Update models and enums

.dockerignore

@@ -1,35 +1,20 @@
 node_modules
 __pycache__
 jsconfig.json
-.eslintrc.js
+^\.*
 *.md
-.vscode
-.devcontainer
-.ini
-.git
-.github
-.gitignore
-.github/
 docs/
 ecosystem.config.js
-.http
 mongo_data
 mongo_data.old
 mongo_db
 kafka_data
-.DS_Store
-.env.local
-.env.prod
-.env.development.local
-.env.test.local
 /.env
 .vscode/settings.json
-.venv/
-.DS_Store
 *.pyc
 api/main/config/*.cfg
-.mypy_cache
 db.dump
-.pytest_cache
 tests/
 *.md
+!.dockerignore
+!.gitignore

algorithms/coinrule.py

@@ -1,8 +1,8 @@
 import os
 
-from shared.utils import round_numbers
 from models.signals import SignalsConsumer
 from shared.enums import KafkaTopics
+from shared.utils import round_numbers
 
 
 def fast_and_slow_macd(
@@ -20,13 +20,7 @@ def fast_and_slow_macd(
     bb_high, bb_mid, bb_low = self.bb_spreads()
 
     # If volatility is too low, dynamic trailling will close too early with bb_spreads
-    if (
-        macd > macd_signal
-        and ma_7 > ma_25
-        and bb_high < 1
-        and bb_high > 0.001
-        and trend
-    ):
+    if macd > macd_signal and ma_7 > ma_25 and bb_high < 1 and bb_high > 0.001:
         msg = f"""
         - [{os.getenv('ENV')}] <strong>{algo} #algorithm</strong> #{symbol} 
         - Current price: {close_price}

algorithms/ma_candlestick.py

@@ -1,7 +1,8 @@
 import os
+
+from models.signals import SignalsConsumer
 from shared.enums import KafkaTopics
 from shared.utils import round_numbers
-from models.signals import SignalsConsumer
 
 # Algorithms based on Bollinguer bands
 

algorithms/price_changes.py

@@ -1,54 +1,47 @@
 import os
 
-from shared.utils import round_numbers
 from models.signals import SignalsConsumer
 from shared.enums import KafkaTopics
 
+
 def price_rise_15(
     self,
     close_price,
     symbol,
-    run_autotrade,
     prev_price,
     p_value,
-    r_value,
-    btc_correlation
-    volatility
+    btc_correlation,
 ):
     """
     Price increase/decrease algorithm
 
     https://www.binance.com/en/support/faq/understanding-top-movers-statuses-on-binance-spot-trading-18c97e8ab67a4e1b824edd590cae9f16
     """
-    
+
     algo = "price_rise_15_rally_pullback"
     price_diff = (float(close_price) - float(prev_price)) / close_price
-    volatility = round_numbers(volatility)
     bb_high, bb_mid, bb_low = self.bb_spreads()
     trend = self.define_strategy()
 
     if 0.07 <= price_diff < 0.11:
         first_line = "<strong>Price increase</strong> over 7%"
 
-    elif -0.07 <= price_diff < -0.11 :
+    elif -0.07 <= price_diff < -0.11:
         first_line = f"<strong>{algo} #algorithm</strong> over 7%"
 
     else:
         return
 
-
-    msg = (f"""
+    msg = f"""
 - [{os.getenv('ENV')}] {first_line} #{symbol}
 - Current price: {close_price}
-- Log volatility (log SD): {volatility}
 - P-value: {p_value}
 - Pearson correlation with BTC: {btc_correlation["close_price"]}
 - https://www.binance.com/en/trade/{symbol}
 - <a href='http://terminal.binbot.in/bots/new/{symbol}'>Dashboard trade</a>
-""")
-    
+"""
+
     value = SignalsConsumer(
-        spread=volatility,
         current_price=close_price,
         msg=msg,
         symbol=symbol,
@@ -58,9 +51,13 @@ def price_rise_15(
             "bb_high": bb_high,
             "bb_mid": bb_mid,
             "bb_low": bb_low,
-        }
+        },
     )
 
