Add first steps for margin trading

diff --git a/market.py b/market.py
index 63eff5a87ea089c6043964a72e7af1257422ebe9..1601e2dce82ec6d3e2b63624bd355755bd565b8e 100644 (file)
--- a/market.py
+++ b/market.py
@@ -25,6 +25,19 @@ def poloniex_fetch_balance(self, params={}):
     return self.parse_balance(result)
 ccxt.poloniex.fetch_balance = poloniex_fetch_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_parse_ticker(self, ticker, market=None):
     timestamp = self.milliseconds()
     symbol = None
@@ -51,7 +64,47 @@ def poloniex_parse_ticker(self, ticker, market=None):
         '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)
+
+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
+ccxt.poloniex.create_exchange_order = ccxt.poloniex.create_order
+ccxt.poloniex.create_order = poloniex_create_order
+
 market = ccxt.poloniex({
     "apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX",
     "secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef",
     })
+

diff --git a/portfolio.py b/portfolio.py
index 1fe56b5992222f8eafddae8479ae0fdbb9f1b987..3257bcff8b2d91301ef08f5dc0efe309516f8f0a 100644 (file)
--- a/portfolio.py
+++ b/portfolio.py
@@ -467,12 +467,13 @@ class Trade:
             print("\t", order, sep="")
 
 class Order:
-    def __init__(self, action, amount, rate, base_currency, market):
+    def __init__(self, action, amount, rate, base_currency, market, account="exchange"):
         self.action = action
         self.amount = amount
         self.rate = rate
         self.base_currency = base_currency
         self.market = market
+        self.account = account
         self.result = None
         self.status = "pending"
 
@@ -498,16 +499,16 @@ class Order:
         amount = self.amount.value
 
         if debug:
-            print("market.create_order('{}', 'limit', '{}', {}, price={})".format(
-                symbol, self.action, amount, self.rate))
+            print("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(
+                symbol, self.action, amount, self.rate, self.account))
         else:
             try:
-                self.result = self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate)
+                self.result = self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account)
                 self.status = "open"
             except Exception as e:
                 self.status = "error"
-                print("error when running market.create_order('{}', 'limit', '{}', {}, price={})".format(
-                    symbol, self.action, amount, self.rate))
+                print("error when running market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(
+                    symbol, self.action, amount, self.rate, self.account))
                 self.error_message = str("{}: {}".format(e.__class__.__name__, e))
                 print(self.error_message)
 

diff --git a/test.py b/test.py
index b7476175166721d25ab18c8e02dbfd404b4357d5..8a6ba50ea6d54c93786732d7510dc55ca9ada599 100644 (file)
--- a/test.py
+++ b/test.py
@@ -676,7 +676,7 @@ class AcceptanceTest(unittest.TestCase):
         self.assertEqual(D("0.00003003"), all_orders[1].rate)
 
 
-        def create_order(symbol, type, action, amount, price=None):
+        def create_order(symbol, type, action, amount, price=None, account="exchange"):
             self.assertEqual("limit", type)
             if symbol == "ETH/BTC":
                 self.assertEqual("sell", action)
@@ -771,7 +771,6 @@ class AcceptanceTest(unittest.TestCase):
         # Action 6
         portfolio.Trade.prepare_orders(only="buy", compute_value=lambda x, y: x["ask"])
 
-
         all_orders = portfolio.Trade.all_orders(state="pending")
         self.assertEqual(3, len(all_orders))
         self.assertEqual(portfolio.Amount("ETC", D("38.5")/3), all_orders[0].amount)