def __init__(self, options: ExchangeConfig) -> None:
super(GeminiExchange, self).__init__(options)
self._type = ExchangeType.GEMINI
self._last = None
if options.trading_type == TradingType.LIVE:
self._key, self._secret, self._passphrase = get_keys_from_environment('GEMINI')
self._client = ccxt.gemini({
'apiKey': self._key,
'secret': self._secret,
})
elif options.trading_type == TradingType.SANDBOX:
self._key, self._secret, self._passphrase = get_keys_from_environment('GEMINI_SANDBOX')
self._client = ccxt.gemini({
'apiKey': self._key,
'secret': self._secret,
})
self._client.urls['api'] = self._client.urls['test']
val = self._client.fetchBalance() if hasattr(self, '_client') else {}
self._accounts = []
for i, jsn in enumerate(val.get('info', [])):
currency = str_to_currency_type(jsn.get('currency'))
balance = float(jsn.get('available', 0))
id = str(i)
account = Account(id=id, currency=currency, balance=balance)
self._accounts.append(account)
self._subscription = [GeminiExchange.currencyPairToString(x) for x in options.currency_pairs]
self._seqnum_enabled = False # FIXME?
def __init__(self, options: ExchangeConfig) -> None:
super(GeminiExchange, self).__init__(options)
self._type = ExchangeType.GEMINI
self._last = None
if options.trading_type == TradingType.LIVE:
self._key, self._secret, self._passphrase = get_keys_from_environment('GEMINI')
self._client = ccxt.gemini({
'apiKey': self._key,
'secret': self._secret,
})
elif options.trading_type == TradingType.SANDBOX:
self._key, self._secret, self._passphrase = get_keys_from_environment('GEMINI_SANDBOX')
self._client = ccxt.gemini({
'apiKey': self._key,
'secret': self._secret,
})
self._client.urls['api'] = self._client.urls['test']
val = self._client.get_balances() if hasattr(self, '_client') else {}
self._accounts = []
for i, jsn in enumerate(val.get('info', [])):
currency = str_to_currency_type(jsn.get('currency'))
balance = float(jsn.get('available', 0))
id = str(i)
account = Account(id=id, currency=currency, balance=balance)
self._accounts.append(account)
# self._subscription = json.dumps({"type": "subscribe",
# "product_id": "BTC-USD"})
# self._heartbeat = json.dumps({"type": "heartbeat",
# "on": True})
self._seqnum_enabled = False
def get_gemini_static(file):
gemini = ccxt.gemini()
fee = gemini.fees
taker_fee, maker_fee = fee['trading']['taker'] * 10000, fee['trading'][
'maker'] * 10000
session = HTMLSession()
url = 'https://docs.gemini.com/websocket-api/#timestamps'
r = session.get(url)
text = r.html.text
start = text.find('Minimum price increment')
end = text.find('Sequence numbers')
text = text[start:end]
with open(file, 'a') as csvFile:
csvwriter = csv.writer(csvFile)
for currency in ['btcusd', 'ethusd']:
uid = list(currency)
uid.insert(3, '_')
uid = ''.join(uid).upper()
uid = uid + '-gemini'
text = text[text.find(currency):]
texts = text.split('\n')
csvwriter.writerow([
uid, 'Gemini', currency, texts[5].split(' ')[0], '1',
texts[4].split(' ')[0], '', texts[3].split(' ')[0], '', '8',
'2', taker_fee, maker_fee, 0, 0, 'cryptocurrency'
])
def __init__(self, keypath):
with open(keypath, "r") as f:
key = f.readline().strip()
secret = f.readline().strip()
Exchange.__init__(self, 'Gemini',
gemini({
'apiKey': key,
'secret': secret
}))
def __init__(self):
self.exchanges = {
'binanceus': ccxt.binanceus(),
'bittrex': ccxt.bittrex(),
# 'coinbase': ccxt.coinbase(), # coinbase has most currency pairs, by like 3 times the next highest, consider removing. Also coinbase limits API to 3-6 calls/sec
'gemini': ccxt.gemini(),
# 'kraken': ccxt.kraken(), # updating their API
'livecoin': ccxt.livecoin(),
'theocean': ccxt.theocean(),
# 'okex': ccxt.okex(), #Canadian, does not allow us
'bitmart': ccxt.bitmart(),
# 'cex': ccxt.cex(), # EU
# 'bitbay': ccxt.bitbay(), # EU, Updating API
# 'bcex': ccxt.bcex(), #candian exch, their API is updating
# 'bitbay': ccxt.bitbay(),
'paymium': ccxt.paymium(),
'binance': ccxt.binance(),
'okcoin': ccxt.okcoin(),
'bitfinex': ccxt.bitfinex() # non-US
}
# creates a markets variable in each exchange instance. ex. exchages[0].markets will return markets
self.loadMarkets()
# these are tickers available on exchnage, but not US customers, or don't allow deposits/withdrawals
self.unavailableTickers = {
'binanceus': [],
'bittrex': [
'LUNA/BTC', 'ABBC/BTC', 'Capricoin/BTC', 'DRGN/BTC', 'CVT/BTC',
'NXT/BTC'
],
# 'coinbase': [],
'gemini': [],
# 'kraken': [], # Updating their API
'livecoin': [
'BTM/BTC', 'BTM/ETH', 'NANO/BTC', 'NANO/ETH', 'XTZ/BTC',
'XTZ/ETH', 'THETA/BTC', 'THETA/ETH', 'ABBC/BTC', 'ABBC/ETH',
'AE/BTC', 'AE/ETH', 'IOST/BTC', 'IOST/ETH'
],
'theocean': [],
# 'okex': ['AET/ETH','AET/BTC'], # does not allow US, but allows canadian
'bitmart': [],
# 'cex': [],
# 'bitbay': [],
# 'bcex': [], #candian exch, their API is updating
'bitbay': [],
'paymium': [],
'binance': [],
'okcoin': [],
'bitfinex': []
}
self.commonTickers = self.getCommonTickers()
# then only call fetch_tickers for common_tickers between exchanges
self.minProfit = 1 # percent profit
# in USD NOTE: still need to incorporate this. I think coinmarketcap API has a quick conversion call
self.minVolume = 200
self.txfrCosts = []
def exchangeObject(exchange_in):
exchanges = [ccxt.acx(),ccxt.bitbay(),ccxt.bitfinex(),ccxt.bitflyer(),ccxt.bithumb(),ccxt.bitlish(),ccxt.bitmarket(),ccxt.bitmex(),ccxt.bitso(),
ccxt.bitstamp(),ccxt.bitstamp1(),ccxt.bittrex(),ccxt.bl3p(),ccxt.bleutrade(),ccxt.btcbox(),ccxt.btcchina(),ccxt.btcexchange(),ccxt.btcmarkets(),ccxt.btctradeua(),ccxt.btcturk(),
ccxt.btcx(),ccxt.bxinth(),ccxt.ccex(),ccxt.cex(),ccxt.chbtc(),ccxt.chilebit(),ccxt.coincheck(),ccxt.coinfloor(),ccxt.coingi(),ccxt.coinmarketcap(),ccxt.coinmate(),
ccxt.coinsecure(),ccxt.coinspot(),ccxt.cryptopia(),ccxt.dsx(),ccxt.exmo(),ccxt.flowbtc(),ccxt.foxbit(),ccxt.fybse(),ccxt.fybsg(),ccxt.gatecoin(),ccxt.gateio(),ccxt.gdax(),
ccxt.gemini(),ccxt.getbtc(),ccxt.hitbtc(),ccxt.huobi(),ccxt.huobicny(),ccxt.independentreserve(),ccxt.itbit(),ccxt.jubi(),ccxt.kraken(),ccxt.kucoin(),
ccxt.kuna(),ccxt.lakebtc(),ccxt.liqui(),ccxt.livecoin(),ccxt.luno(),ccxt.mercado(),ccxt.mixcoins(),ccxt.nova(),ccxt.okcoincny(),ccxt.okcoinusd(),ccxt.okex(),ccxt.paymium(),
ccxt.poloniex(),ccxt.qryptos(),ccxt.quadrigacx(),ccxt.southxchange(),ccxt.surbitcoin(),ccxt.therock(),ccxt.tidex(),ccxt.urdubit(),ccxt.vaultoro(),ccxt.vbtc(),
ccxt.virwox(),ccxt.wex(),ccxt.xbtce(),ccxt.yobit(),ccxt.yunbi(),ccxt.zaif(),ccxt.zb()]
for count, exchange in enumerate([str(x) for x in exchanges]):
if exchange_in.lower() in exchange:
return exchanges[count]
break
'exchangeName': "btcmarkets"
, 'database': btcmarkets_db
})
coinfloor = ccxt.coinfloor({
'rateLimit': 3000,
'enableRateLimit': True,
# 'verbose': True,
'exchangeName': "coinfloor",
'database': coinfloor_db
})
gemini = ccxt.gemini({
'rateLimit': 3000,
'enableRateLimit': True,
# 'verbose': True,
'exchangeName': "gemini",
'database': gemini_db
})
tidex = ccxt.tidex({
'rateLimit': 3000,
'enableRateLimit': True,
# 'verbose': True,
'exchangeName': "tidex",
'database': tidex_db
})
cex = ccxt.cex({
'rateLimit': 3000,
'enableRateLimit': True,
#Importing libraries
import ccxt
import numpy as np
import pandas as pd
from datetime import datetime
#Fetching historical data from Gemini
since = '01.01.2021' #MM.DD.YYYY
gemini = ccxt.gemini()
dt_obj = datetime.strptime(since, '%m.%d.%Y')
since = dt_obj.timestamp() * 1000
stock_ohlcv = gemini.fetch_ohlcv("BTC/USD", timeframe='1d', since=since)
df = pd.DataFrame(stock_ohlcv,
columns=['date', 'open', 'high', 'low', 'close', 'volume'])
df['date'] = pd.to_datetime(df['date'], unit='ms')
df.set_index('date', inplace=True)
#Back testing equation. For backtesting purpose, assume you start off with 1 BTC
k = 0.68
df['range'] = (df['high'] - df['low']) * k
df['target'] = df['open'] + df['range'].shift(1)
#Fee assumption
fee = 0.0035
#To Buy or Not To Buy
df['ror'] = np.where(df['high'] > df['target'],
df['close'] / df['target'] - fee, 1)
#Compound Return
df['hpr'] = df['ror'].cumprod()
#Drawdown
'enableRateLimit': True,
})
# enter your API public/secret keys here:
coinbase.apiKey = API_keys.coinbase.apiKey
coinbase.secret = API_keys.coinbase.secret
#
# coindeal = ccxt.coindeal({
# 'enableRateLimit':True,
# })
# # enter your API public/secret keys here:
# coindeal.apiKey = my_API_keys.coindeal.apiKey
# coindeal.secret = my_API_keys.coindeal.secret
gemini = ccxt.gemini({
'enableRateLimit': True,
})
# enter your API public/secret keys here:
gemini.apiKey = API_keys.gemini.apiKey
gemini.secret = API_keys.gemini.secret
hitbtc = ccxt.hitbtc({
'enableRateLimit': True,
})
# enter your API public/secret keys here:
hitbtc.apiKey = API_keys.hitbtc.apiKey
hitbtc.secret = API_keys.hitbtc.secret
kraken = ccxt.kraken({
'enableRateLimit': True,
})
def init_supported_exchanges():
objects = {
"acx": ccxt.acx(),
"aofex": ccxt.aofex(),
"bequant": ccxt.bequant(),
"bibox": ccxt.bibox(),
"bigone": ccxt.bigone(),
"binance": ccxt.binance(),
"bitbank": ccxt.bitbank(),
"bitbay": ccxt.bitbay(),
"bitfinex": ccxt.bitfinex(),
"bitflyer": ccxt.bitflyer(),
"bitforex": ccxt.bitforex(),
"bithumb": ccxt.bithumb(),
"bitkk": ccxt.bitkk(),
"bitmax": ccxt.bitmax(),
"bitstamp": ccxt.bitstamp(),
"bittrex": ccxt.bittrex(),
"bitz": ccxt.bitz(),
"bl3p": ccxt.bl3p(),
"bleutrade": ccxt.bleutrade(),
"braziliex": ccxt.braziliex(),
"btcalpha": ccxt.btcalpha(),
"btcbox": ccxt.btcbox(),
"btcmarkets": ccxt.btcmarkets(),
"btctradeua": ccxt.btctradeua(),
"bw": ccxt.bw(),
"bybit": ccxt.bybit(),
"bytetrade": ccxt.bytetrade(),
"cex": ccxt.cex(),
"chilebit": ccxt.chilebit(),
"coinbase": ccxt.coinbase(),
"coinbasepro": ccxt.coinbasepro(),
"coincheck": ccxt.coincheck(),
"coinegg": ccxt.coinegg(),
"coinex": ccxt.coinex(),
"coinfalcon": ccxt.coinfalcon(),
"coinfloor": ccxt.coinfloor(),
"coinmate": ccxt.coinmate(),
"coinone": ccxt.coinone(),
"crex24": ccxt.crex24(),
"currencycom": ccxt.currencycom(),
"digifinex": ccxt.digifinex(),
"dsx": ccxt.dsx(),
"eterbase": ccxt.eterbase(),
"exmo": ccxt.exmo(),
"exx": ccxt.exx(),
"foxbit": ccxt.foxbit(),
"ftx": ccxt.ftx(),
"gateio": ccxt.gateio(),
"gemini": ccxt.gemini(),
"hbtc": ccxt.hbtc(),
"hitbtc": ccxt.hitbtc(),
"hollaex": ccxt.hollaex(),
"huobipro": ccxt.huobipro(),
"ice3x": ccxt.ice3x(),
"independentreserve": ccxt.independentreserve(),
"indodax": ccxt.indodax(),
"itbit": ccxt.itbit(),
"kraken": ccxt.kraken(),
"kucoin": ccxt.kucoin(),
"lakebtc": ccxt.lakebtc(),
"latoken": ccxt.latoken(),
"lbank": ccxt.lbank(),
"liquid": ccxt.liquid(),
"livecoin": ccxt.livecoin(),
"luno": ccxt.luno(),
"lykke": ccxt.lykke(),
"mercado": ccxt.mercado(),
"oceanex": ccxt.oceanex(),
"okcoin": ccxt.okcoin(),
"okex": ccxt.okex(),
"paymium": ccxt.paymium(),
"poloniex": ccxt.poloniex(),
"probit": ccxt.probit(),
"southxchange": ccxt.southxchange(),
"stex": ccxt.stex(),
"surbitcoin": ccxt.surbitcoin(),
"therock": ccxt.therock(),
"tidebit": ccxt.tidebit(),
"tidex": ccxt.tidex(),
"upbit": ccxt.upbit(),
"vbtc": ccxt.vbtc(),
"wavesexchange": ccxt.wavesexchange(),
"whitebit": ccxt.whitebit(),
"yobit": ccxt.yobit(),
"zaif": ccxt.zaif(),
"zb": ccxt.zb()
}
return objects
ccxt.coinsecure(), ccxt.coinspot(), ccxt.coolcoin(), ccxt.cryptopia(), ccxt.dsx(), ccxt.ethfinex(), ccxt.exmo(), ccxt.exx(), ccxt.flowbtc(), ccxt.foxbit(), ccxt.fybse(), ccxt.fybsg(), ccxt.gatecoin(), ccxt.gateio(), ccxt.gdax(), ccxt.gemini(), ccxt.getbtc(), ccxt.hadax(), ccxt.hitbtc(), ccxt.hitbtc2(), ccxt.huobi(), ccxt.huobicny(), ccxt.huobipro(), ccxt.ice3x(), ccxt.independentreserve(), ccxt.indodax(), ccxt.itbit(), ccxt.jubi(), ccxt.kraken(), ccxt.kucoin(), ccxt.kuna(),
### DISPLAY ####
def display():
os.system('clear && figlet "COINBASE"')
print('\n')
### ACCOUNT CREDINTIALS ####
coinbase_pro = ccxt.coinbasepro({
'apiKey': '2851606201d8765e5f91a93cd710707b',
'secret': 'DVYqJXYxdaiinH7sTeWsTV5alpYRy2jtT/5P3xFbh96OTuDcVjdmmBKPbQMv7sWuGWQM88Ho9O/L/oIn50Ip1g==',
'password': '******'
})
gemini = ccxt.gemini({
'apiKey': 'master-bkm4AS6XfKmmctFaJ5n1',
'secret': '3q2B8futRKUqmF53eiPf6zK7Gihz'
# 'password': ''
})
### TRADING PAIRS ###
# trading_pairs = coinbase_pro.load_markets()
# for x in trading_pairs:
# print(x)
# for x in coinbase_pro.id, trading_pairs: