class Bot:
def __init__(self):
self.trader = BTCChina(API_ACCESS, API_SECRET)
self.portfolio = []
self.profit = 0
def get_lowest_market_ask(self, market_depth):
return float(market_depth['market_depth']['ask'][0]['price'])
def get_highest_market_bid(self, market_depth):
return float(market_depth['market_depth']['bid'][0]['price'])
def should_buy(self, lowest_ask, highest_bid):
return lowest_ask - highest_bid > DIFFERENCE_STEP
def get_orders(self):
orders = None
if DEBUG_MODE:
print '---'
print 'Attempting to get orders'
for trial in xrange(MAX_TRIAL):
response = self.trader.get_orders()
if not response is None:
orders = response['order']
if DEBUG_MODE:
print 'Received order information'
break
return orders
def cancel_order(self, order_id):
if DEBUG_MODE:
print '---'
print 'Attempting to cancel order', order_id
ret = None
for trial in xrange(MAX_TRIAL):
ret = self.trader.cancel(order_id)
if not ret is None:
if DEBUG_MODE:
print'Canceled order', order_id
break
return ret
def reset(self):
if CANCEL_ALL_ON_STARTUP:
if DEBUG_MODE:
print '---'
print 'Attempting to cancel over night orders'
orders = self.get_orders()
while len(orders) > 0:
if orders is None:
exit(1)
for order in orders:
if self.cancel_order(order['id']) is None:
exit(1)
orders = self.get_orders()
def get_market_depth(self):
market_depth = None
for trial in xrange(MAX_TRIAL):
market_depth = self.trader.get_market_depth({'limit': 1})
if market_depth:
break
return market_depth
def get_num_open_bids(self, orders):
bid_count = 0
if orders is None:
return None
for order in orders:
if order['type'] == 'bid':
bid_count += 1
return bid_count
def get_num_open_asks(self, orders):
ask_count = 0
if orders is None:
return None
for order in orders:
if order['type'] == 'ask':
ask_count += 1
return ask_count
def get_num_portfolio_bids(self):
bid_count = 0
for order in self.portfolio:
if order['status'] == 'buy':
bid_count += 1
return bid_count
def get_num_portfolio_asks(self):
ask_count = 0
for order in self.portfolio:
if order['status'] == 'sell':
ask_count += 1
return ask_count
def get_highest_bid(self):
highest_bid = None
highest_bid_price = -1
for order in self.portfolio:
if order['status'] == 'buy' and order['bid'] > highest_bid_price:
highest_bid_price = order['bid']
highest_bid = order
return highest_bid
def get_lowest_bid(self):
lowest_bid = None
lowest_bid_price = float('inf')
for order in self.portfolio:
if order['status'] == 'buy' and float(order['bid']) < lowest_bid_price:
lowest_bid_price = float(order['bid'])
lowest_bid = order
return lowest_bid
def get_lowest_ask(self):
lowest_ask = None
lowest_ask_price = float('inf')
for order in self.portfolio:
if order['status'] == 'sell' and float(order['ask']) < lowest_ask_price:
lowest_ask_price = float(order['ask'])
lowest_ask = order
return lowest_ask
def get_highest_bid_id(self, orders):
highest_bid_id = None
highest_bid_price = -1
for order in orders:
if order['type'] == 'bid' and float(order['price']) > highest_bid_price:
highest_bid_price = float(order['price'])
highest_bid_id = order['id']
return highest_bid_id
def get_lowest_bid_id(self, orders):
lowest_bid_id = None
lowest_bid_price = float('inf')
for order in orders:
if order['type'] == 'bid' and float(order['price']) < lowest_bid_price:
lowest_bid_price = float(order['price'])
lowest_bid_id = order['id']
return lowest_bid_id
def bid_filled(self, bid):
for trial in xrange(MAX_TRIAL):
response = self.trader.sell('{0:.2f}'.format(bid['ask']), BTC_AMOUNT)
if response is True:
bid['status'] = 'sell'
if DEBUG_MODE:
print 'will sell at', bid['ask']
break
else:
if DEBUG_MODE:
print 'Sell failed:', response
def highest_bid_filled(self):
highest_bid = self.get_highest_bid()
if highest_bid is None:
return
if DEBUG_MODE:
print '---'
print 'Bid at', highest_bid['bid'], 'filled'
print 'Attempting to put sell order at', highest_bid['ask']
self.bid_filled(highest_bid)
def lowest_ask_filled(self):
lowest_ask = self.get_lowest_ask()
if lowest_ask is None:
return
self.profit += (lowest_ask['ask'] - lowest_ask['bid']) * BTC_AMOUNT
self.portfolio.remove(lowest_ask)
if DEBUG_MODE:
print '---'
print 'Ask at', lowest_ask['ask'], 'filled, bought at', lowest_ask['bid']
print 'current profit:', '\033[93m', self.profit, '\033[0m'
def update_portfolio(self, check_old_orders=False):
orders = self.get_orders()
if orders is None:
return None
num_open_bids = self.get_num_open_bids(orders)
num_open_asks = self.get_num_open_asks(orders)
num_port_bids = self.get_num_portfolio_bids()
num_port_asks = self.get_num_portfolio_asks()
if DEBUG_MODE:
print '---'
print 'I have', num_port_asks - num_open_asks, 'asks filled'
print 'I have', num_port_bids - num_open_bids, 'bids filled'
for num_asks_filled in xrange(num_port_asks - num_open_asks):
self.lowest_ask_filled()
for num_bids_filled in xrange(num_port_bids - num_open_bids):
self.highest_bid_filled()
if check_old_orders:
if len(self.portfolio) < MAX_OPEN_ORDERS:
return orders
lowest_bid_id = self.get_lowest_bid_id(orders)
if lowest_bid_id is None:
return orders
my_lowest_bid = self.get_lowest_bid()
my_lowest_bid_price = my_lowest_bid['bid']
market_highest_bid = self.get_highest_market_bid(self.get_market_depth())
if market_highest_bid - my_lowest_bid_price >= REMOVE_THRESHOLD:
response = self.cancel_order(lowest_bid_id)
if response is True:
self.portfolio.remove(my_lowest_bid)
return orders
def loop_body(self):
orders = self.update_portfolio()
if orders is None:
return
if DEBUG_MODE:
print '---'
print 'I recorded', self.get_num_portfolio_bids(), 'open bids,', self.get_num_portfolio_asks(), 'asks.'
print 'API shows', self.get_num_open_bids(orders), 'open bids,', self.get_num_open_asks(orders), 'asks.'
if len(self.portfolio) >= MAX_OPEN_ORDERS and REMOVE_UNREALISTIC:
self.update_portfolio(True)
if len(self.portfolio) >= MAX_OPEN_ORDERS:
if DEBUG_MODE:
print '---'
print 'Too many open orders, sleep for', TOO_MANY_OPEN_SLEEP, 'seconds.'
if GET_INFO_BEFORE_SLEEP:
print '---'
print 'I have', self.get_num_portfolio_bids(), 'open bids,', self.get_num_portfolio_asks(), 'asks.'
print 'Total profit', '\033[93m', self.profit, '\033[0m'
sleep(TOO_MANY_OPEN_SLEEP)
return
market_depth = self.get_market_depth()
if not market_depth:
return
highest_bid = self.get_highest_market_bid(market_depth)
lowest_ask = self.get_lowest_market_ask(market_depth)
if not self.should_buy(lowest_ask, highest_bid):
if DEBUG_MODE:
print '---'
print 'Market spread:', str(lowest_ask - highest_bid)
print 'Nothing interesting, sleep for', NO_GOOD_SLEEP, 'seconds.'
if GET_INFO_BEFORE_SLEEP:
print '---'
print 'I have', self.get_num_portfolio_bids(), 'open bids,', self.get_num_portfolio_asks(), 'asks.'
