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Commit | Line | Data |
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6ca5a1ec IB |
1 | import time |
2 | from ccxt import ExchangeError | |
3 | from store import * | |
4 | ||
5 | def move_balances(market, debug=False): | |
6 | needed_in_margin = {} | |
0c79fad3 IB |
7 | for currency in BalanceStore.all: |
8 | if BalanceStore.all[currency].margin_free != 0: | |
9 | needed_in_margin[currency] = 0 | |
6ca5a1ec | 10 | for trade in TradeStore.all: |
0c79fad3 IB |
11 | if trade.value_to.currency not in needed_in_margin: |
12 | needed_in_margin[trade.value_to.currency] = 0 | |
6ca5a1ec | 13 | if trade.trade_type == "short": |
6ca5a1ec IB |
14 | needed_in_margin[trade.value_to.currency] += abs(trade.value_to) |
15 | for currency, needed in needed_in_margin.items(): | |
16 | current_balance = BalanceStore.all[currency].margin_free | |
17 | delta = (needed - current_balance).value | |
18 | # FIXME: don't remove too much if there are open margin position | |
19 | if delta > 0: | |
20 | if debug: | |
21 | print("market.transfer_balance({}, {}, 'exchange', 'margin')".format(currency, delta)) | |
22 | else: | |
23 | market.transfer_balance(currency, delta, "exchange", "margin") | |
24 | elif delta < 0: | |
25 | if debug: | |
26 | print("market.transfer_balance({}, {}, 'margin', 'exchange')".format(currency, -delta)) | |
27 | else: | |
28 | market.transfer_balance(currency, -delta, "margin", "exchange") | |
29 | ||
30 | BalanceStore.fetch_balances(market) | |
31 | ||
32 | ticker_cache = {} | |
33 | ticker_cache_timestamp = time.time() | |
34 | def get_ticker(c1, c2, market, refresh=False): | |
35 | global ticker_cache, ticker_cache_timestamp | |
36 | def invert(ticker): | |
37 | return { | |
38 | "inverted": True, | |
39 | "average": (1/ticker["bid"] + 1/ticker["ask"]) / 2, | |
40 | "original": ticker, | |
41 | } | |
42 | def augment_ticker(ticker): | |
43 | ticker.update({ | |
44 | "inverted": False, | |
45 | "average": (ticker["bid"] + ticker["ask"] ) / 2, | |
46 | }) | |
47 | ||
48 | if time.time() - ticker_cache_timestamp > 5: | |
49 | ticker_cache = {} | |
50 | ticker_cache_timestamp = time.time() | |
51 | elif not refresh: | |
52 | if (c1, c2, market.__class__) in ticker_cache: | |
53 | return ticker_cache[(c1, c2, market.__class__)] | |
54 | if (c2, c1, market.__class__) in ticker_cache: | |
55 | return invert(ticker_cache[(c2, c1, market.__class__)]) | |
56 | ||
57 | try: | |
58 | ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2)) | |
59 | augment_ticker(ticker_cache[(c1, c2, market.__class__)]) | |
60 | except ExchangeError: | |
61 | try: | |
62 | ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1)) | |
63 | augment_ticker(ticker_cache[(c2, c1, market.__class__)]) | |
64 | except ExchangeError: | |
65 | ticker_cache[(c1, c2, market.__class__)] = None | |
66 | return get_ticker(c1, c2, market) | |
67 | ||
68 | fees_cache = {} | |
69 | def fetch_fees(market): | |
70 | global fees_cache | |
71 | if market.__class__ not in fees_cache: | |
72 | fees_cache[market.__class__] = market.fetch_fees() | |
73 | return fees_cache[market.__class__] | |
74 | ||
75 | def prepare_trades(market, base_currency="BTC", compute_value="average", debug=False): | |
76 | BalanceStore.fetch_balances(market) | |
77 | values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) | |
78 | total_base_value = sum(values_in_base.values()) | |
79 | new_repartition = BalanceStore.dispatch_assets(total_base_value) | |
80 | # Recompute it in case we have new currencies | |
81 | values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) | |
82 | TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug) | |
83 | ||
84 | def update_trades(market, base_currency="BTC", compute_value="average", only=None, debug=False): | |
85 | BalanceStore.fetch_balances(market) | |
86 | values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) | |
87 | total_base_value = sum(values_in_base.values()) | |
88 | new_repartition = BalanceStore.dispatch_assets(total_base_value) | |
89 | TradeStore.compute_trades(values_in_base, new_repartition, only=only, market=market, debug=debug) | |
