430 lines
19 KiB
Python
430 lines
19 KiB
Python
import json
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import logging
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import os
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import sys
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import time
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import subprocess
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import multiprocessing
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import schedule
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import sqlite3
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import pandas as pd
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from datetime import datetime, timezone
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import importlib
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from logging_utils import setup_logging
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# --- Using the new high-performance WebSocket utility for live prices ---
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from live_market_utils import start_live_feed
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# --- Import the base class for type hinting (optional but good practice) ---
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from strategies.base_strategy import BaseStrategy
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# --- Configuration ---
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WATCHED_COINS = ["BTC", "ETH", "SOL", "BNB", "HYPE", "ASTER", "ZEC", "PUMP", "SUI"]
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# --- FIX: Replaced old data_fetcher with the new live_candle_fetcher ---
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LIVE_CANDLE_FETCHER_SCRIPT = "live_candle_fetcher.py"
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RESAMPLER_SCRIPT = "resampler.py"
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MARKET_CAP_FETCHER_SCRIPT = "market_cap_fetcher.py"
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TRADE_EXECUTOR_SCRIPT = "trade_executor.py"
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STRATEGY_CONFIG_FILE = os.path.join("_data", "strategies.json")
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DB_PATH = os.path.join("_data", "market_data.db")
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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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"""Formats a large number into a human-readable market cap string."""
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if not isinstance(mc_value, (int, float)) or mc_value == 0:
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return "N/A"
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if mc_value >= 1_000_000_000_000:
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return f"${mc_value / 1_000_000_000_000:.2f}T"
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if mc_value >= 1_000_000_000:
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return f"${mc_value / 1_000_000_000:.2f}B"
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if mc_value >= 1_000_000:
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return f"${mc_value / 1_000_000:.2f}M"
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return f"${mc_value:,.2f}"
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def run_live_candle_fetcher():
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"""Target function to run the live_candle_fetcher.py script in a resilient loop."""
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log_file = os.path.join(LOGS_DIR, "live_candle_fetcher.log")
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while True:
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try:
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with open(log_file, 'a') as f:
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# We can't get coins from strategies.json here, so we pass the default list
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command = [sys.executable, LIVE_CANDLE_FETCHER_SCRIPT, "--coins"] + WATCHED_COINS + ["--log-level", "off"]
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f.write(f"\n--- Starting {LIVE_CANDLE_FETCHER_SCRIPT} at {datetime.now()} ---\n")
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subprocess.run(command, check=True, stdout=f, stderr=subprocess.STDOUT)
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except (subprocess.CalledProcessError, Exception) as e:
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with open(log_file, 'a') as f:
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f.write(f"\n--- PROCESS ERROR at {datetime.now()} ---\n")
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f.write(f"Live candle fetcher failed: {e}. Restarting...\n")
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time.sleep(5)
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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 + ["--timeframes"] + timeframes_to_generate + ["--log-level", "normal"]
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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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except Exception as e:
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with open(log_file, 'a') as f:
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f.write(f"\n--- SCHEDULER ERROR at {datetime.now()} ---\n")
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f.write(f"Failed to run resampler.py job: {e}\n")
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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(timeframes_to_generate)
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# Schedule to run every minute at the :01 second mark
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schedule.every().minute.at(":01").do(run_resampler_job, timeframes_to_generate=timeframes_to_generate)
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logging.info("Resampler scheduled to run every minute at :01.")
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while True:
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schedule.run_pending()
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time.sleep(1) # Check every second to not miss the scheduled time
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def run_market_cap_fetcher_job():
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"""Defines the job for the market cap fetcher, redirecting output."""
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log_file = os.path.join(LOGS_DIR, "market_cap_fetcher.log")
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try:
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command = [sys.executable, MARKET_CAP_FETCHER_SCRIPT, "--log-level", "off"]
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with open(log_file, 'a') as f:
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f.write(f"\n--- Starting {MARKET_CAP_FETCHER_SCRIPT} job at {datetime.now()} ---\n")
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subprocess.run(command, check=True, stdout=f, stderr=subprocess.STDOUT)
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except Exception as e:
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with open(log_file, 'a') as f:
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f.write(f"\n--- SCHEDULER ERROR at {datetime.now()} ---\n")
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f.write(f"Failed to run {MARKET_CAP_FETCHER_SCRIPT} job: {e}\n")
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def market_cap_fetcher_scheduler():
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"""Schedules the market_cap_fetcher.py script to run daily at a specific UTC time."""
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setup_logging('off', 'MarketCapScheduler')
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schedule.every().day.at("00:15", "UTC").do(run_market_cap_fetcher_job)
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while True:
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schedule.run_pending()
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time.sleep(60)
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def run_strategy(strategy_name: str, config: dict):
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"""
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This function BECOMES the strategy runner. It is executed as a separate
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process by multiprocessing.
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"""
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# These imports only happen in the new, lightweight process
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import importlib
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import os
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import sys
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import time
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import logging
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from logging_utils import setup_logging
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from strategies.base_strategy import BaseStrategy
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# --- Setup logging to file for this specific process ---
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log_file_path = os.path.join(LOGS_DIR, f"strategy_{strategy_name}.log")
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try:
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# Redirect stdout and stderr of this process to its log file
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sys.stdout = open(log_file_path, 'a')
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sys.stderr = sys.stdout
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except Exception as e:
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print(f"Failed to open log file for {strategy_name}: {e}")
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# Setup logging *within this process*
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setup_logging('normal', f"Strategy-{strategy_name}")
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# --- Main resilient loop (was previously in main_app) ---
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while True:
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try:
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logging.info(f"--- Starting strategy '{strategy_name}' ---")
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# 1. Load the strategy class
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if 'class' not in config:
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logging.error(f"Strategy config for '{strategy_name}' is missing the 'class' key. Exiting.")
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return
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module_path, class_name = config['class'].rsplit('.', 1)
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module = importlib.import_module(module_path)
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StrategyClass = getattr(module, class_name)
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strategy = StrategyClass(strategy_name, config['parameters']) # Log level is now handled here
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# 2. Run the strategy's logic loop
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logging.info(f"Starting main logic loop for {strategy.coin} on {strategy.timeframe}.")
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while True:
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df = strategy.load_data()
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if df.empty:
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logging.warning("No data loaded. Waiting 1 minute...")
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time.sleep(60)
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continue
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strategy.calculate_signals_and_state(df.copy())
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strategy._save_status()
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logging.info(f"Current Signal: {strategy.current_signal}")
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time.sleep(60) # Simple 1-minute wait
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except KeyboardInterrupt:
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logging.info("Strategy process stopping.")
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return # Exit the outer loop on Ctrl+C
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except Exception as e:
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logging.error(f"Strategy '{strategy_name}' failed: {e}", exc_info=True)
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logging.info("Restarting strategy in 10 seconds...")
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time.sleep(10)
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def run_trade_executor():
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"""Target function to run the trade_executor.py script in a resilient loop."""
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log_file = os.path.join(LOGS_DIR, "trade_executor.log")
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while True:
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try:
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with open(log_file, 'a') as f:
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f.write(f"\n--- Starting Trade Executor at {datetime.now()} ---\n")
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subprocess.run([sys.executable, TRADE_EXECUTOR_SCRIPT, "--log-level", "normal"], check=True, stdout=f, stderr=subprocess.STDOUT)
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except (subprocess.CalledProcessError, Exception) as e:
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with open(log_file, 'a') as f:
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f.write(f"\n--- PROCESS ERROR at {datetime.now()} ---\n")
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f.write(f"Trade Executor failed: {e}. Restarting...\n")
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time.sleep(10)
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class MainApp:
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def __init__(self, coins_to_watch: list, processes: dict, strategy_configs: dict, shared_prices: dict):
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self.watched_coins = coins_to_watch
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self.shared_prices = shared_prices
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self.prices = {}
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self.market_caps = {}
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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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self.strategy_statuses = {}
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def read_prices(self):
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"""Reads the latest prices directly from the shared memory dictionary."""
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try:
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self.prices = dict(self.shared_prices)
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except Exception as e:
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logging.debug(f"Could not read from shared prices dict: {e}")
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def read_market_caps(self):
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if os.path.exists(MARKET_CAP_SUMMARY_FILE):
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try:
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with open(MARKET_CAP_SUMMARY_FILE, 'r', encoding='utf-8') as f:
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summary_data = json.load(f)
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for coin in self.watched_coins:
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table_key = f"{coin}_market_cap"
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if table_key in summary_data:
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self.market_caps[coin] = summary_data[table_key].get('market_cap')
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except (json.JSONDecodeError, IOError):
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logging.debug("Could not read market cap summary file.")
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def read_strategy_statuses(self):
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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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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 check_process_status(self):
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for name, process in self.background_processes.items():
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self.process_status[name] = "Running" if process.is_alive() else "STOPPED"
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def display_dashboard(self):
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print("\x1b[H\x1b[J", end="")
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left_table_lines = ["--- Market Dashboard ---"]
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left_table_width = 44
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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("-" * left_table_width)
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for i, coin in enumerate(self.watched_coins, 1):
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price_str = self.prices.get(coin, "Loading...")
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# Format the price string
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try:
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price_float = float(price_str)
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if price_float < 1:
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price_str = f"{price_float:>10.6f}"
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elif price_float < 100:
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price_str = f"{price_float:>10.4f}"
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else:
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price_str = f"{price_float:>10.2f}"
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except (ValueError, TypeError):
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price_str = f"{'Loading...':>10}"
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market_cap = self.market_caps.get(coin)
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formatted_mc = format_market_cap(market_cap)
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left_table_lines.append(f"{i:<2} | {coin:^6} | {price_str} | {formatted_mc:>15} |")
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left_table_lines.append("-" * left_table_width)
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right_table_lines = ["--- Strategy Status ---"]
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right_table_width = 154
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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':>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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price = status.get('signal_price')
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price_display = f"{price:.4f}" if isinstance(price, (int, float)) else "-"
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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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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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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.get('parameters', {}).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:>17} | {timeframe:^5} | {size:>8} | {params_str:<45} |")
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right_table_lines.append("-" * right_table_width)
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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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indent = " " * 10
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for i in range(max_rows):
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left_part = left_table_lines[i] if i < len(left_table_lines) else " " * left_table_width
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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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output_lines.append("\n--- Open Positions ---")
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pos_table_width = 100
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output_lines.append("-" * pos_table_width)
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output_lines.append(f"{'Account':<10} | {'Coin':<6} | {'Size':>15} | {'Entry Price':>12} | {'Mark Price':>12} | {'PNL':>15} | {'Leverage':>10} |")
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output_lines.append("-" * pos_table_width)
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perps_positions = self.open_positions.get('perpetuals_account', {}).get('open_positions', [])
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spot_positions = self.open_positions.get('spot_account', {}).get('positions', [])
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if not perps_positions and not spot_positions:
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output_lines.append("No open positions found.")
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else:
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for pos in perps_positions:
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try:
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pnl = float(pos.get('pnl', 0.0))
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pnl_str = f"${pnl:,.2f}"
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except (ValueError, TypeError):
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pnl_str = "Error"
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coin = pos.get('coin') or '-'
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size = pos.get('size') or '-'
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entry_price = pos.get('entry_price') or '-'
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mark_price = pos.get('mark_price') or '-'
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leverage = pos.get('leverage') or '-'
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output_lines.append(f"{'Perps':<10} | {coin:<6} | {size:>15} | {entry_price:>12} | {mark_price:>12} | {pnl_str:>15} | {leverage:>10} |")
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for pos in spot_positions:
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pnl = pos.get('pnl', 'N/A')
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coin = pos.get('coin') or '-'
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balance_size = pos.get('balance_size') or '-'
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output_lines.append(f"{'Spot':<10} | {coin:<6} | {balance_size:>15} | {'-':>12} | {'-':>12} | {pnl:>15} | {'-':>10} |")
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output_lines.append("-" * pos_table_width)
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output_lines.append("\n--- Background Processes ---")
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for name, status in self.process_status.items():
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output_lines.append(f"{name:<25}: {status}")
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final_output = "\n".join(output_lines)
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print(final_output)
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sys.stdout.flush()
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def run(self):
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"""Main loop to read data, display dashboard, and check processes."""
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while True:
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self.read_prices()
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self.read_market_caps()
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self.read_strategy_statuses()
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self.read_executor_status()
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self.check_process_status()
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self.display_dashboard()
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time.sleep(0.5)
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if __name__ == "__main__":
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setup_logging('normal', 'MainApp')
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if not os.path.exists(LOGS_DIR):
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os.makedirs(LOGS_DIR)
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processes = {}
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strategy_configs = {}
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try:
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with open(STRATEGY_CONFIG_FILE, 'r') as f:
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strategy_configs = json.load(f)
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except (FileNotFoundError, json.JSONDecodeError) as e:
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logging.error(f"Could not load strategies from '{STRATEGY_CONFIG_FILE}': {e}")
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sys.exit(1)
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required_timeframes = set()
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for name, config in strategy_configs.items():
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if config.get("enabled", False):
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tf = config.get("parameters", {}).get("timeframe")
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if tf:
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required_timeframes.add(tf)
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if not required_timeframes:
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logging.warning("No timeframes required by any enabled strategy.")
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with multiprocessing.Manager() as manager:
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shared_prices = manager.dict()
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processes["Live Market Feed"] = multiprocessing.Process(target=start_live_feed, args=(shared_prices, 'off'), daemon=True)
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processes["Live Candle Fetcher"] = multiprocessing.Process(target=run_live_candle_fetcher, daemon=True)
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processes["Resampler"] = multiprocessing.Process(target=resampler_scheduler, args=(list(required_timeframes),), daemon=True)
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processes["Market Cap Fetcher"] = multiprocessing.Process(target=market_cap_fetcher_scheduler, daemon=True)
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processes["Trade Executor"] = multiprocessing.Process(target=run_trade_executor, daemon=True)
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for name, config in strategy_configs.items():
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if config.get("enabled", False):
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# --- FIX: Check for the 'class' key, not the 'script' key ---
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if 'class' not in config:
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logging.error(f"Strategy '{name}' is missing 'class' key. Skipping.")
|
|
continue
|
|
proc = multiprocessing.Process(target=run_strategy, args=(name, config), daemon=True)
|
|
processes[f"Strategy: {name}"] = proc
|
|
|
|
for name, proc in processes.items():
|
|
logging.info(f"Starting process '{name}'...")
|
|
proc.start()
|
|
|
|
time.sleep(3)
|
|
|
|
app = MainApp(coins_to_watch=WATCHED_COINS, processes=processes, strategy_configs=strategy_configs, shared_prices=shared_prices)
|
|
try:
|
|
app.run()
|
|
except KeyboardInterrupt:
|
|
logging.info("Shutting down...")
|
|
for proc in processes.values():
|
|
if proc.is_alive(): proc.terminate()
|
|
for proc in processes.values():
|
|
if proc.is_alive(): proc.join()
|
|
logging.info("Shutdown complete.")
|
|
sys.exit(0)
|
|
|