def test_getOrdersInvalidStatus():
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.getOrders(status='ERROR')
assert str(execinfo.value) == 'Invalid order status.'
def getOrders(self, market='', action='', status='all'):
"""Retrieves orders either live or simulation
Parameters
----------
market : str, optional
Filters orders by market
action : str, optional
Filters orders by action
status : str
Filters orders by status, defaults to 'all'
"""
if market != '':
# validate market is syntactically correct
p = re.compile(r"^[A-Z]{3,4}\-[A-Z]{3,4}$")
if not p.match(market):
raise TypeError('Coinbase Pro market is invalid.')
if action != '':
# validate action is either a buy or sell
if not action in ['buy', 'sell']:
raise ValueError('Invalid order action.')
# validate status is open, pending, done, active or all
if not status in ['open', 'pending', 'done', 'active', 'all']:
raise ValueError('Invalid order status.')
if self.mode == 'live':
# if config is provided and live connect to Coinbase Pro account portfolio
model = AuthAPI(self.api_key, self.api_secret, self.api_pass,
self.api_url)
# retrieve orders from live Coinbase Pro account portfolio
self.orders = model.getOrders(market, action, status)
return self.orders
else:
# return dummy orders
if market == '':
return self.orders
else:
return self.orders[self.orders['market'] == market]
def test_getOrdersValidStatusActive():
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
df = exchange.getOrders(status='active')
if len(df) == 0:
pass
else:
actual = df.columns.to_list()
expected = [
'created_at', 'market', 'action', 'type', 'size', 'value',
'status', 'price'
]
assert len(actual) == len(expected)
assert all([a == b for a, b in zip(actual, expected)])
def getValidOrderMarket() -> str:
filename = 'config.json'
assert os.path.exists(filename) == True
with open(filename) as config_file:
config = json.load(config_file)
if 'api_key' in config and 'api_secret' in config and (
'api_pass' in config
or 'api_passphrase' in config) and 'api_url' in config:
api_key = config['api_key']
api_secret = config['api_secret']
if 'api_pass' in config:
api_passphrase = config['api_pass']
else:
api_passphrase = config['api_passphrase']
api_url = config['api_url']
elif 'coinbasepro' in config:
if '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']
else:
return DEFAULT_ORDER_MARKET
else:
return DEFAULT_ORDER_MARKET
time.sleep(0.5)
exchange = AuthAPI(api_key, api_secret, api_passphrase, api_url)
df = exchange.getOrders()
if len(df) == 0:
return DEFAULT_ORDER_MARKET
return df['market'].tail(1).values[0]
return DEFAULT_ORDER_MARKET
def getOrders(self, market='', action='', status='all'):
"""Retrieves orders either live or simulation
Parameters
----------
market : str, optional
Filters orders by market
action : str, optional
Filters orders by action
status : str
Filters orders by status, defaults to 'all'
"""
# validate market is syntactically correct
self._checkMarketSyntax(market)
if action != '':
# validate action is either a buy or sell
if not action in ['buy', 'sell']:
raise ValueError('Invalid order action.')
# validate status is open, pending, done, active or all
if not status in [
'open', 'pending', 'done', 'active', 'all', 'filled'
]:
raise ValueError('Invalid order status.')
if self.app.getExchange() == 'binance':
if self.mode == 'live':
resp = self.client.get_all_orders(symbol=market)
if len(resp) > 0:
df = pd.DataFrame(resp)
else:
df = pd.DataFrame()
if len(df) == 0:
return pd.DataFrame()
df = df[[
'time', 'symbol', 'side', 'type', 'executedQty',
'cummulativeQuoteQty', 'status'
]]
df.columns = [
'created_at', 'market', 'action', 'type', 'size', 'value',
'status'
]
df['created_at'] = df['created_at'].apply(
lambda x: int(str(x)[:10]))
df['created_at'] = df['created_at'].astype("datetime64[s]")
df['size'] = df['size'].astype(float)
df['value'] = df['value'].astype(float)
df['action'] = df['action'].str.lower()
df['type'] = df['type'].str.lower()
df['status'] = df['status'].str.lower()
df['price'] = df['value'] / df['size']
# pylint: disable=unused-variable
for k, v in df.items():
if k == 'status':
df[k] = df[k].map(self.__convertStatus)
if action != '':
df = df[df['action'] == action]
df = df.reset_index(drop=True)
if status != 'all' and status != '':
df = df[df['status'] == status]
df = df.reset_index(drop=True)
return df
else:
# return dummy orders
if market == '':
return self.orders
else:
if (len(self.orders) > 0):
return self.orders[self.orders['market'] == market]
else:
return pd.DataFrame()
if self.app.getExchange() == 'coinbasepro':
if self.mode == 'live':
# if config is provided and live connect to Coinbase Pro account portfolio
model = CBAuthAPI(self.app.getAPIKey(),
self.app.getAPISecret(),
self.app.getAPIPassphrase(),
self.app.getAPIURL())
# retrieve orders from live Coinbase Pro account portfolio
self.orders = model.getOrders(market, action, status)
return self.orders
else:
# return dummy orders
if market == '':
return self.orders
else:
return self.orders[self.orders['market'] == market]
from models.CoinbasePro import AuthAPI
with open('config.json') as config_file:
config = json.load(config_file)
model = AuthAPI(config['api_key'], config['api_secret'], config['api_pass'], config['api_url'])
resp = model.authAPI('GET','orders?status=all')
print (resp)
accounts = model.getAccounts()
print (accounts)
#account = model.getAccount('00000000-0000-0000-0000-000000000000')
#print (account)
orders1 = model.getOrders()
print (orders1)
orders2 = model.getOrders('BTC-GBP')
print (orders2)
orders3 = model.getOrders('BTC-GBP', 'buy')
print (orders3)
orders4 = model.getOrders('BTC-GBP', 'buy', 'done')
print (orders4)
#order = model.marketBuy('BTC-GBP', 100)
#print (order)
#order = model.marketSell('BTC-GBP', 0.001)
def saveTrackerCSV(self, market='', save_file='tracker.csv'):
"""Saves order tracker to CSV
Parameters
----------
market : str, optional
Filters orders by market
save_file : str
Output CSV file
"""
if market != '':
# validate market is syntactically correct
p = re.compile(r"^[A-Z]{3,4}\-[A-Z]{3,4}$")
if not p.match(market):
raise TypeError('Coinbase Pro market is invalid.')
if self.mode == 'live':
# if config is provided and live connect to Coinbase Pro account portfolio
model = AuthAPI(self.api_key, self.api_secret, self.api_pass,
self.api_url)
# retrieve orders from live Coinbase Pro account portfolio
df = model.getOrders(market, '', 'done')
else:
# return dummy orders
if market == '':
df = self.orders
else:
df = self.orders[self.orders['market'] == market]
if list(df.keys()) != [
'created_at', 'market', 'action', 'type', 'size', 'value',
'status', 'price'
]:
# no data, return early
return False
df_tracker = pd.DataFrame()
last_action = ''
for market in df['market'].sort_values().unique():
df_market = df[df['market'] == market]
df_buy = pd.DataFrame()
df_sell = pd.DataFrame()
pair = 0
# pylint: disable=unused-variable
for index, row in df_market.iterrows():
if row['action'] == 'buy':
pair = 1
if pair == 1 and (row['action'] != last_action):
if row['action'] == 'buy':
df_buy = row
elif row['action'] == 'sell':
df_sell = row
if row['action'] == 'sell' and len(df_buy) != 0:
df_pair = pd.DataFrame([[
df_sell['status'], df_buy['market'],
df_buy['created_at'], df_buy['type'], df_buy['size'],
df_buy['value'], df_buy['price'],
df_sell['created_at'], df_sell['type'],
df_sell['size'], df_sell['value'], df_sell['price']
]],
columns=[
'status', 'market', 'buy_at',
'buy_type', 'buy_size',
'buy_value', 'buy_price',
'sell_at', 'sell_type',
'sell_size', 'sell_value',
'sell_price'
])
df_tracker = df_tracker.append(df_pair, ignore_index=True)
pair = 0
last_action = row['action']
if list(df_tracker.keys()) != [
'status', 'market', 'buy_at', 'buy_type', 'buy_size',
'buy_value', 'buy_price', 'sell_at', 'sell_type', 'sell_size',
'sell_value', 'sell_price'
]:
# no data, return early
return False
df_tracker['profit'] = np.subtract(df_tracker['sell_value'],
df_tracker['buy_value'])
df_tracker['margin'] = np.multiply(
np.true_divide(df_tracker['profit'], df_tracker['sell_value']),
100)
df_sincebot = df_tracker[df_tracker['buy_at'] > '2021-02-1']
try:
df_sincebot.to_csv(save_file, index=False)
except OSError:
raise SystemExit('Unable to save: ', save_file)
and account.getBalance(cryptoMarket) > 0.01):
last_action = 'BUY'
elif (market.startswith('ETH-')
and account.getBalance(cryptoMarket) > 0.01):
last_action = 'BUY'
elif (market.startswith('LTC-')
and account.getBalance(cryptoMarket) > 0.1):
last_action = 'BUY'
elif (market.startswith('XLM-') and account.getBalance(cryptoMarket) > 35):
last_action = 'BUY'
elif (account.getBalance(fiatMarket) > 30):
last_action = 'SELL'
authAPI = AuthAPI(config['api_key'], config['api_secret'],
config['api_pass'], config['api_url'])
orders = authAPI.getOrders(market)
if len(orders) > 0:
df = orders[-1:]
price = df[df.action == 'buy']['price']
if len(price) > 0:
last_buy = float(truncate(price, 2))
def executeJob(sc, market, granularity, tradingData=pd.DataFrame()):
"""Trading bot job which runs at a scheduled interval"""
global action, buy_count, buy_sum, failsafe, iterations, last_action, last_buy, last_df_index, sell_count, sell_sum, x_since_buy, x_since_sell
# increment iterations
iterations = iterations + 1
if is_sim == 0:
if 'cryptoMarket' in config:
base_currency = config['cryptoMarket']
elif 'base_currency' in config:
base_currency = config['base_currency']
if 'fiatMarket' in config:
quote_currency = config['fiatMarket']
elif 'base_currency' in config:
quote_currency = config['quote_currency']
market = base_currency + '-' + quote_currency
api = CBAuthAPI(api_key, api_secret, api_pass)
orders = api.getOrders()
df = pd.concat([df, orders])
transfers = api.getTransfers()
df = pd.concat([df, transfers])
df['created_at'] = df['created_at'].map(
lambda x: re.sub(r"\.\d{1,6}\+00$", "", str(x)))
df['created_at'] = df['created_at'].map(
lambda x: re.sub(r"\+00:00$", "", str(x)))
save_file = 'profitandloss.csv'
try:
df.to_csv(save_file, index=False)
except OSError:
sys.exit()
if 'cryptoMarket' in config:
base_currency = config['cryptoMarket']
elif 'base_currency' in config:
base_currency = config['base_currency']
if 'fiatMarket' in config:
quote_currency = config['fiatMarket']
elif 'base_currency' in config:
quote_currency = config['quote_currency']
market = base_currency + '-' + quote_currency
api = CBAuthAPI(api_key, api_secret, api_pass)
orders = api.getOrders(market)
last_action = ''
if len(orders) > 0:
for market in orders['market'].sort_values().unique():
df_market = orders[orders['market'] == market]
else:
df_market = pd.DataFrame()
df_buy = pd.DataFrame()
df_sell = pd.DataFrame()
pair = 0
# pylint: disable=unused-variable
for index, row in df_market.iterrows():
if row['action'] == 'buy':
with open('config.json') as config_file:
config = json.load(config_file)
model = AuthAPI(config['api_key'], config['api_secret'], config['api_pass'],
config['api_url'])
#resp = model.authAPI('GET','orders?status=all')
#print (resp)
#accounts = model.getAccounts()
#print (accounts)
#account = model.getAccount('00000000-0000-0000-0000-000000000000')
#print (account)
orders1 = model.getOrders()
print(orders1)
#orders2 = model.getOrders('BTC-GBP')
#print (orders2)
#orders3 = model.getOrders('BTC-GBP', 'buy')
#print (orders3)
#orders4 = model.getOrders('BTC-GBP', 'buy', 'done')
#print (orders4)
#order = model.marketBuy('BTC-GBP', 100)
#print (order)
#order = model.marketSell('BTC-GBP', 0.001)
and account.getBalance(cryptoMarket) > 0.01):
last_action = 'BUY'
elif (market.startswith('ETH-')
and account.getBalance(cryptoMarket) > 0.01):
last_action = 'BUY'
elif (market.startswith('LTC-')
and account.getBalance(cryptoMarket) > 0.1):
last_action = 'BUY'
elif (market.startswith('XLM-') and account.getBalance(cryptoMarket) > 35):
last_action = 'BUY'
elif (account.getBalance(fiatMarket) > 30):
last_action = 'SELL'
authAPI = AuthAPI(config['api_key'], config['api_secret'],
config['api_pass'], config['api_url'])
orders = authAPI.getOrders(market, '', 'done')
if len(orders) > 0:
df = orders[-1:]
price = df[df.action == 'buy']['price']
if len(price) > 0:
last_buy = float(truncate(price, 2))
def executeJob(sc, market, granularity, tradingData=pd.DataFrame()):
"""Trading bot job which runs at a scheduled interval"""
global action, buy_count, buy_sum, failsafe, iterations, last_action, last_buy, last_df_index, sell_count, sell_sum, buy_state, x_since_buy, x_since_sell
# increment iterations
iterations = iterations + 1
# coinbase pro public api
