from ccxt import *
import decimal
import time
+from retry.api import retry_call
+import re
+from requests.exceptions import RequestException
+from ssl import SSLError
def _cw_exchange_sum(self, *args):
return sum([arg for arg in args if isinstance(arg, (float, int, decimal.Decimal))])
Exchange.sum = _cw_exchange_sum
class poloniexE(poloniex):
+ RETRIABLE_CALLS = [
+ re.compile(r"^return"),
+ re.compile(r"^cancel"),
+ re.compile(r"^closeMarginPosition$"),
+ re.compile(r"^getMarginPosition$"),
+ ]
+
+ def request(self, path, api='public', method='GET', params={}, headers=None, body=None):
+ """
+ Wrapped to allow retry of non-posting requests"
+ """
+
+ origin_request = super().request
+ kwargs = {
+ "api": api,
+ "method": method,
+ "params": params,
+ "headers": headers,
+ "body": body
+ }
+
+ retriable = any(re.match(call, path) for call in self.RETRIABLE_CALLS)
+ if api == "public" or method == "GET" or retriable:
+ return retry_call(origin_request, fargs=[path], fkwargs=kwargs,
+ tries=10, delay=1, exceptions=(RequestTimeout, InvalidNonce))
+ else:
+ return origin_request(path, **kwargs)
+
+ def __init__(self, *args, **kwargs):
+ super().__init__(*args, **kwargs)
+
+ # For requests logging
+ self.session.origin_request = self.session.request
+ self.session._parent = self
+
+ def request_wrap(self, *args, **kwargs):
+ kwargs["headers"]["X-market-id"] = str(self._parent._market.market_id)
+ kwargs["headers"]["X-user-id"] = str(self._parent._market.user_id)
+ try:
+ r = self.origin_request(*args, **kwargs)
+ self._parent._market.report.log_http_request(args[0],
+ args[1], kwargs["data"], kwargs["headers"], r)
+ return r
+ except (SSLError, RequestException) as e:
+ self._parent._market.report.log_http_request(args[0],
+ args[1], kwargs["data"], kwargs["headers"], e)
+ raise e
+
+ self.session.request = request_wrap.__get__(self.session,
+ self.session.__class__)
+
@staticmethod
def nanoseconds():
return int(time.time() * 1000000000)
- def nonce(self):
- return self.nanoseconds()
-
- def 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)
+ def is_dust_trade(self, amount, rate):
+ if abs(amount) < decimal.Decimal("0.000001"):
+ return True
+ if abs(amount * rate) < decimal.Decimal("0.0001"):
+ return True
+ return False
def fetch_margin_balance(self):
"""
portfolio.market.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"})
See DASH/BTC positions
- {'amount': '-0.10000000', -> DASH empruntés
+ {'amount': '-0.10000000', -> DASH empruntés (à rendre)
'basePrice': '0.06818560', -> à ce prix là (0.06828800 demandé * (1-0.15%))
- 'lendingFees': '0.00000000', -> ce que je dois à mon créditeur
+ 'lendingFees': '0.00000000', -> ce que je dois à mon créditeur en intérêts
'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
+ 'total': '0.00681856', -> valeur totale empruntée en BTC (au moment de l'échange)
+ = amount * basePrice à erreur d'arrondi près
'type': 'short'}
"""
positions = self.privatePostGetMarginPosition({"currencyPair": "all"})
for key, balance in balances.items():
result[key] = {}
for currency, amount in balance.items():
- if currency not in result:
- result[currency] = {}
+ result.setdefault(currency, {})
result[currency][key] = decimal.Decimal(amount)
result[key][currency] = decimal.Decimal(amount)
return result
all_balances = {}
in_positions = {}
+ pending_pl = {}
for currency, exchange_balance in exchange_balances.items():
if currency in ["info", "free", "used", "total"]:
"exchange_used": exchange_balance["used"],
"exchange_total": exchange_balance["total"] - balance_per_type.get("margin", 0),
"exchange_free": exchange_balance["free"] - balance_per_type.get("margin", 0),
- "margin_free": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0),
- "margin_borrowed": 0,
+ # Disponible sur le compte margin
+ "margin_available": balance_per_type.get("margin", 0),
+ # Bloqué en position
+ "margin_in_position": 0,
+ # Emprunté
+ "margin_borrowed": -margin_balance.get("amount", 0),
+ # Total
"margin_total": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0),
+ "margin_pending_gain": 0,
"margin_lending_fees": margin_balance.get("lendingFees", 0),
- "margin_pending_gain": margin_balance.get("pl", 0),
+ "margin_pending_base_gain": margin_balance.get("pl", 0),
"margin_position_type": margin_balance.get("type", None),
"margin_liquidation_price": margin_balance.get("liquidationPrice", 0),
"margin_borrowed_base_price": margin_balance.get("total", 0),
"margin_borrowed_base_currency": margin_balance.get("baseCurrency", None),
}
if len(margin_balance) > 0:
- if margin_balance["baseCurrency"] not in in_positions:
- in_positions[margin_balance["baseCurrency"]] = 0
+ in_positions.setdefault(margin_balance["baseCurrency"], 0)
in_positions[margin_balance["baseCurrency"]] += margin_balance["total"]
+ pending_pl.setdefault(margin_balance["baseCurrency"], 0)
+ pending_pl[margin_balance["baseCurrency"]] += margin_balance["pl"]
+
+ # J’emprunte 0.12062983 que je revends à 0.06003598 BTC/DASH, soit 0.00724213 BTC.
