--- /dev/null
+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))
+ 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__)])
+
+ 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")
+
+def print_orders(market, base_currency="BTC"):
+ prepare_trades(market, base_currency=base_currency, compute_value="average")
+ TradeStore.prepare_orders(compute_value="average")
+ for currency, balance in BalanceStore.all.items():
+ print(balance)
+ TradeStore.print_all_with_order()
+
+def make_orders(market, base_currency="BTC"):
+ prepare_trades(market, base_currency=base_currency)
+ for trade in TradeStore.all:
+ print(trade)
+ for order in trade.orders:
+ print("\t", order, sep="")
+ order.run()
+
+def process_sell_all_sell(market, base_currency="BTC", debug=False):
+ prepare_trades_to_sell_all(market, 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_buy(market, base_currency="BTC", debug=False):
+ prepare_trades(market, 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()
+
+
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff