def check_locks(self, coin_above_threshold, coin_below_threshold):
"""Check the coins to make sure neither are currently locked."""
logger.debug("Checking locks for %s and %s", coin_above_threshold,
coin_below_threshold)
if DatabaseManager.get_coin_lock_model(
coin_above_threshold) is not None:
logger.debug("Current Avalible Coin Is Locked - %s",
coin_above_threshold)
return False
if DatabaseManager.get_coin_lock_model(
coin_below_threshold) is not None:
logger.debug("Current Eligible Coin Is Locked - %s",
coin_below_threshold)
return False
return True
def handle_coin(self, coin, is_over, celery_app):
"""Handle re-balancing an individual coin."""
if DatabaseManager.get_coin_lock_model(
coin) is None and DatabaseManager.get_wallet_trade_lock_model(
coin) is None:
if not coin == "BTC":
if not self.em.market_active(coin, "BTC"):
logger.error("Market for %s/BTC offline", coin)
return
amount = self.calculate_amount(coin, is_over)
if amount is None:
return
if not coin == "BTC":
self.handle_trade(coin, amount, is_over, celery_app)
else:
logger.warning("Coin %s is locked and cannot be traded", coin)
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 wallet_update_task():
em = ExchangeManager()
walletData = em.get_balance()
btcUsdValue = em.get_btc_usd_value()
totalBtcValue = 0.0
logger.info("Starting Wallet Update Task")
logger.debug("Checking Wallet Locks")
walletLockDeleteList = []
# Clear up the wallet locks.
for walletLockModel in DatabaseManager.get_all_wallet_trade_lock_models():
if DatabaseManager.get_coin_lock_model(walletLockModel.Ticker) == None:
walletLockDeleteList.append(walletLockModel.Ticker)
for walletLockTicker in walletLockDeleteList:
DatabaseManager.delete_wallet_trade_lock_model(walletLockTicker)
for key in DatabaseManager.get_all_supported_coin_models():
btcbalance = 0.0
usdBalance = 0.0
totalCoins = None
tickerModel = get_ticker(key)
try:
btcbalance = walletData[key.Ticker]['total'] * tickerModel.BTCVal
totalCoins = walletData[key.Ticker]['total']
usdBalance = btcUsdValue * btcbalance
except:
btcbalance = 0.0
totalCoins = 0.0
if key.Ticker == 'BTC':
btcbalance = walletData[key.Ticker]['total']
usdBalance = btcUsdValue * btcbalance
indexedCoin = DatabaseManager.get_index_coin_model(key.Ticker)
if indexedCoin is not None:
totalBtcValue = totalBtcValue + btcbalance
if DatabaseManager.create_coin_balance_model(key.Ticker, btcbalance,
usdBalance, totalCoins,
datetime.datetime.now()):
#logger.debug("Created Coin Balance Model - " + key.Ticker)
pass
else:
if DatabaseManager.update_coin_balance_model(
key.Ticker, btcbalance, btcUsdValue * btcbalance,
totalCoins, datetime.datetime.now()):
#logger.debug("Updated Coin Balance Model - " + key.Ticker)
pass
else:
logger.error("Failed Update Coin Balance Model - " +
key.Ticker)
totalUnrealizedGain = 0.0
totalRealizedGain = 0.0
for key in DatabaseManager.get_all_supported_coin_models():
tickerModel = get_ticker(key)
coinBalance = DatabaseManager.get_coin_balance_model(key.Ticker)
indexedCoin = DatabaseManager.get_index_coin_model(key.Ticker)
if indexedCoin is not None:
if DatabaseManager.update_index_coin_model(
indexedCoin.Ticker, indexedCoin.DesiredPercentage,
indexedCoin.get_distance_from_target(
coinBalance, totalBtcValue), indexedCoin.Locked):
logger.debug("Updated Indexed Coin Model - " +
indexedCoin.Ticker)
else:
logger.error("Failed To Update Indexed Coin Model - " +
indexedCoin.Ticker)
indexInfo = DatabaseManager.get_index_info_model()
if DatabaseManager.update_index_info_model(indexInfo.Active, totalBtcValue,
btcUsdValue * totalBtcValue,
indexInfo.BalanceThreshold,
indexInfo.OrderTimeout,
indexInfo.OrderRetryAmount,
indexInfo.RebalanceTickSetting):
logger.debug("Updated Index Info Model")
else:
logger.error("Failed To Update Index Info Model")
logger.info("Wallet Update Task Completed")