def handle_trade(self, coin, amount, is_over, celery_app):
"""Send the appropriate celery message based on buy/sell."""
string_ticker = coin
if coin == "BTC":
string_ticker += "/USDT"
else:
string_ticker += "/BTC"
if self.em.check_min_buy(amount, string_ticker):
ticker = self.em.get_ticker(string_ticker)
single_coin_cost = ticker["last"]
num_coins = round(amount / single_coin_cost, 8)
DatabaseManager.create_coin_lock_model(coin)
DatabaseManager.create_wallet_trade_lock_model(coin)
if is_over is True:
logger.debug("selling %s", coin)
celery_app.send_task('Tasks.perform_sell_task',
args=[coin.upper(), num_coins])
else:
logger.debug("buying %s", coin)
celery_app.send_task('Tasks.perform_buy_task',
args=[coin.upper(), num_coins])
else:
logger.debug("purchase %s does not meet market minimum")
def handle_coin(self, coin_above_threshold, coin_below_threshold,
percentage_btc_amount, celery_app):
"""Handle buying and selling these coins."""
logger.debug("Handling sell/buy for %s and %s", coin_above_threshold,
coin_below_threshold)
coin_balance = DatabaseManager.get_coin_balance_model(
coin_above_threshold)
amounts = self.calculate_amounts(coin_above_threshold,
coin_below_threshold,
percentage_btc_amount)
amount_to_sell = amounts["rebalance"]
amount_to_buy = amounts["eligible"]
if coin_balance.TotalCoins >= amount_to_sell:
if self.check_markets(coin_above_threshold, coin_below_threshold):
DatabaseManager.create_coin_lock_model(coin_above_threshold)
DatabaseManager.create_coin_lock_model(coin_below_threshold)
logger.info("Performing Rebalance %s %s - %s %s",
coin_above_threshold.upper(), amount_to_sell,
coin_below_threshold.upper(), amount_to_buy)
celery_app.send_task('Tasks.perform_rebalance_task',
args=[
coin_above_threshold.upper(),
amount_to_sell,
coin_below_threshold.upper(),
amount_to_buy
])
else:
logger.error("Failed to sell coins - we do not have enough of %s",
coin_above_threshold)
def perform_buy_task(elgibleTicker, elgibleBuyAmount):
coinBuyIncomplete = True
coinBuyRetryCount = 0
buyOrderUUID = ""
indexInfo = DatabaseManager.get_index_info_model()
retryLimit = indexInfo.OrderRetryAmount
elgibleCoinTicker = DatabaseManager.get_ticker_model(elgibleTicker +
"/BTC")
em = ExchangeManager()
partial_fill_amount = 0
partial_filled = False
DatabaseManager.create_coin_lock_model(elgibleTicker)
while coinBuyIncomplete:
if coinBuyRetryCount >= retryLimit:
coinBuyIncomplete = False
logger.info("Buying of coin " + rebalanceTicker +
" failed after " + str(coinBuyRetryCount) +
" attempts")
break
# Cancel Order
else:
if CondexConfig.DEBUG == True:
logger.debug("Putting in buy order")
else:
logger.info("Buying " + str(elgibleBuyAmount) + " of " +
elgibleTicker + " at " +
str(elgibleCoinTicker.BTCVal))
buyOrderUUID = em.create_buy_order(
elgibleTicker, elgibleBuyAmount,
elgibleCoinTicker.BTCVal)['id']
time.sleep(60 * indexInfo.OrderTimeout)
# Check order succeded through
if CondexConfig.DEBUG == True:
logger.debug("Fetching order")
coinBuyIncomplete = False
else:
order_result = em.fetch_order(buyOrderUUID)
order_filled_amount = order_result['filled']
if order_result['status'] == "closed":
logger.info("Bought coin " + elgibleTicker + " for " +
