# source: https://raw.githubusercontent.com/ElioBoyy/cp_tradingbot_5s/c0691854a112167ea3e59b466716d9a1a2ca7894/user_data/strategies/COPY_HL.py import pandas as pd from freqtrade.strategy import (IStrategy, IntParameter) from freqtrade.persistence import Trade import logging import os import json import time from pathlib import Path import csv from datetime import datetime, timedelta from typing import Dict, List, Optional, Any from dataclasses import dataclass, asdict from copy import deepcopy logger = logging.getLogger(__name__) ADDRESS_TO_TRACK_TOP = "0x4b66f4048a0a90fd5ff44abbe5d68332656b78b8" # Constants for position tracking - must be defined before PositionTracker class POSITION_CHANGE_DETECTION_THRESHOLD = 1e-8 # Minimum size change to detect PRICE_CHANGE_DETECTION_THRESHOLD = 1e-6 # Minimum price change to detect ##################################################################################################################################################################################################### # Classes used to manage the copied wallet position tracking ##################################################################################################################################################################################################### @dataclass class PositionSnapshot: coin: str size: float entry_price: float position_value: float unrealized_pnl: float leverage: float margin_used: float timestamp: int @dataclass class PositionChange: coin: str change_type: str old_size: Optional[float] new_size: float old_position_value: Optional[float] new_position_value: float timestamp: int human_time: str class PositionTracker: def __init__(self, data_dir: str = "position_data"): self.data_dir = data_dir self.positions_file = os.path.join(data_dir, "positions_history.csv") self.changes_file = os.path.join(data_dir, "changes_log.csv") self.last_positions_file = os.path.join(data_dir, "last_positions.csv") self.position_history: Dict[str, List[PositionSnapshot]] = {} self.last_positions: Dict[str, PositionSnapshot] = {} self.changes_log: List[PositionChange] = [] # Create data directory if it doesn't exist os.makedirs(data_dir, exist_ok=True) # Load existing data if available self._load_data() def _save_positions_history(self) -> None: """Save position history to CSV""" try: with open(self.positions_file, 'w', newline='', encoding='utf-8') as f: writer = csv.writer(f) writer.writerow([ 'coin', 'size', 'entry_price', 'position_value', 'unrealized_pnl', 'leverage', 'margin_used', 'timestamp', 'human_time' ]) for coin, positions in self.position_history.items(): for pos in positions: writer.writerow([ pos.coin, pos.size, pos.entry_price, pos.position_value, pos.unrealized_pnl, pos.leverage, pos.margin_used, pos.timestamp, self._timestamp_to_human(pos.timestamp) ]) except Exception as e: logger.error(f"Failed to save positions history: {e}") def _save_last_positions(self) -> None: """Save last positions to CSV""" try: with open(self.last_positions_file, 'w', newline='', encoding='utf-8') as f: writer = csv.writer(f) writer.writerow([ 'coin', 'size', 'entry_price', 'position_value', 'unrealized_pnl', 'leverage', 'margin_used', 'timestamp', 'human_time' ]) for pos in self.last_positions.values(): writer.writerow([ pos.coin, pos.size, pos.entry_price, pos.position_value, pos.unrealized_pnl, pos.leverage, pos.margin_used, pos.timestamp, self._timestamp_to_human(pos.timestamp) ]) except Exception as e: logger.error(f"Failed to save last positions: {e}") def _save_changes_log(self) -> None: """Save changes log to CSV""" try: with open(self.changes_file, 'w', newline='', encoding='utf-8') as f: writer = csv.writer(f) writer.writerow([ 'coin', 'change_type', 'old_size', 'new_size', 'old_position_value', 'new_position_value', 'timestamp', 'human_time' ]) for change in self.changes_log: writer.writerow([ change.coin, change.change_type, change.old_size or '', change.new_size, change.old_position_value or '', change.new_position_value, change.timestamp, change.human_time ]) except Exception as e: logger.error(f"Failed to save changes log: {e}") def _save_data(self) -> None: """Save all tracking data to CSV files""" self._save_positions_history() self._save_last_positions() self._save_changes_log() def _load_positions_history(self) -> None: """Load position history from CSV""" if not os.path.exists(self.positions_file): return try: with open(self.positions_file, 'r', newline='', encoding='utf-8') as f: reader = csv.DictReader(f) self.position_history = {} for row in reader: coin = row['coin'] if coin not in self.position_history: self.position_history[coin] = [] pos = PositionSnapshot( coin=coin, size=float(row['size']), entry_price=float(row['entry_price']), position_value=float(row['position_value']), unrealized_pnl=float(row['unrealized_pnl']), leverage=float(row['leverage']), margin_used=float(row['margin_used']), timestamp=int(row['timestamp']) ) self.position_history[coin].append(pos) except Exception as e: logger.error(f"Failed to load position history: {e}") def _load_last_positions(self) -> None: """Load last positions from CSV""" if not os.path.exists(self.last_positions_file): return try: with open(self.last_positions_file, 'r', newline='', encoding='utf-8') as f: reader = csv.DictReader(f) self.last_positions = {} for row in reader: coin = row['coin'] pos = PositionSnapshot( coin=coin, size=float(row['size']), entry_price=float(row['entry_price']), position_value=float(row['position_value']), unrealized_pnl=float(row['unrealized_pnl']), leverage=float(row['leverage']), margin_used=float(row['margin_used']), timestamp=int(row['timestamp']) ) self.last_positions[coin] = pos except Exception as e: logger.error(f"Failed to load last positions: {e}") def _load_changes_log(self) -> None: """Load changes log from CSV""" if not os.path.exists(self.changes_file): return try: with open(self.changes_file, 'r', newline='', encoding='utf-8') as f: reader = csv.DictReader(f) self.changes_log = [] for row in reader: old_size = float(row['old_size']) if row['old_size'] else None old_pos_value = float(row['old_position_value']) if row['old_position_value'] else None change = PositionChange( coin=row['coin'], change_type=row['change_type'], old_size=old_size, new_size=float(row['new_size']), old_position_value=old_pos_value, new_position_value=float(row['new_position_value']), timestamp=int(row['timestamp']), human_time=row['human_time'] ) self.changes_log.append(change) except Exception as e: logger.error(f"Failed to load changes log: {e}") def _load_data(self) -> None: """Load all tracking data from CSV files""" self._load_positions_history() self._load_last_positions() self._load_changes_log() if self.last_positions or self.changes_log: logger.info(f"Loaded tracking data: {len(self.last_positions)} current positions, " f"{len(self.changes_log)} historical changes from {self.data_dir}/") else: logger.info(f"No existing data found. Starting with fresh tracking data in {self.data_dir}/") def export_to_json(self, filename: str = None) -> str: """Export tracking data to JSON format for easy viewing""" if filename is None: filename = os.path.join(self.data_dir, f"export_{datetime.now().strftime('%Y%m%d_%H%M%S')}.json") # Convert dataclasses to dictionaries for JSON serialization export_data = { 'position_history': { coin: [asdict(pos) for pos in positions] for coin, positions in self.position_history.items() }, 'last_positions': { coin: asdict(pos) for coin, pos in self.last_positions.items() }, 'changes_log': [asdict(change) for change in self.changes_log], 'export_timestamp': datetime.now().isoformat(), 'total_tracked_coins': len(self.position_history), 'total_changes': len(self.changes_log) } try: with open(filename, 'w') as f: json.dump(export_data, f, indent=2, default=str) logger.info(f"Data exported to {filename}") return filename except Exception as e: logger.info(f"Failed to export data: {e}") return "" def _timestamp_to_human(self, timestamp: int) -> str: """Convert timestamp to human readable format""" return datetime.fromtimestamp(timestamp / 1000).strftime('%Y-%m-%d %H:%M:%S') def _extract_positions(self, data: Dict[str, Any]) -> Dict[str, PositionSnapshot]: """Extract position data from the JSON response""" positions = {} timestamp = data.get('time', 0) for asset_pos in data.get('assetPositions', []): if asset_pos['type'] == 'oneWay' and 'position' in asset_pos: pos = asset_pos['position'] coin = pos['coin'] # Convert size to float, handle both string and numeric values size = float(pos['szi']) # Skip positions with zero size if size == 0: continue leverage_value = pos['leverage']['value'] if isinstance(pos['leverage'], dict) else pos['leverage'] snapshot = PositionSnapshot( coin=coin, size=size, entry_price=float(pos['entryPx']), position_value=float(pos['positionValue']), unrealized_pnl=float(pos['unrealizedPnl']), leverage=float(leverage_value), margin_used=float(pos['marginUsed']), timestamp=timestamp ) positions[coin] = snapshot return positions def _detect_changes(self, current_positions: Dict[str, PositionSnapshot]) -> List[PositionChange]: """Detect changes between current and last positions""" changes = [] # Get timestamp from position data or use current time as fallback if current_positions: timestamp = list(current_positions.values())[0].timestamp else: timestamp = int(datetime.now().timestamp() * 1000) human_time = self._timestamp_to_human(timestamp) # Check for closed positions for coin in self.last_positions: if coin not in current_positions: old_pos = self.last_positions[coin] change = PositionChange( coin=coin, change_type='closed', old_size=old_pos.size, new_size=0.0, old_position_value=old_pos.position_value, new_position_value=0.0, timestamp=timestamp, human_time=human_time ) changes.append(change) # Check for new, modified, increased, or decreased positions for coin, current_pos in current_positions.items(): if coin not in self.last_positions: # New position opened position_type = "long" if current_pos.size > 0 else "short" change = PositionChange( coin=coin, change_type=f'opened_{position_type}', old_size=None, new_size=current_pos.size, old_position_value=None, new_position_value=current_pos.position_value, timestamp=timestamp, human_time=human_time ) changes.append(change) else: old_pos = self.last_positions[coin] # Check for size changes (significant changes only) if abs(current_pos.size - old_pos.size) > POSITION_CHANGE_DETECTION_THRESHOLD: change_type = self._determine_change_type(old_pos.size, current_pos.size) change = PositionChange( coin=coin, change_type=change_type, old_size=old_pos.size, new_size=current_pos.size, old_position_value=old_pos.position_value, new_position_value=current_pos.position_value, timestamp=timestamp, human_time=human_time ) changes.append(change) # Check for significant modifications (leverage, entry price changes) elif (abs(current_pos.leverage - old_pos.leverage) > POSITION_CHANGE_DETECTION_THRESHOLD or abs(current_pos.entry_price - old_pos.entry_price) > PRICE_CHANGE_DETECTION_THRESHOLD): # Higher threshold for entry price change = PositionChange( coin=coin, change_type='modified', old_size=old_pos.size, new_size=current_pos.size, old_position_value=old_pos.position_value, new_position_value=current_pos.position_value, timestamp=timestamp, human_time=human_time ) changes.append(change) # Ignore pure P&L changes (position_value, unrealized_pnl, margin_used changes # without size/leverage/entry_price changes are just market movements) return changes def _determine_change_type(self, old_size: float, new_size: float) -> str: """Determine the type of change considering long/short positions""" # Check for direction flip (long