feat: support of manual trades in breakeven amount calculator #601

rando128 · 2023-02-11T12:02:12Z

This PR provides multiple improvements to the suggested breakeven amount capability:

Manual trades are now supported in the calculator with 2 new input fields (totalBoughtQty and totalBoughtAmount). Since trades can happen outside of the bot, this gives flexibility to the user to test different scenarios
If the bot can detect obvious manual trades scenarios, the UI warns the user to update the 2 new input fields
Accessing the calculator without any active buy grid shows an informative message.

Changes:

nextBestBuyAmount calculation has been moved into the backend in get-indicators.js
Simplification of CoinWrapperBuySignal.js that now uses the server data
Fix (or improvement) to use the reduced sell trigger percentage in the nextBestBuyAmount calculation in case the conservative sell mode is applicable. The change is reflected in CoinWrapperBuySignal.js and SymbolGridCalculator.js
Obvious manual trade detections have been revisited in both get-indicators.js and SymbolGridCalculator.js

Caveat:

The calculator doesn't take into account fees. This might be addressed in another PR.

Motivation and Context

Improve current implementation
Set the scene for an upcoming PR that will provide automatically buy amount calculation when a new buy order is placed
Partially address Break-even still buggy + GUI Feature request #600 concerns

How Has This Been Tested?

This is working on my production server.

Screenshots

Bought amount/quantity fields without obvious manual trade scenario

Warning information for obvious manual trade scenario

Informative message for non active grid

chrisleekr · 2023-02-12T21:45:38Z

Nice work @rando128

I will need to write test cases.

I will get it done when I have time.

public/js/SymbolGridCalculator.js

chrisleekr · 2023-02-25T00:36:49Z

@rando128 I am still writing the test case. I found my old test case was just not right. It's very wrong.
I will need more time to refactor and make sure the test case is legit.

rando128 · 2023-02-26T09:11:05Z

No worries. I'll push an update because I was missing the conservative mode and one variable was not properly handled. I should commit before tomorrow.

chrisleekr · 2023-02-26T09:40:02Z

@rando128 Ok no problem. I am refactoring the test to update quickly for changes.
About conservative mode, I had a question for you. But I assume that is the one you gonna fix.
Please commit any fixes. 👍

chrisleekr · 2023-02-26T13:38:17Z

app/cronjob/trailingTrade/step/__tests__/get-indicators.test.js

              highestPrice: 10000,
              lowestPrice: 8893.03,
-              athPrice: 9000,
-              athRestrictionPrice: 8100,
+              nextBestBuyAmount: 204983.33333333314,


@rando128
I have a question about the next best buy amount, but it seems your calculation is correct.

So the parameters were as below:

Last buy price: 9966.66666666667

Last closed: 8900

Buy trigger: 0.8929765886287623

Total bought quantity: 1.5

Total bought amount: 19900

Next best buy amount => 204983.33333333314

And I feel like this is a lot of money to buy for next. So I did a calculation.

Current price 8900

Grid Trade # Amount Quantity Quote Amount Last buy price

#1 10000 1 10000

#2 9900 0.5 4950

Sum 1.5 14950 9966.66666666667

Next Best Buy amount 8900 23.0318352059925 204983.333333333

24.5318352059925 219933.333333333 8965.2213740458

Is my calculation correct?

@chrisleekr, what is your sellTrigger (i.e expected market rebound) for this calculation?

@rando128 After your update, the calculation seems to be changed.

You can see the test cases how it's configured for the parameters.

All scenarios are now having nextBestBuyCalculation.

Particularly, I was interested in the following scenarios.

when buy grid trade index is 1 after executing the 1st grid trade
Code:

binance-trading-bot/app/cronjob/trailingTrade/step/__tests__/get-indicators.test.js

Line 671 in 590e0f3

describe('when buy grid trade index is 1 after executing the 1st grid trade', () => {

nextBestBuyAmount: -10589.999999999984, nextBestBuyCalculation: { buyTrigger: 1.01, currentPrice: 8900.05, hasObviousManualTrade: false, isSingleSellGrid: true, lastBuyPrice: 9000, sellTrigger: 1.06, totalBoughtAmount: 9000, totalBoughtQty: 1 },

when buy grid trade index is 2 with conservative mode enabled
Code:

binance-trading-bot/app/cronjob/trailingTrade/step/__tests__/get-indicators.test.js

Line 2236 in 590e0f3

describe('when buy grid trade index is 2 with conservative mode enabled', () => {

nextBestBuyAmount: 304933.8333333303, nextBestBuyCalculation: { buyTrigger: 1.01, currentPrice: 8900, hasObviousManualTrade: false, isSingleSellGrid: true, lastBuyPrice: 9966.66666666667, sellTrigger: 1.0150000000000001, totalBoughtAmount: 19900, totalBoughtQty: 1.5 },

@chrisleekr, I noticed that some of your use cases have a buyTrigger superior to 1. Was it intentional? The calculations expect a buyTrigger inferior to 1.

I've checked this scenario which has a trigger inferior to 1 and the calculation is correct.

…o the front to simplify front code

…://github.com/rando128/binance-trading-bot-pr into fix/refactor-next-best-buy-amount-calculation

…nextBestBuy calculation at current price (instead of next configured grid to avoid confusion for the end-user).

chrisleekr · 2023-03-05T12:25:51Z

@rando128 How's it going?
We good to merge?

rando128 · 2023-03-05T14:31:23Z

@chrisleekr, I might improve the calculation algorithm to take into account the buy and sell spreads (stop limits) in a later PR. Nevertheless the current best buy quote amount calculation plays safe, so we are good to merge as far as I'm concerned.

rando128 · 2023-03-05T14:32:51Z

BTW I just realised how you built your test cases and how the buyTrigger and currentPrice relate to each other. My code was creating confusion so I'm pushing a last commit to clarify the implementation (it will also make the test cases simpler to handle)

rando128 · 2023-03-05T15:45:52Z

@chrisleekr, with regards to the test scenario one, here is how to compute:

Grid Trade #	Price	Quantity	Quote Amount	Last buy price
Buy #1	9000,000000	1,000000	9000,000000	9000,000000
Next Best Buy	8900,050000	0,871712	7758,283333	8953,450300
		Invested:	16758,283333
Next Sell	9007,171002	1,871712	16732,391786
		Profit after sell	−25,891548	(0,01% of loss)

With the following calculation data:

currentPrice	8900,050000
lastBuyPrice	9000,000000
totalAmount	9000,000000
totalQty	1,000000
buyTrigger	0,988894	8900,050000	<= buyTriggerPrice
sellTrigger	1,006000	9007,171002	<= sellTriggerPrice
nextBestBuyQuoteAmount	7758,283333
nextBestBuyQty	0,871712

chrisleekr · 2023-03-19T08:35:49Z

app/cronjob/trailingTrade/step/get-indicators.js

@@ -124,6 +123,8 @@ const calculateNextBestBuyAmount = (
      }
    );

+  const buyTrigger = 1 + (currentPrice - lastBuyPrice) / lastBuyPrice;


@rando128

I found when the lastBuyPrice is not configured, which will set as null, it returns Infinity for buyTrigger.

currentPrice => 9000 lastBuyPrice => null buyTrigger => Infinity

Is Infinity intended or it should be 1?

Good catch. It doesn't make sense to even try to calculate it in this case. Maybe we could condition nextBestBuyCalculation code with a if(lastBuyPrice > 0) statement on line 391

Ok, good. Do you want to update, or do you want me to update? :)

Fix just pushed!

yay! I will check the tests and let's merge it.

Fix:nextBestBuyAmount on server with correct sell trigger percentage

66fabda

rando128 changed the title ~~Fix:nextBestBuyAmount on server with correct sell trigger percentage~~ fix: nextBestBuyAmount on server with correct sell trigger percentage Feb 11, 2023

rando128 mentioned this pull request Feb 11, 2023

Break-even still buggy + GUI Feature request #600

Closed

feat: support manual orders scenario with 2 new input fields

bdff4b3

rando128 changed the title ~~fix: nextBestBuyAmount on server with correct sell trigger percentage~~ feat: support of manual trades in breakeven amount calculator Feb 12, 2023

chrisleekr assigned rando128 Feb 14, 2023

chrisleekr added the enhancement New feature or request label Feb 14, 2023

chrisleekr self-requested a review February 14, 2023 07:11

chrisleekr added 3 commits February 16, 2023 21:23

test: (wip) adding tests

095128e

refactor: moved out next best buy amount as function

e8e8373

test: (wip) adding tests

3fe0e1f

chrisleekr reviewed Feb 20, 2023

View reviewed changes

public/js/SymbolGridCalculator.js Outdated Show resolved Hide resolved

test: (wip) adding tests

b97a6a8

test: fixed get-indicator test

bef30a3

chrisleekr reviewed Feb 26, 2023

View reviewed changes

rando128 and others added 7 commits February 26, 2023 16:00

refactor: clean up calculation and push nextBestBuyCalculation info t…

1ea1b1a

…o the front to simplify front code

fix: remove invalid lastbuyprice condition

ad5200e

test: fixed get-indicator test

76aff29

Merge branch 'fix/refactor-next-best-buy-amount-calculation' of https…

4c45611

…://github.com/rando128/binance-trading-bot-pr into fix/refactor-next-best-buy-amount-calculation

lint: fixed typo

590e0f3

feat: add conservative sell indication to sellTrigger field

e6a9f10

fix: compute properly buyTriggerWithCurrentPrice in the front. Force …

e57a303

…nextBestBuy calculation at current price (instead of next configured grid to avoid confusion for the end-user).

chore: move buyTrigger into calculateNextBestBuyAmount function

e2fa7e1

chrisleekr reviewed Mar 19, 2023

View reviewed changes

rando128 and others added 3 commits March 20, 2023 11:33

fix: calculateNextBestBuyAmount if we have a lastBuyPrice

f450649

test: fixed get-indicator test

d39c51d

docs: updated CHANGELOG.md

7bc5f92

chrisleekr merged commit 463181e into chrisleekr:master Mar 20, 2023

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feat: support of manual trades in breakeven amount calculator #601

feat: support of manual trades in breakeven amount calculator #601

rando128 commented Feb 11, 2023 •

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chrisleekr Mar 20, 2023

Current price	8900
Grid Trade #	Amount	Quantity	Quote Amount	Last buy price
#1	10000	1	10000
#2	9900	0.5	4950
Sum		1.5	14950	9966.66666666667
Next Best Buy amount	8900	23.0318352059925	204983.333333333
		24.5318352059925	219933.333333333	8965.2213740458

feat: support of manual trades in breakeven amount calculator #601

feat: support of manual trades in breakeven amount calculator #601

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rando128 commented Feb 11, 2023 • edited Loading

Motivation and Context

How Has This Been Tested?

Screenshots

chrisleekr commented Feb 12, 2023

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