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Logan G 2021-01-31 14:17:25 -07:00
parent 4e67fb531a
commit d017883a15
Signed by: logan
GPG key ID: E328528C921E7A7A
3 changed files with 74 additions and 18 deletions
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6
api/fake.py
View file

@ -7,14 +7,14 @@ class Fake:
self.krakenAPI.load_key("kraken.key")
self.krakenWrapper = KrakenAPI(self.krakenAPI)
self.balances = {'XXBT': self.krakenWrapper.get_ticker_information(pair="XXBTZUSD")["c"][0][0] * 100, 'ZUSD': 0.0}
self.balances = {'XXDG': self.krakenWrapper.get_ticker_information(pair="XDGUSD")["c"][0][0] * 100, 'ZUSD': 0.0}
def buyOrder(self, amount, pair):
self.balances[0:3] += float(self.krakenWrapper.get_ticker_information(pair="XXBTZUSD")["c"][0][0]) * amount
self.balances[0:3] += float(self.krakenWrapper.get_ticker_information(pair=pair)["c"][0][0]) * amount
self.balances[4:7] -= amount
def sellOrder(self, amount, pair):
self.balances[0:3] -= 1/float(self.krakenWrapper.get_ticker_information(pair="XXBTZUSD")["c"][0][0]) * amount
self.balances[0:3] -= 1/float(self.krakenWrapper.get_ticker_information(pair=pair)["c"][0][0]) * amount
self.balances[4:7] += amount

20
api/kraken.py
View file

@ -12,19 +12,23 @@ class Kraken:
# Updates the current wallet prices from the internet
def updateBalances(self):
__newBalances = self.krakenWrapper.get_account_balance()
print(self.balances.loc["XXBT","vol"]-__newBalances.loc["XXBT","vol"])
print(self.balances.loc["ZUSD","vol"]-__newBalances.loc["ZUSD","vol"])
#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
# Calculates
# 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):
self.prices = self.krakenWrapper.get_ohlc_data(pair, interval=interval, since=time)[0].close.iloc[::-1]
# 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):
self.prices = self.krakenWrapper.get_ohlc_data("XXBTZUSD", interval=interval, since=longTime)[0].close.iloc[::-1]
#self.longEMA = self.prices.ewm(span=longTime/60/interval/2).mean()
#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()
#self.prices = self.krakenWrapper.get_ohlc_data("XXBTZUSD", interval=interval, since=longTime)[0].close.iloc[::-1]
self.longEMA = self.prices.ewm(span=7*24).mean()
self.shortEMA = self.prices.ewm(span=30*24).mean()
self.longEMA = self.prices.ewm(span=1*24).mean()
self.shortEMA = self.prices.ewm(span=6).mean()

66
main.py
View file

@ -1,15 +1,67 @@
import time
import time, threading
import matplotlib.pyplot as plt
import pandas
from api.kraken import Kraken
from api.fake import Fake
glubul = ":)"
if __name__ == "__main__":
k = Kraken()
k.calculateEMA()
currency_buy = "XXDG"
currency_sell = "ZUSD"
currency_pair = "XDGUSD"
plt.plot(k.shortEMA)
plt.plot(k.longEMA)
plt.plot(k.prices)
plt.show()
k = Kraken()
print("1")
k.updateBalances()
print("2")
time.sleep(1)
k.getPrices(currency_pair)
print("3")
k.calculateEMA()
print("4")
time.sleep(1)
current_price = float(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.prices = pandas.concat([k.prices, pandas.DataFrame(new_row)], ignore_index=False)
'''
while True:
# 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:
# Sell shit
# TODO: Needs to check if fresh start
# If short term change dips below long term change, sell
if(float(k.shortEMA.tail(1)[0]) < float(k.longEMA.tail(1)[0])):
#k.krakenWrapper.add_standard_order(currency_pair, "sell", "market", volume=k.balances["vol"][currency_buy], validate=True)
print("Selling shit")
k.balances["vol"][currency_sell] += k.balances["vol"][currency_buy] * k.prices.tail(1)[0]
k.balances["vol"][currency_buy] = 0
print(k.balances)
elif k.balances["vol"][currency_sell] > 10**-2:
# Buy shit
if(float(k.shortEMA.tail(1)[0]) > float(k.longEMA.tail(1)[0])):
#k.krakenWrapper.add_standard_order(currency_pair, "buy", "market", volume=k.balances["vol"][currency_sell], validate=True)
print("Buying shit")
k.balances["vol"][currency_buy] += k.balances["vol"][currency_sell] * (1/k.prices.tail(1)[0])
k.balances["vol"][currency_sell] = 0
print(k.balances)
else:
raise Exception("There is no currency in this account.")
current_price = float(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.prices = pandas.concat([k.prices, pandas.DataFrame(new_row)], ignore_index=False)
k.calculateEMA(currency_pair)
time.sleep(3)
'''
plt.plot(k.shortEMA)
plt.plot(k.longEMA)
plt.plot(k.prices)
plt.show()