68 lines
2.8 KiB
Python
68 lines
2.8 KiB
Python
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from pykrakenapi import KrakenAPI
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import time, threading, pandas, krakenex, numpy
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class Kraken:
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def __init__(self):
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self.krakenAPI = krakenex.API()
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self.krakenAPI.load_key("kraken.key")
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self.krakenWrapper = KrakenAPI(self.krakenAPI)
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self.getBalances()
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# Updates the current wallet prices from the internet
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def getBalances(self):
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__newBalances = self.krakenWrapper.get_account_balance()
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#print(self.balances.loc["XXBT","vol"]-__newBalances.loc["XXBT","vol"])
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#print(self.balances.loc["XXDG","vol"]-__newBalances.loc["XXDG","vol"])
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#print(self.balances.loc["ZUSD","vol"]-__newBalances.loc["ZUSD","vol"])
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self.balances = __newBalances
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# Gets a table of the price history of the pair since time at intervals of interval minutes
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def getPrices(self, pair, time=round(time.time())-(30*24*3600), interval=60):
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self.prices = self.krakenWrapper.get_ohlc_data(pair, interval=interval, since=time)[0].close.iloc[::-1]
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def buyOrder(self, currency_pair, currency_buy, currency_sell, amount, ordertype="market"):
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self.krakenWrapper.add_standard_order(currency_pair, "buy", ordertype, volume=amount, validate=False)
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#self.balances["vol"][currency_buy] += amount
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#self.balances["vol"][currency_sell] -= amount * self.prices.tail(1)[0]
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time.sleep(1)
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self.getBalances()
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def sellOrder(self, currency_pair, currency_buy, currency_sell, amount, ordertype="market"):
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self.krakenWrapper.add_standard_order(currency_pair, "sell", ordertype, volume=amount, validate=False)
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#self.balances["vol"][currency_buy] -= amount
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#self.balances["vol"][currency_sell] += amount * self.prices.tail(1)[0]
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time.sleep(1)
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self.getBalances()
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def calculateEMA(self, shortTime=round(time.time())-(7*24*3600), longTime=round(time.time())-(30*24*3600), interval=60):
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self.longEMA = self.prices.ewm(span=12).mean()
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self.shortEMA = self.prices.ewm(span=3).mean()
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if __name__ == "__main__":
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currency_buy = "XXBT"
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currency_sell = "ZUSD"
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currency_pair = "XXBTZUSD"
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k = Kraken()
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k.getPrices(currency_pair)
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# OFFENSIVE CODE
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current_price = numpy.float64(k.krakenWrapper.get_ticker_information(currency_pair)["c"][0][0])
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new_row = pandas.DataFrame([[current_price]], index=[pandas.to_datetime(time.time(), unit = "s")])
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k.prices = pandas.concat([k.prices, pandas.DataFrame(new_row)], ignore_index=False)
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# END OFFENSIVE CODE
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k.calculateEMA()
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if k.balances["vol"][currency_buy] > 10**-5:
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k.sellOrder(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_buy])
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elif k.balances["vol"][currency_sell] > 10**-2:
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k.buyOrder(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_sell] * (1/k.prices.tail(1)[0][0]))
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