bot.py

import json
import time
import bot_functions as bf
import config as cfg

#Connect to the binance api and produce a client
client = bf.init_client()

#Load settings from settings.json
settings = cfg.getBotSettings()
market = settings.market
leverage = int(settings.leverage)
margin_type = settings.margin_type
confirmation_periods = settings.trading_periods.split(",")
trailing_percentage = float(settings.trailing_percentage)

#turn off print unless we really need to print something
std = bf.getStdOut()
bf.blockPrint()
bf.singlePrint("Bot Starting", std)

#global values used by bot to keep track of state
entry_price = 0
exit_price_trigger = 0
liquidation_price = 0
in_position = False
side = 0

#Initialise the market leverage and margin type.
bf.initialise_futures(client, _market=market, _leverage=leverage)

while True:
    try:
        #if not currently in a position then execute this set of logic
        if in_position == False:

            #generate signal data for the last 500 candles
            entry = bf.get_multi_scale_signal(client, _market=market, _periods=confirmation_periods)

            #if the second last signal in the generated set of data is -1, then open a SHORT
            if entry[-2] == -1:
                qty, side, in_position = bf.handle_signal(client, std, 
                                                          market=market, leverage=leverage, 
                                                          order_side="SELL", stop_side="BUY", 
                                                          _callbackRate=trailing_percentage)

            #if the second last signal in the generated set of data is 1, then open a LONG
            elif entry[-2] == 1:
                qty, side, in_position = bf.handle_signal(client, std, 
                                                          market=market, leverage=leverage, 
                                                          order_side="BUY", stop_side="SELL", 
                                                          _callbackRate=trailing_percentage)

        #If already in a position then check market and decide when to exit
        elif in_position == True:

            #generate signal data for the last 500 candles
            entry = bf.get_multi_scale_signal(client, _market=market, _periods=confirmation_periods)

            #get the last market price
            market_price = bf.get_market_price(client, _market=market)

            #if we generated a signal that is the opposite side of what our position currently is
            #then sell our position. The bot will open a new position on the opposite side when it loops back around!
            if entry[-2] != side:
                bf.singlePrint("Exit", std)

                bf.close_position(client, _market=market)

                #close any open trailing stops we have
                client.cancel_all_orders(market)
                time.sleep(3)

                bf.singlePrint(f"Exited Position: {qty} ${market_price}", std)

                bf.log_trade(_qty=qty, _market=market, _leverage=leverage, _side=side,
                              _cause="Signal Change", _market_price=market_price, 
                              _type="EXIT")
                
                in_position = False
                side = 0

            position_active = bf.check_in_position(client, market)
            if position_active == False:
    
                bf.log_trade(_qty=qty, _market=market, _leverage=leverage, _side=side,
                  _cause="Signal Change", _market_price=market_price, 
                  _type="Trailing Stop")
                in_position = False
                side = 0

                bf.singlePrint(f"Trailing Stop Triggered: {qty} ${market_price}", std)  

                #close any open trailing stops we have one
                client.cancel_all_orders(market)
                time.sleep(3)

        time.sleep(15)
    except Exception as e:

        bf.singlePrint(f"Encountered Exception {e}", std)
        time.sleep(15)