feat: fix asset swap logic for Unified Trading Accounts (v1.5.6)
This commit is contained in:
@ -86,10 +86,11 @@ class DatabaseManager:
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class PingPongBot:
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class PingPongBot:
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def __init__(self, config_path="config/ping_pong_config.yaml"):
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def __init__(self, config_path="config/ping_pong_config.yaml"):
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self.version = "1.5.5"
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self.version = "1.5.6"
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with open(config_path, 'r') as f:
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with open(config_path, 'r') as f:
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self.config = yaml.safe_load(f)
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self.config = yaml.safe_load(f)
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# Explicitly load from ENV to ensure they are available
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self.api_key = os.getenv("BYBIT_API_KEY") or os.getenv("API_KEY")
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self.api_key = os.getenv("BYBIT_API_KEY") or os.getenv("API_KEY")
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self.api_secret = os.getenv("BYBIT_API_SECRET") or os.getenv("API_SECRET")
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self.api_secret = os.getenv("BYBIT_API_SECRET") or os.getenv("API_SECRET")
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@ -103,6 +104,7 @@ class PingPongBot:
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timeout=10
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timeout=10
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)
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)
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# Initialize DB with explicit credentials
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self.db = DatabaseManager(
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self.db = DatabaseManager(
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host=os.getenv('DB_HOST', '20.20.20.20'),
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host=os.getenv('DB_HOST', '20.20.20.20'),
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port=os.getenv('DB_PORT', 5433),
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port=os.getenv('DB_PORT', 5433),
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@ -111,6 +113,7 @@ class PingPongBot:
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password=os.getenv('DB_PASSWORD', '')
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password=os.getenv('DB_PASSWORD', '')
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)
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)
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# Base settings
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raw_symbol = self.config['symbol'].upper()
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raw_symbol = self.config['symbol'].upper()
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self.base_coin = raw_symbol.replace("USDT", "").replace("USDC", "").replace("USD", "")
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self.base_coin = raw_symbol.replace("USDT", "").replace("USDC", "").replace("USD", "")
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self.db_symbol = self.base_coin
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self.db_symbol = self.base_coin
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@ -143,6 +146,7 @@ class PingPongBot:
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self.start_time = datetime.now()
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self.start_time = datetime.now()
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self.console = Console()
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self.console = Console()
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# Fixed Parameters from Config
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self.partial_exit_pct = float(self.config.get('partial_exit_pct', 0.15))
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self.partial_exit_pct = float(self.config.get('partial_exit_pct', 0.15))
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self.min_val_usd = float(self.config.get('min_position_value_usd', 15.0))
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self.min_val_usd = float(self.config.get('min_position_value_usd', 15.0))
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self.pos_size_margin = float(self.config.get('pos_size_margin', 20.0))
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self.pos_size_margin = float(self.config.get('pos_size_margin', 20.0))
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@ -154,12 +158,14 @@ class PingPongBot:
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return series.ewm(alpha=alpha, adjust=False).mean()
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return series.ewm(alpha=alpha, adjust=False).mean()
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def calculate_indicators(self, df):
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def calculate_indicators(self, df):
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# RSI
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rsi_cfg = self.config['rsi']
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rsi_cfg = self.config['rsi']
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delta = df['close'].diff()
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delta = df['close'].diff()
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gain = delta.where(delta > 0, 0)
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gain = delta.where(delta > 0, 0)
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loss = -delta.where(delta < 0, 0)
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loss = -delta.where(delta < 0, 0)
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df['rsi'] = 100 - (100 / (1 + (self.rma(gain, rsi_cfg['period']) / self.rma(loss, rsi_cfg['period']))))
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df['rsi'] = 100 - (100 / (1 + (self.rma(gain, rsi_cfg['period']) / self.rma(loss, rsi_cfg['period']))))
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# Hurst
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hurst_cfg = self.config['hurst']
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hurst_cfg = self.config['hurst']
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mcl = hurst_cfg['period'] / 2
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mcl = hurst_cfg['period'] / 2
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mcl_2 = int(round(mcl / 2))
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mcl_2 = int(round(mcl / 2))
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@ -179,6 +185,7 @@ class PingPongBot:
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return df
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return df
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async def update_direction(self):
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async def update_direction(self):
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"""Logic Point I: 1D MA44 check and Point II: Asset/Perp selection"""
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try:
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try:
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logger.info(f"Checking direction based on SMA(44, 1D) for {self.db_symbol}...")
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logger.info(f"Checking direction based on SMA(44, 1D) for {self.db_symbol}...")
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candles_1d = await self.db.get_candles(self.db_symbol, "1d", limit=100)
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candles_1d = await self.db.get_candles(self.db_symbol, "1d", limit=100)
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@ -206,7 +213,9 @@ class PingPongBot:
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if self.direction is not None:
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if self.direction is not None:
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await self.close_all_positions()
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await self.close_all_positions()
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await self.swap_assets(new_direction)
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# Update settings before swap to ensure we trade the right symbol/category if needed
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old_symbol = self.symbol
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old_category = self.category
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self.direction = new_direction
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self.direction = new_direction
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if self.direction == "long":
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if self.direction == "long":
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@ -215,10 +224,12 @@ class PingPongBot:
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self.settle_coin = self.base_coin
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self.settle_coin = self.base_coin
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else:
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else:
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self.category = "linear"
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self.category = "linear"
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# BTCPERP is the Bybit symbol for USDC Linear Perpetual (BTCUSDC display name)
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self.symbol = "BTCPERP" if self.base_coin == "BTC" else f"{self.base_coin}USDC"
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self.symbol = "BTCPERP" if self.base_coin == "BTC" else f"{self.base_coin}USDC"
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self.settle_coin = "USDC"
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self.settle_coin = "USDC"
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# Perform swap
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await self.swap_assets(new_direction)
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logger.info(f"Bot configured for {self.direction.upper()} | Symbol: {self.symbol} | Category: {self.category}")
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logger.info(f"Bot configured for {self.direction.upper()} | Symbol: {self.symbol} | Category: {self.category}")
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self.last_candle_time = None
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self.last_candle_time = None
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return True
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return True
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@ -242,30 +253,38 @@ class PingPongBot:
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logger.error(f"Error closing positions: {e}")
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logger.error(f"Error closing positions: {e}")
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async def swap_assets(self, target_direction):
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async def swap_assets(self, target_direction):
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"""Point II: Exchange BTC/USDC on Spot market using UNIFIED account type"""
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try:
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try:
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logger.info(f"Swapping assets for {target_direction.upper()} mode...")
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logger.info(f"Swapping assets for {target_direction.upper()} mode...")
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spot_symbol = f"{self.base_coin}USDC"
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spot_symbol = f"{self.base_coin}USDC"
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balance = await asyncio.to_thread(self.session.get_wallet_balance, category="spot", coin=f"{self.base_coin},USDC")
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# Use accountType='UNIFIED' for UTA accounts
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balance = await asyncio.to_thread(self.session.get_wallet_balance, accountType="UNIFIED", coin=f"{self.base_coin},USDC")
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coins = {c['coin']: float(c['walletBalance']) for c in balance['result']['list'][0]['coin']}
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coins = {c['coin']: float(c['walletBalance']) for c in balance['result']['list'][0]['coin']}
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logger.info(f"Current Balances: {coins}")
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if target_direction == "short":
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if target_direction == "short":
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# SHORT: Need USDC, Sell BTC
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btc_bal = coins.get(self.base_coin, 0)
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btc_bal = coins.get(self.base_coin, 0)
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if btc_bal > 0.0001:
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if btc_bal > 0.0001:
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logger.info(f"Spot: Selling {btc_bal} {self.base_coin} for USDC")
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logger.info(f"Spot: Selling {btc_bal} {self.base_coin} for USDC")
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await asyncio.to_thread(self.session.place_order,
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res = await asyncio.to_thread(self.session.place_order,
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category="spot", symbol=spot_symbol, side="Sell", orderType="Market", qty=str(btc_bal)
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category="spot", symbol=spot_symbol, side="Sell", orderType="Market", qty=str(btc_bal)
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)
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)
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logger.info(f"Swap Result: {res['retMsg']}")
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else:
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else:
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# LONG: Need BTC, Buy BTC with USDC
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usdc_bal = coins.get("USDC", 0)
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usdc_bal = coins.get("USDC", 0)
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if usdc_bal > 1.0:
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if usdc_bal > 1.0:
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logger.info(f"Spot: Buying {self.base_coin} with {usdc_bal} USDC")
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logger.info(f"Spot: Buying {self.base_coin} with {usdc_bal} USDC")
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await asyncio.to_thread(self.session.place_order,
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res = await asyncio.to_thread(self.session.place_order,
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category="spot", symbol=spot_symbol, side="Buy", orderType="Market",
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category="spot", symbol=spot_symbol, side="Buy", orderType="Market",
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qty=str(usdc_bal), marketUnit="quote"
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qty=str(usdc_bal), marketUnit="quote"
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)
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)
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logger.info(f"Swap Result: {res['retMsg']}")
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await asyncio.sleep(2)
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await asyncio.sleep(3) # Wait for spot settlement
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except Exception as e:
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except Exception as e:
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logger.error(f"Asset Swap Error: {e}")
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logger.error(f"Asset Swap Error: {e}")
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@ -281,8 +300,7 @@ class PingPongBot:
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active = [p for p in pos['result']['list'] if float(p.get('size', 0)) > 0]
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active = [p for p in pos['result']['list'] if float(p.get('size', 0)) > 0]
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self.position = active[0] if active else None
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self.position = active[0] if active else None
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target_coin = self.settle_coin
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wallet = await asyncio.to_thread(self.session.get_wallet_balance, category=self.category, accountType="UNIFIED", coin=self.settle_coin)
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wallet = await asyncio.to_thread(self.session.get_wallet_balance, category=self.category, accountType="UNIFIED", coin=target_coin)
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if wallet['retCode'] == 0:
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if wallet['retCode'] == 0:
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res_list = wallet['result']['list']
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res_list = wallet['result']['list']
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if res_list:
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if res_list:
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