Finance/kraken-bot
1
0
Fork 0
Code Issues 4 Pull Requests 1 Actions Packages Projects Releases Wiki Activity

Post log messages to Matrix #6

Merged
eric merged 4 commits from matrix_logging into main 2025-02-09 15:48:04 +00:00
Conversation 1 Commits 4 Files Changed 10 +56 -64
8 changed files with 56 additions and 64 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files
Showing only changes of commit 40d80a6e83 - Show all commits

5
.env_example
View File

@ -4,3 +4,8 @@ KRAKEN_API_SEC =
R_VALUE_TARGET = R_VALUE_TARGET =
INVESTMENT_COUNT = INVESTMENT_COUNT =
INVESTMENT_VOLUME = INVESTMENT_VOLUME =
LOG_LEVEL =
MATRIX_HOMESERVER_ADDRESS =
MATRIX_USER_ID =
MATRIX_USER_PASSWORD =
MATRIX_ROOM_ID =

23
app.py
View File

@ -1,30 +1,15 @@
import logging from dotenv import load_dotenv
import os
from kraken_bot.KrakenBot import KrakenBot from kraken_bot.KrakenBot import KrakenBot
from kraken_bot.LinearRegression import LinearRegression from kraken_bot.LinearRegression import LinearRegression
from kraken_bot.HighLowCutoff import HighLowCutoff from kraken_bot.MyStrategy import MyStrategy
from dotenv import load_dotenv
load_dotenv() 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( bot = KrakenBot(
token = os.getenv('KRAKEN_API_TOKEN'),
secret = os.getenv('KRAKEN_API_SEC'),
tier = 'Pro', tier = 'Pro',
model = model, model = LinearRegression(),
trading_strategy = strategy trading_strategy = MyStrategy()
) )
if __name__ == '__main__': if __name__ == '__main__':

15
kraken_bot/KrakenBot.py
View File

@ -1,5 +1,4 @@
import krakenex import krakenex
import logging
import os import os
import scipy import scipy
import sys import sys
@ -7,16 +6,14 @@ import time
from pykrakenapi import KrakenAPI from pykrakenapi import KrakenAPI
from kraken_bot.MatrixLogger import MatrixLogger
class KrakenBot(KrakenAPI): class KrakenBot(KrakenAPI):
def __init__(self, token, secret, tier, model, trading_strategy): def __init__(self, tier, model, trading_strategy):
self.model = model self.model = model
self.trading_strategy = trading_strategy self.trading_strategy = trading_strategy
self.log = logging.getLogger(__name__) self.log = MatrixLogger(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) self.update(full=True)
def _delay_factor(self): 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.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.leverage, order.oflags, order.timeinforce, order.starttm, order.expiretm, order.close_ordertype,
order.close_price, order.close_price2, order.deadline, order.validate, order.otp) 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() self.update()
def update(self, full=False): def update(self, full=False):

15
kraken_bot/LinearRegression.py
View File

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

43
kraken_bot/MatrixLogger.py
View File

@ -1,15 +1,19 @@
import asyncio import asyncio
import logging import logging
import os
from nio import AsyncClient, MatrixRoom, RoomMessageText from nio import HttpClient, MatrixRoom, RoomMessageText
class MatrixHandler(logging.Handler): class MatrixHandler(logging.Handler):
def __init__(self, url, user_id, user_password, room_id): def __init__(self):
super().__init__() super().__init__()
eric marked this conversation as resolved Outdated
eric commented 2025-01-28 03:16:04 +00:00
Outdated
Review
Copy Link

AsyncClient will need to be executed like so:

if __name__ == "__main__":
    try:
        asyncio.run(main())
    except KeyboardInterrupt:
        pass

As such, it will need to be instantiated and started elsewhere with the necessary values passed in via parameters.

`AsyncClient` will need to be executed like so: ``` if __name__ == "__main__": try: asyncio.run(main()) except KeyboardInterrupt: pass ``` As such, it will need to be instantiated and started elsewhere with the necessary values passed in via parameters.
eric commented 2025-02-05 04:03:31 +00:00
Outdated
Review
Copy Link

The HttpClient was used instead. Fortunately, the interface was compatible.

The `HttpClient` was used instead. Fortunately, the interface was compatible.
eric commented 2025-02-08 20:34:36 +00:00
Outdated
Review
Copy Link

This is still an issue. The Matrix logger likely needs to be redesigned.

This is still an issue. The Matrix logger likely needs to be redesigned.
self.client = AsyncClient(url, user_id) self.homeserver_address = os.getenv('MATRIX_HOMESERVER_ADDRESS'),
self.room_id = room_id 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.client = HttpClient(self.address, self.user_id)
self.client.add_event_callback(self.message_callback, RoomMessageText) self.client.add_event_callback(self.message_callback, RoomMessageText)
await self.client.login(user_password) self.client.login(self.user_password)
def message_callback(self, room: MatrixRoom, event: RoomMessageText) -> None: def message_callback(self, room: MatrixRoom, event: RoomMessageText) -> None:
return return
@ -23,33 +27,32 @@ class MatrixHandler(logging.Handler):
class MatrixLogger: class MatrixLogger:
def __init__(self, name): def __init__(self, name):
self.logger = logging.getLogger(name) self.log = logging.getLogger(name)
self.logger.setLevel(logging.DEBUG) self.log.setLevel(os.getenv('LOG_LEVEL', 'INFO'))
console_handler = logging.StreamHandler() console_handler = logging.StreamHandler()
console_handler.setLevel(logging.DEBUG) console_handler.setLevel(os.getenv('LOG_LEVEL', 'INFO'))
console_handler.setFormatter(logging.Formatter('%(asctime)s - %(levelname)s - %(message)s')) 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'))
matrix_handler = MatrixHandler(room_id) self.log.addHandler(console_handler)
matrix_handler.setLevel(logging.INFO) self.log.addHandler(matrix_handler)
matrix_handler.setFormatter(logging.Formatter('%(levelname)s - %(message)s'))
self.logger.addHandler(console_handler)
self.logger.addHandler(matrix_handler)
def debug(self, message): def debug(self, message):
self.logger.debug(message) self.log.debug(message)
def info(self, message): def info(self, message):
self.logger.info(message) self.log.info(message)
def warning(self, message): def warning(self, message):
self.logger.warning(message) self.log.warning(message)
def error(self, message): def error(self, message):
self.logger.error(message) self.log.error(message)
def critical(self, message): def critical(self, message):
self.logger.critical(message) self.log.critical(message)

3
kraken_bot/Model.py
View File

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

4
kraken_bot/MyStrategy.py
View File

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

12
kraken_bot/TradingStrategy.py
View File

@ -1,10 +1,14 @@
import os
from abc import ABC, abstractmethod from abc import ABC, abstractmethod
from kraken_bot.KrakenOrder import KrakenOrder
from kraken_bot.MatrixLogger import MatrixLogger
class TradingStrategy(ABC): 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 = [] self.orders = []
@abstractmethod @abstractmethod