def get_markets_list(base='BTC', exchange='bittrex'):
"""
Gets all coins from a certain market.
Args:
- base: if you want just one market. Ex: BTC.
Empty for all markets.
Returns:
- list of markets.
- False if unsupported exchange.
"""
ret = False
if exchange == 'bittrex':
try:
bt = Bittrex('', '')
log.debug("Connected to Bittrex.")
ret = [
i['MarketName'] for i in bt.get_markets()['result']
if i['MarketName'].startswith(base)
]
except Exception as e:
log.exception(f"Unable to connect to Bittrex - {e}")
elif exchange == 'binance':
try:
bnb = Binance('', '')
log.debug("Connected to Binance.")
ret = [
i['symbol'] for i in bnb.get_all_tickers()
if i['symbol'].endswith(base)
]
except Exception as e:
log.exception(f"Unable to connect to Binance - {e}")
return ret
def get_markets_list(base='BTC', exchange='bittrex'):
'''
Gets all coins from a certain market.
Args:
- base: if you want just one market. Ex: BTC.
Empty for all markets.
Returns:
- list of markets.
- False if unsupported exchange.
'''
ret = False
if exchange == 'bittrex':
try:
bt = Bittrex('', '')
log("[INFO] Connected to Bittrex.", 1)
ret = [
i['MarketName'] for i in bt.get_markets()['result']
if i['MarketName'].startswith(base)
]
except Exception as e:
log("[ERROR] Connecting to Bittrex...", 0)
elif exchange == 'binance':
try:
bnb = Binance('', '')
log("[INFO] Connected to Binance.", 1)
ret = [
i['symbol'] for i in bnb.get_all_tickers()
if i['symbol'].endswith(base)
]
except Exception as e:
log("[ERROR] Connecting to Binance...", 0)
return ret
def realtime(exchanges,
entry_funcs,
exit_funcs,
trading_markets=None,
interval=var.default_interval,
smas=var.default_smas,
emas=var.default_volume_emas,
refresh_interval=10,
simulation=True,
main_coins=("BTC", "USDT")):
"""
Bot using realtime data, doesn't need DB or csv files to work.
Args:
exchanges(list): list of exchanges.
entry_funcs(list): list of entry functions to test.
exit_funcs(list): list of entry functions to test.
trading_markets(string): list with markets to backtest or empty
to run all available markets.
interval(string): time between measures.
smas(list): list of SMA values to use.
emas(list): list of EMA values to use.
refresh_interval(int): Data refresh rate.
simulation(bool): Defines if it's running as a simulation or real money mode.
main_coins(tuple): tuple of main coins.
"""
markets = []
if trading_markets is None:
trading_markets = []
signal.signal(signal.SIGINT, signal_handler)
validate = smas[-1] + 5
nr_exchanges = len(exchanges)
if not isinstance(exchanges, list):
exchanges = [exchanges]
if not isinstance(entry_funcs, list):
entry_funcs = [entry_funcs]
if not isinstance(exit_funcs, list):
exit_funcs = [exit_funcs]
portfolio = {} # Owned coins list.
coins = {}
res_abs = 0
# Bittrex exchange
if "bittrex" in exchanges:
log.debug("Starting Bot with Bittrex")
if simulation:
log.debug("[MODE] Simulation")
bt = Bittrex('', '')
nr_exchanges -= 1
else:
log.debug("[MODE] Simulation")
try:
bt = Btr(var.btr_ky, var.btr_sct)
except Exception as e:
log.error(f"Unable to connect to Bittrex: {e}")
return 1
# Binance exchange
if "binance" in exchanges:
log.debug("Starting Bot with Binance")
if simulation:
log.debug("[MODE] Simulation")
try:
bnb = Binance('', '')
nr_exchanges -= 1
except Exception as e:
log.error(f"Unable to connect to Binance: {e}")
else:
log.debug("[MODE] Real Money")
if var.desktop_info:
desktop_notification({
'type': 'info',
'title': 'Crypto Algo Trading',
'message': '[MODE] Real Money'
})
try:
bnb = Bnb()
except Exception as e:
log.error(f"Unable to connect to Binance - {e}")
return 1
if not nr_exchanges:
log.error('sin exchanges Jose')
sys.exit(1)
while True:
start_time = time()
if "bittrex" in exchanges:
markets += bt.get_market_summaries()['result']
if "binance" in exchanges:
markets += bnb.get_ticker()
for market in markets:
if 'MarketName' in market:
market_name = 'BT_' + str(market['MarketName'])
elif 'symbol' in market:
market = binance2btrx(market)
market_name = 'BN_' + market['MarketName']
global_market_name = str(market['MarketName'])
# Check if it's on of the trading pairs.
if len(trading_markets) > 0:
if market_name not in trading_markets:
continue
# Checks if pair is included in main coins.
if (market_name.startswith('BT_') and market_name.split('-')[0] in main_coins) or \
(market_name.startswith('BN_') and market_name.endswith(main_coins)):
# Checks if market already exists in analysed coins.
if market_name in coins:
# Checks if has enough data to analyse.
if coins[market_name] == validate:
locals()[market_name] = pd.DataFrame.append(
locals()[market_name], [market]).tail(validate)
# If not, adds data and keep going.
else:
locals()[market_name] = pd.DataFrame.append(
locals()[market_name], [market])
coins[market_name] += 1
continue
# If not adds coin to system.
else:
locals()[market_name] = pd.DataFrame([market])
coins[market_name] = 1
continue
if '-' in market_name:
# Renames OpenBuy and OpenSell in Bittrex
data = locals()[market_name].rename(index=str,
columns={
"OpenBuyOrders":
"OpenBuy",
"OpenSellOrders":
"OpenSell"
})
else:
data = locals()[market_name]
# Checks if coin is in portfolio and looks for a sell opportunity.
if market_name in portfolio:
# Needed to make use of stop loss and trailing stop loss functions.
if portfolio[market_name]['max_price'] < data.Bid.iloc[-1]:
portfolio[market_name]['max_price'] = data.Bid.iloc[-1]
if is_time_to_exit(
data,
exit_funcs,
smas,
bought_at=float(
portfolio[market_name]['bought_at']),
max_price=float(
portfolio[market_name]['max_price']),
count=portfolio[market_name]['count'],
stop=var.stop_type):
if not simulation:
# Binance market
if market_name.startswith('BN_'):
# Market Sell
success, sell_res = bnb.sell(
market_name.replace('BN_', ''))
# portfolio[market_name]['quantity']
# data.Bid.iloc[-1])
if success:
sold_at = float(
sell_res['fills'][0]['price'])
# Bittrex market
elif market_name.startswith('BT_'):
success, sell_res = bt.sell(
market_name.replace('BT_', ''),
portfolio[market_name]['quantity'],
data.Bid.iloc[-1])
if success:
sold_at = sell_res
if not success:
log.error(f'[ERROR] {sell_res}')
continue
log.info(
f'[SELL] {global_market_name} @ {sold_at}')
if var.desktop_info:
desktop_notification({
'type':
'sell',
'title':
global_market_name,
'message':
f'Sold @ {sold_at}'
})
res_abs = (float(sell_res['cummulativeQuoteQty']) /
float(sell_res['executedQty']) -
portfolio[market_name]['bought_at']
) * float(sell_res['executedQty'])
res = (
(sold_at - portfolio[market_name]['bought_at'])
/ portfolio[market_name]['bought_at']) * 100
# SIMULATION
else:
log.info(
f'[SELL] {global_market_name} @ {data.Bid.iloc[-1]}'
)
res = ((data.Bid.iloc[-1] -
portfolio[market_name]['bought_at']) /
portfolio[market_name]['bought_at']) * 100
if var.commission:
res -= var.bnb_commission
log.info(f'[P&L] {global_market_name} > {res:.2f}%')
# Hard coded to USDT
log.debug(
f"[ {'+' if res>0 else '-'} ] {res_abs:.2f} {sell_res['fills'][-1]['commissionAsset']}"
)
if var.desktop_info:
desktop_notification({
'type':
'P&L',
'profit%':
res,
'profit':
res_abs,
'title':
global_market_name,
'message':
f"P&L = {res:.2f}% | {res_abs} {sell_res['fills'][-1]['commissionAsset']}"
})
locals()[market_name].to_csv(
f"df_{market_name}-{ctime(time())}.csv")
del locals()[market_name]
del portfolio[market_name]
coins.pop(market_name)
# If it's not time to exit, increment count.
else:
portfolio[market_name]['count'] += 1
# If the coin is not on portfolio, checks if it's time to buy.
else:
if is_time_to_buy(data, entry_funcs, smas):
# REAL
if not simulation:
# Binance
if market_name.startswith('BN_'):
# Limit buy
# success, msg = bnb.buy(market, data.Ask.iloc[-1]*1.01)
# Market buy
success, ret = bnb.buy(
market_name.replace('BN_', ''))
# Bittrex
elif market_name.startswith('BT_'):
success, ret = bt.buy(
market_name.replace('BT_', ''),
data.Ask.iloc[-1] * 1.01)
if success:
# TODO - Implement portfolio for Bittrex
portfolio[market_name] = {
'bought_at':
float(ret['fills'][0]['price']),
'max_price':
float(ret['fills'][0]['price']),
'quantity': float(ret['executedQty']),
'count': 0
}
log.info(
f"[BUY] {global_market_name} @ {portfolio[market_name]['bought_at']}"
)
if var.desktop_info:
desktop_notification({
'type':
'buy',
'title':
global_market_name,
'message':
f"Buy @ {portfolio[market_name]['bought_at']}"
})
elif 'error' in ret:
log.info(
f"[ERROR] Unable to buy {global_market_name} @ {data.Ask.iloc[-1]}"
)
log.info(f" [MSG] {ret['error']}")
# SIMULATION
else:
portfolio[market_name] = {
'bought_at': data.Ask.iloc[-1],
'max_price': data.Ask.iloc[-1],
'quantity': 1,
'count': 0
}
log.info(
f'[BUY] {global_market_name} @ {data.Ask.iloc[-1]}'
)
del markets
markets = []
# In case of processing time is bigger than *refresh_interval* doesn't sleep.
if refresh_interval - (time() - start_time) >= 0:
sleep(refresh_interval - (time() - start_time))