def __init__(self,
api_key=None,
api_secret=None,
api_passphrase=None,
ticker_span=100):
self.api_key = api_key
self.api_secret = api_secret
self.api_passphrase = api_passphrase
self.client = Client(api_key,
api_secret,
api_passphrase,
sandbox=False)
self.ticker_span = ticker_span #Number of candlestick data points to acquire
self.kline_data = []
self.historical_data = []
now = int(time.time())
self.kline_data = np.array(
self.client.get_kline_data('BTC-USDT', '1min',
(now - self.ticker_span * 60), now))
self.historical_data = pd.DataFrame(self.kline_data,
columns=[
'TimeStamp', 'Open', 'Close',
'High', 'Low', 'Tx Amount',
'Tx Volume'
])
self.candle_stick = self.kline_data[0] #Most recenr candle stick info
self.update_indicators()
def __init__(self, auth):
self.api_uri = 'https://openapi-sandbox.kucoin.com'
self.api_key = auth['api_key']
self.api_secret = auth['api_secret']
self.api_passphrase = auth['api_passphrase']
self.client = Client(self.api_key, self.api_secret,
self.api_passphrase)
def KuCoinBalance():
print "Connecting To KuCoin..."
time.sleep(1)
client = KC_Client(KC_API_KEY, KC_API_SECRET)
DefaultCoins = ["BTC", "ETH", "KCS", "NEO", "USDT"]
wallets = {}
for Wallet in client.get_all_balances():
# if float(Balance["Total"]):
if float(Wallet["balance"]) or Wallet["coinType"] in DefaultCoins:
print "\tRetrieving %s Wallet Data" % Wallet["coinType"]
wallets.update({
Wallet["coinType"]: {
"Address": "0",
"Available": Wallet["balanceStr"],
"Symbol": Wallet["coinType"],
"Name": Wallet["coinType"],
"NativeBalance": "0.0",
"NativeCurrency": "USDT",
"OnHold": Wallet["freezeBalanceStr"],
"TotalAmount": Wallet["balanceStr"]
}
})
wallets.update({"ExchangeName": "KuCoin.com"})
print
return wallets
def __init__(self, key, secret):
self.logger = Logger(__name__)
try:
self.client = Client(key, secret)
except Exception as e:
self.logger.log(e)
raise ExchangeException(self.__class__.__name__, e)
def __init__(self):
self.disabled = False
api_key = env_cfg("KUCOIN_KEY")
api_secret = env_cfg('KUCOIN_SECRET')
if api_key is None or api_secret is None:
self.disabled = True
log.info(
"Disable KUCOIN because either api_key or api_secret not available"
)
else:
self.client = Client(api_key, api_secret)
self.cache = ExpiringDict(max_len=200, max_age_seconds=60)
class Kucoin:
def __init__(self, key, secret):
self.logger = Logger(__name__)
try:
self.client = Client(key, secret)
except Exception as e:
self.logger.log(e)
raise ExchangeException(self.__class__.__name__, e)
def getBalances(self):
try:
result = self.client.get_all_balances()
balances = {}
for currency in result:
name = currency['coinType'].upper()
value = float(currency['balance'])
if value > Config.BALANCE_ZERO:
balances[name] = value
return balances
except Exception as e:
self.logger.log(e)
raise ExchangeException(self.__class__.__name__, e)
def __init__(self,
api_server: str,
api_key: str,
secret_key: str,
timeout: float,
requests_params=None):
assert (isinstance(api_server, str))
assert (isinstance(api_key, str))
assert (isinstance(secret_key, str))
assert (isinstance(timeout, float))
self.api_server = api_server
self.api_key = api_key
self.secret_key = secret_key
self.timeout = timeout
self.client = Client(api_key, secret_key)
class Trader:
new_table = False
SMA_PERIOD = 20
EMA_PERIOD = 10
def __init__(self,
api_key=None,
api_secret=None,
api_passphrase=None,
ticker_span=100):
self.api_key = api_key
self.api_secret = api_secret
self.api_passphrase = api_passphrase
self.client = Client(api_key,
api_secret,
api_passphrase,
sandbox=False)
self.ticker_span = ticker_span #Number of candlestick data points to acquire
self.kline_data = []
self.historical_data = []
now = int(time.time())
self.kline_data = np.array(
self.client.get_kline_data('BTC-USDT', '1min',
(now - self.ticker_span * 60), now))
self.historical_data = pd.DataFrame(self.kline_data,
columns=[
'TimeStamp', 'Open', 'Close',
'High', 'Low', 'Tx Amount',
'Tx Volume'
])
self.candle_stick = self.kline_data[0] #Most recenr candle stick info
self.update_indicators()
def update_indicators(
self): #Call this to update the CP, SMA, and EMA arrays
self.get_cp()
self.get_sma()
self.get_ema()
return self.cp, self.sma, self.ema
def get_ema(self, period=EMA_PERIOD):
closing_price = []
for items in reversed(list(self.historical_data.loc[:, 'Close'])):
closing_price.append(float(items)) #Gives a list
var = np.array(closing_price)
self.ema = np.flip(talib.EMA(var, timeperiod=period)).tolist()
def get_sma(self, period=SMA_PERIOD):
closing_price = []
for items in reversed(list(self.historical_data.loc[:, 'Close'])):
closing_price.append(float(items)) #Gives a list
var = np.array(closing_price)
self.sma = np.flip(talib.SMA(var, timeperiod=period)).tolist()
def get_cp(self):
closing_price = []
for items in reversed(list(self.historical_data.loc[:, 'Close'])):
closing_price.append(float(items)) #Gives a list
self.cp = np.flip(closing_price).tolist()
def Activate_Client():
global client
try:
client = Client(API_KEY, API_SECRET)
print('Client Activated With API Key [{}].'.format(API_KEY))
except Exception as Client_Error:
print('There Was A Client Activation Error Trying Again.')
Activate_Client()
def get_historical_klines_tv(symbol, interval, start_str, end_str=None):
"""Get Historical Klines from Kucoin (Trading View)
See dateparse docs for valid start and end string formats http://dateparser.readthedocs.io/en/latest/
If using offset strings for dates add "UTC" to date string e.g. "now UTC", "11 hours ago UTC"
:param symbol: Name of symbol pair e.g BNBBTC
:type symbol: str
:param interval: Trading View Kline interval
:type interval: str
:param start_str: Start date string in UTC format
:type start_str: str
:param end_str: optional - end date string in UTC format
:type end_str: str
:return: list of OHLCV values
"""
# init our array for klines
klines = []
client = Client("", "", "")
# convert our date strings to seconds
start_ts = date_to_seconds(start_str)
# if an end time was not passed we need to use now
if end_str is None:
end_str = 'now UTC'
end_ts = date_to_seconds(end_str)
kline_res = client.get_kline_data(symbol, interval, start_ts, end_ts)
# print(kline_res)
# check if we got a result
if 't' in kline_res and len(kline_res['t']):
# now convert this array to OHLCV format and add to the array
for i in range(1, len(kline_res['t'])):
klines.append(
(kline_res['t'][i], kline_res['o'][i], kline_res['h'][i],
kline_res['l'][i], kline_res['c'][i], kline_res['v'][i]))
# finally return our converted klines
return klines
def __init__(self, balance_percent_value, coin_name):
#api_key = '602e39d9a2644e0006e7e2c2'
#603e5c8473b5c50006582528
db = DB()
config = db.connection.all()
self.api_key = config[0]['api_key']
#api_secret = '2db4483e-2a76-4c2c-b533-f64a80a25c6d'
self.api_secret = config[0]['api_secret']
self.api_passphrase = config[0]['api_pass']
#, sandbox=True
self.client = Client(self.api_key, self.api_secret,
self.api_passphrase)
self.base_coin = config[1]['base_coin']
self.balance_percent = balance_percent_value
self.pair = coin_name + "-" + self.base_coin
def display_order_book(pair):
client = Client("", "", "")
# get order book
stdscr = curses.initscr()
curses.curs_set(0)
stdscr.addstr(0, 0, str("Pair: " + pair))
stdscr.addstr(5, 0, "------------------------------------------------")
stdscr.addstr(6, 0, "Ask Price")
stdscr.addstr(6, 14, "Ask Size")
stdscr.addstr(6, 27, "Bid Price")
stdscr.addstr(6, 40, "Bid Size")
while True:
try:
orderbook = client.get_order_book(pair)
depth = min(20, (min(len(orderbook["asks"]), len(orderbook["bids"]))))
ask_prices, ask_sizes, bid_prices, bid_sizes = [], [], [], []
mid_price = str((float(orderbook["asks"][0][0]) + float(orderbook["bids"][0][0])) / 2.0)
total_ask_volume = 0.0
total_bid_volume = 0.0
spread = float(orderbook["asks"][0][0]) - float(orderbook["bids"][0][0])
stdscr.addstr(2, 0, "Spread: " + str(spread))
for i in range(depth):
total_ask_volume += float(orderbook["asks"][i][1])
total_bid_volume += float(orderbook["bids"][i][1])
stdscr.addstr(1, 0, "Mid Price: " + mid_price)
stdscr.addstr(i+7, 0, str(orderbook["asks"][i][0]))
stdscr.addstr(i+7, 14, str(orderbook["asks"][i][1]))
stdscr.addstr(i+7, 27, str(orderbook["bids"][i][0]))
stdscr.addstr(i+7, 40, str(orderbook["bids"][i][1]))
stdscr.refresh()
stdscr.addstr(3, 0, "Ask Volume: " + str(total_ask_volume))
stdscr.addstr(4, 0, "Bid Volume: " + str(total_bid_volume))
stdscr.refresh()
time.sleep(2)
stdscr.refresh()
except KeyboardInterrupt:
curses.curs_set(1)
curses.endwin()
break
curses.curs_set(1)
curses.endwin()
class Kucoin:
def __init__(self):
self.client = Client(s.KUCOIN_API_KEY, s.KUCOIN_API_SECRET,
s.KUCOIN_API_PASSPHRASE)
def get_ticker(self, symbol):
_symbol = "-".join(symbol)
try:
item = self.client.get_ticker(_symbol)
except (KucoinAPIException, Exception) as err:
raise ValueError(str(err))
try:
item.update(self.client.get_24hr_stats(_symbol))
except (KucoinAPIException, Exception) as err:
raise ValueError(str(err))
item.update(ticker=symbol[0])
return item
async def getkuorderbooks():
exlist = ['GAS/NEO', "GAS/BTC", 'NEO/BTC', 'NEO/USDT', 'NEO/ETH',
'QTUM/NEO', 'QTUM/BTC', 'LTC/NEO', 'LTC/BTC', 'LTC/ETH']
client = Client(Key, Secret, language='en_US')
obs = {}
for ex in exlist:
sym = ex.replace("/", "-")
try:
obs[ex] = await getorder(client, sym)
except BaseException as e:
print("Error in getting %s:%s" % (ex, e))
return obs
class KucoinLogic(BaseExchangeBL):
def __init__(self, account_name='', api_key='', api_secret=''):
super().__init__("kucoin", account_name, api_key, api_secret)
self.kucoinClient = KucoinClient(self.api_key, self.api_secret)
def getSymbolsFromExchange(self):
data = self.kucoinClient.get_coin_list()
symbols = set([])
for item in data:
if item['coin'] not in symbols:
symbols.add((item['coin'], self.exchangeName))
return symbols
def get_account_assets():
client = Client(
os.environ["kucoin_key"],
os.environ["kucoin_secret"],
os.environ["kucoin_passphrase"],
)
balances = client.get_accounts()
assets = []
for balance in balances:
symbol = balance["currency"]
amount = float(balance["balance"])
exchange = "kucoin"
asset = Asset(symbol=symbol, amount=amount, exchange=exchange)
if int(amount * 1e18) > 0:
assets.append(asset)
return assets
class KucoinApi:
def __init__(self, auth):
self.api_uri = 'https://openapi-sandbox.kucoin.com'
self.api_key = auth['api_key']
self.api_secret = auth['api_secret']
self.api_passphrase = auth['api_passphrase']
self.client = Client(self.api_key, self.api_secret,
self.api_passphrase)
def get_markets(self):
markets = self.client.get_markets()
return markets
def check_keys(self):
pass
class KucoinExchange:
def __init__(self):
self.disabled = False
api_key = env_cfg("KUCOIN_KEY")
api_secret = env_cfg('KUCOIN_SECRET')
if api_key is None or api_secret is None:
self.disabled = True
log.info(
"Disable KUCOIN because either api_key or api_secret not available"
)
else:
self.client = Client(api_key, api_secret)
self.cache = ExpiringDict(max_len=200, max_age_seconds=60)
def is_disabled(self):
return self.disabled
def name(self):
return self.__class__.__name__
def get_balances(self):
if self.disabled:
raise EnvironmentError("{} is disabled".format(self.name()))
if self.cache.get('balances'):
return self.cache.get('balances')
get_account_response = self.client.get_all_balances()
balances = [{
'exchange': 'KUCOIN',
'currency': b.get('coinType'),
'available': float(b.get('balance'))
} for b in get_account_response if float(b.get('balance')) > 0]
self.cache['balances'] = balances
return balances
# manager.py
from kucoin.client import Client
import config
import logging
import sys
import math
log_format = '%(asctime)s:%(levelname)s:%(name)s: %(message)s'
logging.basicConfig(filename='AMPL_manager.log',
level=logging.INFO,
format=log_format)
client = Client(config.api_key, config.api_secret, config.api_passphrase)
def truncate(number, digits):
stepper = 10.0**digits
return math.trunc(stepper * number) / stepper
def place_order(order, stop=None):
total_value = config.initial_investment * order['multiple']
price = truncate(total_value / AMPL_total_qty, 4)
sell_qty = truncate(AMPL_total_qty * order['amount'], 2)
if stop:
stop_price = price
else:
stop_price = None
logging.info(
f'New order: {order["multiple"]}x initial value, {sell_qty:.2f}AMPL @ {price:.2f}USD'
)
return client.create_limit_order(symbol=config.market,
#!/usr/bin/env python
# coding=utf-8
from kucoin.client import Client
from kucoin.exceptions import KucoinAPIException, KucoinRequestException, KucoinResolutionException
import pytest
import requests_mock
client = Client('api_key', 'api_secret')
def test_invalid_json():
"""Test Invalid response Exception"""
with pytest.raises(KucoinRequestException):
with requests_mock.mock() as m:
m.get('https://api.kucoin.com/v1/open/currencies', text='<head></html>')
client.get_currencies()
def test_api_exception():
"""Test API response Exception"""
with pytest.raises(KucoinAPIException):
with requests_mock.mock() as m:
json_obj = {
"code": "UNAUTH",
"msg": "Signature verification failed",
"success": False,
"timestamp": 1510287654892
from datetime import datetime
# ______________________________________________________________________
project_folder = '/home/foxcodenine/Desktop/foxtraders_v1.0'
load_dotenv(os.path.join(project_folder, '.env'), override=True)
# ______________________________________________________________________
api_key = os.getenv('API_KEY')
api_secret = os.getenv('API_SECRET')
api_passphrase = os.getenv('API_PASSPHRASE')
client = Client(api_key, api_secret, api_passphrase)
# ______________________________________________________________________
currencies = client.get_currencies()
def find_crypto(crypto, message):
crypto = crypto.upper()
for m in message:
if m['name'] == crypto:
pprint.pprint(m)
# find_crypto('BTc', currencies)
import os.path
import time
import hmac
import hashlib
from decimal import *
try:
from urllib import urlencode
from urlparse import urljoin
except ImportError:
from urllib.parse import urlencode
from urllib.parse import urljoin
from kucoin.client import Client
kucoin_api_key = 'api_key'
kucoin_api_secret = 'api_secret'
client = Client(api_key='5b35631b09e5a168abec621a',
api_secret='d564e70a-f45e-49cd-b13c-a31fa5bbbb9d')
args = sys.argv
ticker = args[1]
starttime = datetime.datetime.now(
datetime.timezone.utc).strftime("%Y-%m-%dT%H:%M:%S.%f%Z")
while (1):
try:
filename = ticker.split('-')[0] + "_order_book3.txt"
filepath = os.path.join('kucoin_data', filename)
filename1 = ticker.split('-')[0] + "_recentOrders3.txt"
filepath1 = os.path.join('kucoin_data', filename1)
print("Kucoin scraper 1.1 aggregating data to ", filename, " and ",
from kucoin.client import Client
import datetime
import numpy as np
def gravity(bvolume, avolume, bprice, aprice):
mid_volume = bvolume + avolume
w1 = bvolume / mid_volume
w2 = avolume / mid_volume
return sum([(w1 * aprice), (w2 * bprice)])
client = Client(api_key='5b35631b09e5a168abec621a',
api_secret='d564e70a-f45e-49cd-b13c-a31fa5bbbb9d')
starttime = datetime.datetime.now(
datetime.timezone.utc).strftime("%Y-%m-%dT%H:%M:%S.%f%Z")
hist_bestBid, hist_bestAsk, hist_spread, hist_midpoint, hist_volume, hist_midpointVolume, hist_gravity = [], [], [], [], [], [], []
n = 60
while (1):
time = datetime.datetime.now(
datetime.timezone.utc).strftime("%Y-%m-%dT%H:%M:%S.%f%Z")
market_data = client.get_order_book('OMX-BTC', limit=9999)
recent_orders = client.get_recent_orders('OMX-BTC', limit=9999)
