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import time
from ccxt import ExchangeError
from store import *
def move_balances(market, debug=False):
needed_in_margin = {}
for trade in TradeStore.all:
if trade.trade_type == "short":
if trade.value_to.currency not in needed_in_margin:
needed_in_margin[trade.value_to.currency] = 0
needed_in_margin[trade.value_to.currency] += abs(trade.value_to)
for currency, needed in needed_in_margin.items():
current_balance = BalanceStore.all[currency].margin_free
delta = (needed - current_balance).value
# FIXME: don't remove too much if there are open margin position
if delta > 0:
if debug:
print("market.transfer_balance({}, {}, 'exchange', 'margin')".format(currency, delta))
else:
market.transfer_balance(currency, delta, "exchange", "margin")
elif delta < 0:
if debug:
print("market.transfer_balance({}, {}, 'margin', 'exchange')".format(currency, -delta))
else:
market.transfer_balance(currency, -delta, "margin", "exchange")
BalanceStore.fetch_balances(market)
ticker_cache = {}
ticker_cache_timestamp = time.time()
def get_ticker(c1, c2, market, refresh=False):
global ticker_cache, ticker_cache_timestamp
def invert(ticker):
return {
"inverted": True,
"average": (1/ticker["bid"] + 1/ticker["ask"]) / 2,
"original": ticker,
}
def augment_ticker(ticker):
ticker.update({
"inverted": False,
"average": (ticker["bid"] + ticker["ask"] ) / 2,
})
if time.time() - ticker_cache_timestamp > 5:
ticker_cache = {}
ticker_cache_timestamp = time.time()
elif not refresh:
if (c1, c2, market.__class__) in ticker_cache:
return ticker_cache[(c1, c2, market.__class__)]
if (c2, c1, market.__class__) in ticker_cache:
return invert(ticker_cache[(c2, c1, market.__class__)])
try:
ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2))
augment_ticker(ticker_cache[(c1, c2, market.__class__)])
except ExchangeError:
try:
ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1))
augment_ticker(ticker_cache[(c2, c1, market.__class__)])
except ExchangeError:
ticker_cache[(c1, c2, market.__class__)] = None
return get_ticker(c1, c2, market)
fees_cache = {}
def fetch_fees(market):
global fees_cache
if market.__class__ not in fees_cache:
fees_cache[market.__class__] = market.fetch_fees()
return fees_cache[market.__class__]
def prepare_trades(market, base_currency="BTC", compute_value="average", debug=False):
BalanceStore.fetch_balances(market)
values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value)
total_base_value = sum(values_in_base.values())
new_repartition = BalanceStore.dispatch_assets(total_base_value)
# Recompute it in case we have new currencies
values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value)
TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug)
def update_trades(market, base_currency="BTC", compute_value="average", only=None, debug=False):
BalanceStore.fetch_balances(market)
values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value)
total_base_value = sum(values_in_base.values())
new_repartition = BalanceStore.dispatch_assets(total_base_value)
TradeStore.compute_trades(values_in_base, new_repartition, only=only, market=market, debug=debug)
def prepare_trades_to_sell_all(market, base_currency="BTC", compute_value="average", debug=False):
BalanceStore.fetch_balances(market)
values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value)
total_base_value = sum(values_in_base.values())
new_repartition = BalanceStore.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") })
TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug)
def follow_orders(verbose=True, sleep=None):
if sleep is None:
sleep = 7 if TradeStore.debug else 30
tick = 0
while len(TradeStore.all_orders(state="open")) > 0:
time.sleep(sleep)
tick += 1
for order in TradeStore.all_orders(state="open"):
if order.get_status() != "open":
if verbose:
print("finished {}".format(order))
else:
order.trade.update_order(order, tick)
if verbose:
print("All orders finished")
def print_orders(market, base_currency="BTC"):
prepare_trades(market, base_currency=base_currency, compute_value="average")
TradeStore.prepare_orders(compute_value="average")
for currency, balance in BalanceStore.all.items():
print(balance)
TradeStore.print_all_with_order()
def process_sell_needed__1_sell(market, base_currency="BTC", debug=False):
prepare_trades(market, base_currency=base_currency, debug=debug)
TradeStore.prepare_orders(compute_value="average", only="dispose")
print("------------------")
for currency, balance in BalanceStore.all.items():
print(balance)
print("------------------")
TradeStore.print_all_with_order()
print("------------------")
TradeStore.run_orders()
follow_orders()
def process_sell_needed__2_sell(market, base_currency="BTC", debug=False):
update_trades(market, base_currency=base_currency, debug=debug, only="acquire")
TradeStore.prepare_orders(compute_value="average", only="acquire")
print("------------------")
for currency, balance in BalanceStore.all.items():
print(balance)
print("------------------")
TradeStore.print_all_with_order()
print("------------------")
move_balances(market, debug=debug)
TradeStore.run_orders()
follow_orders()
def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False):
prepare_trades_to_sell_all(market, base_currency=base_currency, debug=debug)
TradeStore.prepare_orders(compute_value="average")
print("------------------")
for currency, balance in BalanceStore.all.items():
print(balance)
print("------------------")
TradeStore.print_all_with_order()
print("------------------")
TradeStore.run_orders()
follow_orders()
def process_sell_all__2_all_buy(market, base_currency="BTC", debug=False):
prepare_trades(market, base_currency=base_currency, debug=debug)
TradeStore.prepare_orders()
print("------------------")
for currency, balance in BalanceStore.all.items():
print(balance)
print("------------------")
TradeStore.print_all_with_order()
print("------------------")
move_balances(market, debug=debug)
TradeStore.run_orders()
follow_orders()
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