215 lines
12 KiB
Plaintext
215 lines
12 KiB
Plaintext
"""
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Grid Trading Bot — config.
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All secrets MUST come from environment (.env), never from defaults in code.
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"""
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import os
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from pathlib import Path
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from dotenv import load_dotenv
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# Load .env from project root (cwd or script dir) so all os.getenv() below
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# see real values, not code defaults. Safe to call multiple times.
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_ENV_PATH = Path(__file__).resolve().parent / ".env"
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if _ENV_PATH.exists():
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load_dotenv(_ENV_PATH, override=False)
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else:
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# fallback: cwd/.env (for 'python main.py' from project dir)
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load_dotenv(override=False)
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def _require(name: str) -> str:
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"""Read required env var. Empty/None → raise (only when LIVE mode is on)."""
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v = os.getenv(name, "").strip()
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if not v:
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raise RuntimeError(
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f"Environment variable {name!r} is empty. "
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f"Set it in .env (see .env.example). Aborting."
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)
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return v
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def _opt(name: str, default: str = "") -> str:
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return os.getenv(name, default).strip()
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# === Tradernet API credentials ===
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# LIVE: ключи обязательны → main.py вызовет _require().
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# DEMO: ключи могут быть пустыми (например, dry-run без сети).
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TRADERNET_PUBLIC_KEY = os.getenv("TRADERNET_PUBLIC_KEY", "")
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TRADERNET_PRIVATE_KEY = os.getenv("TRADERNET_PRIVATE_KEY", "")
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TRADERNET_LOGIN = os.getenv("TRADERNET_LOGIN", "")
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TRADERNET_PASSWORD = os.getenv("TRADERNET_PASSWORD", "")
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TRADERNET_BASE_URL = os.getenv("TRADERNET_BASE_URL", "https://tradernet.by")
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def require_tradernet_keys() -> None:
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"""Вызывайте из main.py в начале LIVE-режима.
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Падает, если хотя бы один ключ пустой."""
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_require("TRADERNET_PUBLIC_KEY")
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_require("TRADERNET_PRIVATE_KEY")
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# === Trading settings ===
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SYMBOL = os.getenv("SYMBOL", "BTC-USDT.IMEX")
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QUOTE = os.getenv("QUOTE", "USDT")
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BASE = os.getenv("BASE", "BTC")
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# === Grid settings (default 10 levels = 20 orders total) ===
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GRID_LEVELS = int(os.getenv("GRID_LEVELS", "10"))
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GRID_STEP_PERCENT = float(os.getenv("GRID_STEP_PERCENT", "0.005"))
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GRID_TAKE_PROFIT_PERCENT = float(os.getenv("GRID_TAKE_PROFIT_PERCENT", "0.5"))
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# === Fee-coverage validator (QuantDinger validator pattern) ===
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# Оценочная комиссия биржи Cifra Markets за сделку. Не подтверждена
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# официально (см. MEMORY.md). 0.2% — безопасная оценка для BTC.
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FEE_RATE_PERCENT = float(os.getenv("FEE_RATE_PERCENT", "0.2")) # 0.2% = 0.002
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# Множитель запаса: round-trip fee * safety = минимально допустимый
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# шаг сетки. QuantDinger default = 1.25.
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FEE_SAFETY_MULTIPLIER = float(os.getenv("FEE_SAFETY_MULTIPLIER", "1.25"))
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GRID_RENEW_THRESHOLD = int(os.getenv("GRID_RENEW_THRESHOLD", "3"))
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GRID_PRICE_OFFSET = float(os.getenv("GRID_PRICE_OFFSET", "0"))
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# Режим построения сетки: 'arithmetic' (равные $шаги, по умолчанию)
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# или 'geometric' (равные %шаги, не зависит от цены — точнее для
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# широких диапазонов BTC).
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GRID_MODE = os.getenv("GRID_MODE", "arithmetic").lower().strip()
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# === Stale grid recovery ===
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GRID_STALE_DROP_PERCENT = float(os.getenv("GRID_STALE_DROP_PERCENT", "5.0"))
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# === Inactivity-driven soft rebuild ===
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# Если за INACTIVITY_RESTART_HOURS часов не было ни одной сделки (BUY/SELL fill)
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# И BTC отошёл от центра сетки (start_price) более чем на
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# INACTIVITY_PRICE_DRIFT_PCT процентов — отменяем висящие BUY-ордера и
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# пересобираем сетку вокруг текущей цены (мягкий рестарт: процесс не
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# перезапускается). Применяется ТОЛЬКО в DEMO-режиме.
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INACTIVITY_RESTART_HOURS = float(os.getenv("INACTIVITY_RESTART_HOURS", "1"))
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INACTIVITY_PRICE_DRIFT_PCT = float(os.getenv("INACTIVITY_PRICE_DRIFT_PCT", "0.3"))
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# === SMA-ATR strategy (2026-06-21) ===
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# Replaces "grid_center = current_price" with SMA-anchored grid + lock FSM.
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# Lock triggers when |price - sma| > LOCK_PCT%, unlock when < UNLOCK_PCT%.
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# Bias source for asymmetry (3:2 split): Kronos primary, TREND fallback.
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STRATEGY_CENTER_MODE = os.getenv("STRATEGY_CENTER_MODE", "current_price") # "sma" | "current_price"
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STRATEGY_SMA_TF_MIN = int(os.getenv("STRATEGY_SMA_TF_MIN", "60")) # 60 = 1h
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STRATEGY_SMA_PERIOD = int(os.getenv("STRATEGY_SMA_PERIOD", "24"))
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STRATEGY_LOCK_PCT = float(os.getenv("STRATEGY_LOCK_PCT", "2.0")) # |dev| > 2% → lock
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STRATEGY_UNLOCK_PCT = float(os.getenv("STRATEGY_UNLOCK_PCT", "1.5")) # |dev| < 1.5% → unlock
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STRATEGY_BIAS_SOURCE = os.getenv("STRATEGY_BIAS_SOURCE", "kronos") # "kronos" | "trend" | "none"
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STRATEGY_BIAS_FALLBACK = os.getenv("STRATEGY_BIAS_FALLBACK", "trend") # used when primary is unavailable
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STRATEGY_SMA_CACHE_SEC = int(os.getenv("STRATEGY_SMA_CACHE_SEC", "300")) # recompute SMA every 5 min
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STRATEGY_LOCK_COOLDOWN_SEC = int(os.getenv("STRATEGY_LOCK_COOLDOWN_SEC", "900")) # 15 min between lock state changes
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STRATEGY_ASYMMETRY_UP = os.getenv("STRATEGY_ASYMMETRY_UP", "3:2") # bias=up → 3 BUY / 2 SELL
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STRATEGY_ASYMMETRY_DOWN = os.getenv("STRATEGY_ASYMMETRY_DOWN", "2:3") # bias=down → 2 BUY / 3 SELL
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STRATEGY_ASYMMETRY_RANGE = os.getenv("STRATEGY_ASYMMETRY_RANGE", "3:2") # bias=range → 3 BUY / 2 SELL
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# === State ===
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STATE_DIR = Path(os.getenv("STATE_DIR", str(Path.home() / ".openclaw")))
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STATE_FILE = str(STATE_DIR / "grid-state.json")
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# === Kill switch (2026-06-22) ===
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# Защита для live-режима: автоматически останавливает бота при:
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# 1. Drawdown > KILL_DD_PCT% от пикового баланса (balance + unrealized position)
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# 2. > KILL_API_ERRORS ошибок API за KILL_API_WINDOW_SEC секунд
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# 3. Telegram /stop команда от TELEGRAM_CHAT_ID (long-poll каждые KILL_TG_POLL_SEC)
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# При срабатывании: cancel all open orders (для live - через _live_cancel_all_pending),
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# bot_running=False, требует ручного /api/bot/start для resume.
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# KILL_SWITCH_ENABLED=false - весь модуль no-op (для отладки).
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KILL_SWITCH_ENABLED = os.getenv("KILL_SWITCH_ENABLED", "true").lower() in ("true", "1", "yes")
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KILL_DD_PCT = float(os.getenv("KILL_DD_PCT", "10.0"))
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KILL_API_ERRORS = int(os.getenv("KILL_API_ERRORS", "5"))
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KILL_API_WINDOW_SEC = int(os.getenv("KILL_API_WINDOW_SEC", "600"))
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KILL_TG_POLL_SEC = int(os.getenv("KILL_TG_POLL_SEC", "30"))
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KILL_TG_LONG_POLL = int(os.getenv("KILL_TG_LONG_POLL", "25"))
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# === Reconcile (QuantDinger ledger_reconcile pattern) ===
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# Периодическая сверка demo.position с trade_log: ловит
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# "зависшие" позиции, открытые ДО последнего TP/SELL-fill.
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# 0 = выключено. 300 = каждые 5 мин (рекомендация QuantDinger).
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RECONCILE_INTERVAL_SEC = int(os.getenv("RECONCILE_INTERVAL_SEC", "300"))
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# Если найдена shadow-позиция: 'log' (только предупреждение, безопасно)
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# или 'clear' (auto-clear). По умолчанию log.
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RECONCILE_AUTO_CLEAR = os.getenv("RECONCILE_AUTO_CLEAR", "log").lower() in ("true", "1", "yes")
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# === Public server URL ===
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SERVER_URL = os.getenv("SERVER_URL", "https://gridbot.kolp.pro")
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# === Demo / Live ===
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DEMO_MODE = os.getenv("DEMO_MODE", "true").lower() in ("true", "1", "yes")
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DEMO_START_BALANCE = float(os.getenv("DEMO_START_BALANCE", "100"))
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LIVE_TRADING_DRY_RUN = os.getenv("LIVE_TRADING_DRY_RUN", "true").lower() in ("true", "1", "yes")
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# === Telegram ===
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TELEGRAM_BOT_TOKEN = os.getenv("TELEGRAM_BOT_TOKEN", "")
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TELEGRAM_CHAT_ID = os.getenv("TELEGRAM_CHAT_ID", "")
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# === Flask ===
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HOST = os.getenv("HOST", "0.0.0.0")
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PORT = int(os.getenv("PORT", "5555"))
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DEBUG = os.getenv("DEBUG", "false").lower() in ("true", "1", "yes")
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# === Web auth (Basic Auth для дашборда /api/*) ===
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# ВАЖНО: обязательно сменить дефолты в .env. Сейчас — deprecation-дефолты,
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# которые выдаются на 1 запуск, если .env не заполнен.
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WEB_USERNAME = os.getenv("WEB_USERNAME", "admin")
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WEB_PASSWORD = os.getenv("WEB_PASSWORD", "changeme")
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# === Kronos advisor ===
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# KRONOS_ENABLED: подмешивать kronos_advice.json в параметры сетки
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# KRONOS_LIVE_ENABLED: только в LIVE — реально применять советы к ордерам
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# KRONOS_MODEL: "kronos-mini" | "kronos-small" (mini быстрее, small точнее)
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# KRONOS_TF_MIN: таймфрейм свечей (1, 5, 15, 60, 1440)
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# KRONOS_LOOKBACK: сколько свечей подавать в модель (≤ 512 для small/mini)
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# KRONOS_PRED_LEN: сколько свечей прогнозировать
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# KRONOS_MIN_CONFIDENCE: ниже этого — fallback на константы из .env
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KRONOS_ENABLED = os.getenv("KRONOS_ENABLED", "false").lower() in ("true", "1", "yes")
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KRONOS_LIVE_ENABLED = os.getenv("KRONOS_LIVE_ENABLED", "false").lower() in ("true", "1", "yes")
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KRONOS_MODEL = os.getenv("KRONOS_MODEL", "kronos-mini")
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KRONOS_TF_MIN = int(os.getenv("KRONOS_TF_MIN", "60"))
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KRONOS_LOOKBACK = int(os.getenv("KRONOS_LOOKBACK", "400"))
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KRONOS_PRED_LEN = int(os.getenv("KRONOS_PRED_LEN", "24"))
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KRONOS_MIN_CONFIDENCE = float(os.getenv("KRONOS_MIN_CONFIDENCE", "0.4"))
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KRONOS_ADVICE_FILE = os.getenv("KRONOS_ADVICE_FILE", str(STATE_DIR / "kronos_advice.json"))
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# === Local trend detector (slope-based, on price_history) ===
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# Independent of Kronos. Linear-regression slope over the last TREND_LOOKBACK
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# points in price_history. When slope > TREND_THRESHOLD_PCT% AND R² >
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# TREND_MIN_CONFIDENCE — bias="up" (or "down" for negative slope).
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# On uptrend: shift buy_anchor up by TREND_UP_ANCHOR_SHIFT to make BUY
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# levels sit closer to current price (catch pullbacks in rising trends).
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# On downtrend: shift buy_anchor down (skip falling knives).
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TREND_ENABLED = os.getenv("TREND_ENABLED", "false").lower() in ("true", "1", "yes")
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TREND_LOOKBACK = int(os.getenv("TREND_LOOKBACK", "60"))
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TREND_THRESHOLD_PCT = float(os.getenv("TREND_THRESHOLD_PCT", "0.3"))
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TREND_MIN_CONFIDENCE = float(os.getenv("TREND_MIN_CONFIDENCE", "0.5"))
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TREND_UP_ANCHOR_SHIFT = float(os.getenv("TREND_UP_ANCHOR_SHIFT", "0.0015"))
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TREND_DOWN_ANCHOR_SHIFT = float(os.getenv("TREND_DOWN_ANCHOR_SHIFT", "0.0015"))
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# === Local trend detector (slope-based, on price_history) ===
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# Independent of Kronos. Linear-regression slope over the last TREND_LOOKBACK
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# points in price_history. When slope > TREND_THRESHOLD_PCT% AND R² >
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# TREND_MIN_CONFIDENCE — bias="up" (or "down" for negative slope).
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# On uptrend: shift buy_anchor up by TREND_UP_ANCHOR_SHIFT to make BUY
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# levels sit closer to current price (catch pullbacks in rising trends).
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# On downtrend: shift buy_anchor down (skip falling knives).
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TREND_ENABLED = os.getenv("TREND_ENABLED", "false").lower() in ("true", "1", "yes")
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TREND_LOOKBACK = int(os.getenv("TREND_LOOKBACK", "60"))
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TREND_THRESHOLD_PCT = float(os.getenv("TREND_THRESHOLD_PCT", "0.3"))
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TREND_MIN_CONFIDENCE = float(os.getenv("TREND_MIN_CONFIDENCE", "0.5"))
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TREND_UP_ANCHOR_SHIFT = float(os.getenv("TREND_UP_ANCHOR_SHIFT", "0.0015"))
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TREND_DOWN_ANCHOR_SHIFT = float(os.getenv("TREND_DOWN_ANCHOR_SHIFT", "0.0015"))
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# === Local trend detector (slope-based, on price_history) ===
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# Independent of Kronos. Linear-regression slope over the last TREND_LOOKBACK
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# points in price_history. When slope > TREND_THRESHOLD_PCT% AND R² >
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# TREND_MIN_CONFIDENCE — bias="up" (or "down" for negative slope).
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# On uptrend: shift buy_anchor up by TREND_UP_ANCHOR_SHIFT to make BUY
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# levels sit closer to current price (catch pullbacks in rising trends).
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# On downtrend: shift buy_anchor down (skip falling knives).
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TREND_ENABLED = os.getenv("TREND_ENABLED", "false").lower() in ("true", "1", "yes")
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TREND_LOOKBACK = int(os.getenv("TREND_LOOKBACK", "60"))
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TREND_THRESHOLD_PCT = float(os.getenv("TREND_THRESHOLD_PCT", "0.3"))
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TREND_MIN_CONFIDENCE = float(os.getenv("TREND_MIN_CONFIDENCE", "0.5"))
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TREND_UP_ANCHOR_SHIFT = float(os.getenv("TREND_UP_ANCHOR_SHIFT", "0.0015"))
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TREND_DOWN_ANCHOR_SHIFT = float(os.getenv("TREND_DOWN_ANCHOR_SHIFT", "0.0015"))
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