def __init__(self,
api_key=os.getenv("GEMINI_AUDITOR_API_KEY"),
api_secret=os.getenv("GEMINI_AUDITOR_API_SECRET"),
sandbox=False):
self._auditor_api_key = api_key
self._auditor_api_secret = api_secret
self.public_client = gemini.PublicClient()
self.private_client = gemini.PrivateClient(self._auditor_api_key,
self._auditor_api_secret)
import gemini
# Gemini API request
import requests
import json
# Custom package
import telegram as tel
# Telegram chat id
chatid = 000000
# Gemini API credentials
key = '****'
secret = '****'
# Initialize Gemini API client
r = gemini.PrivateClient(key, secret)
def round_down(n, decimals=0):
multiplier = 10**decimals
return math.floor(n * multiplier) / multiplier
def getCurrPrice():
price = float(r.get_ticker('BTCUSD')['last'])
return price
def getBal():
# Get Balances
usdbal = 0
def backfill_gemini(gemini_api_key: str, gemini_api_secret: str):
conn = connect_serenity_db()
cur = conn.cursor()
type_code_cache = TypeCodeCache(cur)
instrument_cache = InstrumentCache(cur, type_code_cache)
exch_service = ExchangeEntityService(cur, type_code_cache,
instrument_cache)
client = gemini.PrivateClient(gemini_api_key, gemini_api_secret)
for exchange_symbol in ('BTCUSD', 'ETHBTC', 'ZECBTC'):
instrument_symbol = exchange_symbol[0:3] + '-' + exchange_symbol[3:]
instrument_type = type_code_cache.get_by_code(InstrumentType,
'CurrencyPair')
instrument = instrument_cache.get_or_create_instrument(
instrument_symbol, instrument_type)
exchange_instrument = instrument_cache.get_or_create_exchange_instrument(
exchange_symbol.lower(), instrument, 'Gemini')
conn.commit()
exchange = type_code_cache.get_by_code(Exchange, 'Gemini')
for trade in client.get_past_trades(exchange_symbol):
fill_price = trade['price']
quantity = trade['amount']
fees = trade['fee_amount']
side = type_code_cache.get_by_code(Side, trade['type'])
trade_id = trade['tid']
order_uuid = trade['order_id']
create_time_ms = trade['timestampms']
create_time = datetime.utcfromtimestamp(create_time_ms // 1000).\
replace(microsecond=create_time_ms % 1000 * 1000)
# because we cannot get historical exchange orders past 7 days, we need to synthesize limit orders
exchange_account = ExchangeAccount(0, exchange, 'default')
exchange_account = exch_service.get_or_create_account(
exchange_account)
order_type = type_code_cache.get_by_code(OrderType, 'Limit')
tif = type_code_cache.get_by_code(TimeInForce, 'GTC')
order = ExchangeOrder(0, exchange, exchange_instrument, order_type,
exchange_account, side, tif, order_uuid,
fill_price, quantity, create_time)
order = exch_service.get_or_create_exchange_order(order)
conn.commit()
# create the fills and insert, linking back to the synthetic order
fill = ExchangeFill(0, fill_price, quantity, fees, trade_id,
create_time)
fill.set_order(order)
exch_service.get_or_create_exchange_fill(fill)
conn.commit()
for transfer in client.api_query('/v1/transfers', {}):
transfer_type = type_code_cache.get_by_code(ExchangeTransferType,
transfer['type'])
transfer_method = type_code_cache.get_by_code(ExchangeTransferMethod,
"Blockchain")
currency = instrument_cache.get_or_create_currency(
transfer['currency'])
quantity = transfer['amount']
transfer_ref = transfer['txHash']
transfer_time_ms = transfer['timestampms']
transfer_time = datetime.utcfromtimestamp(transfer_time_ms // 1000). \
replace(microsecond=transfer_time_ms % 1000 * 1000)
transfer = ExchangeTransfer(0, exchange, transfer_type,
transfer_method, currency, quantity,
transfer_ref, transfer_time)
exch_service.get_or_create_exchange_transfer(transfer)
conn.commit()
def main(argv):
period = 10
pair = "BTCUSD"
prices = []
currentMovingAverage = 0
lengthOfMA = 0
startTime = False
endTime = False
historicalData = False
tradePlaced = False
typeOfTrade = False
dataDate = ""
orderNumber = ""
net = []
total = 100000
bitcoin = 10
'''
Following code is for command line arguments. opts and args represents options
such as -h, -p, -c etc. Those options with a colon following require an argument.
