def test_coinbasepro_market_buy_insufficient_funds():
with open('config-coinbasepro.json') as config_file:
config = json.load(config_file)
account = TradingAccount(config)
resp = account.buy('BTC', 'GBP', 20000)
assert str(resp) == 'None'
def test_orders_columns():
account = TradingAccount()
account.buy('BTC', 'GBP', 1000, 30000)
actual = account.getOrders().columns.to_list()
expected = ['market', 'action', 'type', 'size', 'value', 'status', 'price']
assert len(actual) == len(expected)
assert all([a == b for a, b in zip(actual, expected)])
def test_dummy_balances():
account = TradingAccount()
actual = account.getBalance().columns.to_list()
if len(actual) == 0:
pytest.skip('No balances to perform test')
assert type(actual) is list
expected = ['currency', 'balance', 'hold', 'available']
assert len(actual) == len(expected)
assert all([a == b for a, b in zip(actual, expected)])
assert account.getExchange() == 'coinbasepro'
assert account.getMode() == 'test'
def test_binance_market_balance():
try:
with open('config-binance.json') as config_file:
config = json.load(config_file)
account = TradingAccount(config)
actual = account.getBalance('BTC')
assert type(actual) is float
assert account.getExchange() == 'binance'
assert account.getMode() == 'live'
except IOError:
pytest.skip('config-binance.json does not exist to perform test')
def test_coinbasepro_instantiates_without_error():
config = {
"api_url": "https://api.pro.coinbase.com",
"api_key": "00000000000000000000000000000000",
"api_secret":
"0000/0000000000/0000000000000000000000000000000000000000000000000000000000/00000000000==",
"api_pass": "******"
}
account = TradingAccount(config)
assert type(account) is TradingAccount
assert account.getExchange() == 'coinbasepro'
assert account.getMode() == 'live'
def test_binance_market_buy_insufficient_funds():
try:
with open('config-binance.json') as config_file:
config = json.load(config_file)
account = TradingAccount(config)
with pytest.raises(Exception) as execinfo:
account.buy('DOGE', 'BTC', 1000000, 0.000025)
assert str(
execinfo.value
) == 'APIError(code=-2010): Account has insufficient balance for requested action.'
except IOError:
pytest.skip('config-binance.json does not exist to perform test')
def test_binance_not_load():
config = {
"api_url":
"https://api.binance.com",
"api_key":
"0000000000000000000000000000000000000000000000000000000000000000",
"api_secret":
"0000000000000000000000000000000000000000000000000000000000000000"
}
account = TradingAccount(config)
assert type(account) is TradingAccount
assert account.getExchange() == 'coinbasepro'
assert account.getMode() == 'test'
def test_binance_instantiates_without_error():
config = {
"exchange":
"binance",
"api_url":
"https://api.binance.com",
"api_key":
"0000000000000000000000000000000000000000000000000000000000000000",
"api_secret":
"0000000000000000000000000000000000000000000000000000000000000000"
}
account = TradingAccount(config)
assert type(account) is TradingAccount
assert account.getExchange() == 'binance'
assert account.getMode() == 'live'
def test_coinbasepro_api_secret_error():
config = {
"api_url": "https://api.pro.coinbase.com",
"api_key": "00000000000000000000000000000000",
"api_secret": "error",
"api_pass": "******"
}
with pytest.raises(TypeError) as execinfo:
TradingAccount(config)
assert str(execinfo.value) == 'Coinbase Pro API secret is invalid'
def test_binance_balances():
try:
with open('config-binance.json') as config_file:
config = json.load(config_file)
account = TradingAccount(config)
assert type(account) is TradingAccount
assert account.getExchange() == 'binance'
assert account.getMode() == 'live'
actual = account.getBalance().columns.to_list()
if len(actual) == 0:
pytest.skip('No orders to perform test')
assert type(actual) is list
expected = ['currency', 'balance', 'hold', 'available']
assert len(actual) == len(expected)
assert all([a == b for a, b in zip(actual, expected)])
except IOError:
pytest.skip('config-binance.json does not exist to perform test')
def test_coinbasepro_api_url_error():
config = {
"api_url": "error",
"api_key": "00000000000000000000000000000000",
"api_secret":
"0000/0000000000/0000000000000000000000000000000000000000000000000000000000/00000000000==",
"api_pass": "******"
}
with pytest.raises(ValueError) as execinfo:
TradingAccount(config)
assert str(execinfo.value) == 'Coinbase Pro API URL is invalid'
def test_binance_api_secret_error():
config = {
"exchange": "binance",
"api_url": "https://api.binance.com",
"api_key":
"0000000000000000000000000000000000000000000000000000000000000000",
"api_secret": "error"
}
with pytest.raises(TypeError) as execinfo:
TradingAccount(config)
assert str(execinfo.value) == 'Binance API secret is invalid'
def test_coinbasepro_all_orders():
try:
with open('config-coinbasepro.json') as config_file:
config = json.load(config_file)
account = TradingAccount(config)
assert type(account) is TradingAccount
assert account.getExchange() == 'coinbasepro'
assert account.getMode() == 'live'
actual = account.getOrders().columns.to_list()
if len(actual) == 0:
pytest.skip('No orders to perform test')
expected = [
'created_at', 'market', 'action', 'type', 'size', 'value',
'status', 'price'
]
assert len(actual) == len(expected)
assert all([a == b for a, b in zip(actual, expected)])
except IOError:
pytest.skip('config-coinbasepro.json does not exist to perform test')
def test_binance_api_url_error():
config = {
"exchange":
"binance",
"api_url":
"error",
"api_key":
"0000000000000000000000000000000000000000000000000000000000000000",
"api_secret":
"0000000000000000000000000000000000000000000000000000000000000000"
}
with pytest.raises(ValueError) as execinfo:
TradingAccount(config)
assert str(execinfo.value) == 'Binance API URL is invalid'
def test_dummy_orders():
account = TradingAccount()
account.buy('BTC', 'GBP', 1000, 30000)
actual = account.getOrders().columns.to_list()
if len(actual) == 0:
pytest.skip('No orders to perform test')
expected = [
'created_at', 'market', 'action', 'type', 'size', 'value', 'status',
'price'
]
assert len(actual) == len(expected)
assert all([a == b for a, b in zip(actual, expected)])
assert account.getExchange() == 'coinbasepro'
assert account.getMode() == 'test'
from models.PyCryptoBot import PyCryptoBot
from models.TradingAccount import TradingAccount
# Coinbase Pro orders
app = PyCryptoBot(exchange='coinbasepro')
app.setLive(1)
account = TradingAccount(app)
#orders = account.getOrders()
orders = account.getOrders(app.getMarket(), '', 'done')
print(orders)
# Binance Live orders
app = PyCryptoBot(exchange='binance')
app.setLive(1)
account = TradingAccount(app)
#orders = account.getOrders('DOGEBTC')
orders = account.getOrders('DOGEBTC', '', 'done')
print(orders)
def test_orders_returns_dict():
account = TradingAccount()
assert type(account.getOrders()) is pd.DataFrame
def test_unspecified_balance_returns_dict():
account = TradingAccount()
assert type(account.getBalance()) is pd.DataFrame
def test_successful_buy_and_sell():
account = TradingAccount()
account.buy('BTC', 'GBP', 1000, 30000)
account.sell('BTC', 'GBP', 0.0331, 35000)
assert type(account.getBalance('GBP')) is float
assert account.getBalance('GBP') == 1152.7
def test_sell_insufficient_funds():
account = TradingAccount()
account.buy('BTC', 'GBP', 1000, 30000)
with pytest.raises(Exception) as execinfo:
account.sell('BTC', 'GBP', 1, 35000)
assert str(execinfo.value) == 'Insufficient funds.'
def test_buy_sufficient_funds():
account = TradingAccount()
account.buy('BTC', 'GBP', 1000, 30000)
assert type(account.getBalance('GBP')) is float
assert account.getBalance('GBP') == 0
buy_count = 0
sell_count = 0
buy_sum = 0
sell_sum = 0
failsafe = False
config = {}
account = None
# if live trading is enabled
if is_live == 1:
# open the config.json file
with open('config.json') as config_file:
# store the configuration in dictionary
config = json.load(config_file)
# connect your Coinbase Pro live account
account = TradingAccount(config)
# if the bot is restarted between a buy and sell it will sell first
if (market.startswith('BTC-')
and account.getBalance(cryptoMarket) > 0.001):
last_action = 'BUY'
elif (market.startswith('BCH-')
and account.getBalance(cryptoMarket) > 0.01):
last_action = 'BUY'
elif (market.startswith('ETH-')
and account.getBalance(cryptoMarket) > 0.01):
last_action = 'BUY'
elif (market.startswith('LTC-')
and account.getBalance(cryptoMarket) > 0.1):
last_action = 'BUY'
elif (market.startswith('XLM-') and account.getBalance(cryptoMarket) > 35):
from models.TradingAccount import TradingAccount
from views.TradingGraphs import TradingGraphs
"""Parameters for the test, get from experiments/experimnets.csv"""
market = 'BTC-GBP'
cryptoMarket, fiatMarket = market.split('-', 2)
granularity = 3600
#startDate = ''
startDate = '2020-11-20T23:12:07.720258'
#endDate = ''
endDate = '2020-12-03T11:12:07.720258'
openingBalance = 1000
amountPerTrade = 100
# instantiate a non-live trade account
account = TradingAccount()
# instantiate a CoinbassePro object with desired criteria
coinbasepro = CoinbasePro(market, granularity, startDate, endDate)
# adds buy and sell signals to Pandas DataFrame
coinbasepro.addEMABuySignals()
coinbasepro.addMACDBuySignals()
# stores the Pandas Dataframe in df
df = coinbasepro.getDataFrame()
# defines the buy and sell signals and consolidates into df_signals
buysignals = ((df.ema12gtema26co == True) & (df.macdgtsignal == True) &
(df.obv_pc > 0.1)) | ((df.ema12gtema26 == True) &
(df.macdgtsignal == True) &
from datetime import datetime, timedelta
from models.PyCryptoBot import PyCryptoBot, truncate as _truncate
from models.AppState import AppState
from models.Trading import TechnicalAnalysis
from models.TradingAccount import TradingAccount
from models.Stats import Stats
from models.helper.MarginHelper import calculate_margin
from views.TradingGraphs import TradingGraphs
from models.Strategy import Strategy
from models.helper.LogHelper import Logger
# minimal traceback
sys.tracebacklimit = 1
app = PyCryptoBot()
account = TradingAccount(app)
Stats(app, account).show()
technical_analysis = None
state = AppState(app, account)
state.initLastAction()
s = sched.scheduler(time.time, time.sleep)
def executeJob(sc=None,
app: PyCryptoBot = None,
state: AppState = None,
trading_data=pd.DataFrame()):
"""Trading bot job which runs at a scheduled interval"""
global technical_analysis
import json
from models.TradingAccount import TradingAccount
with open('config.json') as config_file:
config = json.load(config_file)
account = TradingAccount(config)
print(account.getBalance())
print(account.getBalance('BTC'))
#print (account.getOrders('BTC-GBP', '', 'done'))
buy_state = ''
eri_text = ''
last_buy = 0
iterations = 0
buy_count = 0
sell_count = 0
buy_sum = 0
sell_sum = 0
fib_high = 0
fib_low = 0
config = {}
account = None
# if live trading is enabled
if app.isLive() == 1:
account = TradingAccount(app)
if account.getBalance(app.getBaseCurrency()) < account.getBalance(app.getQuoteCurrency()):
last_action = 'SELL'
elif account.getBalance(app.getBaseCurrency()) > account.getBalance(app.getQuoteCurrency()):
last_action = 'BUY'
if app.getExchange() == 'binance':
if last_action == 'SELL'and account.getBalance(app.getQuoteCurrency()) < 0.001:
raise Exception('Insufficient available funds to place sell order: ' + str(account.getBalance(app.getQuoteCurrency())) + ' < 0.1 ' + app.getQuoteCurrency() + "\nNote: A manual limit order places a hold on available funds.")
elif last_action == 'BUY'and account.getBalance(app.getBaseCurrency()) < 0.001:
raise Exception('Insufficient available funds to place buy order: ' + str(account.getBalance(app.getBaseCurrency())) + ' < 0.1 ' + app.getBaseCurrency() + "\nNote: A manual limit order places a hold on available funds.")
elif app.getExchange() == 'coinbasepro':
if last_action == 'SELL'and account.getBalance(app.getQuoteCurrency()) < 50:
raise Exception('Insufficient available funds to place buy order: ' + str(account.getBalance(app.getQuoteCurrency())) + ' < 50 ' + app.getQuoteCurrency() + "\nNote: A manual limit order places a hold on available funds.")
"""Trading Account object model examples"""
import json
from models.TradingAccount import TradingAccount
with open('config.json') as config_file:
config = json.load(config_file)
# live trading account - your account data!
'''
account = TradingAccount(config)
print (account.getBalance('GBP'))
print (account.getOrders('BTC-GBP'))
'''
# test trading account - dummy data
account = TradingAccount()
print(account.getBalance('GBP'))
print(account.getBalance('BTC'))
account = TradingAccount()
account.buy('BTC', 'GBP', 250, 30000)
print(account.getBalance())
account.sell('BTC', 'GBP', 0.0082, 35000)
print(account.getBalance())
account.buy('ETH', 'GBP', 250, 30000)
print(account.getBalance())
account.sell('ETH', 'GBP', 0.0082, 35000)
print(account.getOrders())
print(account.getOrders('BTC-GBP'))
print(account.getOrders('ETH-GBP'))
def test_orders_filtering():
account = TradingAccount()
account.buy('BTC', 'GBP', 250, 30000)
assert len(account.getOrders()) == 1
account.sell('BTC', 'GBP', 0.0082, 35000)
assert len(account.getOrders()) == 2
account.buy('ETH', 'GBP', 250, 30000)
assert len(account.getOrders()) == 3
account.sell('ETH', 'GBP', 0.0082, 35000)
assert len(account.getOrders()) == 4
assert len(account.getOrders('BTC-GBP')) == 2
def test_default_initial_balance():
account = TradingAccount()
assert type(account.getBalance('GBP')) is float
assert account.getBalance('GBP') == 1000
buy_state = ''
eri_text = ''
last_buy = 0
iterations = 0
buy_count = 0
sell_count = 0
buy_sum = 0
sell_sum = 0
fib_high = 0
fib_low = 0
config = {}
account = None
# if live trading is enabled
if app.isLive() == 1:
account = TradingAccount(app)
if account.getBalance(app.getBaseCurrency()) < account.getBalance(
app.getQuoteCurrency()):
last_action = 'SELL'
elif account.getBalance(app.getBaseCurrency()) > account.getBalance(
app.getQuoteCurrency()):
last_action = 'BUY'
if app.getExchange() == 'binance':
if last_action == 'SELL' and account.getBalance(
app.getQuoteCurrency()) < 0.001:
raise Exception(
'Insufficient available funds to place sell order: ' +
str(account.getBalance(app.getQuoteCurrency())) + ' < 0.1 ' +
app.getQuoteCurrency() +
