import time from ccxt import ExchangeError from store import * def move_balances(market, debug=False): needed_in_margin = {} for currency in BalanceStore.all: if BalanceStore.all[currency].margin_free != 0: needed_in_margin[currency] = 0 for trade in TradeStore.all: if trade.value_to.currency not in needed_in_margin: needed_in_margin[trade.value_to.currency] = 0 if trade.trade_type == "short": needed_in_margin[trade.value_to.currency] += abs(trade.value_to) for currency, needed in needed_in_margin.items(): current_balance = BalanceStore.all[currency].margin_free delta = (needed - current_balance).value # FIXME: don't remove too much if there are open margin position if delta > 0: if debug: print("market.transfer_balance({}, {}, 'exchange', 'margin')".format(currency, delta)) else: market.transfer_balance(currency, delta, "exchange", "margin") elif delta < 0: if debug: print("market.transfer_balance({}, {}, 'margin', 'exchange')".format(currency, -delta)) else: market.transfer_balance(currency, -delta, "margin", "exchange") BalanceStore.fetch_balances(market) ticker_cache = {} ticker_cache_timestamp = time.time() def get_ticker(c1, c2, market, refresh=False): global ticker_cache, ticker_cache_timestamp def invert(ticker): return { "inverted": True, "average": (1/ticker["bid"] + 1/ticker["ask"]) / 2, "original": ticker, } def augment_ticker(ticker): ticker.update({ "inverted": False, "average": (ticker["bid"] + ticker["ask"] ) / 2, }) if time.time() - ticker_cache_timestamp > 5: ticker_cache = {} ticker_cache_timestamp = time.time() elif not refresh: if (c1, c2, market.__class__) in ticker_cache: return ticker_cache[(c1, c2, market.__class__)] if (c2, c1, market.__class__) in ticker_cache: return invert(ticker_cache[(c2, c1, market.__class__)]) try: ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2)) augment_ticker(ticker_cache[(c1, c2, market.__class__)]) except ExchangeError: try: ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1)) augment_ticker(ticker_cache[(c2, c1, market.__class__)]) except ExchangeError: ticker_cache[(c1, c2, market.__class__)] = None return get_ticker(c1, c2, market) fees_cache = {} def fetch_fees(market): global fees_cache if market.__class__ not in fees_cache: fees_cache[market.__class__] = market.fetch_fees() return fees_cache[market.__class__] def prepare_trades(market, base_currency="BTC", compute_value="average", debug=False): BalanceStore.fetch_balances(market) values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) total_base_value = sum(values_in_base.values()) new_repartition = BalanceStore.dispatch_assets(total_base_value) # Recompute it in case we have new currencies values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug) def update_trades(market, base_currency="BTC", compute_value="average", only=None, debug=False): BalanceStore.fetch_balances(market) values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) total_base_value = sum(values_in_base.values()) new_repartition = BalanceStore.dispatch_assets(total_base_value) TradeStore.compute_trades(values_in_base, new_repartition, only=only, market=market, debug=debug) def prepare_trades_to_sell_all(market, base_currency="BTC", compute_value="average", debug=False): BalanceStore.fetch_balances(market) values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) total_base_value = sum(values_in_base.values()) new_repartition = BalanceStore.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") }) TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug) def follow_orders(verbose=True, sleep=None): if sleep is None: sleep = 7 if TradeStore.debug else 30 tick = 0 while len(TradeStore.all_orders(state="open")) > 0: time.sleep(sleep) tick += 1 for order in TradeStore.all_orders(state="open"): if order.get_status() != "open": if verbose: print("finished {}".format(order)) else: order.trade.update_order(order, tick) if verbose: print("All orders finished") def print_orders(market, base_currency="BTC"): prepare_trades(market, base_currency=base_currency, compute_value="average", debug=True) TradeStore.prepare_orders(compute_value="average") for currency, balance in BalanceStore.all.items(): print(balance) TradeStore.print_all_with_order() def process_sell_needed__1_sell(market, base_currency="BTC", debug=False): prepare_trades(market, base_currency=base_currency, debug=debug) TradeStore.prepare_orders(compute_value="average", only="dispose") print("------------------") for currency, balance in BalanceStore.all.items(): print(balance) print("------------------") TradeStore.print_all_with_order() print("------------------") TradeStore.run_orders() follow_orders() def process_sell_needed__2_buy(market, base_currency="BTC", debug=False): update_trades(market, base_currency=base_currency, debug=debug, only="acquire") TradeStore.prepare_orders(compute_value="average", only="acquire") print("------------------") for currency, balance in BalanceStore.all.items(): print(balance) print("------------------") TradeStore.print_all_with_order() print("------------------") move_balances(market, debug=debug) TradeStore.run_orders() follow_orders() def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False): prepare_trades_to_sell_all(market, base_currency=base_currency, debug=debug) TradeStore.prepare_orders(compute_value="average") print("------------------") for currency, balance in BalanceStore.all.items(): print(balance) print("------------------") TradeStore.print_all_with_order() print("------------------") TradeStore.run_orders() follow_orders() def process_sell_all__2_all_buy(market, base_currency="BTC", debug=False): prepare_trades(market, base_currency=base_currency, debug=debug) TradeStore.prepare_orders() print("------------------") for currency, balance in BalanceStore.all.items(): print(balance) print("------------------") TradeStore.print_all_with_order() print("------------------") move_balances(market, debug=debug) TradeStore.run_orders() follow_orders()