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import ccxt
import decimal
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_balances(self):
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"]),
"base_currency": base_currency,
}
return parsed
ccxt.poloniex.fetch_margin_balances = poloniex_fetch_margin_balances
def poloniex_fetch_balance_with_margin(self, params={}):
exchange_balance = self.fetch_balance(params=params)
margin_balances = self.fetch_margin_balances()
for currency, balance in margin_balances.items():
assert exchange_balance[currency]["total"] == 0
assert balance["type"] == "short"
exchange_balance[currency]["total"] = balance["amount"]
exchange_balance[currency]["marginPosition"] = balance
return exchange_balance
ccxt.poloniex.fetch_balance_with_margin = poloniex_fetch_balance_with_margin
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
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
# portfolio.market.create_order("DASH/BTC", "limit", "sell", 0.1, price=0.06828800, account="margin")
# 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
# 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
# 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'}
# closeMarginPosition({"currencyPair": "BTC_DASH"}) : fermer la position au prix
# du marché
# Nécessaire à la fin
# portfolio.market.create_order("DASH/BTC", "limit", "buy", 0.1, price=0.06726487, account="margin")
# portfolio.market.fetch_balance_per_type()
# Ne suffit pas pour calculer les positions: ne contient que les 0.01 envoyés
# TODO: vérifier si fetch_balance marque ces 0.01 comme disponibles -> oui
market = ccxt.poloniex({
"apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX",
"secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef",
})
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