#!/usr/bin/env python3 """ PRO TRADING ENGINE - 20 Bot Long/Short con Leverage ==================================================== Sistema professionale con: - 20 bot diversificati - Posizioni LONG e SHORT - Leverage 1x, 2x, 3x - Limit orders (maker 0.16%) - Multi-timeframe: 12h, 24h, 48h, 7d Backtest Results (2 anni, fee reali): - TOP: LONG 48h 3x = +969.1% - Buy & Hold: +89.15% """ import asyncio import signal from datetime import datetime, timedelta from typing import Dict, Any, Optional, List import requests import psycopg2 from psycopg2.extras import RealDictCursor import numpy as np # ============================================ # CONFIGURAZIONE DATABASE # ============================================ DB_CONFIG = { 'host': 'localhost', 'port': 5432, 'dbname': 'pippo', 'user': 'pippo', 'password': 'pippo_trading_2026' } BINANCE_API = 'https://api.binance.com/api/v3' CHECK_INTERVAL = 60 # ============================================ # KRAKEN FEE STRUCTURE # ============================================ KRAKEN_MAKER_FEE = 0.0016 # 0.16% KRAKEN_TAKER_FEE = 0.0026 # 0.26% MARGIN_OPEN_FEE = 0.0002 # 0.02% MARGIN_ROLLOVER = 0.0002 # 0.02% / 4h SPREAD = 0.0003 # ============================================ # 20 CONFIGURAZIONI OTTIMIZZATE # ============================================ BOT_CONFIGS = { # === TOP LONG PERFORMERS (3x leverage) === 'L01_48h_3x_top': { 'direction': 'long', 'dip_threshold': 0.07, 'profit_target': 0.10, 'stop_loss': 0.07, 'leverage': 3, 'lookback_minutes': 2880, 'backtest': '+969.1%', }, 'L02_7d_3x': { 'direction': 'long', 'dip_threshold': 0.15, 'profit_target': 0.10, 'stop_loss': 0.07, 'leverage': 3, 'lookback_minutes': 10080, 'backtest': '+692.8%', }, 'L03_48h_3x_v2': { 'direction': 'long', 'dip_threshold': 0.12, 'profit_target': 0.12, 'stop_loss': 0.10, 'leverage': 3, 'lookback_minutes': 2880, 'backtest': '+632.8%', }, 'L04_24h_3x': { 'direction': 'long', 'dip_threshold': 0.08, 'profit_target': 0.15, 'stop_loss': 0.10, 'leverage': 3, 'lookback_minutes': 1440, 'backtest': '+584.2%', }, 'L05_7d_3x_v2': { 'direction': 'long', 'dip_threshold': 0.15, 'profit_target': 0.10, 'stop_loss': 0.05, 'leverage': 3, 'lookback_minutes': 10080, 'backtest': '+551.9%', }, # === LONG 2x LEVERAGE (più sicuro) === 'L06_48h_2x': { 'direction': 'long', 'dip_threshold': 0.07, 'profit_target': 0.10, 'stop_loss': 0.07, 'leverage': 2, 'lookback_minutes': 2880, 'backtest': '+533.8%', }, 'L07_24h_2x': { 'direction': 'long', 'dip_threshold': 0.07, 'profit_target': 0.10, 'stop_loss': 0.07, 'leverage': 2, 'lookback_minutes': 1440, 'backtest': '+350.5%', }, 'L08_7d_2x': { 'direction': 'long', 'dip_threshold': 0.12, 'profit_target': 0.12, 'stop_loss': 0.10, 'leverage': 2, 'lookback_minutes': 10080, 'backtest': '+316.3%', }, # === LONG 1x (no leverage, più safe) === 'L09_48h_1x': { 'direction': 'long', 'dip_threshold': 0.07, 'profit_target': 0.10, 'stop_loss': 0.07, 'leverage': 1, 'lookback_minutes': 2880, 'backtest': '+182.3%', }, 'L10_24h_1x': { 'direction': 'long', 'dip_threshold': 0.08, 'profit_target': 0.15, 'stop_loss': 0.12, 'leverage': 1, 'lookback_minutes': 1440, 'backtest': '+126.8%', }, 'L11_7d_1x': { 'direction': 'long', 'dip_threshold': 0.15, 'profit_target': 0.15, 'stop_loss': 0.10, 'leverage': 1, 'lookback_minutes': 10080, 