Custom HummingBot for Whitebit
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hummingbot/scripts/fixed_grid.py

341 lines
18 KiB

import logging
from decimal import Decimal
from typing import Dict, List
import numpy as np
import pandas as pd
from hummingbot.connector.connector_base import ConnectorBase
from hummingbot.core.data_type.common import OrderType, PriceType, TradeType
from hummingbot.core.data_type.order_candidate import OrderCandidate
from hummingbot.core.event.events import BuyOrderCompletedEvent, OrderFilledEvent, SellOrderCompletedEvent
from hummingbot.core.utils import map_df_to_str
from hummingbot.strategy.script_strategy_base import ScriptStrategyBase
class FixedGrid(ScriptStrategyBase):
# Parameters to modify -----------------------------------------
trading_pair = "ENJ-USDT"
exchange = "ascend_ex"
n_levels = 8
grid_price_ceiling = Decimal(0.33)
grid_price_floor = Decimal(0.3)
order_amount = Decimal(18.0)
# Optional ----------------------
spread_scale_factor = Decimal(1.0)
amount_scale_factor = Decimal(1.0)
rebalance_order_type = "limit"
rebalance_order_spread = Decimal(0.02)
rebalance_order_refresh_time = 60.0
grid_orders_refresh_time = 3600000.0
price_source = PriceType.MidPrice
# ----------------------------------------------------------------
markets = {exchange: {trading_pair}}
create_timestamp = 0
price_levels = []
base_inv_levels = []
quote_inv_levels = []
order_amount_levels = []
quote_inv_levels_current_price = []
current_level = -100
grid_spread = (grid_price_ceiling - grid_price_floor) / (n_levels - 1)
inv_correct = True
rebalance_order_amount = Decimal(0.0)
rebalance_order_buy = True
def __init__(self, connectors: Dict[str, ConnectorBase]):
super().__init__(connectors)
self.minimum_spread = (self.grid_price_ceiling - self.grid_price_floor) / (1 + 2 * sum([pow(self.spread_scale_factor, n) for n in range(1, int(self.n_levels / 2))]))
self.price_levels.append(self.grid_price_floor)
for i in range(2, int(self.n_levels / 2) + 1):
price = self.grid_price_floor + self.minimum_spread * sum([pow(self.spread_scale_factor, int(self.n_levels / 2) - n) for n in range(1, i)])
self.price_levels.append(price)
for i in range(1, int(self.n_levels / 2) + 1):
self.order_amount_levels.append(self.order_amount * pow(self.amount_scale_factor, int(self.n_levels / 2) - i))
for i in range(int(self.n_levels / 2) + 1, self.n_levels + 1):
price = self.price_levels[int(self.n_levels / 2) - 1] + self.minimum_spread * sum([pow(self.spread_scale_factor, n) for n in range(0, i - int(self.n_levels / 2))])
self.price_levels.append(price)
self.order_amount_levels.append(self.order_amount * pow(self.amount_scale_factor, i - int(self.n_levels / 2) - 1))
for i in range(1, self.n_levels + 1):
self.base_inv_levels.append(sum(self.order_amount_levels[i:self.n_levels]))
self.quote_inv_levels.append(sum([self.price_levels[n] * self.order_amount_levels[n] for n in range(0, i - 1)]))
for i in range(self.n_levels):
self.quote_inv_levels_current_price.append(self.quote_inv_levels[i] / self.price_levels[i])
def on_tick(self):
proposal = None
if self.create_timestamp <= self.current_timestamp:
