""" WT Bot v3 — Configuration ========================== All settings in one place. Override via ecosystem.config.js env vars. """ import os # ============================================================ # BINANCE # ============================================================ BINANCE_API_KEY = os.getenv("BINANCE_API_KEY", "") BINANCE_API_SECRET = os.getenv("BINANCE_API_SECRET", "") # ============================================================ # TELEGRAM # ============================================================ TELEGRAM_BOT_TOKEN = os.getenv("TELEGRAM_BOT_TOKEN", "") TELEGRAM_CHAT_ID = os.getenv("TELEGRAM_CHAT_ID", "") # ============================================================ # STRATEGY: S3_EMA_Filter on 5m # ============================================================ TIMEFRAME = "5m" # WaveTrend params — TV LazyBear REAL defaults (fixed: was 9/12/3, too sensitive) WT_CHANNEL_LEN = 10 WT_AVG_LEN = 21 WT_MA_LEN = 4 WT_OVERSOLD = -50 WT_OVERBOUGHT = 50 EMA_PERIOD = 200 # Max bars after leaving zone where cross still counts as valid entry WT_ZONE_LOOKBACK = 3 # SL/TP SL_PCT = 0.02 # 2% stop loss TP_PCT = 0.03 # 3% — legacy, used only for log estimates # TP1 partial + trailing TP1_PCT = 0.015 # 1.5% — close 50% of position (was 1.0%, avg winner too low) TP1_CLOSE_RATIO = 0.5 # close 50% at TP1 TRAIL_ACTIVATION_PCT = 0.015 # trailing starts after TP1 (1.5%) TRAIL_CALLBACK_PCT = 0.012 # 1.2% trailing distance (was 0.7%, too tight → premature exits) # ============================================================ # SCREENER # ============================================================ SCAN_INTERVAL_SEC = 300 # 5 минут MIN_VOLUME_24H = 50_000_000 # $50M минимум (Vol<50M = WR 32%, Vol>70M = WR 66%) MIN_TRADES_24H = 300_000 # 300K сделок минимум ATR_MIN_PCT = 3.0 # ATR(14) минимум % (1h) ATR_MAX_PCT = 999.0 # без верхнего лимита ATR_PERIOD = 14 NATR_5M_MIN = 1.2 # NATR(14) на 5m минимум % — отсекает "спящие" монеты (BERA 0.77% = лосс) # ============================================================ # RISK MANAGEMENT # ============================================================ TRADE_SIZE_USD = 5.0 # $5 на сделку LEVERAGE = 10 # 10x MAX_POSITIONS = 5 # макс одновременных позиций COOLDOWN_MIN = 15 # минут cooldown после стопа на символ # ============================================================ # COMMISSION # ============================================================ MAKER_FEE = 0.0002 # 0.02% maker (limit orders) TAKER_FEE = 0.0004 # 0.04% taker (market orders) # ============================================================ # BLACKLIST — тяжёлые монеты (топ CMC) + проблемные # ============================================================ BLACKLIST = { # Топ CMC — не торгуем "BTCUSDT", "ETHUSDT", "BNBUSDT", "SOLUSDT", "XRPUSDT", "DOGEUSDT", "ADAUSDT", "DOTUSDT", "LTCUSDT", "LINKUSDT", "AVAXUSDT", "TRXUSDT", "MATICUSDT", "SHIBUSDT", "TONUSDT", "BCHUSDT", "XLMUSDT", "ATOMUSDT", "ICPUSDT", "UNIUSDT", # Binance TradFi / проблемные "XAUUSDT", "PEPEUSDT", "1000PEPEUSDT", # Data-driven blacklist (Apr 6): 0-22% WR, total -$12.79 "BANKUSDT", "NOMUSDT", "LITUSDT", } # ============================================================ # CIRCUIT BREAKER — пауза после серии лоссов # ============================================================ CIRCUIT_BREAKER_LOSSES = 3 # пауза после N лоссов подряд CIRCUIT_BREAKER_PAUSE_MIN = 30 # пауза в минутах # ============================================================ # FILES # ============================================================ DATA_DIR = os.path.join(os.path.dirname(os.path.dirname(__file__)), "data") WHITELIST_FILE = os.path.join(DATA_DIR, "whitelist.json") POSITIONS_FILE = os.path.join(DATA_DIR, "positions.json") TRADE_LOG_FILE = os.path.join(DATA_DIR, "trade_log.json") COOLDOWNS_FILE = os.path.join(DATA_DIR, "cooldowns.json")