xrp.py

import ta
import time
import ccxt
import config
import pandas as pd
from pybit import HTTP


exchange = ccxt.bybit({'apiKey': config.api_key,'secret': config.api_secret})
client = HTTP(api_key=config.api_key,api_secret=config.api_secret)
qty1 = config.qty1
maxq = config.maxq

symbol = config.symbol
stoHm = config.stoHm
stoLm = config.stoLm
stoHs = config.stoHs
stoLs = config.stoLs

decimals = 4

def getOrderBook():
    global ask
    global bid
    orderbook = exchange.fetchOrderBook(symbol=symbol,limit=10)
    bid = orderbook['bids'][0][0] if len (orderbook['bids']) > 0 else None
    ask = orderbook['asks'][0][0] if len (orderbook['asks']) > 0 else None

def get_6ema():
    bars = exchange.fetchOHLCV(symbol=symbol,timeframe = '1m',limit=18)
    df = pd.DataFrame(bars,columns=['Time','Open','High','Low','Close','Vol'])
    df['EMA 6 High'] = ta.trend.EMAIndicator(df['High'], window=6).ema_indicator()
    df['EMA 6 Low'] = ta.trend.EMAIndicator(df['Low'], window=6).ema_indicator()
    global ema6hgh
    global ema6low
    ema6hgh = df['EMA 6 High'][17]
    ema6low = df['EMA 6 Low'][17]
    ema6hgh = round(ema6hgh,decimals)
    ema6low = round(ema6low,decimals)

def get_60ema():
    bars = exchange.fetchOHLCV(symbol=symbol,timeframe = '1m',limit=180)
    df = pd.DataFrame(bars,columns=['Time','Open','High','Low','Close','Vol'])
    df['EMA 60 Close'] = ta.trend.EMAIndicator(df['Close'], window=60).ema_indicator()
    global ema60
    ema60 = df['EMA 60 Close'][179]
    ema60 = round(ema60,decimals)

def stoch15():
    stochastic_bars = exchange.fetchOHLCV(symbol=symbol,timeframe = '1m',limit=16)
    df = pd.DataFrame(stochastic_bars, columns=['Time','Open','High','Low','Close','Vol'])
    df['Stoch 15 main'] = ta.momentum.StochasticOscillator(df['High'], df['Low'], df['Close'], window=15).stoch() 
    df['Stoch 15 sgnl'] = ta.momentum.StochasticOscillator(df['High'], df['Low'], df['Close'], smooth_window=3, window=15, fillna=True).stoch_signal()
    stoch = float(df['Stoch 15 main'][15])
    stoch_signal = float(df['Stoch 15 sgnl'][15])
    global real_sto
    global real_stos
    real_sto = round(stoch,4)
    real_stos = round(stoch_signal,4)

def get_position():
    positions = client.my_position(symbol=symbol)
    for position in positions['result']:
        if position['side'] == 'Sell':
            global sell_position_size
            global sell_position_prce
            sell_position_size = position['size']
            sell_position_prce = position['entry_price']  

def get_buy_order():
    orders = client.get_active_order(symbol=symbol, limit=21)

    for order in orders['result']['data']:

        global tp_order
        global buy_order_size
        global buy_order_id
        tp_order = order['order_status'] != 'Cancelled' and order['order_status'] != 'Filled' and order['order_status'] == 'New' and order['side'] == "Buy" and order['reduce_only'] == True
        buy_order_size = order['qty']  
        buy_order_id = order['order_id']

def get_sell_order():
    orders = client.get_active_order(symbol=symbol, limit=21)

    for order in orders['result']['data']:
        global sell_order
        global sell_order_id
        global sell_order_size
        sell_order = order['order_status'] != 'Cancelled' and order['order_status'] != 'Filled' and order['order_status'] == 'New' and order['side'] == "Sell" and order['reduce_only'] == False
        sell_order_id = order['order_id']
        sell_order_size = order['qty']

def cancel_sell_orders():
    try:
        orders = client.get_active_order(symbol=symbol)
        for order in orders['result']['data']:
            if order['order_status'] != 'Filled' and order['side'] == 'Sell' and order['order_status'] != 'Cancelled':
                client.cancel_active_order(symbol=symbol, order_id=order['order_id'])
            else:
                pass
    except TypeError:
        pass 

def cancel_buy_orders():
    try:
        orders = client.get_active_order(symbol=symbol)
        for order in orders['result']['data']:
            if order['order_status'] != 'Filled' and order['side'] == 'Buy' and order['order_status'] != 'Cancelled':
                client.cancel_active_order(symbol=symbol, order_id=order['order_id'])
            else:
                pass
    except TypeError:
        pass

while True:

    print('♌',symbol)
    
    try:
        stoch15()
        print('|   Stoch Main:',real_sto, '|', real_stos, ':Stoch Sgnl')
    except:
        print('⛔ Error Loading Stochastic Data')
        pass 

    try:
        get_6ema()
        print('|   EMA 6 High:',ema6hgh, '|', ema6low, ':EMA 6 Low')
    except:
        print('⛔ Error Loading EMA 6 Data')
        pass

    # get_60ema()
    # print('| EMA 60 Close:' ,ema60)
    
    try:
        getOrderBook()
        print('|          Ask:',ask, '|', bid, ':Bid')
    except:
        print('⛔ Error Getting Orderbook Data')
        pass

    try:
        get_position()
    except:
        print('⛔ Error Getting Position Data')
        pass
    try:
        get_buy_order()
    except:
        print('⛔ Error Getting TP Data')
        pass
    try:
        get_sell_order()
    except:
        print('⛔ Error Getting Entry Data')
        pass
    
    min_tp_distance = round(sell_position_prce - ((ema6hgh - ema6low)/2),decimals)
    tp_distance = round(ema6hgh - (ema6hgh - ema6low),decimals)
    entry = round(ema6hgh + (ema6hgh - ema6low),decimals)

    good_stoch_H = real_sto > stoHm and real_stos > stoHs
    good_stoch_L = real_sto < stoLm and real_stos < stoLs

    # good_EMA60 = bid > ema60

    # TP 
        
    if tp_order == False and sell_position_size != 0 and bid > min_tp_distance:
        try:
            print('| ➟ Placing TP...')
            place_active_order = client.place_active_order(
            side="Buy",symbol=symbol,order_type="Limit",
            price=min_tp_distance,
            qty=sell_position_size,
            time_in_force="GoodTillCancel",reduce_only=True,close_on_trigger=True)
        except:
            pass
    else:
        pass

    if tp_order == False and sell_position_size != 0 and bid < min_tp_distance:
        try:
            print('| ➟ Placing TP...')
            place_active_order = client.place_active_order(
            side="Buy",symbol=symbol,order_type="Market",
            qty=sell_position_size)
        except:
            pass
    else:
        pass
        
    if tp_order == True and sell_position_size > buy_order_size:
        try:               
            print('| ✗ Canceling TP...')
            cancel_buy_orders()
            print('| ➟ Placing TP...')
            place_active_order = client.place_active_order(
                side="Buy",symbol=symbol,order_type="Limit",
                price=min_tp_distance,
                qty=sell_position_size,
                time_in_force="GoodTillCancel",reduce_only=True,close_on_trigger=True)
        except:
            pass
    else:
        pass

    # Entry

    if sell_position_size == 0:
        try:               
            print('| ✗ Canceling Active Entry Order...')
            cancel_sell_orders()
        except:
            pass
    
    if ask > ema6hgh and good_stoch_H == True and sell_position_size == 0:
        try:               
            print('| ➟ Placing Entry Order...')
            place_active_order = client.place_active_order(
                side="Sell",symbol=symbol,order_type="Limit",
                price=ask,
                qty=qty1,
                time_in_force="GoodTillCancel",reduce_only=False,close_on_trigger=False)
        except:
            pass

    # Entry 2

    if sell_position_size >= qty1:
        try:                          
            print('| ✗ Canceling Active Average Entry Order...')
            cancel_sell_orders()
        except:
            pass
    
    if sell_position_size >= qty1 and ema6low > sell_position_prce and ask > ema6hgh and good_stoch_H == True and sell_position_size < maxq:
        try:               
            print('| ➟ Placing Active Average Entry Order...')
            place_active_order = client.place_active_order(
                side="Sell",symbol=symbol,order_type="Limit",
                price=ask,
                qty=sell_position_size,
                time_in_force="GoodTillCancel",reduce_only=False,close_on_trigger=False)
        except:
            pass

    # Drawings

    if ask > ema6hgh:
        print('| 🗹 Ask > EMA 6 High') 
    else:
        print('| Ask < EMA 6 High')
    if good_stoch_H == True:
        print('| 🗹 Stoch >',stoHs)
    else:
        print('| Stoch <',stoHs)

    print('------------------------------------------')
    if maxq > sell_position_size:
        print('| 🗹 Size is OK')
    print('------------------------------------------')
    print('| ➢ Position Price:',sell_position_prce)
    print('| ➢ Position Size:',sell_position_size)
    # print('Entr id:',sell_order_id)

    time.sleep(3)