-import ccxt
-import decimal
+import ccxt_wrapper as ccxt
-def exchange_sum(self, *args):
- return sum([arg for arg in args if isinstance(arg, (float, int, decimal.Decimal))])
-ccxt.Exchange.sum = exchange_sum
-
-def poloniex_fetch_balance(self, params={}):
- self.load_markets()
- balances = self.privatePostReturnCompleteBalances(self.extend({
- 'account': 'all',
- }, params))
- result = {'info': balances}
- currencies = list(balances.keys())
- for c in range(0, len(currencies)):
- id = currencies[c]
- balance = balances[id]
- currency = self.common_currency_code(id)
- account = {
- 'free': decimal.Decimal(balance['available']),
- 'used': decimal.Decimal(balance['onOrders']),
- 'total': decimal.Decimal(0.0),
- }
- account['total'] = self.sum(account['free'], account['used'])
- result[currency] = account
- return self.parse_balance(result)
-ccxt.poloniex.fetch_balance = poloniex_fetch_balance
-
-def poloniex_fetch_margin_balances(self):
- positions = self.privatePostGetMarginPosition({"currencyPair": "all"})
- parsed = {}
- for symbol, position in positions.items():
- if position["type"] == "none":
- continue
- base_currency, currency = symbol.split("_")
- parsed[currency] = {
- "amount": decimal.Decimal(position["amount"]),
- "borrowedPrice": decimal.Decimal(position["basePrice"]),
- "lendingFees": decimal.Decimal(position["lendingFees"]),
- "pl": decimal.Decimal(position["pl"]),
- "liquidationPrice": decimal.Decimal(position["liquidationPrice"]),
- "type": position["type"],
- "total": decimal.Decimal(position["total"]),
- "base_currency": base_currency,
- }
- return parsed
-ccxt.poloniex.fetch_margin_balances = poloniex_fetch_margin_balances
-
-def poloniex_fetch_balance_with_margin(self, params={}):
- exchange_balance = self.fetch_balance(params=params)
- margin_balances = self.fetch_margin_balances()
-
- for currency, balance in margin_balances.items():
- assert exchange_balance[currency]["total"] == 0
- assert balance["type"] == "short"
- exchange_balance[currency]["total"] = balance["amount"]
- exchange_balance[currency]["marginPosition"] = balance
- return exchange_balance
-ccxt.poloniex.fetch_balance_with_margin = poloniex_fetch_balance_with_margin
-
-
-def poloniex_fetch_balance_per_type(self):
- balances = self.privatePostReturnAvailableAccountBalances()
- result = {'info': balances}
- for key, balance in balances.items():
- result[key] = {}
- for currency, amount in balance.items():
- if currency not in result:
- result[currency] = {}
- result[currency][key] = decimal.Decimal(amount)
- result[key][currency] = decimal.Decimal(amount)
- return result
-ccxt.poloniex.fetch_balance_per_type = poloniex_fetch_balance_per_type
-
-def poloniex_parse_ticker(self, ticker, market=None):
- timestamp = self.milliseconds()
- symbol = None
- if market:
- symbol = market['symbol']
- return {
- 'symbol': symbol,
- 'timestamp': timestamp,
- 'datetime': self.iso8601(timestamp),
- 'high': decimal.Decimal(ticker['high24hr']),
- 'low': decimal.Decimal(ticker['low24hr']),
- 'bid': decimal.Decimal(ticker['highestBid']),
- 'ask': decimal.Decimal(ticker['lowestAsk']),
- 'vwap': None,
- 'open': None,
- 'close': None,
- 'first': None,
- 'last': decimal.Decimal(ticker['last']),
- 'change': decimal.Decimal(ticker['percentChange']),
- 'percentage': None,
- 'average': None,
- 'baseVolume': decimal.Decimal(ticker['quoteVolume']),
- 'quoteVolume': decimal.Decimal(ticker['baseVolume']),
- 'info': ticker,
- }
-ccxt.poloniex.parse_ticker = poloniex_parse_ticker
-
-def poloniex_create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}):
- if type == 'market':
- raise ccxt.ExchangeError(self.id + ' allows limit orders only')
- self.load_markets()
- method = 'privatePostMargin' + self.capitalize(side)
- market = self.market(symbol)
- price = float(price)
- amount = float(amount)
- if lending_rate is not None:
- params = self.extend({"lendingRate": lending_rate}, params)
- response = getattr(self, method)(self.extend({
- 'currencyPair': market['id'],
- 'rate': self.price_to_precision(symbol, price),
- 'amount': self.amount_to_precision(symbol, amount),
- }, params))
