger orders for hedged positions
|
||||
if hedge_positions_found:
|
||||
print(f"\n🛡️ Creating stop-loss orders for {len(hedge_positions_found)} hedged position(s)...")
|
||||
|
||||
for hedge_pos in hedge_positions_found:
|
||||
account_id = hedge_pos['account_id']
|
||||
size = hedge_pos['size']
|
||||
entry_price = hedge_pos['entry_price']
|
||||
|
||||
# Calculate stop-loss price: entry_price - HEDGE_PRICE_SL
|
||||
stop_loss_price = entry_price - HEDGE_PRICE_SL
|
||||
|
||||
print(f"📉 Creating stop-loss order for position:")
|
||||
print(f" Account: {account_id}, Size: {size:.4f}")
|
||||
print(f" Entry Price: ${entry_price:.2f}")
|
||||
print(f" Stop-Loss Price: ${stop_loss_price:.2f} (Entry - ${HEDGE_PRICE_SL})")
|
||||
print(f" orderIndex: {hedge_pos.get('orderIndex', 'N/A')}")
|
||||
|
||||
# Retry logic for creating stop-loss trigger order
|
||||
max_retries = 3
|
||||
retry_delay = 5
|
||||
trigger_result = None
|
||||
|
||||
for attempt in range(max_retries):
|
||||
try:
|
||||
print(f"🔄 Attempt {attempt + 1}/{max_retries} to create stop-loss order...")
|
||||
|
||||
# Create stop-loss trigger order (SELL when price goes below stop-loss price)
|
||||
trigger_result = handle_trigger_order(
|
||||
account_id=account_id,
|
||||
market=MONITORED_MARKET_CONSTANT,
|
||||
action=Action.SELL,
|
||||
size=size,
|
||||
trigger_price=stop_loss_price,
|
||||
trigger_above=False # Trigger when price goes BELOW stop-loss price
|
||||
)
|
||||
|
||||
if trigger_result:
|
||||
print(f"✅ Stop-loss trigger order created successfully!")
|
||||
break
|
||||
else:
|
||||
print(f"❌ Failed to create stop-loss trigger order (attempt {attempt + 1})")
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Exception during stop-loss creation (attempt {attempt + 1}): {e}")
|
||||
|
||||
# Wait before retry if not the last attempt
|
||||
if attempt < max_retries - 1:
|
||||
wait_time = retry_delay * (attempt + 1)
|
||||
print(f"⏳ Waiting {wait_time} seconds before retry...")
|
||||
time.sleep(wait_time)
|
||||
|
||||
if not trigger_result:
|
||||
print(f"❌ Failed to create stop-loss trigger order after {max_retries} attempts")
|
||||
|
||||
# Add longer delay between different positions
|
||||
time.sleep(5)
|
||||
|
||||
executed_hedges["initial_position_check_done"] = True
|
||||
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):
|
||||
"""Start market data collection in a separate thread"""
|
||||
market_thread = threading.Thread(target=lambda: market_info_loop(debug, include_binance), daemon=True)
|
||||
market_thread.start()
|
||||
return market_thread
|
||||
|
||||
def store_trigger_order(result, market, account_id, action, size, trigger_price):
|
||||
"""Store trigger order information for later management"""
|
||||
if result and 'order' in result and 'orderIndex' in result['order']:
|
||||
order_id = result['order']['orderIndex']
|
||||
order_info = {
|
||||
'order_id': order_id,
|
||||
'market': market,
|
||||
'account_id': account_id,
|
||||
'action': action,
|
||||
'size': size,
|
||||
'trigger_price': trigger_price,
|
||||
'tx_hash': result['tx'].hex(),
|
||||
'created_at': datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||
}
|
||||
active_orders["trigger_orders"].append(order_info)
|
||||
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 None
|
||||
|
||||
def get_active_trigger_orders():
|
||||
"""Get list of all active trigger orders"""
|
||||
return active_orders["trigger_orders"].copy()
|
||||
|
||||
def remove_trigger_order(order_id):
|
||||
"""Remove a trigger order from active list and remove from file"""
|
||||
active_orders["trigger_orders"] = [
|
||||
order for order in active_orders["trigger_orders"]
|
||||
if order['order_id'] != order_id
|
||||
]
|
||||
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):
|
||||
"""Convert action to string safely, handling both enum and boolean cases"""
|
||||
if hasattr(action, 'name'):
|
||||
return action.name
|
||||
elif action is True or action == 1:
|
||||
return "BUY"
|
||||
elif action is False or action == 0:
|
||||
return "SELL"
|
||||
else:
|
||||
return str(action)
|
||||
|
||||
def handle_market_order(account_id, market, action, size):
|
||||
"""
|
||||
Handle market order creation with error handling
|
||||
|
||||
Args:
|
||||
account_id (int): Account ID to trade with
|
||||
market (str): Market constant (e.g., BASE_MARKET_ETH_USD)
|
||||
action (Action): Action.BUY or Action.SELL
|
||||
size (float): Order size
|
||||
"""
|
||||
try:
|
||||
print(f"\n--- Creating Market Order ---")
|
||||
|
||||
# Convert action to string safely
|
||||
action_name = safe_action_to_string(action)
|
||||
print(f"Account: {account_id}, Market: {market}, Action: {action_name}, Size: {size}")
|
||||
|
||||
result = create_market_order(account_id, market, action, size)
|
||||
|
||||
if result:
|
||||
print(f"✅ Market order successful!")
|
||||
print(f"Transaction: {result['tx'].hex()}")
|
||||
else:
|
||||
print("❌ Market order failed!")
|
||||
|
||||
print("--- Order Complete ---\n")
|
||||
return result
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error handling market order: {e}")
|
||||
return None
|
||||
|
||||
|
||||
def handle_trigger_order(account_id, market, action, size, trigger_price, trigger_above=True):
|
||||
"""
|
||||
Handle trigger order creation with error handling
|
||||
|
||||
Args:
|
||||
account_id (int): Account ID to trade with
|
||||
market (str): Market constant (e.g., BASE_MARKET_ETH_USD)
|
||||
action (Action): Action.BUY or Action.SELL
|
||||
size (float): Order size
|
||||
trigger_price (float): Price at which the order should trigger
|
||||
trigger_above (bool): True to trigger when price goes above, False for below
|
||||
"""
|
||||
try:
|
||||
print(f"\n--- Creating Trigger Order ---")
|
||||
|
||||
# Convert action to string safely
|
||||
action_name = safe_action_to_string(action)
|
||||
trigger_direction = "above" if trigger_above else "below"
|
||||
print(f"Account: {account_id}, Market: {market}, Action: {action_name}, Size: {size}")
|
||||
print(f"Trigger: {trigger_direction} ${trigger_price:.2f}")
|
||||
|
||||
result = create_trigger_order(account_id, market, action, size, trigger_price, trigger_above)
|
||||
|
||||
if result:
|
||||
print(f"✅ Trigger order successful!")
|
||||
print(f"Transaction: {result['tx'].hex()}")
|
||||
print(f"Order ID: {result['order']['orderIndex']}")
|
||||
# Store the order for later management
|
||||
store_trigger_order(result, market, account_id, action, size, trigger_price)
|
||||
else:
|
||||
print("❌ Trigger order failed!")
|
||||
|
||||
print("--- Order Complete ---\n")
|
||||
return result
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error handling trigger order: {e}")
|
||||
return None
|
||||
|
||||
|
||||
def handle_update_trigger_order(account_id, order_id, action, size, trigger_price, trigger_above=True):
|
||||
"""
|
||||
Handle trigger order update with error handling
|
||||
|
||||
Args:
|
||||
account_id (int): Account ID
|
||||
order_id (int): Order ID to update
|
||||
action (Action): Action.BUY or Action.SELL
|
||||
size (float): New order size
|
||||
trigger_price (float): New trigger price
|
||||
trigger_above (bool): True to trigger when price goes above, False for below
|
||||
"""
|
||||
try:
|
||||
print(f"\n--- Updating Trigger Order ---")
|
||||
trigger_direction = "above" if trigger_above else "below"
|
||||
action_name = safe_action_to_string(action)
|
||||
print(f"Order ID: {order_id}, Action: {action_name}, Size: {size}")
|
||||
print(f"New trigger: {trigger_direction} ${trigger_price:.2f}")
|
||||
|
||||
result = update_trigger_order(account_id, order_id, action, size, trigger_price, trigger_above)
|
||||
|
||||
if result:
|
||||
print(f"✅ Trigger order updated successfully!")
|
||||
print(f"Transaction: {result['tx'].hex()}")
|
||||
else:
|
||||
print("❌ Trigger order update failed!")
|
||||
|
||||
print("--- Update Complete ---\n")
|
||||
return result
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error updating trigger order: {e}")
|
||||
return None
|
||||
|
||||
|
||||
def handle_cancel_trigger_order(account_id, market, order_id):
|
||||
"""
|
||||
Handle trigger order cancellation with error handling
|
||||
|
||||
Args:
|
||||
account_id (int): Account ID
|
||||
market (str): Market constant
|
||||
order_id (int): Order ID to cancel
|
||||
"""
|
||||
try:
|
||||
print(f"\n--- Cancelling Trigger Order ---")
|
||||
print(f"Order ID: {order_id}, Market: {market}")
|
||||
|
||||
result = cancel_trigger_order(account_id, market, order_id)
|
||||
|
||||
if result:
|
||||
print(f"✅ Trigger order cancelled successfully!")
|
||||
print(f"Transaction: {result['tx'].hex()}")
|
||||
# Remove from active orders list
|
||||
remove_trigger_order(order_id)
|
||||
else:
|
||||
print("❌ Trigger order cancellation failed!")
|
||||
|
||||
print("--- Cancellation Complete ---\n")
|
||||
return result
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error cancelling trigger order: {e}")
|
||||
return None
|
||||
|
||||
|
||||
def smart_market_order(market_name, market_constant, action, size, price_threshold=None):
|
||||
"""
|
||||
Create a market order with optional price threshold checking
|
||||
|
||||
Args:
|
||||
market_name (str): Market name for price lookup (e.g., "ETHUSD")
|
||||
market_constant (str): Market constant for order (e.g., BASE_MARKET_ETH_USD)
|
||||
action (Action): Action.BUY or Action.SELL
|
||||
size (float): Order size
|
||||
price_threshold (float): Optional price threshold for conditional orders
|
||||
|
||||
Returns:
|
||||
dict: Order result or None if conditions not met
|
||||
"""
|
||||
current_price_data = get_latest_price_with_timestamp(market_name)
|
||||
|
||||
if not current_price_data:
|
||||
print(f"❌ No price data available for {market_name}")
|
||||
return None
|
||||
|
||||
current_price = current_price_data['price']
|
||||
print(f"📊 Current {market_name} price: ${current_price:.2f}")
|
||||
|
||||
# Check price threshold if provided
|
||||
if price_threshold:
|
||||
if action == Action.BUY and current_price > price_threshold:
|
||||
print(f"⏸️ Price ${current_price:.2f} above buy threshold ${price_threshold:.2f} - order not placed")
|
||||
return None
|
||||
elif action == Action.SELL and current_price < price_threshold:
|
||||
print(f"⏸️ Price ${current_price:.2f} below sell threshold ${price_threshold:.2f} - order not placed")
|
||||
return None
|
||||
|
||||
print(f"✅ Price conditions met, placing order...")
|
||||
return handle_market_order(SUB_ACCOUNT_ID, market_constant, action, size)
|
||||
|
||||
def smart_trigger_order(market_name, market_constant, action, size, trigger_price, trigger_above=True, offset_percentage=None):
|
||||
"""
|
||||
Create a trigger order with smart pricing based on current market conditions
|
||||
|
||||
Args:
|
||||
market_name (str): Market name for price lookup (e.g., "ETHUSD")
|
||||
market_constant (str): Market constant for order (e.g., BASE_MARKET_ETH_USD)
|
||||
action (Action): Action.BUY or Action.SELL
|
||||
size (float): Order size
|
||||
trigger_price (float): Price at which the order should trigger
|
||||
trigger_above (bool): True to trigger when price goes above, False for below
|
||||
offset_percentage (float): Optional percentage offset from current price for automatic trigger calculation
|
||||
|
||||
Returns:
|
||||
dict: Order result or None if conditions not met
|
||||
"""
|
||||
current_price_data = get_latest_price_with_timestamp(market_name)
|
||||
|
||||
if not current_price_data:
|
||||
print(f"❌ No price data available for {market_name}")
|
||||
return None
|
||||
|
||||
current_price = current_price_data['price']
|
||||
print(f"📊 Current {market_name} price: ${current_price:.2f}")
|
||||
|
||||
# Calculate trigger price based on offset if provided
|
||||
if offset_percentage:
|
||||
if trigger_above:
|
||||
calculated_trigger = current_price * (1 + offset_percentage / 100)
|
||||
else:
|
||||
calculated_trigger = current_price * (1 - offset_percentage / 100)
|
||||
|
||||
print(f"🧮 Calculated trigger price: ${calculated_trigger:.2f} ({offset_percentage:+.1f}% from current)")
|
||||
trigger_price = calculated_trigger
|
||||
|
||||
# Validate trigger price makes sense
|
||||
trigger_direction = "above" if trigger_above else "below"
|
||||
if trigger_above and trigger_price <= current_price:
|
||||
print(f"⚠️ Warning: Trigger price ${trigger_price:.2f} is not above current price ${current_price:.2f}")
|
||||
elif not trigger_above and trigger_price >= current_price:
|
||||
print(f"⚠️ Warning: Trigger price ${trigger_price:.2f} is not below current price ${current_price:.2f}")
|
||||
|
||||
print(f"✅ Creating trigger order: {trigger_direction} ${trigger_price:.2f}")
|
||||
return handle_trigger_order(SUB_ACCOUNT_ID, market_constant, action, size, trigger_price, trigger_above)
|
||||
|
||||
|
||||
|
||||
def main():
|
||||
print(f"Starting app - monitoring {MONITORED_COIN} with market data collection...")
|
||||
print(f"Monitored Coin: {MONITORED_COIN}")
|
||||
print(f"Market: {MONITORED_MARKET_NAME}")
|
||||
print(f"Hedge Price Threshold: ${HEDGE_PRICE_THRESHOLD}")
|
||||
print(f"Auto-hedge enabled: {ENABLE_AUTO_HEDGE}")
|
||||
print("-" * 50)
|
||||
|
||||
# Load last trigger order information on startup
|
||||
print("🔍 Checking for existing opened trigger orders...")
|
||||
orders_data = load_last_trigger_order_id()
|
||||
if orders_data:
|
||||
total_count = len(orders_data.get("opened_orders", []))
|
||||
print(f"✅ Found {total_count} active trigger orders for {MONITORED_COIN} coin")
|
||||
else:
|
||||
print("ℹ️ No existing opened trigger orders found")
|
||||
print()
|
||||
|
||||
# Start market data collection in background thread with Binance comparison
|
||||
start_market_data_thread(debug=False, include_binance=True)
|
||||
|
||||
|
||||
# Give some time for initial market data to be collected
|
||||
time.sleep(10)
|
||||
|
||||
try:
|
||||
while True:
|
||||
current_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||
print(f"[{current_time}] update!")
|
||||
|
||||
# Show some sample prices with timestamps (FlexTrade and Binance)
|
||||
monitored_data = get_latest_price_with_timestamp(MONITORED_MARKET_NAME)
|
||||
|
||||
# Check if we have received first successful price update and haven't checked positions yet
|
||||
if (not executed_hedges["initial_position_check_done"] and monitored_data):
|
||||
print(f"\n🎯 First successful price update received for {MONITORED_COIN} - checking existing positions...")
|
||||
check_existing_positions_for_hedges()
|
||||
|
||||
# Get Binance prices for comparison
|
||||
monitored_binance = get_latest_price_with_timestamp(f"{MONITORED_MARKET_NAME}_BINANCE")
|
||||
|
||||
if monitored_data or monitored_binance:
|
||||
ft_price = f"${monitored_data['price']:.2f}" if monitored_data else "N/A"
|
||||
bn_price = f"${monitored_binance['price']:.2f}" if monitored_binance else "N/A"
|
||||
ft_time = monitored_data['timestamp_str'] if monitored_data else "N/A"
|
||||
bn_time = monitored_binance['timestamp_str'] if monitored_binance else "N/A"
|
||||
print(f"{MONITORED_COIN}/USD: FlexTrade={ft_price} ({ft_time}) | Binance={bn_price} ({bn_time})")
|
||||
|
||||
# Show price difference if both available
|
||||
if monitored_data and monitored_binance:
|
||||
price_diff = monitored_data['price'] - monitored_binance['price']
|
||||
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 "➡️"
|
||||
print(f"{MONITORED_COIN} Difference: {diff_emoji} {price_diff:+.4f} ({diff_pct:+.2f}%)")
|
||||
|
||||
# Show total number of markets with prices
|
||||
all_prices = get_all_latest_prices()
|
||||
flextrade_markets = len([k for k in all_prices.keys() if not k.endswith('_BINANCE') and k != '_comparison'])
|
||||
binance_markets = len([k for k in all_prices.keys() if k.endswith('_BINANCE')])
|
||||
print(f"Total markets tracked: FlexTrade={flextrade_markets}, Binance={binance_markets}")
|
||||
|
||||
# Show arbitrage opportunities if available
|
||||
try:
|
||||
arbitrage_ops = get_market_arbitrage_opportunities(min_percentage_diff=0.5)
|
||||
if arbitrage_ops:
|
||||
print(f"\n🎯 Found {len(arbitrage_ops)} arbitrage opportunities (>0.5% difference):")
|
||||
for i, op in enumerate(arbitrage_ops[:3]): # Show top 3
|
||||
action_emoji = "📈" if "buy_flextrade" in op['action'] else "📉"
|
||||
print(f" {i+1}. {action_emoji} {op['market']}: {op['potential_profit_pct']:.2f}% potential profit")
|
||||
print(f" FlexTrade: ${op['flextrade_price']:.4f} | Binance: ${op['binance_price']:.4f}")
|
||||
print(f" Strategy: {op['action'].replace('_', ' ').title()}")
|
||||
else:
|
||||
print("🎯 No significant arbitrage opportunities found (threshold: 0.5%)")
|
||||
|
||||
# Show smaller differences for informational purposes
|
||||
small_ops = get_market_arbitrage_opportunities(min_percentage_diff=0.1)
|
||||
if small_ops:
|
||||
best_small = small_ops[0] # Show best small opportunity
|
||||
diff_emoji = "📈" if best_small['difference_pct'] > 0 else "📉"
|
||||
print(f" Best small difference: {diff_emoji} {best_small['market']} ({best_small['potential_profit_pct']:.2f}%)")
|
||||
|
||||
except Exception as e:
|
||||
print(f"⚠️ Error checking arbitrage opportunities: {e}")
|
||||
|
||||
print() # Extra line for readability
|
||||
|
||||
# Auto-hedging logic
|
||||
if ENABLE_AUTO_HEDGE:
|
||||
# Hedging logic with duplicate prevention for monitored coin
|
||||
if (monitored_data and monitored_data['price'] > HEDGE_PRICE_THRESHOLD and
|
||||
not executed_hedges["hedge_executed"]): # Only execute once
|
||||
|
||||
print(f"🤖 Auto-hedge triggered: {MONITORED_COIN} price above ${HEDGE_PRICE_THRESHOLD}")
|
||||
|
||||
# Execute market order to buy the monitored coin
|
||||
market_result = smart_market_order(MONITORED_MARKET_NAME, MONITORED_MARKET_CONSTANT, Action.BUY, 100.0)
|
||||
|
||||
if market_result:
|
||||
print(f"🤖 Auto-hedge triggered: {MONITORED_COIN} stop-loss trigger")
|
||||
time.sleep(10)
|
||||
# Create stop-loss trigger order
|
||||
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:
|
||||
# Mark hedge as executed
|
||||
executed_hedges["hedge_executed"] = True
|
||||
executed_hedges["last_hedge_price"] = monitored_data['price']
|
||||
print(f"✅ {MONITORED_COIN} hedge completed at price ${monitored_data['price']:.2f}")
|
||||
|
||||
# Reset hedge flag if price drops significantly below hedge price
|
||||
if (monitored_data and monitored_data['price'] < (HEDGE_PRICE_THRESHOLD * 0.95) and
|
||||
executed_hedges["hedge_executed"]):
|
||||
print(f"🔄 Resetting {MONITORED_COIN} hedge flag - price dropped to ${monitored_data['price']:.2f}")
|
||||
executed_hedges["hedge_executed"] = False
|
||||
|
||||
# Sleep for 60 seconds (1 minute)
|
||||
time.sleep(60)
|
||||
|
||||
except Exception as e:
|
||||
print(f"An error occurred: {e}")
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
327
market.py
327
market.py
@ -0,0 +1,327 @@
|
||||
import time
|
||||
import os
|
||||
import asyncio
|
||||
import requests
|
||||
from datetime import datetime
|
||||
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")
|
||||
|
||||
# List of all markets to test
|
||||
MARKETS = [
|
||||
# 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
|
||||
]
|
||||
|
||||
# Global variable to store latest prices with timestamps
|
||||
latest_prices = {}
|
||||
|
||||
# Binance API configuration
|
||||
BINANCE_API_BASE_URL = "https://api.binance.com"
|
||||
|
||||
# Mapping FlexTrade markets to Binance symbols
|
||||
FLEXTRADE_TO_BINANCE_MAPPING = {
|
||||
"ETHUSD": "ETHUSDC",
|
||||
"BTCUSD": "BTCUSDC",
|
||||
"BNBUSD": "BNBUSDC",
|
||||
"SOLUSD": "SOLUSDC",
|
||||
"DOGEUSD": "DOGEUSDC",
|
||||
"AAVEUSD": "AAVEUSDC",
|
||||
"ADAUSD": "ADAUSDC",
|
||||
"TRXUSD": "TRXUSDC",
|
||||
"AVAXUSD": "AVAXUSDC",
|
||||
"UNIUSD": "UNIUSDC",
|
||||
"LINKUSD": "LINKUSDC",
|
||||
"XRPUSD": "XRPUSDC"
|
||||
}
|
||||
|
||||
def print_market_info(market_info, debug=False):
|
||||
if debug:
|
||||
timestamp = datetime.now().strftime("%H:%M:%S")
|
||||
print('[{0}] {1} : {2:.4f}'.format(timestamp, market_info["market"], market_info["price"]))
|
||||
|
||||
def get_binance_price(symbol, debug=False):
|
||||
"""Fetch current price from Binance API"""
|
||||
try:
|
||||
url = f"{BINANCE_API_BASE_URL}/api/v3/ticker/price"
|
||||
params = {"symbol": symbol}
|
||||
|
||||
response = requests.get(url, params=params, timeout=10)
|
||||
response.raise_for_status()
|
||||
|
||||
data = response.json()
|
||||
price = float(data["price"])
|
||||
|
||||
if debug:
|
||||
timestamp = datetime.now().strftime("%H:%M:%S")
|
||||
print(f'[{timestamp}] Binance {symbol}: {price:.4f}')
|
||||
|
||||
return price
|
||||
|
||||
except requests.exceptions.RequestException as e:
|
||||
if debug:
|
||||
print(f"❌ Binance API request error for {symbol}: {e}")
|
||||
return None
|
||||
except (KeyError, ValueError) as e:
|
||||
if debug:
|
||||
print(f"❌ Binance API data error for {symbol}: {e}")
|
||||
return None
|
||||
except Exception as e:
|
||||
if debug:
|
||||
print(f"❌ Unexpected error fetching Binance price for {symbol}: {e}")
|
||||
return None
|
||||
|
||||
def get_all_binance_prices(debug=False):
|
||||
"""Fetch prices for all mapped symbols from Binance"""
|
||||
binance_prices = {}
|
||||
|
||||
if debug:
|
||||
print("Fetching prices from Binance API...")
|
||||
|
||||
for flextrade_market, binance_symbol in FLEXTRADE_TO_BINANCE_MAPPING.items():
|
||||
price = get_binance_price(binance_symbol, debug)
|
||||
if price is not None:
|
||||
current_timestamp = datetime.now()
|
||||
binance_prices[flextrade_market] = {
|
||||
'price': price,
|
||||
'binance_symbol': binance_symbol,
|
||||
'timestamp': current_timestamp,
|
||||
'timestamp_str': current_timestamp.strftime("%Y-%m-%d %H:%M:%S"),
|
||||
'source': 'binance'
|
||||
}
|
||||
else:
|
||||
if debug:
|
||||
print(f"⚠️ Failed to fetch price for {flextrade_market} ({binance_symbol})")
|
||||
|
||||
# Small delay to avoid rate limiting
|
||||
time.sleep(0.1)
|
||||
|
||||
return binance_prices
|
||||
|
||||
def compare_prices(flextrade_prices, binance_prices, debug=False):
|
||||
"""Compare FlexTrade and Binance prices"""
|
||||
comparison_results = {}
|
||||
|
||||
if debug:
|
||||
print("\n" + "="*80)
|
||||
print("PRICE COMPARISON: FlexTrade vs Binance")
|
||||
print("="*80)
|
||||
|
||||
for market in flextrade_prices:
|
||||
if market in binance_prices:
|
||||
ft_price = flextrade_prices[market]['price']
|
||||
bn_price = binance_prices[market]['price']
|
||||
|
||||
# Calculate difference
|
||||
price_diff = ft_price - bn_price
|
||||
price_diff_pct = (price_diff / bn_price) * 100 if bn_price > 0 else 0
|
||||
|
||||
comparison_results[market] = {
|
||||
'flextrade_price': ft_price,
|
||||
'binance_price': bn_price,
|
||||
'difference': price_diff,
|
||||
'difference_pct': price_diff_pct,
|
||||
'flextrade_timestamp': flextrade_prices[market]['timestamp_str'],
|
||||
'binance_timestamp': binance_prices[market]['timestamp_str']
|
||||
}
|
||||
|
||||
if debug:
|
||||
status = "📈" if price_diff > 0 else "📉" if price_diff < 0 else "➡️"
|
||||
print(f"{status} {market:<12} | FlexTrade: ${ft_price:>8.4f} | Binance: ${bn_price:>8.4f} | Diff: {price_diff:>+7.4f} ({price_diff_pct:>+6.2f}%)")
|
||||
|
||||
elif debug:
|
||||
print(f"⚠️ {market:<12} | Only available on FlexTrade")
|
||||
|
||||
# Check for Binance-only prices
|
||||
if debug:
|
||||
for market in binance_prices:
|
||||
if market not in flextrade_prices:
|
||||
bn_price = binance_prices[market]['price']
|
||||
print(f"ℹ️ {market:<12} | Only available on Binance: ${bn_price:.4f}")
|
||||
|
||||
print("="*80)
|
||||
|
||||
return comparison_results
|
||||
|
||||
|
||||
def market_info(debug=False, include_binance=True):
|
||||
"""Fetch market information once and update global prices"""
|
||||
client = Client(
|
||||
eth_private_key=PRIVATE_KEY,
|
||||
rpc_url=RPC_URL
|
||||
)
|
||||
|
||||
if debug:
|
||||
print("Fetching market data...\n")
|
||||
|
||||
# Fetch FlexTrade prices
|
||||
for market in MARKETS:
|
||||
try:
|
||||
market_info_data = client.public.get_market_info(market)
|
||||
print_market_info(market_info_data, debug)
|
||||
|
||||
# Store the latest price and timestamp in global dictionary
|
||||
market_name = market_info_data["market"]
|
||||
current_timestamp = datetime.now()
|
||||
latest_prices[market_name] = {
|
||||
'price': market_info_data["price"],
|
||||
'timestamp': current_timestamp,
|
||||
'timestamp_str': current_timestamp.strftime("%Y-%m-%d %H:%M:%S"),
|
||||
'source': 'flextrade'
|
||||
}
|
||||
|
||||
time.sleep(15) # Wait 15 seconds between requests to avoid rate limiting
|
||||
|
||||
except Exception as e:
|
||||
if debug:
|
||||
print(f"Error fetching market {market}: {e}")
|
||||
print('-' * 50)
|
||||
# Skip this market and continue with the next one
|
||||
continue
|
||||
|
||||
# Fetch Binance prices and compare if enabled
|
||||
if include_binance:
|
||||
try:
|
||||
binance_prices = get_all_binance_prices(debug)
|
||||
|
||||
# Store Binance prices in a separate section of latest_prices
|
||||
for market, price_data in binance_prices.items():
|
||||
binance_key = f"{market}_BINANCE"
|
||||
latest_prices[binance_key] = price_data
|
||||
|
||||
# Compare prices if both sources have data
|
||||
flextrade_only = {k: v for k, v in latest_prices.items() if not k.endswith('_BINANCE') and v.get('source') == 'flextrade'}
|
||||
if flextrade_only and binance_prices:
|
||||
comparison = compare_prices(flextrade_only, binance_prices, debug)
|
||||
|
||||
# Store comparison results
|
||||
latest_prices['_comparison'] = {
|
||||
'timestamp': datetime.now(),
|
||||
'results': comparison
|
||||
}
|
||||
|
||||
except Exception as e:
|
||||
if debug:
|
||||
print(f"❌ Error fetching Binance prices: {e}")
|
||||
# Continue without Binance data
|
||||
|
||||
def market_info_loop(debug=False, include_binance=True):
|
||||
"""Continuously fetch market information in a loop"""
|
||||
if debug:
|
||||
print("Starting market data loop - press Ctrl+C to stop")
|
||||
print("-" * 50)
|
||||
|
||||
try:
|
||||
while True:
|
||||
try:
|
||||
market_info(debug, include_binance)
|
||||
# if debug:
|
||||
# print(f"\nSleeping for 30 seconds...\n")
|
||||
# time.sleep(30) # Wait 30 seconds between full cycles
|
||||
except Exception as e:
|
||||
if debug:
|
||||
print(f"Error in market_info cycle: {e}")
|
||||
print("Waiting 15 seconds before retry...")
|
||||
time.sleep(15) # Wait 15 seconds before retrying on error
|
||||
continue
|
||||
# except KeyboardInterrupt:
|
||||
# if debug:
|
||||
# print("\nMarket data loop stopped by user")
|
||||
except Exception as e:
|
||||
if debug:
|
||||
print(f"Fatal error occurred: {e}")
|
||||
print("Market data loop stopped")
|
||||
|
||||
def get_latest_price(market_name):
|
||||
"""Get the latest price for a specific market"""
|
||||
market_data = latest_prices.get(market_name, None)
|
||||
return market_data['price'] if market_data else None
|
||||
|
||||
def get_latest_price_with_timestamp(market_name):
|
||||
"""Get the latest price with timestamp for a specific market"""
|
||||
return latest_prices.get(market_name, None)
|
||||
|
||||
def get_all_latest_prices():
|
||||
"""Get all latest prices with timestamps"""
|
||||
return latest_prices.copy()
|
||||
|
||||
def get_all_latest_prices_only():
|
||||
"""Get all latest prices without timestamps (backward compatibility)"""
|
||||
return {market: data['price'] for market, data in latest_prices.items()}
|
||||
|
||||
def get_binance_price_for_market(market_name):
|
||||
"""Get the latest Binance price for a specific market"""
|
||||
binance_key = f"{market_name}_BINANCE"
|
||||
market_data = latest_prices.get(binance_key, None)
|
||||
return market_data['price'] if market_data else None
|
||||
|
||||
def get_price_comparison(market_name):
|
||||
"""Get price comparison data for a specific market"""
|
||||
comparison_data = latest_prices.get('_comparison', {})
|
||||
results = comparison_data.get('results', {})
|
||||
return results.get(market_name, None)
|
||||
|
||||
def get_all_price_comparisons():
|
||||
"""Get all price comparison data"""
|
||||
comparison_data = latest_prices.get('_comparison', {})
|
||||
return comparison_data.get('results', {})
|
||||
|
||||
def get_market_arbitrage_opportunities(min_percentage_diff=0.5):
|
||||
"""Find arbitrage opportunities between FlexTrade and Binance"""
|
||||
comparisons = get_all_price_comparisons()
|
||||
opportunities = []
|
||||
|
||||
for market, data in comparisons.items():
|
||||
abs_diff_pct = abs(data['difference_pct'])
|
||||
if abs_diff_pct >= min_percentage_diff:
|
||||
opportunity = {
|
||||
'market': market,
|
||||
'flextrade_price': data['flextrade_price'],
|
||||
'binance_price': data['binance_price'],
|
||||
'difference_pct': data['difference_pct'],
|
||||
'action': 'buy_flextrade_sell_binance' if data['difference_pct'] < 0 else 'buy_binance_sell_flextrade',
|
||||
'potential_profit_pct': abs_diff_pct
|
||||
}
|
||||
opportunities.append(opportunity)
|
||||
|
||||
# Sort by potential profit percentage (highest first)
|
||||
opportunities.sort(key=lambda x: x['potential_profit_pct'], reverse=True)
|
||||
return opportunities
|
||||
|
||||
if __name__ == '__main__':
|
||||
# Enable debug when running directly
|
||||
print("🚀 Starting market data collection with Binance price comparison...")
|
||||
print("📊 Number of FlexTrade markets being monitored:", len(MARKETS))
|
||||
print("🔗 Binance symbols mapped:", list(FLEXTRADE_TO_BINANCE_MAPPING.values()))
|
||||
print("=" * 80)
|
||||
market_info_loop(debug=True, include_binance=True)
|
||||
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"
|
||||
}
|
||||
]
|
||||
}
|
||||
271
order.py
Normal file
271
order.py
Normal file
@ -0,0 +1,271 @@
|
||||
import os
|
||||
import asyncio
|
||||
from flextrade.flextrade_client import Client
|
||||
from flextrade.constants.markets import BASE_MARKET_ETH_USD, BASE_MARKET_SOL_USD
|
||||
from flextrade.constants.common import ADDRESS_ZERO
|
||||
from flextrade.enum import Action
|
||||
from dotenv import load_dotenv
|
||||
|
||||
load_dotenv()
|
||||
|
||||
RPC_URL = os.getenv("RPC_URL")
|
||||
PRIVATE_KEY = os.getenv("PRIVATE_KEY")
|
||||
|
||||
|
||||
def create_market_order(account_id, market, action, size, is_reduce_only=False, referral_code=ADDRESS_ZERO):
|
||||
"""
|
||||
Create a market order synchronously
|
||||
|
||||
Args:
|
||||
account_id (int): Account ID to trade with
|
||||
market (str): Market to trade (e.g., BASE_MARKET_ETH_USD)
|
||||
action (Action): Action.BUY or Action.SELL
|
||||
size (float): Order size
|
||||
is_reduce_only (bool): Whether this is a reduce-only order
|
||||
referral_code (str): Referral code address
|
||||
|
||||
Returns:
|
||||
dict: Order result with transaction hash
|
||||
"""
|
||||
try:
|
||||
client = Client(
|
||||
eth_private_key=PRIVATE_KEY,
|
||||
rpc_url=RPC_URL
|
||||
)
|
||||
|
||||
result = client.private.create_market_order(
|
||||
account_id, market, action, size, is_reduce_only, referral_code
|
||||
)
|
||||
|
||||
# Safe action name handling
|
||||
action_name = action.name if hasattr(action, 'name') else ('BUY' if action else 'SELL')
|
||||
print(f'Market order created - Market: {market}, Action: {action_name}, Size: {size}')
|
||||
print(f'Transaction hash: {result["tx"].hex()}')
|
||||
|
||||
return result
|
||||
|
||||
except Exception as e:
