X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=ccxt_wrapper.py;fp=ccxt_wrapper.py;h=19b9020ee10d95f4d0cff180432fa8048994d54d;hb=774c099c19b131d150e4db693f9689c415bb36b6;hp=0000000000000000000000000000000000000000;hpb=2f0939e1353f0a95d858fb45c12bdd6d9dcb84f3;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/ccxt_wrapper.py b/ccxt_wrapper.py new file mode 100644 index 0000000..19b9020 --- /dev/null +++ b/ccxt_wrapper.py @@ -0,0 +1,246 @@ +from ccxt import * +import decimal + +def _cw_exchange_sum(self, *args): + return sum([arg for arg in args if isinstance(arg, (float, int, decimal.Decimal))]) +Exchange.sum = _cw_exchange_sum + +def _cw_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) +poloniex.fetch_balance = _cw_poloniex_fetch_balance + +def _cw_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 +poloniex.fetch_margin_balance = _cw_poloniex_fetch_margin_balance + +def _cw_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 +poloniex.fetch_balance_per_type = _cw_poloniex_fetch_balance_per_type + +def _cw_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 +poloniex.fetch_all_balances = _cw_poloniex_fetch_all_balances + +def _cw_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, + } +poloniex.parse_ticker = _cw_poloniex_parse_ticker + +def _cw_poloniex_create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}): + if type == 'market': + raise 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) +poloniex.create_margin_order = _cw_poloniex_create_margin_order + +def _cw_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 _cw_poloniex_order_precision(self, symbol): + return 8 + +poloniex.create_exchange_order = poloniex.create_order +poloniex.create_order = _cw_poloniex_create_order +poloniex.order_precision = _cw_poloniex_order_precision + +def _cw_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 +poloniex.transfer_balance = _cw_poloniex_transfer_balance + +def _cw_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}) +poloniex.close_margin_position = _cw_poloniex_close_margin_position + +def _cw_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 +poloniex.fetch_tradable_balances = _cw_poloniex_tradable_balances + +def _cw_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"]), + } +poloniex.margin_summary = _cw_poloniex_margin_summary + +