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146 lines
7.8 KiB
146 lines
7.8 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, PositionAction, PositionSide
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from hummingbot.data_feed.candles_feed.candles_factory import CandlesConfig
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from hummingbot.smart_components.controllers.dman_v1 import DManV1, DManV1Config
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from hummingbot.smart_components.controllers.dman_v2 import DManV2, DManV2Config
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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.market_making.market_making_executor_handler import (
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MarketMakingExecutorHandler,
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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_pair = "HBAR-USDT"
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triple_barrier_conf_top = TripleBarrierConf(
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stop_loss=Decimal("0.03"), take_profit=Decimal("0.02"),
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time_limit=60 * 60 * 1,
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trailing_stop_activation_price_delta=Decimal("0.002"),
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trailing_stop_trailing_delta=Decimal("0.0005")
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)
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triple_barrier_conf_bottom = TripleBarrierConf(
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stop_loss=Decimal("0.03"), take_profit=Decimal("0.02"),
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time_limit=60 * 60 * 3,
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trailing_stop_activation_price_delta=Decimal("0.005"),
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trailing_stop_trailing_delta=Decimal("0.001")
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)
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config_v1 = DManV1Config(
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exchange="binance_perpetual",
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trading_pair=trading_pair,
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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(1.0), order_refresh_time=60 * 30,
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cooldown_time=15, triple_barrier_conf=triple_barrier_conf_top),
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OrderLevel(level=1, side=TradeType.BUY, order_amount_usd=Decimal("50"),
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spread_factor=Decimal(5.0), order_refresh_time=60 * 30,
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cooldown_time=15, triple_barrier_conf=triple_barrier_conf_bottom),
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OrderLevel(level=2, side=TradeType.BUY, order_amount_usd=Decimal("50"),
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spread_factor=Decimal(8.0), order_refresh_time=60 * 15,
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cooldown_time=15, triple_barrier_conf=triple_barrier_conf_bottom),
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OrderLevel(level=0, side=TradeType.SELL, order_amount_usd=Decimal("15"),
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spread_factor=Decimal(1.0), order_refresh_time=60 * 30,
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cooldown_time=15, triple_barrier_conf=triple_barrier_conf_top),
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OrderLevel(level=1, side=TradeType.SELL, order_amount_usd=Decimal("50"),
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spread_factor=Decimal(5.0), order_refresh_time=60 * 30,
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cooldown_time=15, triple_barrier_conf=triple_barrier_conf_bottom),
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OrderLevel(level=2, side=TradeType.SELL, order_amount_usd=Decimal("50"),
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spread_factor=Decimal(8.0), order_refresh_time=60 * 15,
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cooldown_time=15, triple_barrier_conf=triple_barrier_conf_bottom),
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],
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candles_config=[
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CandlesConfig(connector="binance_perpetual", trading_pair=trading_pair, interval="3m", max_records=1000),
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],
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leverage=25,
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natr_length=21
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)
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config_v2 = DManV2Config(
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exchange="binance_perpetual",
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trading_pair=trading_pair,
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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(1.0), order_refresh_time=60 * 5,
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cooldown_time=15, triple_barrier_conf=triple_barrier_conf_top),
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OrderLevel(level=1, side=TradeType.BUY, order_amount_usd=Decimal(30),
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spread_factor=Decimal(2.0), order_refresh_time=60 * 5,
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cooldown_time=15, triple_barrier_conf=triple_barrier_conf_bottom),
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OrderLevel(level=2, side=TradeType.BUY, order_amount_usd=Decimal(50),
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spread_factor=Decimal(3.0), order_refresh_time=60 * 15,
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cooldown_time=15, triple_barrier_conf=triple_barrier_conf_bottom),
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OrderLevel(level=0, side=TradeType.SELL, order_amount_usd=Decimal(15),
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spread_factor=Decimal(1.0), order_refresh_time=60 * 5,
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cooldown_time=15, triple_barrier_conf=triple_barrier_conf_top),
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OrderLevel(level=1, side=TradeType.SELL, order_amount_usd=Decimal(30),
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spread_factor=Decimal(2.0), order_refresh_time=60 * 5,
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cooldown_time=15, triple_barrier_conf=triple_barrier_conf_bottom),
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OrderLevel(level=2, side=TradeType.SELL, order_amount_usd=Decimal(50),
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spread_factor=Decimal(3.0), order_refresh_time=60 * 15,
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cooldown_time=15, triple_barrier_conf=triple_barrier_conf_bottom),
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],
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candles_config=[
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CandlesConfig(connector="binance_perpetual", trading_pair=trading_pair, interval="3m", max_records=1000),
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],
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leverage=25,
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natr_length=21, macd_fast=12, macd_slow=26, macd_signal=9
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)
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dman_v1 = DManV1(config=config_v1)
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dman_v2 = DManV2(config=config_v2)
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empty_markets = {}
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markets = dman_v1.update_strategy_markets_dict(empty_markets)
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markets = dman_v2.update_strategy_markets_dict(markets)
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def __init__(self, connectors: Dict[str, ConnectorBase]):
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super().__init__(connectors)
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self.dman_v1_executor = MarketMakingExecutorHandler(strategy=self, controller=self.dman_v1)
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self.dman_v2_executor = MarketMakingExecutorHandler(strategy=self, controller=self.dman_v2)
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def on_stop(self):
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self.close_open_positions()
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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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if self.dman_v1_executor.status == ExecutorHandlerStatus.NOT_STARTED:
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self.dman_v1_executor.start()
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if self.dman_v2_executor.status == ExecutorHandlerStatus.NOT_STARTED:
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self.dman_v2_executor.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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lines.extend(["DMAN V1", self.dman_v1_executor.to_format_status()])
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lines.extend(["\n-----------------------------------------\n"])
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lines.extend(["DMAN V2", self.dman_v2_executor.to_format_status()])
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return "\n".join(lines)
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def close_open_positions(self):
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# we are going to close all the open positions when the bot stops
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for connector_name, connector in self.connectors.items():
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for trading_pair, position in connector.account_positions.items():
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if trading_pair in self.markets[connector_name]:
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if position.position_side == PositionSide.LONG:
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self.sell(connector_name=connector_name,
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trading_pair=position.trading_pair,
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amount=abs(position.amount),
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order_type=OrderType.MARKET,
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price=connector.get_mid_price(position.trading_pair),
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position_action=PositionAction.CLOSE)
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elif position.position_side == PositionSide.SHORT:
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self.buy(connector_name=connector_name,
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trading_pair=position.trading_pair,
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amount=abs(position.amount),
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order_type=OrderType.MARKET,
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price=connector.get_mid_price(position.trading_pair),
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position_action=PositionAction.CLOSE)
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