CryptoBot/main.py

import time, threading, pandas, numpy, enum 

from api.kraken import Kraken
from api.fake import Fake

class state(enum.Enum):
    UNKNOWN = enum.auto(),
    BUYING = enum.auto(),
    SELLING = enum.auto() 


if __name__ == "__main__":
    current_state = state.UNKNOWN
    previous_state = state.UNKNOWN 

    currency_buy = "XETH"
    currency_sell = "ZUSD"
    currency_pair = "ETHUSD"

    #buy_price = 0.0

    k = Kraken()
    print(1)

    time.sleep(1)

    k.get_fee(currency_pair)
    print(2)
    
    time.sleep(1)

    k.get_ohlc_prices(currency_pair)
    print(3)

    time.sleep(1)

    while True:
        k.get_current_price(currency_pair)
        k.calculate_ema()

        current_short_ema = k.short_ema.tail(1)[0][0] * (1-k.fee/100)
        current_long_ema = k.long_ema.tail(1)[0][0]
        current_price = k.prices.tail(1)[0][0]


        # If we have crypto, check for sell behaviour, if we have fiat, check for buy behavior, otherwise, get really confused
        if k.balances["vol"][currency_buy] > 10**-5:
            # If the current (now previous) state was buying, set the previous state to the "current" state, then set the current state to the current one (selling)
            if current_state == state.BUYING:
                previous_state = state.BUYING
            
            current_state = state.SELLING

            # Sell shit
            # If the short term EMA (accounting for the fee) is less than the long term EMA,
            # and there is more than a 0.1% difference between short and long term EMA (accounting for the fee), sell
            if (current_short_ema < current_long_ema and current_long_ema/current_short_ema - 1  > 0.001):
                print("Selling shit")
                k.sell_order(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_buy])
                print(k.balances)

        elif k.balances["vol"][currency_sell] > 10**-2:
            # If the current (now previous) state was selling, set the previous state to the "current" state, then set the current state to the current one (buying)
            if current_state == state.SELLING: 
                previous_state = state.SELLING
            
            current_state = state.BUYING
            
            # Buy shit
            # If the previous state is known, and the short term EMA (accounting for the fee) is greater than the long term EMA,
            # and there is more than a 0.1% difference between short and long term EMA (accounting for the fee), buy
            if previous_state != state.UNKNOWN and current_short_ema > current_long_ema and current_short_ema/current_long_ema - 1 > 0.001:
                print("Buying shit")
                k.buy_order(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_sell] * 0.98 * (1/current_price))
                #buy_price = k.prices.tail(1)[0][0]
                print(k.balances)

        else:
            raise Exception("There is no currency in this account.")

        time.sleep(3)