+ # Sur ces 0.00724213 BTC je récupère 0.00724213*(1-0.0015) = 0.00723127 BTC
+ #
+ # -> ordertrades ne tient pas compte des fees
+ # amount = montant vendu (un seul mouvement)
+ # rate = à ce taux
+ # total = total en BTC (pour ce mouvement)
+ # -> marginposition:
+ # amount = ce que je dois rendre
+ # basePrice = prix de vente en tenant compte des fees
+ # (amount * basePrice = la quantité de BTC que j’ai effectivement
+ # reçue à erreur d’arrondi près, utiliser plutôt "total")
+ # total = la quantité de BTC que j’ai reçue
+ # pl = plus value actuelle si je rachetais tout de suite
+ # -> marginaccountsummary:
+ # currentMargin = La marge actuelle (= netValue/totalBorrowedValue)
+ # totalValue = BTC actuellement en margin (déposé)
+ # totalBorrowedValue = sum (amount * ticker[lowestAsk])
+ # pl = sum(pl)
+ # netValue = BTC actuellement en margin (déposé) + pl
+ # Exemple:
+ # In [38]: m.ccxt.private_post_returnordertrades({"orderNumber": "XXXXXXXXXXXX"})
+ # Out[38]:
+ # [{'amount': '0.11882982',
+ # 'currencyPair': 'BTC_DASH',
+ # 'date': '2018-02-26 22:48:35',
+ # 'fee': '0.00150000',
+ # 'globalTradeID': 348891380,
+ # 'rate': '0.06003598',
+ # 'total': '0.00713406',
+ # 'tradeID': 9634443,
+ # 'type': 'sell'},
+ # {'amount': '0.00180000',
+ # 'currencyPair': 'BTC_DASH',
+ # 'date': '2018-02-26 22:48:30',
+ # 'fee': '0.00150000',
+ # 'globalTradeID': 348891375,
+ # 'rate': '0.06003598',
+ # 'total': '0.00010806',
+ # 'tradeID': 9634442,
+ # 'type': 'sell'}]
+ #
+ # In [51]: m.ccxt.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"})
+ # Out[51]:
+ # {'amount': '-0.12062982',
+ # 'basePrice': '0.05994587',
+ # 'lendingFees': '0.00000000',
+ # 'liquidationPrice': '0.15531479',
+ # 'pl': '0.00000122',
+ # 'total': '0.00723126',
+ # 'type': 'short'}
+ # In [52]: m.ccxt.privatePostGetMarginPosition({"currencyPair": "BTC_BTS"})
+ # Out[52]:
+ # {'amount': '-332.97159188',
+ # 'basePrice': '0.00002171',
+ # 'lendingFees': '0.00000000',
+ # 'liquidationPrice': '0.00005543',
+ # 'pl': '0.00029548',
+ # 'total': '0.00723127',
+ # 'type': 'short'}
+ #
+ # In [53]: m.ccxt.privatePostReturnMarginAccountSummary()
+ # Out[53]:
+ # {'currentMargin': '1.04341991',
+ # 'lendingFees': '0.00000000',
+ # 'netValue': '0.01478093',
+ # 'pl': '0.00029666',
+ # 'totalBorrowedValue': '0.01416585',
+ # 'totalValue': '0.01448427'}
+
for currency, in_position in in_positions.items():
all_balances[currency]["total"] += in_position
+ all_balances[currency]["margin_in_position"] += in_position
all_balances[currency]["margin_total"] += in_position
- all_balances[currency]["margin_borrowed"] += in_position
+
+ for currency, pl in pending_pl.items():
+ all_balances[currency]["margin_pending_gain"] += pl
return all_balances
+ def order_precision(self, symbol):
+ self.load_markets()
+ return self.markets[symbol]['precision']['price']
+
+ def 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
+
+ def close_margin_position(self, currency, base_currency):
+ """
+ closeMarginPosition({"currencyPair": "BTC_DASH"})
+ fermer la position au prix du marché
+ """
+ symbol = "{}_{}".format(base_currency, currency)
+ self.privatePostCloseMarginPosition({"currencyPair": symbol})
+
+ def tradable_balances(self):
+ """
+ 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
+ """
+
+ tradable_balances = self.privatePostReturnTradableBalances()
+ for symbol, balances in tradable_balances.items():
+ for currency, balance in balances.items():
+ balances[currency] = decimal.Decimal(balance)
+ return tradable_balances
+
+ def margin_summary(self):
+ """
+ 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 empruntée convertie en BTC.
+ (= sum(amount * ticker[lowerAsk]) pour amount dans marginposition)
+ 'totalValue': '0.01000000'} -> balance (collateral déposé en margin)
+ """
+ summary = self.privatePostReturnMarginAccountSummary()
+
+ return {
+ "current_margin": decimal.Decimal(summary["currentMargin"]),
+ "lending_fees": decimal.Decimal(summary["lendingFees"]),
+ "gains": decimal.Decimal(summary["pl"]),
+ "total_borrowed": decimal.Decimal(summary["totalBorrowedValue"]),
+ "total": decimal.Decimal(summary["totalValue"]),
+ }
+
+ def fetch_nth_order_book(self, symbol, action, number):
+ book = self.fetch_order_book(symbol, limit=number)
+ return decimal.Decimal(book[action + "s"][-1][0])
+
+ def nonce(self):
+ """
+ Wrapped to allow nonce with other libraries
+ """
+ return self.nanoseconds()
+
+ def fetch_balance(self, params={}):
+ """
+ Wrapped to get decimals
+ """
+ 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)
+
def parse_ticker(self, ticker, market=None):
+ """
+ Wrapped to get decimals
+ """
timestamp = self.milliseconds()
symbol = None
if market:
'info': ticker,
}
- def create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}):
+ def create_order(self, symbol, type, side, amount, price=None, account="exchange", lending_rate=None, params={}):
+ """
+ Wrapped to handle margin and exchange accounts, and get decimals
+ """
if type == 'market':
raise ExchangeError(self.id + ' allows limit orders only')
self.load_markets()
- method = 'privatePostMargin' + self.capitalize(side)
+ if account == "exchange":
+ method = 'privatePost' + self.capitalize(side)
+ elif account == "margin":
+ method = 'privatePostMargin' + self.capitalize(side)
+ if lending_rate is not None:
+ params = self.extend({"lendingRate": lending_rate}, params)
+ else:
+ raise NotImplementedError
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),
self.orders[id] = order
return self.extend({'info': response}, order)
- def create_exchange_order(self, symbol, type, side, amount, price=None, params={}):
- return super(poloniexE, self).create_order(symbol, type, side, amount, price=price, params=params)
-
- def 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 order_precision(self, symbol):
- return 8
-
- def 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
-
- def close_margin_position(self, currency, base_currency):
+ def price_to_precision(self, symbol, price):
"""
- closeMarginPosition({"currencyPair": "BTC_DASH"})
- fermer la position au prix du marché
+ Wrapped to avoid float
"""
- symbol = "{}_{}".format(base_currency, currency)
- self.privatePostCloseMarginPosition({"currencyPair": symbol})
+ return ('{:.' + str(self.markets[symbol]['precision']['price']) + 'f}').format(price).rstrip("0").rstrip(".")
- def tradable_balances(self):
+ def amount_to_precision(self, symbol, amount):
"""
- 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
+ Wrapped to avoid float
"""
+ return ('{:.' + str(self.markets[symbol]['precision']['amount']) + 'f}').format(amount).rstrip("0").rstrip(".")
- tradable_balances = self.privatePostReturnTradableBalances()
- for symbol, balances in tradable_balances.items():
- for currency, balance in balances.items():
- balances[currency] = decimal.Decimal(balance)
- return tradable_balances
-
- def margin_summary(self):
+ def common_currency_code(self, currency):
"""
- 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
+ Wrapped to avoid the currency translation
"""
- summary = self.privatePostReturnMarginAccountSummary()
-
- return {
- "current_margin": decimal.Decimal(summary["currentMargin"]),
- "lending_fees": decimal.Decimal(summary["lendingFees"]),
- "gains": decimal.Decimal(summary["pl"]),
- "total_borrowed": decimal.Decimal(summary["totalBorrowedValue"]),
- "total": decimal.Decimal(summary["totalValue"]),
- }
+ return currency
+ def currency_id(self, currency):
+ """
+ Wrapped to avoid the currency translation
+ """
+ return currency
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff