trade_executor, agent creator
This commit is contained in:
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__pycache__/trade_log.cpython-313.pyc
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BIN
__pycache__/trade_log.cpython-313.pyc
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@ -36,12 +36,12 @@
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"market_cap": 10637373991.458858
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},
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"TOTAL_market_cap_daily": {
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"datetime_utc": "2025-10-15 00:00:00",
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"market_cap": 3950478733651.1655
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"datetime_utc": "2025-10-16 00:00:00",
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"market_cap": 3849619103702.8604
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},
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"PUMP_market_cap": {
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"datetime_utc": "2025-10-14 21:02:30",
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"market_cap": 1454398647.593871
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},
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"summary_last_updated_utc": "2025-10-15T00:16:07.128221+00:00"
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"summary_last_updated_utc": "2025-10-16T00:16:09.640449+00:00"
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}
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@ -1,58 +1,43 @@
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{
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"sma_125d_eth": {
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"enabled": true,
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"script": "strategy_template.py",
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"parameters": {
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"coin": "ETH",
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"timeframe": "1D",
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"sma_period": 125
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}
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},
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"sma_cross_1": {
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"enabled": true,
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"script": "strategy_sma_cross.py",
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"parameters": {
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"coin": "ETH",
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"timeframe": "5m",
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"sma_period": 5,
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"rma_period": 10,
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"ema_period": 15
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"slow": 44,
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"fast": 7,
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"size": 0.0055
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}
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},
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"sma_cross_2": {
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"enabled": true,
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"enabled": false,
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"script": "strategy_sma_cross.py",
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"parameters": {
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"coin": "BTC",
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"timeframe": "5m",
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"sma_period": 5
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"sma_period": 5,
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"size": 0.0001
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}
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},
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"sma_125d_btc": {
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"enabled": true,
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"enabled": false,
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"script": "strategy_template.py",
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"parameters": {
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"coin": "BTC",
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"timeframe": "1D",
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"sma_period": 125
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"sma_period": 125,
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"size": 0.0001
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}
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},
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"sma_44d_btc": {
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"enabled": true,
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"enabled": false,
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"script": "strategy_template.py",
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"parameters": {
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"coin": "BTC",
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"timeframe": "1D",
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"sma_period": 44
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}
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},
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"sma_5m_eth": {
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"enabled": true,
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"script": "strategy_template.py",
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"parameters": {
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"coin": "ETH",
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"timeframe": "5m",
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"sma_period": 5
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"sma_period": 44,
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"size": 0.0001
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}
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}
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}
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@ -3,5 +3,5 @@
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"current_signal": "SELL",
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"last_signal_change_utc": "2025-10-14T00:00:00+00:00",
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"signal_price": 113026.0,
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"last_checked_utc": "2025-10-15T16:31:15.415923+00:00"
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"last_checked_utc": "2025-10-16T10:42:03.203292+00:00"
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}
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@ -3,5 +3,5 @@
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"current_signal": "BUY",
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"last_signal_change_utc": "2025-08-26T00:00:00+00:00",
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"signal_price": 4600.63,
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"last_checked_utc": "2025-10-15T16:31:15.411175+00:00"
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"last_checked_utc": "2025-10-15T17:35:17.663159+00:00"
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}
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@ -3,5 +3,5 @@
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"current_signal": "SELL",
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"last_signal_change_utc": "2025-10-14T00:00:00+00:00",
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"signal_price": 113026.0,
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"last_checked_utc": "2025-10-15T16:31:15.422945+00:00"
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"last_checked_utc": "2025-10-16T10:42:03.202977+00:00"
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}
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@ -1,7 +1,7 @@
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{
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"strategy_name": "sma_5m_eth",
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"current_signal": "BUY",
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"last_signal_change_utc": "2025-10-15T16:00:00+00:00",
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"signal_price": 3976.4,
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"last_checked_utc": "2025-10-15T16:30:15.367655+00:00"
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"current_signal": "SELL",
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"last_signal_change_utc": "2025-10-15T17:30:00+00:00",
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"signal_price": 3937.5,
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"last_checked_utc": "2025-10-15T17:35:05.035566+00:00"
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}
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@ -1,7 +1,7 @@
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{
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"strategy_name": "sma_cross_1",
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"current_signal": "BUY",
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"last_signal_change_utc": "2025-10-15T16:00:00+00:00",
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"signal_price": 3976.4,
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"last_checked_utc": "2025-10-15T16:30:15.368224+00:00"
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"last_signal_change_utc": "2025-10-16T09:40:00+00:00",
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"signal_price": 4013.6,
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"last_checked_utc": "2025-10-16T11:15:05.033673+00:00"
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}
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@ -1,7 +1,7 @@
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{
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"strategy_name": "sma_cross_2",
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"current_signal": "BUY",
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"last_signal_change_utc": "2025-10-15T16:25:00+00:00",
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"signal_price": 111016.0,
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"last_checked_utc": "2025-10-15T16:30:15.380563+00:00"
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"current_signal": "SELL",
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"last_signal_change_utc": "2025-10-16T10:30:00+00:00",
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"signal_price": 111342.0,
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"last_checked_utc": "2025-10-16T10:40:05.037771+00:00"
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}
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11
agents
11
agents
@ -1,3 +1,8 @@
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agent 001
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wallet: 0x7773833262f020c7979ec8aae38455c17ba4040c
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Private Key: 0x659326d719a4322244d6e7f28e7fa2780f034e9f6a342ef1919664817e6248df
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==================================================
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SAVE THESE SECURELY. This is what your bot will use.
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Name: trade_executor
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(Agent has a default long-term validity)
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🔑 Agent Private Key: 0xabed7379ec33253694eba50af8a392a88ea32b72b5f4f9cddceb0f5879428b69
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🏠 Agent Address: 0xcB262CeAaE5D8A99b713f87a43Dd18E6Be892739
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==================================================
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69
create_agent.py
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69
create_agent.py
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@ -0,0 +1,69 @@
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import os
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from eth_account import Account
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from hyperliquid.exchange import Exchange
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from hyperliquid.utils import constants
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from dotenv import load_dotenv
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from datetime import datetime, timedelta
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import json
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# Load environment variables from a .env file if it exists
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load_dotenv()
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def create_and_authorize_agent():
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"""
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Creates and authorizes a new agent key pair using your main wallet,
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following the correct SDK pattern.
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"""
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# --- STEP 1: Load your main wallet ---
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# This is the wallet that holds the funds and has been activated on Hyperliquid.
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main_wallet_private_key = os.environ.get("MAIN_WALLET_PRIVATE_KEY")
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if not main_wallet_private_key:
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main_wallet_private_key = input("Please enter the private key of your MAIN trading wallet: ")
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try:
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main_account = Account.from_key(main_wallet_private_key)
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print(f"\n✅ Loaded main wallet: {main_account.address}")
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except Exception as e:
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print(f"❌ Error: Invalid main wallet private key provided. Details: {e}")
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return
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# --- STEP 2: Initialize the Exchange with your MAIN account ---
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# This object is used to send the authorization transaction.
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exchange = Exchange(main_account, constants.MAINNET_API_URL, account_address=main_account.address)
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# --- STEP 3: Create and approve the agent with a specific name ---
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agent_name = "trade_executor"
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print(f"\n🔗 Authorizing a new agent named '{agent_name}'...")
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try:
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# --- FIX: Pass only the agent name string to the function ---
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approve_result, agent_private_key = exchange.approve_agent(agent_name)
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if approve_result.get("status") == "ok":
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# Derive the agent's public address from the key we received
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agent_account = Account.from_key(agent_private_key)
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print("\n🎉 SUCCESS! Agent has been authorized on-chain.")
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print("="*50)
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print("SAVE THESE SECURELY. This is what your bot will use.")
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print(f" Name: {agent_name}")
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print(f" (Agent has a default long-term validity)")
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print(f"🔑 Agent Private Key: {agent_private_key}")
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print(f"🏠 Agent Address: {agent_account.address}")
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print("="*50)
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print("\nYou can now set this private key as the AGENT_PRIVATE_KEY environment variable.")
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else:
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print("\n❌ ERROR: Agent authorization failed.")
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print(" Response:", approve_result)
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if "Vault may not perform this action" in str(approve_result):
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print("\n ACTION REQUIRED: This error means your main wallet (vault) has not been activated. "
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"Please go to the Hyperliquid website, connect this wallet, and make a deposit to activate it.")
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except Exception as e:
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print(f"\nAn unexpected error occurred during authorization: {e}")
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if __name__ == "__main__":
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create_and_authorize_agent()
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139
main_app.py
139
main_app.py
@ -25,6 +25,7 @@ DB_PATH = os.path.join("_data", "market_data.db")
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STATUS_FILE = os.path.join("_data", "fetcher_status.json")
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MARKET_CAP_SUMMARY_FILE = os.path.join("_data", "market_cap_data.json")
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LOGS_DIR = "_logs"
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TRADE_EXECUTOR_STATUS_FILE = os.path.join(LOGS_DIR, "trade_executor_status.json")
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def format_market_cap(mc_value):
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@ -81,11 +82,11 @@ def data_fetcher_scheduler():
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time.sleep(1)
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def run_resampler_job():
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def run_resampler_job(timeframes_to_generate: list):
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"""Defines the job for the resampler, redirecting output to a log file."""
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log_file = os.path.join(LOGS_DIR, "resampler.log")
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try:
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command = [sys.executable, RESAMPLER_SCRIPT, "--coins"] + WATCHED_COINS + ["--log-level", "off"]
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command = [sys.executable, RESAMPLER_SCRIPT, "--coins"] + WATCHED_COINS + ["--timeframes"] + timeframes_to_generate + ["--log-level", "off"]
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with open(log_file, 'a') as f:
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f.write(f"\n--- Starting resampler.py job at {datetime.now()} ---\n")
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subprocess.run(command, check=True, stdout=f, stderr=subprocess.STDOUT)
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@ -95,11 +96,11 @@ def run_resampler_job():
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f.write(f"Failed to run resampler.py job: {e}\n")
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def resampler_scheduler():
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def resampler_scheduler(timeframes_to_generate: list):
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"""Schedules the resampler.py script."""
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setup_logging('off', 'ResamplerScheduler')
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run_resampler_job()
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schedule.every(4).minutes.do(run_resampler_job)
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run_resampler_job(timeframes_to_generate)
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schedule.every(4).minutes.do(run_resampler_job, timeframes_to_generate)
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while True:
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schedule.run_pending()
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time.sleep(1)
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@ -152,6 +153,7 @@ class MainApp:
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self.prices = {}
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self.market_caps = {}
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self.last_db_update_info = "Initializing..."
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self.open_positions = {}
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self.background_processes = processes
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self.process_status = {}
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self.strategy_configs = strategy_configs
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@ -182,16 +184,30 @@ class MainApp:
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def read_strategy_statuses(self):
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"""Reads the status JSON file for each enabled strategy."""
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for name in self.strategy_configs.keys():
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status_file = os.path.join("_data", f"strategy_status_{name}.json")
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if os.path.exists(status_file):
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try:
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with open(status_file, 'r', encoding='utf-8') as f:
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self.strategy_statuses[name] = json.load(f)
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except (IOError, json.JSONDecodeError):
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self.strategy_statuses[name] = {"error": "Could not read status file."}
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else:
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self.strategy_statuses[name] = {"current_signal": "Initializing..."}
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enabled_statuses = {}
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for name, config in self.strategy_configs.items():
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if config.get("enabled", False):
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status_file = os.path.join("_data", f"strategy_status_{name}.json")
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if os.path.exists(status_file):
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try:
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with open(status_file, 'r', encoding='utf-8') as f:
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enabled_statuses[name] = json.load(f)
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except (IOError, json.JSONDecodeError):
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enabled_statuses[name] = {"error": "Could not read status file."}
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else:
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enabled_statuses[name] = {"current_signal": "Initializing..."}
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self.strategy_statuses = enabled_statuses
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def read_executor_status(self):
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"""Reads the live status file from the trade executor."""
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if os.path.exists(TRADE_EXECUTOR_STATUS_FILE):
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try:
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with open(TRADE_EXECUTOR_STATUS_FILE, 'r', encoding='utf-8') as f:
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self.open_positions = json.load(f)
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except (IOError, json.JSONDecodeError):
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logging.debug("Could not read trade executor status file.")
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else:
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self.open_positions = {}
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def get_overall_db_status(self):
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@ -227,12 +243,11 @@ class MainApp:
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"""Displays a formatted dashboard with side-by-side tables."""
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print("\x1b[H\x1b[J", end="") # Clear screen
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# --- Build Left Table (Market Dashboard) ---
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left_table_lines = []
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left_table_width = 44
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left_table_lines.append("--- Market Dashboard ---\t\t")
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left_table_lines.append("--- Market Dashboard ---")
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left_table_lines.append("-" * left_table_width)
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left_table_lines.append(f"{'#':^2} | {'Coin':^6} | {'Live Price':>10} | {'Market Cap':>15} |")
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left_table_lines.append(f"{'#':<2} | {'Coin':^6} | {'Live Price':>10} | {'Market Cap':>15} |")
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left_table_lines.append("-" * left_table_width)
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for i, coin in enumerate(self.watched_coins, 1):
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price = self.prices.get(coin, "Loading...")
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@ -241,12 +256,11 @@ class MainApp:
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left_table_lines.append(f"{i:<2} | {coin:^6} | {price:>10} | {formatted_mc:>15} |")
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left_table_lines.append("-" * left_table_width)
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# --- Build Right Table (Strategy Status) ---
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right_table_lines = []
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right_table_width = 148
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right_table_width = 154
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right_table_lines.append("--- Strategy Status ---")
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right_table_lines.append("-" * right_table_width)
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right_table_lines.append(f"{'#':<2} | {'Strategy Name':<25} | {'Coin':^6} | {'Signal':<8} | {'Signal Price':>12} | {'Last Change (Local)':>22} | {'TF':^5} | {'Parameters':<45} |")
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right_table_lines.append(f"{'#':^2} | {'Strategy Name':<25} | {'Coin':^6} | {'Signal':^8} | {'Signal Price':>12} | {'Last Change':>17} | {'TF':^5} | {'Size':^8} | {'Parameters':<45} |")
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right_table_lines.append("-" * right_table_width)
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for i, (name, status) in enumerate(self.strategy_statuses.items(), 1):
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signal = status.get('current_signal', 'N/A')
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@ -255,7 +269,6 @@ class MainApp:
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last_change = status.get('last_signal_change_utc')
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last_change_display = 'Never'
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if last_change:
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# Convert UTC timestamp from file to local time for display
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dt_utc = datetime.fromisoformat(last_change.replace('Z', '+00:00')).replace(tzinfo=timezone.utc)
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dt_local = dt_utc.astimezone(None)
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last_change_display = dt_local.strftime('%Y-%m-%d %H:%M')
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@ -263,14 +276,14 @@ class MainApp:
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config_params = self.strategy_configs.get(name, {}).get('parameters', {})
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coin = config_params.get('coin', 'N/A')
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timeframe = config_params.get('timeframe', 'N/A')
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size = config_params.get('size', 'N/A')
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other_params = {k: v for k, v in config_params.items() if k not in ['coin', 'timeframe']}
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other_params = {k: v for k, v in config_params.items() if k not in ['coin', 'timeframe', 'size']}
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params_str = ", ".join([f"{k}={v}" for k, v in other_params.items()])
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right_table_lines.append(f"{i:^2} | {name:<25} | {coin:^6} | {signal:<8} | {price_display:>12} | {last_change_display:>22} | {timeframe:^5} | {params_str:<45} |")
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right_table_lines.append(f"{i:^2} | {name:<25} | {coin:^6} | {signal:^8} | {price_display:>12} | {last_change_display:>17} | {timeframe:^5} | {size:>8} | {params_str:<45} |")
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right_table_lines.append("-" * right_table_width)
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# --- Combine Tables Side-by-Side ---
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output_lines = []
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max_rows = max(len(left_table_lines), len(right_table_lines))
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separator = " "
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@ -280,8 +293,43 @@ class MainApp:
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right_part = indent + right_table_lines[i] if i < len(right_table_lines) else ""
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||||
output_lines.append(f"{left_part}{separator}{right_part}")
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||||
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||||
# --- Add Bottom Sections ---
|
||||
output_lines.append(f"\nDB Status: Last update -> {self.last_db_update_info}")
|
||||
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output_lines.append("\n--- Open Positions ---")
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||||
pos_table_width = 100
|
||||
output_lines.append("-" * pos_table_width)
|
||||
output_lines.append(f"{'Account':<10} | {'Coin':<6} | {'Size':>15} | {'Entry Price':>12} | {'Mark Price':>12} | {'PNL':>15} | {'Leverage':>10} |")
|
||||
output_lines.append("-" * pos_table_width)
|
||||
|
||||
perps_positions = self.open_positions.get('perpetuals_account', {}).get('open_positions', [])
|
||||
spot_positions = self.open_positions.get('spot_account', {}).get('positions', [])
|
||||
|
||||
if not perps_positions and not spot_positions:
|
||||
output_lines.append("No open positions found.")
