def index_equal_weight(self):
"""Set portfolio to equal weight"""
totalPercentage = 0
totalLockedPercentage = 0.0
totalUnlockedPercentage = 100
totalUnlockedCoinsCount = 0
averagePercentage = 0
indexedCoins = DatabaseManager.get_all_index_coin_models()
for inCoins in indexedCoins:
if inCoins.Locked == True:
totalLockedPercentage = totalLockedPercentage + inCoins.DesiredPercentage
else:
totalUnlockedCoinsCount = totalUnlockedCoinsCount + 1
totalPercentage = totalPercentage + totalLockedPercentage
totalUnlockedPercentage = totalUnlockedPercentage - totalLockedPercentage
averagePercentage = round(
totalUnlockedPercentage / totalUnlockedCoinsCount, 2)
logger.info("Setting default allocation to " + str(averagePercentage))
for inCoins in indexedCoins:
if inCoins.Locked == False:
totalPercentage = totalPercentage + averagePercentage
if totalPercentage + averagePercentage > 100:
desiredPercentage = 100 - totalPercentage
else:
desiredPercentage = averagePercentage
DatabaseManager.update_index_coin_model(
inCoins.Ticker, float(desiredPercentage), 0.0, False)
def index_remove_coin(self, coin):
if (coin.upper() == "BTC"):
logger.warn("You cannot remove BTC from your index.")
return
indexedCoin = DatabaseManager.get_index_coin_model(coin.upper())
btcCoin = DatabaseManager.get_index_coin_model('BTC')
percentageToAdd = indexedCoin.DesiredPercentage
if self.coin_supported_check(coin.upper()):
if DatabaseManager.delete_index_coin_model(coin.upper()):
# Add percentage back to BTC model
DatabaseManager.update_index_coin_model(
btcCoin.Ticker,
btcCoin.DesiredPercentage + percentageToAdd,
btcCoin.DistanceFromTarget, btcCoin.Locked)
logger.info("Coin " + coin.upper() + " removed from index")
else:
# Already Exist
logger.warn("Coin not in index")
else:
logger.warn("Coin not supported")
def index_add_coin(self, coin, percentage=1.0, locked=False):
lockCoin = False
totalLockedPercentage = 0.0
totalUnlockedPercentage = 0.0
totalUnlockedCoinsCount = 0
indexInfo = DatabaseManager.get_index_info_model()
indexedCoins = DatabaseManager.get_all_index_coin_models()
if locked == "true" or locked == "True":
lockCoin = True
for inCoins in indexedCoins:
if inCoins.Locked == True:
totalLockedPercentage = totalLockedPercentage + inCoins.DesiredPercentage
else:
totalUnlockedPercentage = totalUnlockedPercentage + inCoins.DesiredPercentage
totalUnlockedCoinsCount = totalUnlockedCoinsCount + 1
if totalUnlockedPercentage > float(percentage):
if self.coin_supported_check(coin.upper()):
percentageToRemove = float(
percentage) / totalUnlockedCoinsCount
for iCoin in indexedCoins:
if iCoin.Locked != True:
DatabaseManager.update_index_coin_model(
iCoin.Ticker,
iCoin.DesiredPercentage - percentageToRemove,
iCoin.DistanceFromTarget, iCoin.Locked)
if isinstance(float(percentage), (float, int, complex, int)):
if DatabaseManager.create_index_coin_model(
coin.upper(), float(percentage), 0.0, lockCoin):
logger.info("Coin " + coin.upper() + " added to index")
else:
# Already Exist
logger.warn("Coin already in index")
else:
logger.warn("Percentage isn't a number")
else:
logger.warn("Coin not supported")
else:
logger.warn("Not Enough Unlocked Percentage")
def index_update_coin(self, coin, percentage, locked):
lockCoin = False
totalLockedPercentage = 0.0
totalUnlockedPercentage = 0.0
totalUnlockedCoinsCount = 0
indexInfo = DatabaseManager.get_index_info_model()
indexedCoins = DatabaseManager.get_all_index_coin_models()
indexedCoin = DatabaseManager.get_index_coin_model(coin.upper())
for inCoins in indexedCoins:
if inCoins.Ticker != coin.upper():
if inCoins.Locked == True:
totalLockedPercentage = totalLockedPercentage + inCoins.DesiredPercentage
