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fixed hedge_status.json

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DiTus
2025-12-14 22:11:36 +01:00
parent e31079cdbb
commit b85fcb8246
3 changed files with 113 additions and 32 deletions
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74
clp_hedger/clp_scalper_hedger.py
View File

@ -31,16 +31,16 @@ setup_logging("normal", "SCALPER_HEDGER")
# --- CONFIGURATION --- # --- CONFIGURATION ---
COIN_SYMBOL = "ETH" COIN_SYMBOL = "ETH"
CHECK_INTERVAL = 1 # Faster check for scalper CHECK_INTERVAL = 1 # Faster check for scalper
LEVERAGE = 5 LEVERAGE = 5 # 3x Leverage
STATUS_FILE = "hedge_status.json" STATUS_FILE = "hedge_status.json"
# --- STRATEGY ZONES (Percent of Range Width) --- # --- STRATEGY ZONES (Percent of Range Width) ---
# Bottom Hedge Zone: 0% to 15% -> Active Hedging # Bottom Hedge Zone: 0% to 15% -> Active Hedging
ZONE_BOTTOM_HEDGE_LIMIT = 0.1 ZONE_BOTTOM_HEDGE_LIMIT = 0.5
# Close Zone: 15% to 20% -> Close All Hedges (Flatten) # Close Zone: 15% to 20% -> Close All Hedges (Flatten)
ZONE_CLOSE_START = 0.18 ZONE_CLOSE_START = 0.51
ZONE_CLOSE_END = 0.20 ZONE_CLOSE_END = 0.52
# Middle Zone: 20% to 85% -> Idle (No new orders, keep existing) # Middle Zone: 20% to 85% -> Idle (No new orders, keep existing)
# Implied by gaps between other zones. # Implied by gaps between other zones.
@ -50,7 +50,7 @@ ZONE_TOP_HEDGE_START = 0.8
# --- ORDER SETTINGS --- # --- ORDER SETTINGS ---
PRICE_BUFFER_PCT = 0.0005 # 0.05% price move triggers order update PRICE_BUFFER_PCT = 0.0005 # 0.05% price move triggers order update
MIN_THRESHOLD_ETH = 0.005 # Minimum trade size in ETH MIN_THRESHOLD_ETH = 0.01 # Minimum trade size in ETH
MIN_ORDER_VALUE_USD = 10.0 # Minimum order value for API safety MIN_ORDER_VALUE_USD = 10.0 # Minimum order value for API safety
def get_active_automatic_position(): def get_active_automatic_position():
@ -67,25 +67,56 @@ def get_active_automatic_position():
return None return None
def update_position_zones_in_json(token_id, zones_data): def update_position_zones_in_json(token_id, zones_data):
"""Updates the active position in JSON with calculated zone prices.""" """Updates the active position in JSON with calculated zone prices and formats the entry."""
if not os.path.exists(STATUS_FILE): return if not os.path.exists(STATUS_FILE): return
try: try:
with open(STATUS_FILE, 'r') as f: with open(STATUS_FILE, 'r') as f:
data = json.load(f) data = json.load(f)
updated = False updated = False
for entry in data: for i, entry in enumerate(data):
if entry.get('type') == 'AUTOMATIC' and entry.get('status') == 'OPEN' and entry.get('token_id') == token_id: if entry.get('type') == 'AUTOMATIC' and entry.get('status') == 'OPEN' and entry.get('token_id') == token_id:
# Update keys
# Merge Zones
for k, v in zones_data.items(): for k, v in zones_data.items():
entry[k] = v entry[k] = v
# Format & Reorder
open_ts = entry.get('timestamp_open', int(time.time()))
opened_str = time.strftime('%H:%M %d/%m/%y', time.localtime(open_ts))
# Reconstruct Dict in Order
new_entry = {
"type": entry.get('type'),
"token_id": entry.get('token_id'),
"opened": opened_str,
"status": entry.get('status'),
"entry_price": round(entry.get('entry_price', 0), 2),
"target_value": round(entry.get('target_value', 0), 2),
# Amounts might be string or float or int. Ensure float.
"amount0_initial": round(float(entry.get('amount0_initial', 0)), 4),
"amount1_initial": round(float(entry.get('amount1_initial', 0)), 2),
"range_upper": round(entry.get('range_upper', 0), 2),
"zone_top_start_price": entry.get('zone_top_start_price'),
"zone_close_top_price": entry.get('zone_close_top_price'),
"zone_close_bottom_price": entry.get('zone_close_bottom_price'),
"zone_bottom_limit_price": entry.get('zone_bottom_limit_price'),
"range_lower": round(entry.get('range_lower', 0), 2),
"static_long": entry.get('static_long', 0.0),
"timestamp_open": open_ts,
"timestamp_close": entry.get('timestamp_close')
}
data[i] = new_entry
updated = True updated = True
break break
if updated: if updated:
with open(STATUS_FILE, 'w') as f: with open(STATUS_FILE, 'w') as f:
json.dump(data, f, indent=2) json.dump(data, f, indent=2)
logging.info(f"Updated JSON with Zone Prices for Position {token_id}") logging.info(f"Updated JSON with Formatted Zone Prices for Position {token_id}")
except Exception as e: except Exception as e:
logging.error(f"Error updating JSON zones: {e}") logging.error(f"Error updating JSON zones: {e}")
@ -124,7 +155,10 @@ class HyperliquidStrategy:
# Method 1: Use Amount0 (WETH) # Method 1: Use Amount0 (WETH)
if entry_amount0 > 0: if entry_amount0 > 0:
amount0_eth = entry_amount0 / 10**18 # If amount is huge (Wei), scale it. If small (ETH), use as is.
if entry_amount0 > 1000: amount0_eth = entry_amount0 / 10**18
else: amount0_eth = entry_amount0
denom0 = (1/sqrt_P) - (1/sqrt_Pb) denom0 = (1/sqrt_P) - (1/sqrt_Pb)
if denom0 > 0.00000001: if denom0 > 0.00000001:
self.L = amount0_eth / denom0 self.L = amount0_eth / denom0
@ -132,7 +166,9 @@ class HyperliquidStrategy:
# Method 2: Use Amount1 (USDC) # Method 2: Use Amount1 (USDC)
if self.L == 0.0 and entry_amount1 > 0: if self.L == 0.0 and entry_amount1 > 0:
amount1_usdc = entry_amount1 / 10**6 if entry_amount1 > 100000: amount1_usdc = entry_amount1 / 10**6
else: amount1_usdc = entry_amount1
denom1 = sqrt_P - sqrt_Pa denom1 = sqrt_P - sqrt_Pa
if denom1 > 0.00000001: if denom1 > 0.00000001:
self.L = amount1_usdc / denom1 self.L = amount1_usdc / denom1
@ -458,26 +494,26 @@ class ScalperHedger:
# Calculate Prices for Zones # Calculate Prices for Zones
zone_bottom_limit_price = clp_low_range + (range_width * ZONE_BOTTOM_HEDGE_LIMIT) zone_bottom_limit_price = clp_low_range + (range_width * ZONE_BOTTOM_HEDGE_LIMIT)
zone_close_start_price = clp_low_range + (range_width * ZONE_CLOSE_START) zone_close_bottom_price = clp_low_range + (range_width * ZONE_CLOSE_START)
zone_close_end_price = clp_low_range + (range_width * ZONE_CLOSE_END) zone_close_top_price = clp_low_range + (range_width * ZONE_CLOSE_END)
zone_top_start_price = clp_low_range + (range_width * ZONE_TOP_HEDGE_START) zone_top_start_price = clp_low_range + (range_width * ZONE_TOP_HEDGE_START)
# Update JSON with zone prices if missing # Update JSON with zone prices if missing
if 'zone_bottom_limit_price' not in active_pos: if 'zone_bottom_limit_price' not in active_pos:
update_position_zones_in_json(active_pos['token_id'], { update_position_zones_in_json(active_pos['token_id'], {
'zone_bottom_limit_price': zone_bottom_limit_price, 'zone_top_start_price': round(zone_top_start_price, 2),
'zone_close_start_price': zone_close_start_price, 'zone_close_top_price': round(zone_close_top_price, 2),
'zone_close_end_price': zone_close_end_price, 'zone_close_bottom_price': round(zone_close_bottom_price, 2),
'zone_top_start_price': zone_top_start_price 'zone_bottom_limit_price': round(zone_bottom_limit_price, 2)
}) })
# Check Zones # Check Zones
in_close_zone = (price >= zone_close_start_price and price <= zone_close_end_price) in_close_zone = (price >= zone_close_bottom_price and price <= zone_close_top_price)
in_hedge_zone = (price <= zone_bottom_limit_price) or (price >= zone_top_start_price) in_hedge_zone = (price <= zone_bottom_limit_price) or (price >= zone_top_start_price)
# --- Execute Logic --- # --- Execute Logic ---
if in_close_zone: if in_close_zone:
logging.info(f"ZONE: CLOSE ({price:.2f} in {zone_close_start_price:.2f}-{zone_close_end_price:.2f}). Closing all hedge positions.") logging.info(f"ZONE: CLOSE ({price:.2f} in {zone_close_bottom_price:.2f}-{zone_close_top_price:.2f}). Closing all hedge positions.")
