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Cleaned up code

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Logan G 2021-02-03 15:00:44 -07:00
parent 5299661844
commit aa084ec729
Signed by: logan
GPG key ID: E328528C921E7A7A
3 changed files with 47 additions and 46 deletions
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56
api/kraken.py
View file

@ -1,47 +1,51 @@
from pykrakenapi import KrakenAPI from pykrakenapi import KrakenAPI
import pandas import pandas, krakenex, time, numpy
import krakenex
import time
class Kraken: class Kraken:
def __init__(self): def __init__(self):
self.krakenAPI = krakenex.API() self.kraken_api = krakenex.API()
self.krakenAPI.load_key("kraken.key") self.kraken_api.load_key("kraken.key")
self.krakenWrapper = KrakenAPI(self.krakenAPI) self.kraken_wrapper = KrakenAPI(self.kraken_api)
self.getBalances() self.get_balances()
# Updates the current wallet prices from the internet # Updates the current wallet prices from the internet
def getBalances(self): def get_balances(self):
__newBalances = self.krakenWrapper.get_account_balance() self.balances = self.kraken_wrapper.get_account_balance()
#print(self.balances.loc["XXBT","vol"]-__newBalances.loc["XXBT","vol"])
#print(self.balances.loc["XXDG","vol"]-__newBalances.loc["XXDG","vol"])
#print(self.balances.loc["ZUSD","vol"]-__newBalances.loc["ZUSD","vol"])
self.balances = __newBalances
# Gets a table of the price history of the pair since time at intervals of interval minutes # Gets a table of the price history of the pair since time at intervals of interval minutes
def getPrices(self, pair, time=round(time.time())-(30*24*3600), interval=60): def get_ohlc_prices(self, pair, time=round(time.time())-(30*24*3600), interval=60):
self.prices = self.krakenWrapper.get_ohlc_data(pair, interval=interval, since=time)[0].close.iloc[::-1] self.prices = self.kraken_wrapper.get_ohlc_data(pair, interval=interval, since=time)[0].close.iloc[::-1]
# Gets the current trading price of the currency pair
def get_current_price(self, pair):
current_price = numpy.float64(self.kraken_wrapper.get_ticker_information(pair)["c"][0][0])
new_row = pandas.DataFrame([[current_price]], index=[pandas.to_datetime(time.time(), unit = "s")])
self.prices = pandas.concat([self.prices, pandas.DataFrame(new_row)], ignore_index=False)
# Calculates the exponential moving average by grabbing data from Kraken on the conversion rate every interval minutes. # Calculates the exponential moving average by grabbing data from Kraken on the conversion rate every interval minutes.
def calculateEMA(self, shortTime=round(time.time())-(7*24*3600), longTime=round(time.time())-(30*24*3600), interval=60): def calculate_ema(self, short_time=5, long_time=30):
self.longEMA = self.prices.ewm(span=30).mean() self.long_ema = self.prices.ewm(span=long_time).mean()
self.shortEMA = self.prices.ewm(span=5).mean() self.short_ema = self.prices.ewm(span=short_time).mean()
def buyOrder(self, currency_pair, currency_buy, currency_sell, amount, ordertype="market"): # Buys crypto
self.krakenWrapper.add_standard_order(currency_pair, "buy", ordertype, volume=amount, validate=False) def buy_order(self, pair, currency_buy, currency_sell, amount, order_type="market"):
self.kraken_wrapper.add_standard_order(pair, "buy", order_type, volume=amount, validate=True)
#self.balances["vol"][currency_buy] += amount #self.balances["vol"][currency_buy] += amount
#self.balances["vol"][currency_sell] -= amount * self.prices.tail(1)[0] #self.balances["vol"][currency_sell] -= amount * self.prices.tail(1)[0]
time.sleep(1) time.sleep(1)
self.getBalances() self.get_balances()
def sellOrder(self, currency_pair, currency_buy, currency_sell, amount, ordertype="market"): # Sells crypto
self.krakenWrapper.add_standard_order(currency_pair, "sell", ordertype, volume=amount, validate=False) def sell_order(self, pair, currency_buy, currency_sell, amount, order_type="market"):
self.kraken_wrapper.add_standard_order(pair, "sell", order_type, volume=amount, validate=True)
#self.balances["vol"][currency_buy] -= amount #self.balances["vol"][currency_buy] -= amount
#self.balances["vol"][currency_sell] += amount * self.prices.tail(1)[0] #self.balances["vol"][currency_sell] += amount * self.prices.tail(1)[0]
time.sleep(1) time.sleep(1)
self.getBalances() self.get_balances()

21
main.py
View file

@ -3,6 +3,9 @@ import time, threading, pandas, numpy
from api.kraken import Kraken from api.kraken import Kraken
from api.fake import Fake from api.fake import Fake
def percent_difference(first, second):
return abs(first-second)/((first+second)/2)
if __name__ == "__main__": if __name__ == "__main__":
currency_buy = "XXBT" currency_buy = "XXBT"
currency_sell = "ZUSD" currency_sell = "ZUSD"
@ -13,34 +16,32 @@ if __name__ == "__main__":
time.sleep(1) time.sleep(1)
k.getPrices(currency_pair) k.get_ohlc_prices(currency_pair)
print("3") print("3")
time.sleep(1) time.sleep(1)
while True: while True:
#print("Main loop") #print("Main loop")
current_price = numpy.float64(k.krakenWrapper.get_ticker_information(currency_pair)["c"][0][0])
new_row = pandas.DataFrame([[current_price]], index=[pandas.to_datetime(time.time(), unit = "s")]) k.get_current_price(currency_pair)
k.calculate_ema()
k.prices = pandas.concat([k.prices, pandas.DataFrame(new_row)], ignore_index=False)
k.calculateEMA()
# If we have crypto, check for sell behaviour, if we have fiat, check for buy behavior, otherwise, get really confused # 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 k.balances["vol"][currency_buy] > 10**-5:
# Sell shit # Sell shit
# If short term change dips below long term change, sell # If short term change dips below long term change, sell
if float(k.shortEMA.tail(1)[0]) < float(k.longEMA.tail(1)[0]) and abs(float(k.shortEMA.tail(1)[0])-float(k.longEMA.tail(1)[0]))/((float(k.shortEMA.tail(1)[0])+float(k.longEMA.tail(1)[0]))/2) > 0.001: if k.short_ema.tail(1)[0][0] < k.long_ema.tail(1)[0][0] and percent_difference(k.short_ema.tail(1)[0][0], k.long_ema.tail(1)[0][0]) > 0.001:
print("Selling shit") print("Selling shit")
k.sellOrder(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_buy]) k.sell_order(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_buy])
print(k.balances) print(k.balances)
elif k.balances["vol"][currency_sell] > 10**-2: elif k.balances["vol"][currency_sell] > 10**-2:
# Buy shit # Buy shit
# If short term goes above long term, buy # If short term goes above long term, buy
if float(k.shortEMA.tail(1)[0]) > float(k.longEMA.tail(1)[0]) and abs(float(k.shortEMA.tail(1)[0])-float(k.longEMA.tail(1)[0]))/((float(k.shortEMA.tail(1)[0])+float(k.longEMA.tail(1)[0]))/2) > 0.001: if k.short_ema.tail(1)[0][0] > k.long_ema.tail(1)[0][0] and percent_difference(k.short_ema.tail(1)[0][0], k.long_ema.tail(1)[0][0]) > 0.001:
print("Buying shit") print("Buying shit")
k.buyOrder(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_sell] * 0.95 * (1/k.prices.tail(1)[0][0])) k.buy_order(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_sell] * 0.95 * (1/k.prices.tail(1)[0][0]))
print(k.balances) print(k.balances)
else: else:

16
plot.py
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@ -1,6 +1,5 @@
import time, threading import time, threading, pandas
import matplotlib.pyplot as plt import matplotlib.pyplot as plt
import pandas
from api.kraken import Kraken from api.kraken import Kraken
from api.fake import Fake from api.fake import Fake
@ -15,22 +14,19 @@ if __name__ == "__main__":
time.sleep(1) time.sleep(1)
k.getPrices(currency_pair, time=round(time.time())-(24*3600), interval=1) k.get_ohlc_prices(currency_pair, time=round(time.time())-(24*3600), interval=1)
print(2) print(2)
time.sleep(1) time.sleep(1)
current_price = float(k.krakenWrapper.get_ticker_information(currency_pair)["c"][0][0]) k.get_current_price(currency_pair)
new_row = pandas.DataFrame([[current_price]], index=[pandas.to_datetime(time.time(), unit = "s")])
k.prices = pandas.concat([k.prices, pandas.DataFrame(new_row)], ignore_index=False)
print(3) print(3)
k.calculateEMA() k.calculate_ema()
print(4) print(4)
plt.plot(k.shortEMA) plt.plot(k.short_ema)
plt.plot(k.longEMA) plt.plot(k.long_ema)
plt.plot(k.prices) plt.plot(k.prices)
plt.show() plt.show()