def run(self):
start_time = datetime.now()
PrinterUtils.console_log(
message=
f"Started trading at {start_time} and will ended at {self.__run_stop_time}"
)
delta_minutes = start_time
while not TradeBotUtils.is_run_time_passed(
current_time=datetime.now(),
run_stop_time=self.__run_stop_time):
delta_minutes = self.__print_trading_data(delta_minutes)
try:
if self.__trade_bot.is_account_order_matching_market_order():
order_id = self.__trade_bot.execute_order()
if self.__trade_bot.is_order_executed(order_id):
self.__trade_bot.run_post_trade_tasks(order_id)
self.__switch_trader()
except (websockets.exceptions.ConnectionClosedError,
websockets.exceptions.ConnectionClosedOK,
websockets.exceptions.InvalidStatusCode) as e:
self.__reconnect_websocket()
PrinterUtils.console_log(
message=
f"Started trading at {start_time} and ended at {datetime.now()}")
def init_trades_to_database_from_exchange(
self, database_service: DatabaseService):
PrinterUtils.console_log(message=f"Initializing Database from kraken!")
closed_transactions = self.get_transactions()
trade_nr = 1
for idx, order_id in enumerate(
reversed(list(closed_transactions.keys()))):
if self.__is_successful_order(closed_transactions, order_id):
database_service.insert_trade_report(
order_id=order_id,
is_live=True,
exchange='kraken',
timestamp=self.get_transaction_timestamp(
closed_transactions[order_id]),
trade_number=trade_nr,
buy=self.is_transaction_buy(closed_transactions[order_id]),
cash_currency=self.get_transaction_cash_currency(
closed_transactions[order_id]),
crypto_currency=self.get_transaction_crypto_currency(
closed_transactions[order_id]),
fee=self.get_transaction_fee_from_transaction_dict(
closed_transactions[order_id]),
price=self.get_transaction_price_per_quantity(
closed_transactions[order_id]),
quantity=self.get_transaction_quantity(
closed_transactions[order_id]),
gross_trade_value=self.get_transaction_gross_value(
closed_transactions[order_id]),
net_trade_value=self.get_transaction_net_value(
closed_transactions[order_id]))
trade_nr += 1
def run_queries_from_file(self, file_path):
with open(file_path, 'r') as sql_file:
queries = sql_file.read().strip().split(';')
for query in [f'{query};' for query in queries]:
self.write_query(query=query, data=[])
PrinterUtils.console_log(message=f'Query Executed: Run Queries from File')
def __get_transactions(self) -> DataFrame:
PrinterUtils.console_log("Fetching Transactions from Database")
query = f"SELECT * FROM tax_management.trades"
transactions = self._database_service.custom_read_query_to_dataframe(
query=query).sort_values(by=['datetime']).reset_index(drop=True)
self.__convert_currencies(transactions)
return transactions
def _get_initial_bid_price(self,
exchange_websocket: ExchangeWebsocket) -> float:
if self._configs.is_sell:
return 0
is_invalid_account_bid_price = True
account_bid_price = 0
while is_invalid_account_bid_price:
market_bid_price = exchange_websocket.get_market_bid_price()
market_ask_price = exchange_websocket.get_market_ask_price()
print(
f'\nMarket bid: {market_bid_price} \nMarket ask: {market_ask_price}'
)
account_bid_price = float(input('Set start account BID price: '))
is_invalid_account_bid_price = market_ask_price - account_bid_price < 0
if is_invalid_account_bid_price:
PrinterUtils.console_log(
message=
"ERROR: Account bid price has to be smaller than market ask price."
