-
Notifications
You must be signed in to change notification settings - Fork 0
/
Trading_bot.py
161 lines (131 loc) · 6.34 KB
/
Trading_bot.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
import time
import sys
import getopt
import datetime
from poloniex import poloniex
import json
def main(argv):
period = 10
pair = "BTC_XMR"
prices = []
currentMovingAverage = 0
lengthOfMA = 0
startTime = False
endTime = False
historicalData = False
tradePlaced = False
typeOfTrade = False
dataDate = ""
orderNumber = ""
dataPoints = []
localMax = []
currentResistance = 0.018
try:
opts, args = getopt.getopt(argv, "hp:c:n:s:e", ["period=", "currency=", "points="])
except getopt.GetoptError:
print("Trading_bot.py -p <period> -c <currency pair> -n <period of moving average>")
sys.exit(2)
for opt, arg in opts:
if opt == "-h":
print("Trading_bot.py -p <period> -c <currency pair> -n <period of moving average>")
sys.exit()
elif opt in ("-p", "--period"):
if int(arg) in [10, 300, 900, 1800, 7200, 14400, 86400]: # in seconds
period = arg
else:
print("Poloniex requires periods in 10, 300, 900, 1800, 7200, 14400 or 86400 second increments")
sys.exit(2)
elif opt in ("-c", "--currency"):
pair = arg
elif opt in ("-n", "--points"):
lengthOfMA = int(arg)
elif opt in ("-s"):
startTime = arg
elif opt in ("-e"):
endTime = arg
conn = poloniex("keys go here", "keys go here") # get api keys through account
output = open("output.html", "w")
output.truncate()
output.write("""<html><head><script type="text/javascript" src="https://www.gstatic.com/charts/loader.js"></script><script
type="text/javascript">google.charts.load('current', {'packages':['corechart']});google.charts.setOnLoadCallback(drawChart);function
drawChart() {var data = new google.visualization.DataTable();data.addColumn('string', 'time');data.addColumn('number', 'value')
;data.addColumn({type: 'string', role:'annotation'});data.addColumn({type: 'string', role:'annotationText'});data.addColumn('number',
'trend');data.addRows([""")
if (startTime):
historicalData = conn.api_query("returnChartData", {"currencyPair": pair,
"start": startTime,
"end": endTime,
"period": period})
while True:
if startTime and historicalData:
nextDataPoint = historicalData.pop(0)
lastPairPrice = nextDataPoint["weightedAverage"]
dataDate = datetime.datetime.fromtimestamp(int(nextDataPoint["Date"])).strftime("%Y-%m-%d %H:%M:%S")
elif startTime and not historicalData:
for point in dataPoints:
output.write(+ point["date"] + ", " + point["price"] + ", " + point["label"] + ", " + point["desc"] + ", " + point["trend"])
output.write("], \n")
output.write("""]); var options = {
title: "Price Chart", legend: {position: "bottom"}
};
var chart = new google.visualization.LineChart(document.getElementById("curve_chart"));
chart.draw(data, options);}</script></head><body><div id="curve_chart" style="width: 100%; height: 100%"></div></body></html>""")
exit()
else:
currentValues = conn.api_query("returnTicker")
lastPairPrice = currentValues[pair]["last"]
dataDate = datetime.datetime.now()
dataPoints.append({
"date": datetime,
"price": str(lastPairPrice),
"trend": str(currentResistance),
"label": "null",
"desc": "null"
})
if len(dataPoints) > 2 and dataPoints[-2]["price"] > dataPoints[-1]["price"] and dataPoints[-2]["price"] > dataPoints[-3]["price"]:
dataPoints[-2]["label"] = "'MAX'"
dataPoints[-2]["desc"] = "'This is a local maximum'"
numberOfSimilarLocalMaxes = 0
for oldMax in localMax:
if float(oldMax) > float(dataPoints[-2]["price"]) - 0.0001 and float(oldMax) < float(dataPoints[-2]["price"]) + 0.0001:
numberOfSimilarLocalMaxes += 1
if numberOfSimilarLocalMaxes > 2:
currentResistance = dataPoints[-2]["price"]
dataPoints[-2]["trend"] = dataPoints[-2]["price"]
dataPoints[-1]["trend"] = dataPoints[-2]["trend"]
localMax.append(dataPoints[-2]["price"])
if len(prices) > 0:
currentMovingAverage = sum(prices) / float(len(prices))
previousPrice = prices[-1]
if not tradePlaced:
if lastPairPrice > currentMovingAverage and lastPairPrice < previousPrice:
print("SELL ORDER")
orderNumber = conn.sell(pair, lastPairPrice, 0.01)
tradePlaced = True
typeOfTrade = "short"
elif lastPairPrice < currentMovingAverage and lastPairPrice > previousPrice:
print("BUY ORDER")
orderNumber = conn.buy(pair, lastPairPrice, 0.01)
tradePlaced = True
typeOfTrade = "long"
elif typeOfTrade == "short":
if lastPairPrice < currentMovingAverage:
print("EXIT TRADE")
conn.cancel(pair, orderNumber)
tradePlaced = False
typeOfTrade = False
elif typeOfTrade == "long":
if lastPairPrice > currentMovingAverage:
print("EXIT TRADE")
conn.cancel(pair, orderNumber)
tradePlaced = False
typeOfTrade = False
else:
previousPrice = 0
print("%s Period: %ss %s: %s Moving Average: %s" % (dataDate, period, pair, lastPairPrice, currentMovingAverage))
prices.append(float(lastPairPrice))
prices = prices[-lengthOfMA:]
if not startTime:
time.sleep(int(period))
if __name__ == "__main__":
main(sys.argv[1:])