str(order_result['price']))
coinBuyIncomplete = False
elif (
order_filled_amount * elgibleCoinTicker.BTCVal
) > CondexConfig.BITTREX_MIN_BTC_TRADE_AMOUNT and order_result[
'status'] == "open":
em.cancel_order(buyOrderUUID)
logger.debug("Bought partial of coin " +
elgibleCoinTicker + " for " +
str(order_result['price']))
coinBuyIncomplete = False
else:
coinBuyRetryCount = coinBuyRetryCount + 1
if CondexConfig.DEBUG == True:
logger.debug("Canceling buy order")
else:
try:
em.cancel_order(buyOrderUUID)
except:
coinBuyIncomplete = False
pass # order failed to cancel got filled previously
logger.debug("Buy Order Timeout Reached")
time.sleep(10) #Magic Number
# Delete the locks
if CondexConfig.DEBUG != True:
DatabaseManager.delete_coin_lock_model(elgibleTicker)
def perform_algo_task():
coinsAboveThreshold = {}
coinsElgibleForIncrease = {}
indexInfo = DatabaseManager.get_index_info_model()
if indexInfo.Active == True:
percentage_btc_amount = indexInfo.TotalBTCVal * (
indexInfo.BalanceThreshold / 100)
logger.debug("Percentage_to_btc_amount: " + str(percentage_btc_amount))
if percentage_btc_amount <= CondexConfig.BITTREX_MIN_BTC_TRADE_AMOUNT:
logger.debug("Current BTC Threshold Value To Low - " +
str(percentage_btc_amount))
else:
# Generate our winners/lossers list
for indexedCoin in DatabaseManager.get_all_index_coin_models():
if indexedCoin.UnrealizedGain >= indexInfo.BalanceThreshold:
coinsAboveThreshold[
indexedCoin.Ticker] = indexedCoin.UnrealizedGain
elif indexedCoin.UnrealizedGain <= indexInfo.BalanceThreshold:
coinsElgibleForIncrease[
indexedCoin.Ticker] = indexedCoin.UnrealizedGain
# Sort our tables
coinsAboveThreshold = Util.tuple_list_to_dict(
sorted(coinsAboveThreshold.iteritems(),
key=lambda (k, v): (v, k),
reverse=True))
coinsElgibleForIncrease = Util.tuple_list_to_dict(
sorted(coinsElgibleForIncrease.iteritems(),
key=lambda (k, v): (v, k),
reverse=True))
if len(coinsAboveThreshold) >= 1:
logger.debug("Currently " + str(len(coinsAboveThreshold)) +
" avalible for rebalance")
logger.debug(coinsAboveThreshold)
if len(coinsElgibleForIncrease) >= 1:
logger.debug("Currently " +
str(len(coinsElgibleForIncrease)) +
" elgible for increase")
logger.debug(coinsElgibleForIncrease)
for akey in coinsAboveThreshold:
# Check to see if we still have coins to increase
if len(coinsElgibleForIncrease) >= 1:
elgibleCoinTicker = coinsElgibleForIncrease.keys(
)[0]
rebalanceCoinLocked = False
elgibleCoinLocked = False
if DatabaseManager.get_coin_lock_model(akey):
rebalanceCoinLocked = True
if DatabaseManager.get_coin_lock_model(
elgibleCoinTicker):
rebalanceCoinLocked = True
if rebalanceCoinLocked == False and elgibleCoinLocked == False:
indexCoinInfo = DatabaseManager.get_index_coin_model(
akey)
coinBalance = DatabaseManager.get_coin_balance_model(
akey)
rebalanceSpecialTicker = akey + "/BTC"
if akey == "BTC":
rebalanceSpecialTicker = "BTC/USDT"
rebalanceCoinTickerModel = DatabaseManager.get_ticker_model(
rebalanceSpecialTicker)
elgibleCoinTickerModel = DatabaseManager.get_ticker_model(
elgibleCoinTicker + "/BTC")
amountOfRebalanceToSell = 0.0
if akey == "BTC":
amountOfRebalanceToSell = percentage_btc_amount
else:
