Matrix logger implementation
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@ -4,3 +4,8 @@ KRAKEN_API_SEC =
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R_VALUE_TARGET =
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R_VALUE_TARGET =
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INVESTMENT_COUNT =
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INVESTMENT_COUNT =
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INVESTMENT_VOLUME =
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INVESTMENT_VOLUME =
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LOG_LEVEL =
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MATRIX_HOMESERVER_ADDRESS =
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MATRIX_USER_ID =
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MATRIX_USER_PASSWORD =
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MATRIX_ROOM_ID =
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23
app.py
23
app.py
@ -1,30 +1,15 @@
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import logging
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from dotenv import load_dotenv
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import os
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from kraken_bot.KrakenBot import KrakenBot
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from kraken_bot.KrakenBot import KrakenBot
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from kraken_bot.LinearRegression import LinearRegression
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from kraken_bot.LinearRegression import LinearRegression
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from kraken_bot.HighLowCutoff import HighLowCutoff
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from kraken_bot.MyStrategy import MyStrategy
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from dotenv import load_dotenv
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load_dotenv()
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load_dotenv()
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logger = logging.getLogger(__name__)
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model = LinearRegression(
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r_value_target = float(os.getenv('R_VALUE_TARGET'))
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)
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strategy = HighLowCutoff(
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investment_count = int(os.getenv('INVESTMENT_COUNT')),
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investment_volume = float(os.getenv('INVESTMENT_VOLUME')),
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target_gain = float(os.getenv('TARGET_GAIN')),
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max_loss = float(os.getenv('MAX_LOSS'))
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)
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bot = KrakenBot(
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bot = KrakenBot(
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token = os.getenv('KRAKEN_API_TOKEN'),
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secret = os.getenv('KRAKEN_API_SEC'),
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tier = 'Pro',
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tier = 'Pro',
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model = model,
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model = LinearRegression(),
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trading_strategy = strategy
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trading_strategy = MyStrategy()
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)
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)
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if __name__ == '__main__':
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if __name__ == '__main__':
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@ -1,5 +1,4 @@
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import krakenex
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import krakenex
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import logging
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import os
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import os
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import scipy
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import scipy
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import sys
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import sys
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@ -7,16 +6,14 @@ import time
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from pykrakenapi import KrakenAPI
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from pykrakenapi import KrakenAPI
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from kraken_bot.MatrixLogger import MatrixLogger
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class KrakenBot(KrakenAPI):
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class KrakenBot(KrakenAPI):
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def __init__(self, token, secret, tier, model, trading_strategy):
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def __init__(self, tier, model, trading_strategy):
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self.model = model
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self.model = model
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self.trading_strategy = trading_strategy
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self.trading_strategy = trading_strategy
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self.log = logging.getLogger(__name__)
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self.log = MatrixLogger(self.__class__.__name__)
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self.log.setLevel(
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super().__init__(krakenex.API(os.getenv('KRAKEN_API_TOKEN'), os.getenv('KRAKEN_API_SEC')), tier=tier)
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getattr(logging, os.getenv('LOG_LEVEL', 'INFO'), logging.INFO)
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)
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self.log.addHandler(logging.StreamHandler(sys.stdout))
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super().__init__(krakenex.API(token, secret), tier=tier)
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self.update(full=True)
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self.update(full=True)
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def _delay_factor(self):
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def _delay_factor(self):
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@ -75,7 +72,7 @@ class KrakenBot(KrakenAPI):
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order.ordertype, order.type, order.pair, order.userref, order.volume, order.price, order.price2, order.trigger,
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order.ordertype, order.type, order.pair, order.userref, order.volume, order.price, order.price2, order.trigger,
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order.leverage, order.oflags, order.timeinforce, order.starttm, order.expiretm, order.close_ordertype,
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order.leverage, order.oflags, order.timeinforce, order.starttm, order.expiretm, order.close_ordertype,
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order.close_price, order.close_price2, order.deadline, order.validate, order.otp)
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order.close_price, order.close_price2, order.deadline, order.validate, order.otp)
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self.log.info(order)
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self.log.info(f"Added order to %{order.type} %{order.volume} on {order.pair}")
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self.update()
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self.update()
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def update(self, full=False):
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def update(self, full=False):
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@ -1,17 +1,13 @@
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import logging
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import os
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import os
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import pandas
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import pandas
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from kraken_bot.Model import Model
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from scipy.stats import linregress
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from scipy.stats import linregress
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from kraken_bot.Model import Model
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class LinearRegression(Model):
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class LinearRegression(Model):
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def __init__(self, r_value_target):
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def __init__(self):
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self.r_value_target = r_value_target
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self.r_value_target = float(os.getenv('R_VALUE_TARGET'))
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self.log = logging.getLogger(__name__)
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self.log.setLevel(
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getattr(logging, os.getenv('LOG_LEVEL', 'INFO'), logging.INFO)
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)
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self.analysis = pandas.DataFrame({})
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self.analysis = pandas.DataFrame({})
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super().__init__(
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super().__init__(
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interval = 1,
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interval = 1,
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@ -54,5 +50,4 @@ class LinearRegression(Model):
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) for asset_pair in self._filter_asset_pairs(tradable_asset_pairs).index
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) for asset_pair in self._filter_asset_pairs(tradable_asset_pairs).index
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}).transpose()
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}).transpose()
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))
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))
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self.log.info(f"Completed linear regression analysis of OHLC market data")
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self.log.debug(self.analysis)
