def perform_rebalance_task(rebalanceTicker, rebalanceSellAmount, elgibleTicker,
elgibleBuyAmount):
coinSellIncomplete = True
coinBuyIncomplete = True
coinSellRetryCount = 0
coinBuyRetryCount = 0
coinSellFailed = False
sellOrderUUID = ""
buyOrderUUID = ""
indexInfo = DatabaseManager.get_index_info_model()
retryLimit = indexInfo.OrderRetryAmount
rebalanceTickerGainModel = DatabaseManager.get_realized_gain_model(
rebalanceTicker)
elgibleCoinTicker = DatabaseManager.get_ticker_model(elgibleTicker +
"/BTC")
em = ExchangeManager()
partial_fill_amount = 0
partial_filled = False
if rebalanceTicker != "BTC" and rebalanceTicker != "btc":
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
DatabaseManager.update_realized_gain_model(
rebalanceTicker,
rebalanceTickerGainModel.RealizedGain +
((order_filled_amount * rebalanceCoinTicker.BTCVal)
/ indexInfo.TotalBTCVal) * 100)
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
DatabaseManager.update_realized_gain_model(
rebalanceTicker,
rebalanceTickerGainModel.RealizedGain +
((order_filled_amount * rebalanceCoinTicker.BTCVal)
/ indexInfo.TotalBTCVal) * 100)
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
if coinSellFailed:
logger.info("Sell of coin " + rebalanceTicker + " failed after " +
str(coinSellRetryCount) + " attempts")
else:
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))
if partial_filled == True:
buyOrderUUID = em.create_buy_order(
elgibleTicker,
partial_fill_amount / elgibleCoinTicker.BTCVal,
elgibleCoinTicker.BTCVal)['id']
else:
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
if rebalanceTicker == "BTC" or rebalanceTicker == "btc":
DatabaseManager.update_realized_gain_model(
rebalanceTicker,
rebalanceTickerGainModel.RealizedGain +
((order_filled_amount *
elgibleCoinTicker.BTCVal) /
indexInfo.TotalBTCVal) * 100)
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
if rebalanceTicker == "BTC" or rebalanceTicker == "btc":
DatabaseManager.update_realized_gain_model(
rebalanceTicker,
rebalanceTickerGainModel.RealizedGain +
((order_filled_amount *
elgibleCoinTicker.BTCVal) /
indexInfo.TotalBTCVal) * 100)
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(rebalanceTicker)
DatabaseManager.delete_coin_lock_model(elgibleTicker)
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_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)