print 'Total profit', '\033[93m', self.profit, '\033[0m'
sleep(NO_GOOD_SLEEP)
return
my_bid_price = highest_bid + CNY_STEP
my_ask_price = my_bid_price + MIN_SURPLUS
if DEBUG_MODE:
print '---'
print 'Attempting to bid at', my_bid_price
for trial in xrange(MAX_TRIAL):
if self.trader.buy('{0:.2f}'.format(my_bid_price), BTC_AMOUNT):
if DEBUG_MODE:
print 'I ordered', BTC_AMOUNT, 'bitcoins at', my_bid_price
print 'will sell at', my_ask_price
self.portfolio.append(
{'bid': my_bid_price, 'ask': my_ask_price, 'status': 'buy'})
break
def start(self):
self.reset()
while True:
self.loop_body()
class Bot:
def __init__(self):
self.trader = BTCChina(API_ACCESS, API_SECRET)
self.portfolio = []
self.profit = 0
def get_lowest_market_ask(self, market_depth):
return float(market_depth['market_depth']['ask'][0]['price'])
def get_highest_market_bid(self, market_depth):
return float(market_depth['market_depth']['bid'][0]['price'])
def should_buy(self, lowest_ask, highest_bid):
return lowest_ask - highest_bid > DIFFERENCE_STEP
def get_orders(self):
orders = None
if DEBUG_MODE:
print '---'
print 'Attempting to get orders'
for trial in xrange(MAX_TRIAL):
response = self.trader.get_orders()
if not response is None:
orders = response['order']
if DEBUG_MODE:
print 'Received order information'
break
return orders
def cancel_order(self, order_id):
if DEBUG_MODE:
print '---'
print 'Attempting to cancel order', order_id
ret = None
for trial in xrange(MAX_TRIAL):
ret = self.trader.cancel(order_id)
if not ret is None:
if DEBUG_MODE:
print 'Canceled order', order_id
break
return ret
def reset(self):
if CANCEL_ALL_ON_STARTUP:
if DEBUG_MODE:
print '---'
print 'Attempting to cancel over night orders'
orders = self.get_orders()
while len(orders) > 0:
if orders is None:
exit(1)
for order in orders:
if self.cancel_order(order['id']) is None:
exit(1)
orders = self.get_orders()
def get_market_depth(self):
market_depth = None
for trial in xrange(MAX_TRIAL):
market_depth = self.trader.get_market_depth({'limit': 1})
if market_depth:
break
return market_depth
def get_num_open_bids(self, orders):
bid_count = 0
if orders is None:
return None
for order in orders:
if order['type'] == 'bid':
bid_count += 1
return bid_count
def get_num_open_asks(self, orders):
ask_count = 0
if orders is None:
return None
for order in orders:
if order['type'] == 'ask':
ask_count += 1
return ask_count
def get_num_portfolio_bids(self):
bid_count = 0
for order in self.portfolio:
if order['status'] == 'buy':
bid_count += 1
return bid_count
def get_num_portfolio_asks(self):
ask_count = 0
for order in self.portfolio:
if order['status'] == 'sell':
ask_count += 1
return ask_count
def get_highest_bid(self):
highest_bid = None
highest_bid_price = -1
for order in self.portfolio:
if order['status'] == 'buy' and order['bid'] > highest_bid_price:
highest_bid_price = order['bid']
highest_bid = order
return highest_bid
def get_lowest_bid(self):
lowest_bid = None
lowest_bid_price = float('inf')
for order in self.portfolio:
if order['status'] == 'buy' and float(
order['bid']) < lowest_bid_price:
lowest_bid_price = float(order['bid'])
lowest_bid = order
return lowest_bid
def get_lowest_ask(self):
lowest_ask = None
lowest_ask_price = float('inf')
for order in self.portfolio:
if order['status'] == 'sell' and float(
order['ask']) < lowest_ask_price:
lowest_ask_price = float(order['ask'])
lowest_ask = order
return lowest_ask
def get_highest_bid_id(self, orders):
highest_bid_id = None
highest_bid_price = -1
for order in orders:
if order['type'] == 'bid' and float(
order['price']) > highest_bid_price:
highest_bid_price = float(order['price'])
highest_bid_id = order['id']
return highest_bid_id
def get_lowest_bid_id(self, orders):
lowest_bid_id = None
lowest_bid_price = float('inf')
for order in orders:
if order['type'] == 'bid' and float(
order['price']) < lowest_bid_price:
lowest_bid_price = float(order['price'])
lowest_bid_id = order['id']
return lowest_bid_id
def bid_filled(self, bid):
for trial in xrange(MAX_TRIAL):
