def trades(ctx, market, limit, start, stop):
market = Market(market, bitshares_instance=ctx.bitshares)
t = PrettyTable(["time", "quote", "base", "price"])
t.align = 'r'
for trade in market.trades(limit, start=start, stop=stop):
t.add_row([
str(trade["time"]),
str(trade["quote"]),
str(trade["base"]),
"{:f} {}/{}".format(trade["price"],
trade["base"]["asset"]["symbol"],
trade["quote"]["asset"]["symbol"]),
])
click.echo(str(t))
def market_trade_history(market_pair: hug.types.text,
api_key: hug.types.text,
hug_timer=5):
"""Given a valid market_pair (e.g. USD:BTS) & a TX limit, output the market's trade history in JSON."""
if (check_api_token(api_key) == True): # Check the api key
# API KEY VALID
try:
target_market = Market(market_pair)
except:
# Market is not valid
return {
'valid_market': False,
'valid_key': True,
'took': float(hug_timer)
}
temp_market_history = list(target_market.trades(limit=100))
#print(temp_market_history)
# (2017-12-24 15:37:21) 55.8699 USD 106.84792 BTS @ 1.912441583 BTS/USD
market_history_json_list = []
for market_trade in temp_market_history:
str_market_trade = str(market_trade).split(
" @ "
) # ["(2017-12-24 15:37:21) 55.8699 USD 106.84792 BTS", "1.912441583 BTS/USD"]
trade_rate = str_market_trade[1] # "1.912441583 BTS/USD"
trade_time = (str_market_trade[0].split(") ")[0]).replace("(", "")
trade_details = str_market_trade[0].split(") ")[1]
split_trade = trade_details.split(" ")
market_history_json_list.append({
"datetime":
trade_time.replace(" ", "T"),
"bought":
split_trade[0] + " " + split_trade[1],
"sold":
split_trade[2] + " " + split_trade[3],
"rate ":
trade_rate
})
return {
'market_trade_history': market_history_json_list,
'market': market_pair,
'valid_market': True,
'valid_key': True,
'took': float(hug_timer)
}
else:
# API KEY INVALID!
return {'valid_key': False, 'took': float(hug_timer)}
def trades(ctx, market, limit, start, stop):
""" List trades in a market
"""
market = Market(market, bitshares_instance=ctx.bitshares)
t = [["time", "quote", "base", "price"]]
for trade in market.trades(limit, start=start, stop=stop):
t.append([
str(trade["time"]),
str(trade["quote"]),
str(trade["base"]),
"{:f} {}/{}".format(trade["price"],
trade["base"]["asset"]["symbol"],
trade["quote"]["asset"]["symbol"]),
])
print_table(t)
def trades_csv(ctx, base, asset, start, stop):
if "T" in start:
dt_start = formatTimeString(start)
else:
dt_start = formatDateString(start)
if "T" in stop:
dt_stop = formatTimeString(stop)
else:
dt_stop = formatDateString(stop)
click.echo("%s-%s from %s to %s" % (base, asset, dt_start, dt_stop))
pair = "%s-%s" % (base, asset)
market = Market(pair, bitshares_instance=ctx.bitshares)
trades = market.trades(start=dt_start, stop=dt_stop, limit=100)
click.echo("%s,%s,%s,%s,%s" %
("Date", "Price", "Base_Amount", "Amount", "Pair"))
for trade in trades:
click.echo("%s,%s,%s,%s,%s/%s" % \
(trade["time"],
trade["price"],trade["base"]["amount"], trade["quote"]["amount"],
trade["base"]["symbol"], trade["quote"]["symbol"]))
class MarketTab(QtGui.QWidget):
def __init__(self, *args, **kwargs):
self.iso = kwargs.pop("isolator", None)
self.asset_a = kwargs.pop("asset_a", None)
self.asset_b = kwargs.pop("asset_b", None)
self._pairtag = self.asset_a["symbol"] + ":" + self.asset_b["symbol"]
self.ping_callback = kwargs.pop("ping_callback", None)
super(MarketTab, self).__init__(*args, **kwargs)
self.ui = Ui_MarketTab()
self.ui.setupUi(self)
replaceAxis(self.ui.marketPlot, "bottom",
TimeAxisItem(orientation='bottom'))
replaceAxis(
self.ui.marketPlot, "left",
CoinAxisItem(precision=self.asset_b["precision"],
orientation='left'))
self.ui.marketPlot.setMenuEnabled(False)
self.__vLine = pg.InfiniteLine(angle=90,
movable=False,
pen=PG_CROSSHAIR)
self.__hLine = pg.InfiniteLine(angle=0,
movable=False,
pen=PG_CROSSHAIR)
self.__textPrice = pg.TextItem('price')
view = self.ui.marketPlot.getViewBox()
view.addItem(self.__textPrice, ignoreBounds=True)
view.addItem(self.__vLine, ignoreBounds=True)
view.addItem(self.__hLine, ignoreBounds=True)
view.setLimits(
# yMin = 0, # price never goes below zero
xMin=datetime.datetime(2015, 1, 1).timestamp(), # ~BTS started
xMax=(datetime.datetime.now() +
datetime.timedelta(weeks=52)).timestamp() # 1 year
)
self.start_time = None
self.stop_time = None
self.initfetch = 1
self.ui.marketPlot.sigXRangeChanged.connect(self.updateRange)
self.ui.marketPlot.scene().sigMouseMoved.connect(self.updateTooltip)
#,
# axisItems={'bottom': TimeAxisItem(orientation='bottom')}
self._index = 999
self.ui.buyStack.setColumnCount(3)
stretch_table(self.ui.buyStack, False, hidehoriz=True)
self.ui.sellStack.setColumnCount(3)
stretch_table(self.ui.sellStack, False, hidehoriz=True)
self.subscribed = False
self.updater = RemoteFetch(manager=self.iso.mainwin.Requests)
self._frame_buy = {
"group": self.ui.buyGroup,
"mainLabel": self.ui.buyMainLabel,
"mainAmt": self.ui.buyMainAmount,
