script.py

   1 import ccxt
   2 # Put your poloniex api key in market.py
   3 from market import market
   4
   5 def static_var(varname, value):
   6     def decorate(func):
   7         setattr(func, varname, value)
   8         return func
   9     return decorate
  10
  11 max_digits = 18
  12 current_assets = {
  13         "ETH":  int(2.00000000 * 10**max_digits),
  14         "BTC":  int(1.23000000 * 10**max_digits),
  15         "ZEC":  int(2.00000000 * 10**max_digits),
  16         "SC" :  int(2.000000000 * 10**max_digits),
  17         }
  18
  19 repartition_pertenthousand = {
  20         "BTC":  2857,
  21         "ZEC":  3701,
  22         "DOGE": 1805,
  23         "DGB":  1015,
  24         "SC":    623,
  25         }
  26
  27
  28 def formatted_price(value):
  29     return round(value / 10**max_digits, 8)
  30
  31 @static_var("cache", {})
  32 def get_ticker(c1, c2, market):
  33     def invert(ticker):
  34         return {
  35                 "bid": float(1/ticker["ask"]),
  36                 "ask": float(1/ticker["bid"]),
  37                 }
  38
  39     if (c1, c2, market.__class__) in get_ticker.cache:
  40         return get_ticker.cache[(c1, c2, market.__class__)]
  41     if (c2, c1, market.__class__) in get_ticker.cache:
  42         return invert(get_ticker.cache[(c2, c1, market.__class__)])
  43
  44     try:
  45         get_ticker.cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2))
  46     except ccxt.ExchangeError:
  47         try:
  48             get_ticker.cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1))
  49         except ccxt.ExchangeError:
  50             get_ticker.cache[(c1, c2, market.__class__)] = None
  51     return get_ticker(c1, c2, market)
  52
  53 def assets_value(assets, market, base_currency="BTC"):
  54     repartition_in_base_currency = {}
  55     for currency, asset_value in assets.items():
  56         if currency == base_currency:
  57             repartition_in_base_currency[currency] = asset_value
  58         else:
  59             asset_ticker = get_ticker(currency, base_currency, market)
  60             if asset_ticker is None:
  61                 raise Exception("This asset is not available in the chosen market")
  62             repartition_in_base_currency[currency] = int(asset_ticker["bid"] * asset_value)
  63     return repartition_in_base_currency
  64
  65 def dispatch_assets(base_currency_value, repartition_pertenthousand, market, base_currency="BTC"):
  66     sum_pertenthousand = sum([v for k, v in repartition_pertenthousand.items()])
  67     repartition_in_base_currency = {}
  68     for currency, ptt in repartition_pertenthousand.items():
  69         repartition_in_base_currency[currency] = int(ptt * base_currency_value / sum_pertenthousand)
  70     return repartition_in_base_currency
  71
  72 def give_orders(current_assets, repartition_pertenthousand, market, base_currency="BTC"):
  73     value_in_base = assets_value(current_assets, market, base_currency=base_currency)
  74     total_base_value = sum([ v for k, v in value_in_base.items()])
  75
  76     new_repartition = dispatch_assets(total_base_value, repartition_pertenthousand, market, base_currency=base_currency)
  77     mouvements = {}
  78
  79     for key in set(value_in_base.keys()).union(set(new_repartition.keys())):
  80         mouvements[key] = value_in_base.get(key, 0) - new_repartition.get(key, 0)
  81
  82     print("assets before repartition:")
  83     for currency, value in current_assets.items():
  84         print("holding {} {}".format(
  85             formatted_price(value),
  86             currency))
  87     print("------------")
  88     for currency, value in mouvements.items():
  89         if currency == base_currency:
  90             continue
  91         asset_ticker = get_ticker(currency, base_currency, market)
  92         if value > 0:
  93             action = "sell"
  94             currency_price = int(value / asset_ticker["bid"])
  95         else:
  96             action = "buy"
  97             currency_price = int(value / asset_ticker["ask"])
  98         if value != 0:
  99             print("need to {} {} {}'s worth of {}, i.e. {} {}".format(
 100                 action,
 101                 formatted_price(abs(value)),
 102                 base_currency,
 103                 currency,
 104                 formatted_price(abs(currency_price)),
 105                 currency))
 106     print("------------\nassets after repartition:")
 107     for currency, value in new_repartition.items():
 108         print("holding {} {}".format(formatted_price(value), currency))
 109
 110 give_orders(current_assets, repartition_pertenthousand, market)