from btsx import BTSX
from mylog import logger
import urllib2
import json
import time
if len(sys.argv) < 5:
print "Usage: feed.py rpcuser rpcpass port live_network"
sys.exit(0)
user = sys.argv[1]
password = sys.argv[2]
port = int(sys.argv[3])
live = bool(sys.argv[4])
SYMBOL = ""
if live:
SYMBOL = "BTSX"
else:
SYMBOL = "XTS"
client = BTSX(user, password, port, "bitusd-buyer")
while True:
remaining = client.get_balance(SYMBOL)
bid = client.get_highest_bid("USD", SYMBOL)
price = (float(ask["market_index"]["order_price"]["ratio"]) * 10) - 0.0001
print client.submit_ask(remaining / 100, SYMBOL, price, "USD")
time.sleep(10)
if is_cancel : continue
if is_market : continue
for l in i["ledger_entries"] :
if( l[ "memo" ] == "yield" ) : continue ## skip yields
asset_id = l["amount"]["asset_id"]
precision = basePrecision if asset_id == baseid else quotePrecision
amount = l["amount"]["amount"] / precision
matchObjA = re.match( r'^(ASK)|(BID)', l["from_account"], re.M|re.I)
matchObjB = re.match( r'^(ASK)|(BID)', l["to_account"], re.M|re.I)
if matchObjA or matchObjB: continue # skip market
if l["to_account"] == name : funding[ asset_id ] += amount
else : funding[ asset_id ] -= amount
## Get Balances ###########################################################
last_price = client.get_last_fill(quote, base) * (basePrecision / quotePrecision)
balanceBase = client.get_balance(name, base)
balanceQuote = client.get_balance(name, quote)
## Adjust by open orders ##################################################
open_orders = client.get_all_orders(name, quote, base)
for o in open_orders[ 1 ] :
if o[ "type" ] == "ask_order" : balanceBase += float(o["state"]["balance"]) / basePrecision # balance in base
elif o[ "type" ] == "bid_order" : balanceQuote += float(o["state"]["balance"]) / quotePrecision # balance in quote
else : raise Exception( "This bot only runs with a separate account name!" )
## Output #################################################################
print('+'*65)
print('Balance: %20.8f %4s = %20.8f %4s' %(balanceBase, base, balanceBase*last_price, quote))
print('Balance: %20.8f %4s = %20.8f %4s' %(balanceQuote, quote, balanceQuote/last_price, base))
print('-'*65)
print('Sum: %20.8f %4s = %20.8f %4s' %(balanceBase+balanceQuote/last_price, base, balanceBase*last_price+balanceQuote, quote))
password = sys.argv[2]
port = int(sys.argv[3])
live = bool(sys.argv[4])
if live:
SYMBOL = "BTSX"
else:
SYMBOL = "XTS"
client = BTSX(user, password, port, "arbiteur")
init_price = get_true_price()
log("Init price: %f" % init_price)
log("Init price: %f" % (1.0 / init_price))
init_usd_balance = client.get_balance("USD")
print init_usd_balance
init_btsx_balance = client.get_balance(SYMBOL)
print init_btsx_balance
client.cancel_all_orders("USD", SYMBOL)
print init_usd_balance / init_price
print client.submit_bid(0.3*(init_usd_balance / init_price), SYMBOL, init_price * (1-SPREAD_PERCENT), "USD")
print client.submit_ask(0.3*(init_btsx_balance), SYMBOL, init_price * (1+SPREAD_PERCENT), "USD")
sec_since_update = 0
last_price = init_price
while True:
true_usd_per_btsx = get_true_price()
log("Price moved - old: %f new: %f" % (last_price, true_usd_per_btsx))
