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Commit | Line | Data |
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774c099c IB |
1 | from ccxt import * |
2 | import decimal | |
9f1408a3 | 3 | import time |
774c099c IB |
4 | |
5 | def _cw_exchange_sum(self, *args): | |
6 | return sum([arg for arg in args if isinstance(arg, (float, int, decimal.Decimal))]) | |
7 | Exchange.sum = _cw_exchange_sum | |
8 | ||
2308a1c4 | 9 | class poloniexE(poloniex): |
9f1408a3 IB |
10 | @staticmethod |
11 | def nanoseconds(): | |
12 | return int(time.time() * 1000000000) | |
13 | ||
14 | def nonce(self): | |
15 | return self.nanoseconds() | |
16 | ||
2308a1c4 IB |
17 | def fetch_balance(self, params={}): |
18 | self.load_markets() | |
19 | balances = self.privatePostReturnCompleteBalances(self.extend({ | |
20 | 'account': 'all', | |
21 | }, params)) | |
22 | result = {'info': balances} | |
23 | currencies = list(balances.keys()) | |
24 | for c in range(0, len(currencies)): | |
25 | id = currencies[c] | |
26 | balance = balances[id] | |
27 | currency = self.common_currency_code(id) | |
28 | account = { | |
29 | 'free': decimal.Decimal(balance['available']), | |
30 | 'used': decimal.Decimal(balance['onOrders']), | |
31 | 'total': decimal.Decimal(0.0), | |
32 | } | |
33 | account['total'] = self.sum(account['free'], account['used']) | |
34 | result[currency] = account | |
35 | return self.parse_balance(result) | |
36 | ||
37 | def fetch_margin_balance(self): | |
38 | """ | |
39 | portfolio.market.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"}) | |
40 | See DASH/BTC positions | |
41 | {'amount': '-0.10000000', -> DASH empruntés | |
42 | 'basePrice': '0.06818560', -> à ce prix là (0.06828800 demandé * (1-0.15%)) | |
43 | 'lendingFees': '0.00000000', -> ce que je dois à mon créditeur | |
44 | 'liquidationPrice': '0.15107132', -> prix auquel ça sera liquidé (dépend de ce que j’ai déjà sur mon compte margin) | |
45 | 'pl': '-0.00000371', -> plus-value latente si je rachète tout de suite (négatif = perdu) | |
46 | 'total': '0.00681856', -> valeur totale empruntée en BTC | |
47 | 'type': 'short'} | |
48 | """ | |
49 | positions = self.privatePostGetMarginPosition({"currencyPair": "all"}) | |
50 | parsed = {} | |
51 | for symbol, position in positions.items(): | |
52 | if position["type"] == "none": | |
53 | continue | |
54 | base_currency, currency = symbol.split("_") | |
55 | parsed[currency] = { | |
56 | "amount": decimal.Decimal(position["amount"]), | |
57 | "borrowedPrice": decimal.Decimal(position["basePrice"]), | |
58 | "lendingFees": decimal.Decimal(position["lendingFees"]), | |
59 | "pl": decimal.Decimal(position["pl"]), | |
60 | "liquidationPrice": decimal.Decimal(position["liquidationPrice"]), | |
61 | "type": position["type"], | |
62 | "total": decimal.Decimal(position["total"]), | |
63 | "baseCurrency": base_currency, | |
64 | } | |
65 | return parsed | |
66 | ||
67 | def fetch_balance_per_type(self): | |
68 | balances = self.privatePostReturnAvailableAccountBalances() | |
69 | result = {'info': balances} | |
70 | for key, balance in balances.items(): | |
71 | result[key] = {} | |
72 | for currency, amount in balance.items(): | |
73 | if currency not in result: | |
74 | result[currency] = {} | |
75 | result[currency][key] = decimal.Decimal(amount) | |
76 | result[key][currency] = decimal.Decimal(amount) | |
77 | return result | |
78 | ||
79 | def fetch_all_balances(self): | |
80 | exchange_balances = self.fetch_balance() | |
81 | margin_balances = self.fetch_margin_balance() | |
82 | balances_per_type = self.fetch_balance_per_type() | |
83 | ||
84 | all_balances = {} | |
85 | in_positions = {} | |
