from decimal import Decimal from typing import Dict from hummingbot.connector.connector_base import ConnectorBase from hummingbot.core.data_type.common import OrderType, PositionAction, PositionSide from hummingbot.data_feed.candles_feed.candles_factory import CandlesConfig from hummingbot.smart_components.controllers.dman_v1 import DManV1, DManV1Config from hummingbot.smart_components.strategy_frameworks.data_types import ExecutorHandlerStatus, TripleBarrierConf from hummingbot.smart_components.strategy_frameworks.market_making.market_making_executor_handler import ( MarketMakingExecutorHandler, ) from hummingbot.smart_components.utils.distributions import Distributions from hummingbot.smart_components.utils.order_level_builder import OrderLevelBuilder from hummingbot.strategy.script_strategy_base import ScriptStrategyBase class DManV1MultiplePairs(ScriptStrategyBase): # Account configuration exchange = "binance_perpetual" trading_pairs = ["ETH-USDT"] leverage = 20 # Candles configuration candles_exchange = "binance_perpetual" candles_interval = "3m" candles_max_records = 300 # Orders configuration order_amount = Decimal("25") n_levels = 5 start_spread = 0.0006 step_between_orders = 0.009 order_refresh_time = 60 * 15 # 15 minutes cooldown_time = 5 # Triple barrier configuration stop_loss = Decimal("0.2") take_profit = Decimal("0.06") time_limit = 60 * 60 * 12 trailing_stop_activation_price_delta = Decimal(str(step_between_orders / 2)) trailing_stop_trailing_delta = Decimal(str(step_between_orders / 3)) # Advanced configurations natr_length = 100 # Applying the configuration order_level_builder = OrderLevelBuilder(n_levels=n_levels) order_levels = order_level_builder.build_order_levels( amounts=order_amount, spreads=Distributions.arithmetic(n_levels=n_levels, start=start_spread, step=step_between_orders), triple_barrier_confs=TripleBarrierConf( stop_loss=stop_loss, take_profit=take_profit, time_limit=time_limit, trailing_stop_activation_price_delta=trailing_stop_activation_price_delta, trailing_stop_trailing_delta=trailing_stop_trailing_delta), order_refresh_time=order_refresh_time, cooldown_time=cooldown_time, ) controllers = {} markets = {} executor_handlers = {} for trading_pair in trading_pairs: config = DManV1Config( exchange=exchange, trading_pair=trading_pair, order_levels=order_levels, candles_config=[ CandlesConfig(connector=candles_exchange, trading_pair=trading_pair, interval=candles_interval, max_records=candles_max_records), ], leverage=leverage, natr_length=natr_length, ) controller = DManV1(config=config) markets = controller.update_strategy_markets_dict(markets) controllers[trading_pair] = controller def __init__(self, connectors: Dict[str, ConnectorBase]): super().__init__(connectors) for trading_pair, controller in self.controllers.items(): self.executor_handlers[trading_pair] = MarketMakingExecutorHandler(strategy=self, controller=controller) @property def is_perpetual(self): """ Checks if the exchange is a perpetual market. """ return "perpetual" in self.exchange def on_stop(self): if self.is_perpetual: self.close_open_positions() for executor_handler in self.executor_handlers.values(): executor_handler.stop() def close_open_positions(self): # we are going to close all the open positions when the bot stops for connector_name, connector in self.connectors.items(): for trading_pair, position in connector.account_positions.items(): if trading_pair in self.markets[connector_name]: if position.position_side == PositionSide.LONG: self.sell(connector_name=connector_name, trading_pair=position.trading_pair, amount=abs(position.amount), order_type=OrderType.MARKET, price=connector.get_mid_price(position.trading_pair), position_action=PositionAction.CLOSE) elif position.position_side == PositionSide.SHORT: self.buy(connector_name=connector_name, trading_pair=position.trading_pair, amount=abs(position.amount), order_type=OrderType.MARKET, price=connector.get_mid_price(position.trading_pair), position_action=PositionAction.CLOSE) def on_tick(self): """ This shows you how you can start meta controllers. You can run more than one at the same time and based on the market conditions, you can orchestrate from this script when to stop or start them. """ for executor_handler in self.executor_handlers.values(): if executor_handler.status == ExecutorHandlerStatus.NOT_STARTED: executor_handler.start() def format_status(self) -> str: if not self.ready_to_trade: return "Market connectors are not ready." lines = [] for trading_pair, executor_handler in self.executor_handlers.items(): lines.extend( [f"Strategy: {executor_handler.controller.config.strategy_name} | Trading Pair: {trading_pair}", executor_handler.to_format_status()]) return "\n".join(lines)