# If grid level not yet set, find it.
if self.current_level == -100:
price = self.connectors[self.exchange].get_price_by_type(self.trading_pair, self.price_source)
# Find level closest to market
min_diff = 1e8
for i in range(self.n_levels):
if min(min_diff, abs(self.price_levels[i] - price)) < min_diff:
min_diff = abs(self.price_levels[i] - price)
self.current_level = i
msg = (f"Current price {price}, Initial level {self.current_level+1}")
self.log_with_clock(logging.INFO, msg)
self.notify_hb_app_with_timestamp(msg)
if price > self.grid_price_ceiling:
msg = ("WARNING: Current price is above grid ceiling")
self.log_with_clock(logging.WARNING, msg)
self.notify_hb_app_with_timestamp(msg)
elif price < self.grid_price_floor:
msg = ("WARNING: Current price is below grid floor")
self.log_with_clock(logging.WARNING, msg)
self.notify_hb_app_with_timestamp(msg)
market, trading_pair, base_asset, quote_asset = self.get_market_trading_pair_tuples()[0]
base_balance = float(market.get_balance(base_asset))
quote_balance = float(market.get_balance(quote_asset) / self.price_levels[self.current_level])
if base_balance < self.base_inv_levels[self.current_level]:
self.inv_correct = False
msg = (f"WARNING: Insuffient {base_asset} balance for grid bot. Will attempt to rebalance")
self.log_with_clock(logging.WARNING, msg)
self.notify_hb_app_with_timestamp(msg)
if base_balance + quote_balance < self.base_inv_levels[self.current_level] + self.quote_inv_levels_current_price[self.current_level]:
msg = (f"WARNING: Insuffient {base_asset} and {quote_asset} balance for grid bot. Unable to rebalance."
f"Please add funds or change grid parameters")
self.log_with_clock(logging.WARNING, msg)
self.notify_hb_app_with_timestamp(msg)
return
else:
# Calculate additional base required with 5% tolerance
base_required = (Decimal(self.base_inv_levels[self.current_level]) - Decimal(base_balance)) * Decimal(1.05)
self.rebalance_order_buy = True
self.rebalance_order_amount = Decimal(base_required)
elif quote_balance < self.quote_inv_levels_current_price[self.current_level]:
self.inv_correct = False
msg = (f"WARNING: Insuffient {quote_asset} balance for grid bot. Will attempt to rebalance")
self.log_with_clock(logging.WARNING, msg)
self.notify_hb_app_with_timestamp(msg)
if base_balance + quote_balance < self.base_inv_levels[self.current_level] + self.quote_inv_levels_current_price[self.current_level]:
msg = (f"WARNING: Insuffient {base_asset} and {quote_asset} balance for grid bot. Unable to rebalance."
f"Please add funds or change grid parameters")
self.log_with_clock(logging.WARNING, msg)
self.notify_hb_app_with_timestamp(msg)
return
else:
# Calculate additional quote required with 5% tolerance
quote_required = (Decimal(self.quote_inv_levels_current_price[self.current_level]) - Decimal(quote_balance)) * Decimal(1.05)
self.rebalance_order_buy = False
self.rebalance_order_amount = Decimal(quote_required)
else:
self.inv_correct = True
if self.inv_correct is True:
# Create proposals for Grid
proposal = self.create_grid_proposal()
else:
# Create rebalance proposal
proposal = self.create_rebalance_proposal()
self.cancel_active_orders()
if proposal is not None:
self.execute_orders_proposal(proposal)
def create_grid_proposal(self) -> List[OrderCandidate]:
buys = []
sells = []
# Proposal will be created according to grid price levels
for i in range(self.current_level):
price = self.price_levels[i]
size = self.order_amount_levels[i]
if size > 0:
buy_order = OrderCandidate(trading_pair=self.trading_pair, is_maker=True, order_type=OrderType.LIMIT,
order_side=TradeType.BUY, amount=size, price=price)
buys.append(buy_order)
for i in range(self.current_level + 1, self.n_levels):
price = self.price_levels[i]
size = self.order_amount_levels[i]
if size > 0:
sell_order = OrderCandidate(trading_pair=self.trading_pair, is_maker=True, order_type=OrderType.LIMIT,
order_side=TradeType.SELL, amount=size, price=price)
sells.append(sell_order)
return buys + sells
def create_rebalance_proposal(self):
buys = []
sells = []
