initial commit

.gitignore

@@ -0,0 +1,3 @@
+config.json
+preprocessor.py
+*.sqlite

config.json.example

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+{
+    "stake_amount": 0.05,
+    "dry_run": false,
+    "trade_thresholds": {
+        "2880": 0.005,
+        "1440": 0.01,
+        "720":  0.03,
+        "360":  0.05,
+        "0":    0.10
+    },
+    "poloniex": {
+        "enabled": false,
+        "key": "key",
+        "secret": "secret",
+        "pair_whitelist": []
+    },
+    "bittrex": {
+        "enabled": true,
+        "key": "key",
+        "secret": "secret",
+        "pair_whitelist": [
+            "BTC_MLN",
+            "BTC_TRST",
+            "BTC_TIME",
+            "BTC_NXS",
+            "BTC_GBYTE",
+            "BTC_SNGLS"
+        ]
+    },
+    "telegram": {
+        "enabled": true,
+        "token": "token",
+        "chat_id": "chat_id"
+    }
+}

exchange.py

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+import enum
+import threading
+
+from bittrex.bittrex import Bittrex
+from poloniex import Poloniex
+
+
+_lock = threading.Condition()
+_exchange_api = None
+
+
+def get_exchange_api(conf):
+    """
+    Returns the current exchange api or instantiates a new one
+    :return: exchange.ApiWrapper
+    """
+    global _exchange_api
+    _lock.acquire()
+    if not _exchange_api:
+        _exchange_api = ApiWrapper(conf)
+    _lock.release()
+    return _exchange_api
+
+
+class Exchange(enum.Enum):
+    POLONIEX = 0
+    BITTREX = 1
+
+
+class ApiWrapper(object):
+    """
+    Wrapper for exchanges.
+    Currently implemented:
+        * Bittrex
+        * Poloniex (partly)
+    """
+    def __init__(self, config):
+        """
+        Initializes the ApiWrapper with the given config, it does not validate those values.
+        :param config: dict
+        """
+        self.dry_run = config['dry_run']
+
+        use_poloniex = config.get('poloniex', {}).get('enabled', False)
+        use_bittrex = config.get('bittrex', {}).get('enabled', False)
+
+        if use_poloniex:
+            self.exchange = Exchange.POLONIEX
+            self.api = Poloniex(
+                key=config['poloniex']['key'],
+                secret=config['poloniex']['secret']
+            )
+        elif use_bittrex:
+            self.exchange = Exchange.BITTREX
+            self.api = Bittrex(
+                api_key=config['bittrex']['key'],
+                api_secret=config['bittrex']['secret']
+            )
+        else:
+            self.api = None
+
+    def buy(self, pair, rate, amount):
+        """
+        Places a limit buy order.
+        :param pair: Pair as str, format: BTC_ETH
+        :param rate: Rate limit for order
+        :param amount: The amount to purchase
+        :return: None
+        """
+        if self.dry_run:
+            pass
+        elif self.exchange == Exchange.POLONIEX:
+            self.api.buy(pair, rate, amount)
+        elif self.exchange == Exchange.BITTREX:
+            data = self.api.buy_limit(pair.replace('_', '-'), amount, rate)
+            if not data['success']:
+                raise RuntimeError('BITTREX: {}'.format(data['message']))
+
+    def sell(self, pair, rate, amount):
+        """
+        Places a limit sell order.
+        :param pair: Pair as str, format: BTC_ETH
+        :param rate: Rate limit for order
+        :param amount: The amount to sell
+        :return: None
+        """
+        if self.dry_run:
+            pass
+        elif self.exchange == Exchange.POLONIEX:
+            self.api.sell(pair, rate, amount)
+        elif self.exchange == Exchange.BITTREX:
+            data = self.api.sell_limit(pair.replace('_', '-'), amount, rate)
+            if not data['success']:
+                raise RuntimeError('BITTREX: {}'.format(data['message']))
+
+    def get_balance(self, currency):
+        """
+        Get account balance.
+        :param currency: currency as str, format: BTC
+        :return: float
+        """
+        if self.exchange == Exchange.POLONIEX:
+            data = self.api.returnBalances()
+            return float(data[currency])
+        elif self.exchange == Exchange.BITTREX:
+            data = self.api.get_balance(currency)
+            if not data['success']:
+                raise RuntimeError('BITTREX: {}'.format(data['message']))
+            return float(data['result']['Balance'] or 0.0)
+
+    def get_ticker(self, pair):
+        """
+        Get Ticker for given pair.
+        :param pair: Pair as str, format: BTC_ETC
+        :return: dict
+        """
+        if self.exchange == Exchange.POLONIEX:
+            data = self.api.returnTicker()
+            return {
+                'bid': float(data[pair]['highestBid']),
+                'ask': float(data[pair]['lowestAsk']),
+                'last': float(data[pair]['last'])
+            }
+        elif self.exchange == Exchange.BITTREX:
+            data = self.api.get_ticker(pair.replace('_', '-'))
+            if not data['success']:
+                raise RuntimeError('BITTREX: {}'.format(data['message']))
+            return {
+                'bid': float(data['result']['Bid']),
+                'ask': float(data['result']['Ask']),
+                'last': float(data['result']['Last']),
+            }
+
+    def get_open_orders(self, pair):
+        """
+        Get all open orders for given pair.
+        :param pair: Pair as str, format: BTC_ETC
+        :return: list of dicts
+        """
+        if self.exchange == Exchange.POLONIEX:
+            raise NotImplemented('Not implemented')
+        elif self.exchange == Exchange.BITTREX:
+            data = self.api.get_open_orders(pair.replace('_', '-'))
+            if not data['success']:
+                raise RuntimeError('BITTREX: {}'.format(data['message']))
+            return [{
+                'type': entry['OrderType'],
+                'opened': entry['Opened'],
+                'rate': entry['PricePerUnit'],
+                'amount': entry['Quantity'],
+                'remaining': entry['QuantityRemaining'],
+            } for entry in data['result']]