move TradeOgre to its own module, setup all actions in the loop with counters, new Trader class

trade.py

@@ -1,164 +1,188 @@
 #!/usr/bin/env python
 
-from argparse import ArgumentParser
+import logging
 from os import getenv
-from dotenv import load_dotenv
+from argparse import ArgumentParser
-from requests import get as requests_get
-from requests import post as requests_post
-from requests.auth import HTTPBasicAuth
 from decimal import Decimal
 from random import uniform
-from pprint import pprint
 from time import sleep
 from db import Ticker, Balance, Order
+from tradeogre import TradeOgre
 
 
+logging.basicConfig(
+    level=getenv('LOGLEVEL', 'INFO'),
+    format='%(asctime)s - %(name)s - %(levelname)s - %(message)s'
+)
+
+class Trader(TradeOgre):
 
     satoshi = .00000001
+    base_currency = 'BTC'
+    trade_currency = 'WOW'
+    trade_pair = f'{base_currency}-{trade_currency}'
 
-class TradeOgre(object):
+    def get_market_data(self):
-    def __init__(self):
+        logging.info(f'Getting market data for trade pair {self.trade_pair}')
-        load_dotenv('.env')
+        res = self.get_trade_pair(self.trade_pair)
-        self.base = 'https://tradeogre.com/api/v1'
+        spread_btc = Decimal(res['ask']) - Decimal(res['bid'])
-        self.auth = HTTPBasicAuth(
+        spread_sats = float(spread_btc / Decimal(self.satoshi))
-            getenv('TO_USER'),
+        spread_perc = (spread_btc / Decimal(res['ask'])) * 100
-            getenv('TO_PASS')
+        res['spread_btc'] = spread_btc
-        )
+        res['spread_sats'] = spread_sats
+        res['spread_perc'] = spread_perc
+        logging.debug(res)
+        return res
 
-    def req(self, route, method='get', data={}):
+    def store_market_data(self):
-        url = self.base + route
+        res = self.get_market_data()
-        if method == 'get':
+        logging.info(f'Storing market data for trade pair {self.trade_pair}')
-            r = requests_get(url, auth=self.auth)
-        else:
-            r = requests_post(url, auth=self.auth, data=data)
-        return r.json()
-
-    def get_trade_pair(self, pair):
-        route = f'/ticker/{pair}'
-        return self.req(route)
-
-    def get_balance(self, currency):
-        route = '/account/balance'
-        data = {'currency': currency}
-        return self.req(route, 'post', data)
-
-    def get_balances(self):
-        route = '/account/balances'
-        return self.req(route)
-
-    def submit_order(self, type, pair, quantity, price):
-        route = f'/order/{type}'
-        data = {'market': pair, 'quantity': quantity, 'price': price}
-        return self.req(route, 'post', data)
-
-    def get_order(self, uuid):
-        route = f'/account/order/{uuid}'
-        return self.req(route)
-
-
-def get_metrics():
-    # define vars
-    to = TradeOgre()
-    base = 'BTC'
-    currency = 'WOW'
-    trade_pair = f'{base}-{currency}'
-
-    # get market data
-    tp_res = to.get_trade_pair(trade_pair)
-    print(tp_res)
-    spreat_btc = Decimal(tp_res['ask']) - Decimal(tp_res['bid'])
-    spread_sats = float(spreat_btc / Decimal(.00000001))
-    spread_perc = (spreat_btc / Decimal(tp_res['ask'])) * 100
-
-    # store market data in db
         t = Ticker(
-        trade_pair=trade_pair,
+            trade_pair=self.trade_pair,
-        initial_price=tp_res['initialprice'],
+            initial_price=res['initialprice'],
-        current_price=tp_res['price'],
+            current_price=res['price'],
-        high_price=tp_res['high'],
+            high_price=res['high'],
-        low_price=tp_res['low'],
+            low_price=res['low'],
-        volume=tp_res['volume'],
+            volume=res['volume'],
-        bid=tp_res['bid'],
+            bid=res['bid'],
-        ask=tp_res['ask'],
+            ask=res['ask'],
-        spread_btc=spreat_btc,
+            spread_btc=res['spread_btc'],
-        spread_sats=spread_sats,
+            spread_sats=res['spread_sats'],
-        spread_perc=spread_perc
+            spread_perc=res['spread_perc']
         )
         t.save()
+        logging.info(f'Stored market data as ID {t.id}')
+        return t
 
-    # get balances and store in db
+    def store_balance(self, currency):
-    for c in base, currency:
+        logging.info(f'Storing balance for currency {currency}')
-        gb_res = to.get_balance(c)
+        res = self.get_balance(currency)
-        print(gb_res)
+        logging.debug(res)
         b = Balance(
-            currency=c,
+            currency=currency,
-            total=gb_res['balance'],
+            total=res['balance'],
-            available=gb_res['available']
+            available=res['available']
         )
         b.save()
+        logging.info(f'Stored market data as ID {b.id}')
+        return b
 
-def put_market_maker():
+    def store_balances(self):
-    to = TradeOgre()
+        for cur in self.base_currency, self.trade_currency:
-    latest_ticker = Ticker.select().order_by(Ticker.date.desc()).get()
+            self.store_balance(cur)
-    if latest_ticker.spread_sats > 4:
-        bid_amount = uniform(80, 90)
-        ask_amount = uniform(80, 90)
-        to_bid = latest_ticker.bid + satoshi
-        to_ask = latest_ticker.ask - satoshi
-        buy = to.submit_order('buy', 'BTC-WOW', bid_amount, '{:.8f}'.format(to_bid))
-        print(buy)
-        if buy['success']:
-            o = Order(
-                trade_pair='BTC-WOW',
-                trade_type='market_maker',
-                buy=True,
-                quantity=bid_amount,
-                price=to_bid,
-                uuid=buy['uuid']
-            )
-            o.save()
-
             sleep(3)
-            sell = to.submit_order('sell', 'BTC-WOW', ask_amount, '{:.8f}'.format(to_ask))
-            print(sell)
-            if sell['success']:
-                o = Order(
-                    trade_pair='BTC-WOW',
-                    trade_type='market_maker',
-                    buy=False,
-                    quantity=ask_amount,
-                    price=to_ask,
-                    uuid=sell['uuid']
-                )
-                o.save()
 
-def check_orders():
+    def get_active_orders(self):
-    to = TradeOgre()
+        logging.info('Getting active orders in local database')
         orders = Order.select().where(Order.active==True)
-    for order in orders:
+        logging.debug(f'Found {len(orders)} in database')
-        print(order.uuid)
+        return orders
-        o = to.get_order(order.uuid)
+
-        print(o)
+    def update_orders(self):
+        logging.info('Updating orders in local database against TradeOgre')
+        for order in self.get_active_orders():
+            logging.debug(f'Checking order {order.uuid}')
+            o = self.get_order(order.uuid)
+            logging.debug(f'Found order: {o}')
             if o['success'] is False:
                 order.active = False
                 order.save()
+                logging.debug(f'Order {order.uuid} no longer active on TradeOgre. Setting inactive.')
             sleep(5)
 