to short or short to long) if (old_size > 0 and new_size < 0) or (old_size < 0 and new_size > 0): return 'flipped' # Same direction changes if old_size > 0 and new_size > 0: # Both long return 'increased' if new_size > old_size else 'decreased' elif old_size < 0 and new_size < 0: # Both short # For shorts: more negative = larger short position return 'increased' if abs(new_size) > abs(old_size) else 'decreased' return 'modified' def track_positions(self, position_data: Dict[str, Any]) -> List[PositionChange]: """ Main function to track positions and detect changes Args: position_data: JSON data containing position information Returns: List of detected changes """ # Extract current positions current_positions = self._extract_positions(position_data) # Detect changes changes = self._detect_changes(current_positions) # Only update history if there are actual position changes (not just P&L updates) if changes: timestamp = position_data.get('time', int(datetime.now().timestamp() * 1000)) for coin, position in current_positions.items(): if coin not in self.position_history: self.position_history[coin] = [] # Only add to history if this represents a significant change # (new position, size change, leverage change, etc.) should_add_to_history = any( change.coin == coin and change.change_type in [ 'opened_long', 'opened_short', 'closed', 'increased', 'decreased', 'flipped', 'modified' ] for change in changes ) if should_add_to_history: self.position_history[coin].append(position) # Always log changes (even if empty for completeness) self.changes_log.extend(changes) # Always update last positions (for tracking future changes) self.last_positions = deepcopy(current_positions) # Save data to file after each update (but only if there were changes) if changes: self._save_data() else: # Still need to save last_positions for change detection, but not full history self._save_last_positions() return changes def print_changes(self, changes: List[PositionChange]) -> None: """Print detected changes in a readable format""" if not changes: logger.info("No position changes detected.") return logger.info(f"\n=== Position Changes Detected ({len(changes)} changes) ===") for change in changes: position_info = self._get_position_info(change.new_size if change.new_size != 0 else change.old_size) logger.info(f"\n[{change.human_time}] {change.coin} - {change.change_type.upper()}") if change.change_type.startswith('opened'): direction = "LONG" if change.new_size > 0 else "SHORT" logger.info(f" New {direction} position: {abs(change.new_size):,.4f} (${change.new_position_value:,.2f})") elif change.change_type == 'closed': old_direction = "LONG" if change.old_size > 0 else "SHORT" logger.info(f" Closed {old_direction} position: {abs(change.old_size):,.4f} (was ${change.old_position_value:,.2f})") elif change.change_type == 'flipped': old_direction = "LONG" if change.old_size > 0 else "SHORT" new_direction = "LONG" if change.new_size > 0 else "SHORT" logger.info(f" Position flipped from {old_direction} to {new_direction}") logger.info(f" Size: {change.old_size:,.4f} → {change.new_size:,.4f}") logger.info(f" Value: ${change.old_position_value:,.2f} → ${change.new_position_value:,.2f}") elif change.change_type in ['increased', 'decreased']: direction = "LONG" if change.new_size > 0 else "SHORT" size_diff = change.new_size - change.old_size value_diff = change.new_position_value - change.old_position_value # For display purposes, show absolute values but indicate direction logger.info(f" {direction} position {change.change_type}") logger.info(f" Size: {change.old_size:,.4f} → {change.new_size:,.4f} ({size_diff:+,.4f})") logger.info(f" Value: ${change.old_position_value:,.2f} → ${change.new_position_value:,.2f} ({value_diff:+,.2f})") elif change.change_type == 'modified': direction = "LONG" if change.new_size > 0 else "SHORT" logger.info(f" {direction} position modified (same size: {change.new_size:,.4f})") logger.info(f" Value: ${change.old_position_value:,.2f} → ${change.new_position_value:,.2f}") def _get_position_info(self, size: float) -> str: """Get position direction info""" if size > 0: return "LONG" elif size < 0: return "SHORT" else: return "CLOSED" def get_current_positions(self) -> Dict[str, PositionSnapshot]: """Get current positions""" return self.last_positions.copy() def get_position_history(self, coin: Optional[str] = None) -> Dict[str, List[PositionSnapshot]]: """Get position history for a specific coin or all coins""" if coin: return {coin: self.position_history.get(coin, [])} return self.position_history.copy() def clear_data(self, confirm: bool = False) -> None: """Clear all tracking data (use with caution)""" if not confirm: logger.info("Use clear_data(confirm=True) to actually clear the data.") return self.position_history = {} self.last_positions = {} self.changes_log = [] # Remove CSV files files_to_remove = [self.positions_file, self.changes_file, self.last_positions_file] for file_path in files_to_remove: if os.path.exists(file_path): os.remove(file_path) logger.info(f"All tracking data cleared from {self.data_dir}/") def get_stats(self) -> Dict[str, Any]: """Get statistics about tracked data""" stats = { 'total_coins_tracked': len(self.position_history), 'current_active_positions': len(self.last_positions), 'total_changes': len(self.changes_log), 'data_directory': self.data_dir, 'csv_files': { 'positions_history': os.path.exists(self.positions_file), 'changes_log': os.path.exists(self.changes_file), 'last_positions': os.path.exists(self.last_positions_file) } } if self.changes_log: stats['first_change'] = self._timestamp_to_human(self.changes_log[0].timestamp) stats['last_change'] = self._timestamp_to_human(self.changes_log[-1].timestamp) return stats ############################################################################################################################################################################################################ # End of classes usesd to manage the copied wallet position tracking ############################################################################################################################################################################################################ # ============================================================================= # STRATEGY CONSTANTS - Modify these to adjust strategy behavior # ============================================================================= # Trading parameters CHANGE_THRESHOLD = 0.5 # in % - Minimum position change to copy ADJUSTMENT_THRESHOLD = (1.0/3.0)*10.0 # in % - Threshold for position corrections # Timing and caching (synchronized values) API_CACHE_DURATION = 5 # seconds - How long to cache API data COOLDOWN_DRY_RUN = 5 # seconds - Cooldown after position change (dry run) COOLDOWN_LIVE = 10 # seconds - Cooldown after position change (live) # Thresholds and tolerances DUST_USDC = 0.51 # Minimum USDC to subtract for orders MICRO_ADJUSTMENT_THRESHOLD = 0.5 # % - Skip adjustments smaller than this (reduced for small capital) MINIMUM_ACCOUNT_RATIO = 0.5 # % - Skip positions smaller than this % of account # ROI and risk management DISABLE_ROI_VALUE = 5000.0 # Effectively disables ROI STOP_LOSS = -0.95 # 95% stop loss ## freqtrade strategy class class Github_ElioBoyy_cp_tradingbot_5s__COPY_HL__20250919_125051(IStrategy): global ADDRESS_TO_TRACK_TOP minimal_roi = { "0": DISABLE_ROI_VALUE # Effectively disables ROI } stoploss = STOP_LOSS timeframe = '5m' # The bot will iterate every process_throttle_secs since process_only_new_candles is set to false. Therefore the timeframe is basically irrelevant for this strategy. # In theory, you could even increase it to 15m, 1h, or more, and it should not affect the bot. I ended up setting it to 5m, just in case. startup_candle_count: int = 0 can_short: bool = False process_only_new_candles: bool = False position_adjustment_enable = True # ============================================================================= # TUNABLE PARAMETERS - Reference global constants defined above # ============================================================================= # Trading parameters LEV = IntParameter(1, 40, default=6, space='buy', optimize=False) # Leverage to use change_threshold = CHANGE_THRESHOLD # in % - Minimum position change to copy adjustment_threshold = ADJUSTMENT_THRESHOLD # in % - Threshold for position corrections ADDRESS_TO_TRACK = ADDRESS_TO_TRACK_TOP # ============================================================================= # STATE VARIABLES (do not touch) # ============================================================================= copied_account_position_changes = None current_positions_to_copy = None my_open_positions = None nb_loop = 1 _cached_perp_data = None _cache_timestamp = None _cache_duration = API_CACHE_DURATION # Use the global constant _is_cooldown_after_position_change = False _cooldown_seconds_after_position_change = COOLDOWN_DRY_RUN # Default to dry run, will be overridden # I noticed that with real money (an issue not seen in dry-run), it can take about 1 minute or more for the position size to be updated by Freqtrade, # even when calling self.wallets.update(). If you don't wait long enough after a position size change, it can cause an infinite loop of position increases and decreases. # any suggestion to improve this would be apreciated _time_of_change = None _got_perp_data_account_state_successfully = False matching_positions_check_output = None _my_wallet_address = None # Cache for our own wallet address # Optional order type mapping. order_types = { 'entry': 'market', 'exit': 'market', 'stoploss': 'market', 'stoploss_on_exchange': False } # Optional order time in force. order_time_in_force = { 'entry': 'gtc', 'exit': 'gtc' } def get_my_wallet_address(self) -> str: """Get our own wallet address from config with caching""" if self._my_wallet_address is None: self._my_wallet_address = self.config.get('exchange', {}).get('walletAddress', '') if not self._my_wallet_address: self._my_wallet_address = "0x3026f2739C396413f7C97F1c70F81BDfd75C6D1C" logger.info("Using hardcoded wallet address") return self._my_wallet_address def get_stake_total(self) -> float: """Get account total value directly from HyperLiquid instead of FreqTrade wallets""" try: # Get our own account data from HyperLiquid my_wallet_address = self.get_my_wallet_address() if not my_wallet_address: logger.warning("No wallet address available, falling back to FreqTrade wallets") stake = self.config['stake_currency'] # e.g. "USDC" return self.wallets.get_total(stake) my_perp_data = self.GET_PERP_ACCOUNT_STATUS(my_wallet_address) if my_perp_data and 'marginSummary' in my_perp_data: return float(my_perp_data['marginSummary']['accountValue']) else: logger.warning("Could not get account value from HyperLiquid, falling back to FreqTrade wallets") stake = self.config['stake_currency'] # e.g. "USDC" return self.wallets.get_total(stake) except Exception as e: logger.error(f"Error getting account value from HyperLiquid: {e}") # Fallback to FreqTrade stake = self.config['stake_currency'] # e.g. "USDC" return self.wallets.get_total(stake) def GET_PERP_ACCOUNT_STATUS(self, address): """Get account status with caching and error handling""" try: # Use address-specific cached data if recent current_time = time.time() cache_key = f"_{address}_cached_perp_data" timestamp_key = f"_{address}_cache_timestamp" cached_data = getattr(self, cache_key, None) cached_timestamp = getattr(self, timestamp_key, None) if (cached_data is not None and cached_timestamp is not None and current_time - cached_timestamp < self._cache_duration): self._got_perp_data_account_state_successfully = True return cached_data from hyperliquid.info import Info from hyperliquid.utils import constants info = Info(constants.MAINNET_API_URL, skip_ws=True) perp_user_state = info.user_state(address) # Cache the result with address-specific keys setattr(self, cache_key, perp_user_state) setattr(self, timestamp_key, current_time) self._got_perp_data_account_state_successfully = True return perp_user_state except Exception as e: logger.error(f"Failed to get perp account status: {e}") self._got_perp_data_account_state_successfully = False # Return cached data if available, otherwise None cache_key = f"_{address}_cached_perp_data" cached_data = getattr(self, cache_key, None) return cached_data if cached_data else None def is_symbol_whitelisted(self, symbol: str) -> bool: """ Returns True if the given trading pair symbol is currently in the whitelist. """ if not self.dp: # If DataProvider isn't available (e.g., outside strategy context) return False # Retrieve current whitelist from DataProvider current_list = self.dp.current_whitelist() return any(symbol in s for s in current_list) def get_copied_position_leverage(self, coin_ticker: str) -> float: """Get the leverage of a specific coin from the copied positions""" try: if coin_ticker in self.current_positions_to_copy: leverage = self.current_positions_to_copy[coin_ticker].leverage logger.info(f"Copied position leverage for {coin_ticker}: {leverage}x") return leverage else: logger.info(f"No copied position found for {coin_ticker}, using LEV parameter") return self.LEV.value # Fallback to parameter if not found except Exception as e: logger.error(f"Error getting copied position leverage for {coin_ticker}: {e}") return self.LEV.value # Fallback to parameter on error def _get_real_exchange_position(self, pair: str) -> float: """Get real position directly from HyperLiquid instead of FreqTrade""" try: # Get our own account data from HyperLiquid my_wallet_address = self.get_my_wallet_address() if not my_wallet_address: logger.warning("No wallet address found in config, falling back to FreqTrade exchange") # Fallback to FreqTrade exchange_positions = self.dp.exchange.fetch_positions([pair]) if exchange_positions and len(exchange_positions) > 0: position = exchange_positions[0] return float(position.get('contracts', 0)) if position.get('contracts') is not None else float(position.get('size', 0)) return 0.0 my_perp_data = self.GET_PERP_ACCOUNT_STATUS(my_wallet_address) if my_perp_data and 'assetPositions' in my_perp_data: # Extract coin from pair (remove /USDC:USDC) coin = pair.replace("/USDC:USDC", "") # Look for the specific coin position for asset_pos in my_perp_data['assetPositions']: if asset_pos['type'] == 'oneWay' and 'position' in asset_pos: pos = asset_pos['position'] if pos['coin'] == coin: return float(pos['szi']) # Position not found, return 0 return 0.0 else: logger.warning("Could not get position data from HyperLiquid, falling back to FreqTrade") # Fallback to FreqTrade exchange_positions = self.dp.exchange.fetch_positions([pair]) if exchange_positions and len(exchange_positions) > 0: position = exchange_positions[0] return float(position.get('contracts', 0)) if position.get('contracts') is not None else float(position.get('size', 0)) return 0.0 except Exception as e: logger.error(f"Error fetching real exchange position for {pair}: {e}") return None def check_print_positions_summary(self): """ Print a nicely formatted summary of current positions, scale factor, and comparisons. Returns: list[dict]: For each matching position, a dict with: - 'coin': str - 'diff_pc': float # % difference vs expected scaled value - 'my_value': float # actual USD value of my position """ matching_positions_output = [] # No need to update wallets since we get data directly from HyperLiquid try: logger.info("=" * 80) logger.info("POSITIONS SUMMARY") logger.info("=" * 80) # Account values and scale factor perp_data = self.GET_PERP_ACCOUNT_STATUS(self.ADDRESS_TO_TRACK) if perp_data: copied_account_value = float(perp_data['marginSummary']['accountValue']) my_account_value = float(self.get_stake_total()) if copied_account_value == 0: logger.error("Copied account value is zero, cannot calculate scale factor") return matching_positions_output scale_factor = my_account_value / copied_account_value logger.info(f"Copied Account Value: ${copied_account_value:,.2f}") logger.info(f"My Account Value: ${my_account_value:,.2f}") logger.info(f"Scale Factor: {scale_factor:.6f}x (inverted {1.0/scale_factor:.1f}x )") logger.info("-" * 50) else: logger.info("No cached perp data available") return matching_positions_output # Current positions to copy logger.info("POSITIONS TO COPY:") if self.current_positions_to_copy: for coin, position in self.current_positions_to_copy.items(): position_value = position.position_value size = float(position.size) ratio_pc = position_value / copied_account_value * 100.0 position_type = "LONG" if size > 0 else "SHORT" scaled_value = position_value * scale_factor logger.info(f" {coin:>8} | {position_type:>5} | Size: {size:>12.4f} | " f"Value: ${position_value:>10.2f} ({ratio_pc:>5.2f}%) | " f"Scaled: ${scaled_value:>10.2f} | Leverage: {position.leverage}x") else: logger.info(" No positions to copy") logger.info("-" * 50) # My current open positions logger.info("MY OPEN POSITIONS:") if self.my_open_positions: for trade in self.my_open_positions: coin = trade.pair.replace("/USDC:USDC", "") ticker = self.dp.ticker(trade.pair) rate = ticker['last'] real_position = self._get_real_exchange_position(trade.pair) position_value = (real_position * rate) if real_position is not None else 0 stake_amount = trade.stake_amount ratio_pc = position_value / my_account_value * 100.0 logger.info(f" {coin:>8} | LONG | Stake: ${stake_amount:>10.2f} | " f"Value: ${position_value:>10.2f} ({ratio_pc:>5.2f}%) | " f"Leverage: {trade.leverage}x") else: logger.info(" No open positions") logger.info("-" * 50) # Position matching analysis logger.info("POSITION MATCHING ANALYSIS:") if self.current_positions_to_copy and self.my_open_positions: copied_coins = set(self.current_positions_to_copy.keys()) my_coins = set(trade.pair.replace("/USDC:USDC", "") for trade in self.my_open_positions) # Positions that match matching = copied_coins.intersection(my_coins) if matching: logger.info(" Matching positions:") for coin in matching: copied_pos = self.current_positions_to_copy[coin] my_trade = next(t for t in self.my_open_positions if t.pair.replace("/USDC:USDC", "") == coin) copied_value = copied_pos.position_value ticker = self.dp.ticker(my_trade.pair) rate = ticker['last'] real_position = self._get_real_exchange_position(my_trade.pair) logger.info(f"Real exchange position of {my_trade.pair}: {real_position}") my_value = (real_position * rate) if real_position is not None else 0 expected_value = copied_value * scale_factor diff_pc = ((my_value - expected_value) / expected_value * 100) if expected_value > 0 else 0.0 copied_leverage = copied_pos.leverage my_leverage = my_trade.leverage leverage_match = "✓" if my_leverage == copied_leverage else "✗" logger.info(f" {coin:>8} | Copied: ${copied_value:>8.2f} -> Expected: ${expected_value:>8.2f} | " f"Actual: ${my_value:>8.2f} | Diff: {diff_pc:>6.1f}% | " f"Leverage: {my_leverage}x vs {copied_leverage}x {leverage_match}") matching_positions_output.append({ "coin": coin, "diff_pc": float(diff_pc), "my_value": float(my_value) }) # Positions I should have but don't should_have = copied_coins - my_coins if should_have: logger.info(" Missing positions (should open if in whitelist and not Short, and significant size):") for coin in should_have: pos = self.current_positions_to_copy[coin] size = float(pos.size) position_type = "LONG" if size > 0 else "SHORT" # Skip if scaled position < 0.5% of my account expected_value = pos.position_value * scale_factor expected_ratio_pc_my = (expected_value / my_account_value * 100.0) if my_account_value > 0 else 0.0 if expected_ratio_pc_my < MINIMUM_ACCOUNT_RATIO: continue ratio_pc_copied = pos.position_value / copied_account_value * 100.0 significant = "✓" if ratio_pc_copied >= self.change_threshold else "✗" if self.is_symbol_whitelisted(coin): in_wl = ', in whitelist' else: in_wl = ', not in whitelist' logger.info( f" {coin:>8} | {position_type:>5} | Copied ${pos.position_value:>8.2f} " f"({ratio_pc_copied:>5.2f}% of copied) | " f"Expected scaled: ${expected_value:>8.2f} ({expected_ratio_pc_my:>5.2f}% of mine) " f"{significant} {in_wl} | Leverage: {pos.leverage}x" ) # Positions I have but shouldn't shouldnt_have = my_coins - copied_coins if shouldnt_have: logger.info(" Extra positions (should close):") for coin in shouldnt_have: my_trade = next(t for t in self.my_open_positions if t.pair.replace("/USDC:USDC", "") == coin) ticker = self.dp.ticker(my_trade.pair) rate = ticker['last'] real_position = self._get_real_exchange_position(my_trade.pair) my_value = (real_position * rate) if real_position is not None else 0 logger.info(f" {coin:>8} | LONG | ${my_value:>8.2f}") logger.info("=" * 80) return matching_positions_output except Exception as e: logger.error(f"Error in print_positions_summary: {e}") return matching_positions_output def bot_start(self, **kwargs) -> None: """ Called only once after bot instantiation. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. """ # With direct exchange position verification, we can use shorter cooldowns # Sync cooldown with cache duration for optimal reactivity if self.config["runmode"].value in ('live'): self._cooldown_seconds_after_position_change = COOLDOWN_LIVE elif self.config["runmode"].value in ('dry_run'): self._cooldown_seconds_after_position_change = COOLDOWN_DRY_RUN def bot_loop_start(self, current_time: datetime, **kwargs) -> None: """ Called at the start of the bot iteration (one loop). For each loop, it will run populate_indicators on all pairs. Might be used to perform pair-independent tasks (e.g. gather some remote resource for comparison) :param current_time: datetime object, containing the current datetime :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. """ logger.info(f"Loop #{self.nb_loop}") self.nb_loop += 1 try: # Initialize tracker here = Path(__file__).resolve().parent / 'position_data' tracker = PositionTracker(data_dir=here) perp_data = self.GET_PERP_ACCOUNT_STATUS(self.ADDRESS_TO_TRACK) if perp_data is None: logger.error("Failed to get perp data, using empty position changes") self.copied_account_position_changes = [] self.current_positions_to_copy = {} else: self.copied_account_position_changes = tracker.track_positions(perp_data) self.current_positions_to_copy = tracker._extract_positions(perp_data) logger.info(f"Position changes: {self.copied_account_position_changes}") tracker.print_changes(self.copied_account_position_changes) self.my_open_positions = Trade.get_trades_proxy(is_open=True) logger.info("Current positions to copy:") logger.info(self.current_positions_to_copy) logger.info("My current positions:") logger.info(self.my_open_positions) except Exception as e: logger.error(f"Error in bot_loop_start: {e}") # Initialize with safe defaults self.copied_account_position_changes = [] self.current_positions_to_copy = {} self.my_open_positions = [] self._got_perp_data_account_state_successfully = False self.matching_positions_check_output = self.check_print_positions_summary() def populate_indicators(self, df: pd.DataFrame, metadata: dict) -> pd.DataFrame: coin_ticker = metadata['pair'].replace("/USDC:USDC", "") df['signal'] = 2 # Default: do nothing if not self._got_perp_data_account_state_successfully: # skip (do nothing) if API call to get perp data copied account state failed return df perp_data = self.GET_PERP_ACCOUNT_STATUS(self.ADDRESS_TO_TRACK) # Handle