86 | ||
87 | for currency, exchange_balance in exchange_balances.items(): | |
88 | if currency in ["info", "free", "used", "total"]: | |
89 | continue | |
90 | ||
91 | margin_balance = margin_balances.get(currency, {}) | |
92 | balance_per_type = balances_per_type.get(currency, {}) | |
93 | ||
94 | all_balances[currency] = { | |
95 | "total": exchange_balance["total"] + margin_balance.get("amount", 0), | |
96 | "exchange_used": exchange_balance["used"], | |
97 | "exchange_total": exchange_balance["total"] - balance_per_type.get("margin", 0), | |
98 | "exchange_free": exchange_balance["free"] - balance_per_type.get("margin", 0), | |
99 | "margin_free": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0), | |
100 | "margin_borrowed": 0, | |
101 | "margin_total": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0), | |
102 | "margin_lending_fees": margin_balance.get("lendingFees", 0), | |
103 | "margin_pending_gain": margin_balance.get("pl", 0), | |
104 | "margin_position_type": margin_balance.get("type", None), | |
105 | "margin_liquidation_price": margin_balance.get("liquidationPrice", 0), | |
106 | "margin_borrowed_base_price": margin_balance.get("total", 0), | |
107 | "margin_borrowed_base_currency": margin_balance.get("baseCurrency", None), | |
774c099c | 108 | } |
2308a1c4 IB |
109 | if len(margin_balance) > 0: |
110 | if margin_balance["baseCurrency"] not in in_positions: | |
111 | in_positions[margin_balance["baseCurrency"]] = 0 | |
112 | in_positions[margin_balance["baseCurrency"]] += margin_balance["total"] | |
113 | ||
114 | for currency, in_position in in_positions.items(): | |
115 | all_balances[currency]["total"] += in_position | |
116 | all_balances[currency]["margin_total"] += in_position | |
117 | all_balances[currency]["margin_borrowed"] += in_position | |
118 | ||
119 | return all_balances | |
120 | ||
121 | def parse_ticker(self, ticker, market=None): | |
122 | timestamp = self.milliseconds() | |
123 | symbol = None | |
124 | if market: | |
125 | symbol = market['symbol'] | |
126 | return { | |
127 | 'symbol': symbol, | |
128 | 'timestamp': timestamp, | |
129 | 'datetime': self.iso8601(timestamp), | |
130 | 'high': decimal.Decimal(ticker['high24hr']), | |
131 | 'low': decimal.Decimal(ticker['low24hr']), | |
132 | 'bid': decimal.Decimal(ticker['highestBid']), | |
133 | 'ask': decimal.Decimal(ticker['lowestAsk']), | |
134 | 'vwap': None, | |
135 | 'open': None, | |
136 | 'close': None, | |
137 | 'first': None, | |
138 | 'last': decimal.Decimal(ticker['last']), | |
139 | 'change': decimal.Decimal(ticker['percentChange']), | |
140 | 'percentage': None, | |
141 | 'average': None, | |
142 | 'baseVolume': decimal.Decimal(ticker['quoteVolume']), | |
143 | 'quoteVolume': decimal.Decimal(ticker['baseVolume']), | |
144 | 'info': ticker, | |
145 | } | |
146 | ||
147 | def create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}): | |
148 | if type == 'market': | |
149 | raise ExchangeError(self.id + ' allows limit orders only') | |
150 | self.load_markets() | |
151 | method = 'privatePostMargin' + self.capitalize(side) | |
152 | market = self.market(symbol) | |
153 | price = float(price) | |
154 | amount = float(amount) | |
155 | if lending_rate is not None: | |
156 | params = self.extend({"lendingRate": lending_rate}, params) | |
157 | response = getattr(self, method)(self.extend({ | |
158 | 'currencyPair': market['id'], | |
159 | 'rate': self.price_to_precision(symbol, price), | |
160 | 'amount': self.amount_to_precision(symbol, amount), | |
161 | }, params)) | |
162 | timestamp = self.milliseconds() | |
163 | order = self.parse_order(self.extend({ | |
164 | 'timestamp': timestamp, | |
165 | 'status': 'open', | |
166 | 'type': type, | |
167 | 'side': side, | |
168 | 'price': price, | |
169 | 'amount': amount, | |
170 | }, response), market) | |
171 | id = order['id'] | |
172 | self.orders[id] = order | |
173 | return self.extend({'info': response}, order) | |
174 | ||
175 | def create_exchange_order(self, symbol, type, side, amount, price=None, params={}): | |
176 | return super(poloniexE, self).create_order(symbol, type, side, amount, price=price, params=params) | |
177 | ||
178 | def create_order(self, symbol, type, side, amount, price=None, account="exchange", lending_rate=None, params={}): | |
179 | if account == "exchange": | |
180 | return self.create_exchange_order(symbol, type, side, amount, price=price, params=params) | |
181 | elif account == "margin": | |
182 | return self.create_margin_order(symbol, type, side, amount, price=price, lending_rate=lending_rate, params=params) | |
183 | else: | |
184 | raise NotImplementedError | |
185 | ||
186 | def order_precision(self, symbol): | |
187 | return 8 | |
188 | ||
189 | def transfer_balance(self, currency, amount, from_account, to_account): | |
190 | result = self.privatePostTransferBalance({ | |
191 | "currency": currency, | |
192 | "amount": amount, | |
193 | "fromAccount": from_account, | |
194 | "toAccount": to_account, | |
195 | "confirmed": 1}) | |
196 | return result["success"] == 1 | |
197 | ||
198 | def close_margin_position(self, currency, base_currency): | |
199 | """ | |
200 | closeMarginPosition({"currencyPair": "BTC_DASH"}) | |
201 | fermer la position au prix du marché | |
202 | """ | |
203 | symbol = "{}_{}".format(base_currency, currency) | |
204 | self.privatePostCloseMarginPosition({"currencyPair": symbol}) | |
205 | ||
206 | def tradable_balances(self): | |
207 | """ | |
208 | portfolio.market.privatePostReturnTradableBalances() | |
209 | Returns tradable balances in margin | |
210 | 'BTC_DASH': {'BTC': '0.01266999', 'DASH': '0.08574839'}, | |
211 | Je peux emprunter jusqu’à 0.08574839 DASH ou 0.01266999 BTC (une position est déjà ouverte) | |
212 | 'BTC_CLAM': {'BTC': '0.00585143', 'CLAM': '7.79300395'}, | |
213 | Je peux emprunter 7.7 CLAM pour les vendre contre des BTC, ou emprunter 0.00585143 BTC pour acheter des CLAM | |
214 | """ | |
215 | ||
216 | tradable_balances = self.privatePostReturnTradableBalances() | |
217 | for symbol, balances in tradable_balances.items(): | |
218 | for currency, balance in balances.items(): | |
219 | balances[currency] = decimal.Decimal(balance) | |
220 | return tradable_balances | |
221 | ||
222 | def margin_summary(self): | |
223 | """ | |
224 | portfolio.market.privatePostReturnMarginAccountSummary() | |
225 | Returns current informations for margin | |
226 | {'currentMargin': '1.49680968', -> marge (ne doit pas descendre sous 20% / 0.2) | |
227 | = netValue / totalBorrowedValue | |
228 | 'lendingFees': '0.00000000', -> fees totaux | |
229 | 'netValue': '0.01008254', -> balance + plus-value | |
230 | 'pl': '0.00008254', -> plus value latente (somme des positions) | |
231 | 'totalBorrowedValue': '0.00673602', -> valeur en BTC empruntée | |
232 | 'totalValue': '0.01000000'} -> valeur totale en compte | |
233 | """ | |
234 | summary = self.privatePostReturnMarginAccountSummary() | |
235 | ||
236 | return { | |
237 | "current_margin": decimal.Decimal(summary["currentMargin"]), | |
238 | "lending_fees": decimal.Decimal(summary["lendingFees"]), | |
239 | "gains": decimal.Decimal(summary["pl"]), | |
240 | "total_borrowed": decimal.Decimal(summary["totalBorrowedValue"]), | |
241 | "total": decimal.Decimal(summary["totalValue"]), | |
774c099c | 242 | } |
774c099c | 243 |