def __init__(self, currency, mm_market,
refer_markets,
hedge_market,
max_trade_amount,
min_trade_amount):
super().__init__()
assert(currency)
assert(mm_market)
assert(refer_markets)
assert(hedge_market)
assert(max_trade_amount)
assert(min_trade_amount)
self.currency = currency
self.mm_market = mm_market
self.refer_markets = refer_markets
self.hedge_market = hedge_market
self.max_trade_amount = max_trade_amount
self.min_trade_amount = min_trade_amount
self.data_lost_count = 0
self.risk_protect_count = 10
self.slappage = 0.005
self.brokers = create_brokers([mm_market, hedge_market])
self.mm_broker = self.brokers[mm_market]
self.hedge_broker = self.brokers[hedge_market]
self.cancel_all_orders(self.mm_market)
logging.info('MarketMaker Setup complete')
def test_pri(self, args):
if not args.markets:
logging.error("You must use --markets argument to specify markets")
sys.exit(2)
pmarkets = args.markets.split(",")
brokers = create_brokers(pmarkets)
print(brokers)
for market, broker in brokers.items():
broker.get_balances()
def __init__(self):
self.brokers = create_brokers(['KKEX_BCH_BTC', 'Bitfinex_BCH_BTC'])
self.btc_balance = 0
self.bch_balance = 0
self.init_btc = config.init_kk_btc + config.init_bf_btc
self.init_bch = config.init_kk_bch + config.init_bf_bch
self.first_run = True
try:
os.mkdir(self.out_dir)
except:
pass
def __init__(self, base_pair, pair1, pair2, monitor_only=False):
super().__init__()
self.base_pair = base_pair or 'Viabtc_BCH_CNY'
self.pair_1 = pair1 or 'Viabtc_BCH_BTC'
self.pair_2 = pair2 or 'Viabtc_BTC_CNY'
self.monitor_only = monitor_only
t_api_key = config.t_Viabtc_API_KEY
t_secret_token = config.t_Viabtc_SECRET_TOKEN
self.brokers = create_brokers([self.base_pair, self.pair_1, self.pair_2])
self.last_trade = 0
def __init__(self,
mm_market='KKEX_BCH_BTC',
refer_markets=['Bitfinex_BCH_BTC', 'Bittrex_BCH_BTC'],
hedge_market='KKEX_BCH_BTC'):
super().__init__()
self.mm_market = mm_market
self.refer_markets = refer_markets
self.hedge_market = hedge_market
self.brokers = create_brokers([mm_market, hedge_market])
self.mm_broker = self.brokers[mm_market]
self.hedge_broker = self.brokers[hedge_market]
self.cancel_all_orders(self.mm_market)
logging.info('MarketMaker Setup complete')
def geo_sell(self, args):
if not args.markets:
logging.error("You must use --markets argument to specify markets")
sys.exit(2)
pmarkets = args.markets.split(",")
brokers = create_brokers(pmarkets)
if len(args.command) != 5:
logging.error(
'Usage: geo-sell start_price end_price quantity rate')
sys.exit(2)
start_price = Decimal(str(args.command[1]))
end_price = Decimal(str(args.command[2]))
quantity = Decimal(str(args.command[3]))
rate = Decimal(str(args.command[4]))
def geo_orders(start_price, end_price, quantity, rate):
if rate <= 0:
raise Exception('rate <= 0')
current_price = start_price
current_qty = quantity
orders = []
while current_price <= end_price:
previous_price = current_price
current_price = current_price * (1 + rate)
withdraw_money = (current_price -
previous_price) * current_qty / 2
price = current_price.quantize(Decimal('0.00000001'))
qty = (withdraw_money / price).quantize(Decimal('0.01'))
current_qty -= qty
data = {'price': price, 'qty': qty}
orders.append(data)
return orders
for broker in brokers.values():
orders = geo_orders(start_price, end_price, quantity, rate)
for order in orders:
broker.sell_limit(amount=order['qty'], price=order['price'])
def __init__(self, mm_market='KKEX_BCH_BTC',
refer_markets=['Bitfinex_BCH_BTC'],
hedge_market='Bitfinex_BCH_BTC'):
super().__init__()
self.mm_market = mm_market
self.refer_markets = refer_markets
self.hedge_market = hedge_market
self.data_lost_count = 0
self.risk_protect_count = 10
self.slappage = 0.005
self.brokers = create_brokers([mm_market, hedge_market])
self.mm_broker = self.brokers[mm_market]
self.hedge_broker = self.brokers[hedge_market]
self.cancel_all_orders(self.mm_market)
logging.info('MarketMaker Setup complete')
def get_balance(self, args):
if not args.markets:
logging.error("You must use --markets argument to specify markets")
sys.exit(2)
pmarkets = args.markets.split(",")
brokers = create_brokers(pmarkets)
snapshot = Snapshot()
while True:
total_btc = 0.
total_bch = 0.
for market in brokers.values():
market.get_balances()
print(market)
total_btc += market.btc_balance
total_bch += market.bch_balance
snapshot.snapshot_balance(market.name[7:], market.btc_balance, market.bch_balance)
snapshot.snapshot_balance('ALL', total_btc, total_bch)
time.sleep(60*10)