def get_order_history_binance(key,
pair_name,
limit=BINANCE_ORDER_HISTORY_LIMIT,
last_order_id=None):
post_details = get_order_history_binance_post_details(
key, pair_name, limit, last_order_id)
err_msg = "get_all_orders_binance for {pair_name}".format(
pair_name=pair_name)
status_code, json_response = send_get_request_with_header(
post_details.final_url,
post_details.headers,
err_msg,
timeout=BINANCE_DEAL_TIMEOUT)
if get_logging_level() >= LOG_ALL_DEBUG:
msg = "get_order_history_binance: {sc} {resp}".format(
sc=status_code, resp=json_response)
print_to_console(msg, LOG_ALL_DEBUG)
log_to_file(msg, DEBUG_LOG_FILE_NAME)
historical_orders = []
if status_code == STATUS.SUCCESS:
msg = "{fn} - error response - {er}".format(
fn=get_order_history_binance.func_name, er=json_response)
status_code, historical_orders = get_orders_binance_result_processor(
json_response, pair_name, msg)
return status_code, historical_orders
def get_tickers_binance_url(pair_name):
final_url = BINANCE_GET_TICKER
if should_print_debug():
print_to_console(final_url, LOG_ALL_OTHER_STUFF)
return final_url
def do_we_have_enough(self, currency_id, threshold):
if currency_id in self.available_balance:
return self.available_balance[currency_id] > threshold
print_to_console("do_we_have_enough: no currency {c_id} within Balance 0_o".format(
c_id=get_currency_name_by_id(currency_id)), LOG_ALL_ERRORS)
return False
def check_highest_bid_bigger_than_lowest_ask(first_one, second_one, threshold):
if not first_one.bid or not second_one.ask:
return
difference = get_change(first_one.bid, second_one.ask, provide_abs=False)
if should_print_debug():
msg = """check_highest_bid_bigger_than_lowest_ask called for
threshold = {threshold}
BID: {bid:.7f}
AKS: {ask:.7f}
DIFF: {diff:.7f}
""".format(threshold=threshold, bid=first_one.bid, ask=second_one.ask, diff=difference)
print_to_console(msg, LOG_ALL_MARKET_RELATED_CRAP)
if difference >= threshold:
factual_threshold = threshold
severity_flag = ""
if 5.0 < difference < 10.0:
severity_flag = "<b> ! ACT NOW ! </b>"
factual_threshold = 5.0
elif difference > 10.0:
severity_flag = "<b>!!! ACT IMMEDIATELY !!!</b>"
factual_threshold = 10.0
msg = """{severity_flag}
highest bid bigger than Lowest ask for more than {num} - <b>{diff:.7f}</b>""".format(
severity_flag=severity_flag, num=factual_threshold, diff=difference)
return msg, first_one.pair_id, first_one, second_one
return ()
def get_balance(self, currency_id):
if currency_id in self.available_balance:
return self.available_balance.get(currency_id)
print_to_console("get_balance: no currency {c_id} within Balance 0_o".format(
c_id=get_currency_name_by_id(currency_id)), LOG_ALL_ERRORS)
assert False
def process_placed_orders(args):
"""
Check for new orders placed by ANY of trading bots
:param args:
:return:
"""
pg_conn, settings = process_args(args)
msg_queue = get_message_queue(host=settings.cache_host,
port=settings.cache_port)
cnt = 0
while True:
order = msg_queue.get_next_order(ORDERS_MSG)
if order is not None:
save_order_into_pg(order, pg_conn)
print_to_console("Saving {} in db".format(order), LOG_ALL_ERRORS)
sleep_for(1)
cnt += 1
if cnt >= HEARTBEAT_TIMEOUT:
cnt = 0
print_to_console("Order storing heartbeat", LOG_ALL_ERRORS)
def add_sell_order_binance(key, pair_name, price, amount):
post_details = add_sell_order_binance_url(key, pair_name, price, amount)
err_msg = "add_sell_order binance called for {pair} for amount = {amount} " \
"with price {price}".format(pair=pair_name, amount=amount, price=price)
# NOTE: Yeah, body must be empty!
res = send_post_request_with_header(post_details,
err_msg,
max_tries=BINANCE_NUM_OF_DEAL_RETRY,
timeout=BINANCE_DEAL_TIMEOUT)
"""
{
"orderId": 1373492,
"clientOrderId": "e04JGgCpafdrR6O1lOLwgD",
"origQty": "1.00000000",
"symbol": "RDNBTC",
"side": "SELL",
"timeInForce": "GTC",
"status": "NEW",
"transactTime": 1512581721384,
"type": "LIMIT",
"price": "1.00022220",
"executedQty": "0.00000000"
}
"""
if get_logging_level() >= LOG_ALL_MARKET_RELATED_CRAP:
print_to_console(res, LOG_ALL_MARKET_RELATED_CRAP)
log_to_file(res, "market_utils.log")
return res
def log_dont_have_open_orders(cfg):
msg = "process_expired_deals - list of open orders from both exchanges is empty, " \
"REMOVING all watched deals - consider them closed!"