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self.log.info(self.analysis)
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@ -1,15 +1,19 @@
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import asyncio
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import asyncio
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import logging
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import logging
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import os
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from nio import AsyncClient, MatrixRoom, RoomMessageText
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from nio import HttpClient, MatrixRoom, RoomMessageText
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class MatrixHandler(logging.Handler):
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class MatrixHandler(logging.Handler):
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def __init__(self, url, user_id, user_password, room_id):
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def __init__(self):
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super().__init__()
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super().__init__()
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self.client = AsyncClient(url, user_id)
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self.homeserver_address = os.getenv('MATRIX_HOMESERVER_ADDRESS'),
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self.room_id = room_id
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self.user_id = os.getenv('MATRIX_USER_ID'),
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self.user_password = os.getenv('MATRIX_USER_PASSWORD'),
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self.room_id = os.getenv('MATRIX_ROOM_ID')
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self.client = HttpClient(self.address, self.user_id)
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self.client.add_event_callback(self.message_callback, RoomMessageText)
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self.client.add_event_callback(self.message_callback, RoomMessageText)
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await self.client.login(user_password)
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self.client.login(self.user_password)
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def message_callback(self, room: MatrixRoom, event: RoomMessageText) -> None:
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def message_callback(self, room: MatrixRoom, event: RoomMessageText) -> None:
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return
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return
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@ -23,33 +27,32 @@ class MatrixHandler(logging.Handler):
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class MatrixLogger:
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class MatrixLogger:
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def __init__(self, name):
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def __init__(self, name):
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self.logger = logging.getLogger(name)
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self.log = logging.getLogger(name)
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self.logger.setLevel(logging.DEBUG)
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self.log.setLevel(os.getenv('LOG_LEVEL', 'INFO'))
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console_handler = logging.StreamHandler()
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console_handler = logging.StreamHandler()
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console_handler.setLevel(logging.DEBUG)
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console_handler.setLevel(os.getenv('LOG_LEVEL', 'INFO'))
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console_handler.setFormatter(logging.Formatter('%(asctime)s - %(levelname)s - %(message)s'))
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console_handler.setFormatter(logging.Formatter('%(asctime)s - %(levelname)s - %{name}s - %(message)s'))
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matrix_handler = MatrixHandler()
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matrix_handler = MatrixHandler(room_id)
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matrix_handler.setLevel(os.getenv('LOG_LEVEL', 'INFO'))
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matrix_handler.setLevel(logging.INFO)
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matrix_handler.setFormatter(logging.Formatter('%(levelname)s - %{name}s - %(message)s'))
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matrix_handler.setFormatter(logging.Formatter('%(levelname)s - %(message)s'))
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self.logger.addHandler(console_handler)
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self.log.addHandler(console_handler)
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self.logger.addHandler(matrix_handler)
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self.log.addHandler(matrix_handler)
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def debug(self, message):
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def debug(self, message):
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self.logger.debug(message)
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self.log.debug(message)
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def info(self, message):
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def info(self, message):
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self.logger.info(message)
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self.log.info(message)
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def warning(self, message):
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def warning(self, message):
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self.logger.warning(message)
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self.log.warning(message)
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def error(self, message):
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def error(self, message):
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self.logger.error(message)
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self.log.error(message)
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def critical(self, message):
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def critical(self, message):
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self.logger.critical(message)
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self.log.critical(message)
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@ -1,9 +1,12 @@
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from abc import ABC, abstractmethod
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from abc import ABC, abstractmethod
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from kraken_bot.MatrixLogger import MatrixLogger
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class Model(ABC):
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class Model(ABC):
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def __init__(self, interval, ascending):
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def __init__(self, interval, ascending):
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self.interval = interval
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self.interval = interval
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self.ascending = ascending
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self.ascending = ascending
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self.log = MatrixLogger(self.__class__.__name__)
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@abstractmethod
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@abstractmethod
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def since():
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def since():
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@ -2,8 +2,8 @@ from kraken_bot.TradingStrategy import TradingStrategy
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from kraken_bot.KrakenOrder import KrakenOrder
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from kraken_bot.KrakenOrder import KrakenOrder
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class MyStrategy(TradingStrategy):
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class MyStrategy(TradingStrategy):
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def __init__(self, investment_count, investment_volume):
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def __init__(self):
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super().__init__(investment_count, investment_volume)
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super().__init__()
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def update(self, tradable_asset_pairs, ohlc_data, market_analysis, account_balance):
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def update(self, tradable_asset_pairs, ohlc_data, market_analysis, account_balance):
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self.orders = []
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self.orders = []
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@ -1,10 +1,14 @@
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import os
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from abc import ABC, abstractmethod
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from abc import ABC, abstractmethod
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from kraken_bot.KrakenOrder import KrakenOrder
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from kraken_bot.MatrixLogger import MatrixLogger
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class TradingStrategy(ABC):
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class TradingStrategy(ABC):
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def __init__(self, investment_count, investment_volume):
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def __init__(self):
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self.investment_count = investment_count
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self.investment_count = int(os.getenv('INVESTMENT_COUNT')),
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self.investment_volume = investment_volume
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self.investment_volume = float(os.getenv('INVESTMENT_VOLUME')),
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self.log = MatrixLogger(self.__class__.__name__)
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self.orders = []
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self.orders = []
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@abstractmethod
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@abstractmethod
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