102 lines
4.1 KiB
Python
102 lines
4.1 KiB
Python
import krakenex
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import os
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import scipy
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import sys
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import time
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from pykrakenapi import KrakenAPI
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from kraken_bot.MatrixLogger import MatrixLogger
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class KrakenBot(KrakenAPI):
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def __init__(self, tier, model, trading_strategy):
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self.model = model
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self.trading_strategy = trading_strategy
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self.log = MatrixLogger(self.__class__.__name__)
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super().__init__(krakenex.API(os.getenv('KRAKEN_API_TOKEN'), os.getenv('KRAKEN_API_SEC')), tier=tier)
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self.update(full=True)
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def _delay_factor(self):
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self.log.debug(f"_delay_factor")
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time.sleep(self.factor)
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self.log.debug(f"Delayed {self.factor} seconds")
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def _update_tradable_asset_pairs(self, info=None, pair=None):
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self.log.debug(f"update_tradable_asset_pairs: info={info}, pair={pair}")
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self._delay_factor()
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self.tradable_asset_pairs = self.get_tradable_asset_pairs(info, pair)
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def _filter_tradable_asset_pairs(self):
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self.log.debug(f"_filter_tradable_asset_pairs")
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self.tradable_asset_pairs = self.tradable_asset_pairs[
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(self.tradable_asset_pairs.quote == 'ZUSD') &
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(self.tradable_asset_pairs.status == 'online')
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]
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def _update_account_balance(self, otp=None):
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self.log.debug(f"_update_account_balance: otp={otp}")
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self._delay_factor()
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self.account_balance = self.get_account_balance(otp)
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self.log.debug(self.account_balance)
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def _filter_account_balance(self):
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self.log.debug(f"_filter_account_balance")
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self.account_balance = self.account_balance[
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(self.account_balance.vol > 0)
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]
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self.log.debug(self.account_balance)
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def _update_trade_balance(self, aclass='currency', asset='ZUSD', otp=None):
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self.log.debug(f"update_trade_balance: aclass={aclass}, asset={asset}, otp={otp}")
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self._delay_factor()
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self.trade_balance = self.get_trade_balance(aclass, asset, otp)
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self.log.debug(self.trade_balance)
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def _get_ohlc_data(self, pair, interval=1, since=None, ascending=False):
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self.log.debug(f"get_ohlc_data: pair={pair}, interval={interval}, since={since}, ascending={ascending}")
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self._delay_factor()
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return self.get_ohlc_data(pair, interval, since, ascending)
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def _update_ohlc_data(self):
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self.log.debug(f"_update_ohlc_data")
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self.ohlc_data = {
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asset_pair: self._get_ohlc_data(
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asset_pair, self.model.interval, self.model.since(), self.model.ascending
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) for asset_pair in self.tradable_asset_pairs.index
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}
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def _add_standard_order(self, order):
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self.log.debug(f"add_standard_order: order={order}")
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self._delay_factor()
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order = self.add_standard_order(
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order.ordertype, order.type, order.pair, order.userref, order.volume, order.price, order.price2, order.trigger,
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order.leverage, order.oflags, order.timeinforce, order.starttm, order.expiretm, order.close_ordertype,
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order.close_price, order.close_price2, order.deadline, order.validate, order.otp)
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self.log.info(f"Added order to %{order.type} %{order.volume} on {order.pair}")
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self.update()
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def update(self, full=False):
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self.log.debug(f"update: full={full}")
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self._update_tradable_asset_pairs()
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self._filter_tradable_asset_pairs()
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self._update_account_balance()
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self._filter_account_balance()
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self._update_trade_balance()
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if full:
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self._update_ohlc_data()
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self.model.update(
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self.tradable_asset_pairs,
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self.ohlc_data
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)
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self.trading_strategy.update(
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self.tradable_asset_pairs,
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self.ohlc_data,
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self.model.analysis,
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self.account_balance
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)
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def execute(self):
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self.log.debug(f"execute")
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for order in self.trading_strategy.orders:
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self._add_standard_order(order)
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