else:
totalUnlockedPercentage = totalUnlockedPercentage + inCoins.DesiredPercentage
totalUnlockedCoinsCount = totalUnlockedCoinsCount + 1
if len(indexedCoins) > 1:
if totalUnlockedCoinsCount > 0:
if locked == "true" or locked == "True":
lockCoin = True
percentage_btc_amount = indexInfo.TotalBTCVal * (
float(percentage) / 100)
if percentage_btc_amount >= CondexConfig.BITTREX_MIN_BTC_TRADE_AMOUNT:
if float(percentage) > indexedCoin.DesiredPercentage:
if totalUnlockedPercentage > float(percentage):
if self.coin_supported_check(coin.upper()):
percentageToAdd = 0.0
if totalUnlockedCoinsCount > 0:
percentageToAdd = float(
indexedCoin.DesiredPercentage -
float(percentage)
) / totalUnlockedCoinsCount
else:
percentageToAdd = float(
indexedCoin.DesiredPercentage -
float(percentage))
for iCoin in indexedCoins:
if iCoin.Ticker != coin.upper():
if iCoin.Locked != True:
DatabaseManager.update_index_coin_model(
iCoin.Ticker,
iCoin.DesiredPercentage -
percentageToAdd,
iCoin.DistanceFromTarget,
iCoin.Locked)
if isinstance(float(percentage),
(float, int, complex, long)):
if DatabaseManager.update_index_coin_model(
coin.upper(), float(percentage),
0.0, lockCoin):
logger.info("Coin " + coin.upper() +
" updated in index")
else:
# Already Exist
logger.warn("Coin already in index")
else:
logger.warn("Percentage isn't a number")
else:
logger.warn("Coin not supported")
else:
logger.warn("Not Enough Unlocked Percentage")
else:
## NEW BLOCK
if self.coin_supported_check(coin.upper()):
percentageToAdd = 0.0
if totalUnlockedCoinsCount > 0:
percentageToAdd = float(
indexedCoin.DesiredPercentage - float(
percentage)) / totalUnlockedCoinsCount
else:
percentageToAdd = float(
indexedCoin.DesiredPercentage -
float(percentage))
for iCoin in indexedCoins:
if iCoin.Ticker != coin.upper():
if iCoin.Locked != True:
DatabaseManager.update_index_coin_model(
iCoin.Ticker,
iCoin.DesiredPercentage +
percentageToAdd,
iCoin.DistanceFromTarget,
iCoin.Locked)
if isinstance(float(percentage),
(float, int, complex, int)):
if DatabaseManager.update_index_coin_model(
coin.upper(), float(percentage), 0.0,
lockCoin):
logger.info("Coin " + coin.upper() +
" updated in index")
else:
# Already Exist
logger.warn("Coin already in index")
else:
logger.warn("Percentage isn't a number")
else:
logger.warn("Coin not supported")
else:
logger.warn(
"Specified percentage below current bittrex trade value"
)
else:
logger.warn(
"Currently no unlocked coins to transfer free value")
else:
logger.warn(
"Please add another coin to your index before updating a given coin"
)
def index_add_coin(self, coin, percentage, locked):
lockCoin = False
totalLockedPercentage = 0.0
totalUnlockedPercentage = 0.0
totalUnlockedCoinsCount = 0
indexInfo = DatabaseManager.get_index_info_model()
indexedCoins = DatabaseManager.get_all_index_coin_models()
if locked == "true" or locked == "True":
lockCoin = True
percentage_btc_amount = indexInfo.TotalBTCVal * (float(percentage) /
100)
if percentage_btc_amount >= CondexConfig.BITTREX_MIN_BTC_TRADE_AMOUNT:
for inCoins in indexedCoins:
if inCoins.Locked == True:
totalLockedPercentage = totalLockedPercentage + inCoins.DesiredPercentage
else:
totalUnlockedPercentage = totalUnlockedPercentage + inCoins.DesiredPercentage
totalUnlockedCoinsCount = totalUnlockedCoinsCount + 1
if totalUnlockedPercentage > float(percentage):
if self.coin_supported_check(coin.upper()):
percentageToRemove = float(
percentage) / totalUnlockedCoinsCount
for iCoin in indexedCoins:
if iCoin.Locked != True:
DatabaseManager.update_index_coin_model(
iCoin.Ticker,
iCoin.DesiredPercentage - percentageToRemove,
iCoin.CurrentPercentage, iCoin.UnrealizedGain,
iCoin.Locked)
if isinstance(float(percentage),
(float, int, complex, long)):
if DatabaseManager.create_index_coin_model(
coin.upper(), float(percentage), 0.0, 0.0,
lockCoin):
DatabaseManager.create_realized_gain_model(
coin.upper(), 0.0)
logger.info("Coin " + coin.upper() +
" added to index")
else:
# Already Exist
logger.warn("Coin already in index")
else:
logger.warn("Percentage isn't a number")
else:
logger.warn("Coin not supported")
else:
logger.warn("Not Enough Unlocked Percentage")
else:
logger.warn(
"Specified percentage below current bittrex trade value")
def wallet_update_task():
em = ExchangeManager()
walletData = em.get_balance()
btcUsdValue = em.get_btc_usd_value()
totalBtcValue = 0.0
logger.info("Starting Wallet Update Task")
for key in DatabaseManager.get_all_supported_coin_models():
btcbalance = 0.0
usdBalance = 0.0
totalCoins = None
fullTicker = key.Ticker + "/BTC"
if key.Ticker == 'BTC':
fullTicker = 'BTC/USDT'
tickerModel = DatabaseManager.get_ticker_model(fullTicker)
try:
btcbalance = walletData[key.Ticker]['total'] * tickerModel.BTCVal
totalCoins = walletData[key.Ticker]['total']
usdBalance = btcUsdValue * btcbalance
except:
btcbalance = 0.0
totalCoins = 0.0
if key.Ticker == 'BTC':
btcbalance = walletData[key.Ticker]['total']
usdBalance = btcUsdValue * btcbalance
indexedCoin = DatabaseManager.get_index_coin_model(key.Ticker)
if indexedCoin is not None:
totalBtcValue = totalBtcValue + btcbalance
if DatabaseManager.create_coin_balance_model(key.Ticker, btcbalance,
usdBalance, totalCoins,
datetime.datetime.now()):
#logger.debug("Created Coin Balance Model - " + key.Ticker)
pass
else:
if DatabaseManager.update_coin_balance_model(
key.Ticker, btcbalance, btcUsdValue * btcbalance,
totalCoins, datetime.datetime.now()):
#logger.debug("Updated Coin Balance Model - " + key.Ticker)
pass
else:
logger.error("Failed Update Coin Balance Model - " +
key.Ticker)
totalUnrealizeGain = 0.0
totalRealizedGain = 0.0
for key in DatabaseManager.get_all_supported_coin_models():
coinBalance = DatabaseManager.get_coin_balance_model(key.Ticker)
indexedCoin = DatabaseManager.get_index_coin_model(key.Ticker)
realizedGainModel = DatabaseManager.get_realized_gain_model(key.Ticker)
if indexedCoin is not None:
if DatabaseManager.update_index_coin_model(
indexedCoin.Ticker, indexedCoin.DesiredPercentage,
(coinBalance.BTCBalance / totalBtcValue) * 100,
((coinBalance.BTCBalance / totalBtcValue) * 100) -
indexedCoin.DesiredPercentage, indexedCoin.Locked):
totalUnrealizeGain = totalUnrealizeGain + (
((coinBalance.BTCBalance / totalBtcValue) * 100) -
indexedCoin.DesiredPercentage)
totalRealizedGain = totalRealizedGain + realizedGainModel.RealizedGain
logger.debug("Total unrealized gain - " +
str(totalUnrealizeGain))
logger.debug("Updated Indexed Coin Model - " +
indexedCoin.Ticker)
else:
logger.error("Failed To Update Indexed Coin Model - " +
indexedCoin.Ticker)
indexInfo = DatabaseManager.get_index_info_model()
totalUnrealizeGain = totalUnrealizeGain
if DatabaseManager.update_index_info_model(
indexInfo.Active, totalBtcValue, btcUsdValue * totalBtcValue,
totalRealizedGain, totalUnrealizeGain, indexInfo.BalanceThreshold,
indexInfo.OrderTimeout, indexInfo.OrderRetryAmount,
indexInfo.RebalanceTickSetting):
logger.debug("Updated Index Info Model")
else:
logger.error("Failed To Update Index Info Model")
logger.info("Wallet Update Task Completed")
def wallet_update_task():
em = ExchangeManager()
walletData = em.get_balance()
btcUsdValue = em.get_btc_usd_value()
totalBtcValue = 0.0
logger.info("Starting Wallet Update Task")
logger.debug("Checking Wallet Locks")
walletLockDeleteList = []
# Clear up the wallet locks.
for walletLockModel in DatabaseManager.get_all_wallet_trade_lock_models():
if DatabaseManager.get_coin_lock_model(walletLockModel.Ticker) == None:
walletLockDeleteList.append(walletLockModel.Ticker)
for walletLockTicker in walletLockDeleteList:
DatabaseManager.delete_wallet_trade_lock_model(walletLockTicker)
for key in DatabaseManager.get_all_supported_coin_models():
btcbalance = 0.0
usdBalance = 0.0
totalCoins = None
tickerModel = get_ticker(key)
try:
btcbalance = walletData[key.Ticker]['total'] * tickerModel.BTCVal
totalCoins = walletData[key.Ticker]['total']
usdBalance = btcUsdValue * btcbalance
except:
btcbalance = 0.0
totalCoins = 0.0
if key.Ticker == 'BTC':
btcbalance = walletData[key.Ticker]['total']
usdBalance = btcUsdValue * btcbalance
indexedCoin = DatabaseManager.get_index_coin_model(key.Ticker)
if indexedCoin is not None:
totalBtcValue = totalBtcValue + btcbalance
if DatabaseManager.create_coin_balance_model(key.Ticker, btcbalance,
usdBalance, totalCoins,
datetime.datetime.now()):
#logger.debug("Created Coin Balance Model - " + key.Ticker)
pass
else:
if DatabaseManager.update_coin_balance_model(
key.Ticker, btcbalance, btcUsdValue * btcbalance,
totalCoins, datetime.datetime.now()):
#logger.debug("Updated Coin Balance Model - " + key.Ticker)
pass
else:
logger.error("Failed Update Coin Balance Model - " +
key.Ticker)
totalUnrealizedGain = 0.0
totalRealizedGain = 0.0
for key in DatabaseManager.get_all_supported_coin_models():
tickerModel = get_ticker(key)
coinBalance = DatabaseManager.get_coin_balance_model(key.Ticker)
indexedCoin = DatabaseManager.get_index_coin_model(key.Ticker)
if indexedCoin is not None:
if DatabaseManager.update_index_coin_model(
indexedCoin.Ticker, indexedCoin.DesiredPercentage,
indexedCoin.get_distance_from_target(
coinBalance, totalBtcValue), indexedCoin.Locked):
logger.debug("Updated Indexed Coin Model - " +
indexedCoin.Ticker)
else:
logger.error("Failed To Update Indexed Coin Model - " +
indexedCoin.Ticker)
indexInfo = DatabaseManager.get_index_info_model()
if DatabaseManager.update_index_info_model(indexInfo.Active, totalBtcValue,
btcUsdValue * totalBtcValue,
indexInfo.BalanceThreshold,
indexInfo.OrderTimeout,
indexInfo.OrderRetryAmount,
indexInfo.RebalanceTickSetting):
logger.debug("Updated Index Info Model")
else:
logger.error("Failed To Update Index Info Model")
logger.info("Wallet Update Task Completed")