4 from retry
.api
import retry_call
6 from requests
.exceptions
import RequestException
7 from ssl
import SSLError
9 def _cw_exchange_sum(self
, *args
):
10 return sum([arg
for arg
in args
if isinstance(arg
, (float, int, decimal
.Decimal
))])
11 Exchange
.sum = _cw_exchange_sum
13 class poloniexE(poloniex
):
15 re
.compile(r
"^return"),
16 re
.compile(r
"^cancel"),
17 re
.compile(r
"^closeMarginPosition$"),
18 re
.compile(r
"^getMarginPosition$"),
21 def request(self
, path
, api
='public', method
='GET', params
={}, headers
=None, body
=None):
23 Wrapped to allow retry of non-posting requests"
26 origin_request
= super().request
35 retriable
= any(re
.match(call
, path
) for call
in self
.RETRIABLE_CALLS
)
36 if api
== "public" or method
== "GET" or retriable
:
37 return retry_call(origin_request
, fargs
=[path
], fkwargs
=kwargs
,
38 tries
=10, delay
=1, exceptions
=(RequestTimeout
, InvalidNonce
))
40 return origin_request(path
, **kwargs
)
42 def __init__(self
, *args
, **kwargs
):
43 super().__init
__(*args
, **kwargs
)
45 # For requests logging
46 self
.session
.origin_request
= self
.session
.request
47 self
.session
._parent
= self
49 def request_wrap(self
, *args
, **kwargs
):
50 kwargs
["headers"]["X-market-id"] = str(self
._parent
._market
.market_id
)
51 kwargs
["headers"]["X-user-id"] = str(self
._parent
._market
.user_id
)
53 r
= self
.origin_request(*args
, **kwargs
)
54 self
._parent
._market
.report
.log_http_request(args
[0],
55 args
[1], kwargs
["data"], kwargs
["headers"], r
)
57 except (SSLError
, RequestException
) as e
:
58 self
._parent
._market
.report
.log_http_request(args
[0],
59 args
[1], kwargs
["data"], kwargs
["headers"], e
)
62 self
.session
.request
= request_wrap
.__get
__(self
.session
,
63 self
.session
.__class
__)
67 return int(time
.time() * 1000000000)
69 def is_dust_trade(self
, amount
, rate
):
70 if abs(amount
) < decimal
.Decimal("0.000001"):
72 if abs(amount
* rate
) < decimal
.Decimal("0.0001"):
76 def fetch_margin_balance(self
):
78 portfolio.market.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"})
79 See DASH/BTC positions
80 {'amount': '-0.10000000', -> DASH empruntés (à rendre)
81 'basePrice': '0.06818560', -> à ce prix là (0.06828800 demandé * (1-0.15%))
82 'lendingFees': '0.00000000', -> ce que je dois à mon créditeur en intérêts
83 'liquidationPrice': '0.15107132', -> prix auquel ça sera liquidé (dépend de ce que j’ai déjà sur mon compte margin)
84 'pl': '-0.00000371', -> plus-value latente si je rachète tout de suite (négatif = perdu)
85 'total': '0.00681856', -> valeur totale empruntée en BTC (au moment de l'échange)
86 = amount * basePrice à erreur d'arrondi près
89 positions
= self
.privatePostGetMarginPosition({"currencyPair": "all"}
)
91 for symbol
, position
in positions
.items():
92 if position
["type"] == "none":
94 base_currency
, currency
= symbol
.split("_")
96 "amount": decimal
.Decimal(position
["amount"]),
97 "borrowedPrice": decimal
.Decimal(position
["basePrice"]),
98 "lendingFees": decimal
.Decimal(position
["lendingFees"]),
99 "pl": decimal
.Decimal(position
["pl"]),
100 "liquidationPrice": decimal
.Decimal(position
["liquidationPrice"]),
101 "type": position
["type"],
102 "total": decimal
.Decimal(position
["total"]),
103 "baseCurrency": base_currency
,
107 def fetch_balance_per_type(self
):
108 balances
= self
.privatePostReturnAvailableAccountBalances()
109 result
= {'info': balances}
110 for key
, balance
in balances
.items():
112 for currency
, amount
in balance
.items():
113 result
.setdefault(currency
, {})
114 result
[currency
][key
] = decimal
.Decimal(amount
)
115 result
[key
][currency
] = decimal
.Decimal(amount
)
118 def fetch_all_balances(self
):
119 exchange_balances
= self
.fetch_balance()
120 margin_balances
= self
.fetch_margin_balance()
121 balances_per_type
= self
.fetch_balance_per_type()
127 for currency
, exchange_balance
in exchange_balances
.items():
128 if currency
in ["info", "free", "used", "total"]:
131 margin_balance
= margin_balances
.get(currency
, {})
132 balance_per_type
= balances_per_type
.get(currency
, {})
134 all_balances
[currency
] = {
135 "total": exchange_balance
["total"] + margin_balance
.get("amount", 0),
136 "exchange_used": exchange_balance
["used"],
137 "exchange_total": exchange_balance
["total"] - balance_per_type
.get("margin", 0),
138 "exchange_free": exchange_balance
["free"] - balance_per_type
.get("margin", 0),
139 # Disponible sur le compte margin
140 "margin_available": balance_per_type
.get("margin", 0),
142 "margin_in_position": 0,
144 "margin_borrowed": -margin_balance
.get("amount", 0),
146 "margin_total": balance_per_type
.get("margin", 0) + margin_balance
.get("amount", 0),
147 "margin_pending_gain": 0,
148 "margin_lending_fees": margin_balance
.get("lendingFees", 0),
149 "margin_pending_base_gain": margin_balance
.get("pl", 0),
150 "margin_position_type": margin_balance
.get("type", None),
151 "margin_liquidation_price": margin_balance
.get("liquidationPrice", 0),
152 "margin_borrowed_base_price": margin_balance
.get("total", 0),
153 "margin_borrowed_base_currency": margin_balance
.get("baseCurrency", None),
155 if len(margin_balance
) > 0:
156 in_positions
.setdefault(margin_balance
["baseCurrency"], 0)
157 in_positions
[margin_balance
["baseCurrency"]] += margin_balance
["total"]
159 pending_pl
.setdefault(margin_balance
["baseCurrency"], 0)
160 pending_pl
[margin_balance
["baseCurrency"]] += margin_balance
["pl"]
162 # J’emprunte 0.12062983 que je revends à 0.06003598 BTC/DASH, soit 0.00724213 BTC.
163 # Sur ces 0.00724213 BTC je récupère 0.00724213*(1-0.0015) = 0.00723127 BTC
165 # -> ordertrades ne tient pas compte des fees
166 # amount = montant vendu (un seul mouvement)
168 # total = total en BTC (pour ce mouvement)
170 # amount = ce que je dois rendre
171 # basePrice = prix de vente en tenant compte des fees
172 # (amount * basePrice = la quantité de BTC que j’ai effectivement
173 # reçue à erreur d’arrondi près, utiliser plutôt "total")
174 # total = la quantité de BTC que j’ai reçue
175 # pl = plus value actuelle si je rachetais tout de suite
176 # -> marginaccountsummary:
177 # currentMargin = La marge actuelle (= netValue/totalBorrowedValue)
178 # totalValue = BTC actuellement en margin (déposé)
179 # totalBorrowedValue = sum (amount * ticker[lowestAsk])
181 # netValue = BTC actuellement en margin (déposé) + pl
183 # In [38]: m.ccxt.private_post_returnordertrades({"orderNumber": "XXXXXXXXXXXX"})
185 # [{'amount': '0.11882982',
186 # 'currencyPair': 'BTC_DASH',
187 # 'date': '2018-02-26 22:48:35',
188 # 'fee': '0.00150000',
189 # 'globalTradeID': 348891380,
190 # 'rate': '0.06003598',
191 # 'total': '0.00713406',
192 # 'tradeID': 9634443,
194 # {'amount': '0.00180000',
195 # 'currencyPair': 'BTC_DASH',
196 # 'date': '2018-02-26 22:48:30',
197 # 'fee': '0.00150000',
198 # 'globalTradeID': 348891375,
199 # 'rate': '0.06003598',
200 # 'total': '0.00010806',
201 # 'tradeID': 9634442,
204 # In [51]: m.ccxt.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"})
206 # {'amount': '-0.12062982',
207 # 'basePrice': '0.05994587',
208 # 'lendingFees': '0.00000000',
209 # 'liquidationPrice': '0.15531479',
210 # 'pl': '0.00000122',
211 # 'total': '0.00723126',
213 # In [52]: m.ccxt.privatePostGetMarginPosition({"currencyPair": "BTC_BTS"})
215 # {'amount': '-332.97159188',
216 # 'basePrice': '0.00002171',
217 # 'lendingFees': '0.00000000',
218 # 'liquidationPrice': '0.00005543',
219 # 'pl': '0.00029548',
220 # 'total': '0.00723127',
223 # In [53]: m.ccxt.privatePostReturnMarginAccountSummary()
225 # {'currentMargin': '1.04341991',
226 # 'lendingFees': '0.00000000',
227 # 'netValue': '0.01478093',
228 # 'pl': '0.00029666',
229 # 'totalBorrowedValue': '0.01416585',
230 # 'totalValue': '0.01448427'}
232 for currency
, in_position
in in_positions
.items():
233 all_balances
[currency
]["total"] += in_position
234 all_balances
[currency
]["margin_in_position"] += in_position
235 all_balances
[currency
]["margin_total"] += in_position
237 for currency
, pl
in pending_pl
.items():
238 all_balances
[currency
]["margin_pending_gain"] += pl
242 def order_precision(self
, symbol
):
244 return self
.markets
[symbol
]['precision']['price']
246 def transfer_balance(self
, currency
, amount
, from_account
, to_account
):
247 result
= self
.privatePostTransferBalance({
248 "currency": currency
,
250 "fromAccount": from_account
,
251 "toAccount": to_account
,
253 return result
["success"] == 1
255 def close_margin_position(self
, currency
, base_currency
):
257 closeMarginPosition({"currencyPair": "BTC_DASH"})
258 fermer la position au prix du marché
260 symbol
= "{}_{}".format(base_currency
, currency
)
261 self
.privatePostCloseMarginPosition({"currencyPair": symbol}
)
263 def tradable_balances(self
):
265 portfolio.market.privatePostReturnTradableBalances()
266 Returns tradable balances in margin
267 'BTC_DASH': {'BTC': '0.01266999', 'DASH': '0.08574839'},
268 Je peux emprunter jusqu’à 0.08574839 DASH ou 0.01266999 BTC (une position est déjà ouverte)
269 'BTC_CLAM': {'BTC': '0.00585143', 'CLAM': '7.79300395'},
270 Je peux emprunter 7.7 CLAM pour les vendre contre des BTC, ou emprunter 0.00585143 BTC pour acheter des CLAM
273 tradable_balances
= self
.privatePostReturnTradableBalances()
274 for symbol
, balances
in tradable_balances
.items():
275 for currency
, balance
in balances
.items():
276 balances
[currency
] = decimal
.Decimal(balance
)
277 return tradable_balances
279 def margin_summary(self
):
281 portfolio.market.privatePostReturnMarginAccountSummary()
282 Returns current informations for margin
283 {'currentMargin': '1.49680968', -> marge (ne doit pas descendre sous 20% / 0.2)
284 = netValue / totalBorrowedValue
285 'lendingFees': '0.00000000', -> fees totaux
286 'netValue': '0.01008254', -> balance + plus-value
287 'pl': '0.00008254', -> plus value latente (somme des positions)
288 'totalBorrowedValue': '0.00673602', -> valeur empruntée convertie en BTC.
289 (= sum(amount * ticker[lowerAsk]) pour amount dans marginposition)
290 'totalValue': '0.01000000'} -> balance (collateral déposé en margin)
292 summary
= self
.privatePostReturnMarginAccountSummary()
295 "current_margin": decimal
.Decimal(summary
["currentMargin"]),
296 "lending_fees": decimal
.Decimal(summary
["lendingFees"]),
297 "gains": decimal
.Decimal(summary
["pl"]),
298 "total_borrowed": decimal
.Decimal(summary
["totalBorrowedValue"]),
299 "total": decimal
.Decimal(summary
["totalValue"]),
304 Wrapped to allow nonce with other libraries
306 return self
.nanoseconds()
308 def fetch_balance(self
, params
={}):
310 Wrapped to get decimals
313 balances
= self
.privatePostReturnCompleteBalances(self
.extend({
316 result
= {'info': balances}
317 currencies
= list(balances
.keys())
318 for c
in range(0, len(currencies
)):
320 balance
= balances
[id]
321 currency
= self
.common_currency_code(id)
323 'free': decimal
.Decimal(balance
['available']),
324 'used': decimal
.Decimal(balance
['onOrders']),
325 'total': decimal
.Decimal(0.0),
327 account
['total'] = self
.sum(account
['free'], account
['used'])
328 result
[currency
] = account
329 return self
.parse_balance(result
)
331 def parse_ticker(self
, ticker
, market
=None):
333 Wrapped to get decimals
335 timestamp
= self
.milliseconds()
338 symbol
= market
['symbol']
341 'timestamp': timestamp
,
342 'datetime': self
.iso8601(timestamp
),
343 'high': decimal
.Decimal(ticker
['high24hr']),
344 'low': decimal
.Decimal(ticker
['low24hr']),
345 'bid': decimal
.Decimal(ticker
['highestBid']),
346 'ask': decimal
.Decimal(ticker
['lowestAsk']),
351 'last': decimal
.Decimal(ticker
['last']),
352 'change': decimal
.Decimal(ticker
['percentChange']),
355 'baseVolume': decimal
.Decimal(ticker
['quoteVolume']),
356 'quoteVolume': decimal
.Decimal(ticker
['baseVolume']),
360 def create_order(self
, symbol
, type, side
, amount
, price
=None, account
="exchange", lending_rate
=None, params
={}):
362 Wrapped to handle margin and exchange accounts, and get decimals
365 raise ExchangeError(self
.id + ' allows limit orders only')
367 if account
== "exchange":
368 method
= 'privatePost' + self
.capitalize(side
)
369 elif account
== "margin":
370 method
= 'privatePostMargin' + self
.capitalize(side
)
371 if lending_rate
is not None:
372 params
= self
.extend({"lendingRate": lending_rate}
, params
)
374 raise NotImplementedError
375 market
= self
.market(symbol
)
376 response
= getattr(self
, method
)(self
.extend({
377 'currencyPair': market
['id'],
378 'rate': self
.price_to_precision(symbol
, price
),
379 'amount': self
.amount_to_precision(symbol
, amount
),
381 timestamp
= self
.milliseconds()
382 order
= self
.parse_order(self
.extend({
383 'timestamp': timestamp
,
389 }, response
), market
)
391 self
.orders
[id] = order
392 return self
.extend({'info': response}
, order
)
394 def price_to_precision(self
, symbol
, price
):
396 Wrapped to avoid float
398 return ('{:.' + str(self.markets[symbol]['precision']['price']) + 'f}').format(price
).rstrip("0").rstrip(".")
400 def amount_to_precision(self
, symbol
, amount
):
402 Wrapped to avoid float
404 return ('{:.' + str(self.markets[symbol]['precision']['amount']) + 'f}').format(amount
).rstrip("0").rstrip(".")
406 def common_currency_code(self
, currency
):
408 Wrapped to avoid the currency translation
412 def currency_id(self
, currency
):
414 Wrapped to avoid the currency translation