def trade_on_weights(exchange,
public_key,
private_key,
weights_dict,
portfolio_trade_basement=0.01,
min_BTC_prop=0.1,
exchange_min_trade_BTC=0.001):
'''
:param exchange: string
:param public_key: string
:param private_key: string
:param weights_dict: Dictionary of weights with Currency_Ticker:0.XX pairs.
:param portfolio_trade_basement: float in [0,1]. The minimum trade size in percentage points of
portfolio size.
:param min_BTC_prop: float in [0,1]. The minimum about of BTC to be in the portfolio.
:param exchange_min_trade_BTC: float the minimum trade size of the exchange in BTC. Usually 0.001.
:return:
'''
api_object = instantiate_api_object(exchange, public_key, private_key)
exchange_df = get_exchange_df(exchange, api_object)
trade_df = plan_trades(exchange_df,
weights_dict,
portfolio_trade_basement=portfolio_trade_basement,
min_BTC_prop=min_BTC_prop,
exchange_min_trade_BTC=exchange_min_trade_BTC)
trade_df = execute_trades(exchange, api_object, trade_df)
return trade_df
def get_portfolio_val_BTC(exchange, public_key, private_key):
'''
:param exchange: string, exchange name. Binance or Bittrex
:param public_key: string
:param private_key: string
:return: float
'''
api_object = instantiate_api_object(exchange, public_key, private_key)
exchange_df = get_exchange_df(exchange, api_object)
return exchange_df.amt_BTC.sum()
def instantiate_api_object(exchange, public_key, private_key):
'''
:param exchange:
:param public_key:
:param private_key:
:return api_object:
'''
if exchange == 'Bittrex':
from Packages.API.Bittrex_Helper.helper import instantiate_api_object
elif exchange == 'Binance':
from Packages.API.Binance_helper.helper import instantiate_api_object
return instantiate_api_object(public_key, private_key)