-    self.producer.send(KafkaTopics.signals.value, value=value.model_dump_json()).add_callback(self.base_producer.on_send_success).add_errback(self.base_producer.on_send_error)
+    self.producer.send(
+        KafkaTopics.signals.value, value=value.model_dump_json()
+    ).add_callback(self.base_producer.on_send_success).add_errback(
+        self.base_producer.on_send_error
+    )
 
     return

algorithms/rally.py

@@ -1,6 +1,7 @@
 import os
-from api.streaming.models import SignalsConsumer
+
 from shared.enums import KafkaTopics
+from models.signals import SignalsConsumer
 
 
 def rally_or_pullback(
@@ -19,6 +20,8 @@ def rally_or_pullback(
     """
     Rally algorithm
 
+    Key difference with other algorithms is the trend is determined not by market
+    but day or minute percentage change
     https://www.binance.com/en/support/faq/understanding-top-movers-statuses-on-binance-spot-trading-18c97e8ab67a4e1b824edd590cae9f16
     """
     data = self.get_24_ticker(symbol)
@@ -39,62 +42,51 @@ def rally_or_pullback(
 
     if day_diff <= 0.08 and minute_diff >= 0.05:
         algo_type = "Rally"
-        # trend = "uptrend"
 
     if day_diff_pb >= 0.08 and minute_diff_pb <= 0.05:
         algo_type = "Pullback"
-        # trend = "downtrend"
 
     if not algo_type:
         return
 
-    trend = self.define_strategy()
-    if not trend:
-        return
-
-    bb_high, bb_mid, bb_low = self.bb_spreads()
-
-    msg = f"""
-        - [{os.getenv('ENV')}] <strong>{algo_type} #algorithm</strong> #{symbol}
-        - Current price: {close_price}
-        - Log volatility (log SD): {volatility}
-        - Bollinguer bands spread: {(bb_high - bb_low) / bb_high }
-        - Reversal? {"Yes" if self.market_domination_reversal else "No"}
-        - https://www.binance.com/en/trade/{symbol}
-        - <a href='http://terminal.binbot.in/bots/new/{symbol}'>Dashboard trade</a>
-    """
-
-    if algo_type == "Pullback":
-        algo = f"rally_{algo_type}"
-
-        if (
-            float(close_price) > float(open_price)
-            and volatility > 0.09
-            # and close_price < ma_25[len(ma_25) - 1]
-            # and close_price < ma_25[len(ma_25) - 2]
-            # and close_price < ma_25[len(ma_25) - 3]
-            and close_price < ma_100[len(ma_100) - 1]
-            and close_price < ma_100[len(ma_100) - 2]
-            and close_price < ma_100[len(ma_100) - 3]
-        ):
-            value = SignalsConsumer(
-                spread=None,
-                current_price=close_price,
-                msg=msg,
-                symbol=symbol,
-                algo=algo,
-                trend=trend,
-                bb_spreads={
-                    "bb_high": bb_high,
-                    "bb_mid": bb_mid,
-                    "bb_low": bb_low,
-                },
-            )
-
-            self.producer.send(
-                KafkaTopics.signals.value, value=value.model_dump_json()
-            ).add_callback(self.base_producer.on_send_success).add_errback(
-                self.base_producer.on_send_error
-            )
+    if (
+        close_price < ma_25[len(ma_25) - 1]
+        and close_price < ma_25[len(ma_25) - 2]
+        and close_price < ma_25[len(ma_25) - 3]
+        and close_price < ma_100[len(ma_100) - 1]
+        and close_price < ma_100[len(ma_100) - 2]
+        and close_price < ma_100[len(ma_100) - 3]
+    ):
+        bb_high, bb_mid, bb_low = self.bb_spreads()
+
+        msg = f"""
+            - [{os.getenv('ENV')}] <strong>{algo_type} #algorithm</strong> #{symbol}
+            - Current price: {close_price}
+            - Log volatility (log SD): {volatility}
+            - Bollinguer bands spread: {(bb_high - bb_low) / bb_high }
+            - Reversal? {"Yes" if self.market_domination_reversal else "No"}
+            - https://www.binance.com/en/trade/{symbol}
+            - <a href='http://terminal.binbot.in/bots/new/{symbol}'>Dashboard trade</a>
+        """
+
+        value = SignalsConsumer(
+            spread=None,
+            current_price=close_price,
+            msg=msg,
+            symbol=symbol,
+            algo=algo_type,
+            trend=volatility,
+            bb_spreads={
+                "bb_high": bb_high,
+                "bb_mid": bb_mid,
+                "bb_low": bb_low,
+            },
+        )
+
+        self.producer.send(
+            KafkaTopics.signals.value, value=value.model_dump_json()
+        ).add_callback(self.base_producer.on_send_success).add_errback(
+            self.base_producer.on_send_error
+        )
 
     return

algorithms/timeseries_gpt.py

@@ -1,10 +1,5 @@
-import json
 import os
-import pandas as pd
-from shared.enums import KafkaTopics
-from shared.utils import round_numbers
-from models.signals import SignalsConsumer
-from shared.enums import KafkaTopics
+
 from nixtla import NixtlaClient
 
 nixtla_client = NixtlaClient(os.environ.get("NIXTLA_API_KEY"))

algorithms/top_gainer_drop.py

@@ -1,18 +1,18 @@
 import os
-
-from shared.enums import KafkaTopics
+from models.signals import SignalsConsumer
+from shared.enums import KafkaTopics, TrendEnum
 
 
 def top_gainers_drop(
-    self,
+    cls,
     close_price,
     open_price,
     ma_7,
-    ma_100,
     ma_25,
-    symbol,
-    lowest_price,
-    slope,
+    ma_100,
+    ma_7_prev,
+    ma_25_prev,
+    ma_100_prev,
     volatility,
 ):
     """
@@ -21,34 +21,39 @@ def top_gainers_drop(
     so create margin_short bot
 
     """
-    if float(close_price) < float(open_price) and symbol in self.top_coins_gainers:
+    if float(close_price) < float(open_price) and cls.symbol in cls.top_coins_gainers:
         algo = "top_gainers_drop"
 
-        trend = self.define_strategy(self)
+        trend = cls.define_strategy()
         if not trend:
-            return
+            trend = TrendEnum.down_trend
+
+        bb_high, bb_mid, bb_low = cls.bb_spreads()
 
         msg = f"""
-- [{os.getenv('ENV')}] Top gainers's drop <strong>#{algo} algorithm</strong> #{symbol}
-- Current price: {close_price}
-- Log volatility (log SD): {volatility}
-- Slope: {slope}
-- https://www.binance.com/en/trade/{symbol}
-- <a href='http://terminal.binbot.in/bots/new/{symbol}'>Dashboard trade</a>
-"""
-        value = {
-            "msg": msg,
-            "symbol": symbol,
-            "algo": algo,
-            "spread": volatility,
-            "current_price": close_price,
-            "trend": trend,
-        }
-
-        self.producer.send(
+        - [{os.getenv('ENV')}] Top gainers's drop <strong>#{algo} algorithm</strong> #{cls.symbol}
+        - Current price: {close_price}
+        - Log volatility (log SD): {volatility}
+        - Bollinguer bands spread: {(bb_high - bb_low) / bb_high }
+        - Reversal? {"Yes" if cls.market_domination_reversal else "No"}
+        - https://www.binance.com/en/trade/{cls.symbol}
+        - <a href='http://terminal.binbot.in/bots/new/{cls.symbol}'>Dashboard trade</a>
+        """
+
+        value = SignalsConsumer(
+            spread=volatility,
+            current_price=close_price,
+            msg=msg,
+            symbol=cls.symbol,
+            algo=algo,
+            trend=trend,
+            bb_spreads=None,
+        )
+
+        cls.producer.send(
             KafkaTopics.signals.value, value=value.model_dump_json()
-        ).add_callback(self.base_producer.on_send_success).add_errback(
-            self.base_producer.on_send_error
+        ).add_callback(cls.base_producer.on_send_success).add_errback(
+            cls.base_producer.on_send_error
         )
 
     return