Add first steps for margin trading

[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / market.py

diff --git a/market.py b/market.py
index a34636eab42aeefcb8e62311e33840a2ae4dee4b..1601e2dce82ec6d3e2b63624bd355755bd565b8e 100644 (file)
--- a/market.py
+++ b/market.py
@@ -1,6 +1,110 @@
 import ccxt
+import decimal
+
+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_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)
+
+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
+ccxt.poloniex.create_exchange_order = ccxt.poloniex.create_order
+ccxt.poloniex.create_order = poloniex_create_order
 
 market = ccxt.poloniex({
     "apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX",
     "secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef",
     })
+