First script skeleton

diff --git a/script.py b/script.py
new file mode 100644 (file)
index 0000000..4732533
--- /dev/null
+++ b/script.py
@@ -0,0 +1,94 @@
+import ccxt
+
+max_digits = 18
+current_assets = {
+        "ETH":  int(2.00000000 * 10**max_digits),
+        "BTC":  int(1.23000000 * 10**max_digits),
+        "ZEC":  int(2.00000000 * 10**max_digits),
+        "SC" :  int(2.000000000 * 10**max_digits),
+        }
+
+repartition_pertenthousand = {
+        "BTC":  2857,
+        "ZEC":  3701,
+        "DOGE": 1805,
+        "DGB":  1015,
+        "SC":    623,
+        }
+
+market = ccxt.poloniex()
+
+def formatted_price(value):
+    return round(value / 10**max_digits, 8)
+
+def get_ticker(c1, c2, market):
+    try:
+        return market.fetch_ticker("{}/{}".format(c1, c2))
+    except ccxt.ExchangeError:
+        try:
+            ticker = market.fetch_ticker("{}/{}".format(c2, c1))
+            return {
+                    "bid": float(1/ticker["ask"]),
+                    "ask": float(1/ticker["bid"]),
+                    }
+        except ccxt.ExchangeError:
+            return None
+
+def assets_value(assets, market, base_currency="BTC"):
+    repartition_in_base_currency = {}
+    for currency, asset_value in assets.items():
+        if currency == base_currency:
+            repartition_in_base_currency[currency] = asset_value
+        else:
+            asset_ticker = get_ticker(currency, base_currency, market)
+            if asset_ticker is None:
+                raise Exception("This asset is not available in the chosen market")
+            repartition_in_base_currency[currency] = int(asset_ticker["bid"] * asset_value)
+    return repartition_in_base_currency
+
+def dispatch_assets(base_currency_value, repartition_pertenthousand, market, base_currency="BTC"):
+    sum_pertenthousand = sum([v for k, v in repartition_pertenthousand.items()])
+    repartition_in_base_currency = {}
+    for currency, ptt in repartition_pertenthousand.items():
+        repartition_in_base_currency[currency] = int(ptt * base_currency_value / sum_pertenthousand)
+    return repartition_in_base_currency
+
+def give_orders(current_assets, repartition_pertenthousand, market, base_currency="BTC"):
+    value_in_base = assets_value(current_assets, market, base_currency=base_currency)
+    total_base_value = sum([ v for k, v in value_in_base.items()])
+
+    new_repartition = dispatch_assets(total_base_value, repartition_pertenthousand, market, base_currency=base_currency)
+    mouvements = {}
+
+    for key in set(value_in_base.keys()).union(set(new_repartition.keys())):
+        mouvements[key] = value_in_base.get(key, 0) - new_repartition.get(key, 0)
+
+    print("assets before repartition:")
+    for currency, value in current_assets.items():
+        print("holding {} {}".format(
+            formatted_price(value),
+            currency))
+    print("------------")
+    for currency, value in mouvements.items():
+        if currency == base_currency:
+            continue
+        asset_ticker = get_ticker(currency, base_currency, market)
+        if value > 0:
+            action = "sell"
+            currency_price = int(value / asset_ticker["bid"])
+        else:
+            action = "buy"
+            currency_price = int(value / asset_ticker["ask"])
+        if value != 0:
+            print("need to {} {} {}'s worth of {}, i.e. {} {}".format(
+                action,
+                formatted_price(abs(value)),
+                base_currency,
+                currency,
+                formatted_price(abs(currency_price)),
+                currency))
+    print("------------\nassets after repartition:")
+    for currency, value in new_repartition.items():
+        print("holding {} {}".format(formatted_price(value), currency))
+
+give_orders(current_assets, repartition_pertenthousand, market)