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3 changed files with 74 additions and 18 deletions
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@ -7,14 +7,14 @@ class Fake:
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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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self.balances = {'XXDG': self.krakenWrapper.get_ticker_information(pair="XDGUSD")["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[0:3] += float(self.krakenWrapper.get_ticker_information(pair=pair)["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[0:3] -= 1/float(self.krakenWrapper.get_ticker_information(pair=pair)["c"][0][0]) * amount
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self.balances[4:7] += amount
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@ -12,19 +12,23 @@ class Kraken:
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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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#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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# Calculates
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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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# 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.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.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=7*24).mean()
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self.shortEMA = self.prices.ewm(span=30*24).mean()
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self.longEMA = self.prices.ewm(span=1*24).mean()
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self.shortEMA = self.prices.ewm(span=6).mean()
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54
main.py
54
main.py
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@ -1,13 +1,65 @@
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import time
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import time, threading
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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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glubul = ":)"
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if __name__ == "__main__":
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currency_buy = "XXDG"
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currency_sell = "ZUSD"
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currency_pair = "XDGUSD"
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k = Kraken()
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print("1")
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k.updateBalances()
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print("2")
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time.sleep(1)
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k.getPrices(currency_pair)
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print("3")
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k.calculateEMA()
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print("4")
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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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'''
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while True:
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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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# TODO: Needs to check if fresh start
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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])):
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#k.krakenWrapper.add_standard_order(currency_pair, "sell", "market", volume=k.balances["vol"][currency_buy], validate=True)
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print("Selling shit")
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k.balances["vol"][currency_sell] += k.balances["vol"][currency_buy] * k.prices.tail(1)[0]
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k.balances["vol"][currency_buy] = 0
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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(float(k.shortEMA.tail(1)[0]) > float(k.longEMA.tail(1)[0])):
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#k.krakenWrapper.add_standard_order(currency_pair, "buy", "market", volume=k.balances["vol"][currency_sell], validate=True)
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print("Buying shit")
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k.balances["vol"][currency_buy] += k.balances["vol"][currency_sell] * (1/k.prices.tail(1)[0])
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k.balances["vol"][currency_sell] = 0
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print(k.balances)
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else:
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raise Exception("There is no currency in this account.")
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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.calculateEMA(currency_pair)
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time.sleep(3)
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'''
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plt.plot(k.shortEMA)
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plt.plot(k.longEMA)
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