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Bug fixes, optimizations, code cleanup.
Issues with Mimic market identifiers for underlieing data exchanges seem to have finally been resolved. Mimic wallet flipping between long/short seems to be working as expected. Added program to set wallet to any value. Simulated deposits/withdrawals. Can also be used to reset a currency. Added program to graph exposure for Mimic wallets. Version Update. Changes to be committed: modified: Base/DSR-PlaceOrder modified: Base/JackrabbitLocker modified: Base/JackrabbitOliverTwist modified: Base/JackrabbitRelay modified: Base/Library/JRRmimic.py modified: Base/Library/JackrabbitProxy.py modified: Base/Library/JackrabbitRelay.py new file: Extras/Mimic/WalletExposure new file: Extras/Mimic/WalletSet renamed: Extras/OliverTwist/otEquity -> Extras/OliverTwist/OliverTwistEquity renamed: Extras/OliverTwist/otTrades -> Extras/OliverTwist/OliverTwistTrades
1 parent 85a4a28 commit 5eba4f7

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+517
-18
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‎Base/Conditional.mimic.save

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#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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# MIMIC Conditional Orders - OliverTwist
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# Jackrabbit Relay
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# 2021 Copyright © Robert APM Darin
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# All rights reserved unconditionally.
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# This is the framework used by OliverTwist to process conditional orders.
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# Pull the actual fill price from open trades
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# SellAction of Close sets Units to all and closes the entire position. Sell uses the Oanda ticket system.
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import sys
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sys.path.append('/home/GitHub/JackrabbitRelay/Base/Library')
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import os
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import json
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import time
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import JRRsupport
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import JackrabbitRelay as JRR
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# Timeout before Locker auto-deletes this order result
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OliverTwistTimeout=(15*60)
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# Write the result to Locker memory so parent knows we are finished.
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def FinishOrphan(Key,lID,mID,State):
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# Get the lock read and set up the memory key. Locker doesn't care and which class this order belongs to. OliverTwist will
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# match the ID to the right class list, orphan or conditional.
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OliverTwistLock=JRRsupport.Locker("OliverTwist",ID=lID)
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Memory=JRRsupport.Locker(Key,ID=mID)
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State=State.lower()
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if State!='delete':
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NewState='Waiting'
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else:
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NewState='Delete'
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OliverTwistLock.Lock()
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Memory.Put(OliverTwistTimeout*100,NewState)
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OliverTwistLock.Unlock()
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# We're done. This child has completed its task
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print(Key,NewState)
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sys.stdout.flush()
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sys.exit(0)
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# Get the order ID. If there isn't an ID, the order FAILED.
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def GetOrderID(res):
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try:
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if res.find('Order Confirmation ID')>-1:
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s=res.find('ID:')+4
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for e in range(s,len(res)):
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if res[e]=='\n':
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break
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oid=res[s:e]
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return oid
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except:
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pass
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return None
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# Calculate Proce Exit
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def CalculatePriceExit(order,ts,dir,price):
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# Figure out TakeProfit or Stoploss
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if ts=='TakeProfit':
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if '%' in str(order[ts]):
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if dir=='long':
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val=price+((float(order[ts].replace('%','').strip())/100)*price)
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else:
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val=price-((float(order[ts].replace('%','').strip())/100)*price)
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# Pips
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elif 'p' in str(order[ts].lower()):
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if dir=='long':
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val=price+(float(order[ts].lower().replace('p','').strip())*0.0001)
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else:
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val=price-(float(order[ts].lower().replace('p','').strip())*0.0001)
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else:
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val=float(order[ts])
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elif ts=='StopLoss':
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if '%' in str(order[ts]):
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if dir=='long':
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val=price-((float(order[ts].replace('%','').strip())/100)*price)
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else:
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val=price+((float(order[ts].replace('%','').strip())/100)*price)
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# Pips
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elif 'p' in str(order[ts].lower()):
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if dir=='long':
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val=price-(float(order[ts].lower().replace('p','').strip())*0.0001)
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else:
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val=price+(float(order[ts].lower().replace('p','').strip())*0.0001)
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else:
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val=float(order[ts])
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return val
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###
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### Main driver
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###
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def main():
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data=sys.stdin.read().strip()
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Orphan=json.loads(data)
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# JRRsupport.WriteFile(f"/tmp/{Orphan['ID']}.txt",json.dumps(Orphan)+'\n')
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# Use Relay to process and validate the order, must be a string
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if type(Orphan['Order']) is dict:
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order=json.dumps(Orphan['Order'])
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else:
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order=Orphan['Order']
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relay=JRR.JackrabbitRelay(framework=Orphan['Framework'],payload=order,NoIdentityVerification=True)
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relay.JRLog.SetBaseName('OliverTwist')
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###--->
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relay.JRLog.Write(f"{Orphan['Key']}: {Orphan['lID']} {Orphan['mID']}",stdOut=False)
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relay.JRLog.Write(f"{data}",stdOut=False)
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try:
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# Check to see if order is still open and return current state
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# Handle OANDa's weird order id sequencing
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id=Orphan['ID']
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saction=relay.Order['SellAction'].lower()
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if type(Orphan['Response']) is str:
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Orphan['Response']=json.loads(Orphan['Response'])
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oDetail=Orphan['Response']
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# Manage average and close extire position. Average and price are the same.
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price=float(oDetail['Price'])
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amount=float(oDetail['Amount'])
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# Process the position
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# We need to check TakeProfit and StopLoss. If one of them is hit, we need to build and order and
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# backfeed it in to Relay. It will place a new order.
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# Get the direction of the trade, long/short
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dir=relay.Order['Direction'].lower()
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# Get Ticker
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ticker=relay.GetTicker(symbol=relay.Order['Asset'])
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# Check to see if we have enough balance, if not then delete this order. Deal with futures as well.
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base=relay.Markets[relay.Order['Asset']]['base'].upper()
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bal=relay.GetBalance(Base=base)
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# Fsilsafe, in the WORST way possible. Do NOT leave a take profit out of the order. At this stage, the
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# whole thing is an absolute nightmare to fix. The is a very brutal way of dealing with poor user
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# choices.
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if 'TakeProfit' not in relay.Order:
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relay.Order['TakeProfit']='2%'
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# Calculate Take Profit
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tp=round(CalculatePriceExit(relay.Order,'TakeProfit',dir,price),5)
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# Figure out StopLoss, if there is one
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if 'StopLoss' in relay.Order:
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sl=round(CalculatePriceExit(relay.Order,'StopLoss',dir,price),5)
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# Get the "strikePrice". This handles both TakeProfit and StopLoss. It doesn't matter which as both are processed
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# the same way.
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LogMSG=None
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StrikeHappened=False
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if dir=='long':
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if 'Diagnostics' in relay.Active:
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relay.JRLog.Write(f"{id}: {dir} Price: {price}, Bid: {ticker['Bid']} TP: {tp}/{relay.Order['TakeProfit']}, SL {sl}/{relay.Order['StopLoss']}",stdOut=False)
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if ticker['Bid']>tp:
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profit=round((amount*ticker['Bid'])-(amount*price),8)
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LogMSG=f"{id}: TP {dir} hit: {tp}, {amount}: {price:.5f} -> {ticker['Bid']:5f}/{profit}"
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if 'StopLoss' in relay.Order and ticker['Bid']<sl:
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loss=round((amount*price)-(amount*ticker['Bid']),8)
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LogMSG=f"{id}: SL {dir} hit: {sl}, {amount}: {price:.5f} -> {ticker['Bid']:5f}/{loss}"
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if ticker['Bid']>tp or ('StopLoss' in relay.Order and ticker['Bid']<sl):
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strikePrice=ticker['Bid']
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StrikeHappened=True
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else:
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if 'Diagnostics' in relay.Active:
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relay.JRLog.Write(f"{id}: {dir} Price: {price}, Ask: {ticker['Ask']} TP: {tp}/{relay.Order['TakeProfit']}, SL {sl}/{relay.Order['StopLoss']}",stdOut=False)
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if ticker['Ask']<tp:
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profit=round((amount*price)-(amount*ticker['Ask']),8)
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LogMSG=f"{id}: TP {dir} hit: {tp}, {amount}: {price:.5f} -> {ticker['Ask']:5f}/{profit}"
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if 'StopLoss' in relay.Order and ticker['Ask']>sl:
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loss=round((amount*ticker['Ask'])-(amounts*price),8)
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LogMSG=f"{id}: SL {dir} hit: {sl}, {amount}: {price:.5f} -> {ticker['Ask']:5f}/{loss}"
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if ticker['Ask']<tp or ('StopLoss' in relay.Order and ticker['Ask']>sl):
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strikePrice=ticker['Ask']
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StrikeHappened=True
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if StrikeHappened==True:
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if abs(amount)>bal:
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# Build "strike" order. TakeProfit or StopLoss has been triggered
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newOrder={}
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newOrder['OliverTwist']='Conditional'
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newOrder['Exchange']=relay.Order['Exchange']
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newOrder['Account']=relay.Order['Account']
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newOrder['Market']=relay.Order['Market']
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newOrder['Asset']=relay.Order['Asset']
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newOrder['Action']=relay.Order['SellAction']
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newOrder['Price']=str(strikePrice)
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newOrder['Base']=str(amount)
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if 'OrderType' in relay.Order:
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newOrder['OrderType']=relay.Order['OrderType']
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else:
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newOrder['OrderType']='market'
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# relay.JRLog.Write(f"{id}: {json.dumps(newOrder)}",stdOut=False)
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newOrder['Identity']=relay.Active['Identity']
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# Feed the new order to Relay
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result=relay.SendWebhook(newOrder)
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oid=GetOrderID(result)
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if oid!=None:
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relay.JRLog.Write(LogMSG,stdOut=False)
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resp=relay.GetOrderDetails(id=oid,symbol=relay.Order['Asset'])
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# Order must be closed as it succedded
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newOrder['ID']=oid
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relay.WriteLedger(Order=newOrder,Response=resp)
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FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],'Delete')
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else:
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# Give OliverTwist a response
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relay.JRLog.Write(f"{id}: Order failed",stdOut=False)
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FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],Orphan['Status'])
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else:
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# Amount < Balance
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FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],Orphan['Status'])
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else:
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# Strike did not happen
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FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],Orphan['Status'])
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except Exception as e:
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# Something went wrong
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relay.JRLog.Write(f"{Orphan['Key']}: Code Error - {sys.exc_info()[-1].tb_lineno}/{str(e)}",stdOut=False)
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if 'Diagnostics' in relay.Active:
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relay.JRLog.Write(f"{Orphan['Key']}: {data}",stdOut=False)
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FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],Orphan['Status'])
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if __name__ == '__main__':
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main()

