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feat: fix asset swap logic for Unified Trading Accounts (v1.5.6)

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This commit is contained in:
Gemini CLI
2026-03-05 23:43:02 +01:00
parent 0ce712cc86
commit 3e741592dc
1 changed files with 27 additions and 9 deletions
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36
src/strategies/ping_pong_bot.py
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@ -86,10 +86,11 @@ class DatabaseManager:
class PingPongBot:
def __init__(self, config_path="config/ping_pong_config.yaml"):
self.version = "1.5.5"
self.version = "1.5.6"
with open(config_path, 'r') as f:
self.config = yaml.safe_load(f)
# Explicitly load from ENV to ensure they are available
self.api_key = os.getenv("BYBIT_API_KEY") or os.getenv("API_KEY")
self.api_secret = os.getenv("BYBIT_API_SECRET") or os.getenv("API_SECRET")
@ -103,6 +104,7 @@ class PingPongBot:
timeout=10
)
# Initialize DB with explicit credentials
self.db = DatabaseManager(
host=os.getenv('DB_HOST', '20.20.20.20'),
port=os.getenv('DB_PORT', 5433),
@ -111,6 +113,7 @@ class PingPongBot:
password=os.getenv('DB_PASSWORD', '')
)
# Base settings
raw_symbol = self.config['symbol'].upper()
self.base_coin = raw_symbol.replace("USDT", "").replace("USDC", "").replace("USD", "")
self.db_symbol = self.base_coin
@ -143,6 +146,7 @@ class PingPongBot:
self.start_time = datetime.now()
self.console = Console()
# Fixed Parameters from Config
self.partial_exit_pct = float(self.config.get('partial_exit_pct', 0.15))
self.min_val_usd = float(self.config.get('min_position_value_usd', 15.0))
self.pos_size_margin = float(self.config.get('pos_size_margin', 20.0))
@ -154,12 +158,14 @@ class PingPongBot:
return series.ewm(alpha=alpha, adjust=False).mean()
def calculate_indicators(self, df):
# RSI
rsi_cfg = self.config['rsi']
delta = df['close'].diff()
gain = delta.where(delta > 0, 0)
loss = -delta.where(delta < 0, 0)
df['rsi'] = 100 - (100 / (1 + (self.rma(gain, rsi_cfg['period']) / self.rma(loss, rsi_cfg['period']))))
# Hurst
hurst_cfg = self.config['hurst']
mcl = hurst_cfg['period'] / 2
mcl_2 = int(round(mcl / 2))
@ -179,6 +185,7 @@ class PingPongBot:
return df
async def update_direction(self):
"""Logic Point I: 1D MA44 check and Point II: Asset/Perp selection"""
try:
logger.info(f"Checking direction based on SMA(44, 1D) for {self.db_symbol}...")
candles_1d = await self.db.get_candles(self.db_symbol, "1d", limit=100)
@ -206,7 +213,9 @@ class PingPongBot:
if self.direction is not None:
await self.close_all_positions()
await self.swap_assets(new_direction)
# Update settings before swap to ensure we trade the right symbol/category if needed
old_symbol = self.symbol
old_category = self.category
self.direction = new_direction
if self.direction == "long":
@ -215,10 +224,12 @@ class PingPongBot:
self.settle_coin = self.base_coin
else:
self.category = "linear"
# BTCPERP is the Bybit symbol for USDC Linear Perpetual (BTCUSDC display name)
self.symbol = "BTCPERP" if self.base_coin == "BTC" else f"{self.base_coin}USDC"
self.settle_coin = "USDC"
# Perform swap
await self.swap_assets(new_direction)
logger.info(f"Bot configured for {self.direction.upper()} | Symbol: {self.symbol} | Category: {self.category}")
self.last_candle_time = None
return True
@ -242,30 +253,38 @@ class PingPongBot:
logger.error(f"Error closing positions: {e}")
async def swap_assets(self, target_direction):
"""Point II: Exchange BTC/USDC on Spot market using UNIFIED account type"""
try:
logger.info(f"Swapping assets for {target_direction.upper()} mode...")
spot_symbol = f"{self.base_coin}USDC"
balance = await asyncio.to_thread(self.session.get_wallet_balance, category="spot", coin=f"{self.base_coin},USDC")
# Use accountType='UNIFIED' for UTA accounts
balance = await asyncio.to_thread(self.session.get_wallet_balance, accountType="UNIFIED", coin=f"{self.base_coin},USDC")
coins = {c['coin']: float(c['walletBalance']) for c in balance['result']['list'][0]['coin']}
logger.info(f"Current Balances: {coins}")
if target_direction == "short":
# SHORT: Need USDC, Sell BTC
btc_bal = coins.get(self.base_coin, 0)
if btc_bal > 0.0001:
logger.info(f"Spot: Selling {btc_bal} {self.base_coin} for USDC")
await asyncio.to_thread(self.session.place_order,
res = await asyncio.to_thread(self.session.place_order,
category="spot", symbol=spot_symbol, side="Sell", orderType="Market", qty=str(btc_bal)
)
logger.info(f"Swap Result: {res['retMsg']}")
else:
# LONG: Need BTC, Buy BTC with USDC
usdc_bal = coins.get("USDC", 0)
if usdc_bal > 1.0:
logger.info(f"Spot: Buying {self.base_coin} with {usdc_bal} USDC")
await asyncio.to_thread(self.session.place_order,
res = await asyncio.to_thread(self.session.place_order,
category="spot", symbol=spot_symbol, side="Buy", orderType="Market",
qty=str(usdc_bal), marketUnit="quote"
)
logger.info(f"Swap Result: {res['retMsg']}")
await asyncio.sleep(2)
await asyncio.sleep(3) # Wait for spot settlement
except Exception as e:
logger.error(f"Asset Swap Error: {e}")
@ -281,8 +300,7 @@ class PingPongBot:
active = [p for p in pos['result']['list'] if float(p.get('size', 0)) > 0]
self.position = active[0] if active else None
target_coin = self.settle_coin
wallet = await asyncio.to_thread(self.session.get_wallet_balance, category=self.category, accountType="UNIFIED", coin=target_coin)
wallet = await asyncio.to_thread(self.session.get_wallet_balance, category=self.category, accountType="UNIFIED", coin=self.settle_coin)
if wallet['retCode'] == 0:
res_list = wallet['result']['list']
if res_list: