script.py

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