|
||||
else:
|
||||
for pos in perps_positions:
|
||||
# --- FIX: Safely handle potentially None values before formatting ---
|
||||
try:
|
||||
pnl = float(pos.get('pnl', 0.0))
|
||||
pnl_str = f"${pnl:,.2f}"
|
||||
except (ValueError, TypeError):
|
||||
pnl_str = "Error"
|
||||
|
||||
coin = pos.get('coin') or '-'
|
||||
size = pos.get('size') or '-'
|
||||
entry_price = pos.get('entry_price') or '-'
|
||||
mark_price = pos.get('mark_price') or '-'
|
||||
leverage = pos.get('leverage') or '-'
|
||||
|
||||
output_lines.append(f"{'Perps':<10} | {coin:<6} | {size:>15} | {entry_price:>12} | {mark_price:>12} | {pnl_str:>15} | {leverage:>10} |")
|
||||
|
||||
for pos in spot_positions:
|
||||
pnl = pos.get('pnl', 'N/A')
|
||||
coin = pos.get('coin') or '-'
|
||||
balance_size = pos.get('balance_size') or '-'
|
||||
output_lines.append(f"{'Spot':<10} | {coin:<6} | {balance_size:>15} | {'-':>12} | {'-':>12} | {pnl:>15} | {'-':>10} |")
|
||||
output_lines.append("-" * pos_table_width)
|
||||
|
||||
output_lines.append("\n--- Background Processes ---")
|
||||
for name, status in self.process_status.items():
|
||||
output_lines.append(f"{name:<25}: {status}")
|
||||
@ -297,6 +345,7 @@ class MainApp:
|
||||
self.read_market_caps()
|
||||
self.get_overall_db_status()
|
||||
self.read_strategy_statuses()
|
||||
self.read_executor_status()
|
||||
self.check_process_status()
|
||||
self.display_dashboard()
|
||||
time.sleep(2)
|
||||
@ -318,25 +367,37 @@ if __name__ == "__main__":
|
||||
processes = {}
|
||||
strategy_configs = {}
|
||||
|
||||
processes["Market Feeder"] = multiprocessing.Process(target=run_market_feeder, daemon=True)
|
||||
processes["Data Fetcher"] = multiprocessing.Process(target=data_fetcher_scheduler, daemon=True)
|
||||
processes["Resampler"] = multiprocessing.Process(target=resampler_scheduler, daemon=True)
|
||||
processes["Market Cap Fetcher"] = multiprocessing.Process(target=market_cap_fetcher_scheduler, daemon=True)
|
||||
|
||||
try:
|
||||
with open(STRATEGY_CONFIG_FILE, 'r') as f:
|
||||
strategy_configs = json.load(f)
|
||||
for name, config in strategy_configs.items():
|
||||
if config.get("enabled", False):
|
||||
if not os.path.exists(config['script']):
|
||||
logging.error(f"Strategy script '{config['script']}' for strategy '{name}' not found. Skipping.")
|
||||
continue
|
||||
proc = multiprocessing.Process(target=run_strategy, args=(name, config), daemon=True)
|
||||
processes[f"Strategy: {name}"] = proc
|
||||
except (FileNotFoundError, json.JSONDecodeError) as e:
|
||||
logging.error(f"Could not load strategies from '{STRATEGY_CONFIG_FILE}': {e}")
|
||||
sys.exit(1)
|
||||
|
||||
required_timeframes = set()
|
||||
for name, config in strategy_configs.items():
|
||||
if config.get("enabled", False):
|
||||
tf = config.get("parameters", {}).get("timeframe")
|
||||
if tf:
|
||||
required_timeframes.add(tf)
|
||||
|
||||
if not required_timeframes:
|
||||
logging.warning("No timeframes required by any enabled strategy. Resampler will not run effectively.")
