fix position opening direction

strategies/cryptofeed_strategy/cryptofeed_strategy.py

@@ -37,8 +37,7 @@
 
 SLEEP_TIME_BETWEEN_LOOPS = 10
 LIQUIDATION_HISTORY_RETENTION_TIME = 60 * 60 # 1 hour retention
-STOP_LOSS_PERCENTAGE = 1
-TAKE_PROFIT_PERCENTAGE_1 = 0.5
+TAKE_PROFIT_PERCENTAGE_1 = 1
 TIMEFRAMES = [60] # 1 min
 EXCHANGES = ["FTX", "BINANCE_FUTURES"]
 TRIGGER_LIQUIDATION_VALUE = 10000
@@ -154,12 +153,10 @@ def perform_data_analysis(self, timeframe: int):
  logging.info(f'oi_sum_usd for {pair} - ${oi_sum_usd:_}')
 
  # Open position logic
- if sell_liquidation_sum * LIQUIDATIONS_OI_RATIO_THRESHOLD < oi_sum_usd < \
- buy_liquidation_sum * LIQUIDATIONS_OI_RATIO_THRESHOLD:
- self.open_position(pair, SideEnum.BUY)
- elif buy_liquidation_sum * LIQUIDATIONS_OI_RATIO_THRESHOLD < oi_sum_usd < \
- sell_liquidation_sum * LIQUIDATIONS_OI_RATIO_THRESHOLD:
+ if buy_liquidation_sum * LIQUIDATIONS_OI_RATIO_THRESHOLD > oi_sum_usd:
  self.open_position(pair, SideEnum.SELL)
+ elif sell_liquidation_sum * LIQUIDATIONS_OI_RATIO_THRESHOLD > oi_sum_usd:
+ self.open_position(pair, SideEnum.BUY)
 
  def open_position(self, pair: str, side: SideEnum) -> None:
  # Don't reopen a position if there is a position driver already opened
@@ -173,7 +170,7 @@ def open_position(self, pair: str, side: SideEnum) -> None:
  current_price = StockUtils.get_market_price(self.ftx_rest_api, pair + '-PERP')
 
  available_balance_without_borrow = StockUtils.get_available_balance_without_borrow(self.ftx_rest_api,)
- percent_balance_per_trade = (available_balance_without_borrow * 20) * 0.01
+ percent_balance_per_trade = (available_balance_without_borrow * 20) * 0.001
  logging.info(f'available without borrow: ${available_balance_without_borrow}')
  position_size = percent_balance_per_trade / current_price