81 lines
3 KiB
Python
81 lines
3 KiB
Python
import time, threading, pandas, numpy, enum
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from api.kraken import Kraken
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from api.fake import Fake
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class state(enum.Enum):
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UNKNOWN = enum.auto(),
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BUYING = enum.auto(),
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SELLING = enum.auto()
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if __name__ == "__main__":
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current_state = state.UNKNOWN
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previous_state = state.UNKNOWN
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currency_buy = "XETH"
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currency_sell = "ZUSD"
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currency_pair = "ETHUSD"
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#buy_price = 0.0
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k = Kraken()
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print(1)
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time.sleep(1)
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k.get_fee(currency_pair)
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print(2)
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time.sleep(1)
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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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k.get_current_price(currency_pair)
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k.calculate_ema()
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current_short_ema = k.short_ema.tail(1)[0][0] * (1-k.fee/100)
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current_long_ema = k.long_ema.tail(1)[0][0]
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current_price = k.prices.tail(1)[0][0]
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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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# If the current (now previous) state was buying, set the previous state to the "current" state, then set the current state to the current one (selling)
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if current_state == state.BUYING:
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previous_state = state.BUYING
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current_state = state.SELLING
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# Sell shit
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# If the short term EMA (accounting for the fee) is less than the long term EMA,
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# and there is more than a 0.1% difference between short and long term EMA (accounting for the fee), sell
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if (current_short_ema < current_long_ema and current_long_ema/current_short_ema - 1 > 0.001):
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print("Selling shit")
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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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# If the current (now previous) state was selling, set the previous state to the "current" state, then set the current state to the current one (buying)
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if current_state == state.SELLING:
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previous_state = state.SELLING
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current_state = state.BUYING
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# Buy shit
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# If the previous state is known, and the short term EMA (accounting for the fee) is greater than the long term EMA,
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# and there is more than a 0.1% difference between short and long term EMA (accounting for the fee), buy
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if previous_state != state.UNKNOWN and current_short_ema > current_long_ema and current_short_ema/current_long_ema - 1 > 0.001:
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print("Buying shit")
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k.buy_order(currency_pair, currency_buy, currency_sell, k.balances["vol"][currency_sell] * 0.98 * (1/current_price))
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#buy_price = k.prices.tail(1)[0][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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time.sleep(3)
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