|
||||
print(f"Error creating market order: {e}")
|
||||
return None
|
||||
|
||||
|
||||
def create_trigger_order(account_id, market, action, size, trigger_price, trigger_above=True, is_reduce_only=False):
|
||||
"""
|
||||
Create a trigger order synchronously
|
||||
|
||||
Args:
|
||||
account_id (int): Account ID to trade with
|
||||
market (str): Market to trade (e.g., BASE_MARKET_ETH_USD)
|
||||
action (Action): Action.BUY or Action.SELL
|
||||
size (float): Order size
|
||||
trigger_price (float): Price at which the order should trigger
|
||||
trigger_above (bool): True to trigger when price goes above, False for below
|
||||
is_reduce_only (bool): Whether this is a reduce-only order
|
||||
|
||||
Returns:
|
||||
dict: Order result with transaction hash and order details
|
||||
"""
|
||||
try:
|
||||
client = Client(
|
||||
eth_private_key=PRIVATE_KEY,
|
||||
rpc_url=RPC_URL
|
||||
)
|
||||
|
||||
result = client.private.create_trigger_order(
|
||||
account_id, market, action, size, trigger_price, trigger_above, is_reduce_only
|
||||
)
|
||||
|
||||
trigger_direction = "above" if trigger_above else "below"
|
||||
action_name = action.name if hasattr(action, 'name') else ('BUY' if action else 'SELL')
|
||||
print(f'Trigger order created - Market: {market}, Action: {action_name}, Size: {size}')
|
||||
print(f'Trigger: {trigger_direction} ${trigger_price:.2f}')
|
||||
print(f'Transaction hash: {result["tx"].hex()}')
|
||||
print(f'Order ID: {result["order"]["orderIndex"]}')
|
||||
|
||||
return result
|
||||
|
||||
except Exception as e:
|
||||
print(f"Error creating trigger order: {e}")
|
||||
return None
|
||||
|
||||
|
||||
def update_trigger_order(account_id, order_id, action, size, trigger_price, trigger_above=True, is_reduce_only=False, referral_code=ADDRESS_ZERO):
|
||||
"""
|
||||
Update an existing trigger order synchronously
|
||||
|
||||
Args:
|
||||
account_id (int): Account ID
|
||||
order_id (int): Order ID to update
|
||||
action (Action): Action.BUY or Action.SELL
|
||||
size (float): New order size
|
||||
trigger_price (float): New trigger price
|
||||
trigger_above (bool): True to trigger when price goes above, False for below
|
||||
is_reduce_only (bool): Whether this is a reduce-only order
|
||||
referral_code (str): Referral code address
|
||||
|
||||
Returns:
|
||||
dict: Updated order result with transaction hash
|
||||
"""
|
||||
try:
|
||||
client = Client(
|
||||
eth_private_key=PRIVATE_KEY,
|
||||
rpc_url=RPC_URL
|
||||
)
|
||||
|
||||
result = client.private.update_trigger_order(
|
||||
account_id, order_id, action, size, trigger_price, trigger_above, is_reduce_only, referral_code
|
||||
)
|
||||
|
||||
trigger_direction = "above" if trigger_above else "below"
|
||||
action_name = action.name if hasattr(action, 'name') else ('BUY' if action else 'SELL')
|
||||
print(f'Trigger order updated - Order ID: {order_id}, Action: {action_name}, Size: {size}')
|
||||
print(f'New trigger: {trigger_direction} ${trigger_price:.2f}')
|
||||
print(f'Transaction hash: {result["tx"].hex()}')
|
||||
|
||||
return result
|
||||
|
||||
except Exception as e:
|
||||
print(f"Error updating trigger order: {e}")
|
||||
return None
|
||||
|
||||
|
||||
def cancel_trigger_order(account_id, market, order_id):
|
||||
"""
|
||||
Cancel an existing trigger order synchronously
|
||||
|
||||
Args:
|
||||
account_id (int): Account ID
|
||||
market (str): Market constant
|
||||
order_id (int): Order ID to cancel
|
||||
|
||||
Returns:
|
||||
dict: Cancel result with transaction hash
|
||||
"""
|
||||
try:
|
||||
client = Client(
|
||||
eth_private_key=PRIVATE_KEY,
|
||||
rpc_url=RPC_URL
|
||||
)
|
||||
|
||||
result = client.private.cancel_trigger_order(
|
||||
account_id, market, order_id
|
||||
)
|
||||
|
||||
print(f'Trigger order cancelled - Order ID: {order_id}')
|
||||
print(f'Transaction hash: {result["tx"].hex()}')
|
||||
|
||||
return result
|
||||
|
||||
except Exception as e:
|
||||
print(f"Error cancelling trigger order: {e}")
|
||||
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():
|
||||
client = Client(
|
||||
eth_private_key=PRIVATE_KEY,
|
||||
rpc_url=RPC_URL
|
||||
)
|
||||
# create_market_order = client.private.create_market_order(
|
||||
# 0, BASE_MARKET_ETH_USD, Action.BUY, 10, False, ADDRESS_ZERO
|
||||
# )
|
||||
# print(f'Create market ETH/USD order tx: {create_market_order["tx"].hex()}\n')
|
||||
# await asyncio.sleep(8)
|
||||
|
||||
# create_order = client.private.create_trigger_order(
|
||||
# 0, BASE_MARKET_ETH_USD, Action.BUY, 20, 3000, True, False)
|
||||
# print(f'Create ETH/USD order tx: {create_order["tx"].hex()} id: {create_order["order"]["orderIndex"]}\n')
|
||||
# await asyncio.sleep(8)
|
||||
|
||||
# update_order = client.private.update_trigger_order(
|
||||
# 0, create_order["order"]["orderIndex"], Action.SELL, 5, 2700, True, False, ADDRESS_ZERO)
|
||||
# print(f'Update ETH/USD order tx: {update_order["tx"].hex()} id: {update_order["order"]["orderIndex"]}\n')
|