response = self.trader.sell('{0:.2f}'.format(bid['ask']),
BTC_AMOUNT)
if response is True:
bid['status'] = 'sell'
if DEBUG_MODE:
print 'will sell at', bid['ask']
break
else:
if DEBUG_MODE:
print 'Sell failed:', response
def highest_bid_filled(self):
highest_bid = self.get_highest_bid()
if highest_bid is None:
return
if DEBUG_MODE:
print '---'
print 'Bid at', highest_bid['bid'], 'filled'
print 'Attempting to put sell order at', highest_bid['ask']
self.bid_filled(highest_bid)
def lowest_ask_filled(self):
lowest_ask = self.get_lowest_ask()
if lowest_ask is None:
return
self.profit += (lowest_ask['ask'] - lowest_ask['bid']) * BTC_AMOUNT
self.portfolio.remove(lowest_ask)
if DEBUG_MODE:
print '---'
print 'Ask at', lowest_ask['ask'], 'filled, bought at', lowest_ask[
'bid']
print 'current profit:', '\033[93m', self.profit, '\033[0m'
def update_portfolio(self, check_old_orders=False):
orders = self.get_orders()
if orders is None:
return None
num_open_bids = self.get_num_open_bids(orders)
num_open_asks = self.get_num_open_asks(orders)
num_port_bids = self.get_num_portfolio_bids()
num_port_asks = self.get_num_portfolio_asks()
if DEBUG_MODE:
print '---'
print 'I have', num_port_asks - num_open_asks, 'asks filled'
print 'I have', num_port_bids - num_open_bids, 'bids filled'
for num_asks_filled in xrange(num_port_asks - num_open_asks):
self.lowest_ask_filled()
for num_bids_filled in xrange(num_port_bids - num_open_bids):
self.highest_bid_filled()
if check_old_orders:
if len(self.portfolio) < MAX_OPEN_ORDERS:
return orders
lowest_bid_id = self.get_lowest_bid_id(orders)
if lowest_bid_id is None:
return orders
my_lowest_bid = self.get_lowest_bid()
my_lowest_bid_price = my_lowest_bid['bid']
market_highest_bid = self.get_highest_market_bid(
self.get_market_depth())
if market_highest_bid - my_lowest_bid_price >= REMOVE_THRESHOLD:
response = self.cancel_order(lowest_bid_id)
if response is True:
self.portfolio.remove(my_lowest_bid)
return orders
def loop_body(self):
orders = self.update_portfolio()
if orders is None:
return
if DEBUG_MODE:
print '---'
print 'I recorded', self.get_num_portfolio_bids(
), 'open bids,', self.get_num_portfolio_asks(), 'asks.'
print 'API shows', self.get_num_open_bids(
orders), 'open bids,', self.get_num_open_asks(orders), 'asks.'
if len(self.portfolio) >= MAX_OPEN_ORDERS and REMOVE_UNREALISTIC:
self.update_portfolio(True)
if len(self.portfolio) >= MAX_OPEN_ORDERS:
if DEBUG_MODE:
print '---'
print 'Too many open orders, sleep for', TOO_MANY_OPEN_SLEEP, 'seconds.'
if GET_INFO_BEFORE_SLEEP:
print '---'
print 'I have', self.get_num_portfolio_bids(
), 'open bids,', self.get_num_portfolio_asks(), 'asks.'
print 'Total profit', '\033[93m', self.profit, '\033[0m'
sleep(TOO_MANY_OPEN_SLEEP)
return
market_depth = self.get_market_depth()
if not market_depth:
return
highest_bid = self.get_highest_market_bid(market_depth)
lowest_ask = self.get_lowest_market_ask(market_depth)
if not self.should_buy(lowest_ask, highest_bid):
if DEBUG_MODE:
print '---'
print 'Market spread:', str(lowest_ask - highest_bid)
print 'Nothing interesting, sleep for', NO_GOOD_SLEEP, 'seconds.'
if GET_INFO_BEFORE_SLEEP:
print '---'
print 'I have', self.get_num_portfolio_bids(
), 'open bids,', self.get_num_portfolio_asks(), 'asks.'
print 'Total profit', '\033[93m', self.profit, '\033[0m'
sleep(NO_GOOD_SLEEP)
return
my_bid_price = highest_bid + CNY_STEP
my_ask_price = my_bid_price + MIN_SURPLUS
if DEBUG_MODE:
print '---'
print 'Attempting to bid at', my_bid_price
for trial in xrange(MAX_TRIAL):
if self.trader.buy('{0:.2f}'.format(my_bid_price), BTC_AMOUNT):
if DEBUG_MODE:
print 'I ordered', BTC_AMOUNT, 'bitcoins at', my_bid_price
print 'will sell at', my_ask_price
self.portfolio.append({
'bid': my_bid_price,
'ask': my_ask_price,
'status': 'buy'
})
break
def start(self):
self.reset()
while True:
self.loop_body()
def __init__(self):
self.trader = BTCChina(API_ACCESS, API_SECRET)
self.portfolio = []
self.profit = 0
def __init__(self):
self.trader = BTCChina(API_ACCESS, API_SECRET)
self.portfolio = []
self.profit = 0