-import time
-from ccxt import ExchangeError
-from store import *
-
-def move_balances(market, debug=False):
- needed_in_margin = {}
- for trade in TradeStore.all:
- if trade.trade_type == "short":
- if trade.value_to.currency not in needed_in_margin:
- needed_in_margin[trade.value_to.currency] = 0
- needed_in_margin[trade.value_to.currency] += abs(trade.value_to)
- for currency, needed in needed_in_margin.items():
- current_balance = BalanceStore.all[currency].margin_free
- delta = (needed - current_balance).value
- # FIXME: don't remove too much if there are open margin position
- if delta > 0:
- if debug:
- print("market.transfer_balance({}, {}, 'exchange', 'margin')".format(currency, delta))
+from datetime import datetime
+import argparse
+import configparser
+import psycopg2
+import os
+import sys
+
+import portfolio
+
+def make_order(market, value, currency, action="acquire",
+ close_if_possible=False, base_currency="BTC", follow=True,
+ compute_value="average"):
+ """
+ Make an order on market
+ "market": The market on which to place the order
+ "value": The value in *base_currency* to acquire,
+ or in *currency* to dispose.
+ use negative for margin trade.
+ "action": "acquire" or "dispose".
+ "acquire" will buy long or sell short,
+ "dispose" will sell long or buy short.
+ "currency": The currency to acquire or dispose
+ "base_currency": The base currency. The value is expressed in that
+ currency (default: BTC)
+ "follow": Whether to follow the order once run (default: True)
+ "close_if_possible": Whether to try to close the position at the end
+ of the trade, i.e. reach exactly 0 at the end
+ (only meaningful in "dispose"). May have
+ unwanted effects if the end value of the
+ currency is not 0.
+ "compute_value": Compute value to place the order
+ """
+ market.report.log_stage("make_order_begin")
+ market.balances.fetch_balances(tag="make_order_begin")
+ if action == "acquire":
+ trade = portfolio.Trade(
+ portfolio.Amount(base_currency, 0),
+ portfolio.Amount(base_currency, value),
+ currency, market)
+ else:
+ amount = portfolio.Amount(currency, value)
+ trade = portfolio.Trade(
+ amount.in_currency(base_currency, market, compute_value=compute_value),
+ portfolio.Amount(base_currency, 0),
+ currency, market)
+ market.trades.all.append(trade)
+ order = trade.prepare_order(
+ close_if_possible=close_if_possible,
+ compute_value=compute_value)
+ market.report.log_orders([order], None, compute_value)
+ market.trades.run_orders()
+ if follow:
+ market.follow_orders()
+ market.balances.fetch_balances(tag="make_order_end")
+ else:
+ market.report.log_stage("make_order_end_not_followed")
+ return order
+ market.report.log_stage("make_order_end")
+
+def get_user_market(config_path, user_id, debug=False):
+ import market
+ pg_config, report_path = main_parse_config(config_path)
+ market_config = list(main_fetch_markets(pg_config, str(user_id)))[0][0]
+ return market.Market.from_config(market_config, debug=debug)
+
+def main_parse_args(argv):
+ parser = argparse.ArgumentParser(
+ description="Run the trade bot")
+
+ parser.add_argument("-c", "--config",
+ default="config.ini",
+ required=False,
+ help="Config file to load (default: config.ini)")
+ parser.add_argument("--before",
+ default=False, action='store_const', const=True,
+ help="Run the steps before the cryptoportfolio update")
+ parser.add_argument("--after",
+ default=False, action='store_const', const=True,
+ help="Run the steps after the cryptoportfolio update")
+ parser.add_argument("--debug",
+ default=False, action='store_const', const=True,
+ help="Run in debug mode")
+ parser.add_argument("--user",
+ default=None, required=False, help="Only run for that user")
+ parser.add_argument("--action",
+ action='append',
+ help="Do a different action than trading (add several times to chain)")
+
+ args = parser.parse_args(argv)
+
+ if not os.path.exists(args.config):
+ print("no config file found, exiting")
+ sys.exit(1)
+
+ return args
+
+def main_parse_config(config_file):
+ config = configparser.ConfigParser()
+ config.read(config_file)
+
+ if "postgresql" not in config:
+ print("no configuration for postgresql in config file")
+ sys.exit(1)
+
+ if "app" in config and "report_path" in config["app"]:
+ report_path = config["app"]["report_path"]
+
+ if not os.path.exists(report_path):
+ os.makedirs(report_path)
+ else:
+ report_path = None
+
+ return [config["postgresql"], report_path]
+
+def main_fetch_markets(pg_config, user):
+ connection = psycopg2.connect(**pg_config)
+ cursor = connection.cursor()
+
+ if user is None:
+ cursor.execute("SELECT config,user_id FROM market_configs")
+ else:
+ cursor.execute("SELECT config,user_id FROM market_configs WHERE user_id = %s", user)
+
+ for row in cursor:
+ yield row
+
+def main_process_market(user_market, actions, before=False, after=False):
+ if len(actions or []) == 0:
+ if before:
+ process_sell_all__1_all_sell(user_market)
+ if after:
+ process_sell_all__2_wait(user_market)
+ process_sell_all__3_all_buy(user_market)
+ else:
+ for action in actions:
+ if action in globals():
+ (globals()[action])(user_market)
else:
- market.transfer_balance(currency, delta, "exchange", "margin")
- elif delta < 0:
- if debug:
- print("market.transfer_balance({}, {}, 'margin', 'exchange')".format(currency, -delta))
- else:
- market.transfer_balance(currency, -delta, "margin", "exchange")
-
- BalanceStore.fetch_balances(market)
-
-ticker_cache = {}
-ticker_cache_timestamp = time.time()
-def get_ticker(c1, c2, market, refresh=False):
- global ticker_cache, ticker_cache_timestamp
- def invert(ticker):
- return {
- "inverted": True,
- "average": (1/ticker["bid"] + 1/ticker["ask"]) / 2,
- "original": ticker,
- }
- def augment_ticker(ticker):
- ticker.update({
- "inverted": False,
- "average": (ticker["bid"] + ticker["ask"] ) / 2,
- })
-
- if time.time() - ticker_cache_timestamp > 5:
- ticker_cache = {}
- ticker_cache_timestamp = time.time()
- elif not refresh:
- if (c1, c2, market.__class__) in ticker_cache:
- return ticker_cache[(c1, c2, market.__class__)]
- if (c2, c1, market.__class__) in ticker_cache:
- return invert(ticker_cache[(c2, c1, market.__class__)])
+ raise NotImplementedError("Unknown action {}".format(action))
+def main_store_report(report_path, user_id, user_market):
try:
- ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2))
- augment_ticker(ticker_cache[(c1, c2, market.__class__)])
- except ExchangeError:
- try:
- ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1))
- augment_ticker(ticker_cache[(c2, c1, market.__class__)])
- except ExchangeError:
- ticker_cache[(c1, c2, market.__class__)] = None
- return get_ticker(c1, c2, market)
-
-fees_cache = {}
-def fetch_fees(market):
- global fees_cache
- if market.__class__ not in fees_cache:
- fees_cache[market.__class__] = market.fetch_fees()
- return fees_cache[market.__class__]
-
-def prepare_trades(market, base_currency="BTC", compute_value="average", debug=False):
- BalanceStore.fetch_balances(market)
- values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value)
- total_base_value = sum(values_in_base.values())
- new_repartition = BalanceStore.dispatch_assets(total_base_value)
- # Recompute it in case we have new currencies
- values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value)
- TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug)
-
-def update_trades(market, base_currency="BTC", compute_value="average", only=None, debug=False):
- BalanceStore.fetch_balances(market)
- values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value)
- total_base_value = sum(values_in_base.values())
- new_repartition = BalanceStore.dispatch_assets(total_base_value)
- TradeStore.compute_trades(values_in_base, new_repartition, only=only, market=market, debug=debug)
-
-def prepare_trades_to_sell_all(market, base_currency="BTC", compute_value="average", debug=False):
- BalanceStore.fetch_balances(market)
- values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value)
- total_base_value = sum(values_in_base.values())
- new_repartition = BalanceStore.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") })
- TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug)
-
-def follow_orders(verbose=True, sleep=None):
- if sleep is None:
- sleep = 7 if TradeStore.debug else 30
- tick = 0
- while len(TradeStore.all_orders(state="open")) > 0:
- time.sleep(sleep)
- tick += 1
- for order in TradeStore.all_orders(state="open"):
- if order.get_status() != "open":
- if verbose:
- print("finished {}".format(order))
- else:
- order.trade.update_order(order, tick)
- if verbose:
- print("All orders finished")
+ if report_path is not None:
+ report_file = "{}/{}_{}.json".format(report_path, datetime.now().isoformat(), user_id)
+ with open(report_file, "w") as f:
+ f.write(user_market.report.to_json())
+ except Exception as e:
+ print("impossible to store report file: {}; {}".format(e.__class__.__name__, e))
def print_orders(market, base_currency="BTC"):
- prepare_trades(market, base_currency=base_currency, compute_value="average", debug=True)
- TradeStore.prepare_orders(compute_value="average")
- for currency, balance in BalanceStore.all.items():
- print(balance)
- TradeStore.print_all_with_order()
-
-def process_sell_needed__1_sell(market, base_currency="BTC", debug=False):
- prepare_trades(market, base_currency=base_currency, debug=debug)
