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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 | |
aca4d437 | 41 | {'amount': '-0.10000000', -> DASH empruntés (à rendre) |
2308a1c4 | 42 | 'basePrice': '0.06818560', -> à ce prix là (0.06828800 demandé * (1-0.15%)) |
aca4d437 | 43 | 'lendingFees': '0.00000000', -> ce que je dois à mon créditeur en intérêts |
2308a1c4 IB |
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) | |
aca4d437 IB |
46 | 'total': '0.00681856', -> valeur totale empruntée en BTC (au moment de l'échange) |
47 | = amount * basePrice à erreur d'arrondi près | |
2308a1c4 IB |
48 | 'type': 'short'} |
49 | """ | |
50 | positions = self.privatePostGetMarginPosition({"currencyPair": "all"}) | |
51 | parsed = {} | |
52 | for symbol, position in positions.items(): | |
53 | if position["type"] == "none": | |
54 | continue | |
55 | base_currency, currency = symbol.split("_") | |
56 | parsed[currency] = { | |
57 | "amount": decimal.Decimal(position["amount"]), | |
58 | "borrowedPrice": decimal.Decimal(position["basePrice"]), | |
59 | "lendingFees": decimal.Decimal(position["lendingFees"]), | |
60 | "pl": decimal.Decimal(position["pl"]), | |
61 | "liquidationPrice": decimal.Decimal(position["liquidationPrice"]), | |
62 | "type": position["type"], | |
63 | "total": decimal.Decimal(position["total"]), | |
64 | "baseCurrency": base_currency, | |
65 | } | |
66 | return parsed | |
67 | ||
68 | def fetch_balance_per_type(self): | |
69 | balances = self.privatePostReturnAvailableAccountBalances() | |
70 | result = {'info': balances} | |
71 | for key, balance in balances.items(): | |
72 | result[key] = {} | |
73 | for currency, amount in balance.items(): | |
aca4d437 | 74 | result.setdefault(currency, {}) |
2308a1c4 IB |
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 = {} | |
aca4d437 | 86 | pending_pl = {} |
2308a1c4 IB |
87 | |
88 | for currency, exchange_balance in exchange_balances.items(): | |
89 | if currency in ["info", "free", "used", "total"]: | |
90 | continue | |
91 | ||
92 | margin_balance = margin_balances.get(currency, {}) | |
93 | balance_per_type = balances_per_type.get(currency, {}) | |
94 | ||
95 | all_balances[currency] = { | |
96 | "total": exchange_balance["total"] + margin_balance.get("amount", 0), | |
97 | "exchange_used": exchange_balance["used"], | |
98 | "exchange_total": exchange_balance["total"] - balance_per_type.get("margin", 0), | |
99 | "exchange_free": exchange_balance["free"] - balance_per_type.get("margin", 0), | |
aca4d437 IB |
100 | # Disponible sur le compte margin |
101 | "margin_available": balance_per_type.get("margin", 0), | |
102 | # Bloqué en position | |
103 | "margin_in_position": 0, | |
104 | # Emprunté | |
105 | "margin_borrowed": -margin_balance.get("amount", 0), | |
106 | # Total | |
2308a1c4 | 107 | "margin_total": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0), |
aca4d437 | 108 | "margin_pending_gain": 0, |
2308a1c4 | 109 | "margin_lending_fees": margin_balance.get("lendingFees", 0), |
aca4d437 | 110 | "margin_pending_base_gain": margin_balance.get("pl", 0), |
2308a1c4 IB |
111 | "margin_position_type": margin_balance.get("type", None), |
112 | "margin_liquidation_price": margin_balance.get("liquidationPrice", 0), | |
113 | "margin_borrowed_base_price": margin_balance.get("total", 0), | |
114 | "margin_borrowed_base_currency": margin_balance.get("baseCurrency", None), | |
774c099c | 115 | } |
2308a1c4 | 116 | if len(margin_balance) > 0: |
aca4d437 | 117 | in_positions.setdefault(margin_balance["baseCurrency"], 0) |
2308a1c4 IB |
118 | in_positions[margin_balance["baseCurrency"]] += margin_balance["total"] |
119 | ||
aca4d437 IB |
120 | pending_pl.setdefault(margin_balance["baseCurrency"], 0) |
121 | pending_pl[margin_balance["baseCurrency"]] += margin_balance["pl"] | |
122 | ||
123 | # J’emprunte 0.12062983 que je revends à 0.06003598 BTC/DASH, soit 0.00724213 BTC. | |
124 | # Sur ces 0.00724213 BTC je récupère 0.00724213*(1-0.0015) = 0.00723127 BTC | |
125 | # | |
126 | # -> ordertrades ne tient pas compte des fees | |
127 | # amount = montant vendu (un seul mouvement) | |
128 | # rate = à ce taux | |
129 | # total = total en BTC (pour ce mouvement) | |
130 | # -> marginposition: | |
131 | # amount = ce que je dois rendre | |
132 | # basePrice = prix de vente en tenant compte des fees | |
133 | # (amount * basePrice = la quantité de BTC que j’ai effectivement | |
134 | # reçue à erreur d’arrondi près, utiliser plutôt "total") | |
135 | # total = la quantité de BTC que j’ai reçue | |
136 | # pl = plus value actuelle si je rachetais tout de suite | |
137 | # -> marginaccountsummary: | |
138 | # currentMargin = La marge actuelle (= netValue/totalBorrowedValue) | |
139 | # totalValue = BTC actuellement en margin (déposé) | |
140 | # totalBorrowedValue = sum (amount * ticker[lowestAsk]) | |
141 | # pl = sum(pl) | |
142 | # netValue = BTC actuellement en margin (déposé) + pl | |
143 | # Exemple: | |
144 | # In [38]: m.ccxt.private_post_returnordertrades({"orderNumber": "XXXXXXXXXXXX"}) | |
145 | # Out[38]: | |
146 | # [{'amount': '0.11882982', | |
147 | # 'currencyPair': 'BTC_DASH', | |
148 | # 'date': '2018-02-26 22:48:35', | |
149 | # 'fee': '0.00150000', | |
150 | # 'globalTradeID': 348891380, | |
151 | # 'rate': '0.06003598', | |
152 | # 'total': '0.00713406', | |
153 | # 'tradeID': 9634443, | |
154 | # 'type': 'sell'}, | |
155 | # {'amount': '0.00180000', | |
156 | # 'currencyPair': 'BTC_DASH', | |
157 | # 'date': '2018-02-26 22:48:30', | |
158 | # 'fee': '0.00150000', | |
159 | # 'globalTradeID': 348891375, | |
160 | # 'rate': '0.06003598', | |
161 | # 'total': '0.00010806', | |
162 | # 'tradeID': 9634442, | |
163 | # 'type': 'sell'}] | |
164 | # | |
165 | # In [51]: m.ccxt.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"}) | |
166 | # Out[51]: | |
167 | # {'amount': '-0.12062982', | |
168 | # 'basePrice': '0.05994587', | |
169 | # 'lendingFees': '0.00000000', | |
170 | # 'liquidationPrice': '0.15531479', | |
171 | # 'pl': '0.00000122', | |
172 | # 'total': '0.00723126', | |
173 | # 'type': 'short'} | |
174 | # In [52]: m.ccxt.privatePostGetMarginPosition({"currencyPair": "BTC_BTS"}) | |
175 | # Out[52]: | |
176 | # {'amount': '-332.97159188', | |
177 | # 'basePrice': '0.00002171', | |
178 | # 'lendingFees': '0.00000000', | |
179 | # 'liquidationPrice': '0.00005543', | |
180 | # 'pl': '0.00029548', | |
181 | # 'total': '0.00723127', | |
182 | # 'type': 'short'} | |
183 | # | |
184 | # In [53]: m.ccxt.privatePostReturnMarginAccountSummary() | |
185 | # Out[53]: | |
186 | # {'currentMargin': '1.04341991', | |
187 | # 'lendingFees': '0.00000000', | |
188 | # 'netValue': '0.01478093', | |
189 | # 'pl': '0.00029666', | |
190 | # 'totalBorrowedValue': '0.01416585', | |
191 | # 'totalValue': '0.01448427'} | |
192 | ||
2308a1c4 IB |
193 | for currency, in_position in in_positions.items(): |
194 | all_balances[currency]["total"] += in_position | |
aca4d437 | 195 | all_balances[currency]["margin_in_position"] += in_position |
2308a1c4 | 196 | all_balances[currency]["margin_total"] += in_position |
aca4d437 IB |
197 | |
198 | for currency, pl in pending_pl.items(): | |
199 | all_balances[currency]["margin_pending_gain"] += pl | |
2308a1c4 IB |
200 | |
201 | return all_balances | |
202 | ||
203 | def parse_ticker(self, ticker, market=None): | |
204 | timestamp = self.milliseconds() | |
205 | symbol = None | |
206 | if market: | |
207 | symbol = market['symbol'] | |
208 | return { | |
209 | 'symbol': symbol, | |
210 | 'timestamp': timestamp, | |
211 | 'datetime': self.iso8601(timestamp), | |
212 | 'high': decimal.Decimal(ticker['high24hr']), | |
213 | 'low': decimal.Decimal(ticker['low24hr']), | |
214 | 'bid': decimal.Decimal(ticker['highestBid']), | |
215 | 'ask': decimal.Decimal(ticker['lowestAsk']), | |
216 | 'vwap': None, | |
217 | 'open': None, | |
218 | 'close': None, | |
219 | 'first': None, | |
220 | 'last': decimal.Decimal(ticker['last']), | |
221 | 'change': decimal.Decimal(ticker['percentChange']), | |
222 | 'percentage': None, | |
223 | 'average': None, | |
224 | 'baseVolume': decimal.Decimal(ticker['quoteVolume']), | |
225 | 'quoteVolume': decimal.Decimal(ticker['baseVolume']), | |
226 | 'info': ticker, | |
227 | } | |
228 | ||
229 | def create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}): | |
230 | if type == 'market': | |
231 | raise ExchangeError(self.id + ' allows limit orders only') | |
232 | self.load_markets() | |
233 | method = 'privatePostMargin' + self.capitalize(side) | |
234 | market = self.market(symbol) | |
235 | price = float(price) | |
236 | amount = float(amount) | |
237 | if lending_rate is not None: | |
238 | params = self.extend({"lendingRate": lending_rate}, params) | |
239 | response = getattr(self, method)(self.extend({ | |
240 | 'currencyPair': market['id'], | |
241 | 'rate': self.price_to_precision(symbol, price), | |
242 | 'amount': self.amount_to_precision(symbol, amount), | |
243 | }, params)) | |
244 | timestamp = self.milliseconds() | |
245 | order = self.parse_order(self.extend({ | |
246 | 'timestamp': timestamp, | |
247 | 'status': 'open', | |
248 | 'type': type, | |
249 | 'side': side, | |
250 | 'price': price, | |
251 | 'amount': amount, | |
252 | }, response), market) | |
253 | id = order['id'] | |
254 | self.orders[id] = order | |
255 | return self.extend({'info': response}, order) | |
256 | ||
257 | def create_exchange_order(self, symbol, type, side, amount, price=None, params={}): | |
258 | return super(poloniexE, self).create_order(symbol, type, side, amount, price=price, params=params) | |
259 | ||
260 | def create_order(self, symbol, type, side, amount, price=None, account="exchange", lending_rate=None, params={}): | |
261 | if account == "exchange": | |
262 | return self.create_exchange_order(symbol, type, side, amount, price=price, params=params) | |
263 | elif account == "margin": | |
264 | return self.create_margin_order(symbol, type, side, amount, price=price, lending_rate=lending_rate, params=params) | |
265 | else: | |
266 | raise NotImplementedError | |
267 | ||
268 | def order_precision(self, symbol): | |
269 | return 8 | |
270 | ||
271 | def transfer_balance(self, currency, amount, from_account, to_account): | |
272 | result = self.privatePostTransferBalance({ | |
273 | "currency": currency, | |
274 | "amount": amount, | |
275 | "fromAccount": from_account, | |
276 | "toAccount": to_account, | |
277 | "confirmed": 1}) | |
278 | return result["success"] == 1 | |
279 | ||
280 | def close_margin_position(self, currency, base_currency): | |
281 | """ | |
282 | closeMarginPosition({"currencyPair": "BTC_DASH"}) | |
283 | fermer la position au prix du marché | |
284 | """ | |
285 | symbol = "{}_{}".format(base_currency, currency) | |
286 | self.privatePostCloseMarginPosition({"currencyPair": symbol}) | |
287 | ||
288 | def tradable_balances(self): | |
289 | """ | |
290 | portfolio.market.privatePostReturnTradableBalances() | |
291 | Returns tradable balances in margin | |
292 | 'BTC_DASH': {'BTC': '0.01266999', 'DASH': '0.08574839'}, | |
293 | Je peux emprunter jusqu’à 0.08574839 DASH ou 0.01266999 BTC (une position est déjà ouverte) | |
294 | 'BTC_CLAM': {'BTC': '0.00585143', 'CLAM': '7.79300395'}, | |
295 | Je peux emprunter 7.7 CLAM pour les vendre contre des BTC, ou emprunter 0.00585143 BTC pour acheter des CLAM | |
296 | """ | |
297 | ||
298 | tradable_balances = self.privatePostReturnTradableBalances() | |
299 | for symbol, balances in tradable_balances.items(): | |
300 | for currency, balance in balances.items(): | |
301 | balances[currency] = decimal.Decimal(balance) | |
302 | return tradable_balances | |
303 | ||
304 | def margin_summary(self): | |
305 | """ | |
306 | portfolio.market.privatePostReturnMarginAccountSummary() | |
307 | Returns current informations for margin | |
308 | {'currentMargin': '1.49680968', -> marge (ne doit pas descendre sous 20% / 0.2) | |
309 | = netValue / totalBorrowedValue | |
310 | 'lendingFees': '0.00000000', -> fees totaux | |
311 | 'netValue': '0.01008254', -> balance + plus-value | |
312 | 'pl': '0.00008254', -> plus value latente (somme des positions) | |
aca4d437 IB |
313 | 'totalBorrowedValue': '0.00673602', -> valeur empruntée convertie en BTC. |
314 | (= sum(amount * ticker[lowerAsk]) pour amount dans marginposition) | |
315 | 'totalValue': '0.01000000'} -> balance (collateral déposé en margin) | |
2308a1c4 IB |
316 | """ |
317 | summary = self.privatePostReturnMarginAccountSummary() | |
318 | ||
319 | return { | |
320 | "current_margin": decimal.Decimal(summary["currentMargin"]), | |
321 | "lending_fees": decimal.Decimal(summary["lendingFees"]), | |
322 | "gains": decimal.Decimal(summary["pl"]), | |
323 | "total_borrowed": decimal.Decimal(summary["totalBorrowedValue"]), | |
324 | "total": decimal.Decimal(summary["totalValue"]), | |
774c099c | 325 | } |
774c099c | 326 |