market.py

   1 import ccxt
   2 import decimal
   3
   4 def exchange_sum(self, *args):
   5     return sum([arg for arg in args if isinstance(arg, (float, int, decimal.Decimal))])
   6 ccxt.Exchange.sum = exchange_sum
   7
   8 def poloniex_fetch_balance(self, params={}):
   9     self.load_markets()
  10     balances = self.privatePostReturnCompleteBalances(self.extend({
  11         'account': 'all',
  12         }, params))
  13     result = {'info': balances}
  14     currencies = list(balances.keys())
  15     for c in range(0, len(currencies)):
  16         id = currencies[c]
  17         balance = balances[id]
  18         currency = self.common_currency_code(id)
  19         account = {
  20                 'free': decimal.Decimal(balance['available']),
  21                 'used': decimal.Decimal(balance['onOrders']),
  22                 'total': decimal.Decimal(0.0),
  23                 }
  24         account['total'] = self.sum(account['free'], account['used'])
  25         result[currency] = account
  26     return self.parse_balance(result)
  27 ccxt.poloniex.fetch_balance = poloniex_fetch_balance
  28
  29 def poloniex_fetch_margin_balance(self):
  30     """
  31     portfolio.market.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"})
  32     See DASH/BTC positions
  33     {'amount': '-0.10000000',          -> DASH empruntés
  34      'basePrice': '0.06818560',        -> à ce prix là (0.06828800 demandé * (1-0.15%))
  35      'lendingFees': '0.00000000',      -> ce que je dois à mon créditeur
  36      'liquidationPrice': '0.15107132', -> prix auquel ça sera liquidé (dépend de ce que j’ai déjà sur mon compte margin)
  37      'pl': '-0.00000371',              -> plus-value latente si je rachète tout de suite (négatif = perdu)
  38      'total': '0.00681856',            -> valeur totale empruntée en BTC
  39      'type': 'short'}
  40     """
  41     positions = self.privatePostGetMarginPosition({"currencyPair": "all"})
  42     parsed = {}
  43     for symbol, position in positions.items():
  44         if position["type"] == "none":
  45             continue
  46         base_currency, currency = symbol.split("_")
  47         parsed[currency] = {
  48                 "amount": decimal.Decimal(position["amount"]),
  49                 "borrowedPrice": decimal.Decimal(position["basePrice"]),
  50                 "lendingFees": decimal.Decimal(position["lendingFees"]),
  51                 "pl": decimal.Decimal(position["pl"]),
  52                 "liquidationPrice": decimal.Decimal(position["liquidationPrice"]),
  53                 "type": position["type"],
  54                 "total": decimal.Decimal(position["total"]),
  55                 "baseCurrency": base_currency,
  56                 }
  57     return parsed
  58 ccxt.poloniex.fetch_margin_balance = poloniex_fetch_margin_balance
  59
  60 def poloniex_fetch_balance_per_type(self):
  61     balances = self.privatePostReturnAvailableAccountBalances()
  62     result = {'info': balances}
  63     for key, balance in balances.items():
  64         result[key] = {}
  65         for currency, amount in balance.items():
  66             if currency not in result:
  67                 result[currency] = {}
  68             result[currency][key] = decimal.Decimal(amount)
  69             result[key][currency] = decimal.Decimal(amount)
  70     return result
  71 ccxt.poloniex.fetch_balance_per_type = poloniex_fetch_balance_per_type
  72
  73 def poloniex_fetch_all_balances(self):
  74     exchange_balances = self.fetch_balance()
  75     margin_balances = self.fetch_margin_balance()
  76     balances_per_type = self.fetch_balance_per_type()
  77
  78     all_balances = {}
  79     in_positions = {}
  80
  81     for currency, exchange_balance in exchange_balances.items():
  82         if currency in ["info", "free", "used", "total"]:
  83             continue
  84
  85         margin_balance = margin_balances.get(currency, {})
  86         balance_per_type = balances_per_type.get(currency, {})
  87
  88         all_balances[currency] = {
  89             "total": exchange_balance["total"] + margin_balance.get("amount", 0),
  90             "exchange_used": exchange_balance["used"],
  91             "exchange_total": exchange_balance["total"] - balance_per_type.get("margin", 0),
  92             "exchange_free": exchange_balance["free"] - balance_per_type.get("margin", 0),
  93             "margin_free": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0),
  94             "margin_borrowed": 0,
  95             "margin_total": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0),
  96             "margin_lending_fees": margin_balance.get("lendingFees", 0),
  97             "margin_pending_gain": margin_balance.get("pl", 0),
  98             "margin_position_type": margin_balance.get("type", None),
  99             "margin_liquidation_price": margin_balance.get("liquidationPrice", 0),
 100             "margin_borrowed_base_price": margin_balance.get("total", 0),
 101             "margin_borrowed_base_currency": margin_balance.get("baseCurrency", None),
 102             }
 103         if len(margin_balance) > 0:
 104             if margin_balance["baseCurrency"] not in in_positions:
 105                 in_positions[margin_balance["baseCurrency"]] = 0
 106             in_positions[margin_balance["baseCurrency"]] += margin_balance["total"]
 107
 108     for currency, in_position in in_positions.items():
 109         all_balances[currency]["total"] += in_position
 110         all_balances[currency]["margin_total"] += in_position
 111         all_balances[currency]["margin_borrowed"] += in_position
 112
 113     return all_balances
 114 ccxt.poloniex.fetch_all_balances = poloniex_fetch_all_balances
 115
 116 def poloniex_parse_ticker(self, ticker, market=None):
 117     timestamp = self.milliseconds()
 118     symbol = None
 119     if market:
 120         symbol = market['symbol']
 121     return {
 122         'symbol': symbol,
 123         'timestamp': timestamp,
 124         'datetime': self.iso8601(timestamp),
 125         'high': decimal.Decimal(ticker['high24hr']),
 126         'low': decimal.Decimal(ticker['low24hr']),
 127         'bid': decimal.Decimal(ticker['highestBid']),
 128         'ask': decimal.Decimal(ticker['lowestAsk']),
 129         'vwap': None,
 130         'open': None,
 131         'close': None,
 132         'first': None,
 133         'last': decimal.Decimal(ticker['last']),
 134         'change': decimal.Decimal(ticker['percentChange']),
 135         'percentage': None,
 136         'average': None,
 137         'baseVolume': decimal.Decimal(ticker['quoteVolume']),
 138         'quoteVolume': decimal.Decimal(ticker['baseVolume']),
 139         'info': ticker,
 140     }
 141 ccxt.poloniex.parse_ticker = poloniex_parse_ticker
 142
 143 def poloniex_create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}):
 144     if type == 'market':
 145         raise ccxt.ExchangeError(self.id + ' allows limit orders only')
 146     self.load_markets()
 147     method = 'privatePostMargin' + self.capitalize(side)
 148     market = self.market(symbol)
 149     price = float(price)
 150     amount = float(amount)
 151     if lending_rate is not None:
 152         params = self.extend({"lendingRate": lending_rate}, params)
 153     response = getattr(self, method)(self.extend({
 154         'currencyPair': market['id'],
 155         'rate': self.price_to_precision(symbol, price),
 156         'amount': self.amount_to_precision(symbol, amount),
 157     }, params))
 158     timestamp = self.milliseconds()
 159     order = self.parse_order(self.extend({
 160         'timestamp': timestamp,
 161         'status': 'open',
 162         'type': type,
 163         'side': side,
 164         'price': price,
 165         'amount': amount,
 166     }, response), market)
 167     id = order['id']
 168     self.orders[id] = order
 169     return self.extend({'info': response}, order)
 170 ccxt.poloniex.create_margin_order = poloniex_create_margin_order
 171
 172 def poloniex_create_order(self, symbol, type, side, amount, price=None, account="exchange", lending_rate=None, params={}):
 173     if account == "exchange":
 174         return self.create_exchange_order(symbol, type, side, amount, price=price, params=params)
 175     elif account == "margin":
 176         return self.create_margin_order(symbol, type, side, amount, price=price, lending_rate=lending_rate, params=params)
 177     else:
 178         raise NotImplementedError
 179
 180 def poloniex_order_precision(self, symbol):
 181     return 8
 182
 183 ccxt.poloniex.create_exchange_order = ccxt.poloniex.create_order
 184 ccxt.poloniex.create_order = poloniex_create_order
 185 ccxt.poloniex.order_precision = poloniex_order_precision
 186
 187 def poloniex_transfer_balance(self, currency, amount, from_account, to_account):
 188     result = self.privatePostTransferBalance({
 189         "currency": currency,
 190         "amount": amount,
 191         "fromAccount": from_account,
 192         "toAccount": to_account,
 193         "confirmed": 1})
 194     return result["success"] == 1
 195 ccxt.poloniex.transfer_balance = poloniex_transfer_balance
 196
 197 def poloniex_close_margin_position(self, currency, base_currency):
 198     """
 199     closeMarginPosition({"currencyPair": "BTC_DASH"})
 200     fermer la position au prix du marché
 201     """
 202     symbol = "{}_{}".format(base_currency, currency)
 203     self.privatePostCloseMarginPosition({"currencyPair": symbol})
 204 ccxt.poloniex.close_margin_position = poloniex_close_margin_position
 205
 206 def poloniex_tradable_balances(self):
 207     """
 208     portfolio.market.privatePostReturnTradableBalances()
 209     Returns tradable balances in margin
 210     'BTC_DASH': {'BTC': '0.01266999', 'DASH': '0.08574839'},
 211     Je peux emprunter jusqu’à 0.08574839 DASH ou 0.01266999 BTC (une position est déjà ouverte)
 212     'BTC_CLAM': {'BTC': '0.00585143', 'CLAM': '7.79300395'},
 213     Je peux emprunter 7.7 CLAM pour les vendre contre des BTC, ou emprunter 0.00585143 BTC pour acheter des CLAM
 214     """
 215
 216     tradable_balances = self.privatePostReturnTradableBalances()
 217     for symbol, balances in tradable_balances.items():
 218         for currency, balance in balances.items():
 219             balances[currency] = decimal.Decimal(balance)
 220     return tradable_balances
 221 ccxt.poloniex.fetch_tradable_balances = poloniex_tradable_balances
 222
 223 def poloniex_margin_summary(self):
 224     """
 225     portfolio.market.privatePostReturnMarginAccountSummary()
 226     Returns current informations for margin
 227     {'currentMargin': '1.49680968',      -> marge (ne doit pas descendre sous 20% / 0.2)
 228                                             = netValue / totalBorrowedValue
 229      'lendingFees': '0.00000000',        -> fees totaux
 230      'netValue': '0.01008254',           -> balance + plus-value
 231      'pl': '0.00008254',                 -> plus value latente (somme des positions)
 232      'totalBorrowedValue': '0.00673602', -> valeur en BTC empruntée
 233      'totalValue': '0.01000000'}         -> valeur totale en compte
 234     """
 235     summary = self.privatePostReturnMarginAccountSummary()
 236
 237     return {
 238             "current_margin": decimal.Decimal(summary["currentMargin"]),
 239             "lending_fees": decimal.Decimal(summary["lendingFees"]),
 240             "gains": decimal.Decimal(summary["pl"]),
 241             "total_borrowed": decimal.Decimal(summary["totalBorrowedValue"]),
 242             "total": decimal.Decimal(summary["totalValue"]),
 243             }
 244 ccxt.poloniex.margin_summary = poloniex_margin_summary
 245 market = ccxt.poloniex({
 246     "apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX",
 247     "secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef",
 248     })
 249