import ccxt import decimal def exchange_sum(self, *args): return sum([arg for arg in args if isinstance(arg, (float, int, decimal.Decimal))]) ccxt.Exchange.sum = exchange_sum def poloniex_fetch_balance(self, params={}): self.load_markets() balances = self.privatePostReturnCompleteBalances(self.extend({ 'account': 'all', }, params)) result = {'info': balances} currencies = list(balances.keys()) for c in range(0, len(currencies)): id = currencies[c] balance = balances[id] currency = self.common_currency_code(id) account = { 'free': decimal.Decimal(balance['available']), 'used': decimal.Decimal(balance['onOrders']), 'total': decimal.Decimal(0.0), } account['total'] = self.sum(account['free'], account['used']) result[currency] = account return self.parse_balance(result) ccxt.poloniex.fetch_balance = poloniex_fetch_balance def poloniex_fetch_margin_balances(self): positions = self.privatePostGetMarginPosition({"currencyPair": "all"}) parsed = {} for symbol, position in positions.items(): if position["type"] == "none": continue base_currency, currency = symbol.split("_") parsed[currency] = { "amount": decimal.Decimal(position["amount"]), "borrowedPrice": decimal.Decimal(position["basePrice"]), "lendingFees": decimal.Decimal(position["lendingFees"]), "pl": decimal.Decimal(position["pl"]), "liquidationPrice": decimal.Decimal(position["liquidationPrice"]), "type": position["type"], "total": decimal.Decimal(position["total"]), "base_currency": base_currency, } return parsed ccxt.poloniex.fetch_margin_balances = poloniex_fetch_margin_balances def poloniex_fetch_balance_with_margin(self, params={}): exchange_balance = self.fetch_balance(params=params) margin_balances = self.fetch_margin_balances() for currency, balance in margin_balances.items(): assert exchange_balance[currency]["total"] == 0 assert balance["type"] == "short" exchange_balance[currency]["total"] = balance["amount"] exchange_balance[currency]["marginPosition"] = balance return exchange_balance ccxt.poloniex.fetch_balance_with_margin = poloniex_fetch_balance_with_margin def poloniex_fetch_balance_per_type(self): balances = self.privatePostReturnAvailableAccountBalances() result = {'info': balances} for key, balance in balances.items(): result[key] = {} for currency, amount in balance.items(): if currency not in result: result[currency] = {} result[currency][key] = decimal.Decimal(amount) result[key][currency] = decimal.Decimal(amount) return result ccxt.poloniex.fetch_balance_per_type = poloniex_fetch_balance_per_type def poloniex_parse_ticker(self, ticker, market=None): timestamp = self.milliseconds() symbol = None if market: symbol = market['symbol'] return { 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': decimal.Decimal(ticker['high24hr']), 'low': decimal.Decimal(ticker['low24hr']), 'bid': decimal.Decimal(ticker['highestBid']), 'ask': decimal.Decimal(ticker['lowestAsk']), 'vwap': None, 'open': None, 'close': None, 'first': None, 'last': decimal.Decimal(ticker['last']), 'change': decimal.Decimal(ticker['percentChange']), 'percentage': None, 'average': None, 'baseVolume': decimal.Decimal(ticker['quoteVolume']), 'quoteVolume': decimal.Decimal(ticker['baseVolume']), 'info': ticker, } ccxt.poloniex.parse_ticker = poloniex_parse_ticker def poloniex_create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}): if type == 'market': raise ccxt.ExchangeError(self.id + ' allows limit orders only') self.load_markets() method = 'privatePostMargin' + self.capitalize(side) market = self.market(symbol) price = float(price) amount = float(amount) if lending_rate is not None: params = self.extend({"lendingRate": lending_rate}, params) response = getattr(self, method)(self.extend({ 'currencyPair': market['id'], 'rate': self.price_to_precision(symbol, price), 'amount': self.amount_to_precision(symbol, amount), }, params)) timestamp = self.milliseconds() order = self.parse_order(self.extend({ 'timestamp': timestamp, 'status': 'open', 'type': type, 'side': side, 'price': price, 'amount': amount, }, response), market) id = order['id'] self.orders[id] = order return self.extend({'info': response}, order) ccxt.poloniex.create_margin_order = poloniex_create_margin_order def poloniex_create_order(self, symbol, type, side, amount, price=None, account="exchange", lending_rate=None, params={}): if account == "exchange": return self.create_exchange_order(symbol, type, side, amount, price=price, params=params) elif account == "margin": return self.create_margin_order(symbol, type, side, amount, price=price, lending_rate=lending_rate, params=params) else: raise NotImplementedError def poloniex_order_precision(self, symbol): return 8 ccxt.poloniex.create_exchange_order = ccxt.poloniex.create_order ccxt.poloniex.create_order = poloniex_create_order ccxt.poloniex.order_precision = poloniex_order_precision def poloniex_transfer_balance(self, currency, amount, from_account, to_account): result = self.privatePostTransferBalance({ "currency": currency, "amount": amount, "fromAccount": from_account, "toAccount": to_account, "confirmed": 1}) return result["success"] == 1 ccxt.poloniex.transfer_balance = poloniex_transfer_balance # portfolio.market.create_order("DASH/BTC", "limit", "sell", 0.1, price=0.06828800, account="margin") # portfolio.market.privatePostReturnTradableBalances() # Returns tradable balances in margin # 'BTC_DASH': {'BTC': '0.01266999', 'DASH': '0.08574839'}, # Je peux emprunter jusqu’à 0.08574839 DASH ou 0.01266999 BTC (une position est # déjà ouverte) # 'BTC_CLAM': {'BTC': '0.00585143', 'CLAM': '7.79300395'}, # Je peux emprunter 7.7 CLAM pour les vendre contre des BTC, ou emprunter # 0.00585143 BTC pour acheter des CLAM # portfolio.market.privatePostReturnMarginAccountSummary() # Returns current informations for margin # {'currentMargin': '1.49680968', -> marge (ne doit pas descendre sous 20% / 0.2) # = netValue / totalBorrowedValue # 'lendingFees': '0.00000000', -> fees totaux # 'netValue': '0.01008254', -> balance + plus-value # 'pl': '0.00008254', -> plus value latente (somme des positions) # 'totalBorrowedValue': '0.00673602', -> valeur en BTC empruntée # 'totalValue': '0.01000000'} -> valeur totale en compte # portfolio.market.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"}) # See DASH/BTC positions # {'amount': '-0.10000000', -> DASH empruntés # 'basePrice': '0.06818560', -> à ce prix là (0.06828800 demandé * (1-0.15%)) # 'lendingFees': '0.00000000', -> ce que je dois à mon créditeur # 'liquidationPrice': '0.15107132', -> prix auquel ça sera liquidé (dépend de ce que j’ai déjà sur mon compte margin) # 'pl': '-0.00000371', -> plus-value latente si je rachète tout de suite (négatif = perdu) # 'total': '0.00681856', -> valeur totale empruntée en BTC # 'type': 'short'} # closeMarginPosition({"currencyPair": "BTC_DASH"}) : fermer la position au prix # du marché # Nécessaire à la fin # portfolio.market.create_order("DASH/BTC", "limit", "buy", 0.1, price=0.06726487, account="margin") # portfolio.market.fetch_balance_per_type() # Ne suffit pas pour calculer les positions: ne contient que les 0.01 envoyés # TODO: vérifier si fetch_balance marque ces 0.01 comme disponibles -> oui market = ccxt.poloniex({ "apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX", "secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef", })