'ybvMtTm4PeOGT0bJ5CrQugI5Wpdi2OcvaIoB0wAD462lekazGP0wRirDXL5kIbJM')
# bclient = BinanceClient('EDSFRPjwir0HhT4oZhCUHace2wIVxtqKpmdtpjla47Dxlp07WRoRCAVVrtKjEXso', 'V6JY4yWcPbhMleYUWacgItMaECdxY0TcDW1mD3SZZje8pwYFepnjlzRcUabCwQxX')
# In[4]:
# KUCOIN
currencies = client.get_currencies()
orders = client.get_buy_orders('ETH-BTC', limit=50)
sellorders = client.get_sell_orders('ETH-BTC', limit=50)
# account balance
userFee = 0.002
# accountBalanceKucoin = 0.0009027 * (1 - userFee)# 0.0009145 * (1 - userFee)
accountBalanceKucoinBTC = (float(
client.get_coin_balance('BTC')['balance'])) * (1 - userFee)
FixedAccountBalanceKucoin = 0.0018
accountBalanceKucoin = (float(
client.get_coin_balance('ETH')['balance'])) * (1 - userFee)
# In[5]:
# BINANCE
depth = bclient.get_order_book(symbol='ETHBTC')
# In[6]:
print(orders)
print(sellorders)
print(depth)
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))
class KucoinWrapper(BaseExchangeWrapper):
INTERVAL_MAP = {
CandleTicks.one_minute : Client.RESOLUTION_1MINUTE,
CandleTicks.five_minutes : Client.RESOLUTION_5MINUTES,
CandleTicks.thirty_minutes : Client.RESOLUTION_30MINUTES,
CandleTicks.one_hour : Client.RESOLUTION_1HOUR,
CandleTicks.one_day : Client.RESOLUTION_1DAY,
}
TIME_SINCE_MAP = {
CandleTicks.one_minute : "1 hour ago",
CandleTicks.five_minutes : "5 hours ago",
CandleTicks.thirty_minutes : "26 hours ago",
CandleTicks.one_hour : "52 hours ago",
CandleTicks.one_day : "60 days ago",
}
ORDER_TYPE_MAPPINGS = {
'BUY' : OrderType.limit_buy,
'SELL' : OrderType.limit_sell,
}
def __init__(self, api_key, api_secret):
BaseExchangeWrapper.__init__(self)
self._handle = Client(api_key, api_secret)
self._filters = {}
self._load_markets()
def _perform_request(self, request_lambda):
try:
return request_lambda()
except KucoinAPIException as ex:
raise ExchangeAPIException('Failed to perform request: {0}'.format(ex.message))
def _load_currencies(self):
result = self._perform_request(lambda: self._handle.get_coin_list())
for coin in result:
self.add_currency(
Currency(
coin['coin'],
coin['name'],
coin['confirmationCount'],
coin['withdrawFeeRate'] # check if this is right
)
)
def _load_markets(self):
self._load_currencies()
result = self._perform_request(lambda: self._handle.get_trading_symbols())
for market in result:
self.add_market(market['coinTypePair'], market['coinType'])
def _make_symbol(self, base_currency_code, market_currency_code):
return '{0}-{1}'.format(market_currency_code, base_currency_code)
def _process_paged_request(self, make_request, callback):
page = 1
limit = 50
data = self._perform_request(lambda: make_request(limit=limit, page=page))
while len(data['datas']) > 0:
for entry in data['datas']:
callback(entry)
page += 1
data = make_request(limit=limit, page=page)
def get_market_state(self, base_currency_code, market_currency_code):
symbol = self._make_symbol(base_currency_code, market_currency_code)
data = self._perform_request(lambda: self._handle.get_tick(symbol))
return MarketState(data['sell'], data['buy'], data['lastDealPrice'])
def get_orderbook(self, base_currency_code, market_currency_code):
symbol = self._make_symbol(base_currency_code, market_currency_code)
data = self._perform_request(lambda: self._handle.get_order_book(symbol))
buy_orderbook = Orderbook()
sell_orderbook = Orderbook()
for item in data['BUY']:
buy_orderbook.add_order(Order(item[0], item[1]))
for item in data['SELL']:
sell_orderbook.add_order(Order(item[0], item[1]))
return (buy_orderbook, sell_orderbook)
def get_candles(self, base_currency_code, market_currency_code, interval, limit):
symbol = self._make_symbol(base_currency_code, market_currency_code)
since = KucoinWrapper.TIME_SINCE_MAP[interval]
kucoin_interval = KucoinWrapper.INTERVAL_MAP[interval]
data = self._perform_request(
lambda: self._handle.get_historical_klines_tv(symbol, kucoin_interval, since)
)
output = []
for i in data:
output.append(Candle(
i[3], # Low
i[2], # High
i[1], # Open
i[4], # Close
dateparser.parse(str(i[0]))
))
return output
def get_wallets(self):
output = []
self._process_paged_request(
self._handle.get_all_balances,
lambda entry: output.append(Wallet(
entry['coinType'],
entry['balance'],
entry['balance'] - entry['freezeBalance'],
entry['freezeBalance']
))
)
return output
def get_wallet(self, currency_code):
self.check_valid_currency(currency_code)
data = self._perform_request(lambda: self._handle.get_coin_balance(currency_code))
return Wallet(
self._currencies[currency_code],
data['balance'],
data['balance'] - data['freezeBalance'],
data['freezeBalance']
)
def get_deposit_history(self, currency_code):
request = lambda limit, page: self._handle.get_deposits(
currency_code,
limit=limit,
page=page
)
output = []
self._process_paged_request(
request,
lambda entry: output.append(Transfer(
self._currencies[entry['coinType']],
entry['amount'],
entry['outerWalletTxid'], # is this right?
1 if entry['status'] == 'FINISHED' else 0,
0, # cost
entry['status'] == 'CANCEL',
dataparser.parse(str(entry['createdAt']))
))
)
return output
def get_withdrawal_history(self, currency_code):
request = lambda limit, page: self._handle.get_withdrawals(
currency_code,
limit=limit,
page=page
)
output = []
self._process_paged_request(
request,
lambda entry: output.append(Transfer(
self._currencies[entry['coinType']],
entry['amount'],
entry['outerWalletTxid'], # is this right?
0,
entry['fee'],
entry['status'] == 'CANCEL',
dataparser.parse(str(entry['createdAt']))
))
)
return output
def get_open_orders(self):
raise ExchangeAPIException('Not implemented')
def get_order_history(self):
output = []
self._process_paged_request(
self._handle.get_dealt_orders,
lambda entry: output.append(TradeOrder(
data['orderOid'],
self._currencies[base_currency],
self._currencies[market_currency],
None, # Date open
dateparser.parse(str(data['createdAt'])),
data['amount'],
0, # Amount remaining
data['dealPrice'],
data['dealPrice'],
KucoinWrapper.ORDER_TYPE_MAPPINGS[data['direction']]
))
)
return output
def buy(self, base_currency_code, market_currency_code, amount, rate):
symbol = self._make_symbol(base_currency_code, market_currency_code)
result = self._perform_request(lambda: self._handle.create_buy_order(symbol, rate, amount))
return result['orderOid']
def sell(self, base_currency_code, market_currency_code, amount, rate):
symbol = self._make_symbol(base_currency_code, market_currency_code)
result = self._perform_request(lambda: self._handle.create_sell_order(symbol, rate, amount))
return result['orderOid']
def cancel_order(self, base_currency_code, market_currency_code, order_id):
self._perform_request(lambda: self._handle.cancel_order(order_id, None))
def withdraw(self, currency_code, amount, address, address_tag):
if address_tag:
raise ExchangeAPIException('Address tag not supported')
self._perform_request(
lambda: self._handle.create_withdrawal(currency_code, amount, address)
)
def get_deposit_address(self, currency_code):
result = self._perform_request(lambda: self._handle.get_deposit_address(currency_code))
return CryptoAddress(
currency_code,
result['address'],
None
)
def transfers_needs_asset(self):
return True
rpx_amount = .005 / rpx_eth_ask
print 'Buying RPX...'
client.create_buy_order('RPX-ETH', rpx_eth_ask, rpx_amount)
wait_until_filled('RPX-ETH')
print 'Selling RPX...'
client.create_sell_order('RPX-BTC', rpx_btc_bid, rpx_amount)
wait_until_filled('RPX-BTC')
print 'Buying ETH...'
client.create_buy_order('ETH-BTC', eth_btc_ask,
rpx_amount * rpx_btc_bid / eth_btc_ask)
wait_until_filled('ETH-BTC')
# IF RPX is cheaper in BTC
elif (rpx_eth_bid * eth_btc_bid) / rpx_btc_ask > 1.003:
print 'Trade started...'
print 'Selling ETH...'
client.create_sell_order('ETH-BTC', eth_btc_bid, 0.005)
wait_until_filled('ETH-BTC')
print 'Buying RPX...'
btc_balance = client.get_coin_balance('BTC')['balance']
client.create_buy_order('RPX-BTC', rpx_btc_ask,
btc_balance / rpx_btc_ask)
wait_until_filled('RPX-BTC')
print 'Selling RPX...'
rpx_balance = client.get_coin_balance('RPX')['balance']
client.create_sell_order('RPX-ETH', rpx_eth_bid, rpx_balance)
wait_until_filled('RPX-ETH')
else:
print 'Waiting for arb opportunity...'
checkTime = time.time() * 1000
logging.info("BaseTime: " + str(checkTime))
if (isWithinChecktime(get_last_buy_order(completedBuyOrders),
checkTime, checkInterval)):
logging.info("Order executed within " + str(checkInterval) +
"...getting price")
price = (get_order_price(completedBuyOrders))
logging.info("Last buy price: " + str(price))
if (isWithinChecktime(get_last_sell_order(completedSellOrders),
checkTime, checkInterval)):
logging.info("Order executed within " + str(checkInterval) +
"...getting price")
price = (get_order_price(completedSellOrders))
logging.info("Last sell price: " + str(price))
openOrders = (client.get_active_orders(tokenPair))
balance = client.get_coin_balance(currency)
balance = (float(balance['balanceStr']) + float(extCoinBalance))
buyAmount = determine_buy_amount(balance)
buyPrice = determine_initial_buy_price(price)
logging.info("setting buy of " + str(buyAmount) + " at " +
str(buyPrice))
logging.info(
client.create_buy_order(tokenPair, buyPrice, buyAmount))
sellAmount = determine_sell_amount(balance)
sellPrice = determine_initial_sell_price(price)
logging.info("setting sell of " + str(sellAmount) + " at " +
str(sellPrice))
logging.info(
client.create_sell_order(tokenPair, sellPrice, sellAmount))
else:
logging.info("No orders present...setting to ticker price")