def get_collateral(self):
try:
result = self.bitflyer_api.getcollateral(product_code='FX_BTC_JPY')
data2csv.data2csv(result)
predict.print_and_write(result)
except Exception:
predict.print_and_write(Exception)
def judge_condition(self):
if self.order_exist == True:
remain_test = self.cancel_order(self.order_id) + 1
print('cancel order, remain %f' % (remain_test - 1))
checkins = self.get_checkin_price()
# if not position exist trade none position
if checkins[1] == 0.0:
predict.print_and_write('No position exist, trade none position')
result = self.get_hilo()
hi = result[1]
lo = result[0]
cur_price = self.get_current_price(100)
predict.print_and_write('current price is %f' % (cur_price))
self.trade_none_position(cur_price, hi, lo)
# else trade in position
else:
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'position',
'%f' % float(checkins[1]), 'check in price',
'%f' % float(checkins[0])
])
predict.print_and_write('Position exist, trade with position')
result = self.get_hilo()
hi = result[1]
lo = result[0]
close = result[2]
self.trade_with_position(hi, lo, close)
def trade_market(self, type, amount, wprice=10000):
self.maintance_time()
product = 'FX_BTC_JPY'
print('trade bitflyer')
expire_time = 575
try_t = 0
while try_t < 20:
if type == 'BUY' or type == 'buy':
order = self.bitflyer_api.sendchildorder(
product_code=product,
child_order_type='MARKET',
side='BUY',
size=str(amount))
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'BUY_MARKET',
'amount',
'%f' % float(amount)
])
predict.print_and_write('Buy market ' + str(amount))
elif type == "SELL" or type == "sell":
order = self.bitflyer_api.sendchildorder(
product_code=product,
child_order_type='MARKET',
side='SELL',
size=str(amount))
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'SELL_MARKET',
'amount',
'%f' % float(amount)
])
predict.print_and_write('Sell market ' + str(amount))
else:
print("error!")
if 'child_order_acceptance_id' in order:
time.sleep(2)
execute_price = self.get_execute_order()
if execute_price != 0:
if type == "SELL" or type == "sell":
slides = float(wprice) - float(execute_price)
predict.print_and_write(
'SELL : Wish price: %f, deal price: %f, slide : %f'
% (wprice, execute_price, slides))
notify.notify_it('SELL : Price: %f, amount : %f' %
(wprice, float(amount)))
elif type == "BUY" or type == "buy":
slides = float(execute_price) - float(wprice)
predict.print_and_write(
'BUY : Wish price: %f, deal price: %f, slide : %f'
% (wprice, execute_price, slides))
notify.notify_it('BUY : Price: %f, amount : %f' %
(wprice, float(amount)))
return order
else:
try_t += 1
print(order)
print('Failed, try again')
time.sleep(20)
def get_collateral(self):
try:
result = self.bitflyer_api.getcollateral(product_code='FX_BTC_JPY')
self.total_margin = float(result['collateral'])
self.useable_margin = self.total_margin - self.least_collateral
print('Useable for trading: %.0f' % self.useable_margin)
data2csv.data2csv(result)
predict.print_and_write(result)
except Exception:
predict.print_and_write(Exception)
def trade_stop(self, type, price, amount):
self.maintance_time()
product = 'FX_BTC_JPY'
print('trade bitflyer')
expire_time = 575
try_t = 0
while try_t < 20:
if type == 'BUY' or type == 'buy':
parameters = [{
'product_code': product,
'condition_type': 'STOP',
'side': 'BUY',
'trigger_price': str(price - 500),
'size': str(amount)
}]
order = self.bitflyer_api.sendparentorder(
order_method='SIMPLE',
minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'BUY_STOP',
'amount',
'%f' % float(amount)
])
predict.print_and_write('Buy stop market %f at %f' %
(float(amount), price - 500))
elif type == "SELL" or type == "sell":
parameters = [{
'product_code': product,
'condition_type': 'STOP',
'side': 'SELL',
'trigger_price': str(price + 500),
'size': str(amount)
}]
order = self.bitflyer_api.sendparentorder(
order_method='SIMPLE',
minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'SELL_STOP',
'amount',
'%f' % float(amount)
])
predict.print_and_write('Sell stop market %f at %f' %
(float(amount), price + 500))
else:
print("error!")
if 'parent_order_acceptance_id' in order:
return (order)
else:
try_t += 1
print(order)
print('Failed, try again')
time.sleep(20)
def trade_oco4(self, po, stoploss, switch):
self.maintance_time()
product = 'FX_BTC_JPY'
print('trade bitflyer')
expire_time = 575
try_t = 0
catchup_trial = 0.43
while try_t < 20:
if po == 'long':
catchup_trial_price = math.floor(stoploss * (100 + catchup_trial) / 100)
parameters = [{'product_code': product, 'condition_type': 'STOP_LIMIT', 'side': 'SELL',
'size': str(switch), 'trigger_price': str(stoploss-200), 'price': str(stoploss+100)},
{'product_code': product, 'condition_type': 'STOP', 'side': 'BUY',
'size': str(switch), 'trigger_price': str(catchup_trial_price)}]
order = self.bitflyer_api.sendparentorder(order_method='IFD', minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv(
[time.strftime('%b:%d:%H:%M'), 'order', 'IFD_STOPLOSS(inhour)', 'amount', '%f' % float(switch),
'catch_up',
'%f' % float(stoploss+100), 'stoploss', '%f' % float(catchup_trial_price)])
elif po == 'short':
catchup_trial_price = math.floor(stoploss * (100 - catchup_trial) / 100)
parameters = [ {'product_code': product, 'condition_type': 'STOP_LIMIT', 'side': 'BUY',
'size': str(switch), 'trigger_price': str(stoploss+200), 'price': str(stoploss-100)},
{'product_code': product, 'condition_type': 'STOP', 'side': 'SELL',
'size': str(switch), 'trigger_price': str(catchup_trial_price)}]
order = self.bitflyer_api.sendparentorder(order_method='IFD', minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv(
[time.strftime('%b:%d:%H:%M'), 'order', 'IFD_STOPLOSS(inhour)', 'amount', '%f' % float(switch),
'catch_up',
'%f' % float(stoploss-100), 'stoploss', '%f' % float(catchup_trial_price)])
if 'parent_order_acceptance_id' in order:
return (order)
else:
try_t += 1
print(order)
print('Failed, try again')
time.sleep(20)
def trade_oco1(self, buy, sell, amount):
self.maintance_time()
product = 'FX_BTC_JPY'
print('trade bitflyer')
expire_time = 575
try_t = 0
while try_t < 20:
parameters = [
{
'product_code': product,
'condition_type': 'STOP',
'side': 'BUY',
'size': str(amount),
'trigger_price': str(buy)
},
{
'product_code': product,
'condition_type': 'STOP',
'side': 'SELL',
'size': str(amount),
'trigger_price': str(sell)
},
]
order = self.bitflyer_api.sendparentorder(
order_method='OCO',
minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'OCO_STOP', 'amount',
'%f' % float(amount), 'buy',
'%f' % float(buy), 'sell',
'%f' % float(sell)
])
predict.print_and_write(
'OCO stopmarket buy: %f, sell %f, amount %f' %
(float(buy), float(sell), float(amount)))
if 'parent_order_acceptance_id' in order:
return (order)
else:
try_t += 1
print(order)
print('Failed, try again')
time.sleep(20)
def trade_oco3(self, po, stopprofit, stoploss, amount, switch):
self.maintance_time()
product = 'FX_BTC_JPY'
print('trade bitflyer')
expire_time = 575
try_t = 0
while try_t < 20:
if po == 'long':
parameters = [{'product_code': product, 'condition_type': 'STOP', 'side': 'SELL',
'size': str(switch), 'trigger_price': str(stoploss)},
{'product_code': product, 'condition_type': 'STOP_LIMIT', 'side': 'SELL',
'size': str(switch), 'trigger_price': str(stopprofit-200), 'price': str(stopprofit+200)},
]
order = self.bitflyer_api.sendparentorder(order_method='OCO', minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv(
[time.strftime('%b:%d:%H:%M'), 'order', 'OCO_SELL_LIMIT_STOP(inhour)', 'amount', '%f' % float(switch),
'stopprofit',
'%f' % float(stopprofit), 'stoploss', '%f' % float(stoploss)])
elif po == 'short':
parameters = [{'product_code': product, 'condition_type': 'STOP', 'side': 'BUY',
'size': str(switch), 'trigger_price': str(stoploss)},
{'product_code': product, 'condition_type': 'STOP_LIMIT', 'side': 'BUY',
'size': str(switch), 'trigger_price': str(stopprofit+200), 'price': str(stopprofit-200)},
]
order = self.bitflyer_api.sendparentorder(order_method='OCO', minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv(
[time.strftime('%b:%d:%H:%M'), 'order', 'OCO_BUY_LIMIT_STOP(inhour)', 'amount', '%f' % float(switch),
'stopprofit',
'%f' % float(stopprofit), 'stoploss', '%f' % float(stoploss)])
if 'parent_order_acceptance_id' in order:
return (order)
else:
try_t += 1
print(order)
print('Failed, try again')
time.sleep(20)
def trade_market(self, type, amount):
self.maintance_time()
product = 'FX_BTC_JPY'
print('trade bitflyer')
expire_time = 575
try_t = 0
while try_t < 20:
if type == 'BUY' or type == 'buy':
order = self.bitflyer_api.sendchildorder(
product_code=product,
child_order_type='MARKET',
side='BUY',
size=str(amount))
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'BUY_MARKET',
'amount',
'%f' % float(amount)
])
predict.print_and_write('Buy market ' + amount)
elif type == "SELL" or type == "sell":
order = self.bitflyer_api.sendchildorder(
product_code=product,
child_order_type='MARKET',
side='SELL',
size=str(amount))
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'SELL_MARKET',
'amount',
'%f' % float(amount)
])
predict.print_and_write('Sell market ' + amount)
else:
print("error!")