position changes if self.copied_account_position_changes: for chg in self.copied_account_position_changes: if coin_ticker in chg.coin: copied_account_value = float(perp_data['marginSummary']['accountValue']) #logger.info(f"copied account value: {copied_account_value}") position_value_in_copied_account = float(chg.new_position_value) # in USDC if float(chg.new_size)<0.0: # check if short, just in case logger.info(f"Ignoring entry on {coin_ticker} because it is a Short. This code is LONG ONLY.") return df ratio_pc = position_value_in_copied_account/copied_account_value*100.0 # if it is a long open and if the size is significant if 'opened_long' == chg.change_type: if ratio_pc>self.change_threshold: df['signal'] = 1 return df else: logger.info(f"Not opening position on {coin_ticker} because position size in copied account is too small compared to the copied account equity ({ratio_pc:.2f} , less than 1%)") elif 'closed' in chg.change_type: df['signal'] = 0 return df else: # Handle missed entries/exits when no changes detected df = self._check_missed_entry_or_exit(coin_ticker, df) # check if mistaken Long that is actually a Short -> send exit signal df = self.check_mistaken_short(df, coin_ticker) return df def _check_missed_entry_or_exit(self, coin_ticker, df): """Helper method to check for missed positions""" try: my_trades = Trade.get_trades_proxy(is_open=True) my_current_opened_tickers = [tr.pair.replace("/USDC:USDC", "") for tr in my_trades] # Check for missed entries if coin_ticker in self.current_positions_to_copy: if coin_ticker not in my_current_opened_tickers: is_short = float(self.current_positions_to_copy[coin_ticker].size)<0.0 if self._is_position_significant(coin_ticker) and not is_short: df['signal'] = 1 logger.info(f"Missed entry detected for {coin_ticker}. Sending entry signal.") # Check for missed exits # not in current positions to copy, but somehow in my current position if coin_ticker not in self.current_positions_to_copy and coin_ticker in my_current_opened_tickers: df['signal'] = 0 logger.info(f"Missed exit detected for {coin_ticker}. Sending exit signal.") # in current positions to copy but not really because very small amount, but somehow in my current position if coin_ticker in self.current_positions_to_copy and coin_ticker in my_current_opened_tickers: if not self._is_position_significant(coin_ticker) : df['signal'] = 0 logger.info(f"Missed exit detected for {coin_ticker}. Sending exit signal.") except Exception as e: logger.error(f"Error checking missed positions for {coin_ticker}: {e}") return df def _is_position_significant(self, coin_ticker): """Check if position is significant enough to copy""" try: if not self.current_positions_to_copy or coin_ticker not in self.current_positions_to_copy: return False perp_data = self.GET_PERP_ACCOUNT_STATUS(self.ADDRESS_TO_TRACK) if not perp_data or 'marginSummary' not in perp_data: return False copied_account_value = float(perp_data['marginSummary']['accountValue']) min_threshold = copied_account_value * (self.change_threshold / 100.0) # Convert % to decimal position_value = self.current_positions_to_copy[coin_ticker].position_value is_significant = position_value > min_threshold logger.info(f"Position significance check for {coin_ticker}: ${position_value:.2f} > ${min_threshold:.2f} = {is_significant}") return is_significant except Exception as e: logger.error(f"Error checking position significance: {e}") return False def check_mistaken_short(self, df, coin_ticker): """ """ if coin_ticker in self.current_positions_to_copy: my_trades = Trade.get_trades_proxy(is_open=True) my_current_opened_tickers = [tr.pair.replace("/USDC:USDC", "") for tr in my_trades] if coin_ticker in my_current_opened_tickers: is_short = float(self.current_positions_to_copy[coin_ticker].size) < 0.0 if is_short: df['signal'] = 0 logger.info(f"There was a short mistaken as a long on {coin_ticker}. This code is LONG ONLY. Exiting immediatly.") return df return df def populate_entry_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame: dataframe.loc[dataframe['signal'] == 1, 'enter_long'] = 1 return dataframe def populate_exit_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame: dataframe.loc[dataframe['signal'] == 0, 'exit_long'] = 1 dataframe.loc[dataframe['signal'] == 0, 'exit_short'] = 1 return dataframe def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, proposed_stake: float, min_stake: float | None, max_stake: float, leverage: float, entry_tag: str | None, side: str, **kwargs) -> float: # Called before entering a trade, makes it possible to manage your position size when placing a new trade. # Returning 0 or None will prevent trades from being placed -> ACTS ALSO LIKE AN ENTRY CONFIRMATION # Freqtrade will fall back to the proposed_stake value should your code raise an exception. The exception itself will be logged. # You do not have to ensure that min_stake <= returned_value <= max_stake. Trades will succeed as the returned value will be clamped to supported range and this action will be logged. coin_ticker = pair.replace("/USDC:USDC", "") # No need to update wallets since we get data directly from HyperLiquid if not self._got_perp_data_account_state_successfully : return None try: if not self.current_positions_to_copy: logger.error("No current positions to copy available") return None perp_data = self.GET_PERP_ACCOUNT_STATUS(self.ADDRESS_TO_TRACK) copied_account_value = float(perp_data['marginSummary']['accountValue']) my_account_value = float(self.get_stake_total()) if copied_account_value == 0: logger.error("Copied account value is zero, cannot calculate scale factor") return None scale_factor = my_account_value / copied_account_value # Look in both position changes and current positions position_value_in_copied_account = None # First check position changes for chg in