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223 lines
8.0 KiB
223 lines
8.0 KiB
#!/usr/bin/env python
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import logging
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from os import getenv
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from argparse import ArgumentParser
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from datetime import datetime
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from decimal import Decimal
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from random import uniform
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from time import sleep
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from db import Ticker, Balance, Order
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from tradeogre import TradeOgre
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logging.basicConfig(
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level=getenv('LOGLEVEL', 'INFO'),
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s'
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)
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class Trader(TradeOgre):
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satoshi = .00000001
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base_currency = 'BTC'
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trade_currency = 'WOW'
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trade_pair = f'{base_currency}-{trade_currency}'
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trade_amount = 250
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def get_market_data(self):
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logging.info(f'[MARKET] Getting market data for trade pair {self.trade_pair}')
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res = self.get_trade_pair(self.trade_pair)
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spread_btc = Decimal(res['ask']) - Decimal(res['bid'])
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spread_sats = float(spread_btc / Decimal(self.satoshi))
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spread_perc = (spread_btc / Decimal(res['ask'])) * 100
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res['spread_btc'] = spread_btc
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res['spread_sats'] = spread_sats
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res['spread_perc'] = spread_perc
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logging.debug(res)
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return res
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def store_market_data(self):
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res = self.get_market_data()
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t = Ticker(
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trade_pair=self.trade_pair,
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initial_price=res['initialprice'],
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current_price=res['price'],
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high_price=res['high'],
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low_price=res['low'],
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volume=res['volume'],
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bid=res['bid'],
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ask=res['ask'],
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spread_btc=res['spread_btc'],
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spread_sats=res['spread_sats'],
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spread_perc=res['spread_perc']
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)
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t.save()
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logging.info(f'[MARKET] Stored market data as ID {t.id}')
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return t
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def store_balance(self, currency):
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logging.info(f'[BALANCE] Storing balance for currency {currency}')
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res = self.get_balance(currency)
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logging.debug(res)
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b = Balance(
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currency=currency,
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total=res['balance'],
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available=res['available']
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)
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b.save()
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logging.info(f'[BALANCE] Stored market data as ID {b.id}')
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return b
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def store_balances(self):
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for cur in self.base_currency, self.trade_currency:
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self.store_balance(cur)
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sleep(3)
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def get_active_orders(self):
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logging.info('[ORDERS] Getting active orders in local database')
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orders = Order.select().where(Order.active==True)
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logging.debug(f'Found {len(orders)} in database')
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return orders
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def reconcile_orders(self):
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logging.info('[ORDERS] Reconciling orders on TradeOgre with local database')
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to_orders = self.get_orders(self.trade_pair)
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for order in to_orders:
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if not Order.filter(Order.uuid==order['uuid']):
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o = Order(
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trade_pair=order['market'],
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trade_type='manual',
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buy=order['type'] == 'buy',
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quantity=float(order['quantity']),
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price=float(order['price']),
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uuid=order['uuid'],
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date=datetime.utcfromtimestamp(order['date'])
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)
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o.save()
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logging.info(f'[ORDERS] Saved order {order["uuid"]} to the database')
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def update_orders(self):
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logging.info('[ORDERS] Updating orders in local database against TradeOgre')
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for order in self.get_active_orders():
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logging.info(f'Checking order {order.uuid}')
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o = self.get_order(order.uuid)
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logging.info(f'Found order: {o}')
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if o['success'] is False:
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order.active = False
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order.save()
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logging.info(f'Order {order.uuid} no longer active on TradeOgre. Setting inactive.')
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sleep(5)
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def start_market_maker(self):
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logging.info('[MARKET MAKER] Starting market maker')
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latest = Ticker.select().order_by(Ticker.date.desc()).get()
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trade_type = 'market_maker'
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if len(self.get_active_orders()) > 5:
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logging.info('[MARKET MAKER] Too many active orders in place. Skipping.')
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return False
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if latest.spread_sats > 4:
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bid_amount = uniform(self.trade_amount, self.trade_amount + 30)
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ask_amount = uniform(bid_amount - 6, bid_amount + 6)
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bid_price = '{:.8f}'.format(latest.bid + self.satoshi)
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ask_price = '{:.8f}'.format(latest.ask - self.satoshi)
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logging.info(f'[MARKET MAKER] Submitting buy order for {bid_amount} at {bid_price} {self.trade_pair}')
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buy = self.submit_order('buy', self.trade_pair, bid_amount, bid_price)
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logging.debug(buy)
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if buy['success']:
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o = Order(
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trade_pair=self.trade_pair,
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trade_type=trade_type,
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buy=True,
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quantity=bid_amount,
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price=bid_price,
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uuid=buy['uuid']
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)
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o.save()
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logging.info(f'[MARKET MAKER] Stored buy order as ID {o.id}')
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sleep(3)
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logging.info(f'[MARKET MAKER] Submitting sell order for {ask_amount} at {ask_price} {self.trade_pair}')
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sell = self.submit_order('sell', self.trade_pair, ask_amount, ask_price)
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logging.debug(sell)
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if sell['success']:
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o = Order(
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trade_pair=self.trade_pair,
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trade_type=trade_type,
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buy=False,
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quantity=ask_amount,
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price=ask_price,
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uuid=sell['uuid']
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)
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o.save()
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logging.info(f'[MARKET MAKER] Stored sell order as ID {o.id}')
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else:
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logging.info(f'[MARKET MAKER] Not enough bid-ask spread ({latest.spread_sats} sats). Skipping market maker.')
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if __name__ == '__main__':
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parser = ArgumentParser(description='Helpful TradeOgre trading script')
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parser.add_argument('-m', '--market-maker', action='store_true', help='Put in buy/sell orders')
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parser.add_argument('-b', '--balances', action='store_true', help='Update coin balances of both base and currency')
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parser.add_argument('-u', '--update-orders', action='store_true', help='Update status of orders')
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args = parser.parse_args()
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t = Trader()
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orders_counter = 0
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balances_counter = 0
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market_maker_counter = 0
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if args.market_maker:
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t.start_market_maker()
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exit()
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if args.update_orders:
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t.reconcile_orders()
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t.update_orders()
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exit()
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if args.balances:
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t.store_balances()
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exit()
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while True:
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try:
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t.store_market_data()
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except Exception as e:
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logging.info('[ERROR] Unable to store market data!', e)
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# update orders every 5 minutes
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if orders_counter == 5:
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try:
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t.update_orders()
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logging.info('[ORDERS] Resetting orders counter')
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orders_counter = 0
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except Exception as e:
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logging.info('[ERROR] Unable to update orders!', e)
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# update balances every 6 minutes
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if balances_counter == 6:
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try:
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t.store_balances()
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logging.info('[BALANCE] Resetting balances counter')
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balances_counter = 0
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except Exception as e:
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logging.info('[ERROR] Unable to update balances!', e)
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# start market makers every 2 minutes
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if market_maker_counter == 2:
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try:
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t.start_market_maker()
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logging.info('[MARKET MAKER] Resetting market maker counter')
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market_maker_counter = 0
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except Exception as e:
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logging.info('[ERROR] Unable to start market maker!', e)
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orders_counter += 1
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balances_counter += 1
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market_maker_counter += 1
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# sleep 1 minute
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sleep(60)
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