diff --git a/.env_example b/.env_example index b55dda3..69f6742 100644 --- a/.env_example +++ b/.env_example @@ -4,3 +4,8 @@ KRAKEN_API_SEC = R_VALUE_TARGET = INVESTMENT_COUNT = INVESTMENT_VOLUME = +LOG_LEVEL = +MATRIX_HOMESERVER_ADDRESS = +MATRIX_USER_ID = +MATRIX_USER_PASSWORD = +MATRIX_ROOM_ID = diff --git a/README.md b/README.md index e69de29..925dbbb 100644 --- a/README.md +++ b/README.md @@ -0,0 +1,3 @@ +# Kraken bot + +A Python bot for day-trading cryptocurrencies on the Kraken exchange. diff --git a/app.py b/app.py index 7366996..62184a3 100644 --- a/app.py +++ b/app.py @@ -1,32 +1,19 @@ -import logging -import os +import asyncio + +from dotenv import load_dotenv from kraken_bot.KrakenBot import KrakenBot from kraken_bot.LinearRegression import LinearRegression -from kraken_bot.HighLowCutoff import HighLowCutoff -from dotenv import load_dotenv +from kraken_bot.MyStrategy import MyStrategy load_dotenv() -logger = logging.getLogger(__name__) - -model = LinearRegression( - r_value_target = float(os.getenv('R_VALUE_TARGET')) - ) -strategy = HighLowCutoff( - investment_count = int(os.getenv('INVESTMENT_COUNT')), - investment_volume = float(os.getenv('INVESTMENT_VOLUME')), - target_gain = float(os.getenv('TARGET_GAIN')), - max_loss = float(os.getenv('MAX_LOSS')) - ) bot = KrakenBot( - token = os.getenv('KRAKEN_API_TOKEN'), - secret = os.getenv('KRAKEN_API_SEC'), tier = 'Pro', - model = model, - trading_strategy = strategy + model = LinearRegression(), + trading_strategy = MyStrategy() ) if __name__ == '__main__': - bot.update(full=True) - bot.execute() + asyncio.run(bot.update(full=True)) + asyncio.run(bot.execute()) diff --git a/kraken_bot/KrakenBot.py b/kraken_bot/KrakenBot.py index de6ad0b..e45ef0e 100644 --- a/kraken_bot/KrakenBot.py +++ b/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.setLevel( - 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.log = MatrixLogger(str(self.__class__.__name__)) + super().__init__(krakenex.API(os.getenv('KRAKEN_API_TOKEN'), os.getenv('KRAKEN_API_SEC')), tier=tier) self.update(full=True) def _delay_factor(self): @@ -75,7 +72,7 @@ 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): diff --git a/kraken_bot/LinearRegression.py b/kraken_bot/LinearRegression.py index a135493..2953d18 100644 --- a/kraken_bot/LinearRegression.py +++ b/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): - self.r_value_target = r_value_target - self.log = logging.getLogger(__name__) - self.log.setLevel( - getattr(logging, os.getenv('LOG_LEVEL', 'INFO'), logging.INFO) - ) + def __init__(self): + self.r_value_target = float(os.getenv('R_VALUE_TARGET')) 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.info(self.analysis) + self.log.debug(self.analysis) diff --git a/kraken_bot/MatrixLogger.py b/kraken_bot/MatrixLogger.py new file mode 100644 index 0000000..cdc0a0d --- /dev/null +++ b/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) + diff --git a/kraken_bot/Model.py b/kraken_bot/Model.py index d1016ea..880cfb2 100644 --- a/kraken_bot/Model.py +++ b/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(): diff --git a/kraken_bot/MyStrategy.py b/kraken_bot/MyStrategy.py index 059f712..f5684d9 100644 --- a/kraken_bot/MyStrategy.py +++ b/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): - super().__init__(investment_count, investment_volume) + def __init__(self): + super().__init__() def update(self, tradable_asset_pairs, ohlc_data, market_analysis, account_balance): self.orders = [] diff --git a/kraken_bot/TradingStrategy.py b/kraken_bot/TradingStrategy.py index 1b48089..3adfc06 100644 --- a/kraken_bot/TradingStrategy.py +++ b/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): - self.investment_count = investment_count - self.investment_volume = investment_volume + def __init__(self): + self.investment_count = int(os.getenv('INVESTMENT_COUNT')) + self.investment_volume = float(os.getenv('INVESTMENT_VOLUME')) + self.log = MatrixLogger(self.__class__.__name__) self.orders = [] @abstractmethod diff --git a/requirements.txt b/requirements.txt index 9fc2a67..8fba69d 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,5 +1,7 @@ krakenex +matrix-nio pykrakenapi python-dotenv +scipy backtrader matplotlib