v0.0.6
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21
app.py
21
app.py
@ -84,20 +84,25 @@ def main():
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)
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account_balance = kraken.get_account_balance()
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for asset in account_balance.index.drop('ZUSD'):
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market = asset_pairs[asset_pairs['base'] == asset]
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if market.index[0] not in graded_models[:5].index:
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sell_asset(market, account_balance.loc[asset].vol)
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for asset in account_balance[(account_balance.index != 'ZUSD') & (account_balance.vol > 0)]:
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for market in asset_pairs[asset_pairs['base'] == asset].index:
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if market not in graded_models[:INVESTMENT_COUNT].index:
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sell_asset(market, account_balance.loc[asset].vol)
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while len(account_balance := kraken.get_account_balance()) - 1 < INVESTMENT_COUNT:
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if account_balance.loc['ZUSD'].vol <= INVESTMENT_VOLUME:
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break
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account_balance = kraken.get_account_balance()
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while ((len(account_balance[account_balance.vol > 0]) - 1 < INVESTMENT_COUNT) &
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(account_balance.loc['ZUSD'].vol > INVESTMENT_VOLUME)):
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for market in graded_models.index:
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if asset_pairs.loc[market].base not in account_balance.index:
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if asset_pairs.loc[market].base not in account_balance[account_balance.vol > 0].index:
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ohlc, last = kraken.get_ohlc_data(market)
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volume = INVESTMENT_VOLUME/ohlc.iloc[-1].close
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buy_asset(market, volume)
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account_balance = kraken.get_account_balance()
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sleep(kraken.factor)
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break
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print(kraken.get_account_balance())
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print(kraken.get_trade_balance(asset='ZUSD'))
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if __name__ == '__main__':
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main()
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131
pykraken.py
131
pykraken.py
@ -1,131 +0,0 @@
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import base64
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import hashlib
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import hmac
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import os
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import requests
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import time
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import urllib.parse
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class Kraken():
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class Order():
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class Close():
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def __init__(self, ordertype, price, price2):
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self.ordertype = ordertype
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self.price = price
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self.price2 = price2
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def asdict(self):
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data = {
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'ordertype': self.ordertype,
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'price': self.price
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}
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if self.price2:
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data['price2'] = self.price2
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return data
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def __init__(self, ordertype, price, type, volume, close=None, pair=None, price2=None, timeinforce=None, userref=None):
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self.close = close
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self.ordertype = ordertype
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self.pair = pair
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self.price = price
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self.price2 = price2
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self.timeinforce = timeinforce
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self.type = type
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self.userref = userref
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self.volume = volume
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def asdict(self):
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data = {
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'nonce': str(int(1000*time.time())),
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'ordertype': self.ordertype,
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'price': self.price,
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'type': self.type,
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'volume': self.volume
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}
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if self.close:
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data['close'] = self.close
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if self.pair:
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data['pair'] = self.pair
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if self.price2:
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data['price2'] = self.price2
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if self.timeinforce:
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data['timeinforce'] = self.timeinforce
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if self.userref:
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data['userref'] = self.userref
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return data
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class KrakenError(Exception):
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def __init__(self, message):
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self.message = message
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def __str__(self):
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return f'Kraken API Error: {self.message}'
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# Core
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def __init__(self):
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self.api_url = 'https://api.kraken.com/'
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self.api_token = os.getenv('KRAKEN_API_TOKEN')
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self.api_sec = os.getenv('KRAKEN_API_SEC')
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self.asset_pairs = self.get_asset_pairs()['result']
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def _kraken_signature(self, urlpath, data, secret):
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return base64.b64encode(
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hmac.new(
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base64.b64decode(secret),
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urlpath.encode() + hashlib.sha256(
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(str(data['nonce']) + urllib.parse.urlencode(data)).encode()
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).digest(),
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hashlib.sha512
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).digest()).decode()
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def _kraken_post(self, uri_path, data):
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resp = requests.post(
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f'{self.api_url}{uri_path}',
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headers = {
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'API-Key': self.api_sec,
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'API-Sign': self._kraken_signature(uri_path, data, self.api_sec)
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},
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data=data
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).json()
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for error in resp['error']:
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raise self.KrakenError(error)
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def _kraken_get(self, uri_path):
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resp = requests.get(f'{self.api_url}{uri_path}').json()
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for error in resp['error']:
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raise self.KrakenError(err)
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return resp
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# Misc.
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def get_asset_markets(self, asset):
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return [
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each for each in self.asset_pairs if
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self.asset_pairs[each]['base'] == asset or
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self.asset_pairs[each]['quote'] == asset
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]
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# Spot market data
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def get_asset_pairs(self):
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return _kraken_get('/0/public/AssetPairs')
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def get_ohlc(self, asset_pair):
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return _kraken_get('/0/public/OHLC?pair={asset_pair}')
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def get_depth(self, asset_pair):
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return _kraken_get('/0/public/Depth?pair={asset_pair}')
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def get_trades(self, asset_pair):
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return _kraken_get('/0/public/Trades?pair={asset_pair}')
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def get_spread(self, asset_pair):
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return _kraken_get('/0/public/Spread?pair={asset_pair}')
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# Account data
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def get_account_balance(self):
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return self._kraken_post('/0/private/Balance', {'nonce': str(int(1000*time.time()))})
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# Spot trading
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def add_order(self, order):
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return self._kraken_post('/0/private/AddOrder', dict(order))
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