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import ccxt
# Put your poloniex api key in market.py
from market import market
def static_var(varname, value):
def decorate(func):
setattr(func, varname, value)
return func
return decorate
max_digits = 18
current_assets = {
"ETH": int(2.00000000 * 10**max_digits),
"BTC": int(1.23000000 * 10**max_digits),
"ZEC": int(2.00000000 * 10**max_digits),
"SC" : int(2.000000000 * 10**max_digits),
}
repartition_pertenthousand = {
"BTC": 2857,
"ZEC": 3701,
"DOGE": 1805,
"DGB": 1015,
"SC": 623,
}
def formatted_price(value):
return round(value / 10**max_digits, 8)
@static_var("cache", {})
def get_ticker(c1, c2, market):
def invert(ticker):
return {
"bid": float(1/ticker["ask"]),
"ask": float(1/ticker["bid"]),
}
if (c1, c2, market.__class__) in get_ticker.cache:
return get_ticker.cache[(c1, c2, market.__class__)]
if (c2, c1, market.__class__) in get_ticker.cache:
return invert(get_ticker.cache[(c2, c1, market.__class__)])
try:
get_ticker.cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2))
except ccxt.ExchangeError:
try:
get_ticker.cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1))
except ccxt.ExchangeError:
get_ticker.cache[(c1, c2, market.__class__)] = None
return get_ticker(c1, c2, market)
def assets_value(assets, market, base_currency="BTC"):
repartition_in_base_currency = {}
for currency, asset_value in assets.items():
if currency == base_currency:
repartition_in_base_currency[currency] = asset_value
else:
asset_ticker = get_ticker(currency, base_currency, market)
if asset_ticker is None:
raise Exception("This asset is not available in the chosen market")
repartition_in_base_currency[currency] = int(asset_ticker["bid"] * asset_value)
return repartition_in_base_currency
def dispatch_assets(base_currency_value, repartition_pertenthousand, market, base_currency="BTC"):
sum_pertenthousand = sum([v for k, v in repartition_pertenthousand.items()])
repartition_in_base_currency = {}
for currency, ptt in repartition_pertenthousand.items():
repartition_in_base_currency[currency] = int(ptt * base_currency_value / sum_pertenthousand)
return repartition_in_base_currency
def give_orders(current_assets, repartition_pertenthousand, market, base_currency="BTC"):
value_in_base = assets_value(current_assets, market, base_currency=base_currency)
total_base_value = sum([ v for k, v in value_in_base.items()])
new_repartition = dispatch_assets(total_base_value, repartition_pertenthousand, market, base_currency=base_currency)
mouvements = {}
for key in set(value_in_base.keys()).union(set(new_repartition.keys())):
mouvements[key] = value_in_base.get(key, 0) - new_repartition.get(key, 0)
print("assets before repartition:")
for currency, value in current_assets.items():
print("holding {} {}".format(
formatted_price(value),
currency))
print("------------")
for currency, value in mouvements.items():
if currency == base_currency:
continue
asset_ticker = get_ticker(currency, base_currency, market)
if value > 0:
action = "sell"
currency_price = int(value / asset_ticker["bid"])
else:
action = "buy"
currency_price = int(value / asset_ticker["ask"])
if value != 0:
print("need to {} {} {}'s worth of {}, i.e. {} {}".format(
action,
formatted_price(abs(value)),
base_currency,
currency,
formatted_price(abs(currency_price)),
currency))
print("------------\nassets after repartition:")
for currency, value in new_repartition.items():
print("holding {} {}".format(formatted_price(value), currency))
give_orders(current_assets, repartition_pertenthousand, market)
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