def get_profit(self, currency) -> U[Tuple, Float]:
"""Returns current profit for a currency and its weighted average buy cost.
:param Text currency: a valid currency to use at profit and cost calc
:return: current profit and weighted average buy cost as a tuple
"""
currency = Currency(str(currency))
btc_symbol = currency + Currency('BTC') # type: Symbol
balance = self.get_balance(currency)
if balance.used > 0.0:
cost = self.get_cost(symbol=btc_symbol)
return balance.to_btc - (cost * balance.total)
else:
return 0.0, 0.0
def altname(self, name) -> U[Currency, Symbol]:
"""Retrieve alternative currency or symbol name used in a specific exchange.
>>> PandaXT('binance').altname('YOYOW')
'YOYOW'
>>> PandaXT('binance').altname('YOYOW/BTC')
(Symbol:YOYOW/BTC)
>>> PandaXT('binance').altname('YOYOW/BTC')
(Symbol:YOYOW/BTC)
:param name: currency or symbol name to check for alternative name.
:type name: Text or Currency or Symbol
:return: currency alternative name as Currency or Symbol instance.
:rtype: Currency or Symbol
"""
_symbol = str(name).upper()
if '/' in _symbol.strip('/'):
# print(_symbol)
base, quote = _symbol.split('/')
assert quote in self.base_markets, f'{quote} is not a valid base market.'
base = self.get_currency(base)
s = self.get_currency(base) + Currency(quote)
s.price2precision = functools.partial(self.price2precision, s)
s.cost2precision = functools.partial(self.cost2precision, s)
s.amount2precision = functools.partial(self.amount2precision, s)
return s
else:
return self.get_currency(_symbol)
def get_cost(self, symbol, **kwargs) -> Float:
"""FIXME do not work well sometimes giving a bad result by unknown reason.
Get weighted average (from buy trades data) cost for a symbol.
>>> api = PandaXT('binance')
>>> symbol_cost = api.get_cost('AGI/BTC')
>>> symbol_cost
True
:param U[Symbol,Text] symbol: a valid exchange symbol.
:param kwargs: accepted keys are: balance (Balance) and trades (pd.DataFrame)
:return: cost calculation result as float type.
"""
symbol = self.altname(symbol)
if isinstance(symbol or 0, Currency):
symbol = symbol + Currency('BTC')
base, quote = symbol.parts
# reuse provided balance and trades data (for rate limit save)
if 'balance' in kwargs:
cached = kwargs.get('balance') # type: Balance
balance = cached[base] if isinstance(cached, Wallet) else cached
else:
balance = self.get_balance(base, field='total') # type: Balance
total_balance = balance.total if balance and hasattr(
balance, 'total') else balance
if total_balance > 0.0:
trades = kwargs.get('trades', [])
if not trades:
trades = self.get_user_trades(symbol, side='buy')
elif not isinstance(trades, pd.DataFrame):
trades = pd.DataFrame(trades)
if trades['order'].isna().all():
trades['order'].update(trades['id'])
# group-by operations per column
columns_op = {'amount': 'mean',
'price': 'mean',
'cost': 'mean',
'timestamp': 'mean'}
trades = trades.groupby('order').agg(columns_op).sort_index(
ascending=False) # type: pd.DataFrame
trades = trades[['price', 'amount']].reset_index(drop=True)
for index, price, amount in trades.itertuples():
if round(total_balance - amount, 8) <= 0.0:
if round(total_balance - amount, 8) != 0.0:
prices = trades[:index + 1]['price'].values
amounts = trades[:index + 1]['amount'].values
amounts[-1] = total_balance
else:
prices, amounts = trades[:index + 1].T.values
return round(pd.np.average(prices, weights=amounts), 10)
else:
total_balance -= amount
def get_currency(self, currency) -> Currency:
"""Currency name sanitizer."""
if currency:
if currency in self._api.commonCurrencies:
currency = self._api.commonCurrencies.get(currency)
if currency not in self.currencies:
log.debug(f'Currency {str(currency)} is not supported by exchange.')
return Currency(currency)
def currencies(self) -> List[Currency]:
"""Get supported currencies by exchange as "Currency" list.
>>> currencies = PandaXT('binance').currencies
>>> len(currencies) > 0
True
"""
# Initialize markets, symbols, currencies and basemarkets
if self._currencies is None:
delisted = {d.base for d in self.delisted}
self._currencies = sorted([
Currency(c) for c in self._api.currencies if c not in delisted
])
return self._currencies
def is_tradeable(currency, tickers, balance, base_market=None):
"""Check if a currency balance is over minimum tradeable amount for a base market.