-h for help
-p, --period for period length
-c, --currency for currency pair
-n, --points for number of points for moving average
-s is starttime for historical backtesting
-e is endtime for historical backtesting
'''
try:
opts, args = getopt.getopt(argv, "hp:c:n:s:e:",
["period=", "currency=", "points="])
except getopt.GetoptError:
print(
'trading-bot.py -p <period length> -c <currency pair> -n <period of moving average>'
)
sys.exit(2)
for opt, arg in opts:
if opt == '-h':
print(
'trading-bot.py -p <period length> -c <currency pair> -n <period of moving average>'
)
sys.exit()
elif opt in ("-p", "--period"):
if (int(arg) in [10, 300, 900, 1800, 7200, 14400, 86400]):
period = arg
else:
print(
'Poloniex requires periods in 300,900,1800,7200,14400, or 86400 second increments'
)
sys.exit(2)
elif opt in ("-c", "--currency"):
pair = arg
elif opt in ("-n", "--points"):
lengthOfMA = int(arg)
elif opt in ("-s"):
startTime = arg
elif opt in ("-e"):
endTime = arg
# establish connection to gemini exchange, sandbox=True indicates sandbox
r = gemini.PrivateClient("JBCBbwEmXfD6IwS6Q4WN",
"2YzrK8cq5jCRs8r8QKLKUtDDJxqV",
sandbox=True)
conn = poloniex(
'OICTWNLZ-NG2ATAQN-S3DYCUWH-QGWMPXD3',
'0348b3b5932f49b1e84feeacbec88a8b9eb0770d11fe553515f6a946b8b23eb2abe9748ee06417f1fd27310759e3b6535782c03de75c3499f42c714b0b6530a5'
)
if (startTime):
historicalData = r.get_trade_history("BTCUSD", since="17/06/2017")
while True:
#if we are doing a historical backtest
if (startTime and historicalData):
nextDataPoint = historicalData.pop(0)
lastPairPrice = nextDataPoint['weightedAverage']
dataDate = datetime.datetime.fromtimestamp(
int(nextDataPoint['date'])).strftime('%Y-%m-%d %H:%M:%S')
elif (startTime and not historicalData):
exit()
#if we are doing live trading
else:
currentValues = r.get_ticker(pair)
lastPairPrice = float(currentValues["last"])
dataDate = datetime.datetime.now()
"""
This is the code that will actually execute the trades
"""
if (len(prices) > 0):
currentMovingAverage = sum(prices) / float(len(prices))
previousPrice = prices[-1]
if ((not tradePlaced) and (total > 0)):
# if (not tradePlaced):
if ((lastPairPrice > currentMovingAverage)
and (lastPairPrice < previousPrice) and (bitcoin > 0)):
orderNumber = r.new_order(pair, "1", str(lastPairPrice),
"sell")
print("SELL 1 BTC AT " + str(lastPairPrice * 1))
tradePlaced = True
typeOfTrade = "short"
priceSoldAt = lastPairPrice
total = total + (priceSoldAt * 1)
bitcoin = bitcoin - 1
print("total: " + str(total))
elif ((lastPairPrice < currentMovingAverage)
and (lastPairPrice > previousPrice)):
print("BUY 1 BTC AT " + str(lastPairPrice * 1))
orderNumber = r.new_order(pair, "1", str(lastPairPrice),
"buy")
tradePlaced = True
typeOfTrade = "long"
priceBoughtAt = lastPairPrice
total = total - (priceBoughtAt * 1)
bitcoin = bitcoin + 1
print("total: " + str(total))
elif (typeOfTrade == "short"):
if (lastPairPrice < currentMovingAverage):
print("EXIT TRADE")
# conn.cancel(pair,orderNumber)
tradePlaced = False
typeOfTrade = False
elif (typeOfTrade == "long"):
if (lastPairPrice > currentMovingAverage):
print("EXIT TRADE")
# conn.cancel(pair,orderNumber)
tradePlaced = False
typeOfTrade = False
else:
previousPrice = 0
print("%s Period: %ss %s: %s Moving Average: %s" %
(dataDate, period, pair, lastPairPrice, currentMovingAverage))
prices.append(float(lastPairPrice))
prices = prices[-lengthOfMA:]
if (not startTime):
time.sleep(int(period))
if (bitcoin > 0):
print("bitcoin:", bitcoin)
def __init__(self):
self.api_key = getenv("API_KEY", None)
self.private_key = getenv("API_SECRET", None)
self.private_client = gemini.PrivateClient(
self.api_key, self.private_key,
sandbox=False) if self.api_key and self.private_key else None
import gemini
p = gemini.PublicClient()
r = gemini.PrivateClient("bXVM9YaofU9ply00F9aO",
"352ks5RLMzntpfJYgJceBge71cgq",
sandbox=True)
lists = []
lists = p.symbols()
for list in lists:
print(p.get_ticker(list))
print(list)
import math, urllib2, json, re
def download():
graph = {}
page = urllib2.urlopen(
"https://bittrex.com/api/v1.1/public/getmarketsummaries")
data = page.read()
jsrates = json.loads(data)
result_list = jsrates["result"]
for result_index, result in enumerate(result_list):
ask = result["Ask"]
bid = result["Bid"]
market = result["MarketName"]
pattern = re.compile("([A-Z0-9]*)-([A-Z0-9]*)")
#Importing libraries
import gemini
import ccxt
import pandas as pd
import time
import datetime
from datetime import timedelta
r = gemini.PrivateClient("PUBLICACCOUNT", "SECRETKEY")
##Get live BTC price
#while True:
# price = cryptocompare.get_price('BTC', currency = 'USD')
# print (price)
# time.sleep(0.2)
#Fetching data from Gemini
gemini = ccxt.gemini()
ticker = "BTC/USD"
btc_ohlcv = gemini.fetch_ohlcv(ticker, timeframe='1d')
k = 0.68
def get_target_price(ticker):
df = pd.DataFrame(
btc_ohlcv, columns=['date', 'open', 'high', 'low', 'close', 'volume'])
df['date'] = pd.to_datetime(df['date'], unit='ms')
df.set_index('date', inplace=True)
yesterday = df.iloc[-2]
# Ensure responses aren't cached
@app.after_request
def after_request(response):
response.headers["Cache-Control"] = "no-cache, no-store, must-revalidate"
response.headers["Expires"] = 0
response.headers["Pragma"] = "no-cache"
return response
# Configure CS50 Library to use SQLite database
db = SQL("sqlite:///finance.db")
#provide public and private API keys for websocket connection
r = gemini.PrivateClient("Vk5HgHCe3RD3RQLI4ngj",
"4HiK4Hc4HKsdSWc7LpJd47LqGxYF",
sandbox=True)
#Sandbox url. Change to live url for live envt
base_url = "https://api.sandbox.gemini.com/v1"
#Function to get latest price from exchange & compare to stop loss positions in db. Comparison is combined in this function due to rate limiting of API.
#Return price for display in index page
def btc_price():
#Get BTC Price and parse json
response = urllib.request.urlopen(base_url + "/pubticker/btcusd")
a = (response.read())
b = json.loads(a)
