def get_converter_rate(self):
# Set currency converter
if self.converter == 'OpenExchangeRates':
app_id = settings.credentials['OpenExchangeRates']['app_id']
converter = OpenExchangeRates(return_decimal=True,
client_params=dict(app_id=app_id))
return truncate_money(
Money(
converter.convert(1, self.ref_market.quote,
self.market.quote), self.market.quote))
elif self.converter == 'Currencyconverterapi':
api_key = settings.credentials['Currencyconverter']['key']
code = f'{self.ref_market.quote}_{self.market.quote}'
rate = requests.get(
f'https://free.currencyconverterapi.com/api/v6/convert?q={code}&compact=y&apiKey={api_key}'
).json()[code]['val']
return truncate_money(Money(rate, self.market.quote))
def _setup(self, config):
# Set buda trading client
client_params = dict(timeout=self.timeout)
self.buda = buda.BudaTrading(
config["market"], client_params, self.dry_run, self.log, self.store
)
# Set reference market client
self.reference = self._get_market_client(
config["reference"]["name"], config["reference"]["market"]
)
assert self.reference.market.base == self.buda.market.base
# Set converter
app_id = settings.credentials["OpenExchangeRates"]["app_id"]
self.converter = OpenExchangeRates(
return_decimal=True, client_params=dict(app_id=app_id)
)
# Set price multipliers
self.buy_multiplier = Decimal(str(config["prices"]["buy_multiplier"]))
self.sell_multiplier = Decimal(str(config["prices"]["sell_multiplier"]))
# Set max amounts
self.max_base = Money(config["amounts"]["max_base"], self.buda.market.base)
self.max_quote = Money(config["amounts"]["max_quote"], self.buda.market.quote)
class SimpleLimit(Bot):
label = "SimpleLimit"
market_clients = [
buda.BudaMarket,
bitfinex.BitfinexMarket,
bitstamp.BitstampMarket,
kraken.KrakenMarket,
]
def _setup(self, config):
# Set buda trading client
client_params = dict(timeout=self.timeout)
self.buda = buda.BudaTrading(
config["market"], client_params, self.dry_run, self.log, self.store
)
# Set reference market client
self.reference = self._get_market_client(
config["reference"]["name"], config["reference"]["market"]
)
assert self.reference.market.base == self.buda.market.base
# Set converter
app_id = settings.credentials["OpenExchangeRates"]["app_id"]
self.converter = OpenExchangeRates(
return_decimal=True, client_params=dict(app_id=app_id)
)
# Set price multipliers
self.buy_multiplier = Decimal(str(config["prices"]["buy_multiplier"]))
self.sell_multiplier = Decimal(str(config["prices"]["sell_multiplier"]))
# Set max amounts
self.max_base = Money(config["amounts"]["max_base"], self.buda.market.base)
self.max_quote = Money(config["amounts"]["max_quote"], self.buda.market.quote)
def _algorithm(self):
# Setup
self.log.info(
f"Preparing prices using {self.reference.name} {self.reference.market.code}"
)
ref_bid, ref_ask = self._get_reference_prices()
self.log.info(
f"Reference prices on {self.reference.name}: Bid: {ref_bid} Ask: {ref_ask}"
)
# Set offset prices from reference and price multiplier
price_buy = truncate_money(ref_bid * self.buy_multiplier)
price_sell = truncate_money(ref_ask * self.sell_multiplier)
self.log.info(
f"{self.buda.market} calculated prices: Buy: {price_buy} Sell: {price_sell}"
)
# Cancel open orders
self.log.info("Closing open orders")
self.buda.cancel_all_orders()
# Get available balances
self.log.info(f"Preparing amounts")
# Fetch available balances
available_base = self.buda.wallets.base.fetch_balance().free
available_quote = self.buda.wallets.quote.fetch_balance().free
# Adjust amounts to max in config
amount_base = min(self.max_base, available_base)
amount_quote = min(self.max_quote, available_quote)
self.log.info(f"Amounts | Bid: {amount_base} | Ask: {amount_quote}")
# Get order buy and sell amounts
# *quote amount must be converted to base
amount_buy = truncate_money(
Money(amount_quote / price_buy, self.buda.market.base)
)
amount_sell = truncate_money(amount_base)
self.log.info(f"Amounts | Buy {amount_buy} | Sell {amount_sell}")
# PLACE ORDERS
self.log.info("Starting order deployment")
if amount_buy >= self.buda.min_order_amount:
self.buda.place_limit_order(
side=Side.BUY, amount=amount_buy, price=price_buy
)
if amount_sell >= self.buda.min_order_amount:
self.buda.place_limit_order(
side=Side.SELL, amount=amount_sell, price=price_sell
)
def _abort(self):
self.log.error("Aborting strategy, cancelling all orders")
try:
self.buda.cancel_all_orders()
except Exception:
self.log.critical(f"Failed!, some orders might not be cancelled")
raise
else:
self.log.info(f"All open orders were cancelled")
def _get_reference_prices(self):
ticker = self.reference.fetch_ticker()
ref_bid, ref_ask = ticker.bid, ticker.ask
# Convert reference_price if reference market differs from current market
if self.reference.market != self.buda.market:
# Get conversion rate (eg CLP/USD from OpenExchangeRates)
rate = self.converter.get_rate_for(
self.reference.market.quote, self.buda.market.quote
)
self.log.info(
f"{self.reference.market.quote}/{self.buda.market.quote} rate: {rate:.2f}"
f" from {self.converter.name}"
)
# Get market price according to reference (eg BTC/CLP converted from converter's BTC/USD)
ref_bid = Money(ref_bid.amount * rate, self.buda.market.quote)
ref_ask = Money(ref_ask.amount * rate, self.buda.market.quote)
return ref_bid, ref_ask
def _get_market_client(self, name, market):
for client in self.market_clients:
if client.name == name:
return client(
market,
client=None,
dry_run=self.dry_run,
timeout=self.timeout,
logger=self.log,
store=self.store,
)
raise NotImplementedError(f"Client {name} not found!")