self.copied_account_position_changes: if coin_ticker == chg.coin: position_value_in_copied_account = float(chg.new_position_value) break # If not found in changes, check current positions if position_value_in_copied_account is None: if coin_ticker in self.current_positions_to_copy: position_value_in_copied_account = self.current_positions_to_copy[coin_ticker].position_value if position_value_in_copied_account is None: logger.warning(f"No position value found for {coin_ticker}") return None ratio_pc = position_value_in_copied_account/copied_account_value * 100.0 if ratio_pc float | None | tuple[float | None, str | None]: # :return float: Stake amount to adjust your trade, # Positive values to increase position, Negative values to decrease position. # Return None for no action. # Optionally, return a tuple with a 2nd element with an order reason coin_ticker = trade.pair.replace("/USDC:USDC", "") # No need to update wallets since we get data directly from HyperLiquid dust_USDC = DUST_USDC if not self._got_perp_data_account_state_successfully : return None if self._time_of_change is not None: if datetime.now() > self._time_of_change + timedelta(seconds=self._cooldown_seconds_after_position_change): self._is_cooldown_after_position_change = False if self._is_cooldown_after_position_change: logger.info(f"Not doing position size change because of the cooldown of {self._cooldown_seconds_after_position_change} seconds.") return None try: if not self.current_positions_to_copy: return None # Get real position from exchange for smarter comparisons real_exchange_position = self._get_real_exchange_position(trade.pair) perp_data = self.GET_PERP_ACCOUNT_STATUS(self.ADDRESS_TO_TRACK) if self.copied_account_position_changes: copied_account_value = float(perp_data['marginSummary']['accountValue']) my_account_value = float(self.get_stake_total()) if copied_account_value == 0: logger.error("Copied account value is zero, cannot calculate scale factor") return None scale_factor = my_account_value / copied_account_value # for detected changes in the copied account for chg in self.copied_account_position_changes: if coin_ticker == chg.coin: # Check if change is significant (>0.5% of account), otherwise skip doing adjustment by returning None change_ratio_pc = abs(float(chg.old_position_value) - float(chg.new_position_value)) / copied_account_value * 100.0 if change_ratio_pc < self.change_threshold: logger.info(f"Not increasing or decreasing position on {trade.pair} because position change in copied account is too small compared to the copied account equity({change_ratio_pc:.1f}% < 1%)") return None delta_stake = abs(float(chg.old_position_value) - float(chg.new_position_value)) * scale_factor # Use real exchange position for verification if available if real_exchange_position is not None: logger.info(f"Real exchange position for {trade.pair}: {real_exchange_position}") # Calculate what the position should be after the adjustment adjustment_amount = (delta_stake / trade.leverage) / current_rate target_position = real_exchange_position if 'increased' in chg.change_type: target_position += adjustment_amount elif 'decreased' in chg.change_type: target_position -= adjustment_amount # Check if adjustment is significant enough (avoid micro-adjustments) relative_change = abs(adjustment_amount) / max(abs(real_exchange_position), adjustment_amount) * 100 if relative_change < MICRO_ADJUSTMENT_THRESHOLD: # Skip micro adjustments logger.info(f"Adjustment too small ({relative_change:.2f}%), skipping") return None self._time_of_change = datetime.now() self._is_cooldown_after_position_change = True if 'increased' in chg.change_type: return delta_stake / trade.leverage - dust_USDC elif 'decreased' in chg.change_type: return -1.0 * delta_stake / trade.leverage - dust_USDC # for already opened positions, if difference with what it should be in copied account (and scaled) is too large (>10%), adjust to match if self.matching_positions_check_output: for pos in self.matching_positions_check_output: logger.info(f"{pos['coin']} → Difference: {pos['diff_pc']:.2f}% (my total value: {pos['my_value']:.1f}) ; ||>{self.adjustment_threshold:.0f}% will trigger a size correction.") if pos['coin']==coin_ticker: if abs(pos['diff_pc'])>self.adjustment_threshold: # Calculate correction needed: negative diff_pc means position too small, positive means too large # Formula: target_value = my_value / (1 + diff_pc/100), then delta = target_value - my_value # Add protection against division by zero denominator = 1.0 + pos['diff_pc']/100.0 if abs(denominator) < 1e-10: logger.error(f"Division by zero in delta calculation for {coin_ticker}") return None target_value = pos['my_value'] / denominator delta_stake = target_value - pos['my_value'] logger.info(delta_stake) logger.info(delta_stake / trade.leverage) self._time_of_change = datetime.now() self._is_cooldown_after_position_change = True return delta_stake / trade.leverage - dust_USDC return None except Exception as e: logger.error(f"Error in adjust_trade_position: {e}") return None def leverage(self, pair: str, current_time: datetime, current_rate: float, proposed_leverage: float, max_leverage: float, entry_tag: str | None, side: str, **kwargs) -> float: """ Determine leverage for a position by copying the leverage from the tracked account """ coin_ticker = pair.replace("/USDC:USDC", "") try: # Get leverage from copied position copied_leverage = self.get_copied_position_leverage(coin_ticker) # Ensure leverage doesn't exceed max allowed final_leverage = min(copied_leverage, max_leverage) logger.info(f"Setting leverage for {pair}: {final_leverage}x (copied: {copied_leverage}x, max: {max_leverage}x)") return final_leverage except Exception as e: logger.error(f"Error determining leverage for {pair}: {e}") # Fallback to LEV parameter lev = min(self.LEV.value, max_leverage) return lev