- TAKE_PROFIT_PCT 5% → 15% (risk/reward 5:1 vs 3% stop-loss) - SELL signal now requires ≥2 confirmations (was 1) - Add 1h trend filter: hold if 1h still bullish even if 5m shows sell - Sync cost_tracking.json and stop_orders.json after balance refresh Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
70 lines
2.1 KiB
Python
70 lines
2.1 KiB
Python
import os
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from dotenv import load_dotenv
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load_dotenv()
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# Bitfinex API
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BFX_API_KEY = os.getenv("BFX_API_KEY", "")
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BFX_API_SECRET = os.getenv("BFX_API_SECRET", "")
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BFX_BASE_URL = "https://api-pub.bitfinex.com"
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BFX_AUTH_URL = "https://api.bitfinex.com"
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# Slack
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SLACK_WEBHOOK_URL = os.getenv("SLACK_WEBHOOK_URL", "")
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# Top USDT trading pairs on Bitfinex (verified active)
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# Note: some use "tXXXUST" format, others use "tXXX:UST" (5+ char base)
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TOP_15_SYMBOLS = [
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"tBTCUST", "tETHUST", "tSOLUST", "tXRPUST", "tADAUST",
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"tDOGE:UST", "tAVAX:UST", "tDOTUST", "tLINK:UST", "tLTCUST",
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"tSHIB:UST", "tATOUST", "tUNIUST", "tSUIUST", "tXLMUST",
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]
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# Symbol display names for readability
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SYMBOL_NAMES = {
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"tBTCUST": "BTC/USDT", "tETHUST": "ETH/USDT", "tSOLUST": "SOL/USDT",
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"tXRPUST": "XRP/USDT", "tADAUST": "ADA/USDT", "tDOGE:UST": "DOGE/USDT",
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"tAVAX:UST": "AVAX/USDT", "tDOTUST": "DOT/USDT", "tLINK:UST": "LINK/USDT",
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"tLTCUST": "LTC/USDT", "tSHIB:UST": "SHIB/USDT", "tATOUST": "ATOM/USDT",
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"tUNIUST": "UNI/USDT", "tSUIUST": "SUI/USDT", "tXLMUST": "XLM/USDT",
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}
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# Candle settings
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CANDLE_TIMEFRAME = "5m"
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CANDLE_LIMIT = 100
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HTF_TIMEFRAME = "1h"
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HTF_CANDLE_LIMIT = 50
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# Trading parameters
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MIN_ORDER_USDT = 5
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MIN_ORDER_AMOUNT = {
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"tBTCUST": 0.00004, "tETHUST": 0.0008, "tDOTUST": 0.2,
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"tSUIUST": 2.0, "tSOLUST": 0.02, "tLTCUST": 0.04,
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"tADAUST": 4.0, "tAVAX:UST": 0.08, "tUNIUST": 0.2,
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"tLINK:UST": 0.2, "tXRPUST": 4.0, "tSHIB:UST": 141010.0,
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"tDOGE:UST": 22.0, "tATOUST": 0.02, "tXLMUST": 4.0,
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}
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STOP_LOSS_PCT = 0.03
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TAKE_PROFIT_PCT = 0.15
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MAX_POSITION_PCT = 0.30 # Max 30% of portfolio per coin
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MAX_TOTAL_EXPOSURE_PCT = 1.00 # No cap — use full balance
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# Mode
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PAPER_TRADING = os.getenv("PAPER_TRADING", "true").lower() == "true"
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# Cache
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CACHE_DIR = "cache/"
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CANDLES_CACHE_DIR = os.path.join(CACHE_DIR, "candles/")
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INDICATORS_CACHE_DIR = os.path.join(CACHE_DIR, "indicators/")
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# Positions file
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POSITIONS_FILE = "positions.json"
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# Cost basis sync
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COST_TRACKING_FILE = "cost_tracking.json"
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INIT_COST_BASIS_START_MS = 1773244800000 # 2026-03-11 00:00:00 +08:00
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# Schedule
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RUN_INTERVAL_MINUTES = 5
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STATUS_REPORT_INTERVAL_MINUTES = 60
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