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kraken_api.py
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kraken_api.py
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import ccxt
import time
from datetime import datetime
import json
import os
import sys
# Executes buying and selling
class kraken_api:
# Initialize
def __init__(self, api_keys, logfile=False):
self.api_keys = {'api_key':api_keys['kraken_keys']['api_key'],'secret_key':api_keys['kraken_keys']['secret_key']}
self.exchange = ccxt.kraken({'apiKey':self.api_keys['api_key'], 'secret':self.api_keys['secret_key']})
self.logfile = logfile
# Buying of real cryto
def buy_crypto(self, ticker, buy_volume):
# Try creating the buy order
bought = False
for _ in range(10):
try:
buy_trade = self.exchange.create_order(ticker,'market','buy',buy_volume)
print('\nBought')
bought = True
break
except Exception as e:
print(e)
print('\nDid not buy correctly, trying again')
print('\nBought %.8f at %s' % (buy_volume, datetime.now().strftime('%b %d - %H:%M:%S')))
return buy_trade, buy_volume, bought
# Selling of real crypto
def sell_crypto(self, ticker, sell_volume):
# Try to sell 10 times
for i in range(10):
try:
sell_trade = self.exchange.create_order(ticker,'market','sell',sell_volume)
print('\nSold')
break
except Exception as e:
print(e)
print('\n\nTrying to sell %.10f again' % buy_volume)
# Print sell
print('\nSold %.8f at %s' % (sell_volume, datetime.now().strftime('%b %d - %H:%M:%S')))
return sell_trade
# Get data from self.exchange and print it
def simulate_trade(self, buy, volume, ticker, conversion):
if conversion[-4:] in ['USDT', 'USD']:
usdpair = {'bid':1,'ask':1}
else:
usdpair = self.exchange.fetchTicker(conversion)
if buy:
bid_ask, buy_sell = 'ask', 'Buying'
else:
bid_ask, buy_sell = 'bid', 'Selling'
try:
trade_price = self.exchange.fetchTicker(ticker)[bid_ask]
price = (usdpair['bid']+usdpair['ask'])/2
print('\n{} {} at {:.8f} {} = {:.6f}$'.format(buy_sell, volume, trade_price, ticker, trade_price * volume * price))
except Exception as e:
print (e, '\nError in fetching ticker info')
trade = {'symbol': ticker,'side':'buy' if buy else 'sell', 'amount':volume, 'cost':trade_price * volume}
return trade
# Summarise trade buy and sell
def print_summary(self, simulate, ticker, buy_trade, sell_trades, conversion):
if not simulate:
buy_id, sell_ids = buy_trade['id'], [i['id'] for i in sell_trades]
buy_prices, sell_prices = [], []
for i in range(20):
try:
trades = self.exchange.fetch_my_trades(ticker)
break
except Exception as e:
print(e)
print("Couldn't fetch trades, tying again")
# Loop over trades as one order could have had multiple fills
for trade in trades[::-1]:
if buy_id == trade['order']:
buy_prices.append({'amount':trade['amount'],'cost':trade['cost'],'fee':trade['fee']})
elif trade['order'] in sell_ids:
sell_prices.append({'amount':trade['amount'],'cost':trade['cost'],'fee':trade['fee']}) # Actual return uses fills
buy_fee = sum([x['fee']['cost'] for x in buy_prices])
sell_fee = sum([x['fee']['cost'] for x in sell_prices])
# Log fees
for i in range(20):
try:
if buy_prices[0]['fee']['currency'] in ['USDT', 'USD']:
buy_fee_dollar = buy_fee
sell_fee_dollar = sell_fee
else:
buy_crypto_dollar = self.exchange.fetch_ticker(buy_prices[0]['fee']['currency']+'/USDT')
sell_crypto_dollar = self.exchange.fetch_ticker(sell_prices[0]['fee']['currency']+'/USDT')
buy_fee_price = (buy_crypto_dollar['bid']+buy_crypto_dollar['ask'])/2
sell_fee_price = (sell_crypto_dollar['bid']+sell_crypto_dollar['ask'])/2
buy_fee_dollar = buy_fee_price * buy_fee
sell_fee_dollar = sell_fee_price * sell_fee
ticker_pair = ticker.split('/')
if ticker_pair[1] in ['USDT', 'USD']:
ticker_info = {'bid':1,'ask':1}
else:
ticker_info = self.exchange.fetch_ticker(ticker_pair[1]+'/'+'USDT')
except Exception as e:
print(e)
print('\nError in printing executed trades')
else:
sell_prices, buy_prices = sell_trades, [buy_trade]
sell_fee_dollar, buy_fee_dollar = 0, 0
if ticker[-4:] in ['USDT', 'USD']:
ticker_info = {'bid':1, 'ask':1}
else:
ticker_info = self.exchange.fetch_ticker(ticker.split('/')[1]+'/'+'USDT')
print('\nGain/Loss: $%.6f' % ((sum([i['cost'] for i in sell_prices]) - sum(i['cost'] for i in buy_prices)) * (ticker_info['bid'] + ticker_info['ask'])\
/ 2 - sell_fee_dollar - buy_fee_dollar))
# Execute trade
def execute_trade(self, pair, hold_time=60, buy_volume=50, simulate=False):
# Ticker and convesion to USD strings for Kraken
ticker = pair[0]+'/'+pair[1]
tousd1 = pair[0]+'/USDT'
tousd2 = pair[1]+'/USDT'
# Buy order
if not simulate:
bought = False
try:
buy_trade, buy_volume, bought = self.buy_crypto(ticker, buy_volume)
except Exception as e:
print(e)
if not bought:
print('Exiting')
exit()
else:
buy_trade = self.simulate_trade(True, buy_volume, ticker, tousd2)
# Sell in multiple stages based on hold_time
sell_volume = buy_volume / len(hold_time)
prev_sell_time = 0
sell_trades = []
for hold in hold_time:
time.sleep(hold - prev_sell_time)
prev_sell_time = hold
# Sell order
if not simulate:
sell_trades.append(self.sell_crypto(ticker, sell_volume))
else:
sell_trades.append(self.simulate_trade(False, sell_volume, ticker, tousd2))
print('\n\nTRADING FINISHED\n')
# Print summary
try:
self.print_summary(simulate, ticker, buy_trade, sell_trades, tousd2)
except Exception as e:
print('\nFailed to print summary\n')
print(e)
# Log trade
if self.logfile:
now = datetime.now().strftime("%y-%m-%d_%H:%M:%S")
if 'prev_trades' not in os.listdir():
os.mkdir('prev_trades')
with open("prev_trades/trades_%s_kraken_%s.txt" % (now,'simulation' if simulate else 'live'), "w") as log_name:
json.dump({'time':now,'buy':buy_trade,'sell':sell_trades}, log_name)