def test_trade_history_huobi_methods():
load_keys(API_KEY_PATH)
key = get_key_by_exchange(EXCHANGE.HUOBI)
time_end = get_now_seconds_utc()
time_start = 0 # time_end - POLL_TIMEOUT
pair_name = get_currency_pair_to_huobi(CURRENCY_PAIR.BTC_TO_LSK)
huobi_orders_by_pair = get_order_history_huobi(key, pair_name, time_start,
time_end)
for pair_id in huobi_orders_by_pair:
pair_name = get_currency_pair_to_huobi(pair_id)
print "PAIR NAME: ", pair_name
for b in huobi_orders_by_pair[pair_id]:
print b
res, order_history = get_order_history_huobi(key, pair_name, time_start,
time_end)
if len(order_history) > 0:
for b in order_history:
print b
pg_conn = init_pg_connection(_db_host=DB_HOST,
_db_port=DB_PORT,
_db_name=DB_NAME)
load_recent_huobi_trades_to_db(pg_conn,
time_start,
time_end,
unique_only=True)
def load_trades_from_csv_to_db():
file_name = "all_orders.csv"
start_time = -1
end_time = -2
pg_conn = init_pg_connection(_db_host=DB_HOST,
_db_port=DB_PORT,
_db_name=DB_NAME)
bittrex_order_by_pair = defaultdict(list)
with open(file_name, 'r') as f:
reader = csv.reader(f)
for row in reader:
new_trade = Trade.from_bittrex_scv(row)
if start_time <= new_trade.create_time <= end_time:
bittrex_order_by_pair[new_trade.pair_id].append(new_trade)
unique_only = True
for pair_id in bittrex_order_by_pair:
headline = "Loading bittrex trades - {p}".format(
p=get_currency_pair_to_bittrex(pair_id))
wrap_with_progress_bar(headline,
bittrex_order_by_pair[pair_id],
save_to_pg_adapter,
pg_conn,
unique_only,
is_trade_present_in_trade_history,
init_arbitrage_id=-20,
table_name="arbitrage_trades")
def update_arbitrage_id(host=DEFAULT_REDIS_HOST):
r = _redis.StrictRedis(host=host, port=6379, db=0)
pg_conn = init_pg_connection(_db_host="192.168.1.106",
_db_port=5432, _db_name="crypto")
next_arbitrage_id = get_arbitrage_id(pg_conn)
r.set('arbitrage_id', str(next_arbitrage_id))
def process_args(args):
settings = CommonSettings.from_cfg(args.cfg)
pg_conn = init_pg_connection(_db_host=settings.db_host,
_db_port=settings.db_port,
_db_name=settings.db_name)
set_log_folder(settings.log_folder)
set_logging_level(settings.logging_level_id)
return pg_conn, settings
def test_insert_order():
from enums.exchange import EXCHANGE
from enums.deal_type import DEAL_TYPE
from enums.currency_pair import CURRENCY_PAIR
wtf = Trade(DEAL_TYPE.SELL, EXCHANGE.POLONIEX, CURRENCY_PAIR.BTC_TO_ARDR,
0.00001, 10.4, 1516039961, 1516039961)
pg_conn = init_pg_connection(_db_host=DB_HOST,
_db_port=DB_PORT,
_db_name=DB_NAME)
save_order_into_pg(wtf, pg_conn)
def test_trade_present():
pg_conn = init_pg_connection(_db_host=DB_HOST, _db_port=DB_PORT)
# 6479142
ts = 1516142509
trade = Trade(DEAL_TYPE.BUY,
EXCHANGE.BINANCE,
CURRENCY_PAIR.BTC_TO_STRAT,
price=0.001184,
volume=2.08,
order_book_time=ts,
create_time=ts,
execute_time=ts,
order_id='whatever')
res = is_trade_present_in_trade_history(pg_conn,
trade,
table_name="tmp_history_trades")
print res
def test_order_presence():
pg_conn = init_pg_connection(_db_host=DB_HOST, _db_port=DB_PORT)
# 6479142
ts = get_now_seconds_utc()
some_trade = Trade(DEAL_TYPE.BUY,
EXCHANGE.BINANCE,
CURRENCY_PAIR.BTC_TO_STRAT,
price=0.001184,
volume=2.08,
order_book_time=ts,
create_time=ts,
execute_time=ts,
order_id='whatever')
res = is_order_present_in_order_history(pg_conn,
some_trade,
table_name="tmp_binance_orders")
print res
def run_analysis_over_db(deal_threshold, analysis_method):
print "<<< WARNING >>> Non UPDATED FOR AGES."
# FIXME NOTE: accumulate profit
pg_conn = init_pg_connection()
time_entries = get_time_entries(pg_conn)
time_entries_num = len(time_entries)
print "Order_book num: ", time_entries_num
cnt = 0
MAX_ORDER_BOOK_COUNT = 10000
current_balance = custom_balance_init(time_entries[0])
deal_cap = common_cap_init()
for exchange_id in current_balance.balance_per_exchange:
print current_balance.balance_per_exchange[exchange_id]
for every_time_entry in time_entries:
order_book_grouped_by_time = get_order_book_by_time(pg_conn, every_time_entry)
for order_book in order_book_grouped_by_time:
analysis_method (order_book, deal_threshold, current_balance, log_to_file, deal_cap)
cnt += 1
msg = "Processed order_book #{cnt} out of {total} time entries\n current_balance={balance}".format(
cnt=cnt, total=time_entries_num, balance=str(current_balance))
print msg
log_to_file(msg, "history_trades.txt")
if cnt == MAX_ORDER_BOOK_COUNT:
raise
print "At the end of processing we have following balance:"
print "NOTE: supposedly all buy and sell requests were fulfilled"
for exchange_id in current_balance.balance_per_exchange:
print current_balance.balance_per_exchange[exchange_id]
should_fetch_history_to_db = config.getboolean(
"profit_report", "fetch_history_from_exchanges")
fetch_from_start = config.getboolean("profit_report", "fetch_from_start")
start_time = parse_time(config.get("profit_report", "start_time"),
'%Y-%m-%d %H:%M:%S')
end_time = parse_time(config.get("profit_report", "end_time"),
'%Y-%m-%d %H:%M:%S')
if start_time == end_time or end_time <= start_time:
print "Wrong time interval provided! {ts0} - {ts1}".format(
ts0=start_time, ts1=end_time)
assert False
pg_conn = init_pg_connection(_db_host=db_host,
_db_port=db_port,
_db_name=db_name)
key_path = config.get("keys", "path_to_api_keys")
log_folder = config.get("logging", "logs_folder")
load_keys(key_path)
set_log_folder(log_folder)
if should_fetch_history_to_db:
fetch_trades_history_to_db(pg_conn, start_time, end_time,
fetch_from_start)
orders, history_trades = prepare_data(pg_conn, start_time, end_time)
missing_orders, failed_orders, orders_with_trades = group_trades_by_orders(
orders, history_trades)