diff options
Diffstat (limited to 'market.py')
-rw-r--r-- | market.py | 244 |
1 files changed, 1 insertions, 243 deletions
@@ -1,247 +1,5 @@ | |||
1 | import ccxt | 1 | import ccxt_wrapper as ccxt |
2 | import decimal | ||
3 | 2 | ||
4 | def exchange_sum(self, *args): | ||
5 | return sum([arg for arg in args if isinstance(arg, (float, int, decimal.Decimal))]) | ||
6 | ccxt.Exchange.sum = exchange_sum | ||
7 | |||
8 | def poloniex_fetch_balance(self, params={}): | ||
9 | self.load_markets() | ||
10 | balances = self.privatePostReturnCompleteBalances(self.extend({ | ||
11 | 'account': 'all', | ||
12 | }, params)) | ||
13 | result = {'info': balances} | ||
14 | currencies = list(balances.keys()) | ||
15 | for c in range(0, len(currencies)): | ||
16 | id = currencies[c] | ||
17 | balance = balances[id] | ||
18 | currency = self.common_currency_code(id) | ||
19 | account = { | ||
20 | 'free': decimal.Decimal(balance['available']), | ||
21 | 'used': decimal.Decimal(balance['onOrders']), | ||
22 | 'total': decimal.Decimal(0.0), | ||
23 | } | ||
24 | account['total'] = self.sum(account['free'], account['used']) | ||
25 | result[currency] = account | ||
26 | return self.parse_balance(result) | ||
27 | ccxt.poloniex.fetch_balance = poloniex_fetch_balance | ||
28 | |||
29 | def poloniex_fetch_margin_balance(self): | ||
30 | """ | ||
31 | portfolio.market.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"}) | ||
32 | See DASH/BTC positions | ||
33 | {'amount': '-0.10000000', -> DASH empruntés | ||
34 | 'basePrice': '0.06818560', -> à ce prix là (0.06828800 demandé * (1-0.15%)) | ||
35 | 'lendingFees': '0.00000000', -> ce que je dois à mon créditeur | ||
36 | 'liquidationPrice': '0.15107132', -> prix auquel ça sera liquidé (dépend de ce que j’ai déjà sur mon compte margin) | ||
37 | 'pl': '-0.00000371', -> plus-value latente si je rachète tout de suite (négatif = perdu) | ||
38 | 'total': '0.00681856', -> valeur totale empruntée en BTC | ||
39 | 'type': 'short'} | ||
40 | """ | ||
41 | positions = self.privatePostGetMarginPosition({"currencyPair": "all"}) | ||
42 | parsed = {} | ||
43 | for symbol, position in positions.items(): | ||
44 | if position["type"] == "none": | ||
45 | continue | ||
46 | base_currency, currency = symbol.split("_") | ||
47 | parsed[currency] = { | ||
48 | "amount": decimal.Decimal(position["amount"]), | ||
49 | "borrowedPrice": decimal.Decimal(position["basePrice"]), | ||
50 | "lendingFees": decimal.Decimal(position["lendingFees"]), | ||
51 | "pl": decimal.Decimal(position["pl"]), | ||
52 | "liquidationPrice": decimal.Decimal(position["liquidationPrice"]), | ||
53 | "type": position["type"], | ||
54 | "total": decimal.Decimal(position["total"]), | ||
55 | "baseCurrency": base_currency, | ||
56 | } | ||
57 | return parsed | ||
58 | ccxt.poloniex.fetch_margin_balance = poloniex_fetch_margin_balance | ||
59 | |||
60 | def poloniex_fetch_balance_per_type(self): | ||
61 | balances = self.privatePostReturnAvailableAccountBalances() | ||
62 | result = {'info': balances} | ||
63 | for key, balance in balances.items(): | ||
64 | result[key] = {} | ||
65 | for currency, amount in balance.items(): | ||
66 | if currency not in result: | ||
67 | result[currency] = {} | ||
68 | result[currency][key] = decimal.Decimal(amount) | ||
69 | result[key][currency] = decimal.Decimal(amount) | ||
70 | return result | ||
71 | ccxt.poloniex.fetch_balance_per_type = poloniex_fetch_balance_per_type | ||
72 | |||
73 | def poloniex_fetch_all_balances(self): | ||
74 | exchange_balances = self.fetch_balance() | ||
75 | margin_balances = self.fetch_margin_balance() | ||
76 | balances_per_type = self.fetch_balance_per_type() | ||
77 | |||
78 | all_balances = {} | ||
79 | in_positions = {} | ||
80 | |||
81 | for currency, exchange_balance in exchange_balances.items(): | ||
82 | if currency in ["info", "free", "used", "total"]: | ||
83 | continue | ||
84 | |||
85 | margin_balance = margin_balances.get(currency, {}) | ||
86 | balance_per_type = balances_per_type.get(currency, {}) | ||
87 | |||
88 | all_balances[currency] = { | ||
89 | "total": exchange_balance["total"] + margin_balance.get("amount", 0), | ||
90 | "exchange_used": exchange_balance["used"], | ||
91 | "exchange_total": exchange_balance["total"] - balance_per_type.get("margin", 0), | ||
92 | "exchange_free": exchange_balance["free"] - balance_per_type.get("margin", 0), | ||
93 | "margin_free": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0), | ||
94 | "margin_borrowed": 0, | ||
95 | "margin_total": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0), | ||
96 | "margin_lending_fees": margin_balance.get("lendingFees", 0), | ||
97 | "margin_pending_gain": margin_balance.get("pl", 0), | ||
98 | "margin_position_type": margin_balance.get("type", None), | ||
99 | "margin_liquidation_price": margin_balance.get("liquidationPrice", 0), | ||
100 | "margin_borrowed_base_price": margin_balance.get("total", 0), | ||
101 | "margin_borrowed_base_currency": margin_balance.get("baseCurrency", None), | ||
102 | } | ||
103 | if len(margin_balance) > 0: | ||
104 | if margin_balance["baseCurrency"] not in in_positions: | ||
105 | in_positions[margin_balance["baseCurrency"]] = 0 | ||
106 | in_positions[margin_balance["baseCurrency"]] += margin_balance["total"] | ||
107 | |||
108 | for currency, in_position in in_positions.items(): | ||
109 | all_balances[currency]["total"] += in_position | ||
110 | all_balances[currency]["margin_total"] += in_position | ||
111 | all_balances[currency]["margin_borrowed"] += in_position | ||
112 | |||
113 | return all_balances | ||
114 | ccxt.poloniex.fetch_all_balances = poloniex_fetch_all_balances | ||
115 | |||
116 | def poloniex_parse_ticker(self, ticker, market=None): | ||
117 | timestamp = self.milliseconds() | ||
118 | symbol = None | ||
119 | if market: | ||
120 | symbol = market['symbol'] | ||
121 | return { | ||
122 | 'symbol': symbol, | ||
123 | 'timestamp': timestamp, | ||
124 | 'datetime': self.iso8601(timestamp), | ||
125 | 'high': decimal.Decimal(ticker['high24hr']), | ||
126 | 'low': decimal.Decimal(ticker['low24hr']), | ||
127 | 'bid': decimal.Decimal(ticker['highestBid']), | ||
128 | 'ask': decimal.Decimal(ticker['lowestAsk']), | ||
129 | 'vwap': None, | ||
130 | 'open': None, | ||
131 | 'close': None, | ||
132 | 'first': None, | ||
133 | 'last': decimal.Decimal(ticker['last']), | ||
134 | 'change': decimal.Decimal(ticker['percentChange']), | ||
135 | 'percentage': None, | ||
136 | 'average': None, | ||
137 | 'baseVolume': decimal.Decimal(ticker['quoteVolume']), | ||
138 | 'quoteVolume': decimal.Decimal(ticker['baseVolume']), | ||
139 | 'info': ticker, | ||
140 | } | ||
141 | ccxt.poloniex.parse_ticker = poloniex_parse_ticker | ||
142 | |||
143 | def poloniex_create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}): | ||
144 | if type == 'market': | ||
145 | raise ccxt.ExchangeError(self.id + ' allows limit orders only') | ||
146 | self.load_markets() | ||
147 | method = 'privatePostMargin' + self.capitalize(side) | ||
148 | market = self.market(symbol) | ||
149 | price = float(price) | ||
150 | amount = float(amount) | ||
151 | if lending_rate is not None: | ||
152 | params = self.extend({"lendingRate": lending_rate}, params) | ||
153 | response = getattr(self, method)(self.extend({ | ||
154 | 'currencyPair': market['id'], | ||
155 | 'rate': self.price_to_precision(symbol, price), | ||
156 | 'amount': self.amount_to_precision(symbol, amount), | ||
157 | }, params)) | ||
158 | timestamp = self.milliseconds() | ||
159 | order = self.parse_order(self.extend({ | ||
160 | 'timestamp': timestamp, | ||
161 | 'status': 'open', | ||
162 | 'type': type, | ||
163 | 'side': side, | ||
164 | 'price': price, | ||
165 | 'amount': amount, | ||
166 | }, response), market) | ||
167 | id = order['id'] | ||
168 | self.orders[id] = order | ||
169 | return self.extend({'info': response}, order) | ||
170 | ccxt.poloniex.create_margin_order = poloniex_create_margin_order | ||
171 | |||
172 | def poloniex_create_order(self, symbol, type, side, amount, price=None, account="exchange", lending_rate=None, params={}): | ||
173 | if account == "exchange": | ||
174 | return self.create_exchange_order(symbol, type, side, amount, price=price, params=params) | ||
175 | elif account == "margin": | ||
176 | return self.create_margin_order(symbol, type, side, amount, price=price, lending_rate=lending_rate, params=params) | ||
177 | else: | ||
178 | raise NotImplementedError | ||
179 | |||
180 | def poloniex_order_precision(self, symbol): | ||
181 | return 8 | ||
182 | |||
183 | ccxt.poloniex.create_exchange_order = ccxt.poloniex.create_order | ||
184 | ccxt.poloniex.create_order = poloniex_create_order | ||
185 | ccxt.poloniex.order_precision = poloniex_order_precision | ||
186 | |||
187 | def poloniex_transfer_balance(self, currency, amount, from_account, to_account): | ||
188 | result = self.privatePostTransferBalance({ | ||
189 | "currency": currency, | ||
190 | "amount": amount, | ||
191 | "fromAccount": from_account, | ||
192 | "toAccount": to_account, | ||
193 | "confirmed": 1}) | ||
194 | return result["success"] == 1 | ||
195 | ccxt.poloniex.transfer_balance = poloniex_transfer_balance | ||
196 | |||
197 | def poloniex_close_margin_position(self, currency, base_currency): | ||
198 | """ | ||
199 | closeMarginPosition({"currencyPair": "BTC_DASH"}) | ||
200 | fermer la position au prix du marché | ||
201 | """ | ||
202 | symbol = "{}_{}".format(base_currency, currency) | ||
203 | self.privatePostCloseMarginPosition({"currencyPair": symbol}) | ||
204 | ccxt.poloniex.close_margin_position = poloniex_close_margin_position | ||
205 | |||
206 | def poloniex_tradable_balances(self): | ||
207 | """ | ||
208 | portfolio.market.privatePostReturnTradableBalances() | ||
209 | Returns tradable balances in margin | ||
210 | 'BTC_DASH': {'BTC': '0.01266999', 'DASH': '0.08574839'}, | ||
211 | Je peux emprunter jusqu’à 0.08574839 DASH ou 0.01266999 BTC (une position est déjà ouverte) | ||
212 | 'BTC_CLAM': {'BTC': '0.00585143', 'CLAM': '7.79300395'}, | ||
213 | Je peux emprunter 7.7 CLAM pour les vendre contre des BTC, ou emprunter 0.00585143 BTC pour acheter des CLAM | ||
214 | """ | ||
215 | |||
216 | tradable_balances = self.privatePostReturnTradableBalances() | ||
217 | for symbol, balances in tradable_balances.items(): | ||
218 | for currency, balance in balances.items(): | ||
219 | balances[currency] = decimal.Decimal(balance) | ||
220 | return tradable_balances | ||
221 | ccxt.poloniex.fetch_tradable_balances = poloniex_tradable_balances | ||
222 | |||
223 | def poloniex_margin_summary(self): | ||
224 | """ | ||
225 | portfolio.market.privatePostReturnMarginAccountSummary() | ||
226 | Returns current informations for margin | ||
227 | {'currentMargin': '1.49680968', -> marge (ne doit pas descendre sous 20% / 0.2) | ||
228 | = netValue / totalBorrowedValue | ||
229 | 'lendingFees': '0.00000000', -> fees totaux | ||
230 | 'netValue': '0.01008254', -> balance + plus-value | ||
231 | 'pl': '0.00008254', -> plus value latente (somme des positions) | ||
232 | 'totalBorrowedValue': '0.00673602', -> valeur en BTC empruntée | ||
233 | 'totalValue': '0.01000000'} -> valeur totale en compte | ||
234 | """ | ||
235 | summary = self.privatePostReturnMarginAccountSummary() | ||
236 | |||
237 | return { | ||
238 | "current_margin": decimal.Decimal(summary["currentMargin"]), | ||
239 | "lending_fees": decimal.Decimal(summary["lendingFees"]), | ||
240 | "gains": decimal.Decimal(summary["pl"]), | ||
241 | "total_borrowed": decimal.Decimal(summary["totalBorrowedValue"]), | ||
242 | "total": decimal.Decimal(summary["totalValue"]), | ||
243 | } | ||
244 | ccxt.poloniex.margin_summary = poloniex_margin_summary | ||
245 | market = ccxt.poloniex({ | 3 | market = ccxt.poloniex({ |
246 | "apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX", | 4 | "apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX", |
247 | "secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef", | 5 | "secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef", |