def test_marketBuyInvalidAmount():
filename = 'config.json'
with open(filename) as config_file:
config = json.load(config_file)
api_key = ''
api_secret = ''
api_passphrase = ''
api_url = ''
if 'api_key' in config and 'api_secret' in config and 'api_pass' in config and 'api_url' in config:
api_key = config['api_key']
api_secret = config['api_secret']
api_passphrase = config['api_pass']
api_url = config['api_url']
elif 'api_key' in config['coinbasepro'] and 'api_secret' in config[
'coinbasepro'] and 'api_passphrase' in config[
'coinbasepro'] and 'api_url' in config['coinbasepro']:
api_key = config['coinbasepro']['api_key']
api_secret = config['coinbasepro']['api_secret']
api_passphrase = config['coinbasepro']['api_passphrase']
api_url = config['coinbasepro']['api_url']
exchange = AuthAPI(api_key, api_secret, api_passphrase, api_url)
assert type(exchange) is AuthAPI
with pytest.raises(ValueError) as execinfo:
exchange.marketBuy('XXX-YYY', 0)
assert str(execinfo.value) == 'Trade amount is too small (>= 10).'
def test_marketBuyInvalidMarket():
filename = 'config.json'
with open(filename) as config_file:
config = json.load(config_file)
api_key = ''
api_secret = ''
api_passphrase = ''
api_url = ''
if 'api_key' in config and 'api_secret' in config and 'api_pass' in config and 'api_url' in config:
api_key = config['api_key']
api_secret = config['api_secret']
api_passphrase = config['api_pass']
api_url = config['api_url']
elif 'api_key' in config['coinbasepro'] and 'api_secret' in config[
'coinbasepro'] and 'api_passphrase' in config[
'coinbasepro'] and 'api_url' in config['coinbasepro']:
api_key = config['coinbasepro']['api_key']
api_secret = config['coinbasepro']['api_secret']
api_passphrase = config['coinbasepro']['api_passphrase']
api_url = config['coinbasepro']['api_url']
exchange = AuthAPI(api_key, api_secret, api_passphrase, api_url)
assert type(exchange) is AuthAPI
with pytest.raises(ValueError) as execinfo:
exchange.marketBuy('ERROR', -1)
assert str(execinfo.value) == 'Coinbase Pro market is invalid.'
def marketBuy(self, market, quote_currency, buy_percent=100):
if self.is_live == 1:
if isinstance(buy_percent, int):
if buy_percent > 0 and buy_percent < 100:
quote_currency = (buy_percent / 100) * quote_currency
if self.exchange == 'coinbasepro':
api = CBAuthAPI(self.getAPIKey(), self.getAPISecret(), self.getAPIPassphrase(), self.getAPIURL())
return api.marketBuy(market, self.truncate(quote_currency, 2))
elif self.exchange == 'binance':
api = BAuthAPI(self.getAPIKey(), self.getAPISecret(), self.getAPIURL())
return api.marketBuy(market, quote_currency)
else:
return None
def buy(self,
cryptoMarket,
fiatMarket,
fiatAmount=0,
manualPrice=0.00000000):
"""Places a buy order either live or simulation
Parameters
----------
cryptoMarket: str
Crypto market you wish to purchase
fiatMarket, str
QUOTE market funding the purchase
fiatAmount, float
QUOTE amount of crypto currency to purchase
manualPrice, float
Used for simulations specifying the live price to purchase
"""
# fiat funding amount must be an integer or float
if not isinstance(fiatAmount, float) and not isinstance(
fiatAmount, int):
raise TypeError('QUOTE amount not numeric.')
# fiat funding amount must be positive
if fiatAmount <= 0:
raise Exception('Invalid QUOTE amount.')
if self.app.getExchange() == 'binance':
# validate crypto market is syntactically correct
p = re.compile(r"^[A-Z]{3,8}$")
if not p.match(cryptoMarket):
raise TypeError('Binance crypto market is invalid.')
# validate fiat market is syntactically correct
p = re.compile(r"^[A-Z]{3,8}$")
if not p.match(fiatMarket):
raise TypeError('Binance fiat market is invalid.')
else:
# crypto market should be either BCH, BTC, ETH, LTC or XLM
if cryptoMarket not in ['BCH', 'BTC', 'ETH', 'LTC', 'XLM']:
raise Exception(
'Invalid crypto market: BCH, BTC, ETH, LTC, ETH, or XLM')
# fiat market should be either EUR, GBP, or USD
if fiatMarket not in ['EUR', 'GBP', 'USD']:
raise Exception('Invalid QUOTE market: EUR, GBP, USD')
# reconstruct the exchange market using crypto and fiat inputs
if self.app.getExchange() == 'binance':
market = cryptoMarket + fiatMarket
else:
market = cryptoMarket + '-' + fiatMarket
if self.app.getExchange() == 'binance':
if self.mode == 'live':
# execute a live market buy
resp = self.client.order_market_buy(symbol=market,
quantity=fiatAmount)
# TODO: not finished
print(resp)
else:
# fiat amount should exceed balance
if fiatAmount > self.getBalance(fiatMarket):
raise Exception('Insufficient funds.')
# manual price must be an integer or float
if not isinstance(manualPrice, float) and not isinstance(
manualPrice, int):
raise TypeError('Optional manual price not numeric.')
price = manualPrice
# if manualPrice is non-positive retrieve the current live price
if manualPrice <= 0:
if self.app.getExchange() == 'binance':
api = BPublicAPI()
price = api.getTicker(market)[1]
else:
resp = requests.get(
'https://api-public.sandbox.pro.coinbase.com/products/'
+ market + '/ticker')
if resp.status_code != 200:
raise Exception(
'GET /products/' + market +
'/ticker {}'.format(resp.status_code))
resp.raise_for_status()
json = resp.json()
price = float(json['price'])
# calculate purchase fees
fee = fiatAmount * 0.005
fiatAmountMinusFee = fiatAmount - fee
total = float(fiatAmountMinusFee / float(price))
# append dummy order into orders dataframe
ts = pd.Timestamp.now()
price = (fiatAmountMinusFee * 100) / (total * 100)
order = pd.DataFrame([[
'', market, 'buy', 'market',
float('{:.8f}'.format(total)), fiatAmountMinusFee, 'done',
'{:.8f}'.format(float(price))
]],
columns=[
'created_at', 'market', 'action',
'type', 'size', 'value', 'status',
'price'
],
index=[ts])
order['created_at'] = order.index
self.orders = pd.concat(
[self.orders, pd.DataFrame(order)], ignore_index=False)
# update the dummy fiat balance
self.balance.loc[
self.balance['currency'] == fiatMarket,
'balance'] = self.getBalance(fiatMarket) - fiatAmount
self.balance.loc[
self.balance['currency'] == fiatMarket,
'available'] = self.getBalance(fiatMarket) - fiatAmount
# update the dummy crypto balance
self.balance.loc[self.balance['currency'] == cryptoMarket,
'balance'] = self.getBalance(cryptoMarket) + (
fiatAmountMinusFee / price)
self.balance.loc[
self.balance['currency'] == cryptoMarket,
'available'] = self.getBalance(cryptoMarket) + (
fiatAmountMinusFee / price)
else:
if self.mode == 'live':
# connect to coinbase pro api (authenticated)
model = CBAuthAPI(self.app.getAPIKey(),
self.app.getAPISecret(),
self.app.getAPIPassphrase(),
self.app.getAPIURL())
# execute a live market buy
if fiatAmount > 0:
resp = model.marketBuy(market, fiatAmount)
else:
resp = model.marketBuy(market,
float(self.getBalance(fiatMarket)))
# TODO: not finished
print(resp)
else:
# fiat amount should exceed balance
if fiatAmount > self.getBalance(fiatMarket):
raise Exception('Insufficient funds.')
# manual price must be an integer or float
if not isinstance(manualPrice, float) and not isinstance(
manualPrice, int):
raise TypeError('Optional manual price not numeric.')
price = manualPrice
# if manualPrice is non-positive retrieve the current live price
if manualPrice <= 0:
resp = requests.get(
'https://api-public.sandbox.pro.coinbase.com/products/'
+ market + '/ticker')
if resp.status_code != 200:
raise Exception('GET /products/' + market +
'/ticker {}'.format(resp.status_code))
resp.raise_for_status()
json = resp.json()
price = float(json['price'])
# calculate purchase fees
fee = fiatAmount * 0.005
fiatAmountMinusFee = fiatAmount - fee
total = float(fiatAmountMinusFee / price)
# append dummy order into orders dataframe
ts = pd.Timestamp.now()
price = (fiatAmountMinusFee * 100) / (total * 100)
order = pd.DataFrame([[
'', market, 'buy', 'market',
float('{:.8f}'.format(total)), fiatAmountMinusFee, 'done',
price
]],
columns=[
'created_at', 'market', 'action',
'type', 'size', 'value', 'status',
'price'
],
index=[ts])
order['created_at'] = order.index
self.orders = pd.concat(
[self.orders, pd.DataFrame(order)], ignore_index=False)
# update the dummy fiat balance
self.balance.loc[
self.balance['currency'] == fiatMarket,
'balance'] = self.getBalance(fiatMarket) - fiatAmount
self.balance.loc[
self.balance['currency'] == fiatMarket,
'available'] = self.getBalance(fiatMarket) - fiatAmount
# update the dummy crypto balance
self.balance.loc[self.balance['currency'] == cryptoMarket,
'balance'] = self.getBalance(cryptoMarket) + (
fiatAmountMinusFee / price)
self.balance.loc[
self.balance['currency'] == cryptoMarket,
'available'] = self.getBalance(cryptoMarket) + (
fiatAmountMinusFee / price)