print(recent_orders)
break
buys, sells = market_data['BUY'], market_data['SELL']
hist_bestBid.append(buys[0][0])
hist_bestAsk.append(sells[0][0])
hist_midpoint.append(np.mean([hist_bestAsk[-1], hist_bestBid[-1]]))
def __init__(self):
# Output parameters, debug is not useful to normal users
self.debug = True
self.verbose = True
# Modify this according to your personal parameters
# Keys are top secret, delete them from your account if ever published
self.simulate = True
self.play_with_gains = True
self.api_key = "thereisakeyhere"
self.secret_key = "thereisakeyherebutitsasecret"
self.api_client = Client(self.api_key, self.secret_key)
# Fund rules are the limit you are allowing the bot to trade with, usd estimated with USDT
self.fund_rules = {
'BTC': {
'no_touch_coins': 0,
'max_coins': 0.01,
'max_percent': 100
},
'ETH': {
'no_touch_coins': 0,
'max_coins': 0.1,
'max_percent': 100
},
'NEO': {
'no_touch_coins': 0,
'max_coins': 0.5,
'max_percent': 100
},
'USDT': {
'no_touch_coins': 0,
'max_coins': 0,
'max_percent': 100
},
'KCS': {
'no_touch_coins': 0,
'max_coins': 0,
'max_percent': 100
},
'BCH': {
'no_touch_coins': 0,
'max_coins': 0,
'max_percent': 100
},
}
self.time_limit = { # Longest time allowed for api calls
'get_book': 0.4,
'get_prices': 1
}
self.gap_limit_percent = 0.001 # Minimum path earnings default at 0.1%
# Don't touch this unless you know what you are doing
self.rate_limits, self.call_count, self.last_timestamp = 1200, 0, 0 # Request limiter per minute, burst distribution
self.trade_fee = 1 - 0.001 # Deduced from bought asset
if self.simulate:
self.balances = {'BTC': 0.1, 'ETH': 1, 'NEO': 0.5}
else:
self.balances = {}
self.liquidations, self.liquidation_limit = [], 0.02 # Max tolerable loss default at 1%, fee not included
self.tradePrecision, self.pairs, self.gains, self.min_amount, self.path_blacklist = {}, {}, {}, {}, {}
self.paths, self.order_ids = [], ["", "", "", ""]
self.last_min_calculation = 0 # Last time the minimum amount for a trade was calculated
signal.signal(signal.SIGINT, self.exit_program)
signal.signal(signal.SIGTERM, self.exit_program)
self.program_running = True
self.start_engine()
class Bot:
def __init__(self):
# Output parameters, debug is not useful to normal users
self.debug = True
self.verbose = True
# Modify this according to your personal parameters
# Keys are top secret, delete them from your account if ever published
self.simulate = True
self.play_with_gains = True
self.api_key = "thereisakeyhere"
self.secret_key = "thereisakeyherebutitsasecret"
self.api_client = Client(self.api_key, self.secret_key)
# Fund rules are the limit you are allowing the bot to trade with, usd estimated with USDT
self.fund_rules = {
'BTC': {
'no_touch_coins': 0,
'max_coins': 0.01,
'max_percent': 100
},
'ETH': {
'no_touch_coins': 0,
'max_coins': 0.1,
'max_percent': 100
},
'NEO': {
'no_touch_coins': 0,
'max_coins': 0.5,
'max_percent': 100
},
'USDT': {
'no_touch_coins': 0,
'max_coins': 0,
'max_percent': 100
},
'KCS': {
'no_touch_coins': 0,
'max_coins': 0,
'max_percent': 100
},
'BCH': {
'no_touch_coins': 0,
'max_coins': 0,
'max_percent': 100
},
}
self.time_limit = { # Longest time allowed for api calls
'get_book': 0.4,
'get_prices': 1
}
self.gap_limit_percent = 0.001 # Minimum path earnings default at 0.1%
# Don't touch this unless you know what you are doing
self.rate_limits, self.call_count, self.last_timestamp = 1200, 0, 0 # Request limiter per minute, burst distribution
self.trade_fee = 1 - 0.001 # Deduced from bought asset
if self.simulate:
self.balances = {'BTC': 0.1, 'ETH': 1, 'NEO': 0.5}
else:
self.balances = {}
self.liquidations, self.liquidation_limit = [], 0.02 # Max tolerable loss default at 1%, fee not included
self.tradePrecision, self.pairs, self.gains, self.min_amount, self.path_blacklist = {}, {}, {}, {}, {}
self.paths, self.order_ids = [], ["", "", "", ""]
self.last_min_calculation = 0 # Last time the minimum amount for a trade was calculated
signal.signal(signal.SIGINT, self.exit_program)
signal.signal(signal.SIGTERM, self.exit_program)
self.program_running = True
self.start_engine()
def loop(self):
while self.program_running:
self.log_debug("Starting new loop")
# Refresh min amount if necessary
if time.time() - 600 > self.last_min_calculation:
self.calculate_min_amount()
# Refresh blacklist
self.refresh_blacklist()
# Get symbols sell price
success = self.reload_prices()
if not success:
continue
# Calculate path coefficients
self.log_debug("get_paths_data")
path_prices = self.get_paths_data()
self.log_verbose("Found {} potential path".format(
len(path_prices)))
self.log_verbose("Gains since started = {}".format(self.gains))
# Iterate over path in descending values
for path in sorted(path_prices,
key=lambda p: p["path_value"],
reverse=True):
path_value, coin1 = path["path_value"], path["coin1"]
buy = [None, path["buy1"], path["buy2"], path["buy3"]]
sym = [None, path["sym1"], path["sym2"], path["sym3"]]
unique_string = "%.8f%s%s%s" % (path_value, sym[1], sym[2],
sym[3])
if unique_string in self.path_blacklist:
self.log_verbose("Skipping path of the blacklist")
continue
self.log_verbose(
"Path val=%.8f;Buy(%r) %s;Buy(%r) %s;Buy(%r) %s" %
(path_value, buy[1], sym[1], buy[2], sym[2], buy[3],
sym[3]))
# Get books details and check quantity
books = [None, [], [], []]
error, success = False, 0
# Call order books
for i in range(1, 4):
success, books[i] = self.get_order_book(buy[i], sym[i])
if not success or books[i] is None or len(books[i]) < 1:
success = False
break
# Skip the rest if an error happened
if not success:
self.log_verbose("Order books could not be retrieved")
break
else:
self.log_debug("Received all order books")
# Calculate optimized quantity and price, factor in fees
balance = self.balances[coin1]
order1, order2, order3 = books[1].pop(), books[2].pop(
), books[3].pop()
self.calc_path(balance, order1, order2, order3, path)
earned, spent = path["earned"], path["spent"]
# Check if the path is worth walking
gains = self.apply_precision(earned - spent, coin1)
min_gains = 0.1**(self.tradePrecision[coin1] - 2)
if spent <= 0 or earned / spent < 1 + self.gap_limit_percent or gains < min_gains:
self.log_verbose(
"Path is not profitable anymore : spend %.8f get %.8f"
% (spent, earned))
self.path_blacklist["%.8f%s%s%s" %
(path_value, sym[1], sym[2],
sym[3])] = time.time()
break
if False and gains < self.tradePrecision[path["coin1"]]:
self.log_verbose(
"Gains are too small (%.8f), skipping path" % gains)
break
self.log_info("Spending %.8f to earn %.8f : %s >> %s >> %s " %
(spent, earned, sym[1], sym[2], sym[3]))
if not self.simulate:
self.program_running = False
# Everything is okay close the path
self.order_ids = ["", "", "", ""]
warm_time = 0.01
success = self.execute_order(1, path) # Execute trade 1 A-B
if success:
time.sleep(warm_time)
success = self.execute_order(2,
path) # Execute trade 2 B-C
if success:
time.sleep(warm_time)
success = self.execute_order(
3, path) # Execute trade 3 C-B
if success:
# Update available balances and gains
if coin1 not in self.gains:
self.gains[coin1] = 0
self.gains[coin1] = self.apply_precision(
self.gains[coin1] + gains, coin1)
if self.play_with_gains:
self.balances[coin1] = self.apply_precision(
self.balances[coin1] + gains, coin1)
break
# Liquidate stuck balances
self.liquidate()
# Wait if necessary
if len(path_prices) < 1:
self.log_debug("No path found, forced wait of 100ms")
time.sleep(0.1)
current_time = time.time()
loop_wait = self.call_count * (60 / self.rate_limits) - (
current_time - self.last_timestamp)
self.call_count = 0
if loop_wait > 0:
self.log_verbose("Waiting %.6f seconds before next iteration" %
loop_wait)
time.sleep(loop_wait)
self.last_timestamp = current_time
self.exit_message()
# SERIOUS BUSINESS, TRIPLE CHECK !
def execute_order(self,
order_num,
path,
force_price=0,
force_qty=0,
is_liquidation=False):
buy, symbol, quantity, price = path["buy%d" % order_num], path[
"sym%d" % order_num], path["qty%d" % order_num], path["price%d" %
order_num]
order_placed, order_executed, limit_reached, order_canceled = False, False, False, False
if force_price > 0:
price = force_price
if force_qty > 0:
quantity = force_qty
if buy:
deal_type = 'SELL'
else:
deal_type = 'BUY'
if self.simulate:
while not order_executed and not order_canceled:
# Place order
while not order_placed:
self.log_verbose(
"Trying to place %s order on %s : [Price: %.8f - Quantity: %.8f]"
% (deal_type, symbol, price, quantity))
try:
if buy:
self.api_call("create_sell_order")
time.sleep(0.05)
self.log_verbose("Successfully placed sell order")
else:
self.api_call("create_buy_order")
time.sleep(0.05)
self.log_verbose("Successfully placed buy order")
order_placed = True
except KucoinAPIException as e: # No use in simulation
if e.code is "NO_BALANCE": # Previous order not or partially filled, only order 2 or 3
self.log_verbose(
"Previous order not filled, cancel it and liquidate"
)
if not is_liquidation:
self.feed_liquidator(order_num - 1, path)
else:
self.log_error(
"Error while placing %s order. Verifying if order has been placed"
% deal_type)
warm_time = 0.3
time.sleep(warm_time)
# Check order status
if is_liquidation and self.simulate: # Too shit to calculate
return True
ret, loaded_book = None, False
while not loaded_book:
try:
# Load books
if buy:
self.api_call("get_buy_orders")
ret = self.api_client.get_buy_orders(symbol,
limit=1)
else:
self.api_call("get_sell_orders")
ret = self.api_client.get_sell_orders(symbol,
limit=1)
# Check if loaded
if ret is not None and len(ret) > 0:
loaded_book = True
elif not is_liquidation:
self.feed_liquidator(order_num, path)
except KucoinAPIException as e:
self.log_error(
"Error during API call : error {} : {}".format(
e.status_code, e.response))
if (buy and ret[0][0] >= price) or (not buy
and ret[0][0] <= price):
self.log_verbose("%s order filled : %.8f %s for %.8f " %
(deal_type, quantity, symbol, price))
return True
# Cancel order
else:
order_canceled = False
while not order_canceled:
try:
self.log_verbose(
"Order not executed, trying to cancel")
order_canceled = True
self.log_verbose("Order canceled")
except:
self.log_verbose(
"Failed to cancel order, trying again")
if not is_liquidation:
self.feed_liquidator(order_num, path)
return False
# WARNING : Not a simulation anymore! Real money to be lost
# Real money : cancel order to check execution, check dealt orders for remaining money, liquidate remaining
else:
# Place order
while not order_placed:
self.log_verbose(
"Trying to place %s order on %s : [Price: %.8f - Quantity: %.8f]"
% (deal_type, symbol, price, quantity))
try:
if buy:
self.api_call("create_sell_order")
else:
self.api_call("create_buy_order")
ret = self.api_client.create_order(symbol=symbol,
order_type=deal_type,
price="%.8f" % price,
amount="%.8f" %
quantity)
self.order_ids[order_num] = ret["orderOid"]
self.log_verbose("Successfully placed order")
order_placed = True
except KucoinAPIException as e:
if e.code == "NO_BALANCE": # Previous order not or partially filled, only order 2 or 3
self.log_verbose(
"No balance, previous order may not be filled yet, checking"
)
if not is_liquidation:
# Check and cancel + liquidate previous order if necessary
success = self.check_order(order_num - 1, path)
if not success:
return False
self.log_verbose(
"No problem with the previous order, continuing"
)
order_placed = True
else:
self.log_error(
"Error during API call : error {} : code {} : {}".
format(e.status_code, e.code, e.response))
self.log_error(
"Exception while placing %s order. Stop EVERYTHING"
% deal_type)
self.program_running = False
return False
# Check if order has been dealt
success = self.check_order(order_num, path)
return success
def check_order(self, order_num, path):
buy = path["buy%d" % order_num]
symbol = path["sym%d" % order_num]
quantity = path["qty%d" % order_num]
price = path["price%d" % order_num]
spent, earned = path["spent"], path["earned"]
if buy:
deal_type = 'SELL'
precision_coin = path["coin%d" % order_num]
else:
deal_type = 'BUY'
precision_coin = path["coin%d" % ((order_num % 3) + 1)]
oid = self.order_ids[order_num]
check_cancel = True
# Check order execution
order_failed, book_is_valid = False, True
while not order_failed:
time.sleep(0.020)
try:
self.api_call("get_dealt_orders")
ret = self.api_client.get_symbol_dealt_orders(
symbol=symbol, order_type=deal_type, limit=20)
except KucoinAPIException as e:
self.log_error("Error {}: {}".format(e.status_code,
e.response))
time.sleep(0.05) # Limit spam if failure
# Check if order active
dealt_amount = 0
for order in ret["datas"]:
if order["orderOid"] == oid:
dealt_amount = dealt_amount + order["amount"]
# Check the book
ret = None
filled_rate = 100 * dealt_amount / quantity
self.log_debug("Completed %.1f percent of order" % filled_rate)
if filled_rate > 99.9:
self.log_debug(
"Dealt threshold reached, order successfully executed")
return True
else:
if book_is_valid:
# Load order book
try:
if deal_type == "SELL":
self.api_call("get_buy_orders")
ret = self.api_client.get_buy_orders(symbol,
limit=1)
else:
self.api_call("get_sell_orders")
ret = self.api_client.get_sell_orders(symbol,
limit=1)
if ret and len(ret) > 0:
book_line = ret.pop()
if not ((deal_type == "SELL"
and book_line[0] >= price) or
(deal_type == "BUY"
and book_line[0] <= price)):
self.log_debug(
"No more order in the book to close")
book_is_valid = False
else:
self.log_debug("The book contains nothing")
book_is_valid = False
except KucoinAPIException as e:
self.log_error("Error {}: {}".format(
e.status_code, e.response))
else:
order_failed = True
# Try to cancel, if order is dealt it will not work
while check_cancel:
try:
self.api_call("cancel_order")
self.api_client.cancel_order(order_id=oid,
order_type=deal_type)
self.log_verbose(
"Order %d not dealt or partially, cancelled." % order_num)
check_cancel = False
except KucoinAPIException as e:
if e.status_code != 404:
self.log_error("Error {}: {}".format(
e.status_code, e.response))
time.sleep(0.1) # Limit spam if failure
else:
self.log_verbose(
"Order not found, already dealt or never created")
return True # Order can't be cancelled, it has been dealt
# Handle failure
# Fetch dealt orders
loaded_orders = False
ret = None
while not loaded_orders:
try:
self.api_call("get_symbol_dealt_orders")
ret = self.api_client.get_symbol_dealt_orders(
symbol=symbol, order_type=deal_type, limit=20)
loaded_orders = True
except KucoinAPIException as e:
self.log_error("Error {}: {}".format(e.status_code,
e.response))
time.sleep(0.1)
# Get dealt balance for order
dealt_amount = 0
for deal in ret["datas"]:
dealt_amount = self.apply_precision(dealt_amount + deal["amount"],
precision_coin)
spent_amount = self.apply_precision(
dealt_amount * (2 - self.trade_fee), precision_coin)
remaining = self.apply_precision("qty%d" % order_num - spent_amount,
precision_coin)
self.log_verbose(
"Cancelled order detail : %.8f dealt; %.8f remaining" %
(dealt_amount, remaining))
# Refactor the path to match the quantities
new_spent = self.apply_precision(spent * remaining / quantity,
path["coin1"])
new_earned = self.apply_precision(earned * remaining / quantity,
path["coin1"])
path["spent"], path["earned"] = new_spent, new_earned
path["qty%d" % order_num] = remaining
# Create new path if order 1 or 2 partially dealt
if order_num != 3 and dealt_amount > 0:
if buy:
new_precision = path["coin%d" % (order_num + 1)]
else:
new_precision = path["coin%d" % (((order_num + 1) % 3) + 1)]
artificial_spent = self.apply_precision(
spent * dealt_amount / quantity, path["coin1"])
artificial_earned = self.apply_precision(
earned * dealt_amount / quantity, path["coin1"])
new_qty = self.apply_precision(
path["qty%d" % order_num + 1] * dealt_amount / quantity,
path[new_precision])
if new_qty > self.min_amount[new_precision]:
# Create a new path only for liquidation
artificial_path = dict(path_value=path["path_value"],
coin1=path["coin1"],
coin2=path["coin2"],
coin3=path["coin3"],
buy1=path["buy1"],
buy2=path["buy2"],
buy3=path["buy3"],
sym1=path["sym1"],
sym2=path["sym2"],
sym3=path["sym3"],
spent=artificial_spent,
earned=artificial_earned,
qty1=path["qty1"],
qty2=path["qty2"],
qty3=path["qty3"],
price1=path["price1"],
price2=path["price2"],
price3=path["price3"])
# Mod quantity
artificial_path["qty%d" % order_num + 1] = new_qty
self.feed_liquidator(order_num + 1, artificial_path)
if order_num != 1:
# Add to liquidation if it failed
if remaining > self.min_amount[precision_coin]:
self.log_verbose(
"Order %d failed, add to liquidation : Qty %.8f; Price %.8f; Sym %s; Buy%s"
%
(order_num, path["qty%d" % order_num], price, symbol, buy))
self.feed_liquidator(order_num, path)
else:
self.log_verbose(
"Insufficient quantity remaining, no need to liquidate %s"
% precision_coin)
else:
self.log_verbose("Order %d failed, no need to liquidate %s" %
(order_num, path["coin1"]))
return False
def feed_liquidator(self, order_num, path, force_down=False):
if order_num is 1:
return
coin1, spent = path["coin1"], path["spent"]
buy, symbol, quantity, price = path["buy%d" % order_num], path[
"sym%d" % order_num], path["qty%d" % order_num], path["price%d" %
order_num]
self.log_verbose(
"Order %d failed, add to liquidation : Qty %.8f; Price %.8f; Sym %s; Buy%s"
% (order_num, quantity, price, symbol, buy))
self.liquidations.append({
"force_down": force_down,
"failed_sym": symbol,
"max_loss": self.liquidation_limit,
"spent": spent,
"path": path
})
# Update available balances and gains
if coin1 not in self.gains:
self.gains[coin1] = 0
self.balances[coin1] = self.apply_precision(
self.balances[coin1] - spent, coin1)
self.gains[coin1] = self.apply_precision(self.gains[coin1] - spent,
coin1)
def liquidate(self):
if not self.simulate:
return
liquidated = []
list_len, index = len(self.liquidations), 0
while index < list_len:
entry = self.liquidations[index]
index = index + 1
# Define the coins to deal with
force_down, path, spent, max_loss, failed_sym = entry[
"force_down"], entry["path"], entry["spent"], entry[
"max_loss"], entry["failed_sym"]
earned = path["earned"]
if failed_sym is path[
"sym2"]: # Try trade up first then down if not profitable
order_num = 2
if force_down: # Trade down
coin, coin1 = path["coin2"], path["coin3"]
buy = path["buy2"]
qty = path["qty2"]
if buy:
price = path["price2"] * spent / earned
else:
price = path["price2"] * earned / spent
else: # Trade up, default
coin, coin1 = path["coin2"], path["coin1"]
buy = not path["buy1"]
qty = self.apply_precision(path["qty1"] * self.trade_fee,
coin1)
price = path["price1"]
else: # Trade down
order_num = 3
coin, coin1 = path["coin3"], path["coin1"]
buy = path["buy3"]
qty = path["qty3"]
if buy:
price = path["price3"] * spent / earned
else:
price = path["price3"] * earned / spent
self.log_debug(
"Initial values : price %.8f; qty %.8f; spent %.8f" %
(price, qty, spent))
# Define the symbol
if coin in self.pairs and coin1 in self.pairs[coin]:
symbol = self.pairs[coin][coin1]["symbol"]
else:
symbol = self.pairs[coin1][coin]["symbol"]
self.log_debug("Trying to liquidate %s on symbol %s" %
(coin, symbol))
# Get books for coin to coin1
success, book = self.get_order_book(buy, symbol, limit=25)
if not success or book is None or len(book) < 1:
self.log_error("Error during api call for liquidation of %s" %
coin)
continue
# Check if prices and quantity
if buy:
book.sort(key=lambda order: order[0], reverse=True)
limit_price, max_qty = book[0][0], book[0][1]
book.pop()
while max_qty < qty and len(
book
) > 0: # Consume orders until qty and price are good
order = book.pop()
limit_price = order[0]
max_qty = max_qty + order[1]
self.log_debug(
"Calculated : qty %.8f; max_qty %.8f; price %.8f; limit_price %.8f"
% (qty, max_qty, price, limit_price))
if max_qty < qty or limit_price < price * (1 - max_loss):
if failed_sym is path["sym2"]:
self.log_verbose(
"Order 2 liquidation failed, changing trade order")
entry["force_down"] = not force_down
self.log_verbose(
"Couldn't liquidate sell, buy price is too low : %.8f at quantity %.8f"
% (limit_price, max_qty))
continue # Too low to sell back
else:
book.sort(key=lambda order: order[0])
limit_price, max_qty = book[0][0], book[0][1]
book.pop()
min_qty = qty * (1 - max_loss)
max_price = price * (qty / min_qty)
while max_qty < min_qty and len(
book
) > 0: # Consume orders until qty and price are good
order = book.pop()
limit_price = order[0]
max_qty = max_qty + order[1]
self.log_debug(
"Calculated : min_qty %.8f; max_qty %.8f; max_price %.8f; limit_price %.8f; price %.8f"
% (min_qty, max_qty, max_price, limit_price, price))
if max_qty < min_qty or limit_price > max_price:
if failed_sym is path["sym2"]:
entry["force_down"] = not force_down
self.log_verbose(
"Couldn't liquidate buy, sell price is too high : %.8f at quantity %.8f"
% (limit_price, min_qty))
continue # Too expensive to buy back
dust_qty = 0
leftover_balance = (price * qty) - (min_qty * limit_price)
if leftover_balance > 0:
dust_qty = leftover_balance / limit_price
self.log_debug(
"dust_qty %.8f;leftover %.8f;qty %.8f; price %.8f;min_qty %.8f;limit_price %.8f"
% (dust_qty, leftover_balance, qty, price, min_qty,
limit_price))
qty = self.apply_precision(min_qty + dust_qty, coin)
# Execute order
success = self.execute_order(order_num,
path,
force_price=limit_price,
force_qty=qty,
is_liquidation=True)
if not success:
self.log_error(
"Error during order execution for liquidation of %s" %
coin)
else:
self.log_verbose("Successfully liquidated %.8f %s for %.8f" %
(qty, symbol, limit_price))
liquidated.append(index - 1)
if failed_sym is path[
"sym2"] and force_down: # Add the third step to liquidation
path["earned"] = path["spent"]
if buy:
overspend_ratio = price / limit_price
path["qty3"] = self.apply_precision(
path["qty3"] / overspend_ratio, path["coin3"])
else:
overspend_ratio = path["qty2"] / qty
path["qty3"] = self.apply_precision(
path["qty3"] / overspend_ratio, path["coin1"])
new_max_loss = max_loss - (overspend_ratio - 1)
self.liquidations.append({
"force_down": False,
"failed_sym": path["sym3"],
"max_loss": new_max_loss,
"spent": spent,
"path": path
})
list_len = list_len + 1
else:
if buy:
total = qty * limit_price * self.trade_fee
else:
total = qty * self.trade_fee
self.balances[coin1] = self.apply_precision(
self.balances[coin1] + total, coin1)
self.gains[coin1] = self.apply_precision(
self.gains[coin1] + total, coin1)
for index in list(reversed(liquidated)): # Remove solved liquidations
self.log_debug("Removing liquidation entry : {}".format(
self.liquidations[index]))
del self.liquidations[index]
def refresh_blacklist(self):
for unique_string in list(self.path_blacklist.keys()):
if self.path_blacklist[unique_string] < time.time() - 10:
self.log_debug("Remove path from blacklist : %s" %
unique_string)
del self.path_blacklist[unique_string]
def get_order_book(self, buy, sym, limit=1):
self.api_call("get_buy/sell_orders")
start_get_book = time.time()
book, success = [], False
# Call the book
try:
if buy:
book = self.api_client.get_buy_orders(sym, limit=limit)
else:
book = self.api_client.get_sell_orders(sym, limit=limit)
success = True
except:
success = False
self.log_error("Failed to load the order book for %s" % sym)
# Handle max allowed time
if time.time() - start_get_book > self.time_limit['get_book']:
success = False
self.log_verbose("Book request took too long")
return success, book
def calc_path(self, balance1, order1, order2, order3,
path): # Data format : {balance, book1, book2, book3}
self.log_debug("Calculating path prices and quantity")
coin1, coin2, coin3 = path["coin1"], path["coin2"], path["coin3"]
buy1, buy2, buy3 = path["buy1"], path["buy2"], path["buy3"]
# Down the path
# Hop 1
if buy1:
balance1 = self.apply_precision(balance1, coin1)
qty = min(order1[1], balance1) # Max I can sell
balance2 = (qty * order1[0]) * self.trade_fee
else:
max_price = (order1[0] * order1[1])
order_buy_price = min(max_price, balance1) # Max I can spend
balance2 = (order_buy_price / order1[0]) * self.trade_fee
balance2 = self.apply_precision(balance2, coin2)
self.log_debug("Down path : balance %.8f; Order %r; isBuy %s" %
(balance1, order1, buy1))
# Hop 2
if buy2:
qty = min(order2[1], balance2) # Max I can sell
balance3 = (qty * order2[0]) * self.trade_fee
else:
max_price = (order2[0] * order2[1])
order_buy_price = min(max_price, balance2) # Max I can spend
balance3 = (order_buy_price / order2[0]) * self.trade_fee
balance3 = self.apply_precision(balance3, coin3)
self.log_debug("Down path : balance %.8f; Order %r; isBuy %s" %
(balance2, order2, buy2))
# Hop 3
if buy3:
qty = min(order3[1], balance3) # Max I can sell
earned = (qty * order3[0]) * self.trade_fee
else:
max_price = (order3[0] * order3[1])
order_buy_price = min(max_price, balance3) # Max I can spend
earned = (order_buy_price / order3[0]) * self.trade_fee
earned = self.apply_precision(earned, coin1)
self.log_debug("Down path : balance %.8f; Order %r; isBuy %s" %
(balance3, order3, buy3))
self.log_debug("Down path final balance : %.8f" % earned)
# Up the path
balance1, balance2, balance3 = earned, 0, 0
# Hop 3
if buy3:
qty3 = self.apply_precision(
(balance1 / self.trade_fee) / order3[0], coin3) # Qty sold
balance3 = qty3
else:
qty3 = self.apply_precision(balance1 / self.trade_fee,
coin1) # Qty bought
balance3 = qty3 * order3[0]
balance3 = self.apply_precision(balance3, coin3)
self.log_debug("Up path : balance %.8f; Order %r; isBuy %s" %
(balance1, order3, buy3))
# Hop 2
if buy2:
qty2 = self.apply_precision(
(balance3 / self.trade_fee) / order2[0], coin2) # Qty sold
balance2 = qty2
else:
qty2 = self.apply_precision(balance3 / self.trade_fee,
coin3) # Qty bought
balance2 = qty2 * order2[0]
balance2 = self.apply_precision(balance2, coin2)
self.log_debug("Up path : balance %.8f; Order %r; isBuy %s" %
(balance3, order2, buy2))
# Hop 1
if buy1:
qty1 = self.apply_precision(
(balance2 / self.trade_fee) / order1[0], coin1) # Qty sold
spent = qty1
else:
qty1 = self.apply_precision(balance2 / self.trade_fee,
coin2) # Qty bought
spent = qty1 * order1[0]
spent = self.apply_precision(spent, coin1)
self.log_debug("Up path : balance %.8f; Order %r; isBuy %s" %
(balance2, order1, buy1))
self.log_debug("Up path final balance is %.8f" % spent)
# Down the path again, adjusting precision
self.log_debug("Adjusting precision and values")
balance1, balance2, balance3 = spent, 0, 0
# Hop 1
if buy1:
qty1 = balance1 # Max I can sell
balance2 = (qty1 * order1[0]) * self.trade_fee
else:
qty1 = self.apply_precision(balance1 / order1[0], coin2)
balance2 = qty1 * self.trade_fee
balance2 = self.apply_precision(balance2, coin2)
self.log_debug("Down path : balance %.8f; Order %r; isBuy %s" %
(balance1, order1, buy1))
# Hop 2
if buy2:
qty2 = balance2 # Max I can sell
balance3 = (qty2 * order2[0]) * self.trade_fee
else:
qty2 = self.apply_precision(balance2 / order2[0], coin3)
balance3 = qty2 * self.trade_fee
balance3 = self.apply_precision(balance3, coin3)
self.log_debug("Down path : balance %.8f; Order %r; isBuy %s" %
(balance2, order2, buy2))
# Hop 3
if buy3:
qty3 = balance3 # Max I can sell
earned = (qty3 * order3[0]) * self.trade_fee
else:
qty3 = self.apply_precision(balance3 / order3[0], coin1)
earned = qty3 * self.trade_fee
earned = self.apply_precision(earned, coin1)
self.log_debug("Down path : balance %.8f; Order %r; isBuy %s" %
(balance3, order3, buy3))
self.log_debug("Down path final balance : %.8f" % earned)
path["qty1"], path["qty2"], path["qty3"] = qty1, qty2, qty3
path["price1"], path["price2"], path["price3"] = order1[0], order2[
0], order3[0]
path["spent"], path["earned"] = spent, earned
def get_paths_data(self):
path_prices = []
trade_fee = self.trade_fee**3
pairs = self.pairs
for path in self.paths:
p0, p1, p2 = path[0], path[1], path[2]
if p0 in self.balances and self.balances[p0] > 0:
path_value, buy1, buy2, buy3 = 1, False, False, False
# First hop
if path[1] in pairs[p0]:
if pairs[p0][path[1]]["sell"] <= 0:
continue
path_value = path_value / pairs[p0][p1]["sell"]
sym1 = "%s-%s" % (p1, p0)
else:
path_value = path_value * pairs[p1][p0]["buy"]
sym1 = "%s-%s" % (p0, p1)
buy1 = True
# Second hop
if path[1] in pairs and p2 in pairs[p1]:
if pairs[p1][p2]["sell"] <= 0:
continue
path_value = path_value / pairs[p1][p2]["sell"]
sym2 = "%s-%s" % (p2, p1)
else:
path_value = path_value * pairs[p2][p1]["buy"]
sym2 = "%s-%s" % (p1, p2)
buy2 = True
# Third hop
if p2 in pairs and p0 in pairs[p2]:
if pairs[p2][p0]["sell"] <= 0:
continue
path_value = path_value / pairs[p2][p0]["sell"]
sym3 = "%s-%s" % (p0, p2)
else:
path_value = path_value * pairs[p0][p2]["buy"]
sym3 = "%s-%s" % (p2, p0)
buy3 = True
path_value = path_value * trade_fee
if path_value - self.gap_limit_percent > 1:
path_prices.append({
"path_value": path_value,
"coin1": p0,
"coin2": p1,
"coin3": p2,
"buy1": buy1,
"buy2": buy2,
"buy3": buy3,
"sym1": sym1,
"sym2": sym2,
"sym3": sym3
})
self.log_debug(path_prices)
return path_prices
def apply_precision(self, amount, coin):
return float(
format(amount - (0.1**self.tradePrecision[coin]),
'.%df' % self.tradePrecision[coin]))
def reload_prices(self):
self.log_debug("reload_prices")
start_get_prices = time.time()
req = None
try:
self.api_call("get_trading_symbols")
req = self.api_client.get_trading_symbols()
success = True
if time.time() - start_get_prices > self.time_limit[
'get_prices']: # Error if call too long
success = False
except KucoinAPIException as e:
print("Error during request : error {} : {} ".format(
e.status_code, e.message))
success = False
if success:
pairs = self.pairs
# prices = self.prices
for symbol in req:
coin_type, coin_type_pair, sell, buy = symbol[
"coinType"], symbol["coinTypePair"], symbol.get(
"sell", 0), symbol.get("buy", 0)
if coin_type_pair in pairs and coin_type in pairs[
coin_type_pair]:
if sell is None:
sell = 0
if buy is None:
buy = 0
if buy == 0 or 1 - sell / buy >= 0.03:
sell, buy = 0, 0
pairs[coin_type_pair][coin_type]["sell"] = sell
pairs[coin_type_pair][coin_type]["buy"] = buy
self.log_debug(pairs)
return success
def calculate_min_amount(self):
self.reload_prices()
margin = 1.1
usd_btc = self.pairs['USDT']['BTC']['sell']
for coinType in self.pairs['BTC']:
usd_price = self.pairs['BTC'][coinType]['sell'] * usd_btc * margin
if usd_price == 0:
usd_price = 1000000 # No data, play it safe
self.min_amount['coinType'] = 1 / math.log10(usd_price)
self.min_amount['BTC'] = 1 / math.log10(usd_btc * margin)
self.last_min_calculation = time.time()
def start_engine(self):
# Load list of pairs
self.get_pairs_list()
# Get list of coins
self.get_coins_info()
# Load funds available for trading based on balances, rules and volume
self.get_avail_funds()
self.log_info("Funds available for trading are : {}".format(
self.balances))
# load prices
self.calculate_min_amount()
# Start analysis & trade loop
self.loop()
def get_pairs_list(self):
try:
self.api_call("get_trading_symbols")
req = self.api_client.get_trading_symbols()
except KucoinAPIException as e:
print("Error during request : error {} : {} ".format(
e.status_code, e.message))
self.get_pairs_list()
return
# Add all pairs to the list
for pair in req:
if pair["trading"]:
if pair["coinTypePair"] not in self.pairs:
self.pairs[pair["coinTypePair"]] = {}
# self.prices["{}-{}".format(pair["coinType"], pair["coinTypePair"])] = { "buy": 0, "sell": 0 }
self.pairs[pair["coinTypePair"]][pair["coinType"]] = {
"buy": 0,
"sell": 0,
"symbol": pair["symbol"]
}
# Remove symbol with only one pair
for QC1 in list(self.pairs.keys()):
count = 0
coin = QC1
for AC1 in list(self.pairs[QC1].keys()):
coin = AC1
if AC1 in self.pairs: # AC1 is a quote coin
for QC2 in list(self.pairs[AC1].keys()):
if QC2 in self.pairs[QC1] or (QC2 in self.pairs and QC1
in self.pairs[QC2]):
self.paths.append([QC1, AC1, QC2])
count = count + 1
else: # AC1 is not a quote coin
for QC2 in list(self.pairs.keys()):
if AC1 in self.pairs[QC2].keys():
if QC1 != QC2:
if QC1 in self.pairs[QC2] or QC2 in self.pairs[
QC1]:
self.paths.append([QC1, AC1, QC2])
count = count + 1
if count == 0:
del (self.pairs[QC1][coin])
# Count pairs
pairs_count = 0
for QC1 in self.pairs.keys():
pairs_count = pairs_count + len(self.pairs[QC1])
self.log_debug("All tradable pairs ({}) are : \n{}".format(
pairs_count, self.pairs))
def get_coins_info(self):
try:
self.api_call("get_coin_list")
coins = self.api_client.get_coin_list()
for coin in coins:
self.tradePrecision[coin["coin"]] = coin["tradePrecision"]
except KucoinAPIException as e:
print("Error during request : error {} : {} ".format(
e.status_code, e.message))
self.get_coins_info()
return
def get_avail_funds(self): # No real money for now
# Get account balance
try:
self.api_call("get_all_balances")
all_balances = self.api_client.get_all_balances()
except KucoinAPIException as e:
print("Error during request : error {} : {} ".format(
e.status_code, e.message))
self.get_avail_funds()
return
for coin in all_balances:
free_balance = coin["balance"]
if free_balance > 0:
self.balances[coin["coinType"]] = free_balance
self.log_debug("All balances in account : {}".format(self.balances))
# Apply manual rules
for symbol in list(self.balances.keys()):
# Remove
if symbol not in self.fund_rules:
del (self.balances[symbol])
continue
initial_balance = self.balances[symbol]
# Remove no touch coins from balance
if self.balances[symbol] > self.fund_rules[symbol][
'no_touch_coins']:
self.balances[symbol] = self.balances[
symbol] - self.fund_rules[symbol]['no_touch_coins']
else:
del (self.balances[symbol])
# limit the available balance to the max percentage allowed
percent_limit = initial_balance * self.fund_rules[symbol][
'max_percent'] / 100
if self.balances[symbol] > percent_limit:
self.balances[symbol] = percent_limit
self.log_verbose("{} limited to {}% of total : {}".format(
symbol, self.fund_rules[symbol]["max_percent"],
"%.2f" % self.balances[symbol]))
# limit to the max of coins allowed
if self.balances[symbol] > self.fund_rules[symbol]['max_coins']:
self.balances[symbol] = self.fund_rules[symbol]['max_coins']
self.log_verbose(
"{} balance exceed max_coins rule, limiting to {}{}".
format(symbol, self.balances[symbol], symbol))
def api_call(self, command):
self.call_count = self.call_count + 1
if self.call_count > 200:
sys.exit()
self.log_debug("API call : {} , counter: {}".format(
command, self.call_count))
def exit_message(self):
self.log_info("Program interrupted, session stats :")
self.log_info("Gains : \n{}".format(self.gains))
self.log_verbose("Pending liquidations : \n{}".format(
self.liquidations))
self.log_verbose(
"Final trading balance (Depends on balance rules) : \n{}\n".format(
self.balances))
def exit_program(self, signum, frame):
self.log_info("Interrupt signal received : SIG %d" % signum)
self.program_running = False
@staticmethod
def log_error(*text):
print('%.6f [ERR]' % time.time(), *text)
@staticmethod
def log_info(*text):
print('%.6f [INF]' % time.time(), *text)
def log_debug(self, *text):
if self.debug:
print('%.6f [DBG]' % time.time(), *text)
def log_verbose(self, *text):
if self.verbose:
print('%.6f [VRB]' % time.time(), *text)
import pandas as pd
import ta
import datetime
import math
import numpy as np
import smtplib
from email.mime.multipart import MIMEMultipart
from email.mime.text import MIMEText
import dash_core_components as dcc
import dash_html_components as html
import dash
from dash.dependencies import Input, Output
#initiates Kucoin account
from kucoin.client import Client
client = Client("CLIENTKEY", "SECRETKEY", "PASSPHRASE")
#GMail Credentials
MY_ADDRESS = ''
PASSWORD = ''
s = smtplib.SMTP(host='smtp.gmail.com', port=587)
s.starttls()
s.login(MY_ADDRESS, PASSWORD)
#initiates emails
msg = MIMEMultipart()
msg['From'] = MY_ADDRESS
msg['To'] = MY_ADDRESS
msg['Subject'] = "KuCoin Trading Bot"
#exception module
from kucoin.exceptions import KucoinAPIException
binance_gas_add = "AexzA2PoEytX3nKwTpx4fgXovFPhUzydxb"
poloniex_btc_add = "1KGFzwUrLtQc8GfmWT8NRV4XfikbYKFqZh"
kucion_btc_add = "14eg4a5q1tucRcBipC8aD5tS4a5i9gb5hv"
binance_btc_add = "14eg4a5q1tucRcBipC8aD5tS4a5i9gb5hv"
poloniex_bitcoin_withdrawl_fee = 0.0005
binance_bitcoin_withdrawl_fee = 0.001
kucoin_bitcoin_withdrawl_fee = 0.0005
binance_trading_fee = 0.001
kucoin_trading_fee = 0.001
poloniex_trading_fee = 0.0015
binance_client = BinanceClient(binance_api_key, binance_api_secret)
poloniex_client = poloniex.Poloniex(poloniex_api_key, poloniex_api_secret)
kucion_client = KucoinClient(kucoin_api_key, kucoin_api_secret)
fixes = [{
'coinmarketcap': 'MIOTA',
'binance': 'IOTA'
}, {
'coinmarketcap': 'BCH',
'binance': 'BCC'
}]
max_principal_btc = 0.1
def main():
while True:
df = pd.read_csv("gas-btc.csv")
async def parser(message):
config.read('config.ini')
binance_key = config['Binance']['binance_key']
binance_sec = config['Binance']['binance_sec']
kucoin_key = config['Kucoin']['kucoin_key']
kucoin_sec = config['Kucoin']['kucoin_sec']
kucoin_api_pass = config['Kucoin']['kucoin_api_pass']
coinmarketcap_apikey = config['API']['coinmarketcap_apikey']
blockfrost_apikey = config['API']['blockfrost_apikey']
ada_address = config['Addresses']['ada_address']
bnb_address = config['Addresses']['bnb_address']
total = []
USDT = 0.
RUB = 0.
# * Getting coins info from Binance
try:
client = binance.Client(binance_key, binance_sec)
await client.load()
accinfo = await client.fetch_account_information(receive_window=None)
for coin in accinfo['balances']:
if coin['asset'] == "USDT":
USDT += float(coin['free'])
elif coin['asset'] == "RUB":
RUB += float(coin['free'])
else:
amount = float(coin['free'])
ticker = coin['asset'] + "USDT"
if amount > 0.000001:
print(ticker[:-4] + f" amount: {amount}")
coin.pop('locked')
coin['amount'] = float(coin.pop('free'))
total.append(coin)
await client.close()
except:
print("Wrong Binance credentials.")
bot.send_message(message.chat.id,
"You entered wrong Binance credentials.")
# * Getting the amount of ADA on Yoroi
link_cardano = "https://cardano-mainnet.blockfrost.io/api/v0/addresses/"
headers = {'project_id': blockfrost_apikey}
session = Session()
session.headers.update(headers)
try:
response = session.get(link_cardano + ada_address)
data = json.loads(response.text)
except (ConnectionError, Timeout, TooManyRedirects) as e:
print(e)
try:
ada_amount = float(data['amount'][0]['quantity'])
except:
ada_amount = 0
bot.send_message(
message.chat.id,
"You entered wrong ADA address or Blockfrost API key.")
if ada_amount > 1e+6:
ada_amount /= 1e+6
print(f"Found {ada_amount} ADA in Cardano Wallet")
if not any(d['asset'] == 'ADA' for d in total):
total.append({'asset': 'ADA', 'amount': ada_amount})
else:
for x in total:
if x['asset'] == 'ADA':
x['amount'] += ada_amount
# * Getting the coins from BNB Wallet
bnb_api_link = "https://dex.binance.org/api/v1/account/"
response = urlopen(bnb_api_link + bnb_address)
data_json = (json.loads(response.read()))['balances']
for coin in data_json:
amount = float(coin['free'])
ticker = coin['symbol']
if "CBB" in ticker:
ticker = ticker[:-4]
if amount > 0.000001:
if not any(d['asset'] == ticker for d in total):
total.append({'asset': ticker, 'amount': amount})
print(
f"creating {ticker} with {amount} in total | From BNB Wallet"
)
else:
for coin in total:
if coin['asset'] == ticker:
coin['amount'] += amount
print(
f"adding to {ticker} {amount} in total | From BNB Wallet"
)
break
# *Getting coins from Kucoin
try:
client = Client(kucoin_key, kucoin_sec, kucoin_api_pass)
kucoininfo = client.get_accounts()
for coin in kucoininfo:
if coin['type'] != 'trade':
continue
amount = float(coin['balance'])
ticker = coin['currency']
if amount > 0.000001 and ticker != "USDT":
if not any(d['asset'] == ticker for d in total):
total.append({'asset': ticker, 'amount': amount})
print(
f"creating {ticker} with {amount} in total | From Kucoin"
)
else:
for coin in total:
if coin['asset'] == ticker:
coin['amount'] += amount
print(
f"adding to {ticker} {amount} in total | From Kucoin"
)
break
except:
print("Wrong Kucoin credentials.")
bot.send_message(message.chat.id,
"You entered wrong Kucoin credentials.")
try:
coinmarketcap_url = "https://pro-api.coinmarketcap.com/v1/cryptocurrency/quotes/latest"
alltickers = ""
for coin in total:
alltickers += (coin['asset'] + ",")
alltickers = alltickers[:-1]
parameters = {'symbol': alltickers}
headers = {
'Accepts': 'application/json',
'X-CMC_PRO_API_KEY': coinmarketcap_apikey,
}
session = Session()
session.headers.update(headers)
response = session.get(coinmarketcap_url, params=parameters)
data = json.loads(response.text)
print("Got prices from Coinmarketcap")
for coin in total:
ticker = coin['asset']
coin['price'] = data['data'][ticker]['quote']['USD']['price']
coin['value_in_USD'] = coin['price'] * coin['amount']
total = [
i for i in total
if not (i['value_in_USD'] < include_with_value_higher_than)
]
total = sorted(total, key=itemgetter('value_in_USD'), reverse=True)
balance = 0.
for coin in total:
balance += coin['value_in_USD']
balance += USDT + (RUB / 74)
balance = round(balance, 2)
reply_msg = "*Total balance is " + str(balance) + " $*" + "\n\n"
reply_msg += "*In coins:*\n"
for coin in total:
if coin['amount'] >= 1:
amount = str(round(coin['amount'], 2))
else:
amount = str(round(coin['amount'], 6))
reply_msg += coin['asset'] + ": " + amount + " | " + \
str(round(coin['value_in_USD'], 2)) + " $\n"
reply_msg += "\n*In fiat:*\n" + str(round(USDT, 2)) + " $\n"
if RUB != 0:
reply_msg += str(round(RUB, 2)) + " ₽\n"
bot.reply_to(message, reply_msg, parse_mode='Markdown')
except:
print("Wrong API key for Coinmarketcap")
bot.send_message(message.chat.id,
"You entered wrong Coinmarketcap API key.")
class KUCoin():
global client
global api_key
global api_secret
global api_pasphrase
global balance_percent
global pair
global base_coin
def __init__(self, balance_percent_value, coin_name):
#api_key = '602e39d9a2644e0006e7e2c2'
#603e5c8473b5c50006582528
db = DB()
config = db.connection.all()
self.api_key = config[0]['api_key']
#api_secret = '2db4483e-2a76-4c2c-b533-f64a80a25c6d'
self.api_secret = config[0]['api_secret']
self.api_passphrase = config[0]['api_pass']
#, sandbox=True
self.client = Client(self.api_key, self.api_secret,
self.api_passphrase)
self.base_coin = config[1]['base_coin']
self.balance_percent = balance_percent_value
self.pair = coin_name + "-" + self.base_coin
def getcurprice(self, pair):
ticker = self.client.get_ticker(pair)
return float(ticker['price'])
def getAccounts(self, ):
accounts = self.client.get_accounts()
return accounts
def get_max_position_available(self, currency, pair):
accounts = self.getAccounts()
for account in accounts:
if account['currency'] == currency:
balance = account['balance']
break
price = self.getcurprice(pair)
to_use = (float(balance) * self.balance_percent) / 100
decide_position_to_use = to_use / price
return decide_position_to_use
def create_sell_order(self, pair, quantity, price):
order = self.client.create_limit_order(pair, Client.SIDE_SELL, price,
quantity)
print(order)
return order
def create_market_order(self):
maxquantity = 0.0
try:
maxquantity = round(
0.9 *
self.get_max_position_available(self.base_coin, self.pair))
if maxquantity > 0.0:
# place a market buy order
order = self.client.create_market_order(pair,
Client.SIDE_BUY,
size=maxquantity)
print("Done")
if not order['orderId']:
return "No Order Created Yet"
else:
return "Max quantity " + str(
maxquantity) + "for Current Pair " + pair
except KucoinAPIException as e:
return e.message
time.sleep(2)
exit()
if __name__ == "__main__":
parser = argparse.ArgumentParser(
description="Find price gap within a platform")
parser.add_argument('--coin',
help='coin to be scanned, separated by dash(-).')
parser.add_argument('--platform', help='Platform to trade.')
parser.add_argument('--market',
default='BTC-ETH',
help='The two markets to trade against.')
args = parser.parse_args()
scan_coins = args.coin.split('-')
# Get API credentials from AWS S3 bucket.
abs_path = Path(Path(__file__).resolve().parents[1], CREDENTIALS_FILENAME)
secret_downloader.download_secret(str(abs_path))
with abs_path.open('r') as f:
credentials = json.load(f)[args.platform]
markets = args.market.split('-')
client = Client(credentials['api_key'], credentials['secret_key'])
helper = Helper(client, markets[0], markets[1])
semaphore = threading.BoundedSemaphore(value=1)
t3 = conrl()
t3.start()
