Cleaned up code
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3 changed files with 47 additions and 46 deletions
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@ -1,47 +1,51 @@
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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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import pandas, krakenex, time, 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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self.kraken_api = krakenex.API()
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self.kraken_api.load_key("kraken.key")
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self.kraken_wrapper = KrakenAPI(self.kraken_api)
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self.get_balances()
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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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def get_balances(self):
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self.balances = self.kraken_wrapper.get_account_balance()
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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 get_ohlc_prices(self, pair, time=round(time.time())-(30*24*3600), interval=60):
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self.prices = self.kraken_wrapper.get_ohlc_data(pair, interval=interval, since=time)[0].close.iloc[::-1]
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# Gets the current trading price of the currency pair
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def get_current_price(self, pair):
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current_price = numpy.float64(self.kraken_wrapper.get_ticker_information(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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self.prices = pandas.concat([self.prices, pandas.DataFrame(new_row)], ignore_index=False)
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# Calculates the exponential moving average by grabbing data from Kraken on the conversion rate every interval minutes.
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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=30).mean()
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self.shortEMA = self.prices.ewm(span=5).mean()
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def calculate_ema(self, short_time=5, long_time=30):
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self.long_ema = self.prices.ewm(span=long_time).mean()
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self.short_ema = self.prices.ewm(span=short_time).mean()
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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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# Buys crypto
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def buy_order(self, pair, currency_buy, currency_sell, amount, order_type="market"):
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self.kraken_wrapper.add_standard_order(pair, "buy", order_type, volume=amount, validate=True)
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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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self.get_balances()
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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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# Sells crypto
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def sell_order(self, pair, currency_buy, currency_sell, amount, order_type="market"):
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self.kraken_wrapper.add_standard_order(pair, "sell", order_type, volume=amount, validate=True)
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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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self.get_balances()
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19
main.py
19
main.py
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@ -3,6 +3,9 @@ import time, threading, pandas, numpy
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from api.kraken import Kraken
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from api.fake import Fake
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def percent_difference(first, second):
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return abs(first-second)/((first+second)/2)
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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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@ -13,34 +16,32 @@ if __name__ == "__main__":
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time.sleep(1)
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k.getPrices(currency_pair)
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k.get_ohlc_prices(currency_pair)
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print("3")
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time.sleep(1)
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while True:
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#print("Main loop")
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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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k.calculateEMA()
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k.get_current_price(currency_pair)
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k.calculate_ema()
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# If we have crypto, check for sell behaviour, if we have fiat, check for buy behavior, otherwise, get really confused
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if k.balances["vol"][currency_buy] > 10**-5:
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# Sell shit
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# If short term change dips below long term change, sell
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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:
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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:
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print("Selling shit")
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k.sellOrder(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_buy])
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k.sell_order(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_buy])
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print(k.balances)
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elif k.balances["vol"][currency_sell] > 10**-2:
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# Buy shit
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# If short term goes above long term, buy
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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:
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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:
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print("Buying shit")
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k.buyOrder(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_sell] * 0.95 * (1/k.prices.tail(1)[0][0]))
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k.buy_order(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_sell] * 0.95 * (1/k.prices.tail(1)[0][0]))
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print(k.balances)
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else:
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16
plot.py
16
plot.py
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@ -1,6 +1,5 @@
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import time, threading
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import time, threading, pandas
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import matplotlib.pyplot as plt
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import pandas
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from api.kraken import Kraken
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from api.fake import Fake
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@ -15,22 +14,19 @@ if __name__ == "__main__":
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time.sleep(1)
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k.getPrices(currency_pair, time=round(time.time())-(24*3600), interval=1)
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k.get_ohlc_prices(currency_pair, time=round(time.time())-(24*3600), interval=1)
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print(2)
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time.sleep(1)
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current_price = float(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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k.get_current_price(currency_pair)
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print(3)
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k.calculateEMA()
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k.calculate_ema()
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print(4)
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plt.plot(k.shortEMA)
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plt.plot(k.longEMA)
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plt.plot(k.short_ema)
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plt.plot(k.long_ema)
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plt.plot(k.prices)
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plt.show()
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