def sell(base, nBase, post=True):
"""
Execute a buy order with the following specs :
type : limit order
fees : applied in quote currency
quote : eur
By default, post is set to True to garantee maker fees are applied.
Inputs:
base: base to buy (uppercase)
nBase: amount of euros to spend
post: boolean
"""
flags = ['fciq', 'post']
if not post:
flags = ['fciq']
ticker = krakenAPI.ticker(base)
ask = ticker['a'][0]
price = round(ask, 2)
api_data = {
'pair': utils.set_pair(base),
'type': 'sell',
'ordertype': 'limit',
'price': price,
'volume': nBase / price,
'orderflags': flags
}
krakenAPI.add_order(api_data)
return price
def load_OHLC_data(base):
"""
Load previous data corresponding to base and that is stored in csv files.
"""
pair = utils.set_pair(base)
filename = pair + config.PERIOD + '.csv'
path = config.data_dir / filename
data = pd.read_csv(path, sep=config.CSV_SEP)
data.set_index('time', inplace=True)
return data
def pull_OHLC_data(base):
# get data from api
data, last = krakenAPI.OHLC(base)
df_data = pd.DataFrame(data, columns=config.DATA_COLUMNS)
df_data = df_data.astype(float)
df_data.set_index('time', inplace=True)
# store data into csv file
pair = utils.set_pair(base)
filename = pair + config.PERIOD + '.csv'
utils.dump_as_csv(content=df_data, path=config.data_dir / filename)
return last
def OHLC(base, since=0):
"""
Get OHLC data.
Inputs :
pair : asset pair to get OHLC data for
interval : time frame interval in minutes (optional) :
1 (default),
5,
15,
30,
60,
240,
1440,
10080,
21600
since : return committed OHLC data since given id (optional, exclusive)
Results:
array of array entries :
time (opening the candle),
open,
high,
low,
close,
vwap,
volume,
count
last : id to be used as since when pulling for new, committed OHLC data
N.B. : Maximum data length returned at once : 720 values
"""
try:
api_method = 'OHLC'
pair = utils.set_pair(base)
api_data = {
'pair': pair,
'interval': config.TIME_FRAMES[config.PERIOD],
'since': since
}
api_reply = request(api_method, api_data)
last = api_reply['result']['last']
# The last entry is not committed yet, hence ignore it
api_reply = api_reply['result'][pair][:-1]
return api_reply, last
except:
return OHLC(base, since)
def ticker(base):
"""
Get ticker information.
For more details about the Kraken API:
https://www.kraken.com/features/api
Inputs :
pair : comma delimited list of asset pairs to get info on
Results :
a : ask array
price,
whole lot volume,
lot volume
b : bid array
price,
whole lot volume,
lot volume
c : last trade closed array
price,
lot volume
v : volume array
today,
last 24 hours
p : volume weighted average price array
today,
last 24 hours
t : number of trades array
today,
last 24 hours
l : low array
today,
last 24 hours
h : high array
today,
last 24 hours
o : today's opening price
N.B. : Today's prices start at 00:00:00 UTC
"""
try:
api_method = 'Ticker'
pair = utils.set_pair(base)
api_data = {'pair': pair}
api_reply = request(api_method, api_data)
api_reply = api_reply['result'][pair]
for each in list(api_reply.keys())[:-1]:
api_reply[each] = list(map(float, api_reply[each]))
api_reply['o'] = float(api_reply['o'])
return api_reply
except:
return ticker(base)
def update_OHLC_data_csv(base, data):
pair = utils.set_pair(base)
filename = pair + config.PERIOD + '.csv'
utils.dump_as_csv(content=data, path=config.data_dir / filename)