Add trend MACD spot strategy

crypto_spot_bot/market_data.py

@@ -15,7 +15,7 @@ from crypto_spot_bot.models import Candle, Ticker, utc_now
 from crypto_spot_bot.storage import Storage
 
 
-POPULAR_FALLBACK = ["BTCUSDT", "ETHUSDT", "SOLUSDT", "XRPUSDT", "DOGEUSDT", "LTCUSDT"]
+POPULAR_FALLBACK = ["BTCUSDT", "ETHUSDT", "SOLUSDT"]
 
 
 def _float(value: Any, default: float = 0.0) -> float:
@@ -34,6 +34,7 @@ class MarketData:
         self.instruments: dict[str, Instrument] = {}
         self.tickers: dict[str, Ticker] = {}
         self.candles: dict[str, list[Candle]] = {}
+        self.trend_candles: dict[str, list[Candle]] = {}
         self.orderbook_top: dict[str, tuple[float, float]] = {}
         self.patterns: dict[str, dict[str, Any]] = {}
         self.forecasts: dict[str, dict[str, Any]] = {}
@@ -77,6 +78,13 @@ class MarketData:
                 )
                 add_indicators(candles)
                 self.candles[symbol] = candles
+                trend_candles = self.client.klines(
+                    symbol=symbol,
+                    interval=self.settings.trend_interval,
+                    limit=self.settings.trend_kline_limit,
+                )
+                add_indicators(trend_candles)
+                self.trend_candles[symbol] = trend_candles
                 bid, ask = self.client.orderbook_top(symbol)
                 self.orderbook_top[symbol] = (bid, ask)
                 if symbol in self.tickers:
@@ -101,7 +109,7 @@ class MarketData:
             try:
                 async with websockets.connect(self.settings.websocket_url, ping_interval=20) as ws:
                     self.ws_connected = True
-                    await ws.send(websocket_subscribe_message(self.symbols))
+                    await ws.send(websocket_subscribe_message(self.symbols, self.settings.base_interval))
                     self.storage.event("Поток данных Bybit подключен")
                     async for raw in ws:
                         self.last_ws_message_at = utc_now()
@@ -215,6 +223,7 @@ class MarketData:
                 {
                     "ticker": self.tickers[symbol].as_dict() if symbol in self.tickers else None,
                     "candles": [candle.as_dict() for candle in self.candles.get(symbol, [])[-120:]],
+                    "trend_candles": [candle.as_dict() for candle in self.trend_candles.get(symbol, [])[-5:]],
                     "pattern": self.patterns.get(symbol),
                     "forecast": self.forecasts.get(symbol),
                     "instrument": asdict(self.instruments[symbol]) if symbol in self.instruments else None,