"altLabel": self.ui.buyAltLabel,
"altAmt": self.ui.buyAltAmount,
"price": self.ui.buyPrice,
"account": self.ui.buyAccount,
"expireEdit": self.ui.buyExpireEdit,
"expireFOK": self.ui.buyFOK,
"fee": self.ui.buyFeeAsset,
"button": self.ui.buyButton,
"_commit_inv": True,
"table": self.ui.sellStack,
}
self._frame_sell = {
"group": self.ui.sellGroup,
"mainLabel": self.ui.sellMainLabel,
"mainAmt": self.ui.sellMainAmount,
"altLabel": self.ui.sellAltLabel,
"altAmt": self.ui.sellAltAmount,
"price": self.ui.sellPrice,
"account": self.ui.sellAccount,
"expireEdit": self.ui.sellExpireEdit,
"expireFOK": self.ui.sellFOK,
"fee": self.ui.sellFeeAsset,
"button": self.ui.sellButton,
"_commit_inv": False,
"table": self.ui.buyStack,
}
self.setupFrame(self._frame_buy,
self.asset_a,
self.asset_b,
title="Buy ")
self.setupFrame(self._frame_sell,
self.asset_a,
self.asset_b,
title="Sell ")
#self.ui.table.setContextMenuPolicy(QtCore.Qt.CustomContextMenu)
#self.ui.table.customContextMenuRequested.connect(self.show_orders_submenu)
self.ui.closeButton.clicked.connect(self.close_me)
self.ui.swapButton.clicked.connect(self.swap_me)
def close_me(self):
app().mainwin.closeMarket(self._pairtag)
def swap_me(self):
try:
app().mainwin.swapMarket(self._pairtag)
except Exception as error:
showexc(error)
def close(self):
# TODO: unsubscribe from market!!!
pass
def setupFrame(self, form, asset_a, asset_b, title="Trade "):
form["group"].setTitle(title + asset_a["symbol"])
form["mainLabel"].setText(asset_a["symbol"])
form["altLabel"].setText(asset_b["symbol"])
form["price"].valueChanged.connect(self.price_value_changed)
form["price"].setSuffix(" " + asset_b["symbol"])
form["price"].setDecimals(asset_b["precision"])
form["price"].setMaximum(asset_b["options"]["max_supply"] *
pow(10, asset_b["precision"]))
form["mainAmt"].valueChanged.connect(self.main_amount_changed)
form["mainAmt"].setDecimals(asset_a["precision"])
form["mainAmt"].setMaximum(asset_a["options"]["max_supply"] *
pow(10, asset_a["precision"]))
form["altAmt"].valueChanged.connect(self.alt_amount_changed)
form["altAmt"].setDecimals(asset_b["precision"])
form["altAmt"].setMaximum(asset_b["options"]["max_supply"] *
pow(10, asset_b["precision"]))
form["table"].cellClicked.connect(self.cell_click)
form["button"].clicked.connect(self.make_limit_order)
def make_limit_order(self):
form = self._frame_buy if self._frame_buy["button"] == self.sender(
) else self._frame_sell
account_from = form["account"].currentText()
sell_asset_name = self.asset_a["symbol"]
sell_asset_amount = form["mainAmt"].value()
buy_asset_name = self.asset_b["symbol"]
buy_asset_amount = form["altAmt"].value()
if form["_commit_inv"]:
sell_asset_name = self.asset_b["symbol"]
buy_asset_name = self.asset_a["symbol"]
expire_seconds = deltasec(form["expireEdit"].text())
expire_fok = form["expireFOK"].isChecked()
fee_asset = anyvalvis(form["fee"], None) #.currentText()
buffer = app().mainwin.buffering()
try:
v = QTransactionBuilder.VSellAsset(account_from,
sell_asset_name,
sell_asset_amount,
buy_asset_name,
buy_asset_amount,
expiration=expire_seconds,
fill_or_kill=expire_fok,
fee_asset=fee_asset,
isolator=self.iso)
if buffer:
app().mainwin._txAppend(*v)
else:
QTransactionBuilder._QExec(self.iso, v)
except Exception as error:
showexc(error)
return False
return True
def _set_spin_value(self, elem, value):
elem.blockSignals(True)
elem.setValue(value)
elem.blockSignals(False)
def price_value_changed(self):
form = self._frame_buy if self._frame_buy["price"] == self.sender(
) else self._frame_sell
price = form["price"].value()
amt_a = form["mainAmt"].value()
amt_b = form["altAmt"].value()
if amt_a == 0 and price != 0:
amt_a = amt_b / price
self._set_spin_value(form["mainAmt"], amt_a)
return
amt_b = amt_a * price
self._set_spin_value(form["altAmt"], amt_b)
def main_amount_changed(self):
form = self._frame_buy if self._frame_buy["mainAmt"] == self.sender(
) else self._frame_sell
price = form["price"].value()
amt_a = form["mainAmt"].value()
amt_b = form["altAmt"].value()
if price == 0:
if amt_a == 0:
return
price = amt_b / amt_a
self._set_spin_value(form["price"], price)
return
amt_b = amt_a * price
self._set_spin_value(form["altAmt"], amt_b)
def alt_amount_changed(self):
form = self._frame_buy if self._frame_buy["altAmt"] == self.sender(
) else self._frame_sell
price = form["price"].value()
amt_a = form["mainAmt"].value()
amt_b = form["altAmt"].value()
if price == 0:
if amt_a == 0:
return
price = amt_b / amt_a
#form["price"].setValue(price)
self._set_spin_value(form["price"], price)
return
amt_a = amt_b / price
self._set_spin_value(form["mainAmt"], amt_a)
def cell_click(self, row, column):
form = self._frame_buy if self._frame_buy["table"] == self.sender(
) else self._frame_sell
valstr = form["table"].item(row, column).text().replace(",", "")
val = float(str.split(valstr, " ")[0])
if column == 0: # price
form["price"].setValue(val)
if column == 1: # asset_a
form["mainAmt"].setValue(val)
if column == 2: # asset_b
form["altAmt"].setValue(val)
def _refreshTitle(self):
#self._title = _translate("MainWindow", "Market", None) + " " + self._pairtag
self._title = self._pairtag
return self._title
def show_orders_submenu(self, position):
menu = QtGui.QMenu()
qaction(self, menu, "Cancel Order...", self.cancel_order)
menu.exec_(self.ui.table.viewport().mapToGlobal(position))
def cancel_order(self):
table = self.ui.table
indexes = table.selectionModel().selectedRows()
if len(indexes) < 1:
return
index = indexes[0].row()
order_id = table.item(index, 0).text()
#b = table.item(index, 1).text()
try:
trx = QTransactionBuilder.QCancelOrder(
self._account_name,
order_id,
#fee_asset=fee_asset,
isolator=self.iso)
except Exception as error:
showexc(error)
def desync(self):
self.subscribed = False
def resync(self):
self.updater.fetch(self.mergeMarket_before,
self.iso, (self.asset_a, self.asset_b),
self._pairtag,
self.start_time,
self.stop_time,
ready_callback=self.mergeMarket_after,
ping_callback=self.ping_callback,
description="Refreshing market " + self._pairtag)
def mergeMarket_before(self, iso, pair, tag, start, stop):
asset_a = pair[0]
asset_b = pair[1]
rpc = iso.bts.rpc
if not self.subscribed:
s_id = rpc.get_subscription_id()
subs = rpc.subscribe_to_market(s_id, asset_a["id"], asset_b["id"])
self._s_id = s_id
self._tags.append("!" + str(s_id))
self.subscribed = True
from bitshares.market import Market
self.market = Market(base=asset_b,
quote=asset_a,
blockchain_instance=iso.bts)
orders = self.market.orderbook()
if self.initfetch:
trades = self.market.trades(limit=100, start=start, stop=stop)
else:
trades = iso.getMarketBuckets(self.market["base"],
self.market["quote"],
start=start,
stop=stop)
return (
orders,
trades,
)
def mergeMarket_after(self, request_id, args):
(
orders,
trades,
) = args
self.fillTable(self.ui.buyStack, orders['bids'])
self.fillTable(self.ui.sellStack, orders['asks'], True)
self.plotChart(trades)
def fillTable(self, table, orders, inv=False):
color_a = COLOR_GREEN if inv else COLOR_RED
color_b = COLOR_RED if inv else COLOR_GREEN
table.setRowCount(0)
j = -1
for order in orders:
j += 1
table.insertRow(j)
set_col(table, j, 0, price__repr(order, "base"))
set_col(table,
j,
1,
str(order["quote"]),
color=color_a,
align="right")
set_col(table,
j,
2,
str(order["base"]),
color=color_b,
align="right")
def plotChart(self, trades):
xs = []
ys = []
for trade in trades:
dt = datetime.datetime.strptime(trade["date"], "%Y-%m-%dT%H:%M:%S")
x = int(dt.timestamp()) #trade["sequence"]
y = trade["price"]
xs.append(x)
ys.append(y)
#print(xs, ys)
#import numpy as np
#x = np.random.normal(size=1000)
#y = np.random.normal(size=1000)
self.ui.marketPlot.blockSignals(True)
self.ui.marketPlot.clear()
self.ui.marketPlot.plot(xs, ys,
pen=PG_LINEPEN) #, pen=None, symbol=None)
obj = self.ui.marketPlot.getPlotItem()
axis = obj.axes["bottom"]['item']
axis._dayscale = False
if len(xs) > 1: # Hack: adjust X-axis display
if (xs[-1] - xs[0]) >= 3600 * 24: # >= 1 day
axis._dayscale = True
self.ui.marketPlot.blockSignals(False)
def updateRange(self, view, rng):
if self.initfetch > 0:
self.initfetch -= 1
return
#price_low, price_high = rng[1] # (as integer)
sec_start, sec_end = rng #[0]
self.start_time = datetime.datetime.fromtimestamp(sec_start)
self.stop_time = datetime.datetime.fromtimestamp(sec_end)
self.resync()
def updateTooltip(self, pos):
data = self.ui.marketPlot.getPlotItem().listDataItems()
if len(data) < 1: return
points = data[0].curve
act_pos = points.mapFromScene(pos)
xs, ys = points.getData()
x, j = snapTo(act_pos.x(), xs)
if j < 0:
self.__vLine.hide()
self.__hLine.hide()
self.__textPrice.hide()
return
y = ys[j]
#print("SNAP:", j, x, y)
self.__vLine.setPos(x)
self.__hLine.setPos(y)
self.__textPrice.setPos(x, y)
price = "{price:.{precision}f}".format(
price=y, precision=self.asset_b["precision"])
self.__textPrice.setText(price)
self.__vLine.show()
self.__hLine.show()
self.__textPrice.show()
class MarketTab(QtGui.QWidget):
def __init__(self, *args, **kwargs):
self.iso = kwargs.pop("isolator", None)
self.asset_a = kwargs.pop("asset_a", None)
self.asset_b = kwargs.pop("asset_b", None)
self._pairtag = self.asset_a["symbol"] + ":" + self.asset_b["symbol"]
self.ping_callback = kwargs.pop("ping_callback", None)
super(MarketTab, self).__init__(*args, **kwargs)
self.ui = Ui_MarketTab()
self.ui.setupUi(self)
replaceAxis(self.ui.marketPlot, "bottom",
TimeAxisItem(orientation='bottom'))
#,
# axisItems={'bottom': TimeAxisItem(orientation='bottom')}
self._index = 999
self.ui.buyStack.setColumnCount(3)
stretch_table(self.ui.buyStack, False, hidehoriz=True)
self.ui.sellStack.setColumnCount(3)
stretch_table(self.ui.sellStack, False, hidehoriz=True)
self.subscribed = False
self.updater = RemoteFetch()
self._frame_buy = {
"group": self.ui.buyGroup,
"mainLabel": self.ui.buyMainLabel,
"mainAmt": self.ui.buyMainAmount,
"altLabel": self.ui.buyAltLabel,
"altAmt": self.ui.buyAltAmount,
"price": self.ui.buyPrice,
"account": self.ui.buyAccount,
"expireEdit": self.ui.buyExpireEdit,
"expireFOK": self.ui.buyFOK,
"fee": self.ui.buyFeeAsset,
"button": self.ui.buyButton,
"_commit_inv": True,
"table": self.ui.sellStack,
}
self._frame_sell = {
"group": self.ui.sellGroup,
"mainLabel": self.ui.sellMainLabel,
"mainAmt": self.ui.sellMainAmount,
"altLabel": self.ui.sellAltLabel,
"altAmt": self.ui.sellAltAmount,
"price": self.ui.sellPrice,
"account": self.ui.sellAccount,
"expireEdit": self.ui.sellExpireEdit,
"expireFOK": self.ui.sellFOK,
"fee": self.ui.sellFeeAsset,
"button": self.ui.sellButton,
"_commit_inv": False,
"table": self.ui.buyStack,
}
self.setupFrame(self._frame_buy,
self.asset_a,
self.asset_b,
title="Buy ")
self.setupFrame(self._frame_sell,
self.asset_a,
self.asset_b,
title="Sell ")
#self.ui.table.setContextMenuPolicy(QtCore.Qt.CustomContextMenu)
#self.ui.table.customContextMenuRequested.connect(self.show_orders_submenu)
self.ui.closeButton.clicked.connect(self.close_me)
self.ui.swapButton.clicked.connect(self.swap_me)
def close_me(self):
app().mainwin.closeMarket(self._pairtag)
def swap_me(self):
app().mainwin.swapMarket(self._pairtag)
def close(self):
# TODO: unsubscribe from market!!!
pass
def setupFrame(self, form, asset_a, asset_b, title="Trade "):
form["group"].setTitle(title + asset_a["symbol"])
form["mainLabel"].setText(asset_a["symbol"])
form["altLabel"].setText(asset_b["symbol"])
form["price"].valueChanged.connect(self.price_value_changed)
form["price"].setDecimals(asset_a["precision"])
form["price"].setMaximum(asset_a["options"]["max_supply"] *
pow(10, asset_a["precision"]))
form["mainAmt"].valueChanged.connect(self.main_amount_changed)
form["mainAmt"].setDecimals(asset_a["precision"])
form["mainAmt"].setMaximum(asset_a["options"]["max_supply"] *
pow(10, asset_a["precision"]))
form["altAmt"].valueChanged.connect(self.alt_amount_changed)
form["altAmt"].setDecimals(asset_b["precision"])
form["altAmt"].setMaximum(asset_b["options"]["max_supply"] *
pow(10, asset_b["precision"]))
form["table"].cellClicked.connect(self.cell_click)
form["button"].clicked.connect(self.make_limit_order)
def make_limit_order(self):
form = self._frame_buy if self._frame_buy["button"] == self.sender(
) else self._frame_sell
account_from = form["account"].currentText()
sell_asset_name = self.asset_a["symbol"]
sell_asset_amount = form["mainAmt"].value()
buy_asset_name = self.asset_b["symbol"]
buy_asset_amount = form["altAmt"].value()
if form["_commit_inv"]:
sell_asset_name = self.asset_b["symbol"]
buy_asset_name = self.asset_a["symbol"]
expire_seconds = deltasec(form["expireEdit"].text())
expire_fok = form["expireFOK"].isChecked()
fee_asset = anyvalvis(form["fee"], None) #.currentText()
try:
trx = QTransactionBuilder.QSellAsset(account_from,
sell_asset_name,
sell_asset_amount,
buy_asset_name,
buy_asset_amount,
expiration=expire_seconds,
fill_or_kill=expire_fok,
fee_asset=fee_asset,
isolator=self.iso)
except BaseException as error:
showexc(error)
def _set_spin_value(self, elem, value):
elem.blockSignals(True)
elem.setValue(value)
elem.blockSignals(False)
def price_value_changed(self):
form = self._frame_buy if self._frame_buy["price"] == self.sender(
) else self._frame_sell
price = form["price"].value()
amt_a = form["mainAmt"].value()
amt_b = form["altAmt"].value()
if amt_a == 0 and price != 0:
amt_a = amt_b / price
self._set_spin_value(form["mainAmt"], amt_a)
return
amt_b = amt_a * price
self._set_spin_value(form["altAmt"], amt_b)
def main_amount_changed(self):
form = self._frame_buy if self._frame_buy["mainAmt"] == self.sender(
) else self._frame_sell
price = form["price"].value()
amt_a = form["mainAmt"].value()
amt_b = form["altAmt"].value()
if price == 0 and amt_a != 0:
price = amt_b / amt_a
self._set_spin_value(form["price"], price)
return
amt_b = amt_a * price
self._set_spin_value(form["altAmt"], amt_b)
def alt_amount_changed(self):
form = self._frame_buy if self._frame_buy["altAmt"] == self.sender(
) else self._frame_sell
price = form["price"].value()
amt_a = form["mainAmt"].value()
amt_b = form["altAmt"].value()
if price == 0 and amt_a != 0:
price = amt_b / amt_a
form["price"].setValue(price)
self._set_spin_value(form["price"], price)
return
amt_a = amt_b / price
self._set_spin_value(form["mainAmt"], amt_a)
def cell_click(self, row, column):
form = self._frame_buy if self._frame_buy["table"] == self.sender(
) else self._frame_sell
valstr = form["table"].item(row, column).text().replace(",", "")
val = float(str.split(valstr, " ")[0])
if column == 0: # price
form["price"].setValue(val)
if column == 1: # asset_a
form["mainAmt"].setValue(val)
if column == 2: # asset_b
form["altAmt"].setValue(val)
def _refreshTitle(self):
#self._title = _translate("MainWindow", "Market", None) + " " + self._pairtag
self._title = self._pairtag
return self._title
def show_orders_submenu(self, position):
menu = QtGui.QMenu()
qaction(self, menu, "Cancel Order...", self.cancel_order)
menu.exec_(self.ui.table.viewport().mapToGlobal(position))
def cancel_order(self):
table = self.ui.table
indexes = table.selectionModel().selectedRows()
if len(indexes) < 1:
return
index = indexes[0].row()
order_id = table.item(index, 0).text()
#b = table.item(index, 1).text()
try:
trx = QTransactionBuilder.QCancelOrder(
self._account_name,
order_id,
#fee_asset=fee_asset,
isolator=self.iso)
except BaseException as error:
showexc(error)
def desync(self):
self.subscribed = False
def resync(self):
self.updater.fetch(self.mergeMarket_before,
self.iso, (self.asset_a, self.asset_b),
self._pairtag,
ready_callback=self.mergeMarket_after,
ping_callback=self.ping_callback,
description="Refreshing market")
def mergeMarket_before(self, iso, pair, tag):
#iso._wait_online(timeout=3) # will raise exception
#if not(iso.is_connected()):
# raise Exception
asset_a = pair[0]
asset_b = pair[1]
rpc = iso.bts.rpc
if not self.subscribed:
s_id = rpc.get_subscription_id()
subs = rpc.subscribe_to_market(s_id, asset_a["id"], asset_b["id"])
self._s_id = s_id
self._tags.append("!" + str(s_id))
self.subscribed = True
from bitshares.market import Market
self.market = Market(tag, bitshares_instance=iso.bts)
orders = self.market.orderbook()
trades = self.market.trades(limit=100, raw=True)
return (
orders,
trades,
)
def mergeMarket_after(self, request_id, args):
(
orders,
trades,
) = args
self.fillTable(self.ui.buyStack, orders['bids'])
self.fillTable(self.ui.sellStack, orders['asks'], True)
self.plotChart(trades)
def fillTable(self, table, orders, inv=False):
color_a = COLOR_GREEN if inv else COLOR_RED
color_b = COLOR_RED if inv else COLOR_GREEN
table.setRowCount(0)
j = -1
for order in orders:
j += 1
table.insertRow(j)
set_col(table, j, 0, str(order["price"]))
set_col(table,
j,
1,
str(order["quote"]),
color=color_a,
align="right")
set_col(table,
j,
2,
str(order["base"]),
color=color_b,
align="right")
def plotChart(self, trades):
xs = []
ys = []
import datetime
for trade in trades:
dt = datetime.datetime.strptime(trade["date"], "%Y-%m-%dT%H:%M:%S")
x = int(dt.timestamp()) #trade["sequence"]
y = float(trade["price"])
xs.append(x)
ys.append(y)
#print(xs, ys)
#import numpy as np
#x = np.random.normal(size=1000)
#y = np.random.normal(size=1000)
self.ui.marketPlot.clear()
self.ui.marketPlot.plot(xs, ys) #, pen=None, symbol=None)
class Parser():
def __init__(self, sett, **kwargs):
"""
Инициализация класса, рынков и получение цены BTS
:param set sett: настройки класса
str quote - актив, стоимость которого считаем
str base - актив, в котором считаем стоимость
list additional_assets - дополнительные рынки для расчета, кроме BTS
list usdt_assets - дополнительные рынки, стоимость которых равна
стоимости актива base
float base_depth - глубина расчета цены в стаканах в активе base
float history_depth - глубина расчета цены совершенных сделок в
активе base
int price_precision - количество знаков после запятой, для
отображения цен
int orderbook_limit - максимальное количество сделок из стакана
получаемое от ноды
int history_limit - максимальное количество сделок получаемое из
истории от ноды
int history_period - максимальное количество дней, за которые
берется история
set viz_account - данные аккаунта для публикации в блокчейне VIZ
"""
self.sett = sett
self.quote_market = Market(self.sett['quote'] + ':BTS')
self.base_market = Market('BTS:' + self.sett['base'])
book = self.base_market.orderbook(limit=1)
self.price = {}
self.price['BTS'] = (book['asks'][0]['price'] +
book['bids'][0]['price']) / 2
self.bids = []
self.asks = []
def check_ask(self, base, core):
"""
Функция для создания нового "виртуального" ордера в формате пары
self.sett['quote'] / BTS
Возвращает True в случае попадания этого ордера в выборку и False в
противном случае
:param bitshares.price.Order base: ордер на продажу из пары
self.sett['quote'] / BTS
:param bitshares.price.Order core: ордер на продажу из пары
BTS / self.sett['base']
Функция проверяет объемы в ордерах base и core и создает новый на основе
меньшего из них
"""
base_amount = base['base']['amount']
core_amount = core['quote']['amount']
if base_amount >= core_amount:
new_base = base.copy()
new_base['quote'] = Amount(
core_amount / base['price'],
base['quote']['asset']
)
new_base['base'] = core['quote']
order = Order(new_base['quote'], core['base'])
else:
new_core = core.copy()
new_core['base'] = Amount(
base_amount * core['price'],
core['base']['asset']
)
new_core['quote'] = base['base']
order = Order(base['quote'], new_core['base'])
return self.create_asks([order])
def check_bid(self, base, core):
"""
Функция для создания нового "виртуального" ордера в формате пары
self.sett['quote'] / BTS
Возвращает True в случае попадания этого ордера в выборку и False в
противном случае
:param bitshares.price.Order base: ордер на покупку из пары
self.sett['quote'] / BTS
:param bitshares.price.Order core: ордер на покупку из пары
BTS / self.sett['base']
Функция проверяет объемы в ордерах base и core и создает новый на основе
меньшего из них
"""
base_amount = base['base']['amount']
core_amount = core['quote']['amount']
if base_amount >= core_amount:
new_base = base.copy()
new_base['quote'] = Amount(
core_amount / base['price'],
base['quote']['asset']
)
new_base['base'] = core['quote']
order = Order(new_base['quote'], core['base'])
else:
new_core = core.copy()
new_core['base'] = Amount(
base_amount * core['price'],
core['base']['asset']
)
new_core['quote'] = base['base']
order = Order(base['quote'], new_core['base'])
return self.create_bids([order])
def create_asks(self, asks):
"""
Функция для формирования выборки ордеров на продажу.
Возвращает True в случае попадания первого ордера в выборку и False в
противном случае
:param list(bitshares.price.Order) asks: список ордеров на продажу в
формате пары self.sett['quote'] / BTS
Функция сортирует ордера в порядке увеличения цены и отсекает все,
которые не вписываются в параметр self.sett['base_depth']
"""
tmp_asks = self.asks
tmp_asks.extend(asks)
tmp_asks.sort()
self.asks = []
asks_amount = 0
result = False
for ask in tmp_asks:
self.asks.append(ask)
if ask == asks[0]:
result = True
amount = ask['base']['amount'] * self.price['BTS']
asks_amount += amount
if asks_amount > self.sett['base_depth']:
break
return result
def create_bids(self, bids):
"""
Функция для формирования выборки ордеров на покупку.
Возвращает True в случае попадания первого ордера в выборку и False в
противном случае
:param list(bitshares.price.Order) bids: список ордеров на покупку в
формате пары self.sett['quote'] / BTS
Функция сортирует ордера в порядке уменьшения цены и отсекает все,
которые не вписываются в параметр self.sett['base_depth']
"""
tmp_bids = self.bids
tmp_bids.extend(bids)
tmp_bids.sort(reverse=True)
self.bids = []
bids_amount = 0
result = False
for bid in tmp_bids:
self.bids.append(bid)
if bid == bids[0]:
result = True
amount = bid['base']['amount'] * self.price['BTS']
bids_amount += amount
if bids_amount > self.sett['base_depth']:
break
return result
def get_additional_orderbook(self):
"""
Функция для проверки ордеров в стаканах пар указанные в параметре
self.sett['additional_assets']
Функция получает из сети BitShares данные из всех стаканов указанных в
параметре self.sett['additional_assets'] и формирует выборку на основе
этих данных. Результаты ее работы сохраняются в переменных класса
self.bids и self.asks
"""
for asset in self.sett['additional_assets']:
market_base = Market(self.sett['quote'] + ':' + asset)
market_core = Market(asset + ':BTS')
book_base = market_base.orderbook(
limit=self.sett['orderbook_limit']
)
book_core = market_core.orderbook(
limit=self.sett['orderbook_limit']
)
for bid_base in book_base['bids']:
check = False
base_amount = bid_base['base']['amount']
bid_core = book_core['bids'][0]
while base_amount > 0:
core_amount = bid_core['quote']['amount']
check = self.check_bid(bid_base, bid_core)
if base_amount >= core_amount:
bid_base['quote'] -= Amount(
core_amount / bid_base['price'],
bid_base['quote']['asset']
)
bid_base['base'] -= bid_core['quote']
book_core['bids'].pop(0)
bid_core = book_core['bids'][0]
else:
bid_core['base'] -= Amount(
base_amount * bid_core['price'],
bid_core['base']['asset']
)
bid_core['quote'] -= bid_base['base']
break
if not check:
base_amount = 0
else:
base_amount = bid_base['base']['amount']
if not check:
break
for ask_base in book_base['asks']:
check = False
base_amount = ask_base['base']['amount']
ask_core = book_core['asks'][0]
while base_amount > 0:
core_amount = ask_core['quote']['amount']
check = self.check_ask(ask_base, ask_core)
if base_amount >= core_amount:
ask_base['quote'] -= Amount(
core_amount / ask_base['price'],
ask_base['quote']['asset']
)
ask_base['base'] -= ask_core['quote']
book_core['asks'].pop(0)
ask_core = book_core['asks'][0]
else:
ask_core['base'] -= Amount(
base_amount * ask_core['price'],
ask_core['base']['asset']
)
ask_core['quote'] -= ask_base['base']
break
if not check:
base_amount = 0
else:
base_amount = ask_base['base']['amount']
if not check:
break
def get_history_depth(self):
"""
Функция для рассчета средней цены совершенных сделок
Функция собирает все данные из истории, сортирует их по дате, приводит
цены к self.sett['base'] и отсекает все сделки выходящие за пределы
self.sett['history_depth']. Результаты сохраняет в переменных класса
self.history_amount и self.average_history_price
"""
history = []
sum = 0
start_time = datetime.now() - timedelta(
days=self.sett['history_period']
)
for trade in self.quote_market.trades(
limit=self.sett['history_limit'],
start=start_time
):
amount = trade['base']['amount'] * self.price['BTS']
history.append(trade)
sum += amount
if sum > self.sett['history_depth']:
break
history.sort(key=self.sortByTime, reverse=True)
assets = self.sett['additional_assets'].copy()
assets.extend(self.sett['usdt_assets'])
for asset in assets:
market = Market(asset + ':BTS')
book = market.orderbook(limit=1)
self.price[asset] = (book['asks'][0]['price'] +
book['bids'][0]['price']) / 2*self.price['BTS']
market = Market(self.sett['quote'] + ':' + asset)
for trade in market.trades(
limit=self.sett['history_limit'],
start=start_time
):
history.append(trade)
history.sort(key=self.sortByTime, reverse=True)
amount = trade['base']['amount'] * self.price[asset]
sum += amount
break_bool = False
while sum >= self.sett['history_depth']:
last = history.pop()
last_amount = (last['base']['amount'] *
self.price[last['base']['symbol']])
if last_amount > sum - self.sett['history_depth']:
history.append(last)
break
else:
sum -= last_amount
if (last['quote']['symbol'] == trade['quote']['symbol'] and
last['base']['symbol'] == trade['base']['symbol']):
if (collections.Counter(last) ==
collections.Counter(trade)):
break_bool = True
break
if break_bool:
break
sum = sum_quote = 0
for h in history:
sum += h['base']['amount'] * self.price[h['base']['symbol']]
sum_quote += h['quote']['amount']
if sum > self.sett['history_depth']:
last = history.pop()
ratio = sum / self.sett['history_depth']
sum_quote = sum_quote / ratio
sum = self.sett['history_depth']
self.history_amount = sum_quote
self.average_history_price = sum / sum_quote
def get_market_depth(self):
"""
Основная функция для расчета средней цены ордеров в стакане
Функция поочередно вызывает дочерние функции self.get_orderbook(),
self.get_additional_orderbook(), self.get_usdt_orderbook() для сбора
ордеров из всех пар. А затем расчитывает среднюю цену и сохраняет данные
в переменных класса self.average_bid_price и self.average_ask_price
"""
self.get_orderbook()
self.get_additional_orderbook()
self.get_usdt_orderbook()
quote = base = sum = 0
for bid in self.bids:
amount = bid['base']['amount'] * self.price['BTS']
if sum + amount <= self.sett['base_depth']:
quote += bid['quote']['amount']
base += bid['base']['amount']
sum += amount
else:
diff = self.sett['base_depth'] - sum
ratio = diff / amount
quote += bid['quote']['amount'] * ratio
base += bid['base']['amount'] * ratio
sum += diff
self.average_bid_price = base / quote * self.price['BTS']
quote = base = sum = 0
for ask in self.asks:
amount = ask['base']['amount'] * self.price['BTS']
if sum + amount <= self.sett['base_depth']:
quote += ask['quote']['amount']
base += ask['base']['amount']
sum += amount
else:
diff = self.sett['base_depth'] - sum
ratio = diff / amount
quote += ask['quote']['amount'] * ratio
base += ask['base']['amount'] * ratio
sum += diff
self.average_ask_price = base / quote * self.price['BTS']
def get_orderbook(self):
"""
Функция получает ордера из пары self.sett['quote'] / BTS
"""
orderbook = self.quote_market.orderbook(
limit=self.sett['orderbook_limit']
)
self.create_bids(orderbook['bids'])
self.create_asks(orderbook['asks'])
def get_usdt_orderbook(self):
"""
Функция для проверки ордеров в стаканах пар указанные в параметре
self.sett['usdt_assets']
Функция получает из сети BitShares данные из всех стаканов указанных в
параметре self.sett['usdt_assets'] и формирует выборку на основе этих
данных. Результаты ее работы сохраняются в переменных класса self.bids и
self.asks
"""
for asset in self.sett['usdt_assets']:
market = Market(self.sett['quote'] + ':' + asset)
book = market.orderbook(
limit=self.sett['orderbook_limit']
)
for bid in book['bids']:
amount = bid['base']['amount']
bid = Order(
bid['quote'],
Amount(amount / self.price['BTS'], 'BTS')
)
if not self.create_bids([bid]):
break
for ask in book['asks']:
amount = ask['base']['amount']
ask = Order(
ask['quote'],
Amount(amount / self.price['BTS'], 'BTS')
)
if not self.create_asks([ask]):
break
def sortByTime(self, input):
"""
Вспомогательная функция для сортировки
"""
return input['time']
def get_history_depth(self):
"""
Функция для рассчета средней цены совершенных сделок
Функция собирает все данные из истории, сортирует их по дате, приводит
цены к self.sett['base'] и отсекает все сделки выходящие за пределы
self.sett['history_depth']. Результаты сохраняет в переменных класса
self.history_amount и self.average_history_price
"""
history = []
sum = 0
start_time = datetime.now() - timedelta(
days=self.sett['history_period']
)
for trade in self.quote_market.trades(
limit=self.sett['history_limit'],
start=start_time
):
amount = trade['base']['amount'] * self.price['BTS']
history.append(trade)
sum += amount
if sum > self.sett['history_depth']:
break
history.sort(key=self.sortByTime, reverse=True)
assets = self.sett['additional_assets'].copy()
assets.extend(self.sett['usdt_assets'])
for asset in assets:
market = Market(asset + ':BTS')
book = market.orderbook(limit=1)
self.price[asset] = (book['asks'][0]['price'] +
book['bids'][0]['price']) / 2*self.price['BTS']
market = Market(self.sett['quote'] + ':' + asset)
for trade in market.trades(
limit=self.sett['history_limit'],
start=start_time
):
history.append(trade)
history.sort(key=self.sortByTime, reverse=True)
amount = trade['base']['amount'] * self.price[asset]
sum += amount
break_bool = False
while sum >= self.sett['history_depth']:
last = history.pop()
last_amount = (last['base']['amount'] *
self.price[last['base']['symbol']])
if last_amount > sum - self.sett['history_depth']:
history.append(last)
break
else:
sum -= last_amount
if (last['quote']['symbol'] == trade['quote']['symbol'] and
last['base']['symbol'] == trade['base']['symbol']):
if (collections.Counter(last) ==
collections.Counter(trade)):
break_bool = True
break
if break_bool:
break
sum = sum_quote = 0
for h in history:
sum += h['base']['amount'] * self.price[h['base']['symbol']]
sum_quote += h['quote']['amount']
if sum > self.sett['history_depth']:
last = history.pop()
ratio = sum / self.sett['history_depth']
sum_quote = sum_quote / ratio
sum = self.sett['history_depth']
self.history_amount = sum_quote
self.average_history_price = sum / sum_quote
def book(nodes, a=None, b=None): #updates orderbook details
# create fresh websocket connections for this child instance
account = Account(USERNAME,
bitshares_instance=BitShares(nodes, num_retries=0))
market = Market(BitPAIR,
bitshares_instance=BitShares(nodes, num_retries=0),
mode='head')
node = nodes[0]
begin = time.time()
while time.time() < (begin + TIMEOUT):
time.sleep(random())
try:
# add unix time to trades dictionary
trades = market.trades(limit=100)
for t in range(len(trades)):
ts = time.strptime(str(trades[t]['time']), '%Y-%m-%d %H:%M:%S')
trades[t]['unix'] = int(time.mktime(ts))
fprice = '%.16f' % float(trades[t]['price'])
trades[t]['fprice'] = fprice[:10] + ',' + fprice[10:]
# last price
# last = market.ticker()['latest']
last = float(trades[0]['price'])
slast = '%.16f' % last
# complete account balances
call = decimal(time.time())
raw = list(account.balances)
elapsed = float(decimal(time.time()) - call)
if elapsed > 1:
continue
elapsed = '%.17f' % elapsed
cbalances = {}
for i in range(len(raw)):
cbalances[raw[i]['symbol']] = float(raw[i]['amount'])
# orderbook
raw = market.orderbook(limit=20)
bids = raw['bids']
asks = raw['asks']
sbidp = [('%.16f' % bids[i]['price']) for i in range(len(bids))]
saskp = [('%.16f' % asks[i]['price']) for i in range(len(asks))]
sbidv = [('%.2f' % float(bids[i]['quote'])).rjust(12, ' ')
for i in range(len(bids))]
saskv = [('%.2f' % float(asks[i]['quote'])).rjust(12, ' ')
for i in range(len(asks))]
bidv = [float(bids[i]['quote']) for i in range(len(bids))]
askv = [float(asks[i]['quote']) for i in range(len(asks))]
cbidv = list(np.cumsum(bidv))
caskv = list(np.cumsum(askv))
cbidv = [('%.2f' % i).rjust(12, ' ') for i in cbidv]
caskv = [('%.2f' % i).rjust(12, ' ') for i in caskv]
# dictionary of currency and assets in this market
currency = float(account.balance(BitCURRENCY))
assets = float(account.balance(BitASSET))
balances = {BitCURRENCY: currency, BitASSET: assets}
# dictionary of open orders in traditional format:
# orderNumber, orderType, market, amount, price
orders = []
for order in market.accountopenorders():
orderNumber = order['id']
asset = order['base']['symbol']
currency = order['quote']['symbol']
amount = float(order['base'])
price = float(order['price'])
orderType = 'buy'
if asset == BitASSET:
orderType = 'sell'
price = 1 / price
else:
amount = amount / price
orders.append({
'orderNumber': orderNumber,
'orderType': orderType,
'market': BitPAIR,
'amount': amount,
'price': ('%.16f' % price)
})
trades = trades[:10]
stale = int(time.time() - float(trades[0]['unix']))
# display orderbooks
print("\033c")
print(time.ctime(), ' ', int(time.time()), ' ', a, b)
print(' PING', (elapsed), ' ', node)
print('')
print(' LAST',
slast[:10] + ',' + slast[10:], ' ', BitPAIR)
print('')
print(' ', sbidv[0], ' ',
(sbidp[0])[:10] + ',' + (sbidp[0])[10:], ' ',
(saskp[0])[:10] + ',' + (saskp[0])[10:], (saskv[0]))
print(' ', 'BIDS', ' ',
'ASKS')
for i in range(1, len(sbidp)):
print(cbidv[i], sbidv[i], ' ',
(sbidp[i])[:10] + ',' + (sbidp[i])[10:], ' ',
(saskp[i])[:10] + ',' + (saskp[i])[10:], saskv[i],
caskv[i])
print('')
for o in orders:
print(o)
if len(orders) == 0:
print(' NO OPEN ORDERS')
print('')
print('%s BALANCE:' % BitPAIR)
print(balances)
print('')
print('MARKET HISTORY:', stale, 'since last trade')
for t in trades:
# print(t.items())
print(t['unix'],
str(t['time'])[11:19], t['fprice'],
('%.4f' % float(t['quote']['amount'])).rjust(12, ' '))
print('')
print('ctrl+shift+\ will EXIT to terminal')
print('')
print('COMPLETE HOLDINGS:')
print(cbalances)
except:
pass