filename1)
with open(filepath, 'r') as f:
data = f.read()
if data == "":
data = {}
else:
data = json.loads(data)
data1 = {}
timeStr = datetime.datetime.now(
datetime.timezone.utc).strftime("%Y-%m-%dT%H:%M:%S.%f%Z")
orders = client.get_order_book(ticker, limit=999999)
#print("Orders:", orders)
recent_orders = client.get_recent_orders(ticker, limit=99999)
#print("recent orders", recent_orders)
#print(recent_orders)
data[timeStr] = {"buys": orders['BUY'], "sells": orders['SELL']}
data1[timeStr] = np.array(recent_orders)
#print(f'DEBUG writing data: {data} \n data1: {data1}')
with open(filepath, 'w') as f:
f.write(json.dumps(data))
f.close()
with open(filepath1, 'a') as f1:
f1.write(str(data1))
return sum([(w1 * aprice), (w2 * bprice)])
client = Client(api_key='5b35631b09e5a168abec621a',
api_secret='d564e70a-f45e-49cd-b13c-a31fa5bbbb9d')
starttime = datetime.datetime.now(
datetime.timezone.utc).strftime("%Y-%m-%dT%H:%M:%S.%f%Z")
hist_bestBid, hist_bestAsk, hist_spread, hist_midpoint, hist_volume, hist_midpointVolume, hist_gravity = [], [], [], [], [], [], []
n = 60
while (1):
time = datetime.datetime.now(
datetime.timezone.utc).strftime("%Y-%m-%dT%H:%M:%S.%f%Z")
market_data = client.get_order_book('OMX-BTC', limit=9999)
recent_orders = client.get_recent_orders('OMX-BTC', limit=9999)
print(recent_orders)
break
buys, sells = market_data['BUY'], market_data['SELL']
hist_bestBid.append(buys[0][0])
hist_bestAsk.append(sells[0][0])
hist_midpoint.append(np.mean([hist_bestAsk[-1], hist_bestBid[-1]]))
hist_spread.append(hist_bestAsk[-1] - hist_bestBid[-1])
hist_volume.append(
sum([order[2] for order in buys]) + sum([order[2] for order in sells]))
hist_midpointVolume.append(sum([buys[0][2], sells[0][2]]))
hist_gravity.append(
gravity(buys[0][2], sells[0][2], buys[0][0], sells[0][0]))
buy_cnt, sell_cnt = 0, 0
exec_orderVol = []
class KucoinApi(PyexAPI):
"""kucoin API interface.
"""
logger = logging.getLogger()
def __init__(self,
api_server: str,
api_key: str,
secret_key: str,
timeout: float,
requests_params=None):
assert (isinstance(api_server, str))
assert (isinstance(api_key, str))
assert (isinstance(secret_key, str))
assert (isinstance(timeout, float))
self.api_server = api_server
self.api_key = api_key
self.secret_key = secret_key
self.timeout = timeout
self.client = Client(api_key, secret_key)
def get_markets(self):
return self.client.get_trading_markets()
def ticker(self, pair: str):
assert (isinstance(pair, str))
return self.client.get_tick(pair)
def get_balances(self):
return self.client.get_all_balances()
def get_fiat_balance(self, fiat: str):
assert (isinstance(fiat, str))
return self.client.get_total_balance(fiat)
def get_balance(self, coin: str):
assert (isinstance(coin, str))
return self.client.get_coin_balance(coin)
def get_coin_info(self, coin: str):
assert (isinstance(coin, str))
return self.client.get_coin_info(coin)
def get_user_info(self):
return self.client.get_user()
def order_book(self, pair: str, limit=None):
assert (isinstance(pair, str))
return self.client.get_order_book(pair, limit)
def get_orders(self, pair: str) -> List[Order]:
assert (isinstance(pair, str))
orders = self.client.get_active_orders(pair)
sell_orders = list(
map(lambda item: Order.from_list(item, pair, True),
orders[self.client.SIDE_SELL]))
buy_orders = list(
map(lambda item: Order.from_list(item, pair, False),
orders[self.client.SIDE_BUY]))
return sell_orders + buy_orders
def place_order(self, pair: str, is_sell: bool, price: Wad,
amount: Wad) -> str:
assert (isinstance(pair, str))
assert (isinstance(is_sell, bool))
assert (isinstance(price, Wad))
assert (isinstance(amount, Wad))
side = self.client.SIDE_SELL if is_sell else self.client.SIDE_BUY
self.logger.info(f"Placing order ({side}, amount {amount} of {pair},"
f" price {price})...")
result = self.client.create_order(pair, side, price, amount)
order_id = result['orderOid']
self.logger.info(f"Placed order as #{order_id}")
return order_id
def cancel_order(self, order_id: str, is_sell: bool, pair: str):
assert (isinstance(order_id, str))
assert (isinstance(is_sell, bool))
assert (isinstance(pair, str))
side = self.client.SIDE_SELL if is_sell else self.client.SIDE_BUY
self.logger.info(f"Cancelling order #{order_id} of type {side}...")
try:
self.client.cancel_order(order_id, side, pair)
self.logger.info(f"Canceled order #{order_id}...")
return True
except Exception as e:
self.logger.error(f"Failed to cancel order #{order_id}... {e}")
return False
def get_trades(self, pair: str, page_number: int = 1) -> List[Trade]:
assert (isinstance(pair, str))
assert (isinstance(page_number, int))
page_number = page_number - 1
limit = 100
result = self.client.get_symbol_dealt_orders(pair, page_number, limit)
return list(
map(lambda item: Trade.from_dict(pair, item), result['datas']))
def get_all_trades(self, pair: str, page_number: int = 1) -> List[Trade]:
assert (isinstance(pair, str))
assert (page_number == 1)
result = self.client.get_recent_orders(pair, 50)
return list(map(lambda item: Trade.from_list(pair, item), result))
