def check_price_for_sell(bot_config, buy_price, current_price):
current_price = float(current_price)
buy_price = float(buy_price)
if current_price > buy_price:
price_diff = current_price - buy_price
price_diff_percent = price_diff / buy_price * 100
message = "SELL_CHECK|current_price: {}, price_dif_percentage: {}"
custom_logger.write_log(
message.format(current_price, price_diff_percent))
if price_diff_percent > float(
bot_config['sell_price_diff_percentage']):
return current_price
else:
return None
else:
return None
def check_price_for_buy(buy_price, bot_config, db_price_data_obj):
price_range_days = int(bot_config['average_price_range_days'])
current_price = float(buy_price)
starting_timestamp = int(time.time()) - (price_range_days * 86400)
minimum_data_points = int(bot_config['minimum_data_points_per_minute']
) * 60 * 24 * price_range_days
avg_price_data = db_price_data_obj.get_average_price_in_range(
starting_timestamp)
if avg_price_data['count'] < minimum_data_points:
custom_logger.write_log('Not enough price data, count: ' +
str(avg_price_data['count']))
return None
avg_price = float(avg_price_data['avg_price'])
if current_price < avg_price:
message = "BUY_CHECK|avg_price: {}, current_price: {}"
custom_logger.write_log(message.format(avg_price, current_price))
return {'current_price': current_price}
else:
return None
def sell_coin(symbol, quantity, price):
url = api_base_url + '/api/v3/order'
api_key = config_parser.get('exchange_settings', 'api_key')
secret_key = config_parser.get('exchange_settings', 'secret_key')
secret_key = bytes(secret_key, 'utf-8')
payload = {
'symbol': symbol,
'side': 'SELL',
'type': 'LIMIT',
'quantity': quantity,
'price': price,
'timeInForce': 'GTC',
'timestamp': int(time.time() * 1000)
}
total_params = urlencode(payload)
total_params = bytes(total_params, 'utf-8')
signature = hmac.new(secret_key, total_params, hashlib.sha256).hexdigest()
payload['signature'] = signature
headers = {'X-MBX-APIKEY': api_key}
custom_logger.write_log(json.dumps(payload))
resp = requests.post(url, data=payload, headers=headers)
data = resp.json()
return data
from unicorn_binance_websocket_api.unicorn_binance_websocket_api_manager import BinanceWebSocketApiManager
import database
import json
import custom_logger
import time
db_bot_config_obj = database.BotConfig()
db_price_data_obj = database.PriceData()
bot_config = db_bot_config_obj.get_bot_configs()
coin_pair_symbol = bot_config['base_coin'] + bot_config['quote_coin']
binance_websocket_api_manager = BinanceWebSocketApiManager(exchange="binance.com")
binance_websocket_api_manager.create_stream(['ticker'], [coin_pair_symbol])
while True:
oldest_stream_data_from_stream_buffer = binance_websocket_api_manager.pop_stream_data_from_stream_buffer()
if oldest_stream_data_from_stream_buffer:
stream_data = json.loads(oldest_stream_data_from_stream_buffer)
if stream_data.get('data') is not None:
price = stream_data['data']['c']
low = stream_data['data']['l']
high = stream_data['data']['h']
db_price_data_obj.insert_price_data(price, low, high)
else:
custom_logger.write_log(oldest_stream_data_from_stream_buffer)
else:
time.sleep(0.2)
# SELL logic
if action == 'SELL':
last_buy_transaction = db_transaction_obj.get_last_buy_transaction(
)
buy_price = float(last_buy_transaction['fill_price'])
price_for_sell = db_price_data_obj.get_price_for_sell()
if (int(time.time()) - price_for_sell['last_updated']) > 2:
sell_price = price_for_sell['price']
current_price = calculator.check_price_for_sell(
bot_config, buy_price, sell_price)
quantity = round(float(last_buy_transaction['fill_quantity']),
int(bot_config['coin_quantity_precision']))
if current_price is not None:
# Log
message = "Place sell order of {} coins at rate {}"
custom_logger.write_log(
message.format(quantity, current_price))
# Place sell order
result = binance_apis.sell_coin(coin_pair_symbol, quantity,
current_price)
custom_logger.write_log(json.dumps(result))
# make entry in database
db_transaction_obj.insert_sell_transaction(
result, last_buy_transaction['id'])
# Determine next operation
action = 'BUY' if result[
'status'] == 'FILLED' else 'CHECK_SELL_STATUS'
else:
custom_logger.write_log('Price data not up to date')
time.sleep(SLEEP_TIME)
# BUY logic