- TradeStore.prepare_orders(compute_value="average", only="dispose")
- print("------------------")
- for currency, balance in BalanceStore.all.items():
- print(balance)
- print("------------------")
- TradeStore.print_all_with_order()
- print("------------------")
- TradeStore.run_orders()
- follow_orders()
-
-def process_sell_needed__2_buy(market, base_currency="BTC", debug=False):
- update_trades(market, base_currency=base_currency, debug=debug, only="acquire")
- TradeStore.prepare_orders(compute_value="average", only="acquire")
- print("------------------")
- for currency, balance in BalanceStore.all.items():
- print(balance)
- print("------------------")
- TradeStore.print_all_with_order()
- print("------------------")
- move_balances(market, debug=debug)
- TradeStore.run_orders()
- follow_orders()
-
-def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False):
- prepare_trades_to_sell_all(market, base_currency=base_currency, debug=debug)
- TradeStore.prepare_orders(compute_value="average")
- print("------------------")
- for currency, balance in BalanceStore.all.items():
- print(balance)
- print("------------------")
- TradeStore.print_all_with_order()
- print("------------------")
- TradeStore.run_orders()
- follow_orders()
-
-def process_sell_all__2_all_buy(market, base_currency="BTC", debug=False):
- prepare_trades(market, base_currency=base_currency, debug=debug)
- TradeStore.prepare_orders()
- print("------------------")
- for currency, balance in BalanceStore.all.items():
- print(balance)
- print("------------------")
- TradeStore.print_all_with_order()
- print("------------------")
- move_balances(market, debug=debug)
- TradeStore.run_orders()
- follow_orders()
+ market.report.log_stage("print_orders")
+ market.balances.fetch_balances(tag="print_orders")
+ market.prepare_trades(base_currency=base_currency, compute_value="average")
+ market.trades.prepare_orders(compute_value="average")
+
+def print_balances(market, base_currency="BTC"):
+ market.report.log_stage("print_balances")
+ market.balances.fetch_balances()
+ if base_currency is not None:
+ market.report.print_log("total:")
+ market.report.print_log(sum(market.balances.in_currency(base_currency).values()))
+
+def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC"):
+ market.report.log_stage("process_sell_needed__1_sell_begin")
+ market.balances.fetch_balances(tag="process_sell_needed__1_sell_begin")
+ market.prepare_trades(liquidity=liquidity, base_currency=base_currency)
+ market.trades.prepare_orders(compute_value="average", only="dispose")
+ market.trades.run_orders()
+ market.follow_orders()
+ market.balances.fetch_balances(tag="process_sell_needed__1_sell_end")
+ market.report.log_stage("process_sell_needed__1_sell_end")
+
+def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC"):
+ market.report.log_stage("process_sell_needed__2_buy_begin")
+ market.balances.fetch_balances(tag="process_sell_needed__2_buy_begin")
+ market.prepare_trades(base_currency=base_currency, liquidity=liquidity, only="acquire")
+ market.trades.prepare_orders(compute_value="average", only="acquire")
+ market.move_balances()
+ market.trades.run_orders()
+ market.follow_orders()
+ market.balances.fetch_balances(tag="process_sell_needed__2_buy_end")
+ market.report.log_stage("process_sell_needed__2_buy_end")
+
+def process_sell_all__1_all_sell(market, base_currency="BTC", liquidity="medium"):
+ market.report.log_stage("process_sell_all__1_all_sell_begin")
+ market.balances.fetch_balances(tag="process_sell_all__1_all_sell_begin")
+ market.prepare_trades_to_sell_all(base_currency=base_currency)
+ market.trades.prepare_orders(compute_value="average")
+ market.trades.run_orders()
+ market.follow_orders()
+ market.balances.fetch_balances(tag="process_sell_all__1_all_sell_end")
+ market.report.log_stage("process_sell_all__1_all_sell_end")
+
+def process_sell_all__2_wait(market, liquidity="medium", base_currency="BTC"):
+ market.report.log_stage("process_sell_all__2_wait_begin")
+ portfolio.Portfolio.wait_for_recent(market)
+ market.report.log_stage("process_sell_all__2_wait_end")
+
+def process_sell_all__3_all_buy(market, base_currency="BTC", liquidity="medium"):
+ market.report.log_stage("process_sell_all__3_all_buy_begin")
+ market.balances.fetch_balances(tag="process_sell_all__3_all_buy_begin")
+ market.prepare_trades(liquidity=liquidity, base_currency=base_currency)
+ market.trades.prepare_orders(compute_value="average")
+ market.move_balances()
+ market.trades.run_orders()
+ market.follow_orders()
+ market.balances.fetch_balances(tag="process_sell_all__3_all_buy_end")
+ market.report.log_stage("process_sell_all__3_all_buy_end")