print_to_console(msg, LOG_ALL_ERRORS)
log_to_file(msg, cfg.log_file_name)
log_to_file(msg, EXPIRED_ORDER_PROCESSING_FILE_NAME)
def get_order_history_huobi(key,
pair_name,
time_start=0,
time_end=get_now_seconds_utc()):
post_details = get_order_history_huobi_post_details(
key, pair_name, time_start, time_end)
err_msg = "get_all_orders_huobi for {pair_name}".format(
pair_name=pair_name)
status_code, json_response = send_get_request_with_header(
post_details.final_url,
post_details.headers,
err_msg,
timeout=HUOBI_DEAL_TIMEOUT)
if get_logging_level() >= LOG_ALL_DEBUG:
msg = "get_order_history_huobi: {sc} {resp}".format(sc=status_code,
resp=json_response)
print_to_console(msg, LOG_ALL_DEBUG)
log_to_file(msg, DEBUG_LOG_FILE_NAME)
historical_orders = []
if status_code == STATUS.SUCCESS:
status_code, historical_orders = get_orders_huobi_result_processor(
json_response, pair_name)
return status_code, historical_orders
def get_ticker_huobi_url(pair_name):
final_url = HUOBI_GET_TICKER + pair_name
if should_print_debug():
print_to_console(final_url, LOG_ALL_OTHER_STUFF)
return final_url
def cancel_order_huobi(key, order_id):
HUOBI_CANCEL_PATH = HUOBI_CANCEL_ORDER + str(order_id) + "/submitcancel"
final_url = HUOBI_API_URL + HUOBI_CANCEL_PATH + "?"
body = init_body(key)
message = _urlencode(body).encode('utf8')
msg = "POST\n{base_url}\n{path}\n{msg1}".format(base_url=HUOBI_API_ONLY,
path=HUOBI_CANCEL_PATH,
msg1=message)
signature = sign_string_256_base64(key.secret, msg)
body.append(("Signature", signature))
final_url += _urlencode(body).encode('utf8')
body = {}
post_details = PostRequestDetails(final_url, HUOBI_POST_HEADERS, body)
if get_logging_level() >= LOG_ALL_MARKET_RELATED_CRAP:
msg = "cancel_order_huobi: url - {url} headers - {headers} body - {body}".format(
url=final_url, headers=HUOBI_POST_HEADERS, body=body)
print_to_console(msg, LOG_ALL_MARKET_RELATED_CRAP)
log_to_file(msg, "market_utils.log")
err_msg = "cancel huobi order with id {id}".format(id=order_id)
return send_post_request_with_logging(post_details, err_msg)
def log_dublicative_order_book(log_file_name, msg_queue, order_book,
prev_order_book):
msg = """ <b> !!! WARNING !!! </b>
Number of similar asks OR bids are the same for the most recent and cached version of order book for
exchange_name {exch} pair_name {pn}
cached timest: {ts1} {dt1}
recent timest: {ts2} {dt2}
Verbose information can be found in logs error &
""".format(exch=get_exchange_name_by_id(order_book.exchange_id),
pn=get_currency_pair_name_by_exchange_id(
order_book.pair_id, order_book.exchange_id),
ts1=prev_order_book.timest,
dt1=ts_to_string_utc(prev_order_book.timest),
ts2=order_book.timest,
dt2=ts_to_string_utc(order_book.timest))
msg_queue.add_message(DEAL_INFO_MSG, msg)
print_to_console(msg, LOG_ALL_ERRORS)
log_to_file(msg, log_file_name)
msg = """Cached version of order book:
{o}
Recent version of order book:
{oo}
""".format(o=str(prev_order_book), oo=str(order_book))
log_to_file(msg, log_file_name)
def cancel_order_bittrex(key, order_id):
# https://bittrex.com/api/v1.1/market/cancel?apikey=API_KEY&uuid=ORDER_UUID
final_url = BITTREX_CANCEL_ORDER + key.api_key + "&nonce=" + str(
generate_nonce())
body = {
"uuid": order_id,
}
final_url += _urlencode(body)
headers = {"apisign": signed_string(final_url, key.secret)}
post_details = PostRequestDetails(final_url, headers, body)
if get_logging_level() >= LOG_ALL_MARKET_RELATED_CRAP:
msg = "cancel_order_bittrex: {res}".format(res=post_details)
print_to_console(msg, LOG_ALL_MARKET_RELATED_CRAP)
log_to_file(msg, "market_utils.log")
err_msg = "cancel bittrex order with id {id}".format(id=order_id)
res = send_get_request_with_header(post_details.final_url,
post_details.headers,
err_msg,
timeout=BITTREX_DEAL_TIMEOUT)
if get_logging_level() >= LOG_ALL_MARKET_RELATED_CRAP:
print_to_console(res, LOG_ALL_MARKET_RELATED_CRAP)
log_to_file(res, "market_utils.log")
return res
def cancel_order_binance(key, pair_name, order_id):
body = {
"recvWindow": 5000,
"timestamp": get_now_seconds_utc_ms(),
"symbol": pair_name,
"orderId": order_id
}
post_details = generate_post_request(BINANCE_CANCEL_ORDER, body, key)
if get_logging_level() >= LOG_ALL_MARKET_RELATED_CRAP:
msg = "cancel_order_binance: url - {url} headers - {headers} body - {body}".format(
url=post_details.final_url,
headers=post_details.headers,
body=post_details.body)
print_to_console(msg, LOG_ALL_MARKET_RELATED_CRAP)
log_to_file(msg, "market_utils.log")
err_msg = "cancel binance order with id {id}".format(id=order_id)
res = send_delete_request_with_header(post_details, err_msg, max_tries=3)
if get_logging_level() >= LOG_ALL_MARKET_RELATED_CRAP:
print_to_console(res, LOG_ALL_MARKET_RELATED_CRAP)
log_to_file(res, "market_utils.log")
return res
def log_dont_supported_currency(cfg, exchange_id, pair_id):
msg = "Not supported currency {idx}-{name} for {exch}".format(
idx=cfg.pair_id,
name=pair_id,
exch=get_exchange_name_by_id(exchange_id))
print_to_console(msg, LOG_ALL_ERRORS)
log_to_file(msg, cfg.log_file_name)
def get_order_book_huobi_url(pair_name):
final_url = HUOBI_GET_ORDER_BOOK + pair_name + "&type=step0"
if should_print_debug():
print_to_console(final_url, LOG_ALL_DEBUG)
return final_url
def forward_new_messages(args):
settings = CommonSettings.from_cfg(args.cfg)
set_log_folder(settings.log_folder)
set_logging_level(settings.logging_level_id)
msg_queue = get_message_queue(host=settings.cache_host,
port=settings.cache_port)
do_we_have_data = False
while True:
for topic_id in QUEUE_TOPICS:
msg = msg_queue.get_message_nowait(topic_id)
if msg is not None:
do_we_have_data = True
notification_id = get_notification_id_by_topic_name(topic_id)
err_code = send_single_message(msg, notification_id)
if err_code == STATUS.FAILURE:
err_msg = """telegram_notifier can't send message to telegram. Message will be re-processed on next iteration.
{msg}""".format(msg=msg)
log_to_file(err_msg, "telegram_notifier.log")
print_to_console(err_msg, LOG_ALL_ERRORS)
msg_queue.add_message_to_start(topic_id, msg)
sleep_for(1)
#
# NOTE: it still can lead to throttling by telegram
#
if not do_we_have_data:
sleep_for(1)
do_we_have_data = False
def update_min_cap(cfg, deal_cap, processor):
cur_timest_sec = get_now_seconds_utc()
tickers = get_ticker_for_arbitrage(
cfg.pair_id, cur_timest_sec,
[cfg.buy_exchange_id, cfg.sell_exchange_id], processor)
new_cap = compute_new_min_cap_from_tickers(cfg.pair_id, tickers)
if new_cap > 0:
msg = "Updating old cap {op}".format(op=deal_cap)
log_to_file(msg, CAP_ADJUSTMENT_TRACE_LOG_FILE_NAME)
deal_cap.update_min_volume_cap(new_cap, cur_timest_sec)
msg = "New cap {op}".format(op=deal_cap)
log_to_file(msg, CAP_ADJUSTMENT_TRACE_LOG_FILE_NAME)
else:
msg = """CAN'T update minimum_volume_cap for {pair_id} at following
exchanges: {exch1} {exch2}""".format(
pair_id=cfg.pair_id,
exch1=get_exchange_name_by_id(cfg.buy_exchange_id),
exch2=get_exchange_name_by_id(cfg.sell_exchange_id))
print_to_console(msg, LOG_ALL_ERRORS)
log_to_file(msg, cfg.log_file_name)
log_to_file(msg, CAP_ADJUSTMENT_TRACE_LOG_FILE_NAME)
def add_buy_order_binance(key, pair_name, price, amount):
post_details = add_buy_order_binance_url(key, pair_name, price, amount)
