# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
#
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
import sys
from pyexchange.kucoin import KucoinApi
from pymaker import Wad
kucoin = KucoinApi('https://api.kucoin.com', sys.argv[1], sys.argv[2], 9.5)
# print("USER INFO")
# print(kucoinNew.get_user_info())
# print("Markwets INFO")
# print(kucoinNew.get_markets())
# print("BALANCES")
# print(kucoin.get_balances())
# print("DAI balance")
# print(kucoin.get_balance("DAI"))
# print("ETH balance")
# print(kucoin.get_balance("ETH"))
# print("ETH-DAI ticker")
# print(kucoin.ticker("ETH-DAI"))
# print("ETH-DAI order book")
# print(kucoin.order_book("USDT-DAI"))
class KucoinMarketMakerKeeper:
"""Keeper acting as a market maker on kucoin."""
logger = logging.getLogger()
def __init__(self, args: list):
parser = argparse.ArgumentParser(prog='kucoin-market-maker-keeper')
parser.add_argument("--kucoin-api-server", type=str, default="https://api.kucoin.com",
help="Address of the kucoin API server (default: 'https://api.kucoin.com')")
parser.add_argument("--kucoin-api-key", type=str, required=True,
help="API key for the kucoin API")
parser.add_argument("--kucoin-secret-key", type=str, required=True,
help="Secret key for the kucoin API")
parser.add_argument("--kucoin-timeout", type=float, default=9.5,
help="Timeout for accessing the kucoin API (in seconds, default: 9.5)")
parser.add_argument("--pair", type=str, required=True,
help="Token pair (sell/buy) on which the keeper will operate")
parser.add_argument("--config", type=str, required=True,
help="Bands configuration file")
parser.add_argument("--price-feed", type=str, required=True,
help="Source of price feed")
parser.add_argument("--price-feed-expiry", type=int, default=120,
help="Maximum age of the price feed (in seconds, default: 120)")
parser.add_argument("--spread-feed", type=str,
help="Source of spread feed")
parser.add_argument("--spread-feed-expiry", type=int, default=3600,
help="Maximum age of the spread feed (in seconds, default: 3600)")
parser.add_argument("--control-feed", type=str,
help="Source of control feed")
parser.add_argument("--control-feed-expiry", type=int, default=86400,
help="Maximum age of the control feed (in seconds, default: 86400)")
parser.add_argument("--order-history", type=str,
help="Endpoint to report active orders to")
parser.add_argument("--order-history-every", type=int, default=30,
help="Frequency of reporting active orders (in seconds, default: 30)")
parser.add_argument("--refresh-frequency", type=int, default=3,
help="Order book refresh frequency (in seconds, default: 3)")
parser.add_argument("--debug", dest='debug', action='store_true',
help="Enable debug output")
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
self.bands_config = ReloadableConfig(self.arguments.config)
self.price_feed = PriceFeedFactory().create_price_feed(self.arguments)
self.spread_feed = create_spread_feed(self.arguments)
self.control_feed = create_control_feed(self.arguments)
self.order_history_reporter = create_order_history_reporter(self.arguments)
self.history = History()
self.kucoin_api = KucoinApi(api_server=self.arguments.kucoin_api_server,
api_key=self.arguments.kucoin_api_key,
secret_key=self.arguments.kucoin_secret_key,
timeout=self.arguments.kucoin_timeout)
self.order_book_manager = OrderBookManager(refresh_frequency=self.arguments.refresh_frequency)
self.order_book_manager.get_orders_with(lambda: self.kucoin_api.get_orders(self.pair()))
self.order_book_manager.get_balances_with(lambda: self.kucoin_api.get_balances())
self.order_book_manager.cancel_orders_with(lambda order: self.kucoin_api.cancel_order(order.order_id,
order.is_sell,
self.pair()))
self.order_book_manager.enable_history_reporting(self.order_history_reporter, self.our_buy_orders,
self.our_sell_orders)
self.order_book_manager.start()
def main(self):
with Lifecycle() as lifecycle:
lifecycle.initial_delay(10)
lifecycle.on_startup(self.startup)
lifecycle.every(1, self.synchronize_orders)
lifecycle.on_shutdown(self.shutdown)
def startup(self):
# Get maximum number of decimals for prices and amounts.
self.price_precision = self.kucoin_api.get_coin_info(self.token_buy())['tradePrecision']
self.amount_precision = self.kucoin_api.get_coin_info(self.token_sell())['tradePrecision']
def shutdown(self):
self.order_book_manager.cancel_all_orders()
def pair(self):
return self.arguments.pair.upper()
def token_sell(self) -> str:
return self.arguments.pair.split('-')[0].upper()
def token_buy(self) -> str:
return self.arguments.pair.split('-')[1].upper()
def our_available_balance(self, our_balances: dict, token: str) -> Wad:
token_balances = list(filter(lambda coin: coin['coinType'].upper() == token, our_balances))
if token_balances:
return Wad.from_number(self.round_down(token_balances[0]['balance'], self.amount_precision))
else:
return Wad(0)
def our_sell_orders(self, our_orders: list) -> list:
return list(filter(lambda order: order.is_sell, our_orders))
def our_buy_orders(self, our_orders: list) -> list:
return list(filter(lambda order: not order.is_sell, our_orders))
def synchronize_orders(self):
bands = Bands.read(self.bands_config, self.spread_feed, self.control_feed, self.history)
order_book = self.order_book_manager.get_order_book()
target_price = self.price_feed.get_price()
# Cancel orders
cancellable_orders = bands.cancellable_orders(our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.order_book_manager.cancel_orders(cancellable_orders)
return
# Do not place new orders if order book state is not confirmed
if order_book.orders_being_placed or order_book.orders_being_cancelled:
self.logger.debug("Order book is in progress, not placing new orders")
return
# Place new orders
new_orders = bands.new_orders(our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
our_buy_balance=self.our_available_balance(order_book.balances, self.token_buy()),
our_sell_balance=self.our_available_balance(order_book.balances, self.token_sell()),
target_price=target_price)[0]
self.place_orders(new_orders)
def place_orders(self, new_orders: List[NewOrder]):
def place_order_function(new_order_to_be_placed):
price = round(new_order_to_be_placed.price, self.price_precision)
amount = new_order_to_be_placed.pay_amount if new_order_to_be_placed.is_sell else new_order_to_be_placed.buy_amount
amount = round(amount, self.amount_precision)
order_id = self.kucoin_api.place_order(self.pair(), new_order_to_be_placed.is_sell, price, amount)
return Order(order_id=order_id,
pair=self.pair(),
is_sell=new_order_to_be_placed.is_sell,
price=price,
amount=amount)
for new_order in new_orders:
self.order_book_manager.place_order(lambda new_order=new_order: place_order_function(new_order))
@staticmethod
def round_down(num, precision):
multiplier = pow(10, precision)
return floor(num * multiplier) / multiplier
def __init__(self, args: list):
parser = argparse.ArgumentParser(prog='kucoin-market-maker-keeper')
parser.add_argument("--kucoin-api-server", type=str, default="https://api.kucoin.com",
help="Address of the kucoin API server (default: 'https://api.kucoin.com')")
parser.add_argument("--kucoin-api-key", type=str, required=True,
help="API key for the kucoin API")
parser.add_argument("--kucoin-secret-key", type=str, required=True,
help="Secret key for the kucoin API")
parser.add_argument("--kucoin-timeout", type=float, default=9.5,
help="Timeout for accessing the kucoin API (in seconds, default: 9.5)")
parser.add_argument("--pair", type=str, required=True,
help="Token pair (sell/buy) on which the keeper will operate")
parser.add_argument("--config", type=str, required=True,
help="Bands configuration file")
parser.add_argument("--price-feed", type=str, required=True,
help="Source of price feed")
parser.add_argument("--price-feed-expiry", type=int, default=120,
help="Maximum age of the price feed (in seconds, default: 120)")
parser.add_argument("--spread-feed", type=str,
help="Source of spread feed")
parser.add_argument("--spread-feed-expiry", type=int, default=3600,
help="Maximum age of the spread feed (in seconds, default: 3600)")
parser.add_argument("--control-feed", type=str,
help="Source of control feed")
parser.add_argument("--control-feed-expiry", type=int, default=86400,
help="Maximum age of the control feed (in seconds, default: 86400)")
parser.add_argument("--order-history", type=str,
help="Endpoint to report active orders to")
parser.add_argument("--order-history-every", type=int, default=30,
help="Frequency of reporting active orders (in seconds, default: 30)")
parser.add_argument("--refresh-frequency", type=int, default=3,
help="Order book refresh frequency (in seconds, default: 3)")
parser.add_argument("--debug", dest='debug', action='store_true',
help="Enable debug output")
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
self.bands_config = ReloadableConfig(self.arguments.config)
self.price_feed = PriceFeedFactory().create_price_feed(self.arguments)
self.spread_feed = create_spread_feed(self.arguments)
self.control_feed = create_control_feed(self.arguments)
self.order_history_reporter = create_order_history_reporter(self.arguments)
self.history = History()
self.kucoin_api = KucoinApi(api_server=self.arguments.kucoin_api_server,
api_key=self.arguments.kucoin_api_key,
secret_key=self.arguments.kucoin_secret_key,
timeout=self.arguments.kucoin_timeout)
self.order_book_manager = OrderBookManager(refresh_frequency=self.arguments.refresh_frequency)
self.order_book_manager.get_orders_with(lambda: self.kucoin_api.get_orders(self.pair()))
self.order_book_manager.get_balances_with(lambda: self.kucoin_api.get_balances())
self.order_book_manager.cancel_orders_with(lambda order: self.kucoin_api.cancel_order(order.order_id,
order.is_sell,
self.pair()))
self.order_book_manager.enable_history_reporting(self.order_history_reporter, self.our_buy_orders,
self.our_sell_orders)
self.order_book_manager.start()
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
#
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
import sys
from pyexchange.kucoin import KucoinApi
from pymaker import Wad
kucoin = KucoinApi('https://openapi-v2.kucoin.com', sys.argv[1], sys.argv[2], sys.argv[3], 9.5)
# print("USER INFO")
# print(kucoinNew.get_user_info())
# print("Markwets INFO")
# print(kucoinNew.get_markets())
# print("BALANCES")
# print(kucoin.get_balances())
# print("DAI balance")
# print(kucoin.get_balance("DAI"))
# print("ETH balance")
# print(kucoin.get_balance("ETH"))
# print("ETH-DAI ticker")
# print(kucoin.ticker("ETH-DAI"))
# print("ETH-DAI order book")
# print(kucoin.order_book("USDT-DAI"))