class GOPAXMarketMakerKeeper:
logger = logging.getLogger()
def __init__(self, args: list):
parser = argparse.ArgumentParser(prog='gopax-market-maker-keeper')
parser.add_argument(
"--gopax-api-server",
type=str,
default="https://api.gopax.co.kr",
help=
"Address of the GOPAX API server (default: 'https://api.gopax.co.kr')"
)
parser.add_argument("--gopax-api-key",
type=str,
required=True,
help="API key for the GOPAX API")
parser.add_argument("--gopax-api-secret",
type=str,
required=True,
help="API secret for the GOPAX API")
parser.add_argument(
"--gopax-timeout",
type=float,
default=9.5,
help=
"Timeout for accessing the GOPAX API (in seconds, default: 9.5)")
parser.add_argument(
"--pair",
type=str,
required=True,
help="Token pair (sell/buy) on which the keeper will operate")
parser.add_argument("--config",
type=str,
required=True,
help="Bands configuration file")
parser.add_argument("--price-feed",
type=str,
required=True,
help="Source of price feed")
parser.add_argument(
"--price-feed-expiry",
type=int,
default=120,
help="Maximum age of the price feed (in seconds, default: 120)")
parser.add_argument("--spread-feed",
type=str,
help="Source of spread feed")
parser.add_argument(
"--spread-feed-expiry",
type=int,
default=3600,
help="Maximum age of the spread feed (in seconds, default: 3600)")
parser.add_argument("--debug",
dest='debug',
action='store_true',
help="Enable debug output")
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
self.history = History()
self.gopax_api = GOPAXApi(api_server=self.arguments.gopax_api_server,
api_key=self.arguments.gopax_api_key,
api_secret=self.arguments.gopax_api_secret,
timeout=self.arguments.gopax_timeout)
self.bands_config = ReloadableConfig(self.arguments.config)
self.price_feed = PriceFeedFactory().create_price_feed(self.arguments)
self.spread_feed = create_spread_feed(self.arguments)
self.order_book_manager = OrderBookManager(refresh_frequency=10)
self.order_book_manager.get_orders_with(self.get_orders)
self.order_book_manager.get_balances_with(
lambda: self.gopax_api.get_balances())
self.order_book_manager.start()
def main(self):
with Lifecycle() as lifecycle:
lifecycle.initial_delay(10)
lifecycle.every(1, self.synchronize_orders)
lifecycle.on_shutdown(self.shutdown)
def shutdown(self):
#TODO I don't think this approach makes sure all orders will always get cancelled!!
while True:
try:
our_orders = self.gopax_api.get_orders(self.pair())
except:
continue
if len(our_orders) == 0:
break
self.cancel_orders(our_orders)
self.order_book_manager.wait_for_order_cancellation()
def pair(self):
return self.arguments.pair.upper()
def token_sell(self) -> str:
return self.arguments.pair.split('-')[0].upper()
def token_buy(self) -> str:
return self.arguments.pair.split('-')[1].upper()
def get_orders(self) -> list:
return list(
map(lambda order: self.gopax_api.get_order(order.order_id),
self.gopax_api.get_orders(self.pair())))
def our_available_balance(self, our_balances: list, token: str) -> Wad:
return Wad.from_number(
next(filter(lambda coin: coin['asset'] == token,
our_balances))['avail'])
def our_sell_orders(self, our_orders: list) -> list:
return list(filter(lambda order: order.is_sell, our_orders))
def our_buy_orders(self, our_orders: list) -> list:
return list(filter(lambda order: not order.is_sell, our_orders))
def synchronize_orders(self):
bands = Bands(self.bands_config, self.spread_feed, self.history)
order_book = self.order_book_manager.get_order_book()
target_price = self.price_feed.get_price()
# Cancel orders
cancellable_orders = bands.cancellable_orders(
our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# Do not place new orders if order book state is not confirmed
if order_book.orders_being_placed or order_book.orders_being_cancelled:
self.logger.debug(
"Order book is in progress, not placing new orders")
return
# Place new orders
self.place_orders(
bands.new_orders(
our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
our_buy_balance=self.our_available_balance(
order_book.balances, self.token_buy()),
our_sell_balance=self.our_available_balance(