||||
# await asyncio.sleep(20)
|
||||
|
||||
# cancel_order = client.private.cancel_trigger_order(
|
||||
# 0, BASE_MARKET_ETH_USD, update_order["order"]["orderIndex"])
|
||||
# print(f'Cancel ETH/USD order tx: {cancel_order["tx"].hex()} id: {cancel_order["order"]["orderIndex"]}\n')
|
||||
# await asyncio.sleep(8)
|
||||
|
||||
# # SOL
|
||||
# create_market_order = client.private.create_market_order(
|
||||
# 0, BASE_MARKET_SOL_USD, Action.BUY, 10, False, ADDRESS_ZERO
|
||||
# )
|
||||
# print(f'Create market SOL/USD order tx: {create_market_order["tx"].hex()}\n')
|
||||
# await asyncio.sleep(8)
|
||||
|
||||
list_orders = client.private.get_all_orders(1, BASE_MARKET_SOL_USD)
|
||||
|
||||
create_order = client.private.create_trigger_order(
|
||||
1, BASE_MARKET_SOL_USD, Action.BUY, 20, 3000, True, False)
|
||||
print(f'Create SOL/USD order tx: {create_order["tx"].hex()} id: {create_order["order"]["orderIndex"]}\n')
|
||||
await asyncio.sleep(8)
|
||||
|
||||
update_order = client.private.update_trigger_order(
|
||||
1, create_order["order"]["orderIndex"], Action.SELL, 5, 2700, True, False, ADDRESS_ZERO)
|
||||
print(f'Update SOL/USD order tx: {update_order["tx"].hex()} id: {update_order["order"]["orderIndex"]}\n')
|
||||
await asyncio.sleep(20)
|
||||
|
||||
cancel_order = client.private.cancel_trigger_order(
|
||||
1, BASE_MARKET_SOL_USD, update_order["order"]["orderIndex"])
|
||||
print(f'Cancel SOL/USD order tx: {cancel_order["tx"].hex()} id: {cancel_order["order"]["orderIndex"]}\n')
|
||||
await asyncio.sleep(8)
|
||||
|
||||
if __name__ == '__main__':
|
||||
asyncio.run(main())
|
||||
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())
|
||||
97
test_binance.py
Normal file
97
test_binance.py
Normal file
@ -0,0 +1,97 @@
|
||||
#!/usr/bin/env python3
|
||||
"""
|
||||
Test script for Binance API integration
|
||||
"""
|
||||
|
||||
import time
|
||||
from market import (
|
||||
get_binance_price,
|
||||
get_all_binance_prices,
|
||||
get_market_arbitrage_opportunities,
|
||||
FLEXTRADE_TO_BINANCE_MAPPING
|
||||
)
|
||||
|
||||
def test_single_binance_price():
|
||||
"""Test fetching a single price from Binance"""
|
||||
print("🧪 Testing single Binance price fetch...")
|
||||
|
||||
symbol = "SOLUSDC" # SOL-USD
|
||||
price = get_binance_price(symbol, debug=True)
|
||||
|
||||
if price:
|
||||
print(f"✅ Successfully fetched {symbol}: ${price:.4f}")
|
||||
else:
|
||||
print(f"❌ Failed to fetch price for {symbol}")
|
||||
|
||||
print("-" * 50)
|
||||
|
||||
def test_all_binance_prices():
|
||||
"""Test fetching all mapped Binance prices"""
|
||||
print("🧪 Testing all Binance prices fetch...")
|
||||
|
||||
prices = get_all_binance_prices(debug=True)
|
||||
|
||||
print(f"\n📊 Retrieved {len(prices)} prices:")
|
||||
for market, data in prices.items():
|
||||
print(f" {market}: ${data['price']:.4f} (via {data['binance_symbol']})")
|
||||
|
||||
print("-" * 50)
|
||||
|
||||
def test_price_comparison_simulation():
|
||||
"""Simulate price comparison with mock FlexTrade data"""
|
||||
print("🧪 Testing price comparison simulation...")
|
||||
|
||||
# Get real Binance prices
|
||||
binance_prices = get_all_binance_prices(debug=False)
|
||||
|
||||
# Create mock FlexTrade prices (slightly different for demonstration)
|
||||
mock_flextrade_prices = {}
|
||||
for market, binance_data in binance_prices.items():
|
||||
# Add 0.5% to 2% difference to simulate price variations
|
||||
import random
|
||||
price_modifier = random.uniform(0.995, 1.02) # -0.5% to +2%
|
||||
mock_price = binance_data['price'] * price_modifier
|
||||
|
||||
# Convert market name to FlexTrade format (remove hyphens)
|
||||
flextrade_market = market.replace('-', '')
|
||||
|
||||
mock_flextrade_prices[flextrade_market] = {
|
||||
'price': mock_price,
|
||||
'timestamp_str': binance_data['timestamp_str'],
|
||||
'source': 'flextrade_mock'
|
||||
}
|
||||
|
||||
# Import comparison function
|
||||
from market import compare_prices
|
||||
|
||||
print("\n📈 Price Comparison (Mock FlexTrade vs Real Binance):")
|
||||
comparison = compare_prices(mock_flextrade_prices, binance_prices, debug=True)
|
||||
|
||||
print(f"\n🔍 Found {len(comparison)} price comparisons")
|
||||
print("-" * 50)
|
||||
|
||||
def main():
|
||||
"""Run all tests"""
|
||||
print("🚀 Starting Binance API Integration Tests")
|
||||
print("=" * 80)
|
||||
|
||||
# Display mapping information
|
||||
print("📋 FlexTrade to Binance Symbol Mapping:")
|
||||
for ft_market, bn_symbol in FLEXTRADE_TO_BINANCE_MAPPING.items():
|
||||
print(f" {ft_market:<12} → {bn_symbol}")
|
||||
print("-" * 50)
|
||||
|
||||
# Run tests
|
||||
test_single_binance_price()
|
||||
time.sleep(1)
|
||||
|
||||
test_all_binance_prices()
|
||||
time.sleep(1)
|
||||
|
||||
test_price_comparison_simulation()
|
||||
|
||||
print("✅ All tests completed!")
|
||||
print("=" * 80)
|
||||
|
||||
if __name__ == '__main__':
|
||||
main()
|
||||
Reference in New Issue
Block a user