def run(self):
logger.info(f"{self} starting")
while not self.is_shutdown():
self.request_data()
for i in range(int(SLEEP_TIME / SLEEP_INTERVAL)):
self.process_messages()
sleep(SLEEP_INTERVAL)
logger.info(f"{self} terminating")
def run(self):
logger.info(f"{self} starting")
self.initialize_portfolio_manager()
#self.request_available_balance()
while not self.is_shutdown():
self.process_messages()
sleep(1)
logger.info(f"{self} terminating")
def process_buy_order_request(self, msg):
buy_order_response = self.client.place_market_order(
msg.product_id,
'buy',
funds=MAX_INVESTMENT,
)
logger.info(buy_order_response)
def add_message_to_priority_queue(self, msg):
self.priority_msg_lock.acquire()
logger.info(f"PRIORITY: {msg}")
self.priority_msg_queue.append(msg)
self.priority_msg_lock.release()
def add_message_to_queue(self, msg):
self.msg_lock.acquire()
logger.info(msg)
self.msg_queue.append(msg)
self.msg_lock.release()
def process_message(self, msg):
if msg is not None:
if isinstance(msg, HistoricalDataResponseMessage):
# Check if the most recent time is from after our last most recent
# If it is, build a new dataframe and save it. If not, we'll keep
# trying until it is
if datetime.fromtimestamp(msg.data[0][0],
tz=timezone.utc) > self.last_time:
self.historical_df = list_to_dataframe(msg.data)
self.last_time = datetime.fromtimestamp(msg.data[0][0],
tz=timezone.utc)
elif isinstance(msg, ProductTickerResponseMessage):
# Shouldn't ever get a response for this before a response for
# overall historical data
if self.historical_df is None:
return 1
fresh_df = self.historical_df.copy(deep=True)
dt = dateutil.parser.isoparse(msg.data['time'])
d = "{:.2f}".format(float(msg.data['price']))
fresh_df.loc[len(fresh_df)] = [dt, 0, 0, 0, Decimal(d), 0]
df = gather_all_crypto_data(fresh_df)
z = np.polyfit(df.index, [float(x) for x in df.close], 1)
if Decimal(z[0]) / Decimal(d) < Decimal(-0.0005):
logger.warning(
f"{self} has a significantly negative trend, "
f"avoiding this market for now")
return
next_state = determine_next_state(df, self.state)
if next_state == STATE_BUY:
if self.owned_crypto_balance.compare(
Decimal(0)) == Decimal(1):
logger.info(
f"{self} already has a outstanding balance "
f"of {self.owned_crypto_balance}")
else:
logger.info(f"{self} is issuing a buy order")
buy_order = BuyOrderRequestMessage(
self, self.client, self.product_id)
self.client.add_message_to_priority_queue(buy_order)
self.state = STATE_DEFAULT
elif next_state == STATE_SELL:
if self.owned_crypto_balance.compare(
Decimal(0)) == Decimal(0):
logger.info(f"{self} does not have any outstanding "
f"crypto to sell")
else:
logger.info(f"{self} is issuing a sell order")
sell_order = SellOrderRequestMessage(
self, self.client, self.product_id)
self.client.add_message_to_priority_queue(sell_order)
self.state = STATE_DEFAULT
else:
if next_state != STATE_DEFAULT and next_state != self.state:
logger.info(
f"{self} has just entered state {next_state}")
self.state = next_state
elif isinstance(msg, BuyOrderResponseMessage):
self.owned_crypto_balance = Decimal(msg['size'])
elif isinstance(msg, SellOrderResponseMessage):
self.owned_crypto_balance = Decimal(0)
else:
return
def run(self):
logger.info(f"{self} starting")
while not self.is_shutdown():
self.process_next_message()
sleep(1/3)
logger.info("DONE")