--- /dev/null
+from ccxt import *
+import decimal
+
+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
+
+def _cw_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)
+poloniex.fetch_balance = _cw_poloniex_fetch_balance
+
+def _cw_poloniex_fetch_margin_balance(self):
+ """
+ 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'}
+ """
+ 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"]),
+ "baseCurrency": base_currency,
+ }
+ return parsed
+poloniex.fetch_margin_balance = _cw_poloniex_fetch_margin_balance
+
+def _cw_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
+poloniex.fetch_balance_per_type = _cw_poloniex_fetch_balance_per_type
+
+def _cw_poloniex_fetch_all_balances(self):
+ exchange_balances = self.fetch_balance()
+ margin_balances = self.fetch_margin_balance()
+ balances_per_type = self.fetch_balance_per_type()
+
+ all_balances = {}
+ in_positions = {}
+
+ for currency, exchange_balance in exchange_balances.items():
+ if currency in ["info", "free", "used", "total"]:
+ continue
+
+ margin_balance = margin_balances.get(currency, {})
+ balance_per_type = balances_per_type.get(currency, {})
+
+ all_balances[currency] = {
+ "total": exchange_balance["total"] + margin_balance.get("amount", 0),
+ "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,
+ "margin_total": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0),
+ "margin_lending_fees": margin_balance.get("lendingFees", 0),
+ "margin_pending_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[margin_balance["baseCurrency"]] += margin_balance["total"]
+
+ for currency, in_position in in_positions.items():
+ all_balances[currency]["total"] += in_position
+ all_balances[currency]["margin_total"] += in_position
+ all_balances[currency]["margin_borrowed"] += in_position
+
+ return all_balances
+poloniex.fetch_all_balances = _cw_poloniex_fetch_all_balances
+
+def _cw_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,
+ }
+poloniex.parse_ticker = _cw_poloniex_parse_ticker
+
+def _cw_poloniex_create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}):
+ if type == 'market':
+ raise 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)
+poloniex.create_margin_order = _cw_poloniex_create_margin_order
+
+def _cw_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 _cw_poloniex_order_precision(self, symbol):
+ return 8
+
+poloniex.create_exchange_order = poloniex.create_order
+poloniex.create_order = _cw_poloniex_create_order
+poloniex.order_precision = _cw_poloniex_order_precision
+
+def _cw_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
+poloniex.transfer_balance = _cw_poloniex_transfer_balance
+
+def _cw_poloniex_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})
+poloniex.close_margin_position = _cw_poloniex_close_margin_position
+
+def _cw_poloniex_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
+poloniex.fetch_tradable_balances = _cw_poloniex_tradable_balances
+
+def _cw_poloniex_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 en BTC empruntée
+ 'totalValue': '0.01000000'} -> valeur totale en compte
+ """
+ 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"]),
+ }
+poloniex.margin_summary = _cw_poloniex_margin_summary
+
+
-import ccxt
-import decimal
+import ccxt_wrapper as ccxt
-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_balance(self):
- """
- 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'}
- """
- 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"]),
- "baseCurrency": base_currency,
- }
- return parsed
-ccxt.poloniex.fetch_margin_balance = poloniex_fetch_margin_balance
-
-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_fetch_all_balances(self):
- exchange_balances = self.fetch_balance()
- margin_balances = self.fetch_margin_balance()
- balances_per_type = self.fetch_balance_per_type()
-
- all_balances = {}
- in_positions = {}
-
- for currency, exchange_balance in exchange_balances.items():
- if currency in ["info", "free", "used", "total"]:
- continue
-
- margin_balance = margin_balances.get(currency, {})
- balance_per_type = balances_per_type.get(currency, {})
-
- all_balances[currency] = {
- "total": exchange_balance["total"] + margin_balance.get("amount", 0),
- "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,
- "margin_total": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0),
- "margin_lending_fees": margin_balance.get("lendingFees", 0),
- "margin_pending_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[margin_balance["baseCurrency"]] += margin_balance["total"]
-
- for currency, in_position in in_positions.items():
- all_balances[currency]["total"] += in_position
- all_balances[currency]["margin_total"] += in_position
- all_balances[currency]["margin_borrowed"] += in_position
-
- return all_balances
-ccxt.poloniex.fetch_all_balances = poloniex_fetch_all_balances
-
-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
-
-def poloniex_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})
-ccxt.poloniex.close_margin_position = poloniex_close_margin_position
-
-def poloniex_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
-ccxt.poloniex.fetch_tradable_balances = poloniex_tradable_balances
-
-def poloniex_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 en BTC empruntée
- 'totalValue': '0.01000000'} -> valeur totale en compte
- """
- 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"]),
- }
-ccxt.poloniex.margin_summary = poloniex_margin_summary
market = ccxt.poloniex({
"apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX",
"secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef",
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / commitdiff
