crypto_bot_training/Session_05/bots/HyperLiquid/VWAP.py

'''
VWAP Trading Strategy Overview:

VWAP Signal Logic:
- Uses Volume Weighted Average Price as primary trend indicator
- Price > VWAP: Bullish bias (70% chance to go long)
- Price < VWAP: Bearish bias (30% chance to go long)
- Incorporates randomization to avoid predictable patterns

Order Placement Strategy:
- Uses 11th level bid/ask for better fill probability
- Avoids competing at best bid/offer for improved execution
- Places limit orders to capture spread while getting fills

Position Management:
- Maximum 1 position at a time
- Leverage: 3x (adjustable)
- Profit target: 5% gain
- Stop loss: 10% loss
- Dynamic position sizing based on leverage

Risk Management:
- Automatic position and PnL monitoring
- Order cancellation and re-placement system
- Maximum position limits to control exposure
- Ethereum account-based execution with private key security

Technical Setup:
- Symbol: LINK (configurable)
- Timeframe: 1 minute
- VWAP calculation: Real-time volume weighted average
- Execution: DeFi/on-chain trading platform

WARNING: Do not run without thorough backtesting and understanding!
'''

import Functions.funcs as func 
import eth_account 
import time, random  
import schedule 
import os
from dotenv import load_dotenv

load_dotenv()

# Configuration
symbol = 'LINK'
timeframe = '1m'
sma_window = 20
lookback_days = 1 
size = 1 
target = 5
max_loss = -10
leverage = 3
max_positions = 1

def get_account():
    """Initialize trading account from private key"""
    secret = os.getenv('PRIVATE_KEY')
    return eth_account.Account.from_key(secret)

def get_vwap_signal(symbol):
    """Calculate VWAP signal and determine trade direction"""
    try:
        ask, bid, l2_data = func.ask_bid(symbol)
        
        # Get 11th level bid and ask for better execution
        bid_11 = float(l2_data[0][10]['px'])
        ask_11 = float(l2_data[1][10]['px'])
        
        # Get current VWAP
        latest_vwap = func.calculate_vwap_with_symbol(symbol)[1]
        
        print(f'Market Data - Bid: {bid:.4f} | Ask: {ask:.4f} | VWAP: {latest_vwap:.4f}')
        print(f'11th Level - Bid: {bid_11:.4f} | Ask: {ask_11:.4f}')
        
        # Randomization factor for signal variation
        random_chance = random.random()
        
        # VWAP-based signal logic
        if bid > latest_vwap:
            # Price above VWAP - bullish bias
            go_long = random_chance <= 0.7  # 70% chance
            signal_strength = "Strong Bullish" if go_long else "Weak Bullish"
            print(f'Price > VWAP: {signal_strength} (Random: {random_chance:.2f})')
        else:
            # Price below VWAP - bearish bias  
            go_long = random_chance <= 0.3  # 30% chance
            signal_strength = "Contrarian Long" if go_long else "Bearish"
            print(f'Price < VWAP: {signal_strength} (Random: {random_chance:.2f})')
        
        return go_long, bid_11, ask_11, latest_vwap
        
    except Exception as e:
        print(f'Error getting VWAP signal: {e}')
        return False, 0, 0, 0

def manage_position(symbol, account):
    """Check and manage existing positions"""
    try:
        positions, in_position, position_size, pos_symbol, entry_price, pnl_percent, is_long, num_positions = func.get_position_andmaxpos(
            symbol, account, max_positions
        )
        
        print(f'Position Status - In position: {in_position} | Size: {position_size} | PnL: {pnl_percent}%')
        
        if in_position:
            func.cancel_all_orders(account)
            print('Managing existing position - checking PnL')
            func.pnl_close(symbol, target, max_loss, account)
            return True
        else:
            print('No position - ready for new trade')
            return False
            
    except Exception as e:
        print(f'Error managing position: {e}')
        return False

def place_trade(symbol, go_long, bid_11, ask_11, account):
    """Place trade order based on signal"""
    try:
        # Adjust leverage and position size
        leverage_set, position_size = func.adjust_leverage_size_signal(symbol, leverage, account)
        
        func.cancel_all_orders(account)
        print('Canceled all existing orders')
        
        if go_long:
            # Place buy order at 11th bid level
            func.limit_order(symbol, True, position_size, bid_11, False, account)
            print(f'LONG order placed: {position_size} at {bid_11:.4f}')
        else:
            # Place sell order at 11th ask level
            func.limit_order(symbol, False, position_size, ask_11, False, account)
            print(f'SHORT order placed: {position_size} at {ask_11:.4f}')
            
    except Exception as e:
        print(f'Error placing trade: {e}')

def bot():
    try:
        print(f'\n---- VWAP Strategy Running for {symbol} ----')
        
        # Initialize account
        account = get_account()
        
        # Check existing positions first
        in_position = manage_position(symbol, account)
        
        if not in_position:
            # Get VWAP signal and market data
            go_long, bid_11, ask_11, vwap = get_vwap_signal(symbol)
            
            if bid_11 > 0 and ask_11 > 0:  # Valid market data
                place_trade(symbol, go_long, bid_11, ask_11, account)
            else:
                print('Invalid market data - skipping trade')
        
        print('=' * 50)
        
    except Exception as e:
        print(f'Bot error: {e}')

schedule.every(3).seconds.do(bot)

while True:
    try:
        schedule.run_pending()
        time.sleep(10)
    except Exception as e:
        print(f'Schedule error: {e} - Sleeping 30 seconds')
        time.sleep(30)