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92 lines
3.9 KiB
92 lines
3.9 KiB
12 months ago
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from decimal import Decimal
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from typing import Dict
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from hummingbot.connector.connector_base import ConnectorBase, TradeType
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from hummingbot.core.data_type.common import OrderType
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from hummingbot.data_feed.candles_feed.candles_factory import CandlesConfig
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from hummingbot.smart_components.controllers.macd_bb_v1 import MACDBBV1, MACDBBV1Config
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from hummingbot.smart_components.strategy_frameworks.data_types import (
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ExecutorHandlerStatus,
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OrderLevel,
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TripleBarrierConf,
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)
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from hummingbot.smart_components.strategy_frameworks.directional_trading.directional_trading_executor_handler import (
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DirectionalTradingExecutorHandler,
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)
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from hummingbot.strategy.script_strategy_base import ScriptStrategyBase
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class MarketMakingDmanComposed(ScriptStrategyBase):
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trading_pairs = ["HBAR-USDT", "CYBER-USDT", "ETH-USDT", "LPT-USDT", "UNFI-USDT"]
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leverage_by_trading_pair = {
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"HBAR-USDT": 25,
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"CYBER-USDT": 20,
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"ETH-USDT": 100,
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"LPT-USDT": 10,
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"UNFI-USDT": 20,
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}
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triple_barrier_conf = TripleBarrierConf(
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stop_loss=Decimal("0.01"), take_profit=Decimal("0.03"),
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time_limit=60 * 60 * 6,
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trailing_stop_activation_price_delta=Decimal("0.008"),
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trailing_stop_trailing_delta=Decimal("0.004"),
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open_order_type=OrderType.MARKET
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)
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order_levels = [
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OrderLevel(level=0, side=TradeType.BUY, order_amount_usd=Decimal("15"),
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spread_factor=Decimal(0.5), order_refresh_time=60 * 5,
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cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
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OrderLevel(level=0, side=TradeType.SELL, order_amount_usd=Decimal("15"),
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spread_factor=Decimal(0.5), order_refresh_time=60 * 5,
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cooldown_time=15, triple_barrier_conf=triple_barrier_conf),
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]
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controllers = {}
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markets = {}
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executor_handlers = {}
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for trading_pair in trading_pairs:
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config = MACDBBV1Config(
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exchange="binance_perpetual",
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trading_pair=trading_pair,
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order_levels=order_levels,
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candles_config=[
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CandlesConfig(connector="binance_perpetual", trading_pair=trading_pair, interval="3m", max_records=100),
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],
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leverage=leverage_by_trading_pair[trading_pair],
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macd_fast=21, macd_slow=42, macd_signal=9,
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bb_length=100, bb_std=2.0, bb_long_threshold=0.3, bb_short_threshold=0.7,
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)
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controller = MACDBBV1(config=config)
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markets = controller.update_strategy_markets_dict(markets)
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controllers[trading_pair] = controller
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def __init__(self, connectors: Dict[str, ConnectorBase]):
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super().__init__(connectors)
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for trading_pair, controller in self.controllers.items():
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self.executor_handlers[trading_pair] = DirectionalTradingExecutorHandler(strategy=self, controller=controller)
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def on_stop(self):
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for executor_handler in self.executor_handlers.values():
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executor_handler.stop()
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def on_tick(self):
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"""
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This shows you how you can start meta controllers. You can run more than one at the same time and based on the
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market conditions, you can orchestrate from this script when to stop or start them.
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"""
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for executor_handler in self.executor_handlers.values():
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if executor_handler.status == ExecutorHandlerStatus.NOT_STARTED:
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executor_handler.start()
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def format_status(self) -> str:
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if not self.ready_to_trade:
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return "Market connectors are not ready."
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lines = []
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for trading_pair, executor_handler in self.executor_handlers.items():
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if executor_handler.controller.all_candles_ready:
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lines.extend(
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[f"Strategy: {executor_handler.controller.config.strategy_name} | Trading Pair: {trading_pair}",
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executor_handler.to_format_status()])
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return "\n".join(lines)
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