def remove_inactive_markets_from_buffer(marketsBuffer):
newMarketsBuffer = []
for m in marketsBuffer:
if m["isActive"]:
newMarketsBuffer.append(m)
log.event_log_append("Inactive markets removed from buffer. The current marketsBuffer is:\n", log.tab, newMarketsBuffer)
return newMarketsBuffer
def _markets_buffer_format_check(self):
if type(self.marketsBuffer) is not list:
raise TypeError("marketsBuffer must be a list.")
tc, mc = "tradedCurrency", "mainCurrency"
sym, rta = "symbol", "tradablePortion"
for m in self.marketsBuffer:
if not 0 <= m[tc][rta] <= 1 \
or not 0 <= m[mc][rta] <= 1:
err = "tradablePortion numbers must be int or float between 0 and 1"
log.event_log_append("Session crashed.\n", log.tab, err)
raise ValueError(err)
log.event_log_append("markets_buffer_format_check OK.")
def __init__(self, clientName, run=True):
self.clientName = clientName
self.isrunning = run
self.localTimestamp = time()
self.localDateTime = datetime.fromtimestamp(self.localTimestamp)
logMessage = f'\n\n{self.localDateTime}\nSession created with "{self.clientName}" credentials and run = {run}'
log.event_log_append(logMessage)
log.raw_log_append(logMessage)
# RESTRICTIONS TO BE IMPLEMENTED... WHERE?
# statuses = [] # [ID, runningOrClosed, crashingInfo, *args]
self.market = MarketManager()
self.wait = DEFAULT_WAIT
if self.isrunning:
self.sessionID = ID("session")
logMessage = f'Session has started with session ID: {self.sessionID.partialID}.\n'
log.event_log_append(logMessage)
log.raw_log_append(logMessage)
while self.isrunning:
log.event_log_append('\nCurrent marketsBuffer = ', self.market.marketsBuffer)
try:
self.newStatus = Status(self.clientName, self.market.current())
self.wait = DEFAULT_WAIT
except IDOverflowError or IndexError:
self.statusIDReset = ID("status", getNew=False, reset=True)
self.isrunning = False
logMessage = f'\nSession terminated for statusID overflow.\n'
log.event_log_append(logMessage)
log.raw_log_append(logMessage)
break
"""
except Exception as err:
if self.wait < MAX_WAIT: self.wait *= WAIT_MULTIPLIER_0
logMessage = f'\nStatus crashed with error:\n {err.__repr__()}\n'
log.event_log_append(logMessage)
log.raw_log_append(logMessage)
"""
self.market.set_next_to_current()
"""
#if newStatus.getMarketData() is different from marketData, update sessionConfig.json
try: self.lastMarket = newStatus.getMarketData()
except: self.lastMarket = self.marketsBuffer[0]
if len(self.marketsBuffer) > 1:
self.marketsBuffer = self.marketsBuffer[1:]
self.marketsBuffer.append(self.lastMarket)
"""
sleep(self.wait)
def _markets_buffer_amounts_splitting(self):
tc, mc = "tradedCurrency", "mainCurrency"
sym, rta = "symbol", "tradablePortion"
tmpDict0 = {}
for m in self.marketsBuffer:
tmpDict0[m[tc][sym]] = 0
tmpDict0[m[mc][sym]] = 0
tmpDict1 = tmpDict0.copy()
for m in self.marketsBuffer:
if m[tc][rta] == 0:
tmpDict0[m[tc][sym]] += 1
else:
tmpDict1[m[tc][sym]] += m[tc][rta]
if m[mc][rta] == 0:
tmpDict0[m[mc][sym]] += 1
else:
tmpDict1[m[mc][sym]] += m[mc][rta]
for tm in tmpDict0:
try:
tmpDict1[tm] = int(
(1 - tmpDict1[tm]) / tmpDict0[tm] * 1000) / 1000
except ZeroDivisionError:
pass
for tm in tmpDict1:
if tmpDict1[tm] < 0:
err = "The sum of the of all the tradablePortions related to a symbol of an active "\
"market must not be greater than 1."
log.event_log_append('Session crashed.\n', log.tab, err)
raise ValueError(err)
#print(tmpDict1)
#print(tmpDict1[marketsBuffer[0][tc][sym]])
for i in range(0, len(self.marketsBuffer)):
if self.marketsBuffer[i][tc][rta] == 0:
self.marketsBuffer[i][tc][rta] = tmpDict1[self.marketsBuffer[i]
[tc][sym]]
if self.marketsBuffer[i][mc][rta] == 0:
self.marketsBuffer[i][mc][rta] = tmpDict1[self.marketsBuffer[i]
[mc][sym]]
#print(marketsBuffer)
log.event_log_append(
"After splitting the tradablePortion, marketBuffer is:\n", log.tab,
self.marketsBuffer)
def __init__(self,
client_name,
market_data,
run=True,
allow_order_placing=True,
password='',
*args):
self.clientName = client_name
self.run = run
self.allow_order_placing = allow_order_placing
logMessage = f'\n\nStatus called with "{self.clientName}" credentials and run = {run}'
log.event_log_append(logMessage)
log.raw_log_append(logMessage)
#self.rawLogHeader = ['status full ID', 'status partial ID']
if self.run:
self.statusID = ID("status")
self.market = market_data()
"""
self.marketData = market_data
self.tradedCurrency = market_data["tradedCurrency"]["symbol"]
self.mainCurrency = market_data["mainCurrency"]["symbol"]
self.marketSymbol = self.tradedCurrency + self.mainCurrency
self.marketSymbolDict = {'symbol': self.marketSymbol}
"""
self.localTimestamp = int(time())
self.localDateTime = datetime.fromtimestamp(self.localTimestamp)
logMessage = f'{self.localDateTime}\tstatus started with status ID: {self.statusID.partialID}.\n{self.market.symbolString}\t{self.statusID.fullID}'
log.event_log_append(logMessage)
log.raw_log_append(logMessage)
self.wait = DEFAULT_WAIT
with open(paths.clientConfig, 'r') as f:
client_data = json.load(f)
client_data = client_data['clientNames'][self.clientName]
if client_data["api_key"]["isEncrypted"]:
api_key = customEncrypter.decrypt(
client_data["api_key"]["value"], password)
else:
api_key = client_data["api_key"]["value"]
if client_data["api_key"]["isEncrypted"]:
api_secret = customEncrypter.decrypt(
client_data["api_secret"]["value"], password)
else:
api_secret = client_data["api_secret"]["value"]
self.client = Client(api_key, api_secret)
logMessage = f'{self.localDateTime}\t-\t{self.localTimestamp}\t-\tapi keys successfully fetched.'
log.event_log_append(logMessage)
log.raw_log_append(logMessage)
self.serverTime = int(
int(self.getServerTime()["serverTime"]) / 1000)
sleep(self.wait)
logMessage = f'ServerTime:\t{self.serverTime}'
log.event_log_append(logMessage)
log.raw_log_append(logMessage)
if self.market.needsRestart == True:
self.openOrders = self.cancelAllOpenOrders()
self.market.needsRestart = False
log.event_log_append(
"NEEDS_RESTART WAS TRUE BUT THE CODE ISN'T READY FOR THAT!!!!"
)
# check the whole code and remember to update marketsBuffer.. it probably doesn't work now.
# print log stuff
# restore log config file
return
self.openOrders = []
self.get_open_orders(fromServer=True)
sleep(self.wait)
self.lastFilledOrder = self.getLastFilledOrder()
sleep(self.wait)
self.accountInfo = self.client.get_account()
self.freeBalances = self.getFreeBalances()
self.totalBalances = self.getTotalBalances()
sleep(self.wait)
self.market_info = self.client.get_symbol_info(
self.market.symbolString)
sleep(self.wait)
logMessage = f'MarketData:\t{self.market.marketData}\nFree Balances:\t{self.freeBalances}\nTotalBalances:\t{self.totalBalances}'
log.raw_log_append(logMessage)
self.simplifiedStatus = self.getSimplifiedStatus()
log.raw_log_append("Simplified Status:\n",
self.getPrintableSimplifiedStatus())
botOneProcessor = BotOneAlgo(self.simplifiedStatus,
self.market_info)
self.tasksList = botOneProcessor.get_tasks()
log.raw_log_append("New Orders:")
print(f'TasksList: {self.tasksList}')
for task in self.tasksList:
if self.allow_order_placing:
try:
if task["taskType"] == "createOrder":
