ghost
commented
7 years ago OK I think I might have fixed this Here's my codes: cointrader.py
import json
import requests
import re
import unicodedata
import subprocess
import os
import sqlite3
import time
from decimal import *
flag = "undefined"
##Main App Loop
while True:
##DB Refresh
os.remove('/example.db')
print("File Removed!")
conn = sqlite3.connect('/example.db')
c = conn.cursor()
c.execute('''CREATE TABLE gains (ke4,pct1,dips,dips1)''')
wjdata = requests.get('https://poloniex.com/public?command=returnTicker&period=60').json()
##Load Initial Data
for key in wjdata:
if re.match(r'BTC_+', key):
ke1=key.replace('_', '-')
ke2=ke1.replace('BTC-', '')
ke3='-BTC'
ke9=ke2+ke3
pct=(wjdata[key]['last'])
pct0=Decimal(pct)
pct1=format(pct0, 'f')
print(ke9)
print(pct1)
dips='undefined'
dips1='undefined'
c.execute("INSERT INTO gains VALUES (?, ?, ?, ?);", (ke9, pct1, dips, dips1))
conn.commit()
print('Waiting some time for comparison...')
#time.sleep(600)
wjdata = requests.get('https://poloniex.com/public?command=returnTicker&period=60').json()
##Load the second Data
for key in wjdata:
if re.match(r'BTC_+', key):
ke1=key.replace('_', '-')
ke2=ke1.replace('BTC-', '')
ke3='-BTC'
ke4=ke2+ke3
pct2=(wjdata[key]['last'])
pct3=Decimal(pct2)
dips=format(pct3, 'f')
print(ke4)
print(dips)
c.execute('UPDATE gains SET dips = ? WHERE ke4 = ?;', (dips, ke4))
conn.commit()
for row in c.execute('SELECT ke4, (dips-pct1) as diff FROM gains ORDER BY diff DESC LIMIT 1;'):
print(row)
row=str(tuple(row))
ro1=row.replace("u", '')
ro2=ro1.replace("'", '')
ro3=ro2.replace('(', '')
ro4=ro3.replace(')', '')
ro5=ro4.replace(",", '')
s = ro5
s=re.sub('\d', '', s)
ros=s.replace(".", '')
if flag == ros:
print(ros)
print(flag)
print ('Current Profitable Coin Is The Same!')
else:
print(ros)
print(flag)
sell=subprocess.call('./zenbot.sh sell --order_adjust_time=20000 --debug poloniex.'+flag,shell=True)
##Doublecheck the data
for key in wjdata:
if re.match(r'BTC_+', key):
ke1=key.replace('_', '-')
ke2=ke1.replace('BTC-', '')
ke3='-BTC'
ke4=ke2+ke3
pct2=(wjdata[key]['last'])
pct3=Decimal(pct2)
dips1=format(pct3, 'f')
print(ke4)
print(dips1)
c.execute('UPDATE gains SET dips1 = ? WHERE ke4 = ?;', (dips1, ke4))
conn.commit()
for row in c.execute('SELECT ke4, (dips1-pct1) as diff FROM gains ORDER BY diff DESC LIMIT 1;'):
print(row)
row=str(tuple(row))
ro1=row.replace("u", '')
ro2=ro1.replace("'", '')
ro3=ro2.replace('(', '')
ro4=ro3.replace(')', '')
ro5=ro4.replace(",", '')
s = ro5
s=re.sub('\d', '', s)
ros=s.replace(".", '')
time.sleep(10)
buy=subprocess.call('./zenbot.sh buy --order_adjust_time=20000 --debug poloniex.'+ros,shell=True)
flag=rosconf-sample.js
// Order execution rules:
// avoid trading at a slippage above this pct
c.max_slippage_pct = 5
// buy with this % of currency balance (WARNING : sim won't work properly if you set this value to 100)
c.buy_pct = 100
// sell with this % of asset balance (WARNING : sim won't work properly if you set this value to 100)
c.sell_pct = 100
// ms to adjust non-filled order after
c.order_adjust_time = 20000
// avoid selling at a loss below this pct
c.max_sell_loss_pct = 25
// ms to poll order status
c.order_poll_time = 30000
// ms to wait for settlement (after an order cancel) not sure if this works at all
c.wait_for_settlement = 10000
// % to mark up or down price for orders -0.2 moves them quick
c.markup_pct = 0.0
// become a market taker (high fees) or a market maker (low fees) only maker is supported on poloniex
c.order_type = 'maker'
// Misc options:
// default # days for backfill and sim commands
c.days = 14
// ms to poll new trades at
c.poll_trades = 30000
// amount of currency to start simulations with
c.currency_capital = 1000
// amount of asset to start simulations with
c.asset_capital = 0
// for sim, reverse time at the end of the graph, normalizing buy/hold to 0
c.symmetrical = false
// number of periods to calculate RSI at
c.rsi_periods = 14
// period to record balances for stats
c.balance_snapshot_period = '15m'
// avg. amount of slippage to apply to sim trades
c.avg_slippage_pct = 0.045
var c = module.exports = {}
// mongo configuration
c.mongo = {}
c.mongo.host = process.env.MONGODB_PORT_27017_TCP_ADDR || 'localhost'
c.mongo.port = 27017
c.mongo.db = 'zenbot4'
c.mongo.username = null
c.mongo.password = null
// when using mongodb replication, i.e. when running a mongodb cluster, you can define your replication set here; when you are not using replication (most of the users), just set it to `null` (default).
c.mongo.replicaSet = null
// default selector. only used if omitting [selector] argument from a command.
c.selector = 'poloniex.BTC-USD'
// name of default trade strategy
c.strategy = 'trend_ema'
// Exchange API keys:
// to enable GDAX trading, enter your API credentials:
c.gdax = {}
c.gdax.key = 'YOUR-API-KEY'
c.gdax.b64secret = 'YOUR-BASE64-SECRET'
c.gdax.passphrase = 'YOUR-PASSPHRASE'
// to enable Poloniex trading, enter your API credentials:
c.poloniex = {}
c.poloniex.key = ''
c.poloniex.secret = ''
// please note: poloniex does not support market orders via the API only maker really works well
// to enable Kraken trading, enter your API credentials:
c.kraken = {}
c.kraken.key = 'YOUR-API-KEY'
c.kraken.secret = 'YOUR-SECRET'
// Please read API TOS on https://www.kraken.com/u/settings/api
c.kraken.tosagree = 'disagree'
// to enable Bittrex trading, enter your API credentials:
c.bittrex = {}
c.bittrex.key = 'YOUR-API-KEY'
c.bittrex.secret = 'YOUR-SECRET'
// make sure to give your API key access to only: "Trade Limit" and "Read Info",
// please note that this might change in the future.
// please note that bittrex API is limited, you cannot use backfills or sims (paper/live trading only)
// to enable Bitfinex trading, enter your API credentials:
c.bitfinex = {}
c.bitfinex.key = 'YOUR-API-KEY'
c.bitfinex.secret = 'YOUR-SECRET'
// May use 'exchange' or 'trading' wallet balances. However margin trading may not work...read the API documentation.
c.bitfinex.wallet = 'exchange'
// to enable Bitfinex trading, enter your API credentials:
c.bitstamp = {}
c.bitstamp.key = ''
c.bitstamp.secret = ''
// A client ID is required on Bitstamp
c.bitstamp.client_id = 'YOUR-CLIENT-ID'
// to enable QuadrigaCX tranding, enter your API credentials:
c.quadriga = {}
c.quadriga.key = 'YOUR-API-KEY';
// this is the manual secret key entered by editing the API access
// and NOT the md5 hash you see in the summary
c.quadriga.secret = 'YOUR-SECRET';
// replace with the client id used at login, as a string, not number
c.quadriga.client_id = 'YOUR-CLIENT-ID';
// Optional stop-order triggers:
// sell if price drops below this % of bought price (0 to disable)
c.sell_stop_pct = 0
// buy if price surges above this % of sold price (0 to disable)
c.buy_stop_pct = 0
// enable trailing sell stop when reaching this % profit (0 to disable)
c.profit_stop_enable_pct = 0
// maintain a trailing stop this % below the high-water mark of profit
c.profit_stop_pct = 1
// Order execution rules:
// avoid trading at a slippage above this pct
c.max_slippage_pct = 5
// buy with this % of currency balance (WARNING : sim won't work properly if you set this value to 100)
c.buy_pct = 100
// sell with this % of asset balance (WARNING : sim won't work properly if you set this value to 100)
c.sell_pct = 100
// ms to adjust non-filled order after
c.order_adjust_time = 20000
// avoid selling at a loss below this pct
c.max_sell_loss_pct = 25
// ms to poll order status
c.order_poll_time = 30000
// ms to wait for settlement (after an order cancel) not sure if this works at all
c.wait_for_settlement = 10000
// % to mark up or down price for orders -0.2 moves them quick
c.markup_pct = 0.0
// become a market taker (high fees) or a market maker (low fees) only maker is supported on poloniex
c.order_type = 'maker'
// Misc options:
// default # days for backfill and sim commands
c.days = 14
// ms to poll new trades at
c.poll_trades = 30000
// amount of currency to start simulations with
c.currency_capital = 1000
// amount of asset to start simulations with
c.asset_capital = 0
// for sim, reverse time at the end of the graph, normalizing buy/hold to 0
c.symmetrical = false
// number of periods to calculate RSI at
c.rsi_periods = 14
// period to record balances for stats
c.balance_snapshot_period = '15m'
// avg. amount of slippage to apply to sim trades
c.avg_slippage_pct = 0.045
exchange.js
// console.error(('\nPoloniex API is down! unable to call ' + method + ', retrying in 10s').red)
}
// setTimeout(function () {
// exchange[method].apply(exchange, args)
// }, 10000)
}
var active = false
if (!body.forEach) {
active = true
console.error('\nreturnOpenOrders odd result:')
console.error(body)
}var Poloniex = require('poloniex.js')
, path = require('path')
, moment = require('moment')
, n = require('numbro')
, colors = require('colors')
module.exports = function container (get, set, clear) {
var c = get('conf')
var public_client, authed_client
function publicClient (product_id) {
if (!public_client) public_client = new Poloniex(c.poloniex.key, c.poloniex.secret)
return public_client
}
function authedClient () {
if (!authed_client) {
if (!c.poloniex || !c.poloniex.key || c.poloniex.key === 'YOUR-API-KEY') {
throw new Error('please configure your Poloniex credentials in conf.js')
}
authed_client = new Poloniex(c.poloniex.key, c.poloniex.secret)
}
return authed_client
}
function joinProduct (product_id) {
return product_id.split('-')[1] + '_' + product_id.split('-')[0]
}
function retry (method, args) {
if (method !== 'getTrades') {
// console.error(('\nPoloniex API is down! unable to call ' + method + ', retrying in 10s').red)
}
// setTimeout(function () {
// exchange[method].apply(exchange, args)
// }, 10000)
}
var orders = {}
var exchange = {
name: 'poloniex',
historyScan: 'backward',
makerFee: 0.15,
takerFee: 0.25,
getProducts: function () {
return require('./products.json')
},
getTrades: function (opts, cb) {
var func_args = [].slice.call(arguments)
var client = publicClient()
var args = {
currencyPair: joinProduct(opts.product_id)
}
if (opts.from) {
args.start = opts.from
}
if (opts.to) {
args.end = opts.to
}
if (args.start && !args.end) {
// add 2 hours
args.end = args.start + 7200
}
else if (args.end && !args.start) {
// subtract 2 hours
args.start = args.end - 7200
}
client._public('returnTradeHistory', args, function (err, body) {
if (err) return cb(err)
if (typeof body === 'string') {
return retry('getTrades', func_args)
}
if (!body.map) {
console.error('\getTrades odd result:')
console.error(body)
return retry('getTrades', func_args)
}
var trades = body.map(function (trade) {
return {
trade_id: trade.tradeID,
time: moment.utc(trade.date).valueOf(),
size: Number(trade.amount),
price: Number(trade.rate),
side: trade.type
}
})
cb(null, trades)
})
},
getBalance: function (opts, cb) {
var args = [].slice.call(arguments)
var client = authedClient()
client.returnCompleteBalances(function (err, body) {
if (err) return cb(err)
var balance = {asset: 0, currency: 0}
if (typeof body === 'string') {
return retry('getBalance', args)
}
if (body.error) {
console.error('\ggetBalance error:')
console.error(body)
return retry('getBalance', args)
}
if (body[opts.currency]) {
balance.currency = n(body[opts.currency].available).add(body[opts.currency].onOrders).format('0.00000000')
balance.currency_hold = body[opts.currency].onOrders
}
if (body[opts.asset]) {
balance.asset = n(body[opts.asset].available).add(body[opts.asset].onOrders).format('0.00000000')
balance.asset_hold = body[opts.asset].onOrders
}
cb(null, balance)
})
},
getQuote: function (opts, cb) {
var args = [].slice.call(arguments)
var client = publicClient()
var product_id = joinProduct(opts.product_id)
client.getTicker(function (err, body) {
if (err) return cb(err)
if (typeof body === 'string') {
return retry('getQuote', args)
}
if (body.error) {
console.error('\ggetQuote error:')
console.error(body)
return retry('getQuote', args)
}
var quote = body[product_id]
if (!quote) return cb(new Error('no quote for ' + product_id))
if (quote.isFrozen == '1') console.error('\nwarning: product ' + product_id + ' is frozen')
cb(null, {
bid: quote.highestBid,
ask: quote.lowestAsk,
})
})
},
cancelOrder: function (opts, cb) {
var args = [].slice.call(arguments)
var client = authedClient()
client._private('cancelOrder', {orderNumber: opts.order_id}, function (err, result) {
if (typeof result === 'string') {
return retry('cancelOrder', args)
}
if (!err && !result.success) {
// sometimes the order gets cancelled on the server side for some reason and we get this. ignore that case...
if (result.error !== 'Invalid order number, or you are not the person who placed the order.') {
err = new Error('unable to cancel order')
err.body = result
}
}
cb(err)
})
},
trade: function (type, opts, cb) {
var args = [].slice.call(arguments)
var client = authedClient()
var params = {
currencyPair: joinProduct(opts.product_id),
rate: opts.price,
amount: opts.size,
postOnly: opts.post_only === false ? '0' : '1'
}
client._private(type, params, function (err, result) {
if (typeof result === 'string') {
return retry('trade', args)
}
var order = {
id: result ? result.orderNumber : null,
status: 'open',
price: opts.price,
size: opts.size,
post_only: !!opts.post_only,
created_at: new Date().getTime(),
filled_size: '0'
}
if (result && result.error === 'Unable to place post-only order at this price.') {
order.status = 'rejected'
order.reject_reason = 'post only'
return cb(null, order)
}
else if (result && result.error && result.error.match(/^Not enough/)) {
order.status = 'rejected'
order.reject_reason = 'balance'
return cb(null, order)
}
if (!err && result.error) {
err = new Error('unable to ' + type)
err.body = result
}
if (err) return cb(err)
orders['~' + result.orderNumber] = order
cb(null, order)
})
},
buy: function (opts, cb) {
exchange.trade('buy', opts, cb)
},
sell: function (opts, cb) {
exchange.trade('sell', opts, cb)
},
getOrder: function (opts, cb) {
var args = [].slice.call(arguments)
var order = orders['~' + opts.order_id]
if (!order) return cb(new Error('order not found in cache'))
var client = authedClient()
var params = {
currencyPair: joinProduct(opts.product_id)
}
client._private('returnOpenOrders', params, function (err, body) {
if (err) return cb(err)
if (typeof body === 'string' || !body) {
return retry('getOrder', args)
}
var active = false
if (!body.forEach) {
active = true
console.error('\nreturnOpenOrders odd result:')
console.error(body)
}
else {
body.forEach(function (api_order) {
if (api_order.orderNumber == opts.order_id) active = true
})
}
if (!active) {
order.status = 'done'
order.done_at = new Date().getTime()
return cb(null, order)
}
client.returnOrderTrades(opts.order_id, function (err, body) {
if (typeof body === 'string' || !body) {
return retry('getOrder', args)
}
if (err || body.error || !body.forEach) return cb(null, order)
order.filled_size = '0'
body.forEach(function (trade) {
order.filled_size = n(order.filled_size).add(trade.amount).format('0.00000000')
})
if (n(order.filled_size).value() == n(order.size).value()) {
order.status = 'done'
order.done_at = new Date().getTime()
}
cb(null, order)
})
})
},
// return the property used for range querying.
getCursor: function (trade) {
return Math.floor((trade.time || trade) / 1000)
}
}
return exchange
}
I think this is somewhere in the maker/taker function. and in --markup_pct
If not a timeout issue through poloniex.