app.py

import streamlit as st
import ccxt
import numpy as np
import pandas as pd
import time
from datetime import datetime
from dotenv import load_dotenv
import os

load_dotenv()
GATE_API_KEY = os.getenv("GATE_API_KEY")
GATE_API_SECRET = os.getenv("GATE_API_SECRET")

exchange = ccxt.gateio({
    'apiKey': GATE_API_KEY,
    'secret': GATE_API_SECRET,
    'enableRateLimit': True,
    'options': {'defaultType': 'swap'}
})

st.set_page_config(page_title="Dynamic MM Hedger", layout="wide")

# === UI state ===
if "enabled" not in st.session_state:
    st.session_state.enabled = False
if "pnl_log" not in st.session_state:
    st.session_state.pnl_log = []
if "ghost_orders" not in st.session_state:
    st.session_state.ghost_orders = {}

# === Controls ===
st.sidebar.title("Controls")
if st.sidebar.button("Start Bot"):
    st.session_state.enabled = True
if st.sidebar.button("Stop Bot"):
    st.session_state.enabled = False
st.sidebar.markdown(f"### Status: {'🟢 RUNNING' if st.session_state.enabled else '🔴 STOPPED'}")

ORDER_USDT = st.sidebar.slider("Order Size (USDT)", 5, 50, 10)
GRID_MULTIPLIER = st.sidebar.slider("Grid ATR Multiplier", 1.0, 5.0, 2.0, 0.5)
PROFIT_TARGET = st.sidebar.slider("Profit Target %", 0.3, 3.0, 0.7) / 100

# === Utility ===
def get_top_pairs(limit=3):
    data = []
    for s in exchange.load_markets():
        if "/USDT" in s:
            try:
                ticker = exchange.fetch_ticker(s)
                orderbook = exchange.fetch_order_book(s)
                if not orderbook['asks'] or not orderbook['bids']: continue
                spread_pct = (orderbook['asks'][0][0] - orderbook['bids'][0][0]) / ticker['last'] * 100
                ohlcv = exchange.fetch_ohlcv(s, '1h', limit=24)
                vols = [x[4] for x in ohlcv]
                close = [x[4] for x in ohlcv]
                score = spread_pct + np.mean(vols) / 100000 - np.std(close)
                data.append((s, score))
            except: continue
    return sorted(data, key=lambda x: x[1], reverse=True)[:limit]

def get_atr(pair):
    candles = exchange.fetch_ohlcv(pair, '1m', limit=100)
    highs = np.array([c[2] for c in candles])
    lows = np.array([c[3] for c in candles])
    return np.mean(np.abs(highs - lows))

def get_bal(asset):
    return float(exchange.fetch_balance()['total'].get(asset, 0))

def place(side, pair, price, size):
    try:
        return exchange.create_limit_order(pair, side, size, price)
    except Exception as e:
        st.warning(f"Order error: {e}")

# === Trading Logic ===
def run_grid(pair):
    price = float(exchange.fetch_ticker(pair)['last'])
    atr = get_atr(pair)
    spacing = GRID_MULTIPLIER * atr
    size = ORDER_USDT / price

    if pair not in st.session_state.ghost_orders:
        st.session_state.ghost_orders[pair] = {'long': {}, 'short': {}}

    for side in ['long', 'short']:
        ledger = st.session_state.ghost_orders[pair][side]
        # update ghost grid
        if side == "long":
            level = round(price - spacing, 4)
        else:
            level = round(price + spacing, 4)
        ledger[level] = ledger.get(level, 0) + size

        # check for profit-taking
        wavg = sum([p*q for p, q in ledger.items()]) / sum(ledger.values())
        if (side == "long" and price >= wavg * (1 + PROFIT_TARGET)) or \
           (side == "short" and price <= wavg * (1 - PROFIT_TARGET)):
            order_side = "sell" if side == "long" else "buy"
            place(order_side, pair, price, sum(ledger.values()))
            pnl = (price - wavg) * sum(ledger.values()) if side == "long" else (wavg - price) * sum(ledger.values())
            st.session_state.pnl_log.append({"Time": datetime.now(), "Pair": pair, "Side": side, "PnL": pnl})
            ledger.clear()

# === Execution Loop ===
if st.session_state.enabled:
    pairs = [x[0] for x in get_top_pairs()]
    st.write("Top Pairs:", pairs)
    for p in pairs:
        run_grid(p)
    df = pd.DataFrame(st.session_state.pnl_log)
    st.line_chart(df.set_index("Time")["PnL"].cumsum() if not df.empty else pd.Series())

    time.sleep(3)
else:
    st.write("Bot is stopped.")