self.client.create_order(**self.market.symbolD,
type='limit',
timeInForce='GTC',
side=task["side"],
quantity=task["quantity"],
price=task["price"])
log.new_orders_log_csv_append(
self.get_list_of_new_orders_log_csv_variables(
task))
log.raw_log_append(
f'\tprice:\t{task["price"]}\tquantity:\t{task["quantity"]}'
)
except Exception as err:
log.raw_log_append(
f'Task not found or incorrectly formatted. Skipping this step...\n\t{err.__repr__()}'
)
sleep(self.wait)
log.raw_log_append(f'Total Balance in Main Currency:\t\t',
self.getTotalEquivalentBalanceInMainCurrency())
sleep(self.wait)
def __init__(self, clientName, password='', run=True, **jsonConfigKeysToOverride):
self.clientName = clientName
self.password = password
self.isrunning = run
self.localTimestamp = time()
self.localDateTime = datetime.fromtimestamp(self.localTimestamp)
logMessage = f'\n\n{self.localDateTime}\nSession created with "{self.clientName}" credentials and run = {run}'
log.event_log_append(logMessage)
log.raw_log_append(logMessage)
"""
with open(paths.clientConfig, 'r') as f:
jsonClientConfig = json.load(f)
self.clientData = jsonClientConfig[client_name]
"""
with open(paths.sessionConfig, 'r') as f:
jsonSessionConfig = json.load(f)
for key in jsonConfigKeysToOverride:
jsonSessionConfig[key] = jsonConfigKeysToOverride[key]
self.marketsBuffer = jsonSessionConfig["sessionData"]["marketsBuffer"]
markets_buffer_format_check(self.marketsBuffer)
self.marketsBuffer = remove_inactive_markets_from_buffer(self.marketsBuffer)
self.marketsBuffer = marketsBufferAmountsSplitting(self.marketsBuffer)
# RESTRICTIONS TO BE IMPLEMENTE IN STATUS, NOT HERE!!!!!!
# statuses = [] # [ID, runningOrClosed, crashingInfo, *args]
wait = DEFAULT_WAIT
if self.isrunning:
self.sessionID = ID("session")
logMessage = f'Session has started with session ID: {self.sessionID.partialID}.\n'
log.event_log_append(logMessage)
log.raw_log_append(logMessage)
while self.isrunning:
log.event_log_append('\nCurrent marketsBuffer = ', self.marketsBuffer)
try:
newStatus = Status(self.clientName, self.password, self.marketsBuffer[0])
wait = DEFAULT_WAIT
except IDOverflowError:
self.statusIDReset = ID("status", getNew=False, reset=True)
self.isrunning = False
logMessage = f'\nSession terminated for statusID overflow.\n'
log.event_log_append(logMessage)
log.raw_log_append(logMessage)
break
except Exception as err:
if wait < MAX_WAIT:
wait *= WAIT_MULTIPLIER_0
logMessage = f'\nStatus crashed with error:\n {err.__repr__()}\n'
log.event_log_append(logMessage)
log.raw_log_append(logMessage)
log.error_log_append(err.__repr__(), self.sessionID.partialID, ID("status", getNew=False, reset=False).partialID)
#if newStatus.getMarketData() is different from marketData, update sessionConfig.json
try: self.lastMarket = newStatus.getMarketData()
except: self.lastMarket = self.marketsBuffer[0]
if len(self.marketsBuffer) > 1:
self.marketsBuffer = self.marketsBuffer[1:]
self.marketsBuffer.append(self.lastMarket)
sleep(wait)
print(
'\nPlease type your password if your data is encrypted, otherwise press Enter'
)
password = input(">")
if command == startStr:
wait = WAIT_TIME
#sleep(wait)
print("\nBotOne-v0.1-alpha is running for the very first time.\n")
sleep(wait)
print("GOOD LUCK!\n")
#sleep(wait)
print("Ch'a Maronn t'accumpagn\n\n")
#sleep(wait)
#startStrstart
log.event_log_append("An instance of ", "BotOne-v0.1-alpha ",
"has been launched.")
while command.lower() == startStr.lower():
newSession = Session("clientOne", password)
print('\nBye!\n')
sleep(BYE_TIME)
## keys0 API keys - remind to restrict the IPs after the bot is running
#myApiKey = 'vdBlDHNvNdjDyGq2OVOpAasIaw9KCuX64Tkyd8UMPBAKZt9iy0CI4NJsSo0Cugpd'
#mySecretKey = 'OQUD762C24JvzHzFqeWozndcWz4ykfkbQ6ViP8SAenpIRWejWN0zaXOX0y8iU4bc'
#client = Client(myApiKey, mySecretKey)
#session0 = client._init_session()