err_msg = "add_buy_order_binance called for {pair} for amount = {amount} with price {price}".format(
pair=pair_name, amount=amount, price=price)
res = send_post_request_with_header(post_details,
err_msg,
max_tries=BINANCE_NUM_OF_DEAL_RETRY,
timeout=BINANCE_DEAL_TIMEOUT)
"""
{
"orderId": 1373289,
"clientOrderId": "Is7wGaKBtLBK7JjDkNAJwn",
"origQty": "10.00000000",
"symbol": "RDNBTC",
"side": "BUY",
"timeInForce": "GTC",
"status": "NEW",
"transactTime": 1512581468544,
"type": "LIMIT",
"price": "0.00022220",
"executedQty": "0.00000000"
}
"""
if get_logging_level() >= LOG_ALL_MARKET_RELATED_CRAP:
print_to_console(res, LOG_ALL_MARKET_RELATED_CRAP)
log_to_file(res, "market_utils.log")
return res
def get_history_bittrex_url(pair_name, prev_time, now_time):
# https://bittrex.com/api/v1.1/public/getmarkethistory?market=BTC-LTC
final_url = BITTREX_GET_HISTORY + pair_name + "&since=" + str(prev_time)
if should_print_debug():
print_to_console(final_url, LOG_ALL_OTHER_STUFF)
return final_url
def get_order_book_poloniex_url(pair_name):
# https://poloniex.com/public?command=returnOrderBook¤cyPair=BTC_NXT&depth=10, depth optional
final_url = POLONIEX_GET_ORDER_BOOK + pair_name
if should_print_debug():
print_to_console(final_url, LOG_ALL_DEBUG)
return final_url
def log_order_book_update_failed_pre_sync(kind, exchange_id,
order_book_updates):
msg = "Reset stage will be initiated because Orderbook update FAILED during pre-SYNC stage - {kind} - " \
"for {exch_name} Update itself: {upd}".format(kind=kind,
exch_name=get_exchange_name_by_id(exchange_id),
upd=order_book_updates)
log_to_file(msg, SOCKET_ERRORS_LOG_FILE_NAME)
print_to_console(msg, LOG_ALL_ERRORS)
def get_order_book_binance_url(currency):
# https://api.binance.com/api/v1/depth?symbol=XMRETH
final_url = BINANCE_GET_ORDER_BOOK + currency
if should_print_debug():
print_to_console(final_url, LOG_ALL_DEBUG)
return final_url
def get_history_huobi_url(pair_name, date_start, date_end):
final_url = HUOBI_GET_HISTORY + pair_name + "&size=1000"
if should_print_debug():
print_to_console(final_url, LOG_ALL_OTHER_STUFF)
return final_url
def get_order_book_bittrex_url(pair_name):
# https://bittrex.com/api/v1.1/public/getorderbook?type=both&market=BTC-LTC
final_url = BITTREX_GET_ORDER_BOOK + pair_name
if should_print_debug():
print_to_console(final_url, LOG_ALL_DEBUG)
return final_url
def get_ticker_bittrex_url(pair_name):
# https://bittrex.com/api/v1.1/public/getticker?market=BTC-LTC
final_url = BITTREX_GET_TICKER + pair_name
if should_print_debug():
print_to_console(final_url, LOG_ALL_OTHER_STUFF)
return final_url
def log_warn_balance_not_updating(last_balance, msg_queue):
msg = """ <b> !!! WARNING !!! </b>
BALANCE were not updated for a {tm} seconds!
last balance {bl}""".format(tm=BALANCE_EXPIRE_TIMEOUT, bl=last_balance)
print_to_console(msg, LOG_ALL_ERRORS)
msg_queue.add_message(DEAL_INFO_MSG, msg)
log_to_file(msg, "balance.log")
def get_ohlc_poloniex_url(currency, date_start, date_end, period):
final_url = POLONIEX_GET_OHLC + currency + "&start=" + str(date_start) + \
"&end=" + str(date_end) + "&period=" + str(period)
if should_print_debug():
print_to_console(final_url, LOG_ALL_DEBUG)
return final_url
def get_order_book_kraken_url(pair_name):
# https://api.kraken.com/0/public/Depth?pair=XETHXXBT
final_url = KRAKEN_GET_ORDER_BOOK + pair_name
if should_print_debug():
print_to_console(final_url, LOG_ALL_DEBUG)
return final_url
def get_ticker_kraken_url(pair_name):
# https://api.kraken.com/0/public/Ticker?pair=DASHXBT
final_url = KRAKEN_GET_TICKER + pair_name
if should_print_debug():
print_to_console(final_url, LOG_ALL_DEBUG)
return final_url