)
else:
PrinterUtils.console_log(
message=f"Account Bid Price: {account_bid_price}")
return account_bid_price
def get_accrued_account_fees(self, exchange: str, cash_currency: str,
crypto_currency: str, is_live: bool) -> float:
accrued_fee = 0
for currency in TradeBotUtils.get_permitted_cash_currencies():
query = "SELECT SUM(fee) from trade_data.report" \
" WHERE live = %s" \
" AND exchange = %s" \
" AND cash_currency = %s" \
" AND crypto_currency = %s;"
data = [
is_live,
exchange.lower(),
currency.lower(),
crypto_currency.lower()
]
result = self.read_query(query=query, data=data)[0][0]
if result:
accrued_fee += self._currency_converter.convert_currency_from_api(
value=float(result),
from_currency=currency,
to_currency=cash_currency)
PrinterUtils.console_log(
message=f'Query Executed: Get Accrued Account Fees')
return float(accrued_fee)
def custom_read_query(self, query: str, data: list):
result = self.read_query(query, data)[0][0]
if isinstance(result, decimal.Decimal):
return float(result)
if isinstance(result, str):
return str(result)
PrinterUtils.console_log(message=f'Custom Query Executed')
return result
def __reconnect_websocket(self):
wait_time_in_seconds = 120
PrinterUtils.console_log(
message=
f"{datetime.now()}: Attempting to Reconnect Websocket in {wait_time_in_seconds} seconds"
)
time.sleep(wait_time_in_seconds)
self.__trade_bot.reconnect_websocket()
def __send_email(self, message: MIMEMultipart):
server = smtplib.SMTP('smtp.gmail.com', 587)
server.starttls()
server.login(self.__email_source, self.__email_source_password)
text = message.as_string()
server.sendmail(self.__email_source, self.__email_target, text)
server.quit()
PrinterUtils.console_log(message=f'Email Sent: {datetime.now()}')
def tax_calculations(self):
all_transactions = self.__get_transactions()
k4_values = []
for crypto_currency in all_transactions.crypto_currency.unique():
PrinterUtils.console_log(f"Calculating for {crypto_currency}! --")
transactions = all_transactions[all_transactions["crypto_currency"]
== crypto_currency].reset_index(
drop=True)
self.__save_transactions(transactions, crypto_currency)
total_overhead_value = 0
avg_overhead_value = 0
total_quantity = -self.reserved_xrp(
) if crypto_currency == "xrp" else 0
total_profit = 0
overhead_value_calculations = []
for idx in transactions.index.values:
transaction = transactions.iloc[idx]
if transaction['buy']:
total_quantity += transaction["quantity"]
total_overhead_value += transaction['gross_trade_value']
avg_overhead_value = total_overhead_value / total_quantity
profit = 0
else:
total_quantity -= transaction["quantity"]
total_overhead_value -= avg_overhead_value * transaction[
'quantity']
profit = transaction['net_trade_value'] - transaction[
'quantity'] * avg_overhead_value
total_profit += profit
if transaction["quantity"] >= math.pow(10, -5):
k4_values.append([
transaction['datetime'], crypto_currency,
transaction["quantity"],
transaction['net_trade_value'],
transaction["quantity"] * avg_overhead_value
])
overhead_value_calculations.append([
transaction['datetime'],
"Köp" if transaction["buy"] else "Sälj", total_quantity,
total_overhead_value, avg_overhead_value,
"" if profit <= math.pow(10, -5) else profit,
"" if profit <= math.pow(10, -5) else profit *
self.__tax_percent, "", total_profit,
total_profit * self.__tax_percent
])
self.__save_overhead_value_calulations(overhead_value_calculations,
crypto_currency)
self.__print_current_values(total_quantity, total_overhead_value,
avg_overhead_value, total_profit)
if k4_values:
self.__save_k4(k4_values)
def __log_trading_data(self, is_buy: bool, headers: list, output: list):
headers[1] = "Account Trade Price"
headers[2] = "Market Trade Price"
headers.insert(1, "Is Buy")
output.insert(1, is_buy)
PrinterUtils.log_data(
headers=headers,
output=output,
file_path=TradeBotUtils.get_generated_file_path(
f"{self.__exchange_name.lower()}_trading_data_log.csv"))
def print_trading_data(self, is_buy: bool):
if is_buy:
account_trade = f"Account Bid Price [{self.__currency_symbols[self.__cash_currency]}]"
account_trade_price = trading_cache.account_bid_price
market_trade = f"Market Ask Price [{self.__currency_symbols[self.__cash_currency]}]"
market_trade_price = trading_cache.market_ask_price
current_value_description = "Cash Value"
current_value = trading_cache.cash_value
trade_quantity = f"Buy Quantity {self.__crypto_currency.upper()}"
trade_quantity_value = trading_cache.buy_quantity
percent_profit = "Cash Profit [%]"
percent_profit_value = ProfitCalculatorUtil.percent_cash_profit(
cash_value=current_value,
initial_value=trading_cache.initial_value)
else:
account_trade = f"Account Ask Price [{self.__currency_symbols[self.__cash_currency]}]"
account_trade_price = trading_cache.account_ask_price
market_trade = f"Market Bid Price [{self.__currency_symbols[self.__cash_currency]}]"
market_trade_price = trading_cache.market_bid_price
current_value_description = f"Position Net Value [{self.__currency_symbols[self.__cash_currency]}]"
current_value = trading_cache.net_position_value
trade_quantity = f"Sell Quantity {self.__crypto_currency.upper()}"
trade_quantity_value = trading_cache.sell_quantity
percent_profit = "Position Profit [%]"
percent_profit_value = ProfitCalculatorUtil.percent_cash_profit(
cash_value=current_value,
initial_value=trading_cache.initial_value)
headers = [
'Timestamp', trade_quantity, account_trade, market_trade,
f'Initial Value [{self.__currency_symbols[self.__cash_currency]}]',
current_value_description, percent_profit,
f'Accrued Fees [{self.__currency_symbols[self.__cash_currency]}]',
'Nr Buy+Sell Cycles'
]
output = [
datetime.now(), trade_quantity_value, account_trade_price,
market_trade_price, trading_cache.initial_value, current_value,
percent_profit_value, trading_cache.accrued_fee,
trading_cache.successful_cycles
]
PrinterUtils.print_data_as_tabulate(headers=headers, output=output)
self.__log_trading_data(is_buy, headers, output)
def get_initial_account_value(self, exchange: str, is_live: bool,
cash_currency: str) -> float:
query = f"SELECT initial_account_value_{cash_currency.lower()} from trade_data.initial_account_value" \
f" WHERE exchange = %s" \
f" AND live = %s;"
data = [exchange, is_live]
result = self.read_query(query=query, data=data)
PrinterUtils.console_log(
message=f'Query Executed: Get initial Account Value')
return float(result[0][0]) if result else 0
def drop_schema_tables(self, schema: str):
query = "SELECT table_name FROM information_schema.tables" \
" WHERE table_schema = %s"
data = [schema]
table_names = self.read_query(query, data)
table_names = [f"{schema}." + table_name[0] for table_name in table_names]
separator = ', '
query = f"DROP TABLE {separator.join(table_names)}"
self.write_query(query=query, data=[])
PrinterUtils.console_log(message=f'Query Executed: Drop all Schema Tables')
def _get_exchange_websocket(self) -> ExchangeWebsocket:
PrinterUtils.console_log(
message=
f"Exchange {self._configs.exchange} WebSocket is being used for trading {self._configs.crypto_currency}"
f" in {self._configs.cash_currency}")
if self._configs.exchange == 'bitstamp':
return BitstampWebsocket(self._configs.cash_currency,
self._configs.crypto_currency)
else:
return KrakenWebsocket(self._configs.cash_currency,
self._configs.crypto_currency)
def insert_trade_report(self, is_live: bool, exchange: str, trade_number: int, timestamp: datetime, order_id: str, buy: bool, price: float,
cash_currency: str, quantity: float, crypto_currency: str, fee: float, gross_trade_value: float, net_trade_value: float):
query = f'INSERT INTO tax_management.trades(order_id, live, exchange,' \
' datetime, account_trade_number, buy, price, cash_currency,' \
' quantity, crypto_currency, fee, gross_trade_value, net_trade_value) ' \
'VALUES(%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s) ON CONFLICT DO NOTHING;'
data = [order_id, is_live, exchange.lower(), timestamp, trade_number, buy,
price, cash_currency.lower(), quantity, crypto_currency.lower(), fee, gross_trade_value, net_trade_value]
self.write_query(query=query, data=data)
PrinterUtils.console_log(message=f'Query Executed: Insert Trade Report')
def get_nr_successful_cycles(self, exchange: str, crypto_currency: str,
is_live: bool) -> int:
query = "SELECT COUNT(account_trade_number) from trade_data.report" \
" WHERE live = %s " \
" AND buy = %s" \
" AND exchange = %s" \
" AND crypto_currency = %s;"
data = [is_live, False, exchange.lower(), crypto_currency]
result = self.read_query(query=query, data=data)[0][0]
PrinterUtils.console_log(
message=f'Query Executed: Get nr of Successful Cycles')
return int(result) if result else 0
def __print_current_values(self, total_quantity: float,
total_overhead_value: float,
avg_overhead_value: float, total_profit: float):
headers = [
"Date", "Total Quantity", "Total Overhead Value",
"Average Overhead value", "Total Profit", "Total Tax"
]
output = [
date.today(), total_quantity, total_overhead_value,
avg_overhead_value, total_profit, total_profit * self.__tax_percent
]
PrinterUtils.console_log(message=f"Current State --")
PrinterUtils.print_data_as_tabulate(headers=headers, output=output)
def __live_run_checker(self):
if self.__configs.is_live:
contract_pin = random.randint(10000, 99999)
signature = int(
input(
f"\nWARNING LIVE RUN. If you want to trade sign the contract by entering: {contract_pin}: "
))
if signature != int(contract_pin):
PrinterUtils.console_log(message="ABORTING")
exit()
else:
PrinterUtils.console_log(
message="Contract signed! Live run accepted!")
def __save_tax_report_yearly_sales_per_crypto_currency(
self, overhead_value_calculations_df: DataFrame,
crypto_currency: str):
calculated_sell_transactions_df = overhead_value_calculations_df.loc[
overhead_value_calculations_df['Händelse'] == "Sälj"]
overhead_value_calculations_df = calculated_sell_transactions_df.loc[
calculated_sell_transactions_df['Datum'].dt.year == self._year]
overhead_value_calculations_df.to_csv(
TaxManagementUtils.get_generated_file_path(
f"overhead_value_calculations_sales_{crypto_currency}_{self._year}.csv"
))
PrinterUtils.console_log(
message=f"Tax Report {self._year} Saved for {crypto_currency}")
def __convert_currencies(self, transactions: DataFrame):
PrinterUtils.console_log(message="Converting values to SEK")
columns_to_convert = ['fee', "gross_trade_value", "net_trade_value"]
conversion_fee = 0.02
for column in columns_to_convert:
transactions[column] = transactions.apply(
lambda x: x[column]
if x['cash_currency'] == 'sek' else (1 - conversion_fee) * self
._currency_converter.convert_currency_from_api(
value=x[column],
from_currency=x['cash_currency'],
to_currency='sek',
date=x['datetime'].strftime("%Y-%m-%d")),
axis=1)
def is_order_executed(self, order_id: str) -> bool:
time.sleep(5)
while self.__is_order_status_open(order_id):
PrinterUtils.console_log(
message=f"Order id {order_id} is still open")
time.sleep(20)
if self.__is_order_executed(order_id):
return True
else:
PrinterUtils.console_log(
message=
f'{datetime.now()} - Order: {order_id} was not executed!')
time.sleep(5)
return False
def print_and_store_trade_report(self, is_buy: bool, fee: float,
order_id: str):
if is_buy:
value = trading_cache.cash_value
quantity = trading_cache.buy_quantity
price = trading_cache.market_ask_price
else:
value = trading_cache.gross_position_value
quantity = trading_cache.sell_quantity
price = trading_cache.market_bid_price
headers = [
'Timestamp', 'is_live', 'exchanges', 'Trade Number', 'Is Buy',
f'Price [{self.__currency_symbols[self.__cash_currency]}]',
f'Quantity {self.__crypto_currency.upper()}',
f'Gross Trade Value [{self.__currency_symbols[self.__cash_currency]}]',
f'Net Trade Value [{self.__currency_symbols[self.__cash_currency]}]',
f'Fee [{self.__currency_symbols[self.__cash_currency]}]'
]
output = [
datetime.now(), self.__is_live, self.__exchange_name,
trading_cache.successful_trades, is_buy, price, quantity, value,
value - fee, fee
]
PrinterUtils.print_data_as_tabulate(headers, output)
PrinterUtils.log_data(
headers=headers,
output=output,
file_path=TradeBotUtils.get_generated_file_path(
f"{self.__exchange_name.lower()}_successful_trade_log.csv"))
self.__database_service.insert_trade_report(
order_id=order_id,
is_live=self.__is_live,
exchange=self.__exchange_name,
trade_number=trading_cache.successful_trades,
timestamp=datetime.now(),
buy=is_buy,
price=price,
quantity=quantity,
cash_currency=self.__cash_currency,
crypto_currency=self.__crypto_currency,
gross_trade_value=value,
net_trade_value=value - fee,
fee=fee)
def get_transactions_as_dataframe(self, exchange: str, is_live: bool,
cash_currency: str,
crypto_currency: str) -> DataFrame:
query = "SELECT buy, cash_currency, net_trade_value, account_trade_number from trade_data.report" \
" WHERE live = {}" \
" AND exchange = '{}'" \
" AND crypto_currency = '{}';" \
.format(is_live, exchange.lower(), crypto_currency.lower())
transaction_df = self.read_to_dataframe(query)
transaction_df['net_trade_value'] = transaction_df.apply(
lambda x: x['net_trade_value'] if x[
'cash_currency'] == cash_currency else self._currency_converter
.convert_currency_from_api(value=x['net_trade_value'],
from_currency=x['cash_currency'],
to_currency=cash_currency),
axis=1)
PrinterUtils.console_log(
message=f'Query Executed: Get Transaction as DataFrame')
return transaction_df
def __get_exchange_api(self) -> ExchangeApi:
PrinterUtils.console_log(message=f"Exchange {self._configs.exchange} Api is being used for trading {self._configs.crypto_currency}"
f" in {self._configs.cash_currency} with interest: {self._configs.interest * 100}%")
if self._configs.exchange == 'bitstamp':
exchange_api = BitstampApi(cash_currency=self._configs.cash_currency,
crypto_currency=self._configs.crypto_currency,
customer_id=TradeBotUtils.get_bitstamp_customer_id(),
api_key=TradeBotUtils.get_bitstamp_api_key(),
api_secret=TradeBotUtils.get_bitstamp_api_secret())
else:
exchange_api = KrakenApi(cash_currency=self._configs.cash_currency,
crypto_currency=self._configs.crypto_currency,
api_key=TradeBotUtils.get_kraken_api_key(),
api_secret=TradeBotUtils.get_kraken_api_secret())
if self._configs.init_database_from_exchange:
exchange_api.init_trades_to_database_from_exchange(database_service=self._database_service)
return exchange_api
def insert_or_update_initial_account_value(self, exchange: str,
is_live: bool,
account_value: float,
cash_currency: str):
query = "INSERT INTO trade_data.initial_account_value(exchange, live, initial_account_value_usd, initial_account_value_eur)" \
" VALUES(%s, %s, %s, %s)" \
" ON CONFLICT (exchange, live) " \
" DO UPDATE" \
" SET" \
" initial_account_value_usd = excluded.initial_account_value_usd," \
" initial_account_value_eur = excluded.initial_account_value_eur;"
data = [
exchange, is_live,
self._currency_converter.convert_currency_from_api(
account_value, cash_currency, 'usd'),
self._currency_converter.convert_currency_from_api(
account_value, cash_currency, 'eur')
]
self.write_query(query=query, data=data)
PrinterUtils.console_log(
message=f'Query Executed: Insert initial Account Value')
async def __async__connect(self):
PrinterUtils.console_log(message="Attempting connection to {}".format(self.__uri))
self._websocket = await websockets.connect(self.__uri)
PrinterUtils.console_log(message="Connected")
def run_post_trade_tasks(self, order_id: str):
fee = trading_cache.cash_value * trading_cache.exchange_fee
self.update_cache(order_id, fee)
self._create_visual_trade_report()
self._email_trade_reports()
PrinterUtils.console_log(message="Post Trade Task Finished!")
def run_post_trade_tasks(self, order_id: str):
fee = self.__exchange_api.get_transaction_fee(order_id)
self.update_cache(order_id, fee)
self._create_visual_trade_report()
self._email_trade_reports()
PrinterUtils.console_log(message="Post Trade Task Finished!")