90 | ||
91 | def prepare_trades_to_sell_all(market, base_currency="BTC", compute_value="average", debug=False): | |
92 | BalanceStore.fetch_balances(market) | |
93 | values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) | |
94 | total_base_value = sum(values_in_base.values()) | |
95 | new_repartition = BalanceStore.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") }) | |
96 | TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug) | |
97 | ||
98 | def follow_orders(verbose=True, sleep=None): | |
99 | if sleep is None: | |
100 | sleep = 7 if TradeStore.debug else 30 | |
101 | tick = 0 | |
102 | while len(TradeStore.all_orders(state="open")) > 0: | |
103 | time.sleep(sleep) | |
104 | tick += 1 | |
105 | for order in TradeStore.all_orders(state="open"): | |
106 | if order.get_status() != "open": | |
107 | if verbose: | |
108 | print("finished {}".format(order)) | |
109 | else: | |
110 | order.trade.update_order(order, tick) | |
111 | if verbose: | |
112 | print("All orders finished") | |
113 | ||
114 | def print_orders(market, base_currency="BTC"): | |
2f0939e1 | 115 | prepare_trades(market, base_currency=base_currency, compute_value="average", debug=True) |
6ca5a1ec IB |
116 | TradeStore.prepare_orders(compute_value="average") |
117 | for currency, balance in BalanceStore.all.items(): | |
118 | print(balance) | |
119 | TradeStore.print_all_with_order() | |
120 | ||
97922ff1 IB |
121 | def print_balances(market, base_currency="BTC"): |
122 | BalanceStore.fetch_balances(market) | |
123 | for currency, balance in BalanceStore.all.items(): | |
124 | print(balance) | |
125 | if base_currency is not None: | |
126 | print("total:") | |
127 | print(sum(BalanceStore.in_currency(base_currency, market).values())) | |
128 | ||
5a72ded7 IB |
129 | def process_sell_needed__1_sell(market, base_currency="BTC", debug=False): |
130 | prepare_trades(market, base_currency=base_currency, debug=debug) | |
131 | TradeStore.prepare_orders(compute_value="average", only="dispose") | |
132 | print("------------------") | |
133 | for currency, balance in BalanceStore.all.items(): | |
134 | print(balance) | |
135 | print("------------------") | |
136 | TradeStore.print_all_with_order() | |
137 | print("------------------") | |
138 | TradeStore.run_orders() | |
139 | follow_orders() | |
140 | ||
2f0939e1 | 141 | def process_sell_needed__2_buy(market, base_currency="BTC", debug=False): |
5a72ded7 IB |
142 | update_trades(market, base_currency=base_currency, debug=debug, only="acquire") |
143 | TradeStore.prepare_orders(compute_value="average", only="acquire") | |
144 | print("------------------") | |
145 | for currency, balance in BalanceStore.all.items(): | |
146 | print(balance) | |
147 | print("------------------") | |
148 | TradeStore.print_all_with_order() | |
149 | print("------------------") | |
150 | move_balances(market, debug=debug) | |
151 | TradeStore.run_orders() | |
152 | follow_orders() | |
6ca5a1ec | 153 | |
5a72ded7 IB |
154 | def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False): |
155 | prepare_trades_to_sell_all(market, base_currency=base_currency, debug=debug) | |
6ca5a1ec IB |
156 | TradeStore.prepare_orders(compute_value="average") |
157 | print("------------------") | |
158 | for currency, balance in BalanceStore.all.items(): | |
159 | print(balance) | |
160 | print("------------------") | |
161 | TradeStore.print_all_with_order() | |
162 | print("------------------") | |
163 | TradeStore.run_orders() | |
164 | follow_orders() | |
165 | ||
5a72ded7 IB |
166 | def process_sell_all__2_all_buy(market, base_currency="BTC", debug=False): |
167 | prepare_trades(market, base_currency=base_currency, debug=debug) | |
6ca5a1ec IB |
168 | TradeStore.prepare_orders() |
169 | print("------------------") | |
170 | for currency, balance in BalanceStore.all.items(): | |
171 | print(balance) | |
172 | print("------------------") | |
173 | TradeStore.print_all_with_order() | |
174 | print("------------------") | |
175 | move_balances(market, debug=debug) | |
176 | TradeStore.run_orders() | |
177 | follow_orders() | |
178 | ||
179 |