mirror of
https://github.com/discountry/ritmex-bot.git
synced 2026-09-10 16:58:08 +00:00
Add swing trading strategy with RSI signals and Binance integration
- Introduced a new swing trading strategy utilizing the RSI indicator on the ETHBTC pair from Binance. - Implemented the `SwingEngine` to manage trading logic, including entry and exit conditions based on RSI thresholds. - Added configuration options for swing direction, trade amount, and RSI parameters in `config.ts`. - Created new documentation for the swing strategy, detailing its behavior and configuration. - Enhanced CLI to support the new swing strategy option. - Added tests for swing logic to ensure correct behavior under various market conditions.
This commit is contained in:
discountry
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import React, { useEffect, useMemo, useRef, useState } from "react";
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import { Box, Text, useInput } from "ink";
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import { swingConfig } from "../config";
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import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
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import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
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import { SwingEngine, type SwingEngineSnapshot } from "../strategy/swing-engine";
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import { formatNumber } from "../utils/format";
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import { DataTable, type TableColumn } from "./components/DataTable";
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import { t } from "../i18n";
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const READY_MESSAGE = t("swing.readyMessage");
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interface SwingAppProps {
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onExit: () => void;
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}
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const inputSupported = Boolean(process.stdin && (process.stdin as any).isTTY);
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export function SwingApp({ onExit }: SwingAppProps) {
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const [snapshot, setSnapshot] = useState<SwingEngineSnapshot | null>(null);
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const [error, setError] = useState<Error | null>(null);
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const engineRef = useRef<SwingEngine | null>(null);
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const exchangeId = useMemo(() => resolveExchangeId(), []);
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const exchangeName = useMemo(() => getExchangeDisplayName(exchangeId), [exchangeId]);
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useInput(
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(_input, key) => {
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if (key.escape) {
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engineRef.current?.stop();
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onExit();
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}
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},
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{ isActive: inputSupported }
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);
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useEffect(() => {
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try {
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const adapter = buildAdapterFromEnv({ exchangeId, symbol: swingConfig.symbol });
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const engine = new SwingEngine(swingConfig, adapter);
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engineRef.current = engine;
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setSnapshot(engine.getSnapshot());
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const handler = (next: SwingEngineSnapshot) => {
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setSnapshot({ ...next, tradeLog: [...next.tradeLog], openOrders: [...next.openOrders] });
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};
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engine.on("update", handler);
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engine.start();
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return () => {
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engine.off("update", handler);
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engine.stop();
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};
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} catch (err) {
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console.error(err);
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setError(err instanceof Error ? err : new Error(String(err)));
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}
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}, [exchangeId]);
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if (error) {
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return (
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<Box flexDirection="column" padding={1}>
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<Text color="red">{t("common.startFailed", { message: error.message })}</Text>
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<Text color="gray">{t("common.checkEnv")}</Text>
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</Box>
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);
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}
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if (!snapshot) {
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return (
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<Box padding={1}>
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<Text>{t("common.initializing", { target: t("swing.name") })}</Text>
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</Box>
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);
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}
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const zoneLabel =
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snapshot.rsiZone === "overbought"
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? t("swing.zone.overbought")
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: snapshot.rsiZone === "oversold"
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? t("swing.zone.oversold")
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: snapshot.rsiZone === "neutral"
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? t("swing.zone.neutral")
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: t("swing.zone.unknown");
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const phaseLabel =
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snapshot.phase === "disabled"
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? t("swing.phase.disabled")
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: snapshot.phase === "initializing"
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? t("swing.phase.initializing")
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: snapshot.phase === "waiting_open_short"
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? t("swing.phase.waitingOpenShort")
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: snapshot.phase === "waiting_close_short"
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? t("swing.phase.waitingCloseShort")
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: snapshot.phase === "waiting_open_long"
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? t("swing.phase.waitingOpenLong")
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: snapshot.phase === "waiting_close_long"
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? t("swing.phase.waitingCloseLong")
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: t("swing.phase.observing");
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const lastLogs = snapshot.tradeLog.slice(-5);
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const sortedOrders = [...snapshot.openOrders].sort(
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(a, b) => (Number(b.updateTime ?? 0) - Number(a.updateTime ?? 0)) || Number(b.orderId) - Number(a.orderId)
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);
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const orderRows = sortedOrders.slice(0, 8).map((order) => ({
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id: order.orderId,
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side: order.side,
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type: order.type,
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price: order.price,
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qty: order.origQty,
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filled: order.executedQty,
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status: order.status,
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}));
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const orderColumns: TableColumn[] = [
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{ key: "id", header: "ID", align: "right", minWidth: 6 },
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{ key: "side", header: "Side", minWidth: 4 },
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{ key: "type", header: "Type", minWidth: 10 },
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{ key: "price", header: "Price", align: "right", minWidth: 10 },
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{ key: "qty", header: "Qty", align: "right", minWidth: 8 },
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{ key: "filled", header: "Filled", align: "right", minWidth: 8 },
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{ key: "status", header: "Status", minWidth: 10 },
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];
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const hasPosition = Math.abs(snapshot.position.positionAmt) > 1e-5;
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return (
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<Box flexDirection="column" paddingX={1} paddingY={0}>
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<Box flexDirection="column" marginBottom={1}>
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<Text color="cyanBright">{t("swing.title")}</Text>
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<Text>
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{t("swing.headerLine", {
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exchange: exchangeName,
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symbol: snapshot.symbol,
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direction: snapshot.direction,
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lastPrice: formatNumber(snapshot.lastPrice, 6),
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phase: phaseLabel,
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})}
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</Text>
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<Text color="gray">
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{t("swing.signalLine", {
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binanceSymbol: "ETHBTC",
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binancePrice: formatNumber(snapshot.binancePrice, 8),
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rsi: formatNumber(snapshot.rsi, 2),
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zone: zoneLabel,
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connection: snapshot.binanceConnection,
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})}
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</Text>
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<Text color={snapshot.disabled ? "red" : "gray"}>
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{t("swing.statusLine", {
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status: snapshot.disabled
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? t("status.paused")
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: snapshot.ready
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? t("status.live")
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: READY_MESSAGE,
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})}
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</Text>
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{snapshot.error ? <Text color="red">{snapshot.error}</Text> : null}
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</Box>
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<Box flexDirection="row" marginBottom={1}>
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<Box flexDirection="column" marginRight={4}>
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<Text color="greenBright">{t("common.section.position")}</Text>
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{hasPosition ? (
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<>
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<Text>
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{t("swing.positionLine", {
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direction: snapshot.position.positionAmt > 0 ? t("common.direction.long") : t("common.direction.short"),
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qty: formatNumber(Math.abs(snapshot.position.positionAmt), 4),
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entry: formatNumber(snapshot.position.entryPrice, 6),
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})}
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</Text>
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<Text>
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{t("swing.pnlLine", {
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pnl: formatNumber(snapshot.pnl, 4),
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unrealized: formatNumber(snapshot.unrealized, 4),
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})}
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</Text>
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<Text color={snapshot.stopLossKillSwitch ? "red" : "gray"}>
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{t("swing.stopLine", { stop: formatNumber(snapshot.stopLossTarget, 6) })}
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</Text>
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</>
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) : (
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<Text color="gray">{t("common.noPosition")}</Text>
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)}
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</Box>
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<Box flexDirection="column">
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<Text color="greenBright">{t("swing.stateTitle")}</Text>
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<Text color="gray">
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{t("swing.armedLine", {
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se: snapshot.armed.armedShortEntry ? "Y" : "N",
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sx: snapshot.armed.armedShortExit ? "Y" : "N",
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le: snapshot.armed.armedLongEntry ? "Y" : "N",
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lx: snapshot.armed.armedLongExit ? "Y" : "N",
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})}
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</Text>
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<Text color="gray">{t("swing.volumeLine", { volume: formatNumber(snapshot.sessionVolume, 2) })}</Text>
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</Box>
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</Box>
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<Box flexDirection="column" marginBottom={1}>
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<Text color="yellow">{t("common.section.orders")}</Text>
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{orderRows.length > 0 ? <DataTable columns={orderColumns} rows={orderRows} /> : <Text color="gray">{t("common.noOrders")}</Text>}
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</Box>
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<Box flexDirection="column">
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<Text color="yellow">{t("common.section.recentTrades")}</Text>
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{lastLogs.length > 0 ? (
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lastLogs.map((item, index) => (
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<Text key={`${item.time}-${index}`}>
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[{item.time}] [{item.type}] {item.detail}
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</Text>
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))
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) : (
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<Text color="gray">{t("common.noLogs")}</Text>
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)}
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</Box>
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</Box>
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);
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}
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