def main():
try:
market = sys.argv[1]
except IndexError:
market = 'not a currency pair'
if market not in constants.MARKETS:
while True:
market = str(
input(
"Please specify which currency pair to use (btcusd, ltcusd, etc)."
))
if market in constants.MARKETS:
break
running = True
md = MarketDataInterface(market)
ts = TradingStrategy(market)
om = OrderManager(market)
while running:
action = ts.get_final_strategy()
price = (md.get_ticker_data(False))['value']
order_details = om.get_order_status(id)
if action['action'] == "buy":
result = om.buy(pair=market, risk=action['risk'], price=price)
order_details = om.get_order_status(result)
if result[0]:
logging.info('Successfully bought {0}{1} at {2}{3}'.format(
order_details['actual_amount'], market[:3],
order_details['actual_end_price'], market[-3:]))
else:
logging.info('Buy failed')
elif action['action'] == "sell":
result = om.sell(pair=market, risk=action['risk'], price=price)
order_details = om.get_order_status(result)
if result:
logging.info('Successfully sold {0}{1} at {2}{3}'.format(
order_details['amount'], market[:3],
order_details['price'], market[-3:]))
else:
logging.info('Sell failed')
elif action['action'] == "wait":
logging.info('Waited {}s, did not trade'.format(
settings.MAIN_TIMER))
else:
running = False
logging.error('Unsupported action')
time.sleep(settings.MAIN_TIMER)
if not running:
print('order error')
def main():
parser = argparse.ArgumentParser()
parser.add_argument('market',
type=str,
choices=constants.MARKETS,
help='currency pair - btcusd, ltcusd, etc')
market = (parser.parse_args()).market
logging.info('the market {} was chosen'.format(market))
ts = TradingStrategy(market)
om = OrderManager(market)
md = MarketDataInterface(market)
running = True
while running:
action = ts.get_final_strategy()
price = Decimal(str((md.get_ticker_data(False))[3]))
time = datetime.datetime.now()
if abs((time - datetime.datetime.strptime(
md.get_ticker_data(False)[2],
'%Y-%m-%d %H:%M:%S')).seconds) > 600:
logging.error('database is out of date, exiting')
running = False
balance = om.get_balance()
if None in balance.values():
logging.info('failed to get account balance')
try:
if action['action'] == 'buy':
amount = (Decimal(str(action['risk'])) *
Decimal(balance['second_available']) / price)
elif action['action'] == 'sell':
amount = (Decimal(str(action['risk'])) *
Decimal(balance['available']))
else:
amount = Decimal('0')
except TypeError:
logging.exception('could not determine amount')
amount = Decimal('0')
if action['action'] in ['buy', 'sell']:
if market[-3:] in ['usd', 'eur']:
if (amount * price) < constants.EUR_USD_MIN_TRANSACTION_SIZE:
action['action'] = 'wait'
amount = Decimal('0')
logging.info(
'do not have minimum amount ({}) to trade'.format(
constants.EUR_USD_MIN_TRANSACTION_SIZE))
price = price.quantize(Decimal('.01'))
if market[:3] in ['xrp', 'usd', 'eur']:
amount = amount.quantize(Decimal('.00001'))
else:
amount = amount.quantize(Decimal('.00000001'))
elif market[-3:] == 'btc':
if (amount * price) < constants.BTC_MIN_TRANSACTION_SIZE:
action['action'] = 'wait'
amount = Decimal('0')
logging.info(
'do not have minimum amount ({}) to trade'.format(
constants.BTC_MIN_TRANSACTION_SIZE))
price = price.quantize(Decimal('.00000001'))
if action['action'] == 'buy':
sleep(1)
order_id = om.buy(price=price, amount=amount)
if order_id:
logging.info(
'successfully bought {amount}{currency_one} at {price}{currency_two} each'
.format(amount=amount,
currency_one=market[:3],
price=price,
currency_two=market[-3:]))
elif action['action'] == 'sell':
sleep(1)
order_id = om.sell(price=price, amount=amount)
if order_id:
logging.info(
'successfully sold {amount}{currency_one} at {price}{currency_two} each'
.format(amount=amount,
currency_one=market[:3],
price=price,
currency_two=market[-3:]))
elif action['action'] == 'wait':
logging.info('waiting {}s, did not trade'.format(
settings.MAIN_TIMER))
else:
running = False
logging.error(
'exiting trader - unsupported action (supported actions: buy, sell, wait), {}'
.format(action))
sleep(1)
open_orders = om.get_open_orders()
if open_orders:
for order in open_orders:
time = datetime.datetime.now().timestamp()
sleep(1)
if datetime.datetime.strptime(
order['datetime'],
'%Y-%m-%d %H:%M:%S').timestamp() < time - 21600:
om.cancel_order(order['id'])
sleep(settings.MAIN_TIMER)
logging.info('waited {}s to trade again'.format(settings.MAIN_TIMER))
order_history[stock] = order_manager.cover(
diff_value + current_price, stock, date)
print(
'Covered some of %s because its value exceeds 5%% of portfolio'
% stock)
new_comp = 100.0 * my_account.get_position_value(
stock, date) / account_value
print('New % of portfolio for {}: {:.3}'.format(stock, new_comp))
# Buy stock new to undervalued list
long_positions = my_account.get_long_positions()
for stock in new_undervalued.index:
if stock not in long_positions.index:
account_value = my_account.get_account_value(date)
five_percent_account = .05 * account_value
order_history[stock] = order_manager.buy(five_percent_account,
stock, date)
print('Bought %s because it is now on the undervalued list' %
stock)
# Buy more of stock on undervalue list that is below 5% of account value
long_positions = my_account.get_long_positions()
for stock in long_positions.index:
account_value = my_account.get_account_value(date)
five_percent_account = .05 * account_value
current_price = quote_manager.get_quote(stock, date)
value = abs(my_account.get_position_value(stock, date))
diff_value = five_percent_account - value
if diff_value > current_price:
order_history[stock] = order_manager.buy(diff_value, stock, date)
print(
'Bought some more of %s because its value falls below 5%% of portfolio'