amountOfRebalanceToSell = percentage_btc_amount / rebalanceCoinTickerModel.BTCVal
amountOfEligbleToBuy = percentage_btc_amount / elgibleCoinTickerModel.BTCVal
if coinBalance.TotalCoins >= amountOfRebalanceToSell:
DatabaseManager.create_coin_lock_model(
akey)
DatabaseManager.create_coin_lock_model(
elgibleCoinTicker)
logger.info("Performing Rebalance " +
akey.upper() + " " +
str(amountOfRebalanceToSell) +
" - " +
elgibleCoinTicker.upper() +
" " +
str(amountOfEligbleToBuy))
#perform_rebalance_task.s(akey.upper(), amountOfRebalanceToSell, elgibleCoinTicker.upper(), amountOfEligbleToBuy)
app.send_task(
'Tasks.perform_rebalance_task',
args=[
akey.upper(),
amountOfRebalanceToSell,
elgibleCoinTicker.upper(),
amountOfEligbleToBuy
])
# Need to remove the eligbile coin from dictireonary
del coinsElgibleForIncrease[
elgibleCoinTicker]
else:
logger.error(
"Failed to sell coins - we do not have enough of "
+ str(akey))
else:
logger.debug("One of the coins where locked")
else:
logger.debug("No coins eligible for increase")
else:
logger.debug("No coins above threshold")
def perform_sell_task(rebalanceTicker, rebalanceSellAmount):
coinSellIncomplete = True
coinSellRetryCount = 0
sellOrderUUID = ""
indexInfo = DatabaseManager.get_index_info_model()
retryLimit = indexInfo.OrderRetryAmount
eligibleCoinTicker = DatabaseManager.get_ticker_model(rebalanceTicker +
"/BTC")
em = ExchangeManager()
try:
partial_fill_amount = 0
partial_filled = False
DatabaseManager.create_coin_lock_model(rebalanceTicker)
while coinSellIncomplete:
if coinSellRetryCount >= retryLimit:
coinSellFailed = True
coinSellIncomplete = False
break
# Cancel Order
else:
rebalanceCoinTicker = DatabaseManager.get_ticker_model(
rebalanceTicker + "/BTC")
if CondexConfig.DEBUG == True:
logger.info("Placing Sell Order For " + rebalanceTicker +
"/BTC")
else:
logger.info("Selling " + str(rebalanceSellAmount) +
" of " + rebalanceTicker + " at " +
str(rebalanceCoinTicker.BTCVal))
sellOrderUUID = em.create_sell_order(
rebalanceTicker, rebalanceSellAmount,
rebalanceCoinTicker.BTCVal)['id']
time.sleep(60 * indexInfo.OrderTimeout)
# Check order succeded through
if CondexConfig.DEBUG == True:
logger.debug("Fetching order")
coinSellIncomplete = False
else:
order_result = em.fetch_order(sellOrderUUID)
order_filled_amount = order_result['filled']
if order_result['status'] == "closed":
logger.debug("Sold coin " + rebalanceTicker + " for " +
str(order_result['price']))
coinSellIncomplete = False
elif (
order_filled_amount * rebalanceCoinTicker.BTCVal
) > CondexConfig.BITTREX_MIN_BTC_TRADE_AMOUNT and order_result[
'status'] == "open":
em.cancel_order(sellOrderUUID)
logger.debug("Sold partial of coin " +
rebalanceTicker + " for " +
str(order_result['price']))
coinSellIncomplete = False
partial_filled = True
partial_fill_amount = order_filled_amount * rebalanceCoinTicker.BTCVal
else:
coinSellRetryCount = coinSellRetryCount + 1
if CondexConfig.DEBUG == True:
logger.debug("Canceling sell order")
else:
em.cancel_order(sellOrderUUID)
logger.debug("Sell Order Timeout Reached")
time.sleep(10) #Magic Number
except Exception as e:
logger.exception(e)
finally:
if CondexConfig.DEBUG != True:
DatabaseManager.delete_coin_lock_model(rebalanceTicker)