def saveCSV(self, filename: str='tradingdata.csv') -> None:
"""Saves the DataFrame to an uncompressed CSV."""
p = compile(r"^[\w\-. ]+$")
if not p.match(filename):
raise TypeError('Filename required.')
if not isinstance(self.df, DataFrame):
raise TypeError('Pandas DataFrame required.')
try:
self.df.to_csv(filename)
except OSError:
Logger.critical(f'Unable to save: {filename}')
def _write_data(self, name: str = "") -> bool:
file = self.filename if name == "" else name
try:
with open(
os.path.join(self.app.telegramdatafolder, "telegram_data",
file),
"w",
encoding="utf8",
) as outfile:
json.dump(self.data, outfile, indent=4)
return True
except JSONDecodeError as err:
Logger.critical(str(err))
return False
def _read_data(self, name: str = "") -> None:
file = self.filename if name == "" else name
try:
with open(
os.path.join(self.app.telegramdatafolder, "telegram_data",
file),
"r",
encoding="utf8",
) as json_file:
self.data = json.load(json_file)
except (JSONDecodeError, Exception) as err:
Logger.critical(str(err))
with open(
os.path.join(self.app.telegramdatafolder, "telegram_data",
file),
"r",
encoding="utf8",
) as json_file:
self.data = json.load(json_file)
def marketBuy(self,
market: str = "",
quote_quantity: float = 0) -> pd.DataFrame:
"""Executes a market buy providing a funding amount"""
# validates the market is syntactically correct
if not self._isMarketValid(market):
raise ValueError("Coinbase Pro market is invalid.")
# validates quote_quantity is either an integer or float
if not isinstance(quote_quantity, int) and not isinstance(
quote_quantity, float):
Logger.critical("Please report this to Michael Whittle: " +
str(quote_quantity) + " " +
str(type(quote_quantity)))
raise TypeError("The funding amount is not numeric.")
# funding amount needs to be greater than 10
if quote_quantity < MINIMUM_TRADE_AMOUNT:
Logger.warning(
f"Trade amount is too small (>= {MINIMUM_TRADE_AMOUNT}).")
return pd.DataFrame()
# raise ValueError(f"Trade amount is too small (>= {MINIMUM_TRADE_AMOUNT}).")
try:
order = {
"product_id": market,
"type": "market",
"side": "buy",
"funds": self.marketQuoteIncrement(market, quote_quantity),
}
Logger.debug(order)
# connect to authenticated coinbase pro api
model = AuthAPI(self._api_key, self._api_secret,
self._api_passphrase, self._api_url)
# place order and return result
return model.authAPI("POST", "orders", order)
except:
return pd.DataFrame()
def marketBuy(self,
market: str = "",
quote_quantity: float = 0) -> pd.DataFrame:
"""Executes a market buy providing a funding amount"""
# validates the market is syntactically correct
if not self._isMarketValid(market):
raise ValueError("Kucoin market is invalid.")
# validates quote_quantity is either an integer or float
if not isinstance(quote_quantity, int) and not isinstance(
quote_quantity, float):
Logger.critical("Please report this to Michael Whittle: " +
str(quote_quantity) + " " +
str(type(quote_quantity)))
raise TypeError("The funding amount is not numeric.")
# funding amount needs to be greater than 10
if quote_quantity < MINIMUM_TRADE_AMOUNT:
raise ValueError(
f"Trade amount is too small (>= {MINIMUM_TRADE_AMOUNT}).")
dt_obj = datetime.strptime(str(datetime.now()), "%Y-%m-%d %H:%M:%S.%f")
millisec = dt_obj.timestamp() * 1000
order = {
"clientOid": str(millisec),
"symbol": market,
"type": "market",
"side": "buy",
"funds": self.marketQuoteIncrement(market, quote_quantity),
}
# Logger.debug(order)
# connect to authenticated Kucoin api
model = AuthAPI(self._api_key, self._api_secret, self._api_passphrase,
self._api_url)
# place order and return result
return model.authAPI("POST", "api/v1/orders", order)
def marketBuy(self,
market: str = '',
quote_quantity: float = 0) -> pd.DataFrame:
"""Executes a market buy providing a funding amount"""
# validates the market is syntactically correct
if not self._isMarketValid(market):
raise ValueError('Coinbase Pro market is invalid.')
# validates quote_quantity is either an integer or float
if not isinstance(quote_quantity, int) and not isinstance(
quote_quantity, float):
Logger.critical('Please report this to Michael Whittle: ' +
str(quote_quantity) + ' ' +
str(type(quote_quantity)))
raise TypeError('The funding amount is not numeric.')
# funding amount needs to be greater than 10
if quote_quantity < MINIMUM_TRADE_AMOUNT:
raise ValueError(
f"Trade amount is too small (>= {MINIMUM_TRADE_AMOUNT}).")
order = {
'product_id': market,
'type': 'market',
'side': 'buy',
'funds': self.marketQuoteIncrement(market, quote_quantity)
}
Logger.debug(order)
# connect to authenticated coinbase pro api
model = AuthAPI(self._api_key, self._api_secret, self._api_passphrase,
self._api_url)
# place order and return result
return model.authAPI('POST', 'orders', order)
def main():
try:
message = 'Starting '
if app.getExchange() == 'coinbasepro':
message += 'Coinbase Pro bot'
elif app.getExchange() == 'binance':
message += 'Binance bot'
smartSwitchStatus = 'enabled' if app.getSmartSwitch() else 'disabled'
message += ' for ' + app.getMarket(
) + ' using granularity ' + app.printGranularity(
) + '. Smartswitch ' + smartSwitchStatus
app.notifyTelegram(message)
# initialise and start application
trading_data = app.startApp(account, state.last_action)
def runApp():
# run the first job immediately after starting
if app.isSimulation():
executeJob(s, app, state, trading_data)
else:
executeJob(s, app, state)
s.run()
try:
runApp()
except KeyboardInterrupt:
raise
except (BaseException, Exception) as e:
if app.autoRestart():
# Wait 30 second and try to relaunch application
time.sleep(30)
Logger.critical('Restarting application after exception: ' +
repr(e))
app.notifyTelegram('Auto restarting bot for ' +
app.getMarket() + ' after exception: ' +
repr(e))
# Cancel the events queue
map(s.cancel, s.queue)
# Restart the app
runApp()
else:
raise
# catches a keyboard break of app, exits gracefully
except KeyboardInterrupt:
Logger.warning(
str(datetime.now()) + ' bot is closed via keyboard interrupt...')
try:
sys.exit(0)
except SystemExit:
os._exit(0)
except (BaseException, Exception) as e:
# catch all not managed exceptions and send a Telegram message if configured
app.notifyTelegram('Bot for ' + app.getMarket() +
' got an exception: ' + repr(e))
Logger.critical(repr(e))
raise
