def configure_poloniex():
api_key = config.API_KEY
api_secret = config.API_SECRET
polo = Poloniex(api_key, api_secret)
_timing = time.time()
def _arc(f):
def decorator(*args, **kwargs):
logging.info(('request', f.__name__, str(args), str(kwargs)))
while time.time() - _timing < 0.5:
time.sleep(0.01)
return f(*args, **kwargs)
return decorator
polo.buy = _arc(polo.buy)
polo.sell = _arc(polo.sell)
polo.returnCompleteBalances = _arc(polo.returnCompleteBalances)
polo.returnOpenOrders = _arc(polo.returnOpenOrders)
polo.cancelOrder = _arc(polo.cancelOrder)
polo.moveOrder = _arc(polo.moveOrder)
polo.returnTradeHistory = _arc(polo.returnTradeHistory)
return polo
class Polo(Base):
"""
Poloniex interface
"""
arg_parser = configargparse.get_argument_parser()
arg_parser.add('--polo_api_key', help='polo_api_key')
arg_parser.add("--polo_secret", help='polo_secret')
arg_parser.add("--polo_txn_fee", help='Poloniex txn. fee')
arg_parser.add("--polo_buy_order", help='Poloniex buy order type')
arg_parser.add("--polo_sell_order", help='Poloniex sell order type')
valid_candle_intervals = [300, 900, 1800, 7200, 14400, 86400]
def __init__(self):
args = self.arg_parser.parse_known_args()[0]
super(Polo, self).__init__()
api_key = args.polo_api_key
secret = args.polo_secret
self.transaction_fee = float(args.polo_txn_fee)
self.polo = Poloniex(api_key, secret)
self.buy_order_type = args.polo_buy_order
self.sell_order_type = args.polo_sell_order
self.verbosity = args.verbosity
self.pair_delimiter = '_'
self.tickers_cache_refresh_interval = 50 # If the ticker request is within the interval, get data from cache
self.last_tickers_fetch_epoch = 0 #
self.last_tickers_cache = None # Cache for storing immediate tickers
def get_balances(self):
"""
Return available account balances (function returns ONLY currencies > 0)
"""
try:
balances = self.polo.returnBalances()
only_non_zeros = {
k: float(v)
for k, v in balances.items() if float(v) > 0.0
}
except PoloniexError as e:
print(
colored('!!! Got exception (polo.get_balances): ' + str(e),
'red'))
only_non_zeros = dict()
return only_non_zeros
def get_symbol_ticker(self, symbol, candle_size=5):
"""
Returns real-time ticker Data-Frame for given symbol/pair
Info: Currently Poloniex returns tickers for ALL pairs. To speed the queries and avoid
unnecessary API calls, this method implements temporary cache
"""
epoch_now = int(time.time())
if epoch_now < (self.last_tickers_fetch_epoch +
self.tickers_cache_refresh_interval):
# If the ticker request is within cache_fetch_interval, try to get data from cache
pair_ticker = self.last_tickers_cache[symbol].copy()
else:
# If cache is too old fetch data from Poloniex API
try:
ticker = self.polo.returnTicker()
pair_ticker = ticker[symbol]
self.last_tickers_fetch_epoch = int(time.time())
self.last_tickers_cache = ticker.copy()
except (PoloniexError | JSONDecodeError) as e:
print(
colored(
'!!! Got exception in get_symbol_ticker. Details: ' +
str(e), 'red'))
pair_ticker = self.last_tickers_cache[symbol].copy()
pair_ticker = dict.fromkeys(pair_ticker, None)
df = pd.DataFrame.from_dict(pair_ticker, orient="index")
df = df.T
# We will use 'last' price as closing one
df = df.rename(columns={'last': 'close', 'baseVolume': 'volume'})
df['close'] = df['close'].astype(float)
df['volume'] = df['volume'].astype(float)
df['pair'] = symbol
df['date'] = int(datetime.datetime.utcnow().timestamp())
return df
def return_ticker(self):
"""
Returns ticker for all currencies
"""
return self.polo.returnTicker()
def cancel_order(self, order_number):
"""
Cancels order for given order number
"""
return self.polo.cancelOrder(order_number)
def return_open_orders(self, currency_pair='all'):
"""
Returns your open orders
"""
return self.polo.returnOpenOrders(currency_pair)
def get_pairs(self):
"""
Returns ticker pairs for all currencies
"""
ticker = self.polo.returnTicker()
return list(ticker)
def get_candles_df(self,
currency_pair,
epoch_start,
epoch_end,
period=False):
"""
Returns candlestick chart data in pandas dataframe
"""
try:
data = self.get_candles(currency_pair, epoch_start, epoch_end,
period)
df = pd.DataFrame(data)
df = df.tail(1)
df['close'] = df['close'].astype(float)
df['volume'] = df['volume'].astype(float)
df['pair'] = currency_pair
return df
except (PoloniexError, JSONDecodeError) as e:
print()
print(
colored(
'!!! Got exception while retrieving polo data:' + str(e) +
', pair: ' + currency_pair, 'red'))
return pd.DataFrame()
def get_candles(self,
currency_pair,
epoch_start,
epoch_end,
interval_in_sec=False):
"""
Returns candlestick chart data
"""
candle_interval = self.get_valid_candle_interval(interval_in_sec)
data = []
try:
data = self.polo.returnChartData(currency_pair, candle_interval,
epoch_start, epoch_end)
except (PoloniexError, JSONDecodeError) as e:
print()
print(
colored(
'!!! Got exception while retrieving polo data:' + str(e) +
', pair: ' + currency_pair, 'red'))
return data
def get_valid_candle_interval(self, period_in_sec):
"""
Returns closest value from valid candle intervals
"""
if not period_in_sec:
return period_in_sec
if period_in_sec in self.valid_candle_intervals:
return period_in_sec
# Find the closest valid interval
return min(self.valid_candle_intervals,
key=lambda x: abs(x - period_in_sec))
def trade(self, actions, wallet, trade_mode):
if trade_mode == TradeMode.backtest:
return Base.trade(actions, wallet, trade_mode)
else:
actions = self.life_trade(actions)
return actions
def life_trade(self, actions):
"""
Places orders and returns order number
!!! For now we are NOT handling postOnly type of orders !!!
