def perform_algo_task():
balanceManager = BalanceManager()
coinsAboveThreshold = {}
coinsEligibleForIncrease = {}
em = ExchangeManager()
indexInfo = DatabaseManager.get_index_info_model()
try:
if indexInfo.Active == True:
percentage_btc_amount = indexInfo.TotalBTCVal*(indexInfo.BalanceThreshold/100)
logger.debug("Percentage_to_btc_amount: " + str(percentage_btc_amount))
if percentage_btc_amount <= CondexConfig.BITTREX_MIN_BTC_TRADE_AMOUNT:
logger.debug("Current BTC Threshold Value To Low - " + str(percentage_btc_amount))
else:
# Generate our winners/losers list
for indexedCoin in DatabaseManager.get_all_index_coin_models():
if indexedCoin.DistanceFromTarget >= indexInfo.BalanceThreshold:
coinsAboveThreshold[indexedCoin.Ticker] = indexedCoin.DistanceFromTarget
elif abs(indexedCoin.DistanceFromTarget) >= indexInfo.BalanceThreshold:
coinsEligibleForIncrease[indexedCoin.Ticker] = indexedCoin.DistanceFromTarget
# Sort our tables
coinsAboveThreshold = Util.tuple_list_to_dict(sorted(coinsAboveThreshold.items(), key=lambda pair: pair[1], reverse=True))
coinsEligibleForIncrease = Util.tuple_list_to_dict(sorted(coinsEligibleForIncrease.items(), key=lambda pair: pair[1], reverse=True))
balanceManager.rebalance_coins(coinsAboveThreshold, coinsEligibleForIncrease, percentage_btc_amount, app)
except Exception as e:
logger.exception(e)
def index_equal_weight(self):
"""Set portfolio to equal weight"""
totalPercentage = 0
totalLockedPercentage = 0.0
totalUnlockedPercentage = 100
totalUnlockedCoinsCount = 0
averagePercentage = 0
indexedCoins = DatabaseManager.get_all_index_coin_models()
for inCoins in indexedCoins:
if inCoins.Locked == True:
totalLockedPercentage = totalLockedPercentage + inCoins.DesiredPercentage
else:
totalUnlockedCoinsCount = totalUnlockedCoinsCount + 1
totalPercentage = totalPercentage + totalLockedPercentage
totalUnlockedPercentage = totalUnlockedPercentage - totalLockedPercentage
averagePercentage = round(
totalUnlockedPercentage / totalUnlockedCoinsCount, 2)
logger.info("Setting default allocation to " + str(averagePercentage))
for inCoins in indexedCoins:
if inCoins.Locked == False:
totalPercentage = totalPercentage + averagePercentage
if totalPercentage + averagePercentage > 100:
desiredPercentage = 100 - totalPercentage
else:
desiredPercentage = averagePercentage
DatabaseManager.update_index_coin_model(
inCoins.Ticker, float(desiredPercentage), 0.0, False)
def index_add_coin(self, coin, percentage=1.0, locked=False):
lockCoin = False
totalLockedPercentage = 0.0
totalUnlockedPercentage = 0.0
totalUnlockedCoinsCount = 0
indexInfo = DatabaseManager.get_index_info_model()
indexedCoins = DatabaseManager.get_all_index_coin_models()
if locked == "true" or locked == "True":
lockCoin = True
for inCoins in indexedCoins:
if inCoins.Locked == True:
totalLockedPercentage = totalLockedPercentage + inCoins.DesiredPercentage
else:
totalUnlockedPercentage = totalUnlockedPercentage + inCoins.DesiredPercentage
totalUnlockedCoinsCount = totalUnlockedCoinsCount + 1
if totalUnlockedPercentage > float(percentage):
if self.coin_supported_check(coin.upper()):
percentageToRemove = float(
percentage) / totalUnlockedCoinsCount
for iCoin in indexedCoins:
if iCoin.Locked != True:
DatabaseManager.update_index_coin_model(
iCoin.Ticker,
iCoin.DesiredPercentage - percentageToRemove,
iCoin.DistanceFromTarget, iCoin.Locked)
if isinstance(float(percentage), (float, int, complex, int)):
if DatabaseManager.create_index_coin_model(
coin.upper(), float(percentage), 0.0, lockCoin):
logger.info("Coin " + coin.upper() + " added to index")
else:
# Already Exist
logger.warn("Coin already in index")
else:
logger.warn("Percentage isn't a number")
else:
logger.warn("Coin not supported")
else:
logger.warn("Not Enough Unlocked Percentage")
def export_index(self):
"""Export the index to a JSON file."""
indexInfo = DatabaseManager.get_all_index_coin_models()
indexJson = "["
coins = []
for coin in indexInfo:
coins.append(jsonpickle.encode(coin))
indexJson += ",".join(coins)
indexJson += "]"
with open("index.json", "w") as file_object:
file_object.write(indexJson)
logger.info("Index exported to index.json")
def index_start_command(self):
totalIndexPercentage = 0.0
indexInfo = DatabaseManager.get_index_info_model()
indexCoins = DatabaseManager.get_all_index_coin_models()
for coin in indexCoins:
totalIndexPercentage = totalIndexPercentage + coin.DesiredPercentage
if totalIndexPercentage == 100:
for iCoin in indexCoins:
if iCoin.Ticker != "BTC":
coinTicker = DatabaseManager.get_ticker_model(
iCoin.Ticker.upper() + "/BTC")
sys.stdout.write(coinTicker)
sys.stdout.write(iCoin.Ticker)
sys.stdout.write('\n')
percentage_btc_amount = (indexInfo.TotalBTCVal /
100) * iCoin.DesiredPercentage
amountToBuy = percentage_btc_amount / coinTicker.BTCVal
logger.debug("Percentage_to_btc_amount: " +
str(percentage_btc_amount))
if percentage_btc_amount <= CondexConfig.BITTREX_MIN_BTC_TRADE_AMOUNT:
logger.debug("Current BTC Threshold Value To Low - " +
str(percentage_btc_amount))
else:
#buy
app.send_task('Tasks.perform_buy_task',
args=[iCoin.Ticker.upper(), amountToBuy])
DatabaseManager.update_index_info_model(
True, indexInfo.TotalBTCVal, indexInfo.TotalUSDVal,
indexInfo.TotalRealizedGain, indexInfo.TotalUnrealizedGain,
indexInfo.BalanceThreshold, indexInfo.OrderTimeout,
indexInfo.OrderRetryAmount, indexInfo.RebalanceTickSetting)
else:
logger.warn("Index is currently unbalanced please rebuild")
def import_index(self):
"""Destructively create the index from a JSON file."""
coins = DatabaseManager.get_all_index_coin_models()
for coin in coins:
DatabaseManager.delete_index_coin_model(coin.Ticker)
indexed_coins = ""
with open("index.json", "r") as file_obj:
indexed_coins = jsonpickle.decode(file_obj.read())
for coin in indexed_coins:
coin.DesiredPercentage = coin.DesiredPercentage if coin.DesiredPercentage is not None else 1
coin.Locked = coin.Locked if coin.Locked is not None else False
# logger.debug('adding %s with percentage %s', coin.Ticker, coin.DesiredPercentage)
DatabaseManager.create_index_coin_model(coin.Ticker,
coin.DesiredPercentage, 0,
coin.Locked)
logger.info("Index imported from index.json")
def index_gen_command(self):
totalIndexPercentage = 0.0
indexInfo = DatabaseManager.get_index_info_model()
indexCoins = DatabaseManager.get_all_index_coin_models()
for iCoin in indexCoins:
if iCoin.Ticker != "BTC":
coinTicker = DatabaseManager.get_ticker_model(
iCoin.Ticker.upper() + "/BTC")
percentage_btc_amount = (indexInfo.TotalBTCVal /
100) * iCoin.DesiredPercentage
amountToBuy = percentage_btc_amount / coinTicker.BTCVal
logger.debug("Percentage_to_btc_amount: " +
str(percentage_btc_amount))
if percentage_btc_amount <= CondexConfig.BITTREX_MIN_BTC_TRADE_AMOUNT:
logger.debug("Current BTC Threshold Value To Low - " +
str(percentage_btc_amount))
else:
#buy
app.send_task('Tasks.perform_buy_task',
args=[iCoin.Ticker.upper(), amountToBuy])
DatabaseManager.update_index_info_model(True, indexInfo.TotalBTCVal,
indexInfo.TotalUSDVal,
indexInfo.BalanceThreshold,
indexInfo.OrderTimeout,
indexInfo.OrderRetryAmount,
indexInfo.RebalanceTickSetting)
def index_update_coin(self, coin, percentage, locked):
lockCoin = False
totalLockedPercentage = 0.0
totalUnlockedPercentage = 0.0
totalUnlockedCoinsCount = 0
indexInfo = DatabaseManager.get_index_info_model()
indexedCoins = DatabaseManager.get_all_index_coin_models()
indexedCoin = DatabaseManager.get_index_coin_model(coin.upper())
for inCoins in indexedCoins:
if inCoins.Ticker != coin.upper():
if inCoins.Locked == True:
totalLockedPercentage = totalLockedPercentage + inCoins.DesiredPercentage
else:
totalUnlockedPercentage = totalUnlockedPercentage + inCoins.DesiredPercentage
totalUnlockedCoinsCount = totalUnlockedCoinsCount + 1
if len(indexedCoins) > 1:
if totalUnlockedCoinsCount > 0:
if locked == "true" or locked == "True":
lockCoin = True
percentage_btc_amount = indexInfo.TotalBTCVal * (
float(percentage) / 100)
if percentage_btc_amount >= CondexConfig.BITTREX_MIN_BTC_TRADE_AMOUNT:
if float(percentage) > indexedCoin.DesiredPercentage:
if totalUnlockedPercentage > float(percentage):
if self.coin_supported_check(coin.upper()):
percentageToAdd = 0.0
if totalUnlockedCoinsCount > 0:
percentageToAdd = float(
indexedCoin.DesiredPercentage -
float(percentage)
) / totalUnlockedCoinsCount
else:
percentageToAdd = float(
indexedCoin.DesiredPercentage -
float(percentage))
for iCoin in indexedCoins:
if iCoin.Ticker != coin.upper():
if iCoin.Locked != True:
DatabaseManager.update_index_coin_model(
iCoin.Ticker,
iCoin.DesiredPercentage -
percentageToAdd,
iCoin.DistanceFromTarget,
iCoin.Locked)
if isinstance(float(percentage),
(float, int, complex, long)):
if DatabaseManager.update_index_coin_model(
coin.upper(), float(percentage),
0.0, lockCoin):
logger.info("Coin " + coin.upper() +
" updated in index")
else:
# Already Exist
logger.warn("Coin already in index")
else:
logger.warn("Percentage isn't a number")
else:
logger.warn("Coin not supported")
else:
logger.warn("Not Enough Unlocked Percentage")
else:
## NEW BLOCK
if self.coin_supported_check(coin.upper()):
percentageToAdd = 0.0
if totalUnlockedCoinsCount > 0:
percentageToAdd = float(
indexedCoin.DesiredPercentage - float(
percentage)) / totalUnlockedCoinsCount
else:
percentageToAdd = float(
indexedCoin.DesiredPercentage -
float(percentage))
for iCoin in indexedCoins:
if iCoin.Ticker != coin.upper():
if iCoin.Locked != True:
DatabaseManager.update_index_coin_model(
iCoin.Ticker,
iCoin.DesiredPercentage +
percentageToAdd,
iCoin.DistanceFromTarget,
iCoin.Locked)
if isinstance(float(percentage),
(float, int, complex, int)):
if DatabaseManager.update_index_coin_model(
coin.upper(), float(percentage), 0.0,
lockCoin):
logger.info("Coin " + coin.upper() +
" updated in index")
else:
# Already Exist
logger.warn("Coin already in index")
else:
logger.warn("Percentage isn't a number")
else:
logger.warn("Coin not supported")
else:
logger.warn(
"Specified percentage below current bittrex trade value"
)
else:
logger.warn(
"Currently no unlocked coins to transfer free value")
else:
logger.warn(
"Please add another coin to your index before updating a given coin"
)
def index_add_coin(self, coin, percentage, locked):
lockCoin = False
totalLockedPercentage = 0.0
totalUnlockedPercentage = 0.0
totalUnlockedCoinsCount = 0
indexInfo = DatabaseManager.get_index_info_model()
indexedCoins = DatabaseManager.get_all_index_coin_models()
if locked == "true" or locked == "True":
lockCoin = True
percentage_btc_amount = indexInfo.TotalBTCVal * (float(percentage) /
100)
if percentage_btc_amount >= CondexConfig.BITTREX_MIN_BTC_TRADE_AMOUNT:
for inCoins in indexedCoins:
if inCoins.Locked == True:
totalLockedPercentage = totalLockedPercentage + inCoins.DesiredPercentage
else:
totalUnlockedPercentage = totalUnlockedPercentage + inCoins.DesiredPercentage
totalUnlockedCoinsCount = totalUnlockedCoinsCount + 1
if totalUnlockedPercentage > float(percentage):
if self.coin_supported_check(coin.upper()):
percentageToRemove = float(
percentage) / totalUnlockedCoinsCount
for iCoin in indexedCoins:
if iCoin.Locked != True:
DatabaseManager.update_index_coin_model(
iCoin.Ticker,
iCoin.DesiredPercentage - percentageToRemove,
iCoin.CurrentPercentage, iCoin.UnrealizedGain,
iCoin.Locked)
if isinstance(float(percentage),
(float, int, complex, long)):
if DatabaseManager.create_index_coin_model(
coin.upper(), float(percentage), 0.0, 0.0,
lockCoin):
DatabaseManager.create_realized_gain_model(
coin.upper(), 0.0)
logger.info("Coin " + coin.upper() +
" added to index")
else:
# Already Exist
logger.warn("Coin already in index")
else:
logger.warn("Percentage isn't a number")
else:
logger.warn("Coin not supported")
else:
logger.warn("Not Enough Unlocked Percentage")
else:
logger.warn(
"Specified percentage below current bittrex trade value")
def perform_algo_task():
coinsAboveThreshold = {}
coinsElgibleForIncrease = {}
indexInfo = DatabaseManager.get_index_info_model()
if indexInfo.Active == True:
percentage_btc_amount = indexInfo.TotalBTCVal * (
indexInfo.BalanceThreshold / 100)
logger.debug("Percentage_to_btc_amount: " + str(percentage_btc_amount))
if percentage_btc_amount <= CondexConfig.BITTREX_MIN_BTC_TRADE_AMOUNT:
logger.debug("Current BTC Threshold Value To Low - " +
str(percentage_btc_amount))
else:
# Generate our winners/lossers list
for indexedCoin in DatabaseManager.get_all_index_coin_models():
if indexedCoin.UnrealizedGain >= indexInfo.BalanceThreshold:
coinsAboveThreshold[
indexedCoin.Ticker] = indexedCoin.UnrealizedGain
elif indexedCoin.UnrealizedGain <= indexInfo.BalanceThreshold:
coinsElgibleForIncrease[
indexedCoin.Ticker] = indexedCoin.UnrealizedGain
# Sort our tables
coinsAboveThreshold = Util.tuple_list_to_dict(
sorted(coinsAboveThreshold.iteritems(),
key=lambda (k, v): (v, k),
reverse=True))
coinsElgibleForIncrease = Util.tuple_list_to_dict(
sorted(coinsElgibleForIncrease.iteritems(),
key=lambda (k, v): (v, k),
reverse=True))
if len(coinsAboveThreshold) >= 1:
logger.debug("Currently " + str(len(coinsAboveThreshold)) +
" avalible for rebalance")
logger.debug(coinsAboveThreshold)
if len(coinsElgibleForIncrease) >= 1:
logger.debug("Currently " +
str(len(coinsElgibleForIncrease)) +
" elgible for increase")
logger.debug(coinsElgibleForIncrease)
for akey in coinsAboveThreshold:
# Check to see if we still have coins to increase
if len(coinsElgibleForIncrease) >= 1:
elgibleCoinTicker = coinsElgibleForIncrease.keys(
)[0]
rebalanceCoinLocked = False
elgibleCoinLocked = False
if DatabaseManager.get_coin_lock_model(akey):
rebalanceCoinLocked = True
if DatabaseManager.get_coin_lock_model(
elgibleCoinTicker):
rebalanceCoinLocked = True
if rebalanceCoinLocked == False and elgibleCoinLocked == False:
indexCoinInfo = DatabaseManager.get_index_coin_model(
akey)
coinBalance = DatabaseManager.get_coin_balance_model(
akey)
rebalanceSpecialTicker = akey + "/BTC"
if akey == "BTC":
rebalanceSpecialTicker = "BTC/USDT"
rebalanceCoinTickerModel = DatabaseManager.get_ticker_model(
rebalanceSpecialTicker)
elgibleCoinTickerModel = DatabaseManager.get_ticker_model(
elgibleCoinTicker + "/BTC")
amountOfRebalanceToSell = 0.0
if akey == "BTC":
amountOfRebalanceToSell = percentage_btc_amount
else:
amountOfRebalanceToSell = percentage_btc_amount / rebalanceCoinTickerModel.BTCVal
amountOfEligbleToBuy = percentage_btc_amount / elgibleCoinTickerModel.BTCVal
if coinBalance.TotalCoins >= amountOfRebalanceToSell:
DatabaseManager.create_coin_lock_model(
akey)
DatabaseManager.create_coin_lock_model(
elgibleCoinTicker)
logger.info("Performing Rebalance " +
akey.upper() + " " +
str(amountOfRebalanceToSell) +
" - " +
elgibleCoinTicker.upper() +
" " +
str(amountOfEligbleToBuy))
#perform_rebalance_task.s(akey.upper(), amountOfRebalanceToSell, elgibleCoinTicker.upper(), amountOfEligbleToBuy)
app.send_task(
'Tasks.perform_rebalance_task',
args=[
akey.upper(),
amountOfRebalanceToSell,
elgibleCoinTicker.upper(),
amountOfEligbleToBuy
])
# Need to remove the eligbile coin from dictireonary
del coinsElgibleForIncrease[
elgibleCoinTicker]
else:
logger.error(
"Failed to sell coins - we do not have enough of "
+ str(akey))
else:
logger.debug("One of the coins where locked")
else:
logger.debug("No coins eligible for increase")
else:
logger.debug("No coins above threshold")