if 'child_order_acceptance_id' in order:
return (order)
else:
try_t += 1
print(order)
print('Failed, try again')
time.sleep(20)
def trade_simple(self, type, limitorstop, trigger, limit, amount):
self.maintance_time()
product = 'FX_BTC_JPY'
print('trade bitflyer')
expire_time = 575
try_t = 0
while try_t < 20:
if limitorstop == 'stop':
if type == 'BUY' or type == 'buy':
# order = self.quoinex_api.create_market_buy(product_id=5, quantity=str(amount), price_range=str(buysellprice))
parameters = [{
'product_code': product,
'condition_type': 'STOP',
'side': 'BUY',
'size': str(amount),
'trigger_price': str(trigger)
}]
order = self.bitflyer_api.sendparentorder(
order_method='SIMPLE',
minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'BUY_STOP',
'amount',
'%f' % float(amount), 'trigger',
'%f' % float(trigger)
])
elif type == "SELL" or type == "sell":
parameters = [{
'product_code': product,
'condition_type': 'STOP',
'side': 'SELL',
'size': str(amount),
'trigger_price': str(trigger)
}]
order = self.bitflyer_api.sendparentorder(
order_method='SIMPLE',
minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'SELL_STOP',
'amount',
'%f' % float(amount), 'trigger',
'%f' % float(trigger)
])
elif limitorstop == 'stop_limit':
if type == 'BUY' or type == 'buy':
parameters = [{
'product_code': product,
'condition_type': 'STOP_LIMIT',
'side': 'BUY',
'price': str(limit),
'size': str(amount),
'trigger_price': str(trigger)
}]
order = self.bitflyer_api.sendparentorder(
order_method='SIMPLE',
minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'BUY_STOPLIMIT',
'amount',
'%f' % float(amount), 'limit',
'%f' % float(limit), 'trigger',
'%f' % float(trigger)
])
elif type == "SELL" or type == "sell":
parameters = [{
'product_code': product,
'condition_type': 'STOP_LIMIT',
'side': 'SELL',
'price': str(limit),
'size': str(amount),
'trigger_price': str(trigger)
}]
order = self.bitflyer_api.sendparentorder(
order_method='SIMPLE',
minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order',
'SELL_STOPLIMIT', 'amount',
'%f' % float(amount), 'limit',
'%f' % float(limit), 'trigger',
'%f' % float(trigger)
])
elif limitorstop == 'limit':
if type == 'BUY' or type == 'buy':
parameters = [{
'product_code': product,
'condition_type': 'LIMIT',
'side': 'BUY',
'price': str(limit),
'size': str(amount)
}]
order = self.bitflyer_api.sendparentorder(
order_method='SIMPLE',
minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'BUY_LIMIT',
'amount',
'%f' % float(amount), 'limit',
'%f' % float(limit)
])
elif type == "SELL" or type == "sell":
parameters = [{
'product_code': product,
'condition_type': 'LIMIT',
'side': 'SELL',
'price': str(limit),
'size': str(amount)
}]
order = self.bitflyer_api.sendparentorder(
order_method='SIMPLE',
minute_to_expire=expire_time,
parameters=parameters)
data2csv.data2csv([
time.strftime('%b:%d:%H:%M'), 'order', 'SELL_LIMIT',
'amount',
'%f' % float(amount), 'limit',
'%f' % float(limit)
])
else:
print("error!")
if 'parent_order_acceptance_id' in order:
return (order)
else:
try_t += 1
print(order)
print('Failed, try again')
time.sleep(20)
