Some updates
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5 changed files with 68 additions and 36 deletions
24
api/fake.py
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24
api/fake.py
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from pykrakenapi import KrakenAPI
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import krakenex
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class Fake:
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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.balances = {'XXBT': self.krakenWrapper.get_ticker_information(pair="XXBTZUSD")["c"][0][0] * 100, 'ZUSD': 0.0}
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def buyOrder(self, amount, pair):
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self.balances[0:3] += float(self.krakenWrapper.get_ticker_information(pair="XXBTZUSD")["c"][0][0]) * amount
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self.balances[4:7] -= amount
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def sellOrder(self, amount, pair):
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self.balances[0:3] -= 1/float(self.krakenWrapper.get_ticker_information(pair="XXBTZUSD")["c"][0][0]) * amount
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self.balances[4:7] += amount
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31
api/kraken.py
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31
api/kraken.py
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from pykrakenapi import KrakenAPI
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import pandas
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import krakenex
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import time
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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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# Updates the current wallet prices from the internet
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def updateBalances(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["ZUSD","vol"]-__newBalances.loc["ZUSD","vol"])
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self.balances = __newBalances
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# Calculates
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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.prices = self.krakenWrapper.get_ohlc_data("XXBTZUSD", interval=interval, since=longTime)[0].close.iloc[::-1]
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#self.longEMA = self.prices.ewm(span=longTime/60/interval/2).mean()
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#self.shortEMA = self.prices.truncate(before=time.strftime("%Y-%m-%d %H:%M:%S", time.gmtime(shortTime))).ewm(span=(shortTime-longTime)/60/interval/2).mean()
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self.longEMA = self.prices.ewm(span=7*24).mean()
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self.shortEMA = self.prices.ewm(span=30*24).mean()
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35
kraken.py
35
kraken.py
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from tenacity import retry, wait_exponential
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import krakenex, threading
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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.callCounter = 0
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self.callCooldown = 2
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self.callMaximum = 15
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threading.Timer(self.callCooldown, self.decrementCallCounter).start()
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def decrementCallCounter(self):
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#print(self.callCounter)
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if self.callCounter > 0:
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self.callCounter -= 1
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threading.Timer(self.callCooldown, self.decrementCallCounter).start()
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@retry(wait=wait_exponential(multiplier=1, min=1, max=10))
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def getBalances(self):
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# Garbage way of handling this, but better than 15 minutes of :(
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if self.callCounter >= self.callMaximum:
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time.sleep(self.callCooldown)
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self.balances = self.krakenAPI.query_private("Balance")
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self.callCounter += 1
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14
main.py
14
main.py
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from .kraken import Kraken
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import time
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import matplotlib.pyplot as plt
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from api.kraken import Kraken
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from api.fake import Fake
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k = Kraken()
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k.calculateEMA()
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plt.plot(k.shortEMA)
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plt.plot(k.longEMA)
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plt.plot(k.prices)
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plt.show()
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