‎Base/DSR-PlaceOrder

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# Validate these items in the order
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if 'Market' in relay.Order:
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relay.Order['Market']=relay.Order['Market'].lower()
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if 'Recipe' not in relay.Order:
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relay.JRLog.Error("DSR","Recipe missing")
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if 'TCycles' not in relay.Order:

‎Base/JackrabbitLocker

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import JRRsupport
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Version="0.0.0.1.790"
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Version="0.0.0.1.800"
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BaseDirectory='/home/JackrabbitRelay2/Base'
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ConfigDirectory='/home/JackrabbitRelay2/Config'
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LogDirectory="/home/JackrabbitRelay2/Logs"

‎Base/JackrabbitOliverTwist

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import JRRsupport
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import JackrabbitRelay as JRR
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Version="0.0.0.1.790"
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Version="0.0.0.1.800"
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BaseDirectory='/home/JackrabbitRelay2/Base'
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DataDirectory='/home/JackrabbitRelay2/Data'
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ConfigDirectory='/home/JackrabbitRelay2/Config'

‎Base/JackrabbitRelay

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import JRRsupport
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Version="0.0.0.1.790"
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Version="0.0.0.1.800"
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BaseDirectory='/home/JackrabbitRelay2/Base'
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ConfigDirectory='/home/JackrabbitRelay2/Config'
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LogDirectory="/home/JackrabbitRelay2/Logs"

‎Base/Library/JRRmimic.py

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# placed in init and released at exit.
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def __init__(self,Exchange,Config,Active,DataDirectory=None):
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self.Version="0.0.0.1.790"
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self.Version="0.0.0.1.800"
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self.StableCoinUSD=['USDT','USDC','BUSD','UST','DAI','FRAX','TUSD', \
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'USDP','LUSD','USDN','HUSD','FEI','TRIBE','RSR','OUSD','XSGD', \

‎Base/Library/JackrabbitProxy.py

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class JackrabbitProxy:
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def __init__(self,framework=None,payload=None,exchange=None,account=None,asset=None,Usage=None):
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# All the default locations
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self.Version="0.0.0.1.790"
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self.Version="0.0.0.1.800"
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self.BaseDirectory='/home/JackrabbitRelay2/Base'
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self.ConfigDirectory='/home/JackrabbitRelay2/Config'
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self.DataDirectory="/home/JackrabbitRelay2/Data"

‎Base/Library/JackrabbitRelay.py

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class JackrabbitRelay:
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def __init__(self,framework=None,payload=None,exchange=None,account=None,asset=None,secondary=None,NoIdentityVerification=False,Usage=None):
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# All the default locations
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self.Version="0.0.0.1.790"
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self.Version="0.0.0.1.800"
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self.NOhtml='<html><title>NO!</title><body style="background-color:#ffff00;display:flex;weight:100vw;height:100vh;align-items:center;justify-content:center"><h1 style="color:#ff0000;font-weight:1000;font-size:10rem">NO!</h1></body></html>'
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self.BaseDirectory='/home/JackrabbitRelay2/Base'
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self.ConfigDirectory='/home/JackrabbitRelay2/Config'
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# Verify the payload based upon a specific broker requirements.
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def VerifyPayload(self):
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if self.Framework=='ccxt':
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if self.Framework=='ccxt' or self.Framework=='mimic':
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if "Market" not in self.Order:
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self.JRLog.Error('Processing Payload','Missing market identifier')
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self.Order['Market']=self.Order['Market'].lower()

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