Initial TradeBot implementation

2026-06-20 19:22:59 +03:00
commit de9de755f5
37 changed files with 6840 additions and 0 deletions
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+TRADING_MODE=paper
+HOST=127.0.0.1
+PORT=8787
+
+BYBIT_TESTNET=false
+BYBIT_API_KEY=
+BYBIT_API_SECRET=
+
+STARTING_BALANCE_USDT=100
+AUTO_SELECT_SYMBOLS=true
+TOP_SYMBOLS_COUNT=6
+SYMBOLS=
+
+BASE_INTERVAL=1
+KLINE_LIMIT=240
+LOOP_INTERVAL_SECONDS=5
+FAST_TRADING_ENABLED=false
+FAST_LOOP_INTERVAL_SECONDS=1
+FAST_ENTRY_COOLDOWN_SECONDS=20
+MAX_ENTRIES_PER_MINUTE=12
+WEBSOCKET_ENABLED=true
+MIN_SIGNAL_CONFIDENCE=0.64
+MAX_SPREAD_PERCENT=0.18
+MIN_24H_TURNOVER_USDT=1000000
+PATTERN_ANALYSIS_ENABLED=true
+PATTERN_SCORE_WEIGHT=0.18
+LEARNING_ENABLED=true
+LEARNING_LOOKBACK_TRADES=120
+LEARNING_MIN_SAMPLES=3
+LEARNING_MAX_ADJUSTMENT=0.12
+MIN_POSITION_USDT=1
+MAX_POSITION_USDT=20
+MAX_SYMBOL_EXPOSURE_USDT=20
+MAX_TOTAL_EXPOSURE_USDT=80
+MAX_OPEN_POSITIONS=80
+MAX_POSITIONS_PER_SYMBOL=20
+GRID_TRADING_ENABLED=true
+GRID_ENTRY_CONFIDENCE=0.58
+GRID_BUY_ZONE=0.45
+GRID_MAX_POSITION_USDT=8
+REBOUND_TRADING_ENABLED=true
+REBOUND_ENTRY_CONFIDENCE=0.58
+REBOUND_MIN_PROBABILITY=0.58
+REBOUND_MAX_POSITION_USDT=6
+TIME_SERIES_FORECAST_ENABLED=true
+TIME_SERIES_MIN_CANDLES=120
+TIME_SERIES_VALIDATION_WINDOW=30
+TIME_SERIES_FORECAST_HORIZON=3
+TIME_SERIES_EWMA_LAMBDA=0.94
+TIME_SERIES_MIN_EDGE_PERCENT=0.04
+TIME_SERIES_MAX_ADJUSTMENT=0.08
+TIME_SERIES_LSTM_ENABLED=true
+TIME_SERIES_LSTM_LOOKBACK=32
+TIME_SERIES_LSTM_UNITS=6
+TIME_SERIES_LSTM_RIDGE=0.0001
+TIME_SERIES_LSTM_MODEL_PATH=runtime/lstm_forecaster.json
+STOP_LOSS_PERCENT=0.02
+TAKE_PROFIT_PERCENT=0.035
+TRAILING_STOP_PERCENT=0.015
+MIN_HOLD_SECONDS=180
+ENTRY_COOLDOWN_SECONDS=180
+MAX_DAILY_DRAWDOWN_USDT=6
+MIN_CASH_RESERVE_USDT=5
+TAKER_FEE_RATE=0.001
+SLIPPAGE_RATE=0.0003
+
+# Real trading is locked unless all three values are set explicitly.
+ENABLE_LIVE_TRADING=false
+LIVE_TRADING_CONFIRM=
+LIVE_ORDER_MAX_USDT=10
+
+DATABASE_PATH=runtime/tradebot.sqlite3
+LOG_PATH=runtime/tradebot.log