self.close_all_positions() self.close_all_positions()
time.sleep(CHECK_INTERVAL) time.sleep(CHECK_INTERVAL)
continue continue

22
clp_hedger/hedge_status.json
View File

@ -360,7 +360,7 @@
{ {
"type": "AUTOMATIC", "type": "AUTOMATIC",
"token_id": 5157395, "token_id": 5157395,
"status": "OPEN", "status": "CLOSED",
"entry_price": 3079.3931567773757, "entry_price": 3079.3931567773757,
"range_lower": 3062.5442403757074, "range_lower": 3062.5442403757074,
"range_upper": 3093.3217751359653, "range_upper": 3093.3217751359653,
@ -369,10 +369,28 @@
"amount1_initial": 188975073, "amount1_initial": 188975073,
"static_long": 0.0, "static_long": 0.0,
"timestamp_open": 1765733564, "timestamp_open": 1765733564,
"timestamp_close": null, "timestamp_close": 1765736225,
"zone_bottom_limit_price": 3065.6219938517334, "zone_bottom_limit_price": 3065.6219938517334,
"zone_close_start_price": 3068.084196632554, "zone_close_start_price": 3068.084196632554,
"zone_close_end_price": 3068.699747327759, "zone_close_end_price": 3068.699747327759,
"zone_top_start_price": 3087.166268183914 "zone_top_start_price": 3087.166268183914
},
{
"type": "AUTOMATIC",
"token_id": 5157445,
"status": "CLOSED",
"entry_price": 3095.4053081664565,
"range_lower": 3077.8945378409912,
"range_upper": 3108.8263379038003,
"target_value": 332.600152414756,
"amount0_initial": 44140371554667029,
"amount1_initial": 195967812,
"static_long": 0.0,
"timestamp_open": 1765736272,
"timestamp_close": 1765743062,
"zone_bottom_limit_price": 3080.987717847272,
"zone_close_start_price": 3083.4622618522967,
"zone_close_end_price": 3084.080897853553,
"zone_top_start_price": 3102.6399778912387
} }
] ]

49
clp_hedger/uniswap_manager.py
View File

@ -76,15 +76,16 @@ RPC_URL = os.environ.get("MAINNET_RPC_URL")
PRIVATE_KEY = os.environ.get("MAIN_WALLET_PRIVATE_KEY") or os.environ.get("PRIVATE_KEY") PRIVATE_KEY = os.environ.get("MAIN_WALLET_PRIVATE_KEY") or os.environ.get("PRIVATE_KEY")
# Script behavior flags # Script behavior flags
MONITOR_INTERVAL_SECONDS = 30 MONITOR_INTERVAL_SECONDS = 451
COLLECT_FEES_ENABLED = False # If True, will attempt to collect fees once and exit if no open auto position COLLECT_FEES_ENABLED = False # If True, will attempt to collect fees once and exit if no open auto position
CLOSE_POSITION_ENABLED = True # If True, will attempt to close auto position when out of range CLOSE_POSITION_ENABLED = True # If True, will attempt to close auto position when out of range
CLOSE_IF_OUT_OF_RANGE_ONLY = True # If True, closes only if out of range; if False, closes immediately CLOSE_IF_OUT_OF_RANGE_ONLY = True # If True, closes only if out of range; if False, closes immediately
OPEN_POSITION_ENABLED = True # If True, will open a new position if no auto position exists OPEN_POSITION_ENABLED = True # If True, will open a new position if no auto position exists
REBALANCE_ON_CLOSE_BELOW_RANGE = False # If True, will sell 50% of WETH to USDC when closing below range
# New Position Parameters # New Position Parameters
TARGET_INVESTMENT_VALUE_TOKEN1 = 350.0 # Target total investment value in Token1 terms (e.g. 350 USDC) TARGET_INVESTMENT_VALUE_TOKEN1 = 2000.0 # Target total investment value in Token1 terms (e.g. 350 USDC)
RANGE_WIDTH_PCT = 0.005 # +/- 2% range for new positions RANGE_WIDTH_PCT = 0.01 # +/- 2% range for new positions
# JSON File for tracking position state # JSON File for tracking position state
STATUS_FILE = "hedge_status.json" STATUS_FILE = "hedge_status.json"
@ -131,20 +132,46 @@ def update_hedge_status_file(action, position_data):
current_data = [] current_data = []
if action == "OPEN": if action == "OPEN":
# Format Timestamp
open_ts = int(time.time())
opened_str = time.strftime('%H:%M %d/%m/%y', time.localtime(open_ts))
# Scale Amounts
raw_amt0 = position_data.get('amount0_initial', 0)
raw_amt1 = position_data.get('amount1_initial', 0)
# Handle if they are already scaled (unlikely here, but safe)
if raw_amt0 > 1000: fmt_amt0 = round(raw_amt0 / 10**18, 4)
else: fmt_amt0 = round(raw_amt0, 4)
if raw_amt1 > 1000: fmt_amt1 = round(raw_amt1 / 10**6, 2)
else: fmt_amt1 = round(raw_amt1, 2)
new_entry = { new_entry = {
"type": "AUTOMATIC", "type": "AUTOMATIC",
"token_id": position_data['token_id'], "token_id": position_data['token_id'],
"opened": opened_str,
"status": "OPEN", "status": "OPEN",
"entry_price": position_data['entry_price'], "entry_price": round(position_data['entry_price'], 2),
"range_lower": position_data['range_lower'], "target_value": round(position_data.get('target_value', 0.0), 2),
"range_upper": position_data['range_upper'], "amount0_initial": fmt_amt0,
"target_value": position_data.get('target_value', 0.0), # Save Actual Value as Target for hedging accuracy "amount1_initial": fmt_amt1,
"amount0_initial": position_data.get('amount0_initial', 0),
"amount1_initial": position_data.get('amount1_initial', 0), "range_upper": round(position_data['range_upper'], 2),
# Zones (if present in position_data, otherwise None/Skip)
"zone_top_start_price": round(position_data['zone_top_start_price'], 2) if 'zone_top_start_price' in position_data else None,
"zone_close_top_price": round(position_data['zone_close_end_price'], 2) if 'zone_close_end_price' in position_data else None,
"zone_close_bottom_price": round(position_data['zone_close_start_price'], 2) if 'zone_close_start_price' in position_data else None,
"zone_bottom_limit_price": round(position_data['zone_bottom_limit_price'], 2) if 'zone_bottom_limit_price' in position_data else None,
"range_lower": round(position_data['range_lower'], 2),
"static_long": 0.0, "static_long": 0.0,
"timestamp_open": int(time.time()), "timestamp_open": open_ts,
"timestamp_close": None "timestamp_close": None
} }
# Remove None keys to keep it clean? Or keep structure?
# User wants specific structure.
current_data.append(new_entry) current_data.append(new_entry)
print(f"Recorded new AUTOMATIC position {position_data['token_id']} in {STATUS_FILE}") print(f"Recorded new AUTOMATIC position {position_data['token_id']} in {STATUS_FILE}")
@ -644,7 +671,7 @@ def main():
print("Position Closed & Status Updated.") print("Position Closed & Status Updated.")
# --- REBALANCE ON CLOSE (If Price Dropped) --- # --- REBALANCE ON CLOSE (If Price Dropped) ---
if status_str == "OUT OF RANGE (BELOW)": if REBALANCE_ON_CLOSE_BELOW_RANGE and status_str == "OUT OF RANGE (BELOW)":
print("📉 Position closed BELOW range (100% ETH). Selling 50% of WETH inventory to USDC...") print("📉 Position closed BELOW range (100% ETH). Selling 50% of WETH inventory to USDC...")
try: try:
# Get WETH Balance # Get WETH Balance