|
||||
|
||||
|
||||
processes["Market Feeder"] = multiprocessing.Process(target=run_market_feeder, daemon=True)
|
||||
processes["Data Fetcher"] = multiprocessing.Process(target=data_fetcher_scheduler, daemon=True)
|
||||
processes["Resampler"] = multiprocessing.Process(target=resampler_scheduler, args=(list(required_timeframes),), daemon=True)
|
||||
processes["Market Cap Fetcher"] = multiprocessing.Process(target=market_cap_fetcher_scheduler, daemon=True)
|
||||
|
||||
for name, config in strategy_configs.items():
|
||||
if config.get("enabled", False):
|
||||
if not os.path.exists(config['script']):
|
||||
logging.error(f"Strategy script '{config['script']}' for strategy '{name}' not found. Skipping.")
|
||||
continue
|
||||
proc = multiprocessing.Process(target=run_strategy, args=(name, config), daemon=True)
|
||||
processes[f"Strategy: {name}"] = proc
|
||||
|
||||
# Launch all processes
|
||||
for name, proc in processes.items():
|
||||
logging.info(f"Starting process '{name}'...")
|
||||
proc.start()
|
||||
|
||||
111
resampler.py
111
resampler.py
@ -5,7 +5,8 @@ import sys
|
||||
import sqlite3
|
||||
import pandas as pd
|
||||
import json
|
||||
from datetime import datetime, timezone
|
||||
from datetime import datetime, timezone, timedelta
|
||||
import time
|
||||
|
||||
# Assuming logging_utils.py is in the same directory
|
||||
from logging_utils import setup_logging
|
||||
@ -14,6 +15,7 @@ class Resampler:
|
||||
"""
|
||||
Reads 1-minute candle data directly from the SQLite database, resamples
|
||||
it to various timeframes, and stores the results back in the database.
|
||||
This script is designed to run continuously as a self-scheduling service.
|
||||
"""
|
||||
|
||||
def __init__(self, log_level: str, coins: list, timeframes: dict):
|
||||
@ -30,27 +32,19 @@ class Resampler:
|
||||
'volume': 'sum',
|
||||
'number_of_trades': 'sum'
|
||||
}
|
||||
self.resampling_status = self._load_existing_status()
|
||||
self.resampling_status = {}
|
||||
|
||||
def _load_existing_status(self) -> dict:
|
||||
"""Loads the existing status file if it exists, otherwise returns an empty dict."""
|
||||
if os.path.exists(self.status_file_path):
|
||||
try:
|
||||
with open(self.status_file_path, 'r', encoding='utf-8') as f:
|
||||
logging.info(f"Loading existing status from '{self.status_file_path}'")
|
||||
return json.load(f)
|
||||
except (IOError, json.JSONDecodeError) as e:
|
||||
logging.warning(f"Could not read existing status file. Starting fresh. Error: {e}")
|
||||
return {}
|
||||
|
||||
def run(self):
|
||||
def _execute_resampling_job(self):
|
||||
"""
|
||||
Main execution function to process all configured coins and update the database.
|
||||
"""
|
||||
if not os.path.exists(self.db_path):
|
||||
logging.error(f"Database file '{self.db_path}' not found. "
|
||||
"Please run the data fetcher script first.")
|
||||
sys.exit(1)
|
||||
return # Don't exit, just wait for the next cycle
|
||||
|
||||
# Load the latest status file at the start of each job
|
||||
self.resampling_status = self._load_existing_status()
|
||||
|
||||
with sqlite3.connect(self.db_path) as conn:
|
||||
conn.execute("PRAGMA journal_mode=WAL;")
|
||||
@ -109,7 +103,40 @@ class Resampler:
|
||||
logging.error(f"Failed to process coin '{coin}': {e}")
|
||||
|
||||
self._save_status()
|
||||
logging.info("--- Resampling process complete ---")
|
||||
logging.info("--- Resampling job complete ---")
|
||||
|
||||
def run_periodically(self):
|
||||
"""Runs the resampling job at every 5-minute mark of the hour (00, 05, 10...)."""
|
||||
logging.info("Resampler started. Waiting for the first scheduled run...")
|
||||
while True:
|
||||
# 1. Calculate sleep time
|
||||
now = datetime.now(timezone.utc)
|
||||
# Calculate how many minutes past the last 5-minute mark we are
|
||||
minutes_past_mark = now.minute % 5
|
||||
seconds_past_mark = minutes_past_mark * 60 + now.second + (now.microsecond / 1_000_000)
|
||||
|
||||
# The total interval is 5 minutes (300 seconds)
|
||||
sleep_duration = 300 - seconds_past_mark
|
||||
|
||||
# Add a small buffer to ensure the candle data is ready
|
||||
sleep_duration += 5
|
||||
|
||||
logging.info(f"Next resampling run in {sleep_duration:.2f} seconds.")
|
||||
time.sleep(sleep_duration)
|
||||
|
||||
# 2. Execute the job
|
||||
logging.info("Scheduled time reached. Starting resampling job...")
|
||||
self._execute_resampling_job()
|
||||
|
||||
def _load_existing_status(self) -> dict:
|
||||
"""Loads the existing status file if it exists, otherwise returns an empty dict."""
|
||||
if os.path.exists(self.status_file_path):
|
||||
try:
|
||||
with open(self.status_file_path, 'r', encoding='utf-8') as f:
|
||||
return json.load(f)
|
||||
except (IOError, json.JSONDecodeError) as e:
|
||||
logging.warning(f"Could not read existing status file. Starting fresh. Error: {e}")
|
||||
return {}
|
||||
|
||||
def _save_status(self):
|
||||
"""Saves the final resampling status to a JSON file."""
|
||||
@ -138,7 +165,6 @@ def parse_timeframes(tf_strings: list) -> dict:
|
||||
if unit == 'm':
|
||||
code = f"{numeric_part}min"
|
||||
elif unit == 'w':
|
||||
# --- FIX: Use uppercase 'W' for weeks to avoid deprecation warning ---
|
||||
code = f"{numeric_part}W"
|
||||
elif unit in ['h', 'd']:
|
||||
code = f"{numeric_part}{unit}"
|
||||
@ -151,39 +177,30 @@ def parse_timeframes(tf_strings: list) -> dict:
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
parser = argparse.ArgumentParser(description="Resample 1-minute candle data from SQLite to other timeframes.")
|
||||
parser.add_argument(
|
||||
"--coins",
|
||||
nargs='+',
|
||||
default=["BTC", "ETH", "SOL", "BNB", "HYPE", "ASTER", "ZEC", "PUMP", "SUI"],
|
||||
help="List of coins to process."
|
||||
)
|
||||
parser.add_argument(
|
||||
"--timeframes",
|
||||
nargs='+',
|
||||
default=['4m', '5m', '15m', '30m', '37m', '148m', '4h', '12h', '1d', '1w'],
|
||||
help="List of timeframes to generate (e.g., 5m 1h 1d)."
|
||||
)
|
||||
parser.add_argument(
|
||||
"--timeframe",
|
||||
dest="timeframes",
|
||||
nargs='+',
|
||||
help=argparse.SUPPRESS
|
||||
)
|
||||
parser.add_argument(
|
||||
"--log-level",
|
||||
default="normal",
|
||||
choices=['off', 'normal', 'debug'],
|
||||
help="Set the logging level for the script."
|
||||
)
|
||||
args = parser.parse_args()
|
||||
# The script now runs as a long-running service, loading its config from a file.
|
||||
CONFIG_FILE = "resampler_conf.json"
|
||||
try:
|
||||
with open(CONFIG_FILE, 'r') as f:
|
||||
config = json.load(f)
|
||||
coins = config.get("coins", [])
|
||||
timeframes_list = config.get("timeframes", [])
|
||||
except (FileNotFoundError, json.JSONDecodeError) as e:
|
||||
print(f"FATAL: Could not load '{CONFIG_FILE}'. Please ensure it exists and is valid. Error: {e}")
|
||||
sys.exit(1)
|
||||
|
||||
# Use a basic log level until the class is initialized
|
||||
setup_logging('normal', 'Resampler')
|
||||
|
||||
timeframes_dict = parse_timeframes(args.timeframes)
|
||||
timeframes_dict = parse_timeframes(timeframes_list)
|
||||
|
||||
resampler = Resampler(
|
||||
log_level=args.log_level,
|
||||
coins=args.coins,
|
||||
log_level='normal',
|
||||
coins=coins,
|
||||
timeframes=timeframes_dict
|
||||
)
|
||||
resampler.run()
|
||||
|
||||
try:
|
||||
resampler.run_periodically()
|
||||
except KeyboardInterrupt:
|
||||
logging.info("Resampler process stopped.")
|
||||
|
||||
|
||||
216
trade_executor.py
Normal file
216
trade_executor.py
Normal file
@ -0,0 +1,216 @@
|
||||
import argparse
|
||||
import logging
|
||||
import os
|
||||
import sys
|
||||
import json
|
||||
import time
|
||||
from datetime import datetime
|
||||
|
||||
from eth_account import Account
|
||||
from hyperliquid.exchange import Exchange
|
||||
from hyperliquid.info import Info
|
||||
from hyperliquid.utils import constants
|
||||
from dotenv import load_dotenv
|
||||
|
||||
from logging_utils import setup_logging
|
||||
from trade_log import log_trade
|
||||
|
||||
# Load environment variables from a .env file
|
||||
load_dotenv()
|
||||
|
||||
class TradeExecutor:
|
||||
"""
|
||||
Monitors strategy signals, executes trades, logs all trade actions to a
|
||||
persistent CSV, and maintains a live JSON status of the account.
|
||||
"""
|
||||
|
||||
def __init__(self, log_level: str):
|
||||
setup_logging(log_level, 'TradeExecutor')
|
||||
|
||||
agent_pk = os.environ.get("AGENT_PRIVATE_KEY")
|
||||
if not agent_pk:
|
||||
logging.error("AGENT_PRIVATE_KEY environment variable not set. Cannot execute trades.")
|
||||
sys.exit(1)
|
||||
|
||||
self.vault_address = os.environ.get("MAIN_WALLET_ADDRESS")
|
||||
if not self.vault_address:
|
||||
logging.error("MAIN_WALLET_ADDRESS environment variable not set. Cannot query account state.")
