Beispiel #1
0
 def marketSell(self, market, base_currency, sell_percent=100):
     if self.is_live == 1:
         if isinstance(sell_percent, int):
             if sell_percent > 0 and sell_percent < 100:
                 base_currency = (sell_percent / 100) * base_currency
             if self.exchange == 'coinbasepro':
                 api = CBAuthAPI(self.getAPIKey(), self.getAPISecret(), self.getAPIPassphrase(), self.getAPIURL())
                 return api.marketSell(market, base_currency)
             elif self.exchange == 'binance':
                 api = BAuthAPI(self.getAPIKey(), self.getAPISecret(), self.getAPIURL())
                 return api.marketSell(market, base_currency)
         else:
             return None
Beispiel #2
0
    def sell(self,
             cryptoMarket,
             fiatMarket,
             cryptoAmount,
             manualPrice=0.00000000):
        """Places a sell order either live or simulation

        Parameters
        ----------
        cryptoMarket: str
            Crypto market you wish to purchase
        fiatMarket, str
            QUOTE market funding the purchase
        fiatAmount, float
            QUOTE amount of crypto currency to purchase
        manualPrice, float
            Used for simulations specifying the live price to purchase
        """
        if self.app.getExchange() == 'binance':
            # validate crypto market is syntactically correct
            p = re.compile(r"^[A-Z]{3,8}$")
            if not p.match(cryptoMarket):
                raise TypeError('Binance crypto market is invalid.')

            # validate fiat market is syntactically correct
            p = re.compile(r"^[A-Z]{3,8}$")
            if not p.match(fiatMarket):
                raise TypeError('Binance fiat market is invalid.')
        else:
            # crypto market should be either BCH, BTC, ETH, LTC or XLM
            if cryptoMarket not in ['BCH', 'BTC', 'ETH', 'LTC', 'XLM']:
                raise Exception(
                    'Invalid crypto market: BCH, BTC, ETH, LTC, ETH, or XLM')

            # fiat market should be either EUR, GBP, or USD
            if fiatMarket not in ['EUR', 'GBP', 'USD']:
                raise Exception('Invalid QUOTE market: EUR, GBP, USD')

        # reconstruct the exchange market using crypto and fiat inputs
        if self.app.getExchange() == 'binance':
            market = cryptoMarket + fiatMarket
        else:
            market = cryptoMarket + '-' + fiatMarket

        # crypto amount must be an integer or float
        if not isinstance(cryptoAmount, float) and not isinstance(
                cryptoAmount, int):
            raise TypeError('Crypto amount not numeric.')

        # crypto amount must be positive
        if cryptoAmount <= 0:
            raise Exception('Invalid crypto amount.')

        if self.app.getExchange() == 'binance':
            if self.mode == 'live':
                # execute a live market buy
                resp = self.client.order_market_sell(symbol=market,
                                                     quantity=cryptoAmount)

                # TODO: not finished
                print(resp)
            else:
                # crypto amount should exceed balance
                if cryptoAmount > self.getBalance(cryptoMarket):
                    raise Exception('Insufficient funds.')

                # manual price must be an integer or float
                if not isinstance(manualPrice, float) and not isinstance(
                        manualPrice, int):
                    raise TypeError('Optional manual price not numeric.')

                # calculate purchase fees
                fee = cryptoAmount * 0.005
                cryptoAmountMinusFee = cryptoAmount - fee

                price = manualPrice
                # if manualPrice is non-positive retrieve the current live price
                if manualPrice <= 0:
                    resp = requests.get(
                        'https://api-public.sandbox.pro.coinbase.com/products/'
                        + market + '/ticker')
                    if resp.status_code != 200:
                        raise Exception('GET /products/' + market +
                                        '/ticker {}'.format(resp.status_code))
                    resp.raise_for_status()
                    json = resp.json()
                    price = float(json['price'])

                total = price * cryptoAmountMinusFee

                # append dummy order into orders dataframe
                ts = pd.Timestamp.now()
                price = ((price * cryptoAmount) * 100) / (cryptoAmount * 100)
                order = pd.DataFrame([[
                    '', market, 'sell', 'market', cryptoAmountMinusFee,
                    float('{:.8f}'.format(total)), 'done', '{:.8f}'.format(
                        float(price))
                ]],
                                     columns=[
                                         'created_at', 'market', 'action',
                                         'type', 'size', 'value', 'status',
                                         'price'
                                     ],
                                     index=[ts])
                order['created_at'] = order.index
                self.orders = pd.concat(
                    [self.orders, pd.DataFrame(order)], ignore_index=False)

                # update the dummy fiat balance
                self.balance.loc[
                    self.balance['currency'] == fiatMarket,
                    'balance'] = self.getBalance(fiatMarket) + total
                self.balance.loc[
                    self.balance['currency'] == fiatMarket,
                    'available'] = self.getBalance(fiatMarket) + total

                # update the dummy crypto balance
                self.balance.loc[
                    self.balance['currency'] == cryptoMarket,
                    'balance'] = self.getBalance(cryptoMarket) - cryptoAmount
                self.balance.loc[
                    self.balance['currency'] == cryptoMarket,
                    'available'] = self.getBalance(cryptoMarket) - cryptoAmount

        else:
            if self.mode == 'live':
                # connect to Coinbase Pro API live
                model = CBAuthAPI(self.app.getAPIKey(),
                                  self.app.getAPISecret(),
                                  self.app.getAPIPassphrase(),
                                  self.app.getAPIURL())

                # execute a live market sell
                resp = model.marketSell(market,
                                        float(self.getBalance(cryptoMarket)))

                # TODO: not finished
                print(resp)
            else:
                # crypto amount should exceed balance
                if cryptoAmount > self.getBalance(cryptoMarket):
                    raise Exception('Insufficient funds.')

                # manual price must be an integer or float
                if not isinstance(manualPrice, float) and not isinstance(
                        manualPrice, int):
                    raise TypeError('Optional manual price not numeric.')

                # calculate purchase fees
                fee = cryptoAmount * 0.005
                cryptoAmountMinusFee = cryptoAmount - fee

                price = manualPrice
                if manualPrice <= 0:
                    # if manualPrice is non-positive retrieve the current live price
                    resp = requests.get(
                        'https://api-public.sandbox.pro.coinbase.com/products/'
                        + market + '/ticker')
                    if resp.status_code != 200:
                        raise Exception('GET /products/' + market +
                                        '/ticker {}'.format(resp.status_code))
                    resp.raise_for_status()
                    json = resp.json()
                    price = float(json['price'])

                total = price * cryptoAmountMinusFee

                # append dummy order into orders dataframe
                ts = pd.Timestamp.now()
                price = ((price * cryptoAmount) * 100) / (cryptoAmount * 100)
                order = pd.DataFrame([[
                    market, 'sell', 'market', cryptoAmountMinusFee,
                    float('{:.8f}'.format(total)), 'done', price
                ]],
                                     columns=[
                                         'market', 'action', 'type', 'size',
                                         'value', 'status', 'price'
                                     ],
                                     index=[ts])
                order['created_at'] = order.index
                self.orders = pd.concat(
                    [self.orders, pd.DataFrame(order)], ignore_index=False)

                # update the dummy fiat balance
                self.balance.loc[
                    self.balance['currency'] == fiatMarket,
                    'balance'] = self.getBalance(fiatMarket) + total
                self.balance.loc[
                    self.balance['currency'] == fiatMarket,
                    'available'] = self.getBalance(fiatMarket) + total

                # update the dummy crypto balance
                self.balance.loc[
                    self.balance['currency'] == cryptoMarket,
                    'balance'] = self.getBalance(cryptoMarket) - cryptoAmount
                self.balance.loc[
                    self.balance['currency'] == cryptoMarket,
                    'available'] = self.getBalance(cryptoMarket) - cryptoAmount