67 lines
3.0 KiB
Python
67 lines
3.0 KiB
Python
import os
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from dataclasses import dataclass, field
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@dataclass
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class Config:
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# Kraken API credentials — set via .env or environment variables
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api_key: str = field(default_factory=lambda: os.getenv("KRAKEN_API_KEY", ""))
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api_secret: str = field(default_factory=lambda: os.getenv("KRAKEN_API_SECRET", ""))
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# Quote currency to scan (only USD pairs)
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quote_currency: str = "USD"
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# Volume filter: minimum 24h traded volume in USD
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# Filters out illiquid/dead coins
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min_volume_usd: float = 500_000
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# Momentum filter: 24h price change must be in this range
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# Below 3% = noise; above 15% = likely already overextended
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min_price_change_pct: float = 3.0
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max_price_change_pct: float = 10.0
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# Portfolio limits
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max_positions: int = 5 # Maximum concurrent holdings
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min_order_usd: float = 15.0 # Kraken minimum is ~$10; keep a small buffer
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taker_fee_pct: float = 1.5 # Reserve this % of balance for fees/rounding (Kraken actual ~0.26%)
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# ── Risk management ──────────────────────────────────────────────────────
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# Trailing stop: sell if price drops this % below its peak since purchase.
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# Example: buy at $100, peaks at $130 → stop triggers at $119.60
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trailing_stop_pct: float = 8.0
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# Hard stop: sell if price drops this % below entry price, regardless of peak.
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# Protects against gapping down before the trailing stop can trigger.
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hard_stop_pct: float = 12.0
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# Take profit: sell when price is this % above entry.
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take_profit_pct: float = 3.0
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# Time limit: sell after this many hours if no stop/TP was hit.
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# Prevents dead money from tying up capital indefinitely.
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max_hold_hours: int = 72
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# Cooldown: hours to wait before re-buying a pair that was just sold.
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# Prevents immediately re-entering a coin whose momentum has stalled or reversed.
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sold_cooldown_hours: float = 4.0
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# ── Velocity / momentum quality filters ──────────────────────────────────
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# RSI (14-period, hourly candles): skip coins that are already overbought.
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# Above 70 = likely exhausted move; 50–65 is the sweet spot for entry.
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rsi_period: int = 14
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rsi_max: float = 70.0
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# Recent momentum: the coin must also be up over the last N hours, not just
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# on the day. Filters coins that spiked early and have since stalled/reversed.
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recent_candles: int = 2
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# ── Execution ────────────────────────────────────────────────────────────
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# ALWAYS start with paper_trading=True and verify behaviour before going live.
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# Set to False only after you understand the bot's decisions.
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paper_trading: bool = True
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# Path for persisting open positions across runs
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positions_file: str = "positions.json"
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log_file: str = "bot.log"
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