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_balances(self):
  30     positions = self.privatePostGetMarginPosition({"currencyPair": "all"})
  31     parsed = {}
  32     for symbol, position in positions.items():
  33         if position["type"] == "none":
  34             continue
  35         base_currency, currency = symbol.split("_")
  36         parsed[currency] = {
  37                 "amount": decimal.Decimal(position["amount"]),
  38                 "borrowedPrice": decimal.Decimal(position["basePrice"]),
  39                 "lendingFees": decimal.Decimal(position["lendingFees"]),
  40                 "pl": decimal.Decimal(position["pl"]),
  41                 "liquidationPrice": decimal.Decimal(position["liquidationPrice"]),
  42                 "type": position["type"],
  43                 "total": decimal.Decimal(position["total"]),
  44                 "base_currency": base_currency,
  45                 }
  46     return parsed
  47 ccxt.poloniex.fetch_margin_balances = poloniex_fetch_margin_balances
  48
  49 def poloniex_fetch_balance_with_margin(self, params={}):
  50     exchange_balance = self.fetch_balance(params=params)
  51     margin_balances = self.fetch_margin_balances()
  52
  53     for currency, balance in margin_balances.items():
  54         assert exchange_balance[currency]["total"] == 0
  55         assert balance["type"] == "short"
  56         exchange_balance[currency]["total"] = balance["amount"]
  57         exchange_balance[currency]["marginPosition"] = balance
  58     return exchange_balance
  59 ccxt.poloniex.fetch_balance_with_margin = poloniex_fetch_balance_with_margin
  60
  61
  62 def poloniex_fetch_balance_per_type(self):
  63     balances = self.privatePostReturnAvailableAccountBalances()
  64     result = {'info': balances}
  65     for key, balance in balances.items():
  66         result[key] = {}
  67         for currency, amount in balance.items():
  68             if currency not in result:
  69                 result[currency] = {}
  70             result[currency][key] = decimal.Decimal(amount)
  71             result[key][currency] = decimal.Decimal(amount)
  72     return result
  73 ccxt.poloniex.fetch_balance_per_type = poloniex_fetch_balance_per_type
  74
  75 def poloniex_parse_ticker(self, ticker, market=None):
  76     timestamp = self.milliseconds()
  77     symbol = None
  78     if market:
  79         symbol = market['symbol']
  80     return {
  81         'symbol': symbol,
  82         'timestamp': timestamp,
  83         'datetime': self.iso8601(timestamp),
  84         'high': decimal.Decimal(ticker['high24hr']),
  85         'low': decimal.Decimal(ticker['low24hr']),
  86         'bid': decimal.Decimal(ticker['highestBid']),
  87         'ask': decimal.Decimal(ticker['lowestAsk']),
  88         'vwap': None,
  89         'open': None,
  90         'close': None,
  91         'first': None,
  92         'last': decimal.Decimal(ticker['last']),
  93         'change': decimal.Decimal(ticker['percentChange']),
  94         'percentage': None,
  95         'average': None,
  96         'baseVolume': decimal.Decimal(ticker['quoteVolume']),
  97         'quoteVolume': decimal.Decimal(ticker['baseVolume']),
  98         'info': ticker,
  99     }
 100 ccxt.poloniex.parse_ticker = poloniex_parse_ticker
 101
 102 def poloniex_create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}):
 103     if type == 'market':
 104         raise ccxt.ExchangeError(self.id + ' allows limit orders only')
 105     self.load_markets()
 106     method = 'privatePostMargin' + self.capitalize(side)
 107     market = self.market(symbol)
 108     price = float(price)
 109     amount = float(amount)
 110     if lending_rate is not None:
 111         params = self.extend({"lendingRate": lending_rate}, params)
 112     response = getattr(self, method)(self.extend({
 113         'currencyPair': market['id'],
 114         'rate': self.price_to_precision(symbol, price),
 115         'amount': self.amount_to_precision(symbol, amount),
 116     }, params))
 117     timestamp = self.milliseconds()
 118     order = self.parse_order(self.extend({
 119         'timestamp': timestamp,
 120         'status': 'open',
 121         'type': type,
 122         'side': side,
 123         'price': price,
 124         'amount': amount,
 125     }, response), market)
 126     id = order['id']
 127     self.orders[id] = order
 128     return self.extend({'info': response}, order)
 129 ccxt.poloniex.create_margin_order = poloniex_create_margin_order
 130
 131 def poloniex_create_order(self, symbol, type, side, amount, price=None, account="exchange", lending_rate=None, params={}):
 132     if account == "exchange":
 133         return self.create_exchange_order(symbol, type, side, amount, price=price, params=params)
 134     elif account == "margin":
 135         return self.create_margin_order(symbol, type, side, amount, price=price, lending_rate=lending_rate, params=params)
 136     else:
 137         raise NotImplementedError
 138
 139 def poloniex_order_precision(self, symbol):
 140     return 8
 141
 142 ccxt.poloniex.create_exchange_order = ccxt.poloniex.create_order
 143 ccxt.poloniex.create_order = poloniex_create_order
 144 ccxt.poloniex.order_precision = poloniex_order_precision
 145
 146 def poloniex_transfer_balance(self, currency, amount, from_account, to_account):
 147     result = self.privatePostTransferBalance({
 148         "currency": currency,
 149         "amount": amount,
 150         "fromAccount": from_account,
 151         "toAccount": to_account,
 152         "confirmed": 1})
 153     return result["success"] == 1
 154 ccxt.poloniex.transfer_balance = poloniex_transfer_balance
 155
 156 # portfolio.market.create_order("DASH/BTC", "limit", "sell", 0.1, price=0.06828800, account="margin")
 157
 158 # portfolio.market.privatePostReturnTradableBalances()
 159 # Returns tradable balances in margin
 160 # 'BTC_DASH': {'BTC': '0.01266999', 'DASH': '0.08574839'},
 161 # Je peux emprunter jusqu’à 0.08574839 DASH ou 0.01266999 BTC (une position est
 162 # déjà ouverte)
 163 # 'BTC_CLAM': {'BTC': '0.00585143', 'CLAM': '7.79300395'},
 164 # Je peux emprunter 7.7 CLAM pour les vendre contre des BTC, ou emprunter
 165 # 0.00585143 BTC pour acheter des CLAM
 166
 167 # portfolio.market.privatePostReturnMarginAccountSummary()
 168 # Returns current informations for margin
 169 # {'currentMargin': '1.49680968',      -> marge (ne doit pas descendre sous 20% / 0.2)
 170 #                                         = netValue / totalBorrowedValue
 171 #  'lendingFees': '0.00000000',        -> fees totaux
 172 #  'netValue': '0.01008254',           -> balance + plus-value
 173 #  'pl': '0.00008254',                 -> plus value latente (somme des positions)
 174 #  'totalBorrowedValue': '0.00673602', -> valeur en BTC empruntée
 175 #  'totalValue': '0.01000000'}         -> valeur totale en compte
 176
 177
 178 # portfolio.market.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"})
 179 # See DASH/BTC positions
 180 # {'amount': '-0.10000000',          -> DASH empruntés
 181 #  'basePrice': '0.06818560',        -> à ce prix là (0.06828800 demandé * (1-0.15%))
 182 #  'lendingFees': '0.00000000',      -> ce que je dois à mon créditeur
 183 #  'liquidationPrice': '0.15107132', -> prix auquel ça sera liquidé (dépend de ce que j’ai déjà sur mon compte margin)
 184 #  'pl': '-0.00000371',              -> plus-value latente si je rachète tout de suite (négatif = perdu)
 185 #  'total': '0.00681856',            -> valeur totale empruntée en BTC
 186 #  'type': 'short'}
 187
 188
 189 # closeMarginPosition({"currencyPair": "BTC_DASH"}) : fermer la position au prix
 190 # du marché
 191 # Nécessaire à la fin
 192 # portfolio.market.create_order("DASH/BTC", "limit", "buy", 0.1, price=0.06726487, account="margin")
 193
 194 # portfolio.market.fetch_balance_per_type()
 195 # Ne suffit pas pour calculer les positions: ne contient que les 0.01 envoyés
 196 # TODO: vérifier si fetch_balance marque ces 0.01 comme disponibles -> oui
 197
 198 market = ccxt.poloniex({
 199     "apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX",
 200     "secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef",
 201     })
 202