Skip to content

Commit

Permalink
Added ratiofunds calculation.
Browse files Browse the repository at this point in the history
  • Loading branch information
@cyberjunky
cyberjunky committed Nov 14, 2021
1 parent 8b48efd commit 381d66a
Showing 1 changed file with 14 additions and 72 deletions.
86 changes: 14 additions & 72 deletions compound.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -251,15 +251,6 @@ def check_deal(dealid):
return True


def get_bot_ratio(botid):
"""Get bot bo/so percentages if already logged."""
data = cursor.execute(f"SELECT * FROM bots WHERE botid = {botid}").fetchone()
if data is None:
return None

return data


def compound_bot(thebot):
"""Find profit from deals and calculate new SO and BO values."""
deals = get_threecommas_deals(thebot["id"])
Expand Down Expand Up @@ -287,24 +278,25 @@ def compound_bot(thebot):
db.commit()

if profitsum:
# bot values to calculate with
# Bot values to calculate with
base_order_size = float(thebot["base_order_volume"])
safety_order_size = float(thebot["safety_order_volume"])
max_active_deals = thebot["max_active_deals"]
max_safety_orders = thebot["max_safety_orders"]
martingale_volume_coefficient = float(
thebot["martingale_volume_coefficient"]
)
# botid = thebot["id"]

fundssoneeded = safety_order_size
totalsofunds = safety_order_size
if max_safety_orders > 1:
for i in range(1, max_safety_orders):
fundssoneeded = fundssoneeded * float(martingale_volume_coefficient)
totalsofunds = totalsofunds + fundssoneeded

totalsofunds += fundssoneeded

ratiofunds = safety_order_size / totalsofunds
totalorderfunds = totalsofunds + base_order_size

logger.info("Current bot settings :")
logger.info("Base order size : %s" % base_order_size)
logger.info("Safety order size : %s" % safety_order_size)
Expand All @@ -314,8 +306,9 @@ def compound_bot(thebot):
logger.info("Total funds for BO : %s" % base_order_size)
logger.info("Total funds for SO(s): %s" % totalsofunds)
logger.info("Total funds for order: %s" % totalorderfunds)
logger.info("Funds ratio for SO(s): %s" % ratiofunds)

# current order table
# Calculate current order table
logger.info("Current order table:")
order_1 = safety_order_size
logger.info(f"Order BO = {base_order_size}")
Expand All @@ -326,34 +319,7 @@ def compound_bot(thebot):
logger.info(f"Order #{i+1} = {order_x}")
i += 1

# # bo/so ratio calculations
# bopercentage = (
# 100
# * float(base_order_size)
# / (float(base_order_size) + float(safety_order_size))
# )
# sopercentage = (
# 100
# * float(safety_order_size)
# / (float(safety_order_size) + float(base_order_size))
# )
# logger.info("Current BO percentage: %s" % bopercentage)
# logger.info("Current SO percentage: %s" % sopercentage)

# # check if data is already in database if so use that, else store calculcated from above
# percentages = get_bot_ratio(botid)
# if percentages:
# (botid, bopercentage, sopercentage) = percentages
# logger.info("Using BO percentage from db: %s" % bopercentage)
# logger.info("Using SO percentage from db: %s" % sopercentage)
# else:
# # store in db for later use
# db.execute(
# f"INSERT INTO bots (botid, bopercentage, sopercentage) VALUES ({botid}, {bopercentage}, {sopercentage})"
# )
# db.commit()

# calc profit part to compound
# Calculate profit part to compound
profitpercentage = float(
config.get("settings", "profittocompound", fallback=1.0)
)
Expand All @@ -364,27 +330,7 @@ def compound_bot(thebot):
% (profitpercentage, profitsum)
)

# --------------- old compound calc stats here ----------------
# # calculate compound values
# boprofitsplit = ((profitsum * bopercentage) / 100) / max_active_deals
# soprofitsplit = (
# ((profitsum * sopercentage) / 100)
# / max_active_deals
# / max_safety_orders
# )

# logger.info("BO compound value: %s" % boprofitsplit)
# logger.info("SO compound value: %s" % soprofitsplit)

# # compound the profits to base volume and safety volume
# newbaseordervolume = base_order_size + boprofitsplit
# newsafetyordervolume = safety_order_size + soprofitsplit

# ---------------- old compound calc ends here -----------------

# ------------ new compound calc starts here ---------------

# bo/so ratio calculations
# Calculate the BO/SO ratio
bopercentage = (
100
* float(base_order_size)
Expand All @@ -398,23 +344,22 @@ def compound_bot(thebot):
logger.info("BO percentage: %s" % bopercentage)
logger.info("SO percentage: %s" % sopercentage)

# calculate compound values
# Calculate compound values
boprofitsplit = ((profitsum * bopercentage) / 100) / max_active_deals
soprofitsplit = (
((profitsum * sopercentage) / 100)
/ max_active_deals
/ max_safety_orders
* ratiofunds
)

logger.info("BO compound value: %s" % boprofitsplit)
logger.info("SO compound value: %s" % soprofitsplit)

# compound the profits to base volume and safety volume
# Compound the profits to BO and SO settings
newbaseordervolume = base_order_size + boprofitsplit
newsafetyordervolume = safety_order_size + soprofitsplit

# ------------ new compound calc ends here ---------------

logger.info(
"Base order size increased from %s to %s"
% (base_order_size, newbaseordervolume)
Expand All @@ -424,7 +369,7 @@ def compound_bot(thebot):
% (safety_order_size, newsafetyordervolume)
)

# new order table
# Calculate new order table
logger.info("Order table after compounding:")
order_1 = newsafetyordervolume
logger.info(f"Order BO = {newbaseordervolume}")
Expand All @@ -435,7 +380,7 @@ def compound_bot(thebot):
logger.info(f"Order #{i+1} = {order_x}")
i += 1

# update bot settings
# Update bot settings
error, update_bot = api.request(
entity="bots",
action="update",
Expand Down Expand Up @@ -497,9 +442,6 @@ def init_compound_db():
logger.info(f"Database '{dbname}' created successfully")

dbcursor.execute("CREATE TABLE deals (dealid int Primary Key)")
dbcursor.execute(
"CREATE TABLE bots (botid int Primary Key, bopercentage real, sopercentage real)"
)
logger.info("Database tables created successfully")

return dbconnection
Expand Down

0 comments on commit 381d66a

Please sign in to comment.