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check_exchange.py
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check_exchange.py
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import time
import traceback
import ccxt
from datetime import datetime
# Gathers prices from exchange to trade against coin
class exchange_pull:
def __init__(self, exchange, hold_times, base_coin='BTC', coin_subset=None):
self.exchange = exchange.exchange
self.my_exchange = exchange
self.base_coin = base_coin
self.stopflag = False
self.count_pulls = 0
self.hold_times = hold_times
self.coin_subset = coin_subset
self.buy_sell_vols = {}
# Retrieve tickers which have volume and trades against the base coin
def get_tickers(self):
# Fetch the tickers where there is volume for the trading pair agains the base coin
try:
# Using a subset of tickers from coin_subset
if self.coin_subset:
self.all_tickers, self.markets = {}, {}
for coin_pair in self.coin_subset:
coin_pair += '/'+self.base_coin
self.all_tickers[coin_pair] = self.exchange.fetch_ticker(coin_pair)
self.markets = list(filter(lambda x : x['id'] == coin_pair.replace('/',''), self.exchange.fetch_markets()))
# Add exchange rate with base coin and USDT
if self.base_coin != 'USDT':
try:
self.all_tickers[self.base_coin+'/USDT'] = self.exchange.fetch_ticker(self.base_coin+'/USDT')
except Exception as e:
print(e)
# Using all tickers
else:
self.all_tickers = self.exchange.fetch_tickers()
self.markets = self.exchange.fetch_markets()
volume_tickers = {k: v for k, v in self.all_tickers.items() if v['askVolume'] != 0 and v['bidVolume'] != 0}
ticker_list = list(volume_tickers.keys())
ticker_list = filter(lambda x : '/' in x, ticker_list)
ticker_split = [i.split('/') for i in ticker_list]
coin_tickers = ['/'.join(i) for i in list(filter(lambda x: self.base_coin == x[1], ticker_split))]
self.cryptos = set([i.split('/')[0] for i in coin_tickers])
# Get the COIN/USDT rate as well (approx)
if self.base_coin == 'USDT':
self.all_tickers['USDT/USDT'] = {}
self.all_tickers['USDT/USDT']['last'] = 1
self.all_tickers['USDT/USDT']['ask'] = 1
self.coin_usdt = self.all_tickers[self.base_coin+'/USDT']['last']
except Exception as e:
print('\nError fetching tickers, check buy and sell coins have pair on exchange\n')
# print(traceback.format_exc())
print(e)
# Start a cancellable loop of updating prices (usually as a thread)
def buy_sell_volumes(self, buy_dollars, interval): # FIND OUT ABOUT LEVERAGED LIMITS AND SELL INCREMENTS
while 1:
# Refresh the whole exchange so new tickers are included not just new prices
if self.count_pulls % 10 == 0 and self.coin_subset is None:
print('\nExchange refreshed')
self.my_exchange.refresh_exchange()
# Set as cancellable thread on wakeup
if self.stopflag:
return
self.get_tickers()
# Calulate buy and sell amounts
buy_amount = buy_dollars / self.coin_usdt
# Loop over each crypto and calculate buy volume, then add to buy_sell_vols dict
for coin in self.cryptos:
symbol = coin + '/' + self.base_coin
if self.all_tickers[symbol]['ask'] == None:
this_buy_vol = buy_amount / float(self.all_tickers[symbol]['info']['lastPrice'])
else:
this_buy_vol = buy_amount / self.all_tickers[symbol]['ask']
# Get market relevant for this coin
market = list(filter(lambda x : x['id'] == symbol.replace('/',''), self.markets))
if market:
step_size = float(market[0]['info']['filters'][2]['stepSize'])
buy_vol_rounded = round(this_buy_vol * 1/step_size) * step_size
# Calcluate sell amounts
sell_cumulative = 0
sell_vol = round((this_buy_vol/ len(self.hold_times)) * 1/step_size) * step_size
sell_vols_rounded = []
# Set all sell volumes to a correct size
for i in range(len(self.hold_times)-1):
sell_cumulative += sell_vol
sell_vols_rounded.append(sell_vol)
# Last sell volume is the excess to make it exactly equal to the buy volume
sell_vols_rounded.append(round((buy_vol_rounded - sell_cumulative) * 1/step_size) * step_size)
self.buy_sell_vols[coin] = [buy_vol_rounded, sell_vols_rounded]
# Print 1 in 10 updates
if self.count_pulls % 10 == 0:
print('Pulled live prices (updates every 20 mins), there are %d tradeable tickers with %s - %s' % (len(self.cryptos), self.base_coin, datetime.now().strftime('%m/%d - %H:%M:%S')))
self.count_pulls += 1
time.sleep(interval)