def main():
console.log('Starting...')
exchanges['bitstamp'] = Exchange(
ccxt.bitstamp(config=config.bitstamp.to_dict()))
exchanges['binance'] = Exchange(
ccxt.binance(config=config.binance.to_dict()))
exchanges['bittrex'] = Exchange(
ccxt.bittrex(config=config.bittrex.to_dict()))
exchanges['cryptopia'] = Exchange(
ccxt.cryptopia(config=config.cryptopia.to_dict()))
exchanges['hitbtc'] = Exchange(
ccxt.hitbtc2(config=config.hitbtc.to_dict()))
telebot.add_handler(
telegram.CommandHandler(command='balance',
callback=TelegramCommands.get_balance))
telebot.add_handler(
telegram.CommandHandler(command='start',
callback=TelegramCommands.start))
telebot.add_handler(
telegram.CommandHandler(command='help',
callback=TelegramCommands.show_help))
telebot.start()
console.log('Ready...')
telebot.idle()
def add_price_table(exchange="binance"):
## API Key and Secret Key
api = ""
secret = ""
exchange_obj = None
if exchange == "binance":
exchange_obj = ccxt.binance({
'proxies': {
'http': 'http://*****:*****@us-wa.proxymesh.com:31280',
'https': 'http://*****:*****@us-wa.proxymesh.com:31280',
},
'apiKey': api,
'secret': secret,
})
cur_data = exchange_obj.fetch_ticker(coin_pair)
bid_price = float(cur_data['info']['bidPrice'])
ask_price = float(cur_data['info']['askPrice'])
cur_time = cur_data['timestamp']
elif exchange == "cryptopia":
exchange_obj = ccxt.cryptopia({
'proxies': {
'http': 'http://*****:*****@us-wa.proxymesh.com:31280',
'https': 'http://*****:*****@us-wa.proxymesh.com:31280',
},
'apiKey': api,
'secret': secret,
})
cur_data = exchange_obj.fetch_ticker(coin_pair)
bid_price = float(cur_data['info']['BidPrice'])
ask_price = float(cur_data['info']['AskPrice'])
cur_time = cur_data['timestamp']
elif exchange == "bittrex":
exchange_obj = ccxt.bittrex({
'proxies': {
'http': 'http://*****:*****@us-wa.proxymesh.com:31280',
'https': 'http://*****:*****@us-wa.proxymesh.com:31280',
},
'apiKey': api,
'secret': secret,
})
cur_data = exchange_obj.fetch_ticker(coin_pair)
bid_price = float(cur_data['info']['Bid'])
ask_price = float(cur_data['info']['Ask'])
cur_time = cur_data['timestamp']
elif exchange == "hitbtc":
exchange_obj = ccxt.hitbtc2({
'proxies': {
'http': 'http://*****:*****@us-wa.proxymesh.com:31280',
'https': 'http://*****:*****@us-wa.proxymesh.com:31280',
},
'apiKey': api,
'secret': secret,
})
cur_data = exchange_obj.fetch_ticker(coin_pair)
bid_price = float(cur_data['info']['bid'])
ask_price = float(cur_data['info']['ask'])
cur_time = cur_data['timestamp']
else:
print("Unsupported Exchange platform")
return
def get_market(market=OKEX):
mk = ccxt.okcoinusd()
if market == HUOBI:
mk = ccxt.huobipro()
if market == CRY:
mk = ccxt.cryptopia()
if market == BIN:
mk = ccxt.binance()
if market == PLX:
mk = ccxt.poloniex()
return mk
def getUSDPrice(coin, btcusdprice):
url = "https://min-api.cryptocompare.com/data/price?fsym=" + coin + "&tsyms=USD"
r = requests.get(url)
if r.status_code == 404:
cryptopia = ccxt.cryptopia()
cryptopia_markets = cryptopia.load_markets()
data = cryptopia.fetch_ticker(coin + '/BTC')
return btcusdprice * data["info"]["LastPrice"]
else:
data = r.json()
return data["USD"]
def get_exchange_list():
bittrex_exchange = ccxt.bittrex()
binance_exchange = ccxt.binance()
kucoin_exchange = ccxt.kucoin()
huobiPro_exchange = ccxt.huobipro()
cryptopia_exchange = ccxt.cryptopia()
bitmex_exchange = ccxt.bitmex()
list_of_exchanges = [
bittrex_exchange, binance_exchange, kucoin_exchange, huobiPro_exchange,
cryptopia_exchange
]
return list_of_exchanges
def exchangeObject(exchange_in):
exchanges = [ccxt.acx(),ccxt.bitbay(),ccxt.bitfinex(),ccxt.bitflyer(),ccxt.bithumb(),ccxt.bitlish(),ccxt.bitmarket(),ccxt.bitmex(),ccxt.bitso(),
ccxt.bitstamp(),ccxt.bitstamp1(),ccxt.bittrex(),ccxt.bl3p(),ccxt.bleutrade(),ccxt.btcbox(),ccxt.btcchina(),ccxt.btcexchange(),ccxt.btcmarkets(),ccxt.btctradeua(),ccxt.btcturk(),
ccxt.btcx(),ccxt.bxinth(),ccxt.ccex(),ccxt.cex(),ccxt.chbtc(),ccxt.chilebit(),ccxt.coincheck(),ccxt.coinfloor(),ccxt.coingi(),ccxt.coinmarketcap(),ccxt.coinmate(),
ccxt.coinsecure(),ccxt.coinspot(),ccxt.cryptopia(),ccxt.dsx(),ccxt.exmo(),ccxt.flowbtc(),ccxt.foxbit(),ccxt.fybse(),ccxt.fybsg(),ccxt.gatecoin(),ccxt.gateio(),ccxt.gdax(),
ccxt.gemini(),ccxt.getbtc(),ccxt.hitbtc(),ccxt.huobi(),ccxt.huobicny(),ccxt.independentreserve(),ccxt.itbit(),ccxt.jubi(),ccxt.kraken(),ccxt.kucoin(),
ccxt.kuna(),ccxt.lakebtc(),ccxt.liqui(),ccxt.livecoin(),ccxt.luno(),ccxt.mercado(),ccxt.mixcoins(),ccxt.nova(),ccxt.okcoincny(),ccxt.okcoinusd(),ccxt.okex(),ccxt.paymium(),
ccxt.poloniex(),ccxt.qryptos(),ccxt.quadrigacx(),ccxt.southxchange(),ccxt.surbitcoin(),ccxt.therock(),ccxt.tidex(),ccxt.urdubit(),ccxt.vaultoro(),ccxt.vbtc(),
ccxt.virwox(),ccxt.wex(),ccxt.xbtce(),ccxt.yobit(),ccxt.yunbi(),ccxt.zaif(),ccxt.zb()]
for count, exchange in enumerate([str(x) for x in exchanges]):
if exchange_in.lower() in exchange:
return exchanges[count]
break
def cryptopiaData():
cryptopia = ccxt.cryptopia()
coindata = list(cryptopia.fetch_tickers().values())
columns = ['ask', 'bid', 'close', 'high', 'low', 'last', 'symbol', 'average', 'baseVolume', 'timestamp']
df = pd.DataFrame(coindata)
df = df[columns]
df['exchange'] = 'cryptopia'
df['createtime'] = starttime
df['baseCurrency'] = list(i.split('/')[0] for i in df['symbol'])
df['quotCurrency'] = list(i.split('/')[1] for i in df['symbol'])
engine = create_engine("mysql+pymysql://quziyou:0739#[email protected]:5389/coinData?charset=utf8")
df.to_sql('coindata_tickers', con=engine, if_exists='append', index=False)
def monitor_price(symbol, exchange):
if exchange == "binance":
market = ccxt.binance({
'api_key': 'bLt8i8ah7z5OIhPcjW9XNISudKLWcQ4PxdWSLfK57r1Z1iEz8h4I8kwFSMgwLJR3',
'secret': 'mtKjfWoSP88Y8isnYFHvpgm2TLvOXl0lOdOHiSfnvvvc3hfa4nlsBk9HQ5auD4f6'
})
if exchange == "cryptopia":
market = ccxt.cryptopia({
'api_key': '4303ea93de0c4c64af6abf2e35e72fd7',
'secret': 'QuWSpBhV+xE352/6mSVImzaV1APCu2fP2LYOyPhBFVk='
})
if exchange == "hitbtc":
market = ccxt.hitbtc({
'api_key': 'd332ac0c7ca9efb4798a389719d64eaf',
'secret': "daa9b1d96b520b39cedbaefb1cbca34a"
})
while True:
tick = market.fetch_ticker(symbol)
print("Time: %s , Symbol: %s, Last Ask: %.8f, Last Bid: %.8f, High: %.8f, Low: %.8f" % (str(tick["datetime"]), symbol, tick['ask'], tick['bid'], tick['high'], tick['low']))
def setapi(connection, curs, exchange):
#pull api
curs.execute('SELECT * FROM ' + exchange) #
exinfo = curs.fetchall()
dex = 0
#make a list of accounts
for account in exinfo:
apikey = str(exinfo[dex][2])
apisec = str(exinfo[dex][3])
#instantiate api
worker.append(ccxt.cryptopia({
"apiKey": apikey,
"secret": apisec,
"enableRateLimit": True,
}))
global acct_limits.append(float(exinfo[dex][1]))
global acct_reserve.append(float(exinfo[dex][0]))
dex += 1
return worker
def get_exchange(exchange):
config = CONFIG[exchange]
if exchange == "gdax":
return ccxt.gdax({
"api_key": config['api_key'],
"secret": config['secret'],
"password": config['password']
})
if exchange == "binance":
return ccxt.binance({
"api_key": config['api_key'],
"secret": config['secret']
})
if exchange == "hitbtc":
return ccxt.hitbtc({
"api_key": config['api_key'],
"secret": config['secret']
})
if exchange == "cryptopia":
return ccxt.cryptopia({
"api_key": config['api_key'],
"secret": config['secret']
})
ccxt.chilebit(), ccxt.cobinhood(), ccxt.coincheck(), ccxt.coinegg(), ccxt.coinex(), ccxt.coinexchange(), ccxt.coinfloor(), ccxt.coingi(), ccxt.coinmarketcap(), ccxt.coinmate(), ccxt.coinnest(), ccxt.coinone(), ccxt.coinsecure(), ccxt.coinspot(), ccxt.coolcoin(), ccxt.cryptopia(), ccxt.dsx(), ccxt.ethfinex(), ccxt.exmo(), ccxt.exx(), ccxt.flowbtc(), ccxt.foxbit(), ccxt.fybse(), ccxt.fybsg(), ccxt.gatecoin(), ccxt.gateio(), ccxt.gdax(), ccxt.gemini(), ccxt.getbtc(), ccxt.hadax(), ccxt.hitbtc(),
# # 16. WEX
# (ccxt.wex(), 'https://wex.nz/exchange/{0}_{1}'),
# # 21. CEX.IO
# (ccxt.cex(), 'https://cex.io/{0}-{1}'),
# 22. YoBit
(ccxt.yobit(), 'https://yobit.net/en/trade/{0}/{1}'),
# # 24. Gatecoin
# (ccxt.gatecoin(), 'https://gatecoin.com/marketData'),
# 25. Liqui
(ccxt.liqui(), 'https://liqui.io/#/exchange/{0}_{1}'),
# # 26. OKEx
# (ccxt.okex(), 'https://www.okex.com/'),
# 43. Tidex
(ccxt.tidex(), 'https://tidex.com/exchange/{0}/{1}'),
# 52. Cryptopia
(ccxt.cryptopia(), 'https://www.cryptopia.co.nz/Exchange/?market={0}_{1}'),
]
def main():
now = datetime.now()
# Get all markets
res = requests.get('https://api.coinmarketcap.com/v1/ticker/')
markets = res.json()
print('Number of markets={}'.format(len(markets)))
# Pop base currency and USDT (Tether)
symbols = ['{}/{}'.format(x['symbol'], BASE_CURRENCY) for x in markets if x['symbol'] not in (BASE_CURRENCY, 'USDT')]
print(symbols)
# TODO: ZRX
symbols.append('ZRX/{}'.format(BASE_CURRENCY))
# -*- coding: utf-8 -*-
import os
import sys
from pprint import pprint
root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
sys.path.append(root + '/python')
import ccxt # noqa: E402
exchange = ccxt.cryptopia({'enableRateLimit': True})
symbol = 'ETH/BTC'
timeframe = '1h'
candles = exchange.fetch_ohlcv(symbol, timeframe)
# timeframe duration in seconds
duration = exchange.parse_timeframe(timeframe)
# timeframe duration in milliseconds
duration *= 1000
pprint([[
exchange.iso8601(int(round(candle[0] / duration)) * duration),
candle[1], # o
candle[2], # h
candle[3], # l
candle[4], # c
candle[5] # v
def run_Indicator_MACD_bot(bot, exchange):
# Bot parmeters
user_id = bot[5]
interval = bot[35]
can_interval = get_candle_interval(interval)
bot_id = str(bot[0])
bot_name = str(bot[1])
bot_type = str(bot[2])
base_currency = str(bot[8])
selected_coin = str(bot[9])
coin_pair = selected_coin + "/" + base_currency
buy_higher = str(bot[11])
sell_cheaper = str(bot[12])
profit = float(bot[15])
stop_loss = float(bot[16])
stay_profitable = str(bot[14])
double_fee = str(bot[13])
trading_volume = float(bot[10])
slow_period = int(bot[26])
fast_period = float(bot[27])
signal_period = float(bot[28])
# Declare local variables
indicator_profit = 0.0
sum_plus = 0.0
sum_minus = 0.0
coin_balance = 0.0
base_balance = 0.0
last_buy_price = 0.0
last_sell_price = 0.0
bid_price = 0.0
ask_price = 0.0
temp_data = []
value_dif = []
hist_data = []
cur_data = []
total_balance = []
middle_price = 0.0 # average value corresponding the p
upper_price = 0.0
lower_price = 0.0
bb_temp = []
avg = 0
stand_dev = 0.0
bb_index = 0 # not used?
cur_time = ""
order_type = ""
order_status = ""
buy_time = ""
sell_time = ""
buy_price = 0.0
sell_price = 0.0
buy_fee = 0.0
sell_fee = 0.0
log_str = ""
# Get API key and secret key
query_conn.execute(
" select api_key, secret from exchange_info where user_id=%s and exchange=%s",
(user_id, exchange))
key_data = query_conn.fetchone()
api = key_data[0]
secret = key_data[1]
db_conn.commit()
exchange_obj = None
if exchange == "binance":
exchange_obj = ccxt.binance({
'proxies': {
'http': 'http://*****:*****@us-wa.proxymesh.com:31280',
'https': 'http://*****:*****@us-wa.proxymesh.com:31280',
},
'apiKey': api,
'secret': secret,
})
cur_data = exchange_obj.fetch_ticker(coin_pair)
bid_price = float(cur_data['info']['bidPrice'])
ask_price = float(cur_data['info']['askPrice'])
cur_time = cur_data['timestamp']
elif exchange == "cryptopia":
exchange_obj = ccxt.cryptopia({
'proxies': {
'http': 'http://*****:*****@us-wa.proxymesh.com:31280',
'https': 'http://*****:*****@us-wa.proxymesh.com:31280',
},
'apiKey': api,
'secret': secret,
})
cur_data = exchange_obj.fetch_ticker(coin_pair)
bid_price = float(cur_data['info']['BidPrice'])
ask_price = float(cur_data['info']['AskPrice'])
cur_time = cur_data['timestamp']
elif exchange == "bittrex":
exchange_obj = ccxt.bittrex({
'proxies': {
'http': 'http://*****:*****@us-wa.proxymesh.com:31280',
'https': 'http://*****:*****@us-wa.proxymesh.com:31280',
},
'apiKey': api,
'secret': secret,
})
cur_data = exchange_obj.fetch_ticker(coin_pair)
bid_price = float(cur_data['info']['Bid'])
ask_price = float(cur_data['info']['Ask'])
cur_time = cur_data['timestamp']
elif exchange == "hitbtc":
exchange_obj = ccxt.hitbtc2({
'proxies': {
'http': 'http://*****:*****@us-wa.proxymesh.com:31280',
'https': 'http://*****:*****@us-wa.proxymesh.com:31280',
},
'apiKey': api,
'secret': secret,
})
cur_data = exchange_obj.fetch_ticker(coin_pair)
bid_price = float(cur_data['info']['bid'])
ask_price = float(cur_data['info']['ask'])
cur_time = cur_data['timestamp']
else:
print("Unsupported Exchange platform")
return
def run_Indicator_BB_bot(bot, exchange="binance"):
# Bot parmeters
user_id = bot[5]
interval = bot[35]
can_interval = get_candle_interval(interval)
bot_id = str(bot[0])
bot_name = str(bot[1])
bot_type = str(bot[2])
base_currency = str(bot[8])
selected_coin = str(bot[9])
coin_pair = selected_coin + "/" + base_currency
buy_higher = str(bot[11])
sell_cheaper = str(bot[12])
profit = float(bot[15])
stop_loss = float(bot[16])
stay_profitable = str(bot[14])
double_fee = str(bot[13])
#trading_volume = float(bot[10])
period = int(bot[29])
upper_dev = float(bot[30])
lower_dev = float(bot[31])
# Declare local variables
indicator_profit = 0.0
sum_plus = 0.0
sum_minus = 0.0
trading_volume = 0.0
coin_balance = 0.0
base_balance = 0.0
last_buy_price = 0.0
last_sell_price = 0.0
bid_price = 0.0
ask_price = 0.0
temp_data = []
value_dif = []
hist_data = []
bid_hist_data = []
ask_hist_data = []
sell_order_book = []
buy_order_book = []
cur_data = []
total_balance = []
middle_price = 0.0 # average value corresponding the p
upper_price = 0.0
lower_price = 0.0
bb_temp = []
avg = 0
stand_dev = 0.0
bb_index = 0 # not used?
cur_time = ""
order_type = ""
order_status = ""
buy_time = ""
sell_time = ""
buy_price = 0.0
sell_price = 0.0
buy_fee = 0.0
sell_fee = 0.0
log_str = ""
# Get API key and secret key
query_conn.execute(
" select api_key, secret from exchange_info where user_id=%s and exchange=%s",
(user_id, exchange))
key_data = query_conn.fetchone()
api = key_data[0]
secret = key_data[1]
db_conn.commit()
exchange_obj = None
if exchange == "binance":
exchange_obj = ccxt.binance({
'proxies': {
'http': 'http://*****:*****@us-wa.proxymesh.com:31280',
'https': 'http://*****:*****@us-wa.proxymesh.com:31280',
},
'apiKey': api,
'secret': secret,
})
cur_data = exchange_obj.fetch_ticker(coin_pair)
bid_price = float(cur_data['info']['bidPrice'])
ask_price = float(cur_data['info']['askPrice'])
cur_time = cur_data['timestamp']
elif exchange == "cryptopia":
exchange_obj = ccxt.cryptopia({
'proxies': {
'http': 'http://*****:*****@us-wa.proxymesh.com:31280',
'https': 'http://*****:*****@us-wa.proxymesh.com:31280',
},
'apiKey': api,
'secret': secret,
})
cur_data = exchange_obj.fetch_ticker(coin_pair)
bid_price = float(cur_data['info']['BidPrice'])
ask_price = float(cur_data['info']['AskPrice'])
cur_time = cur_data['timestamp']
elif exchange == "bittrex":
exchange_obj = ccxt.bittrex({
'proxies': {
'http': 'http://*****:*****@us-wa.proxymesh.com:31280',
'https': 'http://*****:*****@us-wa.proxymesh.com:31280',
},
'apiKey': api,
'secret': secret,
})
cur_data = exchange_obj.fetch_ticker(coin_pair)
bid_price = float(cur_data['info']['Bid'])
ask_price = float(cur_data['info']['Ask'])
cur_time = cur_data['timestamp']
elif exchange == "hitbtc":
exchange_obj = ccxt.hitbtc2({
'proxies': {
'http': 'http://*****:*****@us-wa.proxymesh.com:31280',
'https': 'http://*****:*****@us-wa.proxymesh.com:31280',
},
'apiKey': api,
'secret': secret,
})
cur_data = exchange_obj.fetch_ticker(coin_pair)
bid_price = float(cur_data['info']['bid'])
ask_price = float(cur_data['info']['ask'])
cur_time = cur_data['timestamp']
else:
print("Unsupported Exchange platform")
return
######### Get historical data from exchnage
exchange_obj.has['fetchOHLCV'] = 'emulated'
hist_data = exchange_obj.fetch_ohlcv(coin_pair, interval, limit=period - 1)
total_balance = exchange_obj.fetch_balance()
base_balance = float(total_balance[base_currency]['total'])
coin_balance = float(total_balance[selected_coin]['total'])
#buy_t_volume = min(base_balance/ask_price, trading_volume)
#sell_t_volume = min(coin_balance, trading_volume)
buy_exchange_fee = exchange_obj.calculate_fee(coin_pair, 'market', 'buy',
1, ask_price, 'maker')
buy_fee = round(ask_price * float(buy_exchange_fee['rate']),
8) # is this right, it is necessary to multiply ask_price
sell_exchange_fee = exchange_obj.calculate_fee(coin_pair, 'market', 'sell',
1, bid_price, 'maker')
sell_fee = round(bid_price * float(sell_exchange_fee['rate']), 8)
#hist_data.append([cur_time, 0, 0, 0, bid_price, 0])
#for i in range(0, period):
# bb_temp.append(hist_data[i][4])
#avg = np.mean(bb_temp)
#stand_dev = np.std(bb_temp)
#upper_price = round(avg + stand_dev * upper_dev, 8)
#lower_price = round(avg + stand_dev * lower_dev, 8)
query_conn.execute(
"select buy_price from trading_history where bot_id=%s and buy_price<>'0' order by absID desc",
(bot_id, ))
temp = query_conn.fetchone()
if query_conn.rowcount:
last_buy_price = temp[0]
else:
last_buy_price = 0
db_conn.commit()
query_conn.execute(
"select sell_price from trading_history where bot_id=%s and sell_price<>'0' order by absID desc",
(bot_id, ))
temp = query_conn.fetchone()
if query_conn.rowcount:
last_sell_price = temp[0]
else:
last_sell_price = 0
db_conn.commit()
query_conn.execute(
"select order_type, buy_price, sell_price from trading_history where bot_id=%s and order_status=%s",
(bot_id, 'create'))
trans_data = query_conn.fetchall()
db_conn.commit()
t = datetime.datetime.fromtimestamp(cur_time / 1000)
######### Get historical data from database
query_conn.execute(
"select bid_price, ask_price from coin_price where exchange=%s and coin_pair=%s and date=%s",
(exchange, coin_pair, t[:10]))
temp_data = query_conn.fetchall()
db_conn.commit()
temp_bid_data = str(temp_data[0][0]).split(",")
temp_ask_data = str(temp_data[0][1])
if len(temp_bid_data) < (period - 1):
return
else:
for i in range(len(temp_bid_data) - period + 1, period):
bid_hist_data.append(temp_bid_data[i].split("-")[1])
ask_hist_data.append(temp_ask_data[i].split("-")[1])
bid_hist_data.append(bid_price)
ask_hist_data.append(ask_price)
if len(trans_data) > 0: # if there is an order with the create status
order_type = trans_data[0][0]
buy_price = float(trans_data[0][1])
sell_price = float(trans_data[0][2])
if order_type == "buy":
#### add bid_price for selling with buy order
#hist_data.append([cur_time, 0, 0, 0, bid_price, 0])
#for i in range(0, period):
# bb_temp.append(hist_data[i][4])
avg = np.mean(bid_hist_data) #avg = np.mean(bb_temp)
stand_dev = np.std(bid_hist_data) #stand_dev = np.std(bb_temp)
upper_price = round(avg + stand_dev * upper_dev, 8)
lower_price = round(avg + stand_dev * lower_dev, 8)
sell_order_book = exchange_obj.fetch_order_book(coin_pair)['bids']
for order in sell_order_book:
if order[0] >= bid_price:
trading_volume += float(order[1])
else:
break
sell_t_volume = min(coin_balance, trading_volume)
log_str = str(
t
) + ': ' + 'compare: sell with buy ' + coin_pair + '(e_price=' + str(
bid_price
) + ', bb_price=' + str(upper_price) + ', bb_u_dev=' + str(
upper_dev) + ', bb_l_dev=' + str(
lower_dev) + ', balance:' + selected_coin + '=' + str(
coin_balance) + ' ' + base_currency + '=' + str(
base_balance) + ')\n'
add_bot_log(log_str)
if bid_price >= upper_price:
#if coin_balance >= trading_volume * 0.95:
if coin_balance > 0:
log_str = str(
t
) + ': ' + 'parameter: sell with buy ' + coin_pair + '(e_price=' + str(
bid_price
) + ', bb_price=' + str(upper_price) + ', bb_u_dev=' + str(
upper_dev) + ', bb_l_dev=' + str(
lower_dev
) + ', balance:' + selected_coin + '=' + str(
coin_balance) + ' ' + base_currency + '=' + str(
base_balance) + ', fee=' + str(
sell_fee) + ')\n'
add_bot_log(log_str)
eval_result = eval_bb_trading_cond(
bot_id, "upper", bid_price, last_buy_price,
last_sell_price, buy_higher, sell_cheaper,
sell_t_volume, stay_profitable, double_fee, sell_fee,
t)
if eval_result == "close": # why is this return value close?
try:
exchange_obj.create_market_sell_order(
coin_pair, sell_t_volume)
log_str = str(
t
) + ': ' + 'Sell ' + coin_pair + '(sell_price=' + str(
bid_price) + ', bot_price=' + str(
upper_price
) + ', bb_u_dev=' + str(
upper_dev
) + ', bb_l_dev=' + str(
lower_dev
) + ', balance:' + selected_coin + '=' + str(
coin_balance
) + ' ' + base_currency + '=' + str(
base_balance) + ', fee=' + str(
sell_fee) + ')\n'
except:
log_str = str(
t
) + ': ' + coin_pair + ': ' + exchange + "API Error occurred while creating sell order in sell with buy\n"
add_bot_log(log_str)
else:
add_bot_log(
str(t) + ': ' + coin_pair + ': ' +
"parameter compare failed in sell with buy\n")
else:
add_bot_log(
str(t) + ': ' + coin_pair + ': ' +
"coin balance is less than trading volume in sell with buy\n"
)
else:
if bid_price >= (buy_price + float(profit) * buy_price / 100):
eval_result = eval_bb_trading_cond(
bot_id, "upper", bid_price, last_buy_price,
last_sell_price, buy_higher, sell_cheaper,
sell_t_volume, stay_profitable, double_fee, sell_fee,
t)
if eval_result == "close": # why is this return value close?
try:
exchange_obj.create_market_sell_order(
coin_pair, sell_t_volume)
log_str = str(
t
) + ': ' + 'Sell ' + coin_pair + '(sell_price=' + str(
bid_price) + ', bot_price=' + str(
upper_price
) + ', bb_u_dev=' + str(
upper_dev
) + ', bb_l_dev=' + str(
lower_dev
) + ', balance:' + selected_coin + '=' + str(
coin_balance
) + ' ' + base_currency + '=' + str(
base_balance) + ', fee=' + str(
sell_fee) + ')\n'
except:
log_str = str(
t
) + ': ' + coin_pair + ': ' + exchange + "API Error occurred while creating sell order in sell with buy\n"
add_bot_log(log_str)
else:
add_bot_log(
str(t) + ': ' + coin_pair + ': ' +
"parameter compare failed in sell with buy\n")
else:
if bid_price <= (buy_price -
float(stop_loss) * buy_price / 100):
try:
exchange_obj.create_market_sell_order(
coin_pair, sell_t_volume)
log_str = str(
t
) + ': ' + 'Sell ' + coin_pair + ' for stop_loss (sell_price=' + str(
bid_price) + ', bot_price=' + str(
upper_price
) + ', bb_u_dev=' + str(
upper_dev
) + ', bb_l_dev=' + str(
lower_dev
) + ', balance:' + selected_coin + '=' + str(
coin_balance
) + ' ' + base_currency + '=' + str(
base_balance) + ', fee=' + str(
sell_fee) + ')\n'
except:
log_str = str(
t
) + ': ' + coin_pair + ': ' + exchange + "API Error occurred while creating sell order in sell with buy\n"
else:
add_bot_log(
str(t) + ': ' + coin_pair + ': ' +
"bid price is less than upper price in sell with buy\n"
)
elif order_type == "sell":
### add ask_price to history data for buying with sell order
#hist_data.append([cur_time, 0, 0, 0, ask_price, 0])
#for i in range(0, period):
# bb_temp.append(hist_data[i][4])
avg = np.mean(ask_hist_data) #avg = np.mean(bb_temp)
stand_dev = np.std(ask_hist_data) #stand_dev = np.std(bb_temp)
upper_price = round(avg + stand_dev * upper_dev, 8)
lower_price = round(avg + stand_dev * lower_dev, 8)
buy_order_book = exchange_obj.fetch_order_book(coin_pair)['asks']
for order in buy_order_book:
if order[0] <= ask_price:
trading_volume += float(order[1])
else:
break
buy_t_volume = min(base_balance, trading_volume * ask_price)
log_str = str(
t
) + ': ' + 'compare: buy with sell ' + coin_pair + '(e_price=' + str(
ask_price
) + ', bb_price=' + str(lower_price) + ', bb_u_dev=' + str(
upper_dev) + ', bb_l_dev=' + str(
lower_dev) + ', balance:' + selected_coin + '=' + str(
total_balance[selected_coin]
['total']) + ' ' + base_currency + '=' + str(
total_balance[base_currency]['total']) + ')\n'
add_bot_log(log_str)
if ask_price <= lower_price:
#if base_balance >= 0.95 * trading_volume * ask_price:
if base_balance > 0:
log_str = str(
t
) + ': ' + 'parameter: buy with sell ' + coin_pair + '(e_price=' + str(
ask_price
) + ', bb_price=' + str(lower_price) + ', bb_u_dev=' + str(
upper_dev) + ', bb_l_dev=' + str(
lower_price
) + ', balance:' + selected_coin + '=' + str(
coin_balance) + ' ' + base_currency + '=' + str(
base_balance) + ', fee=' + str(buy_fee) + ')\n'
add_bot_log(log_str)
eval_result = eval_bb_trading_cond(
bot_id, 'lower', ask_price, last_buy_price,
last_sell_price, buy_higher, sell_cheaper,
buy_t_volume, stay_profitable, double_fee, buy_fee, t)
if eval_result == "close":
try:
exchange_obj.create_market_buy_order(
coin_pair, buy_t_volume)
log_str = str(
t
) + ': ' + 'Buy ' + coin_pair + '(e_price=' + str(
ask_price) + ', bb_price=' + str(
lower_price
) + ', bb_u_dev=' + str(
upper_dev
) + ', bb_l_dev=' + str(
lower_dev
) + ', balance:' + selected_coin + '=' + str(
coin_balance
) + ' ' + base_currency + '=' + str(
base_balance) + ', fee=' + str(
buy_fee) + ')\n'
except:
log_str = str(
t
) + ': ' + coin_pair + ': ' + exchange + "API Error occurred while creating buy order\n"
add_bot_log(log_str)
else:
add_bot_log(
str(t) + ': ' + coin_pair + ': ' +
"parameter compare failed in buy with sell\n")
else:
add_bot_log(
str(t) + ': ' + coin_pair + ': ' +
"base balance is less than trading volume in buy with sell\n"
)
else:
if ask_price <= (sell_price -
float(profit) * sell_price / 100):
print("take profit success")
eval_result = eval_bb_trading_cond(
bot_id, 'lower', ask_price, last_buy_price,
last_sell_price, buy_higher, sell_cheaper,
buy_t_volume, stay_profitable, double_fee, buy_fee, t)
if eval_result == "close":
try:
exchange_obj.create_market_buy_order(
coin_pair, buy_t_volume)
log_str = str(
t
) + ': ' + 'Buy ' + coin_pair + '(e_price=' + str(
ask_price) + ', bb_price=' + str(
lower_price
) + ', bb_u_dev=' + str(
upper_dev
) + ', bb_l_dev=' + str(
lower_dev
) + ', balance:' + selected_coin + '=' + str(
coin_balance
) + ' ' + base_currency + '=' + str(
base_balance) + ', fee=' + str(
buy_fee) + ')\n'
except:
log_str = str(
t
) + ': ' + coin_pair + ': ' + exchange + "API Error occurred while creating buy order\n"
add_bot_log(log_str)
else:
add_bot_log(
str(t) + ': ' + coin_pair + ': ' +
"parameter compare failed in buy with sell\n")
else:
if ask_price >= (sell_price +
float(stop_loss) * sell_price / 100):
try:
exchange_obj.create_market_buy_order(
coin_pair, buy_t_volume)
log_str = str(
t
) + ': ' + 'Buy ' + coin_pair + '(e_price=' + str(
ask_price) + ', bb_price=' + str(
lower_price
) + ', bb_u_dev=' + str(
upper_dev
) + ', bb_l_dev=' + str(
lower_dev
) + ', balance:' + selected_coin + '=' + str(
coin_balance
) + ' ' + base_currency + '=' + str(
base_balance) + ', fee=' + str(
buy_fee) + ')\n'
except:
log_str = str(
t
) + ': ' + coin_pair + ': ' + exchange + "API Error occurred while creating buy order\n"
add_bot_log(log_str)
else:
add_bot_log(
str(t) + ': ' + coin_pair + ': ' +
"ask price is greater than lower price in buy with sell\n"
)
else: # if there is no order with the create status
if base_balance >= 0.95 * trading_volume * ask_price:
### add ask_price to history data for buying without any created order
# hist_data.append([cur_time, 0, 0, 0, ask_price, 0])
# for i in range(0, period):
# bb_temp.append(hist_data[i][4])
avg = np.mean(ask_hist_data) # avg = np.mean(bb_temp)
stand_dev = np.std(ask_hist_data) # stand_dev = np.std(bb_temp)
upper_price = round(avg + stand_dev * upper_dev, 8)
lower_price = round(avg + stand_dev * lower_dev, 8)
log_str = str(
t
) + ': ' + 'compare: buy without none ' + coin_pair + '(e_price=' + str(
ask_price
) + ', bb_price=' + str(lower_price) + ', bb_u_dev=' + str(
upper_dev) + ', bb_l_dev=' + str(
lower_dev) + ', balance:' + selected_coin + '=' + str(
total_balance[selected_coin]
['total']) + ' ' + base_currency + '=' + str(
total_balance[base_currency]['total']) + ')\n'
add_bot_log(log_str)
if ask_price <= lower_price:
log_str = str(
t
) + ': ' + 'parameter: buy without none ' + coin_pair + '(e_price=' + str(
ask_price
) + ', bb_price=' + str(lower_price) + ', bb_u_dev=' + str(
upper_dev) + ', bb_l_dev=' + str(
lower_dev) + ', balance:' + selected_coin + '=' + str(
coin_balance) + ' ' + base_currency + '=' + str(
base_balance) + ', fee=' + str(buy_fee) + ')\n'
add_bot_log(log_str)
eval_result = eval_bb_trading_cond(bot_id, "lower", ask_price,
last_buy_price,
last_sell_price, buy_higher,
sell_cheaper, buy_t_volume,
stay_profitable, double_fee,
buy_fee, t)
if eval_result == "open":
try:
exchange_obj.create_market_buy_order(
coin_pair, buy_t_volume)
log_str = str(
t) + ': ' + 'Buy ' + coin_pair + '(e_price=' + str(
ask_price) + ', bb_price=' + str(
lower_price
) + ', bb_u_dev=' + str(
upper_dev
) + ', bb_l_dev=' + str(
lower_dev
) + ', balance:' + selected_coin + '=' + str(
coin_balance
) + ' ' + base_currency + '=' + str(
base_balance) + ', fee=' + str(
buy_fee) + ')\n'
except:
log_str = str(
t
) + ': ' + coin_pair + ': ' + exchange + "API Error occurred while creating buy order"
add_bot_log(log_str)
else:
add_bot_log(
str(t) + ': ' + coin_pair + ': ' +
"parameter compare failed in buy with none\n")
else:
add_bot_log(
str(t) + ': ' + coin_pair + ': ' +
"ask price is greater than lower price in buy with none\n")
else:
add_bot_log(
str(t) + ': ' + coin_pair + ': ' +
"base balance is less than trading volume in sell with none\n")
if coin_balance >= 0.95 * trading_volume:
### add bid price to history data for selling without any created order
# hist_data.append([cur_time, 0, 0, 0, bid_price, 0])
# for i in range(0, period):
# bb_temp.append(hist_data[i][4])
avg = np.mean(bid_hist_data) # avg = np.mean(bb_temp)
stand_dev = np.std(bid_hist_data) # stand_dev = np.std(bb_temp)
upper_price = round(avg + stand_dev * upper_dev, 8)
lower_price = round(avg + stand_dev * lower_dev, 8)
log_str = str(
t
) + ': ' + 'compare: sell without none ' + coin_pair + '(e_price=' + str(
bid_price
) + ', bb_price=' + str(upper_price) + ', bb_u_dev=' + str(
upper_dev) + ', bb_l_dev=' + str(
lower_dev) + ', balance:' + selected_coin + '=' + str(
coin_balance) + ' ' + base_currency + '=' + str(
base_balance) + ')\n'
add_bot_log(log_str)
if bid_price >= upper_price:
log_str = str(
t
) + ': ' + 'compare: sell without none ' + coin_pair + '(e_price=' + str(
bid_price
) + ', bb_price=' + str(upper_price) + ', bb_u_dev=' + str(
upper_dev) + ', bb_l_dev=' + str(
lower_dev) + ', balance:' + selected_coin + '=' + str(
coin_balance) + ' ' + base_currency + '=' + str(
base_balance) + ', fee=' + str(
sell_fee) + ')\n'
add_bot_log(log_str)
eval_result = eval_bb_trading_cond(bot_id, "upper", bid_price,
last_buy_price,
last_sell_price, buy_higher,
sell_cheaper, sell_t_volume,
stay_profitable, double_fee,
sell_fee, t)
if eval_result == "open":
try:
exchange_obj.create_market_sell_order(
coin_pair, sell_t_volume)
log_str = str(
t
) + ': ' + 'Sell ' + coin_pair + '(e_price=' + str(
bid_price) + ', bb_price=' + str(
upper_price) + ', bb_u_dev=' + str(
upper_dev
) + ', bb_l_dev=' + str(
lower_dev
) + ', balance:' + selected_coin + '=' + str(
total_balance[selected_coin]['total']
) + ' ' + base_currency + '=' + str(
total_balance[base_currency]['total']
) + ', balance:' + selected_coin + '=' + str(
coin_balance
) + ' ' + base_currency + '=' + str(
base_balance) + ', fee=' + str(
sell_fee) + ')\n'
except:
log_str = str(
t
) + ': ' + coin_pair + ': ' + exchange + "API Error occurred while creating sell order"
add_bot_log(log_str)
else:
add_bot_log(
str(t) + ': ' + coin_pair + ': ' +
"parameter compare failed in sell with none\n")
else:
add_bot_log(
str(t) + ': ' + coin_pair + ': ' +
"bid price is less than upper price in sell with none\n")
else:
add_bot_log(
str(t) + ': ' + coin_pair + ': ' +
"coin balance is less than trading volume in sell with none\n")
def main(argv):
delay = 1
all_dict = {
'ETH/DOGE': [
'cryptopia',
'yobit',
],
#'ETH/USDT': [
#'cryptopia',
#'yobit',
#],
}
#tikers = cpia.fetch_ticker('ETH/DOGE')
#pp(tikers)
local_data = True
if not local_data:
cryptopia = ccxt.cryptopia()
yobit = ccxt.yobit()
oba = cryptopia.fetch_order_book('ETH/DOGE', {'orderCount': 5})
obb = yobit.fetch_order_book('ETH/DOGE', {'limit': 5})
name_a = cryptopia.name
name_b = yobit.name
pp(oba)
pp(obb)
else:
name_a = "Cryptopia"
name_b = "YoBit"
oba = g_a
obb = g_b
print_exchange_info('ETH/DOGE', name_a, oba, name_b, obb)
if local_data:
return
for symbol, v in all_dict.iteritems():
exlst = []
for idx, ex in enumerate(v):
exlst.append(eval('ccxt.%s()' % ex))
#print(exlst[idx].name)
if not exlst:
print('%s can not be exchange in any exchang' % symbol)
continue
if len(exlst) == 1:
print("%s can only be exchange in %s\n" % (symbol, exlst[0].name))
continue
# TODO: 需要两两组合来测试
# 暂时只处理首两个交易所的测试
oblst = []
for ex in exlst:
if ex.name == 'Cryptopia':
oblst.append(ex.fetch_order_book(symbol, {'orderCount': 5}))
elif ex.name == 'YoBit':
oblst.append(ex.fetch_order_book(symbol, {'limit': 5}))
else:
oblst.append(ex.fetch_order_book(symbol))
print_exchange_info(symbol, exlst[0].name, oblst[0], exlst[1].name,
oblst[1])
pd.options.display.precision = 8
exchange = 'BTC'
coin = 'ETN'
symbol = '{}/{}'.format(coin, exchange)
# book = api.fetch_order_book(symbol, limit=10)
#
# asks, bids = book['asks'], book['bids']
# df_asks = pd.DataFrame(asks, columns=cols)
# df_bids = pd.DataFrame(bids, columns=cols)
tm.sleep(.25), trm.clear(), trm.pos(1, 1)
api = cryptopia()
while True:
try:
sep = lambda: trm.writeLine(trm.center('-' * 80), trm.dim, trm.cyan)
book = api.fetch_order_book(symbol, limit=5)
asks, bids = book['asks'], book['bids']
df_asks = pd.DataFrame(asks, columns=cols)
df_bids = pd.DataFrame(bids, columns=cols)
df_asks['amount'] = df_asks['amount'].apply(
lambda v: '{: >16.2f}'.format(v))
df_asks['price'] = df_asks['price'].apply(
lambda v: '{: >16.8f}'.format(v))
df_bids['amount'] = df_bids['amount'].apply(
lambda v: '{: >16.2f}'.format(v))
df_bids['price'] = df_bids['price'].apply(
import ccxt
import logging
import pandas as pd
EXCHANGES = ['Bittrex', 'Binance', 'Kucoin', 'HuobiPro', 'Cryptopia', 'IDEX']
bittrex_exchange = ccxt.bittrex()
binance_exchange = ccxt.binance()
kucoin_exchange = ccxt.kucoin()
huobiPro_exchange = ccxt.huobipro()
cryptopia_exchange = ccxt.cryptopia()
bitfinex_exchange = ccxt.bitfinex()
list_of_exchanges = {
"Bittrex": bittrex_exchange,
"Binance": binance_exchange,
"Kucoin": kucoin_exchange,
"HuobiPro": huobiPro_exchange,
"Cryptopia": cryptopia_exchange,
"Bitfinex": bitfinex_exchange
}
ABSOLUTE_PATH = "../data/"
def get_coin_exchange_past_trades(csv_filename, exchange):
fields = ['coin', 'exchange', 'time']
path = ABSOLUTE_PATH + csv_filename
df_csv = pd.read_csv(path,
index_col=None,
skipinitialspace=True,
usecols=fields)
df_csv = df_csv.set_index(['coin', 'exchange', 'time'])
data = list(df_csv.index.get_level_values(0).unique())
# -*- coding: utf-8 -*-
import os
import sys
from pprint import pprint
root = os.path.dirname(
os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
sys.path.append(root + '/python')
import ccxt # noqa: E402
exchange = ccxt.cryptopia({'enableRateLimit': True})
symbol = 'ETH/BTC'
timeframe = '1h'
candles = exchange.fetch_ohlcv(symbol, timeframe)
# timeframe duration in seconds
duration = exchange.parse_timeframe(timeframe)
# timeframe duration in milliseconds
duration *= 1000
pprint([
[
exchange.iso8601(int(round(candle[0] / duration)) * duration),
candle[1], # o
candle[2], # h
candle[3], # l
from watchdog.observers import Observer
from watchdog.events import FileSystemEventHandler
parser = argparse.ArgumentParser()
parser.add_argument('filename', type=str, help='the data.json file')
args = parser.parse_args()
table = BeautifulTable()
table.column_headers = ["pair", "price", "ratio", "size", "note"]
table.numeric_precision = 8
exchanges = {
"bittrex": ccxt.bittrex(),
"poloniex": ccxt.poloniex(),
"bitfinex": ccxt.bitfinex(),
"cryptopia": ccxt.cryptopia(),
"kraken": ccxt.kraken(),
"liqui": ccxt.liqui(),
"binance": ccxt.binance()
}
def load_data(filename):
with open(args.filename, 'r') as f:
data = json.load(f, object_pairs_hook=OrderedDict)
return data
def translate_dash_to_slash(pair):
"""
Translates BTC-1ST to 1ST/BTC
