sniper update for apt coin listing

config/application_config.py

@@ -7,7 +7,7 @@
 from strategies.multi_coin_abnormal_volume_tracker.multi_coin_abnormal_volume_tracker \
  import MultiCoinAbnormalVolumeTracker
 
-strategy = TwitterElonMuskDogeTracker()
+strategy = ListingSniper()
 
 log = {
  "level": "info",

strategies/listing_sniper/listing_sniper.py

@@ -1,21 +1,31 @@
 import logging
 import time
-import math
 
 from core.strategy.strategy import Strategy
 from core.ftx.rest.ftx_rest_api import FtxRestApi
 
 # Trading pair to snipe
-MARKET_PAIR_TO_SNIPE = "IP3/USD"
+MARKET_PAIR_TO_SNIPE = "APT/USD"
 
 # USD amount to invest on the coin to be listed
 # /!\ Make sure your wallet have more (twice is good) than this amount because due to the high demand,
 # the order fill price can be higher than the computed one based on last stock data
-AMOUNT_TO_INVEST = 1500
+AMOUNT_TO_INVEST = 2000
 
-# Minimum size increment to compute order size
-# Ensure your order size will be a multiple of the size increment value
-SIZE_INCREMENT = 10
+# First take profit
+TP1_TARGET_PERCENTAGE = 500
+TP1_SIZE_RATIO = 0.3
+
+# Second take profit
+TP2_TARGET_PERCENTAGE = 1200
+TP2_SIZE_RATIO = 0.4
+
+# Last take profit
+TP3_TARGET_PERCENTAGE = 2000
+# TP3_SIZE_RATIO Will be filled with remaining position size
+
+# Stop loss
+SL_PERCENTAGE = 50
 
 
 class ListingSniper(Strategy):
@@ -39,19 +49,25 @@ def loop(self) -> None:
  return
 
  try:
- response = self.ftx_rest_api.get("markets/" + MARKET_PAIR_TO_SNIPE)
- logging.info(f"FTX API response: {str(response)}")
+ m_response = self.ftx_rest_api.get("markets/" + MARKET_PAIR_TO_SNIPE)
+ logging.info(f"FTX API response: {str(m_response)}")
 
- market_enabled = response["enabled"]
+ market_enabled = m_response["enabled"]
  logging.info(f"market enabled: {str(market_enabled)}")
 
  if market_enabled is False:
  raise Exception(f"Market {MARKET_PAIR_TO_SNIPE} is not yet enabled")
 
- order_size = math.floor(AMOUNT_TO_INVEST / response["ask"]) - \
- math.floor(AMOUNT_TO_INVEST / response["ask"]) % SIZE_INCREMENT
+ order_size = (AMOUNT_TO_INVEST / m_response["ask"]) - \
+  (AMOUNT_TO_INVEST / m_response["ask"]) % m_response["sizeIncrement"]
 
- order_params = {
+ logging.info(f"Order param: {str(order_size)}")
+
+ if order_size < m_response["minProvideSize"]:
+ raise Exception(f"Order computed size {order_size} is less than the minimum size "
+ f"{m_response['minProvideSize']}")
+
+ opening_order_params = {
  "market": MARKET_PAIR_TO_SNIPE,
  "side": "buy",
  "price": None,
@@ -60,9 +76,11 @@ def loop(self) -> None:
  "ioc": False
  }
 
+ logging.info(f"Opening order param: {str(opening_order_params)}")
+
  try:
- logging.info(f"Opening position: {str(order_params)}")
- response = self.ftx_rest_api.post("orders", order_params)
+ logging.info(f"Opening position: {str(opening_order_params)}")
+ response = self.ftx_rest_api.post("orders", opening_order_params)
  logging.info(f"FTX API response: {str(response)}")
 
  self._sniped = True
@@ -72,6 +90,61 @@ def loop(self) -> None:
  logging.error(e)
  raise
 
+ tp1 = {
+ "market": MARKET_PAIR_TO_SNIPE,
+ "side": "sell",
+ "size": (order_size * TP1_SIZE_RATIO) - (order_size * TP1_SIZE_RATIO) % m_response["sizeIncrement"],
+ "type": "takeProfit",
+ "reduceOnly": True,
+ "triggerPrice": m_response["ask"] + m_response["ask"] * TP1_TARGET_PERCENTAGE / 100,
+ "order_price": None,
+ "trail_value": None
+ }
+
+ tp2 = {
+ "market": MARKET_PAIR_TO_SNIPE,
+ "side": "sell",
+ "size": (order_size * TP2_SIZE_RATIO) - (order_size * TP2_SIZE_RATIO) % m_response["sizeIncrement"],
+ "type": "takeProfit",
+ "reduceOnly": True,
+ "triggerPrice": m_response["ask"] + m_response["ask"] * TP2_TARGET_PERCENTAGE / 100,
+ "order_price": None,
+ "trail_value": None
+ }
+
+ tp3 = {
+ "market": MARKET_PAIR_TO_SNIPE,
+ "side": "sell",
+ "size": order_size - tp1["size"] - tp2["size"],
+ "type": "takeProfit",
+ "reduceOnly": True,
+ "triggerPrice": m_response["ask"] + m_response["ask"] * TP3_TARGET_PERCENTAGE / 100,
+ "order_price": None,
+ "trail_value": None
+ }
+
+ sl = {
+ "market": MARKET_PAIR_TO_SNIPE,
+ "side": "sell",
+ "size": order_size,
+ "type": "stop",
+ "reduceOnly": True,
+ "triggerPrice": m_response["ask"] - m_response["ask"] * SL_PERCENTAGE / 100,
+ "order_price": None,
+ "trail_value": None
+ }
+
+ for trigger_order in [tp1, tp2, tp3, sl]:
+ try:
+ logging.info(f"Opening trigger order: {str(trigger_order)}")
+ co_response = self.ftx_rest_api.post("conditional_orders", trigger_order)
+ logging.info(f"FTX API response: {str(co_response)}")
+ except Exception as e:
+ logging.error("An error occurred when opening position:")
+ logging.error(e)
+
+ time.sleep(0.25)
+
  except Exception as e:
  logging.error(e)