# Proposal will be created according to start order spread.
if self.rebalance_order_buy is True:
ref_price = self.connectors[self.exchange].get_price_by_type(self.trading_pair, self.price_source)
price = ref_price * (Decimal("100") - self.rebalance_order_spread) / Decimal("100")
size = self.rebalance_order_amount
msg = (f"Placing buy order to rebalance; amount: {size}, price: {price}")
self.log_with_clock(logging.INFO, msg)
self.notify_hb_app_with_timestamp(msg)
if size > 0:
if self.rebalance_order_type == "limit":
buy_order = OrderCandidate(trading_pair=self.trading_pair, is_maker=True, order_type=OrderType.LIMIT,
order_side=TradeType.BUY, amount=size, price=price)
elif self.rebalance_order_type == "market":
buy_order = OrderCandidate(trading_pair=self.trading_pair, is_maker=True, order_type=OrderType.MARKET,
order_side=TradeType.BUY, amount=size, price=price)
buys.append(buy_order)
if self.rebalance_order_buy is False:
ref_price = self.connectors[self.exchange].get_price_by_type(self.trading_pair, self.price_source)
price = ref_price * (Decimal("100") + self.rebalance_order_spread) / Decimal("100")
size = self.rebalance_order_amount
msg = (f"Placing sell order to rebalance; amount: {size}, price: {price}")
self.log_with_clock(logging.INFO, msg)
self.notify_hb_app_with_timestamp(msg)
if size > 0:
if self.rebalance_order_type == "limit":
sell_order = OrderCandidate(trading_pair=self.trading_pair, is_maker=True, order_type=OrderType.LIMIT,
order_side=TradeType.SELL, amount=size, price=price)
elif self.rebalance_order_type == "market":
sell_order = OrderCandidate(trading_pair=self.trading_pair, is_maker=True, order_type=OrderType.MARKET,
order_side=TradeType.SELL, amount=size, price=price)
sells.append(sell_order)
return buys + sells
def did_fill_order(self, event: OrderFilledEvent):
msg = (f"{event.trade_type.name} {round(event.amount, 2)} {event.trading_pair} {self.exchange} at {round(event.price, 2)}")
self.log_with_clock(logging.INFO, msg)
self.notify_hb_app_with_timestamp(msg)
def did_complete_buy_order(self, event: BuyOrderCompletedEvent):
if self.inv_correct is False:
self.create_timestamp = self.current_timestamp + float(1.0)
if self.inv_correct is True:
# Set the new level
self.current_level -= 1
# Add sell order above current level
price = self.price_levels[self.current_level + 1]
size = self.order_amount_levels[self.current_level + 1]
proposal = [OrderCandidate(trading_pair=self.trading_pair, is_maker=True, order_type=OrderType.LIMIT,
order_side=TradeType.SELL, amount=size, price=price)]
self.execute_orders_proposal(proposal)
def did_complete_sell_order(self, event: SellOrderCompletedEvent):
if self.inv_correct is False:
self.create_timestamp = self.current_timestamp + float(1.0)
if self.inv_correct is True:
# Set the new level
self.current_level += 1
# Add buy order above current level
price = self.price_levels[self.current_level - 1]
size = self.order_amount_levels[self.current_level - 1]
proposal = [OrderCandidate(trading_pair=self.trading_pair, is_maker=True, order_type=OrderType.LIMIT,
order_side=TradeType.BUY, amount=size, price=price)]
self.execute_orders_proposal(proposal)
def execute_orders_proposal(self, proposal: List[OrderCandidate]) -> None:
for order in proposal:
self.place_order(connector_name=self.exchange, order=order)
if self.inv_correct is False:
next_cycle = self.current_timestamp + self.rebalance_order_refresh_time
if self.create_timestamp <= self.current_timestamp:
self.create_timestamp = next_cycle
else:
next_cycle = self.current_timestamp + self.grid_orders_refresh_time
if self.create_timestamp <= self.current_timestamp:
self.create_timestamp = next_cycle
def place_order(self, connector_name: str, order: OrderCandidate):
if order.order_side == TradeType.SELL:
self.sell(connector_name=connector_name, trading_pair=order.trading_pair, amount=order.amount,
order_type=order.order_type, price=order.price)
elif order.order_side == TradeType.BUY:
self.buy(connector_name=connector_name, trading_pair=order.trading_pair, amount=order.amount,
order_type=order.order_type, price=order.price)
def grid_assets_df(self) -> pd.DataFrame:
market, trading_pair, base_asset, quote_asset = self.get_market_trading_pair_tuples()[0]
price = self.connectors[self.exchange].get_price_by_type(self.trading_pair, self.price_source)
base_balance = float(market.get_balance(base_asset))
quote_balance = float(market.get_balance(quote_asset))
available_base_balance = float(market.get_available_balance(base_asset))
available_quote_balance = float(market.get_available_balance(quote_asset))
base_value = base_balance * float(price)
total_in_quote = base_value + quote_balance
base_ratio = base_value / total_in_quote if total_in_quote > 0 else 0
quote_ratio = quote_balance / total_in_quote if total_in_quote > 0 else 0
data = [
["", base_asset, quote_asset],
["Total Balance", round(base_balance, 4), round(quote_balance, 4)],
["Available Balance", round(available_base_balance, 4), round(available_quote_balance, 4)],
[f"Current Value ({quote_asset})", round(base_value, 4), round(quote_balance, 4)]
]
data.append(["Current %", f"{base_ratio:.1%}", f"{quote_ratio:.1%}"])
df = pd.DataFrame(data=data)
return df
def grid_status_data_frame(self) -> pd.DataFrame:
grid_data = []
grid_columns = ["Parameter", "Value"]
market, trading_pair, base_asset, quote_asset = self.get_market_trading_pair_tuples()[0]
base_balance = float(market.get_balance(base_asset))
quote_balance = float(market.get_balance(quote_asset) / self.price_levels[self.current_level])
grid_data.append(["Grid spread", round(self.grid_spread, 4)])
grid_data.append(["Current grid level", self.current_level + 1])
grid_data.append([f"{base_asset} required", round(self.base_inv_levels[self.current_level], 4)])
grid_data.append([f"{quote_asset} required in {base_asset}", round(self.quote_inv_levels_current_price[self.current_level], 4)])
grid_data.append([f"{base_asset} balance", round(base_balance, 4)])
grid_data.append([f"{quote_asset} balance in {base_asset}", round(quote_balance, 4)])
grid_data.append(["Correct inventory balance", self.inv_correct])
return pd.DataFrame(data=grid_data, columns=grid_columns).replace(np.nan, '', regex=True)
def format_status(self) -> str:
"""
Displays the status of the fixed grid strategy
Returns status of the current strategy on user balances and current active orders.
"""
if not self.ready_to_trade:
return "Market connectors are not ready."
lines = []
warning_lines = []
warning_lines.extend(self.network_warning(self.get_market_trading_pair_tuples()))
balance_df = self.get_balance_df()
lines.extend(["", " Balances:"] + [" " + line for line in balance_df.to_string(index=False).split("\n")])
grid_df = map_df_to_str(self.grid_status_data_frame())
lines.extend(["", " Grid:"] + [" " + line for line in grid_df.to_string(index=False).split("\n")])
assets_df = map_df_to_str(self.grid_assets_df())
first_col_length = max(*assets_df[0].apply(len))
df_lines = assets_df.to_string(index=False, header=False,
formatters={0: ("{:<" + str(first_col_length) + "}").format}).split("\n")
lines.extend(["", " Assets:"] + [" " + line for line in df_lines])
try:
df = self.active_orders_df()
lines.extend(["", " Orders:"] + [" " + line for line in df.to_string(index=False).split("\n")])
except ValueError:
lines.extend(["", " No active maker orders."])
warning_lines.extend(self.balance_warning(self.get_market_trading_pair_tuples()))
if len(warning_lines) > 0:
lines.extend(["", "*** WARNINGS ***"] + warning_lines)
return "\n".join(lines)
def cancel_active_orders(self):
"""
Cancels active orders
"""
for order in self.get_active_orders(connector_name=self.exchange):
self.cancel(self.exchange, order.trading_pair, order.client_order_id)