:param currency:
:type currency: str or Currency
:param tickers:
:type tickers: Tickers
:param balance:
:type balance: dict or float
:param base_market:
:type base_market: str or Currency
:return:
:rtype:
"""
base_market = Currency(base_market or 'BTC')
symbol: Symbol = self.altname(currency) + base_market
market: Market = self.markets.get(symbol, False)
if not market:
return False
# min amount in quote currency
limits: Limit = market.limits
quote_min_amount = limits.amount
ticker = tickers[symbol] # type: Ticker
if currency == 'BTC' and 'USD' in base_market:
last = 1.0 / ticker.last
else:
last = ticker.last
# converting min_amount to base currency
base_min_amount = last * quote_min_amount
# subtracting a 0.01% fee
base_min_amount = base_min_amount * 0.999
if isinstance(balance or [], dict):
balance = balance.get('total', 0.0)
else:
balance = balance or 0.0
return balance > base_min_amount
def get_balances(self, field=None, tradeables_only=True, fiat=None) -> Wallet:
"""Get balances.
>>> balances = PandaXT('binance').get_balances('total')
>>> isinstance(balances, Wallet)
True
:param Text field: accepted values: if None all balances will be loaded, (values; "total", "used", "free")
:param Bool tradeables_only:
:return: positive balances.
"""
def is_zero(v) -> U[Float, Dict]:
if isinstance(v, float):
return v <= 0.0
elif isinstance(v, dict):
return v.get('total', 0.0) <= 0.0
else:
return 0.0
def is_tradeable(currency, _tickers, balance, base_market=None) -> Bool:
"""Check if a currency balance is over minimum tradeable amount for a base market.
:param Text currency:
:param Tickers _tickers:
:param balance:
:type balance: Dict or Float
:param Text base_market:
:return: True if currency is tradeable
"""
if currency in self.base_markets:
return True
base_market = Currency(base_market or 'BTC')
symbol: Symbol = self.altname(currency) + base_market
market: Market = self.markets.get(symbol, False)
if not market:
return False
# min amount in quote currency
limits: Limit = market.limits
quote_min_amount = limits.amount
ticker: Ticker = _tickers[symbol]
if currency == 'BTC' and 'USD' in base_market:
last = 1.0 / ticker.last
else:
last = ticker.last
# converting min_amount to base currency
base_min_amount = last * quote_min_amount
# subtracting a 0.01% fee
base_min_amount = base_min_amount * 0.999
if isinstance(balance or [], dict):
balance = balance.get('total', 0.0)
else:
balance = balance or 0.0
return balance > base_min_amount
try:
data = self._api.fetch_balance()
if 'info' in data:
del data['info']
data: dict = data.pop(field) if field else data
data = {str(k): v
for k, v in data.items()
if not is_zero(v)}
if tradeables_only:
symbols = {Currency(c) + Currency('BTC') for c in data}
tickers = self.get_tickers(symbols)
data = {str(k): v
for k, v in data.items()
if k in self._basemarkets or is_tradeable(k, tickers, v)}
wallet = Wallet(**data)
if str(fiat or '').lower() in ['EUR', 'USD']:
acum = 0
for k, v in Wallet(**data).items():
if fiat.lower() == 'eur':
acum += v.to_eur
elif fiat.lower() == 'usd':
acum += v.to_usd
wallet.update({fiat.upper(): acum})
return wallet
except ccxt.NetworkError as err:
print('PandaXT::get_ohlc', str(err))
def get_balances(self, field=None, tradeables_only=True):
"""Get balances.
>>> balances = PandaXT('binance').get_balances('total')
>>> isinstance(balances, Wallet)
True
:param Text field: accepted values: if None all balances will be loaded, (values; "total", "used", "free")
:return Wallet: positive balances.
"""
def is_tradeable(currency, tickers, balance, base_market=None):
"""Check if a currency balance is over minimum tradeable amount for a base market.
:param currency:
:type currency: str or Currency
:param tickers:
:type tickers: Tickers
:param balance:
:type balance: dict or float
:param base_market:
:type base_market: str or Currency
:return:
:rtype:
"""
base_market = Currency(base_market or 'BTC')
symbol: Symbol = self.altname(currency) + base_market
market: Market = self.markets.get(symbol, False)
if not market:
return False
# min amount in quote currency
limits: Limit = market.limits
quote_min_amount = limits.amount
ticker = tickers[symbol] # type: Ticker
if currency == 'BTC' and 'USD' in base_market:
last = 1.0 / ticker.last
else:
last = ticker.last
# converting min_amount to base currency
base_min_amount = last * quote_min_amount
# subtracting a 0.01% fee
base_min_amount = base_min_amount * 0.999
if isinstance(balance or [], dict):
balance = balance.get('total', 0.0)
else:
balance = balance or 0.0
return balance > base_min_amount
data = self._api.fetch_balance()
if 'info' in data:
del data['info']
data = data.pop(field) if field else data # type: dict
def is_zero(v):
if isinstance(v, float):
return v <= 0.0
else:
return v.get('total', 0.0) <= 0.0
data = {str(k): v for k, v in data.items() if not is_zero(v)}
if tradeables_only:
symbols = {Currency(c) + Currency('BTC') for c in data}
tickers = self.get_tickers(symbols)
data = {
str(k): v
for k, v in data.items() if is_tradeable(k, tickers, v)
}
return Wallet(**data)