def FetchTradingPairs():
# Fetch a list of trading pairs for which quotes should be fetched
global tradingPairList
try:
if len(tradingPairList) != 0:
# TODO: Create logging item
return tradingPairList
with open(initService.getTradingPairsFileLocation()) as json_file:
# TODO: Create logging item
JSONFromFile = json.load(json_file)
tradingPairList = ConvertToList(JSONFromFile)
return tradingPairList
except NameError:
print("Log: File '" + initService.getTradingPairsFileLocation() +
"' does not exist")
def fetchSellOrdersToSwap(quoteResponseList):
print(datetime.datetime.now().isoformat() +
" ##### SellOrderService: Fetch SellOrders to SWAP #####")
takeprofit = tradingPairService.FetchTradingPairs()[0].takeProfitPercentage
# Validate if an outstanding virtual sell order is smaller then recent quote
modifiedSellOrderlist = []
for quoteResponse in quoteResponseList:
for sellOrder in fetchSellOrders():
if float(sellOrder.sellprice) < float(quoteResponse.toAmount):
print(datetime.datetime.now().isoformat() +
" ##### SellOrderService: !!HIT!! Quote price [[" +
str(quoteResponse.toAmount) +
"]] is higher then Virtual Sell Order price [[" +
str(sellOrder.sellprice) + "]] for pair <BTSBUSD> #####")
tradeService.appendClosedSwapToFile(sellOrder, quoteResponse)
else:
print(datetime.datetime.now().isoformat() +
" ##### SellOrderService: Quote price [[" +
str(quoteResponse.toAmount) +
"]] is lower than Virtual Sell Order price [[" +
str(sellOrder.sellprice) + "]] for pair <BTSBUSD> #####")
# SellOrder remains valid therefore appended to the ModifiedSellOrderList
modifiedSellOrderlist.append(sellOrder)
commonService.writeJson(InitService.getSellOrdersFileLocation(),
modifiedSellOrderlist)
def fetchBuyOrderList():
filename = InitService.getBuyOrderFileLocation()
if commonService.checkIfFileExists(filename):
with open(filename) as json_file:
JSONFromFile = json.load(json_file)
buyOrderList = ConvertToList(JSONFromFile)
return buyOrderList
def executeSwap(swapOrder):
# execute health check of exchange API
if requests.get('https://api.1inch.exchange/v3.0/56/healthcheck').json()["status"] == "OK":
print(datetime.datetime.now().isoformat() + " ##### SwapService: Exchange health check okey #####")
# TODO: 2. Check if approved
# 3. ActualiseQuote
quote = fetchActualQuote()
# 4. Request swap
swapRequest = requestSwap(tokenService.getAddress(swapOrder.baseToken), tokenService.getAddress(swapOrder.swapToken), swapOrder.baseAmount, swapOrder.slippage)
#print(swapRequest["tx"])
signed_tx = signTx(swapRequest["tx"])
#print(signed_tx)
if initService.getTradeExecution() == True:
tx_hash = sendTx(signed_tx).hex()
print(tx_hash.hex())
else:
tx_hash = "NOT SWAPPED - PAPER TRADING"
# TODO: BB-8 not implemented yet
# 4. Creat SellOrder
if swapOrder.type == "BUY":
json.dumps(signed_tx, ensure_ascii=False, default=lambda o: o.__dict__,
sort_keys=False, indent=4)
sellOrderService.placeVirtualSellOrder(swapOrder, tx_hash)
elif swapOrder.type == "SELL":
print("test temp")
return
else:
print(datetime.datetime.now().isoformat() + " ##### SwapService: Exchange health check NOT Okey, cannot proceed with swap #####")
def run(self, *args, **kwargs):
while True:
print(datetime.datetime.now().isoformat() +
" ##### BackGroundTasks: Starting BuyOrderScheduler #####")
buyOrderService.placeVirtualBuyorders()
print(datetime.datetime.now().isoformat() +
" ##### BackGroundTasks: Finished BuyOrderScheduler #####")
time.sleep(initService.getBuyOrderInterval())
def appendClosedSwapToFile(closedSellOrder, quoteResponse):
print(
datetime.datetime.now().isoformat() +
" ##### TradeService: Appending ClosedSellOrder to ClosedSwaps.json #####"
)
# First fetch the historical ClosedSwaps from file
closedSwapList = fetchClosedSwaps(initService.getClosedSwapsFileLocation())
# Now append new closedSellOrder
closedSwapList = addClosedSwapToList(closedSwapList, closedSellOrder)
# Now convert from quote entity list to JSON object
closedSwapJSON = json.dumps(closedSwapList,
ensure_ascii=False,
default=lambda o: o.__dict__,
sort_keys=False,
indent=4)
with open(initService.getClosedSwapsFileLocation(), 'w+') as json_file:
json_file.write(closedSwapJSON + '\n')
def run(self, *args, **kwargs):
while True:
print(datetime.datetime.now().isoformat() +
" ##### BackGroundTasks: Starting QuoteScheduler #####")
quoteService.ScheduledQuoteRequest()
print(datetime.datetime.now().isoformat() +
" ##### BackGroundTasks: Finished QuoteScheduler #####")
time.sleep(initService.getQuoteInterval())
def write_json(quoteResponseEntity):
# First fetch the history of quotes
quoteList = fetchQuoteResponse()
# Now append the new quote
quoteList = addQuoteToList(quoteList, quoteResponseEntity)
# Now convert from quote entity list to JSON object
quoteJSON = json.dumps(quoteList, ensure_ascii=False, default=lambda o: o.__dict__,
sort_keys=False, indent=4)
with open(InitService.getQuoteFileLocation(), 'w+') as json_file:
json_file.write(quoteJSON + '\n')
def fetchQuoteResponse():
filename = initService.getQuoteFileLocation()
if commonService.checkIfFileExists(filename):
with open(filename) as json_file:
JSONFromFile = json.load(json_file)
# create list of quotes from json file
quoteList = convertToList(JSONFromFile)
return quoteList
else:
quoteList = []
return quoteList
def fetchClosedTradeList():
filename = initService.getClosedSwapsFileLocation()
if commonService.checkIfFileExists(filename):
with open(filename) as json_file:
JSONFromFile = json.load(json_file)
closedSwapList = convertToList(JSONFromFile)
return closedSwapList
else:
print(datetime.datetime.now().isoformat() +
" ##### TradeService: No closed trades found #####")
closedSwapList = []
return closedSwapList
def fetchSellOrders():
filename = InitService.getSellOrdersFileLocation()
print(datetime.datetime.now().isoformat() +
" ##### SellOrderService: Fetching outstanding Sell Orders #####")
if commonService.checkIfFileExists(filename):
with open(filename) as json_file:
JSONFromFile = json.load(json_file)
# create list of quotes from json file
sellOrderList = convertToList(JSONFromFile)
return sellOrderList
else:
print(
datetime.datetime.now().isoformat() +
" ##### SellOrderService: No outstanding sell orders found #####")
sellOrderList = []
return sellOrderList
def placeVirtualSellOrder(swapOrder, tx_hash):
print(datetime.datetime.now().isoformat() +
" ##### SellOrderService: Swapping Buy Order to Sell Order #####")
buyOrder = swapOrder.order
quoteResponse = swapOrder.quote
# TODO: also include temporarily the buyorder being swapped and later the actual swapped order details along with the sell order
# TODO: include slippage
tp = tradingPairService.FetchTradingPairs()[0].takeProfitPercentage
sellOrder = entity.sellOrder.SellOrder(
buyOrder.swapToken, # The swaptoken from buy becomes basetoken
buyOrder.baseToken, # The basetoken from buy becomes swaptoken
quoteResponse.
toAmount, # Price for which the amount of basetoken was purchased, for now this is the quoted price
float(quoteResponse.toAmount) *
(1 + (tp + buyOrder.slippage) /
100), # sell price based on quoted price later based on real swap
buyOrder.amount / quoteResponse.
toAmount, # amount swapped incl. max slipage used, in buy order expressed in base token of sell order
buyOrder.amount / quoteResponse.toAmount *
float(quoteResponse.toAmount) *
(1 + tp / 100), # Swapped amount if sell order would be filled
buyOrder.amount / quoteResponse.toAmount *
float(quoteResponse.toAmount) * (1 + tp / 100) -
buyOrder.amount, # expected profit
tp, # Take profit percentage
buyOrder.slippage,
quoteResponse,
buyOrder,
swapOrder,
tx_hash)
print(
datetime.datetime.now().isoformat() +
" ##### SellOrderService: Add new sell order to outstanding Sell Orders #####"
)
# First fetch the list of outstanding SellOrders
sellOrderList = fetchSellOrders()
# now append the new sellOrder
sellOrderList = addSellOrderToList(sellOrderList, sellOrder)
# now convert from quote entity list to JSON object
commonService.writeJson(InitService.getSellOrdersFileLocation(),
sellOrderList)
def checkBuyOrdersForExecution(quoteResponseList):
print(
datetime.datetime.now().isoformat() +
" ##### BuyOrderService: Checking if virtual buy orders to swap #####")
# Validate if an outstanding virtual buy order is greater then recent quote
for quoteResponse in quoteResponseList:
for buyOrderListPair in fetchBuyOrderList():
for pair, buyOrderList in buyOrderListPair.items(
): # pair = key; buyOrderList = value
modifiedBuyOrderlist = []
for index, buyOrder in enumerate(buyOrderList):
if float(buyOrder.buyprice) > float(
quoteResponse.toAmount):
print(
datetime.datetime.now().isoformat() +
" ##### BuyOrderService: !!HIT!! Quote price [[" +
str(quoteResponse.toAmount) +
"]] is below Virtual Buy Order price [[" +
str(buyOrder.buyprice) + "]] for pair <" + pair +
">. #####")
#SellOrderService.swapToSellOrder(buyOrder, quoteResponse)
swapService.swapBuyOrder(buyOrder, quoteResponse)
else:
print(datetime.datetime.now().isoformat() +
" ##### BuyOrderService: Quote price [[" +
str(quoteResponse.toAmount) +
"]] is above Virtual Buy Order price [[" +
str(buyOrder.buyprice) + "]] for pair <" + pair +
">. #####")
# BuyOrder remains valid therefore appended to the ModifiedBuyOrderList
# for testing only swapService.swapBuyOrder(buyOrder, quoteResponse)
modifiedBuyOrderlist.append(buyOrder)
# Now replace the buyOrderList with the modifiedBuyOrderList
buyOrderListPair[pair] = modifiedBuyOrderlist
newOutStandingBuyOrderList = []
newOutStandingBuyOrderList.append(buyOrderListPair)
commonService.writeJson(InitService.getBuyOrderFileLocation(),
newOutStandingBuyOrderList)
def placeVirtualBuyorders():
print(datetime.datetime.now().isoformat() +
" ##### BuyOrderService: Actualising BuyOrderList #####")
# Fetch a list of trading pairs for which quotes should be fetched
tradingPairList = tradingPairService.FetchTradingPairs()
# now loop trough the list of tradingPair objects
outStandingBuyOrderList = []
for tradingPair in tradingPairList:
lastQuoteResponses = quoteService.fetchRecentQuotes(1)
buyOrderPairList = calculateBuyOrderList(lastQuoteResponses,
tradingPair)
pair = tradingPair.swapToken + tradingPair.baseToken
pairToAdd = {}
pairToAdd[pair] = {}
pairToAdd[pair] = buyOrderPairList
outStandingBuyOrderList.append(pairToAdd)
# Now actualise the buyOrderList JSON file
commonService.writeJson(InitService.getBuyOrderFileLocation(),
outStandingBuyOrderList)
print(datetime.datetime.now().isoformat() +
" ##### BuyOrderService: BuyOrderList actualised #####")
# TODO: Return full list, not only actualised ones but also ones for which no pair is active
return outStandingBuyOrderList
def approve(address):
swapService.ApproveBaseToken(address)
return render_template("index.html", dashBoardData = InitService.getDashBoardFigures())
from flask import Flask, render_template
import services.InitService as InitService
from services.TokenService import tokenList
from services.ProtocolService import protocolList
import services.QuoteService as quoteService
import services.BuyOrderService as buyOrderService
import services.SellOrderService as sellOrderService
import services.TradeService as tradeService
import services.SwapService as swapService
import datetime
app = Flask(__name__)
InitService.InitialiseBot()
@app.route('/')
def home():
return render_template("index.html", dashBoardData = InitService.getDashBoardFigures())
@app.route('/approve/<address>')
def approve(address):
swapService.ApproveBaseToken(address)
return render_template("index.html", dashBoardData = InitService.getDashBoardFigures())
@app.route('/restart')
def restart():
print(datetime.datetime.now().isoformat() + " ##### Engine: Restart #####")
InitService.RestartBot()
return render_template("index.html", dashBoardData = InitService.getDashBoardFigures())
def home():
return render_template("index.html", dashBoardData = InitService.getDashBoardFigures())
def placeVirtualBuyOrders():
buyOrderService.placeVirtualBuyorders()
return render_template("index.html", dashBoardData = InitService.getDashBoardFigures())
def fetchQuotes():
quoteService.ScheduledQuoteRequest()
return render_template("index.html", dashBoardData = InitService.getDashBoardFigures())
def restart():
print(datetime.datetime.now().isoformat() + " ##### Engine: Restart #####")
InitService.RestartBot()
return render_template("index.html", dashBoardData = InitService.getDashBoardFigures())
def addQuoteToList(quoteList, quoteResponseEntity):
# append the quote entity object to the quoteList
quoteList = quoteList[-InitService.getQuoteHistoryCount():]
quoteList.append(quoteResponseEntity)
return quoteList