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({
return self.parse_balance(result)
ccxt.poloniex.fetch_balance = poloniex_fetch_balance
+def poloniex_fetch_margin_balance(self):
+ """
+ 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'}
+ """
+ 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"]),
+ "baseCurrency": base_currency,
+ }
+ return parsed
+ccxt.poloniex.fetch_margin_balance = poloniex_fetch_margin_balance
+
def poloniex_fetch_balance_per_type(self):
balances = self.privatePostReturnAvailableAccountBalances()
result = {'info': balances}
return result
ccxt.poloniex.fetch_balance_per_type = poloniex_fetch_balance_per_type
+def poloniex_fetch_all_balances(self):
+ exchange_balances = self.fetch_balance()
+ margin_balances = self.fetch_margin_balance()
+ balances_per_type = self.fetch_balance_per_type()
+
+ all_balances = {}
+ in_positions = {}
+
+ for currency, exchange_balance in exchange_balances.items():
+ if currency in ["info", "free", "used", "total"]:
+ continue
+
+ margin_balance = margin_balances.get(currency, {})
+ balance_per_type = balances_per_type.get(currency, {})
+
+ all_balances[currency] = {
+ "total": exchange_balance["total"] + margin_balance.get("amount", 0),
+ "exchange_used": exchange_balance["used"],
+ "exchange_total": exchange_balance["total"] - balance_per_type.get("margin", 0),
+ "exchange_free": exchange_balance["free"] - balance_per_type.get("margin", 0),
+ "margin_free": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0),
+ "margin_borrowed": 0,
+ "margin_total": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0),
+ "margin_lending_fees": margin_balance.get("lendingFees", 0),
+ "margin_pending_gain": margin_balance.get("pl", 0),
+ "margin_position_type": margin_balance.get("type", None),
+ "margin_liquidation_price": margin_balance.get("liquidationPrice", 0),
+ "margin_borrowed_base_price": margin_balance.get("total", 0),
+ "margin_borrowed_base_currency": margin_balance.get("baseCurrency", None),
+ }
+ if len(margin_balance) > 0:
+ if margin_balance["baseCurrency"] not in in_positions:
+ in_positions[margin_balance["baseCurrency"]] = 0
+ in_positions[margin_balance["baseCurrency"]] += margin_balance["total"]
+
+ for currency, in_position in in_positions.items():
+ all_balances[currency]["total"] += in_position
+ all_balances[currency]["margin_total"] += in_position
+ all_balances[currency]["margin_borrowed"] += in_position
+
+ return all_balances
+ccxt.poloniex.fetch_all_balances = poloniex_fetch_all_balances
+
def poloniex_parse_ticker(self, ticker, market=None):
timestamp = self.milliseconds()
symbol = None
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_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
+
+def poloniex_close_margin_position(self, currency, base_currency):
+ """
+ closeMarginPosition({"currencyPair": "BTC_DASH"})
+ fermer la position au prix du marché
+ """
+ symbol = "{}_{}".format(base_currency, currency)
+ self.privatePostCloseMarginPosition({"currencyPair": symbol})
+ccxt.poloniex.close_margin_position = poloniex_close_margin_position
+def poloniex_tradable_balances(self):
+ """
+ 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
+ """
+
+ tradable_balances = self.privatePostReturnTradableBalances()
+ for symbol, balances in tradable_balances.items():
+ for currency, balance in balances.items():
+ balances[currency] = decimal.Decimal(balance)
+ return tradable_balances
+ccxt.poloniex.fetch_tradable_balances = poloniex_tradable_balances
+
+def poloniex_margin_summary(self):
+ """
+ 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
+ """
+ summary = self.privatePostReturnMarginAccountSummary()
+
+ return {
+ "current_margin": decimal.Decimal(summary["currentMargin"]),
+ "lending_fees": decimal.Decimal(summary["lendingFees"]),
+ "gains": decimal.Decimal(summary["pl"]),
+ "total_borrowed": decimal.Decimal(summary["totalBorrowedValue"]),
+ "total": decimal.Decimal(summary["totalValue"]),
+ }
+ccxt.poloniex.margin_summary = poloniex_margin_summary
market = ccxt.poloniex({
"apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX",
"secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef",
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff