* Added t flag to specify to use the testnet config

* Added stop loss based on given percentage by strategy (#10)
* Fixed some retCodes that gave issues

bytra/source/Bybit.cpp

@@ -48,6 +48,7 @@ Bybit::Bybit(std::string &baseUrl, std::string &apiKey, std::string &apiSecret,
     getCandlesApi();
 
     position = std::make_shared<Position>();
+    position->stopLossPercentage = strategy->getStopLossPercentage();
     orderBook = std::make_shared<OrderBook>();
 }
 
@@ -129,12 +130,12 @@ void Bybit::getPositionApi() {
         throw std::runtime_error("Bad API response.");
     }
 
-    std::string side = (std::string)response["result"]["side"];
+    double entryPrice = std::stod((std::string) response["result"]["entry_price"]);
+    std::string side = (std::string) response["result"]["side"];
     long qty = (long)response["result"]["size"];
-    if (side == "Sell") {
-        qty = -qty;
-    }
-    position->qty = qty;
+    if (side == "Sell") { qty = -qty; }
+
+    position->update(qty, entryPrice);
 }
 
 void Bybit::cancelAllActiveOrders() {
@@ -256,7 +257,7 @@ void Bybit::readWebsocket() {
 }
 
 void Bybit::parseWebsocketMsg(const std::string &msg) {
-    //    std::cout << msg << std::endl;
+    std::cout << msg << std::endl;
 
     dom::parser parser;
     dom::element response = parser.parse(msg);
@@ -284,12 +285,12 @@ void Bybit::parseWebsocketMsg(const std::string &msg) {
 
         if (topic == "position") {
             for (dom::object item : response["data"]) {
+                double entryPrice = std::stod((std::string) item["entry_price"]);
                 std::string side = (std::string)item["side"];
                 long qty = (long)item["size"];
-                if (side == "Sell") {
-                    qty = -qty;
-                }
-                position->qty = qty;
+                if (side == "Sell") { qty = -qty; }
+
+                position->update(qty, entryPrice);
             }
 
         } else if (topic == "order") {
@@ -466,7 +467,7 @@ void Bybit::placeMarketOrder(const Order &ord) {
 
     int retCode = response["ret_code"].get_int64();
 
-    if (retCode != 0) {
+    if (retCode != 0 && retCode != 30063) {
         spdlog::error("Bybit::placeMarketOrder - bad response - " + (std::string)response["ret_msg"]);
         throw std::runtime_error("Bad API response.");
     }
@@ -552,12 +553,12 @@ void Bybit::amendLimitOrder(const Order &ord) {
 
     int retCode = response["ret_code"].get_int64();
 
-    if (retCode != 0 && retCode != 30032 && retCode != 30037) {
+    if (retCode != 0 && retCode != 30032 && retCode != 30037 && retCode != 20001) {
         spdlog::error("Bybit::amendLimitOrder - bad response - " + (std::string)response["ret_msg"]);
         throw std::runtime_error("Bad API response.");
     }
 
-    if (retCode == 30032 || retCode == 30037) { position->activeOrder = nullptr; }
+    if (retCode == 30032 || retCode == 30037 || retCode == 20001) { position->activeOrder = nullptr; }
 }
 
 void Bybit::cancelActiveLimitOrder() {
@@ -678,6 +679,15 @@ void Bybit::doAutomatedTrading() {
             }
         }
     }
+
+    // Stop Loss
+    if (position->qty != 0) {
+        double midPrice = (orderBook->askPrice() + orderBook->bidPrice()) / 2;
+        if ((position->isLong() && midPrice < position->stopLossPrice) || (position->isShort() && midPrice > position->stopLossPrice)) {
+            if (position->activeOrder) { cancelActiveLimitOrder(); }
+            placeMarketOrder(Order(-position->qty, true));
+        }
+    }
 }
 
 void Bybit::removeUnusedCandles() {

bytra/source/Position.h

@@ -13,13 +13,25 @@
 class Position {
   public:
     long qty = 0;
+    double entryPrice = 0;
+    double stopLossPercentage = 0.03;
+    double stopLossPrice = 0;
     std::shared_ptr<Order> activeOrder;
 
     Position() = default;
 
     [[nodiscard]] bool isShort() const { return qty < 0; }
 
     [[nodiscard]] bool isLong() const { return qty > 0; }
+
+    void update(const long &newQty, const double &newPrice) {
+        qty = newQty;
+        entryPrice = newPrice;
+
+        if (qty == 0) { return; }
+        else if (isLong()) { stopLossPrice = entryPrice - entryPrice*stopLossPercentage; }
+        else {stopLossPrice = entryPrice + entryPrice*stopLossPercentage;}
+    }
 };
 
 #endif  // MEXTRA_POSITION_H

bytra/source/main.cpp

@@ -6,9 +6,6 @@
 #include <spdlog/spdlog.h>
 #include <unistd.h>
 
-#include <boost/beast/core/buffers_to_string.hpp>
-#include <boost/beast/core/flat_buffer.hpp>
-#include <boost/beast/websocket/ssl.hpp>
 #include <chrono>
 #include <cli/CLI11.hpp>
 #include <csignal>
@@ -49,6 +46,8 @@ int main(int argc, char **argv) {
     app.add_option("-s,--strategy,strategy", strategy, "Name of the strategy")->required();
     int d{0};
     app.add_flag("-d,--debug", d, "Debug flag that enables debug logging");
+    int t{0};
+    app.add_flag("-t,--testnet", t, "Testnet flag that makes it use the testnet configuration");
 
     CLI11_PARSE(app, argc, argv)
 
@@ -100,11 +99,13 @@ int main(int argc, char **argv) {
     std::cout << strategy << " strategy found! " << GREEN << "✔" << RESET << std::endl;
     std::cout << " - Setting up strategy" << std::flush;
 
-    std::string baseUrl = *tbl["bybit-testnet"]["baseUrl"].value<std::string>();
-    std::string websocketHost = *tbl["bybit-testnet"]["websocketHost"].value<std::string>();
-    std::string websocketTarget = *tbl["bybit-testnet"]["websocketTarget"].value<std::string>();
-    std::string apiKey = *tbl["bybit-testnet"]["apiKey"].value<std::string>();
-    std::string apiSecret = *tbl["bybit-testnet"]["apiSecret"].value<std::string>();
+    std::string configEntry = t ? "bybit-testnet" : "bybit";
+
+    std::string baseUrl = *tbl[configEntry]["baseUrl"].value<std::string>();
+    std::string websocketHost = *tbl[configEntry]["websocketHost"].value<std::string>();
+    std::string websocketTarget = *tbl[configEntry]["websocketTarget"].value<std::string>();
+    std::string apiKey = *tbl[configEntry]["apiKey"].value<std::string>();
+    std::string apiSecret = *tbl[configEntry]["apiSecret"].value<std::string>();
 
     auto bybit = std::make_shared<Bybit>(baseUrl, apiKey, apiSecret, websocketHost, websocketTarget,
                                          validStrategies[strategy]);

bytra/source/strategies/Ema.cpp

@@ -20,6 +20,7 @@ Ema::Ema() {
     qty = 100;
     orderType = "Market";
     slippage = 10.0;
+    stopLossPercentage = 0.03;
 }
 
 bool Ema::checkLongEntry(std::map<TimeFrame, std::vector<std::shared_ptr<Candle>>> &candles) {

bytra/source/strategies/Rsi.cpp

@@ -22,6 +22,7 @@ Rsi::Rsi() {
     qty = 100;
     orderType = "Limit";
     slippage = 5.0;
+    stopLossPercentage = 0.03;
 }
 
 bool Rsi::checkLongEntry(std::map<TimeFrame, std::vector<std::shared_ptr<Candle>>> &candles) {

bytra/source/strategies/Strategy.h

@@ -22,6 +22,7 @@ class Strategy {
     std::string symbol;
     std::string orderType;
     double slippage;
+    double stopLossPercentage = 0.03;
 
   public:
     virtual bool checkLongEntry(std::map<TimeFrame, std::vector<std::shared_ptr<Candle>>> &candles) = 0;
@@ -43,6 +44,8 @@ class Strategy {
     [[nodiscard]] long getQty() const { return qty; }
 
     [[nodiscard]] double getSlippage() const { return slippage; }
+
+    [[nodiscard]] double getStopLossPercentage() const { return stopLossPercentage; }
 };
 
 #endif  // MEXTRA_STRATEGY_H

data/configuration.toml

@@ -5,3 +5,11 @@ websocketHost = "stream-testnet.bybit.com"
 websocketTarget = "/realtime"
 apiKey = "insert_api_key"
 apiSecret = "insert_api_secret"
+
+[bybit]
+name = "Bybit"
+baseUrl = "https://api.bybit.com"
+websocketHost = "stream.bybit.com"
+websocketTarget = "/realtime"
+apiKey = "insert_api_key"
+apiSecret = "insert_api_secret"