"""
for action in actions:
if action.action == TradeState.none:
actions.remove(action)
continue
# Handle buy_sell mode
wallet = self.get_balances()
if action.buy_sell_mode == BuySellMode.all:
action.amount = self.get_buy_sell_all_amount(wallet, action)
elif action.buy_sell_mode == BuySellMode.fixed:
action.amount = self.get_fixed_trade_amount(wallet, action)
if self.verbosity:
print(
'Processing live-action: ' + str(action.action) +
', amount:',
str(action.amount) + ', pair:', action.pair + ', rate:',
str(action.rate) + ', buy_sell_mode:',
action.buy_sell_mode)
# If we don't have enough assets, just skip/remove the action
if action.amount == 0.0:
print(
colored(
'No assets to buy/sell, ...skipping: ' +
str(action.amount) + ' ' + action.pair, 'green'))
actions.remove(action)
continue
# ** Buy Action **
if action.action == TradeState.buy:
try:
print(
colored(
'Setting buy order: ' + str(action.amount) + '' +
action.pair, 'green'))
action.order_number = self.polo.buy(
action.pair, action.rate, action.amount,
self.buy_order_type)
except PoloniexError as e:
print(
colored(
'Got exception: ' + str(e) + ' Txn: buy-' +
action.pair, 'red'))
continue
amount_unfilled = action.order_number.get('amountUnfilled')
if float(amount_unfilled) == 0.0:
actions.remove(action)
print(
colored(
'Bought: ' + str(action.amount) + '' + action.pair,
'green'))
else:
action.amount = amount_unfilled
print(
colored(
'Not filled 100% buy txn. Unfilled amount: ' +
str(amount_unfilled) + '' + action.pair, 'red'))
# ** Sell Action **
elif action.action == TradeState.sell:
try:
print(
colored(
'Setting sell order: ' + str(action.amount) + '' +
action.pair, 'yellow'))
action.order_number = self.polo.sell(
action.pair, action.rate, action.amount,
self.buy_order_type)
except PoloniexError as e:
print(
colored(
'Got exception: ' + str(e) + ' Txn: sell-' +
action.pair, 'red'))
continue
amount_unfilled = action.order_number.get('amountUnfilled')
if float(amount_unfilled) == 0.0:
actions.remove(action)
print(
colored(
'Sold: ' + str(action.amount) + '' + action.pair,
'yellow'))
else:
action.amount = amount_unfilled
print(
colored(
'Not filled 100% sell txn. Unfilled amount: ' +
str(amount_unfilled) + '' + action.pair, 'red'))
return actions
print("# Market =", pair , "#") # Show name of Market
if __name__ == '__main__': # Start the main BUY/SELL script
print_budget();
PoloniexCoins = ["ARDR","ATOM","BAT","BCHABC","BCHSV","BCN","BNT","BTS","CVC","DASH","DCR","DGB","DOGE","EOS","ETC","ETH","FCT","FOAM","GAS","GNT","GRIN","KNC","LOOM","LPT","LSK","LTC","MANA","MAID","NMR","NXT","OMG","OMNI","POLY","QTUM","REP","SC","SNT","STORJ","STR","STRAT","VIA","VTC","XEM","XMR","XPM","XRP","ZEC","ZRX"]
counter = 0 # Where to start in list (0=AMP, 1=ARDR, 2=BAT...)
max_index = len(PoloniexCoins) - 1 # Length PoloniexCoins List - 1 List start at 0 not 1
print("Total amount of Altcoins on Poloniex BTC Market = " , max_index)
while counter <= max_index: # while = loop through PoloniexCoins List until max_index
AltCoin = PoloniexCoins[counter] # Every loop change variable AltCoin to counter (0=AMP, 1=ARDR, 2=BAT...)
pair = "BTC_" + AltCoin # Market: BTC_ + AltCoin to create coinpairs (BTC_AMP , BTC_ARDR, BTC_BAT...)
print_pair();
while True: #0 First check if the coinpair already has a Open Order & Cancel it
try:
returnOpenOrders = polo.returnOpenOrders()[pair] # Collect the open orders of the coinpair
if returnOpenOrders != []: # if the openorders are not empty Cancel the Order
returnOrderNumber = polo.returnOpenOrders()[pair][0]['orderNumber'] # Collect last orderNumber
returnOrderAmount = polo.returnOpenOrders()[pair][0]['amount'] # Collect OrderAmount
print("Open Order: ", returnOrderNumber, "Total Amount in BTC: " , returnOrderAmount ) # OpenOrder Info
cancelOrder = polo.cancelOrder(returnOrderNumber)# cancel order with latest orderNumber
print("---!CANCEL Complete!---") # Reloop the OpenOrder Check
else: # if the openorders are not empty
#print("---!No OpenOrders!---")
break
except: # Print an Exeption (error) if script can't collect Orders
backoff("Can not get the OpenOrder")
exit(1) # Exit the entire script
while True: #1 get the ticker of the coinpair (LowestAsk & HighestBid Price)
try:
class LiveTrader:
params = {
"initial_depth": 3,
"max_depth": 4,
"variance_threshold": 0.00013,
"band_threshold": 0.00013,
"iteration_level": 3,
"division_threshold": 0.00013,
"max_weight": 8.0,
"activation": "tanh"
}
# Config for CPPN.
config = neat.config.Config(neat.genome.DefaultGenome,
neat.reproduction.DefaultReproduction,
neat.species.DefaultSpeciesSet,
neat.stagnation.DefaultStagnation,
'config_trader')
def __init__(self, ticker_len, target_percent, hd, base_sym="BTC"):
self.base_sym = base_sym
self.load_polo_client()
self.hd = hd
self.target_percent = target_percent
self.ticker_len = ticker_len
self.end_ts = datetime.now() + timedelta(seconds=(ticker_len * 55))
self.hs = HistWorker()
self.refresh_data()
self.tickers = self.polo.returnTicker()
self.refresh_balances()
self.sellCoins()
self.set_target()
self.inputs = self.hs.hist_shaped.shape[0] * (
self.hs.hist_shaped[0].shape[1])
self.outputs = self.hs.hist_shaped.shape[0]
self.end_idx = len(self.hs.hist_shaped[0]) - 1
self.make_shapes()
self.load_net()
self.poloTrader()
def load_polo_client(self):
keys = self.get_keys()
self.polo = Poloniex(keys[0], keys[1])
def purge_polo_client(self):
self.polo = None
def load_net(self):
champ_file = open("./champ_data/latest_greatest.pkl", 'rb')
g = pickle.load(champ_file)
#file.close()
the_cppn = neat.nn.FeedForwardNetwork.create(g, self.config)
self.cppn = the_cppn
def refresh_data(self):
try:
self.hs.pull_polo_usd_live(21)
self.hs.combine_live_usd_frames()
except Exception as e:
print(e)
time.sleep(360)
self.refresh_data()
def refresh_balances(self):
try:
self.bal = self.polo.returnCompleteBalances()
except Exception as e:
print(e)
time.sleep(360)
self.refresh_balances()
def get_one_bar_input_2d(self):
master_active = []
try:
for x in range(0, self.hd):
active = []
#print(self.outputs)
for y in range(0, self.outputs):
sym_data = self.hs.hist_shaped[y][self.end_idx - x]
#print(len(sym_data))
active += sym_data.tolist()
master_active.append(active)
except:
print("error getting look back data")
self.refresh_data()
self.get_one_bar_input_2d()
#print(active)
return master_active
def closeOrders(self):
try:
orders = self.polo.returnOpenOrders()
except Exception as e:
print(e)
print('error getting open orers')
time.sleep(360)
self.closeOrders()
for o in orders:
if orders[o] != []:
try:
ordnum = orders[o][0]['orderNumber']
self.polo.cancelOrder(ordnum)
except Exception as e:
print(e)
print('error closing')
def sellCoins(self):
for b in self.tickers:
if (b.split("_")[0] == self.base_sym):
price = self.get_price(b)
price = price - (price * .005)
self.sell_coin(b, price)
def buy_coin(self, coin, price):
amt = self.target / price
if (self.bal[self.base_sym]["available"] > self.target):
try:
self.polo.buy(coin, price, amt)
print("buying: ", coin)
except Exception as e:
print("error buying ", coin)
print(e)
return
def sell_coin(self, coin, price):
if (self.base_sym != "BTC"):
amt = self.bal[coin.split("_")[1]]["available"]
else:
amt = self.bal[coin.split("_")[1]]["btcValue"]
if (amt * price > .0001):
try:
self.polo.sell(coin, price, amt)
print("selling this shit: ", coin)
except Exception as e:
print("error selling ", coin)
print(e)
return
def reset_tickers(self):
try:
self.tickers = self.polo.returnTicker()
self.bal = self.polo.returnCompleteBalances()
except Exception as e:
print(e)
time.sleep(360)
self.reset_tickers()
return
def get_keys(self):
with open("./godsplan.txt") as f:
content = f.readlines()
content[0] = content[0][:-1]
if (content[1][-1:] == "\n"):
content[1] = content[1][:-1]
return content
def make_shapes(self):
sign = 1
self.out_shapes = []
self.in_shapes = []
for ix in range(1, self.outputs + 1):
sign = sign * -1
self.out_shapes.append((0.0 - (sign * .005 * ix), 0.0, -1.0))
for ix2 in range(1, (self.inputs // self.outputs) + 1):
self.in_shapes.append(
(0.0 + (sign * .01 * ix2), 0.0 - (sign * .01 * ix2), 0.0))
self.subStrate = Substrate(self.in_shapes, self.out_shapes)
def get_price(self, coin):
return self.tickers[coin]['last']
def set_target(self):
total = 0
full_bal = self.polo.returnCompleteBalances()
for x in full_bal:
total += full_bal[x]["btcValue"]
if (self.base_sym != "BTC"):
total = total * self.get_price(self.base_sym + "_" +
"BTC") * self.target_percent
print(total)
self.target = total
def poloTrader(self):
self.refresh_balances()
end_prices = {}
active = self.get_one_bar_input_2d()
self.load_net()
network = ESNetwork(self.subStrate, self.cppn, self.params, self.hd)
net = network.create_phenotype_network_nd('paper_net.png')
net.reset()
sell_syms = []
buy_syms = []
buy_signals = []
sell_signals = []
self.closeOrders()
for n in range(1, self.hd):
net.activate(active[self.hd - n])
out = net.activate(active[0])
for x in range(len(out)):
sym = self.hs.coin_dict[x]
end_prices[sym] = self.get_price(self.base_sym + "_" + sym)
if (out[x] > .5):
buy_signals.append(out[x])
buy_syms.append(sym)
if (out[x] < -.5):
sell_signals.append(out[x])
sell_syms.append(sym)
#rng = iter(shuffle(rng))
sorted_buys = np.argsort(buy_signals)[::-1]
sorted_sells = np.argsort(sell_signals)
self.reset_tickers()
for x in sorted_sells:
sym = sell_syms[x]
p = self.get_price(self.base_sym + "_" + sym)
price = p - (p * .005)
self.sell_coin(self.base_sym + "_" + sym, price)
for x in sorted_buys:
sym = buy_syms[x]
self.target_percent = .1 + out[x] - .45
p = self.get_price(self.base_sym + "_" + sym)
price = p * 1.005
self.buy_coin(self.base_sym + "_" + sym, price)
if datetime.now() >= self.end_ts:
return
else:
self.purge_polo_client()
time.sleep(self.ticker_len)
self.load_polo_client()
self.refresh_data()
self.make_shapes()
#self.closeOrders()
self.poloTrader()
class LiveTrader:
params = {"initial_depth": 4,
"max_depth": 4,
"variance_threshold": 0.00013,
"band_threshold": 0.00013,
"iteration_level": 3,
"division_threshold": 0.00013,
"max_weight": 8.0,
"activation": "tanh"}
# Config for CPPN.
config = neat.config.Config(neat.genome.DefaultGenome, neat.reproduction.DefaultReproduction,
neat.species.DefaultSpeciesSet, neat.stagnation.DefaultStagnation,
'config_trader')
def __init__(self, ticker_len, target_percent, hd):
self.polo = Poloniex(key, secret)
self.hist_depth = hd
self.target_percent = target_percent
self.ticker_len = ticker_len
self.end_ts = datetime.now()+timedelta(seconds=(ticker_len*55))
self.hs = HistWorker()
self.refresh_data()
self.tickers = self.polo.returnTicker()
self.bal = self.polo.returnBalances()
self.sellCoins()
self.set_target()
self.inputs = self.hs.hist_shaped.shape[0]*(self.hs.hist_shaped[0].shape[1])
self.outputs = self.hs.hist_shaped.shape[0]
self.make_shapes()
self.leaf_names = []
self.db = tinydb.database("live_hist/memories.json")
for l in range(len(self.in_shapes[0])):
self.leaf_names.append('leaf_one_'+str(l))
self.leaf_names.append('leaf_two_'+str(l))
#self.load_net()
self.poloTrader()
def load_net(self):
#file = open("./champ_gens/thot-checkpoint-13",'rb')
g = neat.Checkpointer.restore_checkpoint("./champ_gens/thot-checkpoint-25")
best_fit = 0.0
for gx in g.population:
if g.population[gx].fitness != None:
if g.population[gx].fitness > best_fit:
bestg = g.population[gx]
g = bestg
#file.close()
[the_cppn] = create_cppn(g, self.config, self.leaf_names, ['cppn_out'])
self.cppn = the_cppn
def refresh_data(self):
self.hs.pull_polo_live(20)
self.hs.combine_live_frames(self.hist_depth)
def make_shapes(self):
self.in_shapes = []
self.out_shapes = []
sign = 1
for ix in range(1,self.outputs+1):
sign = sign *-1
self.out_shapes.append((0.0-(sign*.005*ix), -1.0, -1.0))
for ix2 in range(1,(self.inputs//self.outputs)+1):
self.in_shapes.append((0.0+(sign*.01*ix2), 0.0-(sign*.01*ix2), 1.0))
def get_one_bar_input_2d(self,end_idx=10):
master_active = []
for x in range(0, self.hist_depth):
active = []
#print(self.outputs)
for y in range(0, self.outputs):
sym_data = self.hs.hist_shaped[y][self.hist_depth-x]
#print(len(sym_data))
active += sym_data.tolist()
master_active.append(active)
#print(active)
return master_active
def closeOrders(self):
try:
orders = self.polo.returnOpenOrders()
except:
print('error getting open orers')
time.sleep(360)
self.closeOrder()
for o in orders:
if orders[o] != []:
try:
ordnum = orders[o][0]['orderNumber']
self.polo.cancelOrder(ordnum)
except:
print('error closing')
def sellCoins(self):
for b in self.tickers:
if(b[:3] == "BTC"):
price = self.get_price(b)
price = price - (price * .005)
self.sell_coin(b, price)
def buy_coin(self, coin, price):
amt = self.target / price
if(self.bal['BTC'] > self.target):
self.polo.buy(coin, price, amt, fillOrKill=1)
print("buying: ", coin)
return
def sell_coin(self, coin, price):
amt = self.bal[coin[4:]]
if (amt*price > .0001):
try:
self.polo.sell(coin, price, amt,fillOrKill=1)
print("selling this shit: ", coin)
except:
print('error selling', coin)
return
def reset_tickers(self):
try:
self.tickers = self.polo.returnTicker()
self.bal = self.polo.returnBalances()
except:
time.sleep(360)
self.reset_tickers()
return
def get_price(self, coin):
return self.tickers[coin]['last']
def set_target(self):
total = 0
full_bal = self.polo.returnCompleteBalances()
for x in full_bal:
total += full_bal[x]["btcValue"]
self.target = total*self.target_percent
def poloTrader(self):
end_prices = {}
active = self.get_one_bar_input_2d()
self.load_net()
sub = Substrate(self.in_shapes, self.out_shapes)
network = ESNetwork(sub, self.cppn, self.params)
net = network.create_phenotype_network_nd('paper_net.png')
net.reset()
for n in range(1, self.hist_depth+1):
out = net.activate(active[self.hist_depth-n])
#print(len(out))
rng = len(out)
#rng = iter(shuffle(rng))
self.reset_tickers()
for x in np.random.permutation(rng):
sym = self.hs.coin_dict[x]
#print(out[x])
try:
if(out[x] < -.5):
print("selling: ", sym)
p = self.get_price('BTC_'+sym)
price = p -(p*.01)
self.sell_coin('BTC_'+sym, price)
elif(out[x] > .5):
print("buying: ", sym)
self.target_percent = .1 + out[x] - .45
p = self.get_price('BTC_'+sym)
price = p*1.01
self.buy_coin('BTC_'+sym, price)
except:
print('error', sym)
#skip the hold case because we just dont buy or sell hehe
if datetime.now() >= self.end_ts:
return
else:
time.sleep(self.ticker_len)
self.refresh_data()
#self.closeOrders()
self.poloTrader()
class Polo(Base):
"""
Poloniex interface
"""
def __init__(self, config, verbosity=2):
super(Polo, self).__init__()
api_key = config['api_key']
secret = config['secret']
self.transaction_fee = float(config['transaction_fee'])
self.polo = Poloniex(api_key, secret)
self.buy_order_type = config['buy_order_type']
self.sell_order_type = config['sell_order_type']
self.verbosity = verbosity
self.pair_delimiter = '_'
def get_balances(self):
"""
Return available account balances (function returns ONLY currencies > 0)
"""
try:
balances = self.polo.returnBalances()
only_non_zeros = {
k: float(v)
for k, v in balances.items() if float(v) > 0.0
}
except PoloniexError as e:
print(
colored('!!! Got exception (polo.get_balances): ' + str(e),
'red'))
only_non_zeros = dict()
return only_non_zeros
def get_symbol_ticker(self, symbol, candle_size=5):
"""
Returns real-time ticker Data-Frame
"""
ticker = self.polo.returnTicker()[symbol]
df = pd.DataFrame.from_dict(ticker, orient="index")
df = df.T
# We will use 'last' price as closing one
df = df.rename(columns={'last': 'close', 'baseVolume': 'volume'})
df['close'] = df['close'].astype(float)
df['volume'] = df['volume'].astype(float)
df['pair'] = symbol
df['date'] = int(datetime.datetime.utcnow().timestamp())
return df
def return_ticker(self):
"""
Returns ticker for all currencies
"""
return self.polo.returnTicker()
def cancel_order(self, order_number):
"""
Cancels order for given order number
"""
return self.polo.cancelOrder(order_number)
def return_open_orders(self, currency_pair='all'):
"""
Returns your open orders
"""
return self.polo.returnOpenOrders(currency_pair)
def get_pairs(self):
"""
Returns ticker pairs for all currencies
"""
ticker = self.polo.returnTicker()
return list(ticker)
def return_candles(self,
currency_pair,
epoch_start,
epoch_end,
period=False):
"""
Returns candlestick chart data
"""
data = []
try:
data = self.polo.returnChartData(currency_pair, period,
epoch_start, epoch_end)
except (PoloniexError, JSONDecodeError) as e:
print()
print(
colored(
'!!! Got exception while retrieving polo data:' + str(e) +
', pair: ' + currency_pair, 'red'))
return data
def trade(self, actions, wallet, trade_mode):
if trade_mode == TradeMode.backtest:
return Base.trade(actions, wallet, trade_mode)
else:
actions = self.life_trade(actions)
return actions
def life_trade(self, actions):
"""
Places orders and returns order number
!!! For now we are NOT handling postOnly type of orders !!!
"""
for action in actions:
if action.action == TradeState.none:
actions.remove(action)
continue
# Handle buy_sell_all cases
wallet = self.get_balances()
if action.buy_sell_all:
action.amount = self.get_buy_sell_all_amount(wallet, action)
if self.verbosity > 0:
print(
'Processing live-action: ' + str(action.action) +
', amount:',
str(action.amount) + ', pair:', action.pair + ', rate:',
str(action.rate) + ', buy_sell_all:', action.buy_sell_all)
# If we don't have enough assets, just skip/remove the action
if action.amount == 0.0:
print(
colored(
'No assets to buy/sell, ...skipping: ' +
str(action.amount) + ' ' + action.pair, 'green'))
actions.remove(action)
continue
# ** Buy Action **
if action.action == TradeState.buy:
try:
print(
colored(
'Setting buy order: ' + str(action.amount) + '' +
action.pair, 'green'))
action.order_number = self.polo.buy(
action.pair, action.rate, action.amount,
self.buy_order_type)
except PoloniexError as e:
print(
colored(
'Got exception: ' + str(e) + ' Txn: buy-' +
action.pair, 'red'))
continue
amount_unfilled = action.order_number.get('amountUnfilled')
if float(amount_unfilled) == 0.0:
actions.remove(action)
print(
colored(
'Bought: ' + str(action.amount) + '' + action.pair,
'green'))
else:
action.amount = amount_unfilled
print(
colored(
'Not filled 100% buy txn. Unfilled amount: ' +
str(amount_unfilled) + '' + action.pair, 'red'))
# ** Sell Action **
elif action.action == TradeState.sell:
try:
print(
colored(
'Setting sell order: ' + str(action.amount) + '' +
action.pair, 'yellow'))
action.order_number = self.polo.sell(
action.pair, action.rate, action.amount,
self.buy_order_type)
except PoloniexError as e:
print(
colored(
'Got exception: ' + str(e) + ' Txn: sell-' +
action.pair, 'red'))
continue
amount_unfilled = action.order_number.get('amountUnfilled')
if float(amount_unfilled) == 0.0:
actions.remove(action)
print(
colored(
'Sold: ' + str(action.amount) + '' + action.pair,
'yellow'))
else:
action.amount = amount_unfilled
print(
colored(
'Not filled 100% sell txn. Unfilled amount: ' +
str(amount_unfilled) + '' + action.pair, 'red'))
return actions
class LiveTrader:
params = {
"initial_depth": 0,
"max_depth": 4,
"variance_threshold": 0.03,
"band_threshold": 0.3,
"iteration_level": 1,
"division_threshold": 0.3,
"max_weight": 5.0,
"activation": "tanh"
}
# Config for CPPN.
config = neat.config.Config(neat.genome.DefaultGenome,
neat.reproduction.DefaultReproduction,
neat.species.DefaultSpeciesSet,
neat.stagnation.DefaultStagnation,
'config_trader')
def __init__(self, ticker_len, target_percent):
self.polo = Poloniex(key, secret)
self.currentHists = {}
self.hist_shaped = {}
self.coin_dict = {}
self.ticker_len = ticker_len
self.end_ts = datetime.now() + timedelta(seconds=(ticker_len * 55))
file = open("es_trade_god_cppn.pkl", 'rb')
self.cppn = pickle.load(file)
file.close()
self.tickers = self.polo.returnTicker()
self.bal = self.polo.returnBalances()
self.target = self.bal['BTC'] * target_percent
self.pull_polo()
self.inputs = self.hist_shaped.shape[0] * (
self.hist_shaped[0].shape[1] - 1)
self.outputs = self.hist_shaped.shape[0]
self.multiplier = self.inputs / self.outputs
def make_shapes(self):
self.in_shapes = []
self.out_shapes = []
sign = 1
for ix in range(self.outputs):
sign = sign * -1
self.out_shapes.append((sign * ix, 1))
for ix2 in range(len(self.hist_shaped[0][0]) - 1):
self.in_shapes.append((sign * ix, (1 + ix2) * .1))
def pull_polo(self):
tickLen = '7200'
start = datetime.today() - timedelta(1)
start = str(int(start.timestamp()))
ix = 0
for coin in self.tickers:
if coin[:3] == 'BTC':
hist = requests.get(
'https://poloniex.com/public?command=returnChartData¤cyPair='
+ coin + '&start=' + start + '&end=9999999999&period=' +
tickLen)
try:
df = pd.DataFrame(hist.json())
#df.rename(columns = lambda x: col_prefix+'_'+x, inplace=True)
as_array = np.array(df)
#print(len(as_array))
self.currentHists[coin] = df
self.hist_shaped[ix] = as_array
self.coin_dict[ix] = coin
ix += 1
except:
print("error reading json")
self.hist_shaped = pd.Series(self.hist_shaped)
self.end_idx = len(self.hist_shaped[0]) - 1
def get_one_bar_input_2d(self):
active = []
misses = 0
for x in range(0, self.outputs):
try:
sym_data = self.hist_shaped[x][self.end_idx]
for i in range(len(sym_data)):
if (i != 1):
active.append(sym_data[i].tolist())
except:
self.outputs -= 1
self.inputs -= self.multiplier
print('error')
#print(active)
self.make_shapes()
return active
def closeOrders(self):
orders = self.polo.returnOpenOrders()
for o in orders:
if orders[o] != []:
try:
ordnum = orders[o][0]['orderNumber']
self.polo.cancelOrder(ordnum)
except:
print('error closing')
def sellCoins(self, coinlist, currency):
balances = self.polo.returnBalances()
for b in balances:
bal = balances[b] * .99
def buy_coin(self, coin, price):
amt = self.target
if (self.bal['BTC'] > self.target):
try:
self.polo.buy(coin, price, amt, fillOrKill=1)
print("buying: ", coin)
except:
print('error buying', coin)
return
def sell_coin(self, coin, price):
amt = self.bal[coin[4:]]
try:
self.polo.sell(coin, price, amt, fillOrKill=1)
except:
print('error selling: ', coin)
return
def reset_tickers(self):
self.tickers = self.polo.returnTicker()
return
def get_price(self, coin):
return self.tickers[coin]['last']
def poloTrader(self):
end_prices = {}
active = self.get_one_bar_input_2d()
sub = Substrate(self.in_shapes, self.out_shapes)
network = ESNetwork(sub, self.cppn, self.params)
net = network.create_phenotype_network()
net.reset()
for n in range(network.activations):
out = net.activate(active)
#print(len(out))
rng = len(out)
#rng = iter(shuffle(rng))
for x in np.random.permutation(rng):
sym = self.coin_dict[x]
#print(out[x])
try:
if (out[x] < -.5):
print("selling: ", sym)
self.sell_coin(
sym,
self.get_price(sym),
)
elif (out[x] > .5):
print("buying: ", sym)
self.buy_coin(sym, self.get_price(sym))
except:
print('error', sym)
#skip the hold case because we just dont buy or sell hehe
end_prices[sym] = self.get_price(sym)
if datetime.now() >= self.end_ts:
return
else:
time.sleep(self.ticker_len)
self.reset_tickers
self.pull_polo()
self.poloTrader()
class Trader(object):
def __init__(self,
api_key,
api_secret,
coin,
currency,
dust_total=10,
dust_amount=100.0,
min_spread=0.0001,
max_trading_amount=1):
# set currency pair
self.coin = coin
self.currency = currency
self.my_pair = '%s_%s' % (currency, coin)
# we'll need this while finding buy/sell prices
self.dust_total = self.make_satoshi(dust_total)
self.dust_amount = self.make_satoshi(dust_amount)
self.min_spread = self.make_satoshi(min_spread)
self.max_trading_amount = self.make_satoshi(max_trading_amount)
# initialize the poloniex api
self.api_key = api_key
self.api_secret = api_secret
self.polo = Poloniex(api_key, api_secret)
# initialize other variables
self.coin_balance = self.make_satoshi('0.0')
self.currency_balance = self.make_satoshi('0.0')
self.total_coin_balance = self.make_satoshi('0.0')
self.total_currency_balance = self.make_satoshi('0.0')
self.open_orders_raw = []
self.open_orders = []
self.open_orders_sell = []
self.open_orders_buy = []
self.order_book_raw = []
self.order_book = {}
self.order_book["buy"] = []
self.order_book["sell"] = []
self.sell_price = self.make_satoshi('0.0')
self.buy_price = self.make_satoshi('0.0')
self.price_spread = self.make_satoshi('0.0')
self.sell_amount = self.make_satoshi('0.0')
self.buy_amount = self.make_satoshi('0.0')
self.trade = False
# those are hardcoded. may be added to settings later.
self.min_currency_balance = self.make_satoshi('0.00100000')
# seconds to wait for exchange rate limits.
self.exchange_wait_time = 0.8
def make_satoshi(self, num):
return decimal.Decimal(num).quantize(decimal.Decimal('1.00000000'))
def load_open_orders(self):