|
||||
sys.exit(1)
|
||||
|
||||
self.account = Account.from_key(agent_pk)
|
||||
logging.info(f"Trade Executor initialized. Agent: {self.account.address}, Vault: {self.vault_address}")
|
||||
|
||||
self.exchange = Exchange(self.account, constants.MAINNET_API_URL, account_address=self.vault_address)
|
||||
self.info = Info(constants.MAINNET_API_URL, skip_ws=True)
|
||||
|
||||
strategy_config_path = os.path.join("_data", "strategies.json")
|
||||
try:
|
||||
with open(strategy_config_path, 'r') as f:
|
||||
self.strategy_configs = {name: config for name, config in json.load(f).items() if config.get("enabled")}
|
||||
logging.info(f"Loaded {len(self.strategy_configs)} enabled strategies.")
|
||||
except (FileNotFoundError, json.JSONDecodeError) as e:
|
||||
logging.error(f"Could not load strategies from '{strategy_config_path}': {e}")
|
||||
sys.exit(1)
|
||||
|
||||
self.status_file_path = os.path.join("_logs", "trade_executor_status.json")
|
||||
|
||||
def _save_executor_status(self, perpetuals_state, spot_state, all_market_contexts):
|
||||
"""Saves the current balances and open positions from both accounts to a live status file."""
|
||||
status = {
|
||||
"last_updated_utc": datetime.now().isoformat(),
|
||||
"perpetuals_account": {
|
||||
"balances": {},
|
||||
"open_positions": []
|
||||
},
|
||||
"spot_account": {
|
||||
"positions": []
|
||||
}
|
||||
}
|
||||
|
||||
margin_summary = perpetuals_state.get("marginSummary", {})
|
||||
status["perpetuals_account"]["balances"] = {
|
||||
"account_value": margin_summary.get("accountValue"),
|
||||
"total_margin_used": margin_summary.get("totalMarginUsed"),
|
||||
"withdrawable": margin_summary.get("withdrawable")
|
||||
}
|
||||
|
||||
asset_positions = perpetuals_state.get("assetPositions", [])
|
||||
for asset_pos in asset_positions:
|
||||
pos = asset_pos.get('position', {})
|
||||
if float(pos.get('szi', 0)) != 0:
|
||||
position_value = float(pos.get('positionValue', 0))
|
||||
margin_used = float(pos.get('marginUsed', 0))
|
||||
leverage = 0
|
||||
if margin_used > 0:
|
||||
leverage = position_value / margin_used
|
||||
|
||||
position_info = {
|
||||
"coin": pos.get('coin'),
|
||||
"size": pos.get('szi'),
|
||||
"position_value": pos.get('positionValue'),
|
||||
"entry_price": pos.get('entryPx'),
|
||||
"mark_price": pos.get('markPx'),
|
||||
"pnl": pos.get('unrealizedPnl'),
|
||||
"liq_price": pos.get('liquidationPx'),
|
||||
"margin": pos.get('marginUsed'),
|
||||
"funding": pos.get('fundingRate'),
|
||||
"leverage": f"{leverage:.1f}x"
|
||||
}
|
||||
status["perpetuals_account"]["open_positions"].append(position_info)
|
||||
|
||||
price_map = {
|
||||
asset.get("universe", {}).get("name"): asset.get("markPx")
|
||||
for asset in all_market_contexts
|
||||
if asset.get("universe", {}).get("name")
|
||||
}
|
||||
|
||||
spot_balances = spot_state.get("balances", [])
|
||||
for bal in spot_balances:
|
||||
total_balance = float(bal.get('total', 0))
|
||||
if total_balance > 0:
|
||||
coin = bal.get('coin')
|
||||
mark_price = float(price_map.get(coin, 0))
|
||||
|
||||
balance_info = {
|
||||
"coin": coin,
|
||||
"balance_size": total_balance,
|
||||
"position_value": total_balance * mark_price,
|
||||
"pnl": "N/A"
|
||||
}
|
||||
status["spot_account"]["positions"].append(balance_info)
|
||||
|
||||
try:
|
||||
with open(self.status_file_path, 'w', encoding='utf-8') as f:
|
||||
json.dump(status, f, indent=4)
|
||||
logging.debug(f"Successfully updated live executor status at '{self.status_file_path}'")
|
||||
except IOError as e:
|
||||
logging.error(f"Failed to write live executor status file: {e}")
|
||||
|
||||
def run(self):
|
||||
"""The main execution loop."""
|
||||
logging.info("Starting Trade Executor loop...")
|
||||
while True:
|
||||
try:
|
||||
perpetuals_state = self.info.user_state(self.vault_address)
|
||||
spot_state = self.info.spot_user_state(self.vault_address)
|
||||
meta, asset_contexts = self.info.meta_and_asset_ctxs()
|
||||
|
||||
open_positions = {}
|
||||
for asset_pos in perpetuals_state.get('assetPositions', []):
|
||||
pos_details = asset_pos.get('position', {})
|
||||
if float(pos_details.get('szi', 0)) != 0:
|
||||
open_positions[pos_details.get('coin')] = pos_details
|
||||
|
||||
self._save_executor_status(perpetuals_state, spot_state, asset_contexts)
|
||||
|
||||
for name, config in self.strategy_configs.items():
|
||||
coin = config['parameters'].get('coin')
|
||||
# --- FIX: Read the 'size' parameter from the strategy config ---
|
||||
size = config['parameters'].get('size')
|
||||
|
||||
status_file = os.path.join("_data", f"strategy_status_{name}.json")
|
||||
|
||||
if not os.path.exists(status_file):
|
||||
continue
|
||||
|
||||
with open(status_file, 'r') as f:
|
||||
status = json.load(f)
|
||||
|
||||
signal = status.get('current_signal')
|
||||
has_position = coin in open_positions
|
||||
|
||||
if signal == "BUY":
|
||||
if not has_position:
|
||||
if not size:
|
||||
logging.error(f"[{name}] 'size' parameter not defined in strategies.json. Skipping trade.")
|
||||
continue
|
||||
|
||||
# --- Using the 'size' from config for all BUY signals ---
|
||||
logging.warning(f"[{name}] SIGNAL: BUY for {coin}. ACTION: Opening new long position of size {size}.")
|
||||
|
||||
# Placeholder for live trading logic
|
||||
# self.exchange.market_open(coin, True, size, None, 0.01)
|
||||
|
||||
price = status.get('signal_price', 0)
|
||||
log_trade(strategy=name, coin=coin, action="OPEN_LONG", price=price, size=size, signal=signal)
|
||||
|
||||
elif signal == "SELL":
|
||||
if has_position:
|
||||
position_details = open_positions[coin]
|
||||
position_size = float(position_details.get('szi', 0))
|
||||
|
||||
# Only close if it's a long position. Short logic would go here.
|
||||
if position_size > 0:
|
||||
logging.warning(f"[{name}] SIGNAL: SELL for {coin}. ACTION: Closing existing long position.")
|
||||
|
||||
# Placeholder for live trading logic
|
||||
# self.exchange.market_close(coin)
|
||||
|
||||
price = float(position_details.get('markPx', 0))
|
||||
pnl = float(position_details.get('unrealizedPnl', 0))
|
||||
log_trade(strategy=name, coin=coin, action="CLOSE_LONG", price=price, size=position_size, signal=signal, pnl=pnl)
|
||||
else:
|
||||
logging.info(f"[{name}] SIGNAL: {signal} for {coin}. ACTION: No trade needed (Position: {'Open' if has_position else 'None'}).")
|
||||
|
||||
except Exception as e:
|
||||
logging.error(f"An error occurred in the main executor loop: {e}")
|
||||
|
||||
time.sleep(15)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
parser = argparse.ArgumentParser(description="Run the Trade Executor.")
|
||||
parser.add_argument(
|
||||
"--log-level",
|
||||
default="normal",
|
||||
choices=['off', 'normal', 'debug'],
|
||||
help="Set the logging level for the script."
|
||||
)
|
||||
args = parser.parse_args()
|
||||
|
||||
executor = TradeExecutor(log_level=args.log_level)
|
||||
try:
|
||||
executor.run()
|
||||
except KeyboardInterrupt:
|
||||
logging.info("Trade Executor stopped.")
|
||||
|
||||
55
trade_log.py
Normal file
55
trade_log.py
Normal file
@ -0,0 +1,55 @@
|
||||
import os
|
||||
import csv
|
||||
from datetime import datetime, timezone
|
||||
import threading
|
||||
|
||||
# A lock to prevent race conditions when multiple strategies might log at once in the future
|
||||
log_lock = threading.Lock()
|
||||
|
||||
def log_trade(strategy: str, coin: str, action: str, price: float, size: float, signal: str, pnl: float = 0.0):
|
||||
"""
|
||||
Appends a record of a trade action to a persistent CSV log file.
|
||||
|
||||
Args:
|
||||
strategy (str): The name of the strategy that triggered the action.
|
||||
coin (str): The coin being traded (e.g., 'BTC').
|
||||
action (str): The action taken (e.g., 'OPEN_LONG', 'CLOSE_LONG').
|
||||
price (float): The execution price of the trade.
|
||||
size (float): The size of the trade.
|
||||
signal (str): The signal that triggered the trade (e.g., 'BUY', 'SELL').
|
||||
pnl (float, optional): The realized profit and loss for closing trades. Defaults to 0.0.
|
||||
"""
|
||||
log_dir = "_logs"
|
||||
file_path = os.path.join(log_dir, "trade_history.csv")
|
||||
|
||||
# Ensure the logs directory exists
|
||||
if not os.path.exists(log_dir):
|
||||
os.makedirs(log_dir)
|
||||
|
||||
# Define the headers for the CSV file
|
||||
headers = ["timestamp_utc", "strategy", "coin", "action", "price", "size", "signal", "pnl"]
|
||||
|
||||
# Check if the file needs a header
|
||||
file_exists = os.path.isfile(file_path)
|
||||
|
||||
with log_lock:
|
||||
try:
|
||||
with open(file_path, 'a', newline='', encoding='utf-8') as f:
|
||||
writer = csv.DictWriter(f, fieldnames=headers)
|
||||
|
||||
if not file_exists:
|
||||
writer.writeheader()
|
||||
|
||||
writer.writerow({
|
||||
"timestamp_utc": datetime.now(timezone.utc).isoformat(),
|
||||
"strategy": strategy,
|
||||
"coin": coin,
|
||||
"action": action,
|
||||
"price": price,
|
||||
"size": size,
|
||||
"signal": signal,
|
||||
"pnl": pnl
|
||||
})
|
||||
except IOError as e:
|
||||
# If logging fails, print an error to the main console as a fallback.
|
||||
print(f"CRITICAL: Failed to write to trade log file: {e}")
|
||||
Reference in New Issue
Block a user