'backtest': '+116.1%', }, 'L12_12h_1x': { 'direction': 'long', 'dip_threshold': 0.06, 'profit_target': 0.10, 'stop_loss': 0.07, 'leverage': 1, 'lookback_minutes': 720, 'backtest': '+79.6%', }, # === LONG DIVERSIFICATI === 'L13_48h_deep': { 'direction': 'long', 'dip_threshold': 0.12, 'profit_target': 0.20, 'stop_loss': 0.15, 'leverage': 2, 'lookback_minutes': 2880, 'backtest': '+355.8%', }, 'L14_24h_fast': { 'direction': 'long', 'dip_threshold': 0.05, 'profit_target': 0.07, 'stop_loss': 0.05, 'leverage': 2, 'lookback_minutes': 1440, 'backtest': '+287.4%', }, 'L15_7d_swing': { 'direction': 'long', 'dip_threshold': 0.15, 'profit_target': 0.20, 'stop_loss': 0.12, 'leverage': 2, 'lookback_minutes': 10080, 'backtest': '+410.6%', }, # === SHORT POSITIONS === 'S16_12h_2x': { 'direction': 'short', 'dip_threshold': 0.07, # pump threshold 'profit_target': 0.07, 'stop_loss': 0.05, 'leverage': 2, 'lookback_minutes': 720, 'backtest': '+21.4%', }, 'S17_12h_1x': { 'direction': 'short', 'dip_threshold': 0.07, 'profit_target': 0.07, 'stop_loss': 0.05, 'leverage': 1, 'lookback_minutes': 720, 'backtest': '+13.1%', }, 'S18_24h_1x': { 'direction': 'short', 'dip_threshold': 0.10, 'profit_target': 0.10, 'stop_loss': 0.07, 'leverage': 1, 'lookback_minutes': 1440, 'backtest': '+6.7%', }, 'S19_7d_hedge': { 'direction': 'short', 'dip_threshold': 0.15, 'profit_target': 0.15, 'stop_loss': 0.10, 'leverage': 1, 'lookback_minutes': 10080, 'backtest': '-0.1%', }, # === CONSERVATIVE LONG === 'L20_48h_safe': { 'direction': 'long', 'dip_threshold': 0.12, 'profit_target': 0.15, 'stop_loss': 0.10, 'leverage': 1, 'lookback_minutes': 2880, 'backtest': '+106.0%', }, } # Global state running = True bots: Dict[int, Dict[str, Any]] = {} price_cache: Dict[str, Any] = {} def log(msg: str, bot_id: Optional[int] = None): timestamp = datetime.now().strftime('%Y-%m-%d %H:%M:%S') prefix = f"[Bot {bot_id}]" if bot_id else "[Engine]" print(f"[{timestamp}] {prefix} {msg}", flush=True) def get_db_connection(): return psycopg2.connect(**DB_CONFIG, cursor_factory=RealDictCursor) def fetch_prices(limit=10500): """Fetch 7+ days of 1-min data.""" global price_cache try: resp = requests.get(f'{BINANCE_API}/klines', params={ 'symbol': 'BTCEUR', 'interval': '1m', 'limit': limit }, timeout=30) if resp.ok: data = resp.json() highs = [float(k[2]) for k in data] lows = [float(k[3]) for k in data] closes = [float(k[4]) for k in data] price_cache = { 'current_price': closes[-1], 'closes': closes, 'highs': highs, 'lows': lows, } # Pre-calculate rolling max/min for each lookback for lb in [720, 1440, 2880, 10080]: if len(highs) >= lb: price_cache[f'high_{lb}'] = max(highs[-lb:]) price_cache[f'low_{lb}'] = min(lows[-lb:]) return price_cache['current_price'] except Exception as e: log(f"Error fetching prices: {e}") return 0 def get_signal_data(lookback: int): """Get dip from high and pump from low for lookback period.""" current = price_cache.get('current_price', 0) ref_high = price_cache.get(f'high_{lookback}', current) ref_low = price_cache.get(f'low_{lookback}', current) dip_from_high = (current - ref_high) / ref_high if ref_high > 0 else 0 pump_from_low = (current - ref_low) / ref_low if ref_low > 0 else 0 return dip_from_high, pump_from_low, ref_high, ref_low def load_active_bots(): """Load active bots from database.""" global bots try: conn = get_db_connection() cur = conn.cursor() cur.execute(""" SELECT t.*, ts.position, ts.position_amount, ts.entry_price, ts.entry_time FROM traders t LEFT JOIN trader_states ts ON t.id = ts.trader_id WHERE t.status IN ('paper', 'live') """) rows = cur.fetchall() cur.close() conn.close() for row in rows: bot_id = row['id'] name = row['name'] # Match config config = None for cfg_name, cfg in BOT_CONFIGS.items(): if cfg_name in name or name in cfg_name: config = cfg break # Fallback: match by pattern if config is None: for cfg_name, cfg in BOT_CONFIGS.items(): # Check if name contains key parts parts = name.replace('_', ' ').split() if any(p.lower() in cfg_name.lower() for p in parts): config = cfg break if config is None: config = list(BOT_CONFIGS.values())[0] if bot_id not in bots: bots[bot_id] = { 'id': bot_id, 'name': name, 'status': row['status'], 'initial_capital': float(row['initial_capital']), 'current_capital': float(row['current_capital']), 'pair': row['pair'], 'position': row['position'] or 0, 'position_amount': float(row['position_amount'] or 0), 'entry_price': float(row['entry_price'] or 0), 'entry_time': row['entry_time'], 'config': config, } dir_str = config['direction'].upper() lev = config['leverage'] lb_h = config['lookback_minutes'] // 60 log(f"Loaded: {name} | {dir_str} {lev}x | " f"D{config['dip_threshold']*100:.0f}/TP{config['profit_target']*100:.0f}/SL{config['stop_loss']*100:.0f} | " f"{lb_h}h | {config.get('backtest', 'N/A')}", bot_id) else: bots[bot_id]['current_capital'] = float(row['current_capital']) bots[bot_id]['position'] = row['position'] or 0 # Remove stopped active_ids = {row['id'] for row in rows} for bid in list(bots.keys()): if bid not in active_ids: del bots[bid] except Exception as e: log(f"Error loading bots: {e}") def save_bot_state(bot_id: int, state: Dict[str, Any]): """Save bot state to database.""" try: conn = get_db_connection() cur = conn.cursor() cur.execute(""" INSERT INTO trader_states (trader_id, position, position_amount, entry_price, entry_time, updated_at) VALUES (%s, %s, %s, %s, %s, NOW()) ON CONFLICT (trader_id) DO UPDATE SET position = EXCLUDED.position, position_amount = EXCLUDED.position_amount, entry_price = EXCLUDED.entry_price, entry_time = EXCLUDED.entry_time, updated_at = NOW() """, (bot_id, state['position'], state['position_amount'], state['entry_price'], state['entry_time'])) cur.execute("UPDATE traders SET current_capital = %s, updated_at = NOW() WHERE id = %s", (state['current_capital'], bot_id)) conn.commit() cur.close() conn.close() except Exception as e: log(f"Error saving state: {e}", bot_id) def save_trade(bot_id: int, trade: Dict[str, Any], mode: str): """Save trade to database.""" try: conn = get_db_connection() cur = conn.cursor() cur.execute(""" INSERT INTO trades ( trader_id, mode, pair, direction, action, entry_price, exit_price, amount, fee_entry, fee_exit, gross_pnl, net_pnl, pnl_percent, exit_reason, entry_time, exit_time, duration_minutes, capital_before, capital_after ) VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s) """, ( bot_id, mode, trade.get('pair', 'BTC/EUR'), trade.get('direction'), trade.get('action'), trade.get('entry_price'), trade.get('exit_price'), trade.get('amount'), trade.get('fee_entry', 0), trade.get('fee_exit', 0), trade.get('gross_pnl'), trade.get('net_pnl'), trade.get('pnl_percent'), trade.get('exit_reason'), trade.get('entry_time'), trade.get('exit_time'), trade.get('duration_minutes'), trade.get('capital_before'), trade.get('capital_after'), )) conn.commit() cur.close() conn.close() except Exception as e: log(f"Error saving trade: {e}", bot_id) def execute_open_position(bot: Dict[str, Any], price: float, signal_value: float): """Open LONG or SHORT position.""" config = bot['config'] direction = config['direction'] leverage = config['leverage'] position_value = bot['current_capital'] * 0.95 margin_fee = position_value * leverage * MARGIN_OPEN_FEE if leverage > 1 else 0 trading_fee = position_value * KRAKEN_MAKER_FEE if direction == 'long': exec_price = price * (1 + SPREAD) position_dir = 1 dir_str = 'LONG' else: exec_price = price * (1 - SPREAD) position_dir = -1 dir_str = 'SHORT' amount = position_value / exec_price capital_before = bot['current_capital'] bot['current_capital'] -= trading_fee + margin_fee bot['position'] = position_dir bot['position_amount'] = amount bot['entry_price'] = exec_price bot['entry_time'] = datetime.now() save_trade(bot['id'], { 'pair': bot['pair'], 'direction': dir_str, 'action': 'OPEN', 'entry_price': exec_price, 'amount': amount, 'fee_entry': trading_fee + margin_fee, 'entry_time': bot['entry_time'], 'capital_before': capital_before, 'capital_after': bot['current_capital'], }, bot['status']) save_bot_state(bot['id'], bot) tp_price = exec_price * (1 + config['profit_target']) if direction == 'long' else exec_price * (1 - config['profit_target']) sl_price = exec_price * (1 - config['stop_loss']) if direction == 'long' else exec_price * (1 + config['stop_loss']) log(f"OPEN {dir_str} {leverage}x | {amount:.6f} BTC @ €{exec_price:,.2f} | " f"Signal: {signal_value*100:+.1f}% | TP: €{tp_price:,.0f} | SL: €{sl_price:,.0f}", bot['id']) def execute_close_position(bot: Dict[str, Any], price: float, reason: str): """Close position (LONG or SHORT).""" config = bot['config'] direction = config['direction'] leverage = config['leverage'] amount = bot['position_amount'] entry_price = bot['entry_price'] if bot['position'] == 1: # LONG exec_price = price * (1 - SPREAD) gross_pnl = amount * (exec_price - entry_price) * leverage dir_str = 'LONG' else: # SHORT exec_price = price * (1 + SPREAD) gross_pnl = amount * (entry_price - exec_price) * leverage dir_str = 'SHORT' trading_fee = abs(gross_pnl) * KRAKEN_MAKER_FEE # Rollover fee rollover_cost = 0 if bot['entry_time'] and leverage > 1: hours_in_pos = (datetime.now() - bot['entry_time']).total_seconds() / 3600 rollover_periods = int(hours_in_pos / 4) rollover_cost = amount * entry_price * leverage * MARGIN_ROLLOVER * rollover_periods net_pnl = gross_pnl - trading_fee - rollover_cost pnl_pct = net_pnl / (amount * entry_price) capital_before = bot['current_capital'] bot['current_capital'] += net_pnl + (amount * entry_price) # Return principal + P&L duration = int((datetime.now() - bot['entry_time']).total_seconds() / 60) if bot['entry_time'] else 0 save_trade(bot['id'], { 'pair': bot['pair'], 'direction': dir_str, 'action': 'CLOSE', 'entry_price': entry_price, 'exit_price': exec_price, 'amount': amount, 'fee_exit': trading_fee + rollover_cost, 'gross_pnl': gross_pnl, 'net_pnl': net_pnl, 'pnl_percent': pnl_pct * 100, 'exit_reason': reason, 'entry_time': bot['entry_time'], 'exit_time': datetime.now(), 'duration_minutes': duration, 'capital_before': capital_before, 'capital_after': bot['current_capital'], }, bot['status']) bot['position'] = 0 bot['position_amount'] = 0 bot['entry_price'] = 0 bot['entry_time'] = None save_bot_state(bot['id'], bot) emoji = '+' if net_pnl > 0 else '' log(f"CLOSE {dir_str} @ €{exec_price:,.2f} | {reason} | P&L: {emoji}€{net_pnl:.2f} ({pnl_pct*100:+.2f}%) | " f"Duration: {duration//60}h", bot['id']) async def process_bot(bot: Dict[str, Any], price: float): """Process single bot.""" config = bot['config'] lookback = config['lookback_minutes'] direction = config['direction'] dip_from_high, pump_from_low, ref_high, ref_low = get_signal_data(lookback) # Position management if bot['position'] != 0: entry_price = bot['entry_price'] if bot['position'] == 1: # LONG pnl_pct = (price - entry_price) / entry_price if pnl_pct >= config['profit_target']: execute_close_position(bot, price, 'take_profit') elif pnl_pct <= -config['stop_loss']: execute_close_position(bot, price, 'stop_loss') elif bot['position'] == -1: # SHORT pnl_pct = (entry_price - price) / entry_price if pnl_pct >= config['profit_target']: execute_close_position(bot, price, 'take_profit') elif pnl_pct <= -config['stop_loss']: execute_close_position(bot, price, 'stop_loss') # Entry conditions elif bot['position'] == 0: if direction == 'long': if dip_from_high <= -config['dip_threshold']: execute_open_position(bot, price, dip_from_high) else: # short if pump_from_low >= config['dip_threshold']: execute_open_position(bot, price, pump_from_low) async def main_loop(): """Main trading loop.""" global running log("="*70) log("PRO TRADING ENGINE - 20 Bot Long/Short con Leverage") log("="*70) log(f"Kraken Fees: Maker {KRAKEN_MAKER_FEE*100:.2f}% | Margin {MARGIN_OPEN_FEE*100:.3f}%") log(f"Leverage: 1x, 2x, 3x") log("\nConfigurations:") for name, cfg in list(BOT_CONFIGS.items())[:5]: log(f" {name}: {cfg['direction'].upper()} {cfg['leverage']}x {cfg.get('backtest', '')}") log(f" ... and {len(BOT_CONFIGS)-5} more") while running: try: load_active_bots() if not bots: await asyncio.sleep(10) continue price = fetch_prices(10500) if price <= 0: log("Could not get price, retrying...") await asyncio.sleep(30) continue # Process all bots for bot in bots.values(): await process_bot(bot, price) # Log status now = datetime.now() if now.minute % 5 == 0 and now.second < CHECK_INTERVAL: long_pos = sum(1 for b in bots.values() if b['position'] == 1) short_pos = sum(1 for b in bots.values() if b['position'] == -1) total_cap = sum(b['current_capital'] for b in bots.values()) log(f"Price: €{price:,.2f} | {len(bots)} bots (L:{long_pos} S:{short_pos}) | Cap: €{total_cap:,.2f}") await asyncio.sleep(CHECK_INTERVAL) except asyncio.CancelledError: break except Exception as e: log(f"Error: {e}") import traceback traceback.print_exc() await asyncio.sleep(30) log("Engine stopped") def signal_handler(sig, frame): global running log("Shutting down...") running = False if __name__ == '__main__': signal.signal(signal.SIGINT, signal_handler) signal.signal(signal.SIGTERM, signal_handler) asyncio.run(main_loop())