- timestamp = self.milliseconds()
- order = self.parse_order(self.extend({
- 'timestamp': timestamp,
- 'status': 'open',
- 'type': type,
- 'side': side,
- 'price': price,
- 'amount': amount,
- }, response), market)
- id = order['id']
- self.orders[id] = order
- return self.extend({'info': response}, order)
-ccxt.poloniex.create_margin_order = poloniex_create_margin_order
-
-def poloniex_create_order(self, symbol, type, side, amount, price=None, account="exchange", lending_rate=None, params={}):
- if account == "exchange":
- return self.create_exchange_order(symbol, type, side, amount, price=price, params=params)
- elif account == "margin":
- return self.create_margin_order(symbol, type, side, amount, price=price, lending_rate=lending_rate, params=params)
- else:
- raise NotImplementedError
-
-def poloniex_order_precision(self, symbol):
- return 8
-
-ccxt.poloniex.create_exchange_order = ccxt.poloniex.create_order
-ccxt.poloniex.create_order = poloniex_create_order
-ccxt.poloniex.order_precision = poloniex_order_precision
-
-def poloniex_transfer_balance(self, currency, amount, from_account, to_account):
- result = self.privatePostTransferBalance({
- "currency": currency,
- "amount": amount,
- "fromAccount": from_account,
- "toAccount": to_account,
- "confirmed": 1})
- return result["success"] == 1
-ccxt.poloniex.transfer_balance = poloniex_transfer_balance
-
-# portfolio.market.create_order("DASH/BTC", "limit", "sell", 0.1, price=0.06828800, account="margin")
-
-# portfolio.market.privatePostReturnTradableBalances()
-# Returns tradable balances in margin
-# 'BTC_DASH': {'BTC': '0.01266999', 'DASH': '0.08574839'},
-# Je peux emprunter jusqu’à 0.08574839 DASH ou 0.01266999 BTC (une position est
-# déjà ouverte)
-# 'BTC_CLAM': {'BTC': '0.00585143', 'CLAM': '7.79300395'},
-# Je peux emprunter 7.7 CLAM pour les vendre contre des BTC, ou emprunter
-# 0.00585143 BTC pour acheter des CLAM
-
-# portfolio.market.privatePostReturnMarginAccountSummary()
-# Returns current informations for margin
-# {'currentMargin': '1.49680968', -> marge (ne doit pas descendre sous 20% / 0.2)
-# = netValue / totalBorrowedValue
-# 'lendingFees': '0.00000000', -> fees totaux
-# 'netValue': '0.01008254', -> balance + plus-value
-# 'pl': '0.00008254', -> plus value latente (somme des positions)
-# 'totalBorrowedValue': '0.00673602', -> valeur en BTC empruntée
-# 'totalValue': '0.01000000'} -> valeur totale en compte
-
-
-# portfolio.market.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"})
-# See DASH/BTC positions
-# {'amount': '-0.10000000', -> DASH empruntés
-# 'basePrice': '0.06818560', -> à ce prix là (0.06828800 demandé * (1-0.15%))
-# 'lendingFees': '0.00000000', -> ce que je dois à mon créditeur
-# 'liquidationPrice': '0.15107132', -> prix auquel ça sera liquidé (dépend de ce que j’ai déjà sur mon compte margin)
-# 'pl': '-0.00000371', -> plus-value latente si je rachète tout de suite (négatif = perdu)
-# 'total': '0.00681856', -> valeur totale empruntée en BTC
-# 'type': 'short'}
-
-
-# closeMarginPosition({"currencyPair": "BTC_DASH"}) : fermer la position au prix
-# du marché
-# Nécessaire à la fin
-# portfolio.market.create_order("DASH/BTC", "limit", "buy", 0.1, price=0.06726487, account="margin")
-
-# portfolio.market.fetch_balance_per_type()
-# Ne suffit pas pour calculer les positions: ne contient que les 0.01 envoyés
-# TODO: vérifier si fetch_balance marque ces 0.01 comme disponibles -> oui
-
-market = ccxt.poloniex({
+market = ccxt.poloniexE({
"apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX",
"secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef",
})
+
+# For requests logging
+requests = []
+market.session.origin_request = market.session.request
+
+def request_wrap(self, *args, **kwargs):
+ r = self.origin_request(*args, **kwargs)
+ requests.append({
+ "method": args[0],
+ "url": args[1],
+ "body": kwargs["data"],
+ "headers": kwargs["headers"],
+ "status": r.status_code,
+ "response": r.text,
+ })
+ return r
+market.session.request = request_wrap.__get__(market.session, market.session.__class__)
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff