def collector(exchange, market):
api_key, secret_key = load_api_key(exchange)
bittrex = Bittrex(api_key, secret_key)
order_slice = bittrex.get_market_history(market, 100)
return order_slice
def __init__(self, exchange):
self.__exchange = exchange
self.__api_class = {
'bigone': Bigone,
'binance': Binance,
'bittrex': Bittrex,
'okex': Okex,
'hitbtc': Hitbtc,
'poloniex': Poloniex,
'bitstamp': Bitstamp,
}[exchange]
self.__api_client = self.__api_class(*load_api_key(exchange))
def laplace_indicator(pair, exchange):
bittrex_api = Bittrex(*load_api_key(exchange))
full_order_book = bittrex_api.get_orderbook(pair, 'both', 20)
assert full_order_book['success'] is True
df_buy = pd.DataFrame(full_order_book['result']['buy'])
df_sell = pd.DataFrame(full_order_book['result']['sell'])
bid_sum = df_buy['Quantity'] * df_buy['Rate']
ask_sum = df_sell['Quantity'] * df_sell['Rate']
laplace_value = (bid_sum.sum() - ask_sum.sum()) / (bid_sum.sum() +
ask_sum.sum())
return laplace_value
def get_volatility_df(exchange):
pair_list = [
'USDT-BTC', 'BTC-1ST', 'BTC-ETH', 'BTC-OMG', 'BTC-GNT', 'BTC-XRP',
'BTC-SC', 'BTC-DASH', 'BTC-QTUM', 'BTC-SNT'
]
bittrex_api = Bittrex(*load_api_key(exchange))
for pair in pair_list:
hist = pd.DataFrame(
bittrex_api.getHistoricalData(market=pair, period=100, unit='day'))
hist['H'] = hist['H'] / hist['C'].mean()
hist['L'] = hist['L'] / hist['C'].mean()
hist['v'] = hist['H'] / hist['L']
print("volatility of {} is {}".format(pair, hist['v'].std()))
def find_breakout(p):
while True:
my_bittrex = Bittrex(*load_api_key('bittrex'))
closing_prices_1min = my_bittrex.getClosingPrices(p, 100, 'oneMin')
df = pd.DataFrame([])
df['close'] = closing_prices_1min
df['ma5'] = df['close'].rolling(5).mean().fillna(method='bfill')
df['diff'] = df['close'] - df['ma5']
df['higher'] = df['diff'].apply(lambda x: x > 0)
cpx = df['close'].tolist()[-1]
if df['higher'].tail(5).tolist()[::-1] == [
False, False, False, False, True
]:
print(green("{} breakout up at price {}".format(p, cpx)))
if df['higher'].tail(5).tolist()[::-1] == [
True, True, True, True, False
]:
print(red("{} breakout down at price {}".format(p, cpx)))
print("{} hodl current price: {}".format(p, cpx))
time.sleep(10)
def break_bollinger_bands(p, exchange):
while True:
my_bittrex = Bittrex(*load_api_key(exchange))
closing_prices_1min = my_bittrex.getClosingPrices(p, 100, 'fiveMin')
cpx = closing_prices_1min[-1]
pct_change = closing_prices_1min[-1] / closing_prices_1min[-2]
upper, middle, lower = talib.BBANDS(np.asarray(closing_prices_1min),
timeperiod=15,
nbdevup=1,
nbdevdn=1,
matype=0)
upper = upper[-1]
lower = lower[-1]
if cpx < lower and pct_change > 0.97:
# break bollinger bands up
print(green("{} breakout up at price {}".format(p, cpx)))
elif cpx > upper or pct_change < 0.97:
# break bollinger bands down
print(red("{} breakout down at price {}".format(p, cpx)))
time.sleep(10)
print("\n")
def test_api():
key, secret = load_api_key('zb')
api = ZB(key, secret)
print(api.trades('1stbtc'))
for k in ks:
item = "orders[][%s]=%s" % (k, v[k])
query = "%s&%s" % (query,
item) if len(query) else "%s" % item
return query
def sign(self, verb, path, params=None):
query = self.urlencode(params)
msg = ("|".join([verb, path, query])).encode('utf-8')
signature = hmac.new(self.secret_key.encode('utf-8'),
msg=msg,
digestmod=hashlib.sha256).hexdigest()
return signature
def sign_params(self, verb, path, params=None):
if not params:
params = {}
params.update({
'tonce': int(1000 * time.time()),
'access_key': self.access_key
})
signature = self.sign(verb, path, params)
return signature, params
if __name__ == '__main__':
api_key, secret_key = load_api_key('bigone')
client = Client(api_key, secret_key)
return signature
def sign_params(self, verb, path, params=None):
if not params:
params = {}
params.update({
'tonce': int(1000 * time.time()),
'access_key': self.access_key
})
signature = self.sign(verb, path, params)
return signature, params
if __name__ == '__main__':
api_key, secret_key = load_api_key('yunbi')
client = Client(api_key, secret_key)
buy_order_count = 0
sell_order_count = 0
last = 0
while True:
print("===============================================")
#pprint.pprint(client.getOrderBook('1stcny', limit=10))
#time.sleep(10)
#continue
#k = client.getHistory('1stcny')
tick = client.getTickers('1stcny')
print(tick)
if tick['last'] == last: