def main(argv):
getEnv(argv)
cryptsy_py = CryptsyPy(public=public, private=private)
market_data = cryptsy_py.getMarkets()
cryptsy_mongo = CryptsyMongo(host="192.168.1.33")
last_trades = cryptsy_mongo.getLastTrades()
if len(userMarketIds) > 0:
market_ids = userMarketIds
else:
market_ids = set([int(last_trade['marketid']) for last_trade in last_trades])
for market_id in market_ids:
market_name = next((market_name for market_name in market_data if int(market_data[market_name]) == market_id))
plot_diagram(market_name, market_id)
def plot_diagram(market_name, market_id):
interval = timedelta(days=1, hours=4)
cryptsy_mongo = CryptsyMongo(host="192.168.1.33")
timeStart = datetime.utcnow() - interval
cryptoCurrencyDataSamples = cryptsy_mongo.markets_collection.find(
{"name": market_name, "lasttradetime": {"$gt": timeStart.strftime("%Y-%m-%d %H:%M:%S")}})
tradeData = [(cryptoCurrencySample['lasttradetime'], cryptoCurrencySample['lasttradeprice']) for
cryptoCurrencySample in cryptoCurrencyDataSamples]
uniqueTradeData = list(set(tradeData))
uniqueTradeData = sorted(uniqueTradeData, key=(lambda x: x[0]))
times = [(datetime.strptime(tradeDataSample[0], '%Y-%m-%d %H:%M:%S') - epoch).total_seconds()
for tradeDataSample in uniqueTradeData]
prices = [float(tradeDataSample[1]) for tradeDataSample in uniqueTradeData]
trades = cryptsy_mongo.trades_collection.find(
{"marketid": str(market_id), "datetime": {"$gt": timeStart.strftime("%Y-%m-%d %H:%M:%S")}})
trade_samples = []
for trade in trades:
trade_samples.append(((datetime.strptime(trade['datetime'], '%Y-%m-%d %H:%M:%S') - epoch).total_seconds(),
float(trade['tradeprice']), trade['tradetype']))
buy_trade_times = [trade_sample[0] for trade_sample in trade_samples if trade_sample[2] == 'Buy']
buy_trade_price = [trade_sample[1] for trade_sample in trade_samples if trade_sample[2] == 'Buy']
sell_trade_times = [trade_sample[0] for trade_sample in trade_samples if trade_sample[2] == 'Sell']
sell_trade_price = [trade_sample[1] for trade_sample in trade_samples if trade_sample[2] == 'Sell']
times_x = []
prices_y = []
market_trend = cryptsy_mongo.calculateMarketTrend(market_name, market_id)
for hour in range(0, 24):
time_x = datetime.utcnow() - timedelta(hours=hour)
price_y = getNormalizedEstimatedPrice(market_trend, time_x)
times_x.append((toCryptsyServerTime(time_x) - epoch).total_seconds())
prices_y.append(price_y)
plt.plot(times, prices)
plt.plot(buy_trade_times, buy_trade_price, 'ro')
plt.plot(sell_trade_times, sell_trade_price, 'go')
plt.plot(times_x, prices_y, 'ko')
plt.savefig("{}.png".format("{}-{}".format(market_name.replace('/', '-'), market_id)), format='png')
plt.close()
def setUp(self):
self.mongo_client = CryptsyMongo()
class TestSequenceFunctions(unittest.TestCase):
def setUp(self):
self.mongo_client = CryptsyMongo()
def test_simple(self):
self.mongo_client.truncate_market_trend_collection()
market_trend = self.mongo_client.calculateMarketTrend(market_name="LTC/BTC", market_id=3)
self.assertIsNotNone(market_trend)
def test_recent(self):
self.mongo_client.truncate_market_trend_collection()
num_market_trend = self.mongo_client.market_trend_collection.find().count()
self.assertEqual(num_market_trend, 0)
market_trend_1 = self.mongo_client.getRecentMarketTrend(market_name="LTC/BTC", market_id=3)
num_market_trend = self.mongo_client.market_trend_collection.find().count()
self.assertEqual(num_market_trend, 1)
self.assertIsNotNone(market_trend_1)
market_trend_2 = self.mongo_client.getRecentMarketTrend(market_name="LTC/BTC", market_id=3)
num_market_trend = self.mongo_client.market_trend_collection.find().count()
self.assertEqual(num_market_trend, 1)
self.assertEqual(market_trend_1, market_trend_2)
def test_recent(self):
self.mongo_client.getRecentMarketTrend(market_name="LTC/BTC", market_id=3, timedelta=timedelta(minutes=1))
self.mongo_client.getRecentMarketTrend(market_name="DOGE/BTC", market_id=132, timedelta=timedelta(minutes=1))
self.mongo_client.getRecentMarketTrend(market_name="TEK/BTC", market_id=114, timedelta=timedelta(minutes=1))
def main(argv):
global public
global private
getEnv(argv)
global cryptsy_client
cryptsy_client = CryptsyPy(public, private)
# cryptsy_mongo = CryptsyMongo(host="192.168.1.33")
cryptsy_mongo = CryptsyMongo()
recent_market_trends = cryptsy_mongo.getRecentMarketTrends()
recent_trades = cryptsy_client.getRecentTrades()
if recent_trades is not None:
cryptsy_mongo.persistTrades(recent_trades)
if hours is not None:
start_time = toCryptsyServerTime(datetime.utcnow() - timedelta(hours=int(hours)))
else:
now = datetime.utcnow()
start_time = toCryptsyServerTime(datetime(now.year, now.month, now.day))
total_buy_best = 0.0
total_sell_best = 0.0
total_fee_best = 0.0
print "Best markets:"
mongotradeStats = cryptsy_mongo.getAllTradesFrom(start_time)
filteredTradeStats = filter(
lambda x: mongotradeStats[x]['Sell'] >= mongotradeStats[x]['Fee'] + mongotradeStats[x]['Buy'],
mongotradeStats)
sortedTradeStats = sorted(filteredTradeStats,
key=lambda x: mongotradeStats[x]['Sell'] - mongotradeStats[x]['Buy'] - mongotradeStats[x][
'Fee'],
reverse=True)
for tradeStat in sortedTradeStats:
sell = float(mongotradeStats[tradeStat]['Sell'])
buy = float(mongotradeStats[tradeStat]['Buy'])
fee = float(mongotradeStats[tradeStat]['Fee'])
total_buy_best += buy
total_sell_best += sell
total_fee_best += fee
std = next((toEightDigit(market_trend.std) for market_trend in recent_market_trends if
int(market_trend.marketId) == int(tradeStat)), None)
print "MarketId: {}, Std:{}, Sell: {}, Buy: {}, Earn: {}".format(tradeStat, std,
toEightDigit(sell), toEightDigit(buy),
toEightDigit(sell - buy - fee))
print "Best markets total: buy: {}, sell: {}, fee:{} - earnings: {}".format(total_buy_best, total_sell_best,
total_fee_best,
total_sell_best - total_buy_best - total_fee_best)
total_buy_worst = 0.0
total_sell_worst = 0.0
total_fee_worst = 0.0
print "Worst markets:"
mongotradeStats = cryptsy_mongo.getAllTradesFrom(start_time)
filteredTradeStats = filter(
lambda x: 0 < mongotradeStats[x]['Sell'] < mongotradeStats[x]['Fee'] + mongotradeStats[x]['Buy'],
mongotradeStats)
sortedTradeStats = sorted(filteredTradeStats,
key=lambda x: mongotradeStats[x]['Sell'] - mongotradeStats[x]['Buy'] - mongotradeStats[x][
'Fee'])
for tradeStat in sortedTradeStats:
sell = float(mongotradeStats[tradeStat]['Sell'])
buy = float(mongotradeStats[tradeStat]['Buy'])
fee = float(mongotradeStats[tradeStat]['Fee'])
total_buy_worst += buy
total_sell_worst += sell
total_fee_worst += fee
std = next((toEightDigit(market_trend.std) for market_trend in recent_market_trends if
int(market_trend.marketId) == int(tradeStat)), None)
print "MarketId: {}, Std:{}, Sell: {}, Buy: {}, Earn: {}".format(tradeStat, std,
toEightDigit(sell), toEightDigit(buy),
toEightDigit(sell - buy - fee))
print "Worst markets total: buy: {}, sell: {}, fee:{} - earnings: {}".format(total_buy_worst, total_sell_worst,
total_fee_worst,
total_sell_worst - total_buy_worst - total_fee_worst)
print "Total stats: total earning: {}".format(
(total_sell_best + total_sell_worst) - (total_buy_best + total_buy_worst + total_fee_best + total_fee_worst))
