class BotChart(object):
def __init__(self, exchange, pair, period):
api_key = os.environ.get('JYOQ2MDT-P4YUA595-A8U39PRJ-R8L81U9B')
api_secret = os.environ.get(
'2bd6f7c60cbb590f97535c293e64e29cc923c8e52f766b3c2e9ff2865fdb07d535705a6945bfd4927d09177a21a4406a30f6bea8a011e90bf39bdd16d4f6eab4'
)
self.conn = Poloniex(api_key, api_secret)
self.pair = pair
self.period = period
self.startTime = 1491048000
self.endTime = 1491591200
self.data = self.conn(
"returnChartData", {
"currencyPair": self.pair,
"start": self.startTime,
"end": self.endTime,
"period": self.period
})
def getPoints(self):
return self.data
def getCurrentPrice(self):
currentValues = self.conn.api_query("returnTicker")
lastPairPrice = {}
lastPairPrice = currentValues[self.pair]["last"]
return lastPairPrice
def main(argv):
period = 10
pair = "BTC_XML"
prices = []
currentMovingAverage = 0;
lengthOfMA = 0
startTime = False
endTime = False
historicalData = False
tradePlaced = False
typeOfTrade = False
dataDate = ""
orderNumber = ""
try:
opts, args = getopt.getopt(argv,"hp:c:n:s:e:",["period=","currency=","points="])
except getopt.GetoptError:
print 'trading-bot.py -p <period length> -c <currency pair> -n <period of moving average>'
sys.exit(2)
for opt, arg in opts:
if opt == '-h':
print 'trading-bot.py -p <period length> -c <currency pair> -n <period of moving average>'
sys.exit()
elif opt in ("-p", "--period"):
if (int(arg) in [300,900,1800,7200,14400,86400]):
period = arg
else:
print 'Poloniex requires periods in 300,900,1800,7200,14400, or 86400 second increments'
sys.exit(2)
elif opt in ("-c", "--currency"):
pair = arg
elif opt in ("-n", "--points"):
lengthOfMA = int(arg)
elif opt in ("-s"):
startTime = arg
elif opt in ("-e"):
endTime = arg
conn = Poloniex('key goes here','key goes here')
if (startTime):
historicalData = conn.api_query("returnChartData",{"currencyPair":pair,"start":startTime,"end":endTime,"period":period})
while True:
if (startTime and historicalData):
nextDataPoint = historicalData.pop(0)
lastPairPrice = nextDataPoint['weightedAverage']
dataDate = datetime.datetime.fromtimestamp(int(nextDataPoint['date'])).strftime('%Y-%m-%d %H:%M:%S')
elif(startTime and not historicalData):
exit()
else:
currentValues = conn.api_query("returnTicker")
lastPairPrice = currentValues[pair]["last"]
dataDate = datetime.datetime.now()
if (len(prices) > 0):
currentMovingAverage = sum(prices) / float(len(prices))
previousPrice = prices[-1]
if (not tradePlaced):
if ( (lastPairPrice > currentMovingAverage) and (lastPairPrice < previousPrice) ):
print "SELL ORDER"
#orderNumber = conn.sell(pair,lastPairPrice,.01)
tradePlaced = True
typeOfTrade = "short"
elif ( (lastPairPrice < currentMovingAverage) and (lastPairPrice > previousPrice) ):
print "BUY ORDER"
#orderNumber = conn.buy(pair,lastPairPrice,.01)
tradePlaced = True
typeOfTrade = "long"
elif (typeOfTrade == "short"):
if ( lastPairPrice < currentMovingAverage ):
print "EXIT TRADE"
#conn.cancel(pair,orderNumber)
tradePlaced = False
typeOfTrade = False
elif (typeOfTrade == "long"):
if ( lastPairPrice > currentMovingAverage ):
print "EXIT TRADE"
#conn.cancel(pair,orderNumber)
tradePlaced = False
typeOfTrade = False
else:
previousPrice = 0
print "%s Period: %ss %s: %s Moving Average: %s" % (dataDate,period,pair,lastPairPrice,currentMovingAverage)
prices.append(float(lastPairPrice))
prices = prices[-lengthOfMA:]
if (not startTime):
time.sleep(int(period))
