def load_balances(self):
"""
Load all balances from the exchange and updates them in the tokens
:return: balances
"""
if self.get_key_pair() is None:
log.log("log.txt", "No Pair Loaded")
return []
params = {
"addresses": neo_get_scripthash_from_private_key(self.key_pair.PrivateKey),
"contract_hashes": self.get_contract("NEO").get_latest_hash()
}
raw_balances = request.public_request(self.get_url(), "/v2/balances", params)
if not raw_balances:
log.log("log.txt", "No balance Pair")
return
for token in self.tokens:
token.set_balance(0)
for name in raw_balances["confirmed"]:
token = self.get_token(name)
token.set_balance(int(float(raw_balances["confirmed"][name])))
#log.log("log.txt", "%s=%d" % (name,int(float(raw_balances["confirmed"][name]))))
return raw_balances
def load_offers(self):
"""
Load offers and create new order book.
:param contract: contract
:return: list of offers
"""
if self.is_updating():
return False
if self.is_blocked():
return False
if self.is_not_outdated():
return False
self.set_updating(True)
params = {"pair": self.get_symbol()}
raw_offers = request.public_request(self.exchange.get_url(),
"/v2/offers/book", params)
self.last_update = time.time()
if not raw_offers:
return self.set_updating(False)
self.asks = []
for offer in raw_offers["asks"]:
self.asks.append(Offer(offer["price"], offer["quantity"]))
self.bids = []
for offer in raw_offers["bids"]:
self.bids.append(Offer(offer["price"], offer["quantity"]))
log.log("pair.txt", "%s: updated" % self.get_symbol())
self.set_updating(False)
def __init__(self):
"""
Create a pool to manage trade execution
"""
log.log("execution.txt", "Initialize Execution Pool")
self.id=0
self.pending = []
self.executed = []
self.error = []
def load_offers(self, contract=None):
"""
Load offers and create new order book.
:param contract: contract
:return: list of offers
"""
if self.is_updating():
return False
if self.is_blocked():
return False
self.set_updating(True)
if contract is None:
contract = self.get_exchange().get_contract("NEO")
params = {
"blockchain": contract.get_blockchain().lower(),
"pair": self.get_symbol(),
"contract_hash": contract.get_latest_hash()
}
raw_offers = request.public_request(self.exchange.get_url(),
"/v2/offers", params)
if not raw_offers:
return self.set_updating(False)
self.offers = []
for offer in raw_offers:
way = Trade.WAY_BUY
quote_amount = offer["want_amount"]
base_amount = offer["offer_amount"]
if offer["offer_asset"] == self.get_quote_token().get_name():
way = Trade.WAY_SELL
quote_amount = offer["offer_amount"]
base_amount = offer["want_amount"]
price = base_amount / quote_amount * pow(
10,
self.get_quote_token().get_decimals() -
self.get_base_token().get_decimals())
if offer["available_amount"] < offer["offer_amount"]:
quote_amount = int(offer["available_amount"] /
offer["offer_amount"] * quote_amount)
base_amount = int(offer["available_amount"] /
offer["offer_amount"] * base_amount)
self.offers.append(Offer(way, quote_amount, base_amount, price))
self.orderbook = OrderBook(self, self.offers)
self.orderbook.set_timestamp(time.time())
log.log("pair.txt", "%s: updated" % self.get_symbol())
self.fire_on_update()
self.set_updating(False)
return self.offers
def update(self):
"""
Update all markets and recalculate profits
:return: None
"""
#already updating
if self.is_updating():
return
#we update pair
self.set_updating(True)
self.start_pair.load_offers()
self.middle_pair.load_offers()
self.end_pair.load_offers()
start = time.time()
while True:
if time.time() - start > 15:
return self.set_updating(False)
if self.start_pair.is_updating() or\
self.middle_pair.is_updating() or\
self.end_pair.is_updating():
continue
else:
break
times = (self.start_pair.get_timestamp(),
self.middle_pair.get_timestamp(),
self.end_pair.get_timestamp())
first = min(times)
latest = max(times)
self.timestamp = latest
self.spread = self.timestamp - first
log.log("update.txt", "%s:%.3f" % (self.get_symbol(), self.spread))
if self.spread > 25:
return self.set_updating(False)
best_amount = self.get_best_amount()
self.last_update = time.time()
if best_amount:
#self.win(best_amount)
self.set_updating(False)
self.set_updating(False)
self.trading = False
def load_contracts(self):
"""
Load contracts and creates objects
:return: list of objects
"""
raw_contracts = request.public_request(self.url, "/v2/exchange/contracts")
if not raw_contracts:
log.log("log.txt", "Error loading Contract - no data")
return
self.contracts = []
i=0
for key in raw_contracts:
self.contracts.append(Contract(key, raw_contracts[key]))
i=i+1
log.log("log.txt", "%d contracts loaded" % (i))
return self.contracts
def calculate_fees(self, trade):
"""
Calculates fees
I.e.
BUY NEO_SWTH pay fees in SWTH * discount
SELL NEO_SWTH pay fees in SWTH -> fees in NEO -> lastprice NEO_SWTH -> SWTH * discount
BUY APH_NEO pay fees SWTH -> fees in APH -> last price NEO_APH -> last price NEO_SWTH -> SWTH * discount
SELL SWTH_GAS -> fees GAS -> GAS_NEO
:param trade: trade
:return: None
"""
# calculate fixed fee
fixed_amount = 0
neo_token = self.get_token("NEO")
neo_to_fee_token = self.get_pair_by_tokens(neo_token, self.get_fee_token())
if neo_to_fee_token:
fixed_amount = self.fixed_fee * neo_to_fee_token.get_last_price()
log.log("log.txt", "neo fixed amount %16.8f = %16.8f * %16.8f" % (fixed_amount, self.fixed_fee,neo_to_fee_token.get_last_price()))
else:
log.log("error.txt","Unable to calculate fixed fee amount")
# calculate neo value of trade
neo_amount = trade.get_neo_value()
# if we use native token for fee
if trade.get_fee_token() == self.get_fee_token():
# SWTH
neo_fee_amount = ( neo_amount * self.get_fees() )
swth_fee_amount= neo_fee_amount / neo_to_fee_token.get_last_price() + self.fixed_fee
native_fee_amount = float(swth_fee_amount * (1+self.discount-self.discount))
trade.set_fees(native_fee_amount)
# else calculate fee with base token
else:
if neo_token == trade.get_pair().get_base_token():
neo_fee_amount = (neo_amount * self.get_fees()) + fixed_amount
trade.set_fees(float(neo_fee_amount))
else:
# manque l'ajout des fixed base fees
base_fee_amount = trade.get_amount_base() * self.get_fees()
trade.set_fees(float(base_fee_amount))
def load_pairs(self, bases=None):
"""
Load all pairs from exchange(with bases)
:param bases: i.e. NEO, SWTH, ...
:return: List of objects
"""
params = None
if bases:
params = {"bases": bases}
raw_pairs = request.public_request(self.url, "/v2/exchange/pairs", params)
if not raw_pairs:
log.log("log.txt", "Error loading Pairs - no data")
return
self.pairs = []
i = 0
for val in raw_pairs:
quote, base = val.split("_")
quote_token = self.get_token(quote)
base_token = self.get_token(base)
if not quote_token or not base_token:
continue
self.pairs.append(Pair(self, quote_token, base_token))
log.log("log.txt", "%s loaded" % (val))
i = i + 1
log.log("log.txt", "%d Pairs loaded" % (i))
return self.pairs
def run(self):
"""
Execute Trade in order
:return: None
"""
while len(self.pending)>0:
trades = self.pending[0]
if self.verify(trades):
for trade in trades:
trade.get_pair().set_blocked(True)
log.log("execute.txt", "%s" % trade)
order_details = trade.send_order()
time.sleep(5)
trade.get_pair().set_blocked(False)
if not order_details:
trade.get_pair().set_blocked(True)
log.log("execute.txt", "%s" % trade)
order_details2 = trade.send_order()
trade.get_pair().set_blocked(False)
else:
#trade not valid anymore
self.pending.pop(0)
time.sleep(5)
self.run()
def load_tokens(self):
"""
Load all tokens from exchange and create objects
:return: list of tokens
"""
raw_tokens = request.public_request(self.url, "/v2/exchange/tokens")
if not raw_tokens:
log.log("log.txt", "Error loading Token - no data")
return
self.tokens = []
i = 0
for key in raw_tokens:
if raw_tokens[key]["trading_active"]:
self.tokens.append(Token(key, raw_tokens[key]["decimals"], raw_tokens[key]["hash"], raw_tokens[key]["minimum_quantity"]))
log.log("log.txt", "%s loaded - minimum is %s" % (key,raw_tokens[key]["minimum_quantity"]))
i = i + 1
else:
log.log("log.txt", "%s not loaded" % (key))
log.log("log.txt", "%d tokens loaded" % (i))
return self.tokens
def execute(self, trades):
log.log("execute.txt", self.get_symbol())
for trade in trades:
trade.get_pair().set_blocked(True)
log.log("execute.txt", "%s" % trade)
order_details = trade.send_order()
time.sleep(4)
trade.get_pair().set_blocked(False)
if not order_details:
trade.get_pair().set_blocked(True)
log.log("execute.txt", "%s" % trade)
order_details2 = trade.send_order()
trade.get_pair().set_blocked(False)
if not order_details2:
self.trading = False
return
self.trading = False
def get_all_equalizer(pairs, start_with=None, view_only=True):
log.log("log.txt", "Load Equalizer--------------")
equalizers = []
i = 0
for start_pair in pairs:
for middle_pair in pairs:
for end_pairs in pairs:
try:
eq = Equalizer(start_pair, middle_pair, end_pairs,
start_with)
eq.toggle_view_only(view_only)
equalizers.append(eq)
i = i + 1
log.log("log.txt", "Load Equalizer = %s" % (str(eq)))
except ValueError:
continue
log.log("log.txt", "%d Equalizers Loaded" % (i))
return equalizers
def send_order(self, trade):
"""
Send and order to the exchange and executes it
:param trade: executing trade
:return: order details
"""
if not self.get_key_pair():
return None
price = trade.get_price()
"""
Try to get amount, if not possible reduce precision
"""
order_details = None
details = None
trades = None
for i in range(3):
try:
want_amount = (trade.get_want() * pow(0.999, i))/pow(10, 8)
order_details = self.client.create_order(private_key=self.key_pair, pair=str(trade.get_pair().get_symbol()),
side=str(trade.get_trade_way_as_string().lower()), price=price, amount=want_amount, use_native_token=True)
if order_details:
trades = self.order_to_trades(order_details)
log.log("send_order.txt", "Virtual order:")
log.log("send_order.txt", trade)
log.log("send_order.txt", "Create order:")
for t in trades:
log.log("send_order.txt", t)
details = self.client.execute_order(order_details, self.key_pair)
trades = self.order_to_trades(details)
log.log("send_order.txt", "Execute order(s)")
for t in trades:
log.log_and_print("send_order.txt", t)
break
except HTTPError as e:
log.log("send_order.txt", "[%s]:(%s):%s" % (e.response.status_code, e.response.url,
e.response.text))
continue
if not order_details:
log.log_and_print("execute.txt", "Not possible to get valid order details for pair: %s" % trade.get_pair().get_symbol())
return
if not details:
log.log_and_print("execute.txt", "Not possible to get valid executing order details for pair: %s" % trade.get_pair().get_symbol())
return trades
def set_sleep(self, second):
log.log("log.txt",
"Set %s sleep to %d seconds" % (self.ticker, str(second)))
self.sleep = second
def get_best_amount(self):
best_win = []
i = 0
run = True
while run:
try:
start_offer = self.start_pair.get_best(self.start_pair_way)
log.log(
"equalizer-best.txt",
"start_offer: %s - %s" % (self.start_pair, start_offer))
middle_offer = self.middle_pair.get_best(self.middle_pair_way)
log.log(
"equalizer-best.txt",
"middle_offer: %s - %s" % (self.middle_pair, middle_offer))
end_offer = self.end_pair.get_best(self.end_pair_way)
log.log("equalizer-best.txt",
"end_offer: %s - %s" % (self.end_pair, end_offer))
#balance = self.outer_currency.get_balance() / pow(10, self.outer_currency.get_decimals())
if not start_offer or not middle_offer or not end_offer:
log.log("equalizer-best.txt",
"Offer missing %s" % (self.ticker))
break
log.log("equalizer-best.txt", "got 3 offers")
#
# Adjust quantity between equalizer
start_qty = 0
middle_st_qty = 0
middle_nd_qty = 0
end_qty = 0
middle_nd_qty = middle_offer.get_token_qty(
self.inner_second_currency, self.middle_pair)
end_qty = end_offer.get_token_qty(self.inner_second_currency,
self.end_pair)
if middle_nd_qty > end_qty:
middle_offer.set_token_qty(self.inner_second_currency,
self.middle_pair, end_qty)
log.log(
"equalizer-best.txt", "adjust quantity 1 %s > %s" %
(str(middle_nd_qty), str(end_qty)))
start_qty = start_offer.get_token_qty(
self.inner_first_currency, self.start_pair)
middle_st_qty = middle_offer.get_token_qty(
self.inner_first_currency, self.middle_pair)
if start_qty > middle_st_qty:
start_offer.set_token_qty(self.inner_first_currency,
self.start_pair, middle_st_qty)
log.log(
"equalizer-best.txt", "adjust quantity 2 %s > %s" %
(str(start_qty), str(middle_st_qty)))
#if float(balance) < float(start_offer.get_quantity()*start_offer.get_price()):
# start_offer.set_token_qty(self.outer_currency,self.start_pair,balance)
log.log(
"equalizer-best.txt",
"------------ Best start quantity %s: %s - balance: " %
(self.start_pair, str(start_offer.get_quantity())))
#
# calculate win with quantity
start_with = start_offer.get_token_qty(self.outer_currency,
self.start_pair)
log.log(
"equalizer-best.txt", "Start with %s: %s" %
(self.outer_currency.get_name(), str(start_with)))
# simulate trade 1 initial qty, way, calculate fee and get output qty
first_trade = self.simulate_trade(self.start_pair,
self.outer_currency,
start_with)
# Simulate trade 2 initial qty, way, calculate fee and get output qty
# Simulate trade 3 qty, way, calculate fee and get output qty
end_with = end_offer.get_token_qty(self.outer_currency,
self.end_pair)
log.log("equalizer-best.txt", "End with %s" % (str(end_with)))
# Calculate Earning
win = end_with - start_with
log.log(
"equalizer-best.txt", "win %s" %
(str(win / pow(10, self.outer_currency.get_decimals()))))
percentage = win / start_with * 100
if win > 0:
log.log("equalizer-best.txt", "Win > 0")
else:
#set a timeout for update and increase if no change
log.log(
"equalizer-best.txt",
"set a timeout for update and increase if no change")
log.log(
"equalizer-best.txt",
"%s:%s:%16.8f (%.2f%%) time spread:%.3fs\n" %
(self.ticker, self.get_symbol(),
win / pow(10, self.outer_currency.get_decimals()),
percentage, self.get_spread()))
return win
"""
Only use 90% if SWTH to remain enough for paying fees
if self.outer_currency == self.start_pair.get_exchange().get_fee_token():
balance = balance * 0.97
"""
"""
if not self.view_only and start_with > balance:
if balance < self.start_pair.get_exchange().get_minimum_amount(self.outer_currency):
return
start_with = balance
if start_with == 0:
break
end_with, trades = self.calc(start_with)
win = end_with-start_with
percentage = win/start_with * 100
log_string = ":%s:%.8f (%.2f%%) time spread:%.3fs\n" % (self.get_symbol(),
win/pow(10, self.outer_currency.get_decimals()),
percentage, self.get_spread())
for trade in trades:
log_string = log_string + str(trade) + "\n"
log.log("equalizer_all.txt", log_string)
if percentage > 1:
log.log("log.txt", "*** Trade detected on Equalizer %s, expected win %.8f (%.2f%%)" % (self.ticker,win/pow(10, self.outer_currency.get_decimals()),percentage))
for trade in trades:
pair = trade.get_pair()
exchange = pair.get_exchange()
if pair.is_blocked():
return
if exchange.get_minimum_amount(pair.get_base_token()) > trade.get_amount_base():
log.log("log.txt", "*** Base %s Amount too low: %s" % (str(pair.get_base_token()),str(trade.get_amount_base())))
return
if exchange.get_minimum_amount(pair.get_quote_token()) > trade.get_amount_quote():
log.log("log.txt", "*** Quote %s Amount too low: %s" % (str(pair.get_quote_token()), str(trade.get_amount_quote())))
return
if self.trading:
log.log("log.txt", "*** Already Trading this ticker %s" % (self.ticker))
self.trading=True
best_win.append((win, start_with, end_with, trades))
else:
if percentage > -2:
log.log("equalizer_almost.txt", log_string)
if percentage < -10:
self.set_sleep(120)
break
i = i + 1
"""
except Exception as e:
log.log("equalizer-best.txt", "Exception: %s" % (e))
#print(e)
#print(self.get_symbol())
break
""""
def initialise(self):
"""
Initialise exchange by loading some data.
:return: None
"""
log.log("log.txt", "Initialize ----------------")
log.log("log.txt", "Load contract--------------")
self.load_contracts()
log.log("log.txt", "Load Tokens----------------")
self.load_tokens()
log.log("log.txt", "Load Pairs-----------------")
self.load_pairs()
log.log("log.txt", "Load Last price------------")
self.load_last_prices()
log.log("log.txt", "Load Balance---------------")
self.load_balances()
if self.fee_token_name:
self.fee_token = self.get_token(self.fee_token_name)
def add(self,ticker,trades):
if self.pending.get(ticker,False):
log.log("execution.txt", "Trade on the same Ticker %s already pending" % (ticker) )
else:
self.pending[ticker] = trades