+    def start_market_maker(self):
+        logging.info('Starting market maker')
+        latest = Ticker.select().order_by(Ticker.date.desc()).get()
+        trade_type = 'market_maker'
+
+        if len(self.get_active_orders()) > 5:
+            logging.info('Too many active orders in place. Skipping.')
+            return False
+
+        if latest.spread_sats > 4:
+            bid_amount = uniform(100, 130)
+            ask_amount = uniform(bid_amount - 6, bid_amount + 6)
+            bid_price = '{:.8f}'.format(latest.bid + self.satoshi)
+            ask_price = '{:.8f}'.format(latest.ask - self.satoshi)
+            logging.info(f'Submitting buy order for {bid_amount} at {bid_price} {self.trade_pair}')
+            buy = self.submit_order('buy', self.trade_pair, bid_amount, bid_price)
+            logging.debug(buy)
+            if buy['success']:
+                o = Order(
+                    trade_pair=self.trade_pair,
+                    trade_type=trade_type,
+                    buy=True,
+                    quantity=bid_amount,
+                    price=bid_price,
+                    uuid=buy['uuid']
+                )
+                o.save()
+                logging.debug(f'Stored buy order as ID {o.id}')
+                sleep(3)
+
+                logging.info(f'Submitting sell order for {ask_amount} at {ask_price} {self.trade_pair}')
+                sell = self.submit_order('sell', self.trade_pair, ask_amount, ask_price)
+                logging.debug(sell)
+                if sell['success']:
+                    o = Order(
+                        trade_pair=self.trade_pair,
+                        trade_type=trade_type,
+                        buy=False,
+                        quantity=ask_amount,
+                        price=ask_price,
+                        uuid=sell['uuid']
+                    )
+                    o.save()
+                    logging.debug(f'Stored sell order as ID {o.id}')
+        else:
+            logging.info(f'Not enough bid-ask spread ({latest.spread_sats} sats). Skipping market maker.')
+
 
 if __name__ == '__main__':
     parser = ArgumentParser(description='Helpful TradeOgre trading script')
-    parser.add_argument('-t', '--trade', action='store_true', help='Put in buy/sell orders')
+    parser.add_argument('-m', '--market-maker', action='store_true', help='Put in buy/sell orders')
+    parser.add_argument('-b', '--balances', action='store_true', help='Update coin balances of both base and currency')
     parser.add_argument('-u', '--update-orders', action='store_true', help='Update status of orders')
     args = parser.parse_args()
 
-    if args.trade:
+    t = Trader()
-        put_market_maker()
+    orders_counter = 0
+    balances_counter = 0
+    market_maker_counter = 0
+
+    if args.market_maker:
+        t.start_market_maker()
         exit()
 
     if args.update_orders:
-        check_orders()
+        t.update_orders()
+        exit()
+
+    if args.balances:
+        t.store_balances()
         exit()
 
     while True:
-        get_metrics()
+        t.store_market_data()
+
+        # update orders every 5 minutes
+        if orders_counter == 5:
+            t.update_orders()
+            orders_counter = 0
+
+        # update balances every 2 minutes
+        if balances_counter == 2:
+            t.store_balances()
+            balances_counter = 0
+
+        # start market makers every 3 minutes
+        if market_maker_counter == 3:
+            t.start_market_maker()
+            market_maker_counter = 0
+
+        orders_counter += 1
+        balances_counter += 1
+        market_maker_counter += 1
+
+        # sleep 1 minute
         sleep(60)

tradeogre.py

@@ -0,0 +1,45 @@
+from os import getenv
+from dotenv import load_dotenv
+from requests import get as requests_get
+from requests import post as requests_post
+from requests.auth import HTTPBasicAuth
+
+
+class TradeOgre(object):
+    def __init__(self):
+        load_dotenv('.env')
+        self.base = 'https://tradeogre.com/api/v1'
+        self.auth = HTTPBasicAuth(
+            getenv('TO_USER'),
+            getenv('TO_PASS')
+        )
+
+    def req(self, route, method='get', data={}):
+        url = self.base + route
+        if method == 'get':
+            r = requests_get(url, auth=self.auth)
+        else:
+            r = requests_post(url, auth=self.auth, data=data)
+        return r.json()
+
+    def get_trade_pair(self, pair):
+        route = f'/ticker/{pair}'
+        return self.req(route)
+
+    def get_balance(self, currency):
+        route = '/account/balance'
+        data = {'currency': currency}
+        return self.req(route, 'post', data)
+
+    def get_balances(self):
+        route = '/account/balances'
+        return self.req(route)
+
+    def submit_order(self, type, pair, quantity, price):
+        route = f'/order/{type}'
+        data = {'market': pair, 'quantity': quantity, 'price': price}
+        return self.req(route, 'post', data)
+
+    def get_order(self, uuid):
+        route = f'/account/order/{uuid}'
+        return self.req(route)