def sell(api_url, auth, dataframe, cost_basis, BTC_BALANCE, FEE_PERCENT):
print("Attempting To Sell BTC")
curr_bid = float(dataframe['Bid Price'].iloc[-1])
max_order_size = min(float(BTC_BALANCE), 10000)
effective_order_size = formatting.truncate(
max_order_size / (1 + FEE_PERCENT), 8)
order_details = {
'type': 'limit',
'side': 'sell',
'product_id': 'BTC-USD',
'price': curr_bid, # order limit is current ask price for fast fill
'size':
effective_order_size # max trade size accounting for fee % and maximum size precision
}
print("Attempting to sell %f BTC at $%f per BTC" %
(effective_order_size, curr_bid))
order = requests.post(api_url + 'orders', json=order_details, auth=auth)
order_id = order.json().get('id')
if order.status_code != 200:
print("Sell order was rejected: %s\n" % order.json().get('message'))
write_files.recordError('trade_errors.csv', 'SELL', order.status_code,
order.json().get('message'))
return True, cost_basis, FEE_PERCENT
time.sleep(1) # allow time for order to fill
order = requests.get(api_url + 'orders/' + order_id, auth=auth)
if order.status_code == 200 and order.json().get('status') == 'done':
executed_value = float(order.json().get('executed_value'))
fill_size = float(order.json().get('size'))
fill_price = executed_value / fill_size
fill_fee = float(order.json().get('fill_fees'))
final_cost_basis = ((cost_basis * fill_size) + fill_fee) / fill_size
profit = (fill_price - final_cost_basis) * fill_size
print("SELL SUCCEEDED")
print("Sold %f BTC at $%f per BTC for a fee of $%f\n" %
(fill_size, fill_price, fill_fee))
write_files.recordActivity('trade_activity.csv', 'SELL', fill_price,
fill_size, executed_value, fill_fee,
final_cost_basis, profit)
FEE_PERCENT = account.updateFeePercent('trade_activity.csv')
return False, cost_basis, FEE_PERCENT
else:
delete = requests.delete(api_url + 'orders', auth=auth)
print("Sell order was canceled\n")
write_files.recordError('trade_errors.csv', 'BUY', order.status_code,
'CANCELED')
return True, cost_basis, FEE_PERCENT
def bot():
print("==== BEGINNING TRADING ====")
print("===========================")
auth = authentication.CoinbaseAuth(API_KEY, API_SECRET, API_PASS)
BTC_data = deque(maxlen=200)
FEE_PERCENT = account.updateFeePercent('trade_activity.csv')
print("Current Trading Fee Percent: ", FEE_PERCENT)
cost_basis = account.initializeCostBasis('trade_activity.csv')
CASH_ACCOUNT, CASH_BALANCE, BTC_ACCOUNT, BTC_BALANCE = account.initializeAccountInfo(
api_url, auth)
print("Current USD Balance: ", CASH_BALANCE)
print("Current BTC Balance: ", BTC_BALANCE, "\n")
curr_data = requests.get(api_url + 'products/BTC-USD/book',
auth=auth).json()
curr_bid = float(curr_data.get('bids')[0][0])
long_flag = True if BTC_BALANCE * curr_bid > CASH_BALANCE else False
while (True):
dataframe = market.getMarketData(api_url, auth, BTC_data)
curr_bid = float(dataframe['Bid Price'].iloc[-1])
new_cost_basis = ((cost_basis * BTC_BALANCE) +
(curr_bid * BTC_BALANCE * FEE_PERCENT)) / BTC_BALANCE
if long_flag == False and dataframe['MACD'].iloc[-1] > dataframe[
'Signal'].iloc[-1]:
long_flag, cost_basis, FEE_PERCENT = trade.buy(
api_url, auth, dataframe, FEE_PERCENT, CASH_BALANCE)
account.printUpdatedInfo(api_url, auth, FEE_PERCENT)
elif long_flag == True and dataframe['MACD'].iloc[-1] < dataframe[
'Signal'].iloc[-1] and curr_bid > new_cost_basis:
long_flag, cost_basis, FEE_PERCENT = trade.sell(
api_url, auth, dataframe, cost_basis, BTC_BALANCE, FEE_PERCENT)
account.printUpdatedInfo(api_url, auth, FEE_PERCENT)
time.sleep(1)
print(BTC_data)
print(dataframe)
def test_updateFeePercent2():
assert account.updateFeePercent('./bot/mocks/trade_activity_mock2.csv') == 0.002