# loads open orders. Resets the balances so load_balances method should be called after.
self.total_coin_balance = self.make_satoshi('0.0')
self.total_currency_balance = self.make_satoshi('0.0')
self.open_orders_raw = self.polo.returnOpenOrders(
currencyPair=self.my_pair)
self.open_orders = []
self.open_orders_sell = []
self.open_orders_buy = []
for item in self.open_orders_raw:
order = {}
order['type'] = item['type']
order["order_number"] = item['orderNumber']
order["price"] = self.make_satoshi(item['rate'])
order["amount"] = self.make_satoshi(item['amount'])
order["total"] = self.make_satoshi(order['price'] *
order['amount'])
order["starting_amount"] = self.make_satoshi(
item['startingAmount'])
self.open_orders.append(order)
if order['type'] == 'sell':
self.open_orders_sell.append(order)
self.total_coin_balance = self.total_coin_balance + order[
"amount"]
else:
self.open_orders_buy.append(order)
self.total_currency_balance = self.total_currency_balance + order[
"total"]
return self.open_orders
def load_balances(self):
# first load the open orders to get the balances in open orders.
self.load_open_orders()
# request from exchange
self.balances = self.polo.returnBalances()
# set the coin balance
self.coin_balance = self.make_satoshi(self.balances[self.coin])
self.total_coin_balance = self.total_coin_balance + self.coin_balance
# '0.00000001' makes things complicated. get rid of it.
if self.coin_balance <= self.make_satoshi('0.00000001'):
self.coin_balance = self.make_satoshi('0.0')
if self.total_coin_balance <= self.make_satoshi('0.00000001'):
self.total_coin_balance = self.make_satoshi('0.0')
# set the main currency balance
self.currency_balance = self.make_satoshi(self.balances[self.currency])
self.total_currency_balance = self.total_currency_balance + self.currency_balance
# '0.00000001' makes things complicated. get rid of it.
if self.currency_balance <= self.make_satoshi('0.00000001'):
self.currency_balance = self.make_satoshi('0.0')
if self.total_currency_balance <= self.make_satoshi('0.00000001'):
self.total_currency_balance = self.make_satoshi('0.0')
# added for debugging. make the BTC amount > 0 so we can test buying.
# self.total_currency_balance = self.make_satoshi('0.10000000')
def load_order_book(self):
self.order_book_raw = self.polo.returnOrderBook(
currencyPair=self.my_pair, depth='200')
self.order_book["buy"] = []
self.order_book["sell"] = []
self.process_order_book('buy', self.order_book_raw["bids"])
self.process_order_book('sell', self.order_book_raw["asks"])
return self.order_book
def process_order_book(self, order_type, order_book_raw):
self.order_book[order_type] = []
total = self.make_satoshi("0.0")
for item in order_book_raw:
order = {}
order['type'] = order_type
order["price"] = self.make_satoshi(item[0])
order["amount"] = self.make_satoshi(item[1])
order["cur"] = self.make_satoshi(order["price"] * order["amount"])
total = self.make_satoshi(total + order["cur"])
order["total"] = total
# mark the order if its my order. put order number from open_orders
order['order_number'] = None
for open_order in self.open_orders:
if (open_order['type']
== order['type']) and (open_order["price"]
== order["price"]):
order["order_number"] = open_order['order_number']
print "order:", order
self.order_book[order_type].append(order)
return self.order_book[order_type]
def find_sell_price(self):
total = self.make_satoshi("0.0")
for order in self.order_book['sell']:
if order['order_number'] is None:
total = self.make_satoshi(total + order["cur"])
if (order["amount"] >= dust_amount) or (total >= dust_total):
return self.make_satoshi(order["price"] -
self.make_satoshi("0.00000003"))
return False
def find_buy_price(self):
total = self.make_satoshi("0.0")
for order in self.order_book['buy']:
if order['order_number'] is None:
total = self.make_satoshi(total + order["cur"])
if (order["amount"] >= dust_amount) or (total >= dust_total):
return self.make_satoshi(order["price"] +
self.make_satoshi("0.00000003"))
return False
def decide_to_trade(self):
self.sell_price = self.find_sell_price()
self.buy_price = self.find_buy_price()
self.price_spread = self.sell_price - self.buy_price
print "Sell Price:", self.sell_price
print "Buy Price:", self.buy_price
print "Price Spread:", self.price_spread
if (not self.sell_price) or (not self.buy_price):
print "Something is wrong with sell and buy prices. Will not trade!"
self.trade = False
return False
if self.total_currency_balance > self.min_currency_balance:
print 'I have %s %s, will try to buy %s.' % (
self.total_currency_balance, self.currency, self.coin)
self.trade = 'buy'
return True
else:
if self.price_spread >= self.min_spread:
print 'Spread is good. Will trade'
# sell or buy?
if self.total_coin_balance > 0:
print 'I have %s %s, will try to sell %s for %s.' % (
self.total_coin_balance, self.coin, self.coin,
self.currency)
self.trade = 'sell'
return True
else:
print 'I have nothing to trade.'
self.trade = False
else:
print 'Price Spread is not good. Stop trading.'
self.trade = False
return False
def cancel_open_orders(self, buy_sell):
for order in self.open_orders:
if order['type'] == buy_sell:
print "canceling order:", order
try:
retval = self.polo.cancelOrder(order["order_number"])
except:
retval = False
print 'ERROR canceling order.'
print "cancel order retval:", retval
self.open_orders.remove(order)
if buy_sell == 'sell':
self.open_orders_sell.remove(order)
else:
self.open_orders_buy.remove(order)
def cancel_open_order(self, order):
print "canceling order:", order
try:
retval = self.polo.cancelOrder(order["order_number"])
except:
retval = False
print 'ERROR canceling order.'
time.sleep(0.2)
print "cancel order retval:", retval
self.open_orders.remove(order)
if order['type'] == 'sell':
self.open_orders_sell.remove(order)
else:
self.open_orders_buy.remove(order)
def add_sell_order(self):
# compute the amount
if self.total_coin_balance > self.max_trading_amount:
self.sell_amount = self.max_trading_amount
else:
self.sell_amount = self.total_coin_balance
print "self.sell_amount:", self.sell_amount
# send order to exchange
try:
retval = self.polo.sell(currencyPair=self.my_pair,
rate=self.sell_price,
amount=self.sell_amount)
except:
print 'ERROR adding SELL order.'
retval = False
print retval
return retval
def sell(self):
# cancel all buy orders first.
self.cancel_open_orders('buy')
# check open sell orders if the sell price is ok.
for order in self.open_orders_sell:
if order['price'] == self.sell_price:
print "order is ok:", order
else:
# cancel the order.
retval = self.cancel_open_order(order)
print 'self.open_orders_sell:', len(self.open_orders_sell)
if len(self.open_orders_sell) == 0:
print 'adding a new sell order'
retval = self.add_sell_order()
def add_buy_order(self):
# compute the amount
if self.total_currency_balance > self.make_satoshi('0.00001000'):
self.buy_amount = self.make_satoshi(
self.total_currency_balance /
self.buy_price) - self.make_satoshi('0.00000001')
print "Buying amount:", self.buy_amount
else:
print "Buying amount is low. not buying:"
return False
# send order to exchange
try:
retval = self.polo.buy(currencyPair=self.my_pair,
rate=self.buy_price,
amount=self.buy_amount)
except:
print 'ERROR adding BUY order.'
retval = False
print retval
return retval
def buy(self):
# cancel all buy orders first.
self.cancel_open_orders('sell')
# check open sell orders if the sell price is ok.
for order in self.open_orders_buy:
if order['price'] == self.buy_price:
print "order is ok:", order
else:
# cancel the order.
retval = self.cancel_open_order(order)
print 'self.open_orders_buy:', len(self.open_orders_buy)
if len(self.open_orders_buy) == 0:
print 'adding a new buy order'
retval = self.add_buy_order()
def run_scalping(self):
while True:
now = datetime.datetime.now()
print str(now)
self.load_balances()
self.load_order_book()
print '%s Balance: %s' % (self.currency,
self.total_currency_balance)
print '%s Balance: %s' % (self.coin, self.total_coin_balance)
# trade or not trade?
trade = self.decide_to_trade()
print "Trade?", trade
if self.trade == 'sell':
self.sell()
elif self.trade == 'buy':
self.buy()
else:
#Will not trade. Cancel all orders.
self.cancel_open_orders('buy')
self.cancel_open_orders('sell')
print "."
print "open orders:", self.open_orders
print "."
now = datetime.datetime.now()
print str(now)
print "Will wait a little bit for not to flood the exchange..."
time.sleep(self.exchange_wait_time)
def add_sell_all_order(self):
# compute the amount
self.sell_amount = self.total_coin_balance
print "self.sell_amount:", self.sell_amount
if self.sell_amount:
# send order to exchange
try:
retval = self.polo.sell(currencyPair=self.my_pair,
rate=self.sell_price,
amount=self.sell_amount)
except:
print 'ERROR adding SELL ALL order.'
retval = False
print retval
return retval
else:
return False
def sell_all(self):
# cancel all buy orders first.
self.cancel_open_orders('buy')
# check open sell orders if the sell price is ok.
for order in self.open_orders_sell:
if order['price'] == self.sell_price:
print "order is ok:", order
else:
# cancel the order.
retval = self.cancel_open_order(order)
print 'self.open_orders_sell:', len(self.open_orders_sell)
if len(self.open_orders_sell) == 0:
print 'adding a new sell all order'
retval = self.add_sell_all_order()
def run_sell_all(self):
self.trade = 'sell'
while self.trade == 'sell':
now = datetime.datetime.now()
print str(now)
self.load_balances()
self.load_order_book()
print '%s Balance: %s' % (self.currency,
self.total_currency_balance)
print '%s Balance: %s' % (self.coin, self.total_coin_balance)
self.sell_price = self.find_sell_price()
print "Sell Price:", self.sell_price
if self.total_coin_balance > 0.0:
print 'I have %s %s, will try to sell %s for %s.' % (
self.total_coin_balance, self.coin, self.coin,
self.currency)
self.trade = 'sell'
else:
print 'I have nothing to trade.'
self.trade = False
if self.trade == 'sell':
self.sell_all()
else:
#Will not trade. Cancel all orders.
self.cancel_open_orders('buy')
self.cancel_open_orders('sell')
print "."
print "open orders:", self.open_orders
print "."
now = datetime.datetime.now()
print str(now)
print "Will wait a little bit for not to flood the exchange..."
time.sleep(self.exchange_wait_time)
def add_buy_all_order(self):
# compute the amount
if self.total_currency_balance > self.make_satoshi('0.00001000'):
self.buy_amount = self.make_satoshi(
self.total_currency_balance /
self.buy_price) - self.make_satoshi('0.00000001')
print "Buying amount:", self.buy_amount
else:
print "Buying amount is low. not buying:"
return False
# send order to exchange
try:
retval = self.polo.buy(currencyPair=self.my_pair,
rate=self.buy_price,
amount=self.buy_amount)
except:
print 'ERROR adding BUY ALL order.'
retval = False
print retval
return retval
def buy_all(self):
# cancel all buy orders first.
self.cancel_open_orders('sell')
# check open sell orders if the sell price is ok.
for order in self.open_orders_buy:
if order['price'] == self.buy_price:
print "order is ok:", order
else:
# cancel the order.
retval = self.cancel_open_order(order)
print 'self.open_orders_buy:', len(self.open_orders_buy)
if len(self.open_orders_buy) == 0:
print 'adding a new buy all order'
retval = self.add_buy_all_order()
def run_buy_all(self):
self.trade = 'buy'
while self.trade == 'buy':
now = datetime.datetime.now()
print str(now)
self.load_balances()
self.load_order_book()
print '%s Balance: %s' % (self.currency,
self.total_currency_balance)
print '%s Balance: %s' % (self.coin, self.total_coin_balance)
self.buy_price = self.find_buy_price()
print "Buy Price:", self.buy_price
if self.total_currency_balance > self.min_currency_balance:
print 'I have %s %s, will try to buy %s.' % (
self.total_currency_balance, self.currency, self.coin)
self.trade = 'buy'
else:
print 'I have nothing to trade.'
self.trade = False
if self.trade == 'buy':
self.buy_all()
else:
#Will not trade. Cancel all orders.
self.cancel_open_orders('buy')
self.cancel_open_orders('sell')
print "."
print "open orders:", self.open_orders
print "."
now = datetime.datetime.now()
print str(now)
print "Will wait a little bit for not to flood the exchange..."
time.sleep(self.exchange_wait_time)
class poloniex_functions(object):
def __init__(self):
self.output = BotLog()
self.conn = Poloniex('secret', 'key')
def getBalance(self):
while True:
try:
balData = {
k: v
for k, v in self.conn.returnBalances().items()
if float(v) != 0
}
break
except Exception as e:
self.output.log("Error: " + str(e))
time.sleep(20)
continue
return balData
def getCurrencies(self):
while True:
try:
tickData = [k for k, v in self.conn.returnTicker().items()]
break
except Exception as e:
self.output.log("Error: " + str(e))
time.sleep(20)
continue
return tickData
def getNextTick(self, pair):
while True:
try:
tickData = self.conn.returnTicker()[pair]
break
except Exception as e:
self.output.log("Error: " + str(e))
time.sleep(20)
continue
return tickData
def getHistoricTicks(self, pair, startTime, endTime, period):
while True:
try:
result = self.conn.returnChartData(currencyPair=pair,
start=startTime,
end=endTime,
period=period)
break
except Exception as e:
self.output.log("Error: " + str(e))
time.sleep(20)
continue
return result
def sell(self, pair, rate, amount):
try:
result = self.conn.sell(currencyPair=pair,
rate=rate,
amount=amount)
except Exception as e:
self.output.log("Error: " + str(e))
time.sleep(20)
return result
def buy(self, pair, rate, amount):
try:
result = self.conn.buy(currencyPair=pair, rate=rate, amount=amount)
except Exception as e:
self.output.log("Error: " + str(e))
time.sleep(20)
return result
def returnOrderTrades(self, orderId):
while True:
try:
result = self.conn.returnOrderTrades(orderId)
break
except Exception as e:
self.output.log("Error: " + str(e))
time.sleep(20)
continue
return result
#==============================================================================
# Returns your open orders for a given market, specified by the "currencyPair" POST parameter,
# e.g. "BTC_XCP". Set "currencyPair" to "all" to return open orders for all markets. Sample output for single market:
#==============================================================================
def returnOpenOrders(self, currencyPair='All'):
while True:
try:
result = self.conn.returnOpenOrders(currencyPair)
break
except Exception as e:
self.output.log("Error: " + str(e))
time.sleep(20)
continue
return result
#==============================================================================
# Cancels an order you have placed in a given market. Required POST parameter is "orderNumber". If successful, the method will return:
#==============================================================================
def cancelOrder(self, orderNumber):
while True:
try:
result = self.conn.cancelOrder(orderNumber)
break
except Exception as e:
self.output.log("Error: " + str(e))
time.sleep(20)
continue
return result
#==============================================================================
# Cancels an order and places a new one of the same type in a single atomic transaction, meaning either both operations will succeed or both will fail.
# Required POST parameters are "orderNumber" and "rate"; you may optionally specify "amount" if you wish to change
# the amount of the new order. "postOnly" or "immediateOrCancel" may be specified for exchange orders, but will have no effect on margin orders.
#==============================================================================
def moveOrder(self, orderNumber, rate, amount):
while True:
try:
result = self.conn.moveOrder(orderNumber, rate, amount)
break
except Exception as e:
self.output.log("Error: " + str(e))
time.sleep(20)
continue
return result
# emir kontrolu. islem sonra devam edecek (bittrex)
while True:
try:
kontrol = my_bittrex.get_order(
order_s['result']['uuid'])
if kontrol['result']['IsOpen'] == False:
print "bittrex alim emri gerceklesti"
break
except:
print "bittrex alim emir kontrol hatasi"
sleep(1)
while True:
try:
a = polo.returnOpenOrders()
if a[poloniex_currency]:
continue
else:
print "polo satim emri gerceklesti"
break
except:
print "polo satim emri kontrol hatasi"
sleep(1)
i = i + 1
except:
print btrxavantaj, "\tBITTREX ALIS\t", bs, "\n\t\tPOLO SATIS\t", pa, "\tEmir verilemedi"
print datetime.now().strftime('%Y-%m-%d %H:%M:%S')
def run(self, transaction=True):
agent = Poloniex(self.apikey, self.secret)
BTC2USD = Price().price('BTC', 'USD')['USD']
balance = agent.returnBalances()
portfolio = {}
for coin in self.coins:
c_balance = balance[coin]
if coin == 'BTC':
portfolio[coin] = (BTC2USD, c_balance)
else:
portfolio[coin] = (
BTC2USD *
agent.returnTicker()['BTC_{}'.format(coin)]['last'],
c_balance)
df = pd.DataFrame(portfolio, index=range(2))
df = df.append(df.ix[0] * df.ix[1], ignore_index=True)
df = df.join(
pd.Series(['/', '/', round(df.ix[2].sum(), 2)], name='total'))
df = df.append(df.ix[2] / df.ix[2, -1], ignore_index=True)
df.index = ['price', 'balance', 'value', 'weight']
df_str = df.round(2).replace(
0, '/').astype(str).apply(lambda s: s.str.rjust(8))
nbars = len(self.coins) * 10 + 17
print('#' * nbars)
print('{:-^{width}}'.format(' CURRENT PORTFOLIO ({}) '.format(
strftime('%Y-%m-%d %H:%M:%S', gmtime())),
width=nbars))
print(df_str)
self.train()
print('{:-^{width}}'.format(
' SUGGESTED PORTFOLIO (EXP. SHARPE = {:.8f}) '.format(self.sharpe),
width=nbars))
order = pd.DataFrame(
[self.portfolio * df.ix[-2, -1] / df.ix[0, :-1], df.ix[1, :-1]],
index=range(2))
order = order.append(order.ix[0, :] - order.ix[1, :],
ignore_index=True)
order.index = ['target', 'current', 'order']
print(
order.round(3).replace(
0, '/').astype(str).apply(lambda s: s.str.rjust(8)))
if transaction:
print('{:-^{width}}'.format(' TRANSACTIONS ', width=nbars))
def mkt_order(coin, amount, slippage=.1):
currencyPair = 'BTC_{}'.format(coin)
ticker = agent.returnTicker()
if amount:
if amount > 0:
rate = float(ticker[currencyPair]['lowestAsk']) * (
1 + slippage) # in btc
fee = rate * amount * 0.0025 # in btc
print(
'{} buy {:.3f} {} at {:.3f} USD/{}, fee = {:.6f} USD'
.format(strftime('%Y-%m-%d %H:%M:%S',
gmtime()), amount, coin,
rate * BTC2USD, coin, fee * BTC2USD),
end='')
agent.buy(currencyPair=currencyPair,
rate=rate,
amount=amount,
fillOrKill=1)
elif amount < 0:
rate = float(ticker[currencyPair]['highestBid']) * (
1 - slippage) # in btc
fee = -rate * amount * 0.0025 # in btc
print(
'{} sell {:.3f} {} at {:.3f} USD/{}, fee = {:.6f} USD'
.format(strftime('%Y-%m-%d %H:%M:%S',
gmtime()), -amount, coin,
rate * BTC2USD, coin, fee * BTC2USD),
end='')
agent.sell(currencyPair=currencyPair,
rate=rate,
amount=-amount,
fillOrKill=1)
unset = order.ix[-1,
np.setdiff1d(self.coins, ['BTC'])].sort_values()
fail = 0
for coin in unset.index:
try:
amount = unset[coin]
mkt_order(coin, amount)
if amount:
print('... succeed')
except PoloniexCommandException:
print('... fail (not enough fund)')
fail += 1
fail += sum([
len(agent.returnOpenOrders(currencyPair='BTC_{}'.format(coin)))
for coin in self.coins if not coin == 'BTC'
])
if fail:
print('note: {} order(s) not successfully set'.format(fail))
balance = agent.returnBalances()
portfolio = {}
for coin in self.coins:
c_balance = balance[coin]
if coin == 'BTC':
portfolio[coin] = (BTC2USD, c_balance)
else:
portfolio[coin] = (
BTC2USD *
agent.returnTicker()['BTC_{}'.format(coin)]['last'],
c_balance)
df = pd.DataFrame(portfolio, index=range(2))
df = df.append(df.ix[0] * df.ix[1], ignore_index=True)
df = df.join(
pd.Series(['/', '/', round(df.ix[2].sum(), 2)], name='total'))
df = df.append(df.ix[2] / df.ix[2, -1], ignore_index=True)
df.index = ['price', 'balance', 'value', 'weight']
df_str = df.round(2).replace(
0, '/').astype(str).apply(lambda s: s.str.rjust(8))
print('{:-^{width}}'.format(' UPDATED PORTFOLIO ({}) '.format(
strftime('%Y-%m-%d %H:%M:%S', gmtime())),
width=nbars))
print(df_str)
print('#' * nbars)
