Add position to signal

migrations/versions/2023-06-28_update_deals_table_add_position.py

@@ -0,0 +1,28 @@
+"""update_deals_table_add_position
+
+Revision ID: 3d9358bcf686
+Revises: 900e1be8f4c6
+Create Date: 2023-06-28 21:50:47.237178
+
+"""
+from alembic import op
+import sqlalchemy as sa
+
+
+# revision identifiers, used by Alembic.
+revision = '3d9358bcf686'
+down_revision = '900e1be8f4c6'
+branch_labels = None
+depends_on = None
+
+
+def upgrade():
+ # ### commands auto generated by Alembic - please adjust! ###
+ op.add_column('deals', sa.Column('position', sa.SmallInteger(), nullable=True))
+ # ### end Alembic commands ###
+
+
+def downgrade():
+ # ### commands auto generated by Alembic - please adjust! ###
+ pass
+ # ### end Alembic commands ###

src/app/models/deal.py

@@ -19,4 +19,5 @@ class Deal(Base):
  date_close: Mapped[datetime] = mapped_column(DateTime(), nullable=True, default=None)
  pnl: Mapped[decimal] = mapped_column(Numeric(), nullable=True)
  bot_id: Mapped[int] = mapped_column(Integer(), nullable=False)
+ position: Mapped[int] = mapped_column(Integer(), nullable=True)
  order: Mapped[List["Order"]] = relationship(cascade="all, delete", passive_deletes=True)

src/app/repositories/deal.py

@@ -1,20 +1,20 @@
 import decimal
 from datetime import datetime
-from typing import Optional
+from typing import Optional, Union
 
 from sqlalchemy import select, and_, func
 
 from src.app.models.deal import Deal
 from src.db.session import get_async_session
 
 
-async def create_deal(bot_id: int, pair: str, date_open: datetime, pnl: Optional[decimal] = None):
+async def create_deal(bot_id: int, pair: str, date_open: datetime, position: Union[int, None] = None):
  async with get_async_session() as session:
  deal = Deal(
  bot_id=bot_id,
  pair=pair,
  date_open=date_open,
- pnl=pnl
+ position=position
  )
  session.add(deal)
  await session.commit()
@@ -35,13 +35,17 @@ async def update_deal(deal_id: int, **update_values) -> Deal:
  return deal
 
 
-async def get_bot_last_deal(bot_id: int, pair: str) -> Deal:
+async def get_bot_last_deal(bot_id: int, pair: str, position: Union[int, None] = None) -> Deal:
  async with get_async_session() as session:
  query = select(Deal).where(and_(Deal.bot_id == bot_id, Deal.pair == pair, Deal.date_close.is_(None))).order_by(
  Deal.id.desc())
- deals = await session.execute(query)
 
- return deals.scalar()
+ if position is not None:
+ query = query.where(Deal.position == position)
+
+ result = await session.execute(query)
+
+ return result.scalar()
 
 
 async def get_deal_by_id(deal_id: int) -> Deal:

src/app/schemas/signal.py

@@ -7,12 +7,14 @@ class OpenSignal(BaseModel):
  type_of_signal: Literal['open']
  pair: str
  amount: float
+ position: Optional[int]
 
 
 class CloseSignal(BaseModel):
  bot_id: int
  type_of_signal: Literal['close']
  pair: str
+ position: Optional[int]
  amount: Optional[float]
  deal_id: Optional[int]
 
@@ -22,3 +24,5 @@ class AddSignal(BaseModel):
  type_of_signal: Literal['add']
  pair: str
  amount: float
+ deal_id: Optional[int]
+ position: Optional[int]

src/app/services/deal.py

@@ -1,21 +1,21 @@
 from datetime import datetime
-from typing import List
+from typing import List, Union
 
 from src.app.models import Deal
 from src.app.repositories import deal as repository
 from src.bot.exceptions.not_found_exception import NotFoundException
 
 
-async def create_deal(bot_id: int, pair: str, date_open: datetime) -> Deal:
- return await repository.create_deal(bot_id=bot_id, pair=pair, date_open=date_open)
+async def create_deal(bot_id: int, pair: str, date_open: datetime, position: Union[int, None] = None) -> Deal:
+ return await repository.create_deal(bot_id=bot_id, pair=pair, date_open=date_open, position=position)
 
 
 async def increment_safety_orders_count(deal_id: int) -> int:
  return await repository.increment_safety_orders_count(deal_id=deal_id)
 
 
-async def get_deal(bot_id: int, pair: str) -> Deal:
- deal = await repository.get_bot_last_deal(bot_id=bot_id, pair=pair)
+async def get_deal(bot_id: int, pair: str, position: Union[int, None] = None) -> Deal:
+ deal = await repository.get_bot_last_deal(bot_id=bot_id, pair=pair, position=position)
 
  if not deal:
  raise NotFoundException(

src/bot/exchange/bot.py

@@ -1,3 +1,5 @@
+from typing import Union
+
 from src.app.repositories.bot import get_bot
 from src.app.services.bot import get_copy_bots
 from src.app.services.deal import is_deal_exist
@@ -15,12 +17,13 @@
 
 
 class Bot:
- def __init__(self, bot_id: int, pair: str, type_of_signal: str) -> None:
+ def __init__(self, bot_id: int, pair: str, type_of_signal: str, position: Union[int, None] = None) -> None:
  self.margin_type = None
  self.exchange = None
  self.type_of_signal = type_of_signal
  self.bot_id = bot_id
  self.pair = pair
+ self.position = position
 
  async def get_copy_bots(self):
  if self.bot_id in range(100, 300):
@@ -96,7 +99,7 @@ def get_strategy(self, side: BaseSide):
  if self.bot_id == 3 or self.bot_id == 1 or self.bot_id == 2:
  return SimpleStrategy(bot_id=self.bot_id, side=side, pair=self.pair)
 
- return GridStrategy(bot_id=self.bot_id, side=side, pair=self.pair)
+ return GridStrategy(bot_id=self.bot_id, side=side, pair=self.pair, position=self.position)
 
  def get_bot_name(self):
  return f'Bot id: {self.bot_id} ({self.exchange.get_exchange_name()})'

src/bot/exchange/strategies/base_strategy.py

@@ -17,30 +17,32 @@
 
 
 class BaseStrategy(metaclass=abc.ABCMeta):
- def __init__(self, bot_id: int, side: BaseSide, pair: str) -> None:
+ def __init__(self, bot_id: int, side: BaseSide, pair: str, position: Union[int, None] = None) -> None:
  self.bot_id = bot_id
  self.side = side
  self.exchange = side.exchange
  self.pair = pair
+ self.position = position
 
  self.contract_size = Decimal(self.exchange.get_market(pair=pair)['contractSize'])
 
  self.strategy_helper = StrategyHelper(taker_fee=Decimal(self.exchange.ccxt_exchange.market(self.pair)['taker']),
  side=side.get_side_type(), contract_size=self.contract_size)
 
- self.db_helper = StrategyDBHelper(side=side.get_side_type(), bot_id=self.bot_id, pair=self.pair)
+ self.db_helper = StrategyDBHelper(side=side.get_side_type(), bot_id=self.bot_id, pair=self.pair,
+ position=self.position)
 
  # Abstract methods
  @abc.abstractmethod
  async def open_deal_process(self, base_amount: Decimal):
  pass
 
  @abc.abstractmethod
- async def close_deal_process(self, amount: float = None, deal: Union[Deal, None] = None) -> ClosedDeal:
+ async def close_deal_process(self, deal: Deal, amount: float = None) -> ClosedDeal:
  pass
 
  @abc.abstractmethod
- async def average_deal_process(self, base_amount: Decimal):
+ async def average_deal_process(self, deal: Deal, base_amount: Decimal):
  pass
 
  # Helpers
@@ -60,9 +62,9 @@ async def open_deal(self, amount: float) -> OpenedDealMessage:
  side=self.side.get_side_type()
  )
 
- async def average_deal(self, amount: float) -> AveragedDealMessage:
+ async def average_deal(self, amount: float, deal: Deal) -> AveragedDealMessage:
  base_amount = self.get_base_amount(quote_amount=Decimal(amount))
- safety_count, quote_amount = await self.average_deal_process(base_amount=base_amount)
+ safety_count, quote_amount = await self.average_deal_process(deal=deal, base_amount=base_amount)
 
  deal = await self.db_helper.get_deal()
  deal_stats = await self.db_helper.get_deal_stats(deal_id=deal.id)
@@ -81,8 +83,8 @@ async def average_deal(self, amount: float) -> AveragedDealMessage:
  self.contract_size)
  )
 
- async def close_deal(self, amount: float, deal: Union[Deal, None] = None) -> ClosedDealMessage:
- closed_deal = await self.close_deal_process(amount=amount, deal=deal)
+ async def close_deal(self, amount: float, deal: Deal) -> ClosedDealMessage:
+ closed_deal = await self.close_deal_process(deal=deal, amount=amount)
 
  return ClosedDealMessage(
  title=f'Bot id: {self.bot_id} ({self.exchange.get_exchange_name()})',

src/bot/exchange/strategies/grid_strategy.py

@@ -20,27 +20,22 @@ async def open_deal_process(self, base_amount: Decimal):
 
  return order.quote_amount, price
 
- async def average_deal_process(self, base_amount: Decimal):
+ async def average_deal_process(self, deal: Deal, base_amount: Decimal):
  # Not necessary for current strategy
  # self.ensure_deal_opened()
 
  self.set_leverage(20)
  order = self.average_market_order(amount=base_amount)
 
- deal = await self.db_helper.get_or_create_deal()
-
  await self.db_helper.create_average_order(deal_id=deal.id, price=order.price, volume=order.volume)
 
  safety_count = await self.db_helper.average_deal(deal_id=deal.id)
 
  return safety_count, order.quote_amount
 
- async def close_deal_process(self, amount: float = None, deal: Union[Deal, None] = None) -> ClosedDeal:
+ async def close_deal_process(self, deal: Deal, amount: float = None) -> ClosedDeal:
  self.ensure_deal_opened()
 
- if not deal:
- deal = await self.db_helper.get_deal()
-
  deal_stats = await self.db_helper.get_deal_stats(deal_id=deal.id)
 
  order = self.close_market_order(deal_stats.total_volume)

src/bot/exchange/strategy_db_helper.py

@@ -1,6 +1,6 @@
 from datetime import datetime
 from decimal import Decimal
-from typing import Literal
+from typing import Literal, Union
 
 from src.app.models import Order, Deal
 from src.app.services.deal import update_deal, get_deal, create_deal, increment_safety_orders_count, get_or_create_deal
@@ -11,10 +11,11 @@
 
 
 class StrategyDBHelper:
- def __init__(self, side: SideType, bot_id: int, pair: str):
+ def __init__(self, side: SideType, bot_id: int, pair: str, position: Union[int, None] = None):
  self.side = side
  self.bot_id = bot_id
  self.pair = pair
+ self.position = position
 
  def get_order_side(self, action: Literal['open', 'close']) -> OrderSideType:
  mapping = {
@@ -45,7 +46,7 @@ async def get_or_create_deal(self) -> Deal:
  return await get_or_create_deal(bot_id=self.bot_id, pair=self.pair)
 
  async def open_deal(self) -> Deal:
- return await create_deal(bot_id=self.bot_id, pair=self.pair, date_open=datetime.now())
+ return await create_deal(bot_id=self.bot_id, pair=self.pair, date_open=datetime.now(), position=self.position)
 
  async def get_deal_stats(self, deal_id: int) -> DealStats:
  return await get_deal_stats(deal_id=deal_id)

src/bot/signal_dispatcher.py

@@ -10,7 +10,7 @@
 from src.bot.exchange.notifiers.telegram_notifier import TelegramNotifier
 from .exceptions.not_found_exception import NotFoundException
 from .singal_dispatcher_spawner import spawn_and_dispatch
-from src.app.services.deal import get_deal_by_id
+from src.app.services.deal import get_deal_by_id, get_deal
 
 
 class SignalDispatcher:
@@ -25,10 +25,12 @@ def __init__(
  async def dispatch(self):
  try:
  self.notifier.add_message_to_stack(
+ f'Position: {self.signal.position}\n'
  f'Received <b>{self.signal.type_of_signal}</b> signal: pair: {self.signal.pair}' + (
  f' amount: {self.signal.amount}' if hasattr(self.signal, 'amount') else ''))
 
- bot = Bot(bot_id=self.signal.bot_id, pair=self.signal.pair, type_of_signal=self.signal.type_of_signal)
+ bot = Bot(bot_id=self.signal.bot_id, pair=self.signal.pair, type_of_signal=self.signal.type_of_signal,
+ position=self.signal.position)
 
  for copy_bot in await bot.get_copy_bots():
  copy_signal = deepcopy(self.signal)
@@ -70,12 +72,21 @@ async def handle_open_signal(self):
  self.notifier.add_message_to_stack(str(opened_position_message))
 
  async def handle_average_signal(self):
- averaged_position_message = await self.strategy.average_deal(amount=self.signal.amount)
+ ### get_or_create_deal
+
+ deal = await self.get_deal_from_signal()
+ averaged_position_message = await self.strategy.average_deal(amount=self.signal.amount, deal=deal)
 
  self.notifier.add_message_to_stack(str(averaged_position_message))
 
  async def handle_close_signal(self):
- deal = await get_deal_by_id(deal_id=self.signal.deal_id)
+ deal = await self.get_deal_from_signal()
  closed_position_message = await self.strategy.close_deal(amount=self.signal.amount, deal=deal)
 
  self.notifier.add_message_to_stack(str(closed_position_message))
+
+ async def get_deal_from_signal(self):
+ if self.signal.deal_id:
+ return await get_deal_by_id(deal_id=self.signal.deal_id)
+ else:
+ return await get_deal(bot_id=self.signal.bot_id, pair=self.strategy.pair, position=self.signal.position)