order_book.balances, self.token_sell()),
target_price=target_price)[0])
def cancel_orders(self, orders):
for order in orders:
self.order_book_manager.cancel_order(
order.order_id,
lambda order=order: self.gopax_api.cancel_order(order.order_id
))
def place_orders(self, new_orders):
def place_order_function(new_order_to_be_placed):
pair = self.pair()
is_sell = new_order_to_be_placed.is_sell
price = new_order_to_be_placed.price
amount = new_order_to_be_placed.pay_amount if new_order_to_be_placed.is_sell else new_order_to_be_placed.buy_amount
new_order_id = self.gopax_api.place_order(pair=pair,
is_sell=is_sell,
price=price,
amount=amount)
return Order(order_id=new_order_id,
pair=pair,
is_sell=is_sell,
price=price,
amount=amount,
amount_remaining=amount)
for new_order in new_orders:
self.order_book_manager.place_order(
lambda new_order=new_order: place_order_function(new_order))
def __init__(self, args: list):
parser = argparse.ArgumentParser(prog='gopax-market-maker-keeper')
parser.add_argument(
"--gopax-api-server",
type=str,
default="https://api.gopax.co.kr",
help=
"Address of the GOPAX API server (default: 'https://api.gopax.co.kr')"
)
parser.add_argument("--gopax-api-key",
type=str,
required=True,
help="API key for the GOPAX API")
parser.add_argument("--gopax-api-secret",
type=str,
required=True,
help="API secret for the GOPAX API")
parser.add_argument(
"--gopax-timeout",
type=float,
default=9.5,
help=
"Timeout for accessing the GOPAX API (in seconds, default: 9.5)")
parser.add_argument(
"--pair",
type=str,
required=True,
help="Token pair (sell/buy) on which the keeper will operate")
parser.add_argument("--config",
type=str,
required=True,
help="Bands configuration file")
parser.add_argument("--price-feed",
type=str,
required=True,
help="Source of price feed")
parser.add_argument(
"--price-feed-expiry",
type=int,
default=120,
help="Maximum age of the price feed (in seconds, default: 120)")
parser.add_argument("--spread-feed",
type=str,
help="Source of spread feed")
parser.add_argument(
"--spread-feed-expiry",
type=int,
default=3600,
help="Maximum age of the spread feed (in seconds, default: 3600)")
parser.add_argument("--debug",
dest='debug',
action='store_true',
help="Enable debug output")
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
self.history = History()
self.gopax_api = GOPAXApi(api_server=self.arguments.gopax_api_server,
api_key=self.arguments.gopax_api_key,
api_secret=self.arguments.gopax_api_secret,
timeout=self.arguments.gopax_timeout)
self.bands_config = ReloadableConfig(self.arguments.config)
self.price_feed = PriceFeedFactory().create_price_feed(self.arguments)
self.spread_feed = create_spread_feed(self.arguments)
self.order_book_manager = OrderBookManager(refresh_frequency=10)
self.order_book_manager.get_orders_with(self.get_orders)
self.order_book_manager.get_balances_with(
lambda: self.gopax_api.get_balances())
self.order_book_manager.start()
def __init__(self, args: list):
parser = argparse.ArgumentParser(prog='gopax-market-maker-keeper')
parser.add_argument("--gopax-api-server", type=str, default="https://api.gopax.co.kr",
help="Address of the GOPAX API server (default: 'https://api.gopax.co.kr')")
parser.add_argument("--gopax-api-key", type=str, required=True,
help="API key for the GOPAX API")
parser.add_argument("--gopax-api-secret", type=str, required=True,
help="API secret for the GOPAX API")
parser.add_argument("--gopax-timeout", type=float, default=9.5,
help="Timeout for accessing the GOPAX API (in seconds, default: 9.5)")
parser.add_argument("--pair", type=str, required=True,
help="Token pair (sell/buy) on which the keeper will operate")
parser.add_argument("--config", type=str, required=True,
help="Bands configuration file")
parser.add_argument("--price-feed", type=str, required=True,
help="Source of price feed")
parser.add_argument("--price-feed-expiry", type=int, default=120,
help="Maximum age of the price feed (in seconds, default: 120)")
parser.add_argument("--spread-feed", type=str,
help="Source of spread feed")
parser.add_argument("--spread-feed-expiry", type=int, default=3600,
help="Maximum age of the spread feed (in seconds, default: 3600)")
parser.add_argument("--order-history", type=str,
help="Endpoint to report active orders to")
parser.add_argument("--order-history-every", type=int, default=30,
help="Frequency of reporting active orders (in seconds, default: 30)")
parser.add_argument("--debug", dest='debug', action='store_true',
help="Enable debug output")
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
self.history = History()
self.gopax_api = GOPAXApi(api_server=self.arguments.gopax_api_server,
api_key=self.arguments.gopax_api_key,
api_secret=self.arguments.gopax_api_secret,
timeout=self.arguments.gopax_timeout)
self.bands_config = ReloadableConfig(self.arguments.config)
self.price_feed = PriceFeedFactory().create_price_feed(self.arguments)
self.spread_feed = create_spread_feed(self.arguments)
self.order_history_reporter = create_order_history_reporter(self.arguments)
self.order_book_manager = OrderBookManager(refresh_frequency=10)
self.order_book_manager.get_orders_with(self.get_orders)
self.order_book_manager.get_balances_with(lambda: self.gopax_api.get_balances())
self.order_book_manager.enable_history_reporting(self.order_history_reporter, self.our_buy_orders, self.our_sell_orders)
self.order_book_manager.start()
class GOPAXMarketMakerKeeper:
logger = logging.getLogger()
def __init__(self, args: list):
parser = argparse.ArgumentParser(prog='gopax-market-maker-keeper')
parser.add_argument("--gopax-api-server", type=str, default="https://api.gopax.co.kr",
help="Address of the GOPAX API server (default: 'https://api.gopax.co.kr')")
parser.add_argument("--gopax-api-key", type=str, required=True,
help="API key for the GOPAX API")
parser.add_argument("--gopax-api-secret", type=str, required=True,
help="API secret for the GOPAX API")
parser.add_argument("--gopax-timeout", type=float, default=9.5,
help="Timeout for accessing the GOPAX API (in seconds, default: 9.5)")
parser.add_argument("--pair", type=str, required=True,
help="Token pair (sell/buy) on which the keeper will operate")
parser.add_argument("--config", type=str, required=True,
help="Bands configuration file")
parser.add_argument("--price-feed", type=str, required=True,
help="Source of price feed")
parser.add_argument("--price-feed-expiry", type=int, default=120,
help="Maximum age of the price feed (in seconds, default: 120)")
parser.add_argument("--spread-feed", type=str,
help="Source of spread feed")
parser.add_argument("--spread-feed-expiry", type=int, default=3600,
help="Maximum age of the spread feed (in seconds, default: 3600)")
parser.add_argument("--order-history", type=str,
help="Endpoint to report active orders to")
parser.add_argument("--order-history-every", type=int, default=30,
help="Frequency of reporting active orders (in seconds, default: 30)")
parser.add_argument("--debug", dest='debug', action='store_true',
help="Enable debug output")
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
self.history = History()
self.gopax_api = GOPAXApi(api_server=self.arguments.gopax_api_server,
api_key=self.arguments.gopax_api_key,
api_secret=self.arguments.gopax_api_secret,
timeout=self.arguments.gopax_timeout)
self.bands_config = ReloadableConfig(self.arguments.config)
self.price_feed = PriceFeedFactory().create_price_feed(self.arguments)
self.spread_feed = create_spread_feed(self.arguments)
self.order_history_reporter = create_order_history_reporter(self.arguments)
self.order_book_manager = OrderBookManager(refresh_frequency=10)
self.order_book_manager.get_orders_with(self.get_orders)
self.order_book_manager.get_balances_with(lambda: self.gopax_api.get_balances())
self.order_book_manager.enable_history_reporting(self.order_history_reporter, self.our_buy_orders, self.our_sell_orders)
self.order_book_manager.start()
def main(self):
with Lifecycle() as lifecycle:
lifecycle.initial_delay(10)
lifecycle.every(1, self.synchronize_orders)
lifecycle.on_shutdown(self.shutdown)
def shutdown(self):
#TODO I don't think this approach makes sure all orders will always get cancelled!!
while True:
try:
our_orders = self.gopax_api.get_orders(self.pair())
except:
continue
if len(our_orders) == 0:
break
self.cancel_orders(our_orders)
self.order_book_manager.wait_for_order_cancellation()
def pair(self):
return self.arguments.pair.upper()
def token_sell(self) -> str:
return self.arguments.pair.split('-')[0].upper()
def token_buy(self) -> str:
return self.arguments.pair.split('-')[1].upper()
def get_orders(self) -> list:
return list(map(lambda order: self.gopax_api.get_order(order.order_id), self.gopax_api.get_orders(self.pair())))
def our_available_balance(self, our_balances: list, token: str) -> Wad:
return Wad.from_number(next(filter(lambda coin: coin['asset'] == token, our_balances))['avail'])
def our_sell_orders(self, our_orders: list) -> list:
return list(filter(lambda order: order.is_sell, our_orders))
def our_buy_orders(self, our_orders: list) -> list:
return list(filter(lambda order: not order.is_sell, our_orders))
def synchronize_orders(self):
bands = Bands(self.bands_config, self.spread_feed, self.history)
order_book = self.order_book_manager.get_order_book()
target_price = self.price_feed.get_price()
# Cancel orders
cancellable_orders = bands.cancellable_orders(our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.cancel_orders(cancellable_orders)
return
# Do not place new orders if order book state is not confirmed
if order_book.orders_being_placed or order_book.orders_being_cancelled:
self.logger.debug("Order book is in progress, not placing new orders")
return
# Place new orders
self.place_orders(bands.new_orders(our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
our_buy_balance=self.our_available_balance(order_book.balances, self.token_buy()),
our_sell_balance=self.our_available_balance(order_book.balances, self.token_sell()),
target_price=target_price)[0])
def cancel_orders(self, orders):
for order in orders:
self.order_book_manager.cancel_order(order.order_id, lambda order=order: self.gopax_api.cancel_order(order.order_id))
def place_orders(self, new_orders):
def place_order_function(new_order_to_be_placed):
pair = self.pair()
is_sell = new_order_to_be_placed.is_sell
price = new_order_to_be_placed.price
amount = new_order_to_be_placed.pay_amount if new_order_to_be_placed.is_sell else new_order_to_be_placed.buy_amount
new_order_id = self.gopax_api.place_order(pair=pair,
is_sell=is_sell,
price=price,
amount=amount)
return Order(order_id=new_order_id,
pair=pair,
is_sell=is_sell,
price=price,
amount=amount,
amount_remaining=amount)
for new_order in new_orders:
self.order_book_manager.place_order(lambda new_order=new_order: place_order_function(new_order))
def __init__(self, args: list):
parser = argparse.ArgumentParser(prog='gopax-market-maker-keeper')
parser.add_argument(
"--gopax-api-server",
type=str,
default="https://api.gopax.co.kr",
help=
"Address of the GOPAX API server (default: 'https://api.gopax.co.kr')"
)
parser.add_argument("--gopax-api-key",
type=str,
required=True,
help="API key for the GOPAX API")
parser.add_argument("--gopax-api-secret",
type=str,
required=True,
help="API secret for the GOPAX API")
parser.add_argument(
"--gopax-timeout",
type=float,
default=9.5,
help=
"Timeout for accessing the GOPAX API (in seconds, default: 9.5)")
parser.add_argument(
"--pair",
type=str,
required=True,
help="Token pair (sell/buy) on which the keeper will operate")
parser.add_argument("--config",
type=str,
required=True,
help="Bands configuration file")
parser.add_argument("--price-feed",
type=str,
required=True,
help="Source of price feed")
parser.add_argument(
"--price-feed-expiry",
type=int,
default=120,
help="Maximum age of the price feed (in seconds, default: 120)")
parser.add_argument("--spread-feed",
type=str,
help="Source of spread feed")
parser.add_argument(
"--spread-feed-expiry",
type=int,
default=3600,
help="Maximum age of the spread feed (in seconds, default: 3600)")
parser.add_argument("--control-feed",
type=str,
help="Source of control feed")
parser.add_argument(
"--control-feed-expiry",
type=int,
default=86400,
help="Maximum age of the control feed (in seconds, default: 86400)"
)
parser.add_argument("--order-history",
type=str,
help="Endpoint to report active orders to")
parser.add_argument(
"--order-history-every",
type=int,
default=30,
help=
"Frequency of reporting active orders (in seconds, default: 30)")
parser.add_argument(
"--refresh-frequency",
type=int,
default=3,
help="Order book refresh frequency (in seconds, default: 3)")
parser.add_argument("--debug",
dest='debug',
action='store_true',
help="Enable debug output")
parser.add_argument(
"--telegram-log-config-file",
type=str,
required=False,
help=
"config file for send logs to telegram chat (e.g. 'telegram_conf.json')",
default=None)
parser.add_argument(
"--keeper-name",
type=str,
required=False,
help="market maker keeper name (e.g. 'Uniswap_V2_MDTETH')",
default="gopax")
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
self.history = History()
self.gopax_api = GOPAXApi(api_server=self.arguments.gopax_api_server,
api_key=self.arguments.gopax_api_key,
api_secret=self.arguments.gopax_api_secret,
timeout=self.arguments.gopax_timeout)
self.bands_config = ReloadableConfig(self.arguments.config)
self.price_feed = PriceFeedFactory().create_price_feed(self.arguments)
self.spread_feed = create_spread_feed(self.arguments)
self.control_feed = create_control_feed(self.arguments)
self.order_history_reporter = create_order_history_reporter(
self.arguments)
self.order_book_manager = OrderBookManager(
refresh_frequency=self.arguments.refresh_frequency, max_workers=1)
self.order_book_manager.get_orders_with(self.get_orders)
self.order_book_manager.get_balances_with(
lambda: self.gopax_api.get_balances())
self.order_book_manager.cancel_orders_with(
lambda order: self.gopax_api.cancel_order(order.order_id))
self.order_book_manager.enable_history_reporting(
self.order_history_reporter, self.our_buy_orders,
self.our_sell_orders)
self.order_book_manager.start()
class GOPAXMarketMakerKeeper:
logger = logging.getLogger()
def __init__(self, args: list):
parser = argparse.ArgumentParser(prog='gopax-market-maker-keeper')
parser.add_argument(
"--gopax-api-server",
type=str,
default="https://api.gopax.co.kr",
help=
"Address of the GOPAX API server (default: 'https://api.gopax.co.kr')"
)
parser.add_argument("--gopax-api-key",
type=str,
required=True,
help="API key for the GOPAX API")
parser.add_argument("--gopax-api-secret",
type=str,
required=True,
help="API secret for the GOPAX API")
parser.add_argument(
"--gopax-timeout",
type=float,
default=9.5,
help=
"Timeout for accessing the GOPAX API (in seconds, default: 9.5)")
parser.add_argument(
"--pair",
type=str,
required=True,
help="Token pair (sell/buy) on which the keeper will operate")
parser.add_argument("--config",
type=str,
required=True,
help="Bands configuration file")
parser.add_argument("--price-feed",
type=str,
required=True,
help="Source of price feed")
parser.add_argument(
"--price-feed-expiry",
type=int,
default=120,
help="Maximum age of the price feed (in seconds, default: 120)")
parser.add_argument("--spread-feed",
type=str,
help="Source of spread feed")
parser.add_argument(
"--spread-feed-expiry",
type=int,
default=3600,
help="Maximum age of the spread feed (in seconds, default: 3600)")
parser.add_argument("--control-feed",
type=str,
help="Source of control feed")
parser.add_argument(
"--control-feed-expiry",
type=int,
default=86400,
help="Maximum age of the control feed (in seconds, default: 86400)"
)
parser.add_argument("--order-history",
type=str,
help="Endpoint to report active orders to")
parser.add_argument(
"--order-history-every",
type=int,
default=30,
help=
"Frequency of reporting active orders (in seconds, default: 30)")
parser.add_argument(
"--refresh-frequency",
type=int,
default=3,
help="Order book refresh frequency (in seconds, default: 3)")
parser.add_argument("--debug",
dest='debug',
action='store_true',
help="Enable debug output")
parser.add_argument(
"--telegram-log-config-file",
type=str,
required=False,
help=
"config file for send logs to telegram chat (e.g. 'telegram_conf.json')",
default=None)
parser.add_argument(
"--keeper-name",
type=str,
required=False,
help="market maker keeper name (e.g. 'Uniswap_V2_MDTETH')",
default="gopax")
self.arguments = parser.parse_args(args)
setup_logging(self.arguments)
self.history = History()
self.gopax_api = GOPAXApi(api_server=self.arguments.gopax_api_server,
api_key=self.arguments.gopax_api_key,
api_secret=self.arguments.gopax_api_secret,
timeout=self.arguments.gopax_timeout)
self.bands_config = ReloadableConfig(self.arguments.config)
self.price_feed = PriceFeedFactory().create_price_feed(self.arguments)
self.spread_feed = create_spread_feed(self.arguments)
self.control_feed = create_control_feed(self.arguments)
self.order_history_reporter = create_order_history_reporter(
self.arguments)
self.order_book_manager = OrderBookManager(
refresh_frequency=self.arguments.refresh_frequency, max_workers=1)
self.order_book_manager.get_orders_with(self.get_orders)
self.order_book_manager.get_balances_with(
lambda: self.gopax_api.get_balances())
self.order_book_manager.cancel_orders_with(
lambda order: self.gopax_api.cancel_order(order.order_id))
self.order_book_manager.enable_history_reporting(
self.order_history_reporter, self.our_buy_orders,
self.our_sell_orders)
self.order_book_manager.start()
def main(self):
with Lifecycle() as lifecycle:
lifecycle.initial_delay(10)
lifecycle.every(1, self.synchronize_orders)
lifecycle.on_shutdown(self.shutdown)
def shutdown(self):
self.order_book_manager.cancel_all_orders()
def pair(self):
return self.arguments.pair.upper()
def token_sell(self) -> str:
return self.arguments.pair.split('-')[0].upper()
def token_buy(self) -> str:
return self.arguments.pair.split('-')[1].upper()
def get_orders(self) -> list:
return list(
map(lambda order: self.gopax_api.get_order(order.order_id),
self.gopax_api.get_orders(self.pair())))
def our_available_balance(self, our_balances: list, token: str) -> Wad:
return Wad.from_number(
next(filter(lambda coin: coin['asset'] == token,
our_balances))['avail'])
def our_sell_orders(self, our_orders: list) -> list:
return list(filter(lambda order: order.is_sell, our_orders))
def our_buy_orders(self, our_orders: list) -> list:
return list(filter(lambda order: not order.is_sell, our_orders))
def synchronize_orders(self):
bands = Bands.read(self.bands_config, self.spread_feed,
self.control_feed, self.history)
order_book = self.order_book_manager.get_order_book()
target_price = self.price_feed.get_price()
# Cancel orders
cancellable_orders = bands.cancellable_orders(
our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
target_price=target_price)
if len(cancellable_orders) > 0:
self.order_book_manager.cancel_orders(cancellable_orders)
return
# Do not place new orders if order book state is not confirmed
if order_book.orders_being_placed or order_book.orders_being_cancelled:
self.logger.debug(
"Order book is in progress, not placing new orders")
return
# Place new orders
self.place_orders(
bands.new_orders(
our_buy_orders=self.our_buy_orders(order_book.orders),
our_sell_orders=self.our_sell_orders(order_book.orders),
our_buy_balance=self.our_available_balance(
order_book.balances, self.token_buy()),
our_sell_balance=self.our_available_balance(
order_book.balances, self.token_sell()),
target_price=target_price)[0])
def place_orders(self, new_orders):
def place_order_function(new_order_to_be_placed):
pair = self.pair()
is_sell = new_order_to_be_placed.is_sell
price = new_order_to_be_placed.price
amount = new_order_to_be_placed.pay_amount if new_order_to_be_placed.is_sell else new_order_to_be_placed.buy_amount
if self.token_buy() == 'KRW':
price = round(
price / Wad.from_number(500)) * Wad.from_number(500)
if self.token_buy() == 'DAI':
price = round(price, 2)
new_order_id = self.gopax_api.place_order(pair=pair,
is_sell=is_sell,
price=price,
amount=amount)
return Order(order_id=new_order_id,
pair=pair,
is_sell=is_sell,
price=price,
amount=amount,
amount_remaining=amount)
for new_order in new_orders:
self.order_book_manager.place_order(
lambda new_order=new_order: place_order_function(new_order))
# GNU Affero General Public License for more details.
#
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
import logging
import sys
from pyexchange.gopax import GOPAXApi
from pymaker import Wad
logging.basicConfig(format='%(asctime)-15s %(levelname)-8s %(message)s',
level=logging.INFO)
gopax_api = GOPAXApi('https://api.gopax.co.kr', sys.argv[1], sys.argv[2], 9.5)
# print(gopax_api.get_balances())
print(gopax_api.get_all_trades("ZRX-BTC"))
# print(gopax_api.get_orders())
# print(gopax_api.get_trades("ZRX-BTC"))
# print(gopax_api.get_orders())
# print(gopax_api.place_order('ZRX-BTC', True, Wad.from_number(0.00006950), Wad.from_number(10)))
# print(gopax_api.place_order('ZRX-BTC', False, Wad.from_number(0.00006950), Wad.from_number(1)))
# print(gopax_api.get_orders('ZRX-BTC'))
# for order in gopax_api.get_orders('ZRX-BTC'):
# print(gopax_api.get_order(order.order_id))
# for order in gopax_api.get_orders('ZRX-BTC'):
# gopax_api.cancel_order(order.order_id)
# print(gopax_api.get_orders())