Kubernetes namespace

Reverted to MyStrategy instead of Cerebro experiments and implemented base functionality for a Matrix logging mechanism.

Reviewed-on: #6

.env_example

@@ -4,3 +4,9 @@ KRAKEN_API_SEC =
 R_VALUE_TARGET = 
 INVESTMENT_COUNT = 
 INVESTMENT_VOLUME = 
+LOG_LEVEL = 
+MATRIX_HOMESERVER_ADDRESS = 
+MATRIX_USER_ID = 
+MATRIX_USER_PASSWORD = 
+MATRIX_ROOM_ID = 
+MATRIX_DEVICE_ID = 

.gitea/workflows/ci.yaml

@@ -0,0 +1,32 @@
+name: ci
+
+on:
+  push:
+    branches:
+      - develop
+  merge:
+    branches:
+      - main
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Set up Docker Buildx
+        uses: docker/setup-buildx-action@v3
+        with:
+          driver: kubernetes
+          driver-opts: |
+            namespace=gitea
+
+      - name: Login to Docker Hub
+        uses: docker/login-action@v3
+        with:
+          username: ${{ vars.DOCKERHUB_USERNAME }}
+          password: ${{ secrets.DOCKERHUB_TOKEN }}
+
+      - name: Build and push
+        uses: docker/build-push-action@v6
+        with:
+          push: true
+          tags: ericomeehan/kraken-bot:latest

README.md

@@ -0,0 +1,3 @@
+# Kraken bot
+
+A Python bot for day-trading cryptocurrencies on the Kraken exchange.

app.py

@@ -1,46 +1,19 @@
-import backtrader
+import asyncio
-import krakenex
-import logging
-import os
 
 from dotenv import load_dotenv
-from pykrakenapi import KrakenAPI
-from time import sleep
 
-from kraken_bot.MovingAverageCrossOver import MA_CrossOver
+from kraken_bot.KrakenBot import KrakenBot
+from kraken_bot.LinearRegression import LinearRegression
+from kraken_bot.MyStrategy import MyStrategy
 
 load_dotenv()
-token = os.getenv('KRAKEN_API_TOKEN')
-secret = os.getenv('KRAKEN_API_SEC')
-tier = os.getenv('KRAKEN_API_TIER', 'Pro')
-asset_pair = os.getenv('KRAKEN_TRADABLE_ASSET_PAIR', 'XBTUSD')
-interval = int(os.getenv('KRAKEN_DATA_INTERVAL', 60))
-percents = float(os.getenv('CEREBRO_SIZER_PERCENTS', 50))
 
-logger = logging.getLogger(__name__)
+bot = KrakenBot(
-kraken = KrakenAPI(krakenex.API(token, secret), tier)
+        tier = 'Pro',
-cerebro = backtrader.Cerebro()
+        model = LinearRegression(),
-
+        trading_strategy = MyStrategy()
-market = kraken.get_tradable_asset_pairs(pair=asset_pair).iloc[0]
+        )
-sleep(kraken.factor)
-cerebro.broker.setcommission(commission=market.fees[0][1]/100)
-
-ohlc, last = kraken.get_ohlc_data(asset_pair, interval=interval, since=None, ascending=True)
-sleep(kraken.factor)
-cerebro.adddata(backtrader.feeds.PandasData(dataname=ohlc))
-
-account_balance = kraken.get_trade_balance(asset='ZUSD').loc['eb'].ZUSD
-sleep(kraken.factor)
-cerebro.broker.setcash(account_balance)
-cerebro.addsizer(backtrader.sizers.PercentSizer, percents=percents)
-
-cerebro.addstrategy(MA_CrossOver)
 
 if __name__ == '__main__':
-    start_balance = cerebro.broker.getvalue()
+    asyncio.run(bot.update(full=True))
-    print('Starting Portfolio Value: %.6f' % start_balance)
+    asyncio.run(bot.execute())
-    x = cerebro.run()
-    end_balance = cerebro.broker.getvalue()
-    print('Final Portfolio Value: %.6f' % end_balance)
-    print('Percent change: %.6f' % (((end_balance - start_balance)/start_balance) * 100))
-    cerebro.plot(style='candlestick')

kraken_bot/KrakenBot.py

@@ -1,5 +1,4 @@
 import krakenex
-import logging
 import os
 import scipy
 import sys
@@ -7,16 +6,14 @@ import time
 
 from pykrakenapi import KrakenAPI
 
+from kraken_bot.MatrixLogger import MatrixLogger
+
 class KrakenBot(KrakenAPI):
-    def __init__(self, token, secret, tier, model, trading_strategy):
+    def __init__(self, tier, model, trading_strategy):
         self.model = model
         self.trading_strategy = trading_strategy
-        self.log = logging.getLogger(__name__)
+        self.log = MatrixLogger(str(self.__class__.__name__))
-        self.log.setLevel(
+        super().__init__(krakenex.API(os.getenv('KRAKEN_API_TOKEN'), os.getenv('KRAKEN_API_SEC')), tier=tier)
-                getattr(logging, os.getenv('LOG_LEVEL', 'INFO'), logging.INFO)
-                )
-        self.log.addHandler(logging.StreamHandler(sys.stdout))
-        super().__init__(krakenex.API(token, secret), tier=tier)
         self.update(full=True)
 
     def _delay_factor(self):
@@ -75,5 +72,30 @@ class KrakenBot(KrakenAPI):
                 order.ordertype, order.type, order.pair, order.userref, order.volume, order.price, order.price2, order.trigger,
                 order.leverage, order.oflags, order.timeinforce, order.starttm, order.expiretm, order.close_ordertype,
                 order.close_price, order.close_price2, order.deadline, order.validate, order.otp)
-        self.log.info(order)
+        self.log.info(f"Added order to %{order.type} %{order.volume} on {order.pair}")
         self.update()
+
+    def update(self, full=False):
+        self.log.debug(f"update: full={full}")
+        self._update_tradable_asset_pairs()
+        self._filter_tradable_asset_pairs()
+        self._update_account_balance()
+        self._filter_account_balance()
+        self._update_trade_balance()
+        if full:
+            self._update_ohlc_data()
+            self.model.update(
+                    self.tradable_asset_pairs,
+                    self.ohlc_data
+                    )
+            self.trading_strategy.update(
+                    self.tradable_asset_pairs,
+                    self.ohlc_data,
+                    self.model.analysis,
+                    self.account_balance
+                    )
+
+    def execute(self):
+        self.log.debug(f"execute")
+        for order in self.trading_strategy.orders:
+            self._add_standard_order(order)

kraken_bot/LinearRegression.py

@@ -1,17 +1,13 @@
-import logging
 import os
 import pandas
 
-from kraken_bot.Model import Model
 from scipy.stats import linregress
 
+from kraken_bot.Model import Model
+
 class LinearRegression(Model):
-    def __init__(self, r_value_target):
+    def __init__(self):
-        self.r_value_target = r_value_target
+        self.r_value_target = float(os.getenv('R_VALUE_TARGET'))
-        self.log = logging.getLogger(__name__)
-        self.log.setLevel(
-                getattr(logging, os.getenv('LOG_LEVEL', 'INFO'), logging.INFO)
-                )
         self.analysis = pandas.DataFrame({})
         super().__init__(
                 interval = 1,
@@ -54,5 +50,4 @@ class LinearRegression(Model):
                             ) for asset_pair in self._filter_asset_pairs(tradable_asset_pairs).index
                         }).transpose()
                     ))
-        self.log.info(f"Completed linear regression analysis of OHLC market data")
+        self.log.debug(self.analysis)
-        self.log.info(self.analysis)

kraken_bot/MatrixLogger.py

@@ -0,0 +1,62 @@
+import asyncio
+import logging
+import os
+
+from nio import AsyncClient, MatrixRoom, RoomMessageText
+
+class MatrixHandler(logging.Handler):
+    def __init__(self):
+        super().__init__()
+        self.address = os.getenv('MATRIX_HOMESERVER_ADDRESS')
+        self.user_id = os.getenv('MATRIX_USER_ID')
+        self.user_password = os.getenv('MATRIX_USER_PASSWORD')
+        self.room_id = os.getenv('MATRIX_ROOM_ID')
+        self.device_id = os.getenv('MATRIX_DEVICE_ID')
+
+    def message_callback(self, room: MatrixRoom, event: RoomMessageText) -> None:
+        return
+
+    async def send_to_matrix(self, record):
+        client = AsyncClient(self.address, self.user_id)
+        await client.login(self.user_password, self.device_id)
+        client.add_event_callback(self.message_callback, RoomMessageText)
+        await client.room_send(
+                self.room_id,
+                message_type='m.room.message',
+                content={'msgtype': 'm.text', 'body': self.formatter.format(record)}
+                )
+
+    def emit(self, record):
+        asyncio.run(self.send_to_matrix(record))
+
+class MatrixLogger:
+    def __init__(self, name):
+        self.log = logging.getLogger(name)
+        self.log.setLevel(os.getenv('LOG_LEVEL', 'INFO'))
+
+        console_handler = logging.StreamHandler()
+        console_handler.setLevel(os.getenv('LOG_LEVEL', 'INFO'))
+        console_handler.setFormatter(logging.Formatter('%(asctime)s - %(levelname)s - %(name)s - %(message)s'))
+
+        matrix_handler = MatrixHandler()
+        matrix_handler.setLevel(os.getenv('LOG_LEVEL', 'INFO'))
+        matrix_handler.setFormatter(logging.Formatter('%(levelname)s - %(name)s - %(message)s'))
+
+        self.log.addHandler(console_handler)
+        self.log.addHandler(matrix_handler)
+
+    def debug(self, message):
+        self.log.debug(message)
+
+    def info(self, message):
+        self.log.info(message)
+
+    def warning(self, message):
+        self.log.warning(message)
+
+    def error(self, message):
+        self.log.error(message)
+
+    def critical(self, message):
+        self.log.critical(message)
+

kraken_bot/Model.py

@@ -1,9 +1,12 @@
 from abc import ABC, abstractmethod
 
+from kraken_bot.MatrixLogger import MatrixLogger
+
 class Model(ABC):
     def __init__(self, interval, ascending):
         self.interval = interval
         self.ascending = ascending
+        self.log = MatrixLogger(self.__class__.__name__)
 
     @abstractmethod
     def since():

kraken_bot/MyStrategy.py

@@ -2,8 +2,8 @@ from kraken_bot.TradingStrategy import TradingStrategy
 from kraken_bot.KrakenOrder import KrakenOrder
 
 class MyStrategy(TradingStrategy):
-    def __init__(self, investment_count, investment_volume):
+    def __init__(self):
-        super().__init__(investment_count, investment_volume)
+        super().__init__()
 
     def update(self, tradable_asset_pairs, ohlc_data, market_analysis, account_balance):
         self.orders = []

kraken_bot/TradingStrategy.py

@@ -1,10 +1,14 @@
+import os
+
 from abc import ABC, abstractmethod
-from kraken_bot.KrakenOrder import KrakenOrder
+
+from kraken_bot.MatrixLogger import MatrixLogger
 
 class TradingStrategy(ABC):
-    def __init__(self, investment_count, investment_volume):
+    def __init__(self):
-        self.investment_count = investment_count
+        self.investment_count = int(os.getenv('INVESTMENT_COUNT'))
-        self.investment_volume = investment_volume
+        self.investment_volume = float(os.getenv('INVESTMENT_VOLUME'))
+        self.log = MatrixLogger(self.__class__.__name__)
         self.orders = []
 
     @abstractmethod

requirements.txt

@@ -1,5 +1,7 @@
 krakenex
+matrix-nio
 pykrakenapi
 python-dotenv
+scipy
 backtrader
 matplotlib