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(feat) make rebalance defub

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cardosofede
2024-11-01 20:12:09 -03:00
parent 0275cbceb4
commit 7aa29f8c92
1 changed files with 5 additions and 5 deletions
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10
bots/scripts/v2_with_controllers.py
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@@ -26,7 +26,7 @@ class GenericV2StrategyWithCashOutConfig(StrategyV2ConfigBase):
performance_report_interval: int = 1 performance_report_interval: int = 1
rebalance_interval: Optional[int] = None rebalance_interval: Optional[int] = None
extra_inventory: Optional[float] = 0.02 extra_inventory: Optional[float] = 0.02
min_amount_to_rebalance_usd: Decimal = Decimal("10") min_amount_to_rebalance_usd: Decimal = Decimal("8")
asset_to_rebalance: str = "USDT" asset_to_rebalance: str = "USDT"
@@ -124,21 +124,21 @@ class GenericV2StrategyWithCashOut(StrategyV2Base):
order_type = OrderType.MARKET order_type = OrderType.MARKET
if base_balance_diff > 0: if base_balance_diff > 0:
if trading_rules_condition: if trading_rules_condition:
self.logger().info(f"Rebalance: Selling {amount_with_safe_margin} {token} to {self.config.asset_to_rebalance}. Balance: {balance} | Executors unmatched balance {unmatched_amount / mid_price}") self.logger().debug(f"Rebalance: Selling {amount_with_safe_margin} {token} to {self.config.asset_to_rebalance}. Balance: {balance} | Executors unmatched balance {unmatched_amount / mid_price}")
connector.sell( connector.sell(
trading_pair=trading_pair, trading_pair=trading_pair,
amount=abs_balance_diff, amount=abs_balance_diff,
order_type=order_type, order_type=order_type,
price=mid_price) price=mid_price)
else: else:
self.logger().info("Skipping rebalance due a low amount to sell that may cause future imbalance") self.logger().debug("Skipping rebalance due a low amount to sell that may cause future imbalance")
else: else:
if not trading_rules_condition: if not trading_rules_condition:
amount = max([self.config.min_amount_to_rebalance_usd / mid_price, trading_rule.min_order_size, trading_rule.min_notional_size / mid_price]) amount = max([self.config.min_amount_to_rebalance_usd / mid_price, trading_rule.min_order_size, trading_rule.min_notional_size / mid_price])
self.logger().info(f"Rebalance: Buying for a higher value to avoid future imbalance {amount} {token} to {self.config.asset_to_rebalance}. Balance: {balance} | Executors unmatched balance {unmatched_amount}") self.logger().debug(f"Rebalance: Buying for a higher value to avoid future imbalance {amount} {token} to {self.config.asset_to_rebalance}. Balance: {balance} | Executors unmatched balance {unmatched_amount}")
else: else:
amount = abs_balance_diff amount = abs_balance_diff
self.logger().info(f"Rebalance: Buying {amount} {token} to {self.config.asset_to_rebalance}. Balance: {balance} | Executors unmatched balance {unmatched_amount}") self.logger().debug(f"Rebalance: Buying {amount} {token} to {self.config.asset_to_rebalance}. Balance: {balance} | Executors unmatched balance {unmatched_amount}")
connector.buy( connector.buy(
trading_pair=trading_pair, trading_pair=trading_pair,
amount=amount, amount=amount,