Merge pull request TradeGuild#7 from GitGuild/experimental

MVP

Makefile

@@ -1,57 +1,87 @@
-makebase = if [ !  -d ~/.tapp ]; \
+PYTHON_VERSION=2.7  # not used...
+SHELL = /bin/bash  # for pushd, but would probably be better to avoid this
+PREREQDIR=.
+
+makelog = if [ !  -d /var/log/trademanager/ ]; \
+	then \
+		sudo mkdir /var/log/trademanager/; \
+	fi
+
+makerun = if [ !  -d /var/run/trademanager/ ]; \
 	then \
-		mkdir ~/.tapp; \
+		sudo mkdir /var/run/trademanager/; \
 	fi
 
-makedirs = if [ !  -d ~/.tapp/trademanager ]; \
+installledger = if [ !  -d $(1)/ledger ]; \
 	then \
-		mkdir ~/.tapp/trademanager; \
-		mkdir ~/.tapp/test; \
-		cp cfg.ini ~/.tapp/trademanager; \
-		cp cfg.ini ~/.tapp/test; \
+		git clone git://github.com/ledger/ledger.git $(1)/ledger; \
+		pushd $(1)/ledger; \
+		if [ $(VIRTUAL_ENV) ]; \
+			then \
+				./acprep --prefix=$(VIRTUAL_ENV) --python update; \
+			else \
+				./acprep  --python update; \
+		fi; \
+		make; \
+		make install; \
+		popd; \
 	fi
 
-installprereqs = if [ !  -d $(1)ledger ]; \
-    git clone git://github.com/ledger/ledger.git \
-    pushd $(1)ledger \
-    ./acprep --python update \
-    popd \
-    export PYTHONPATH=$PYTHONPATH:$(readlink -f $(1)ledger) \
-    if [ !  -d $(1)libsecp256k1 ]; \
-    git clone git://github.com/bitcoin/secp256k1.git libsecp256k1 \
-    pushd $(1)libsecp256k1 \
-    git checkout d7eb1ae96dfe9d497a26b3e7ff8b6f58e61e400a \
-    ./autogen.sh \
-    ./configure --enable-module-recovery --enable-module-ecdh --enable-module-schnorr \
-    make \
-    make install \
-    popd \
-    INCLUDE_DIR=$(readlink -f $(1)libsecp256k1/include) \
-    LIB_DIR=$(readlink -f $(1)libsecp256k1/.libs) \
-    LD_LIBRARY_PATH=$(readlink -f $(1)libsecp256k1/.libs)
+installsecp256k1 = if [ !  -d $(1)/libsecp256k1 ]; \
+	then \
+		git clone git://github.com/bitcoin/secp256k1.git $(1)/libsecp256k1; \
+		pushd $(1)/libsecp256k1; \
+		git checkout d7eb1ae96dfe9d497a26b3e7ff8b6f58e61e400a; \
+		./autogen.sh; \
+		if [ $(VIRTUAL_ENV) ]; \
+			then \
+				./configure --enable-module-recovery --enable-module-ecdh --enable-module-schnorr --prefix=$(VIRTUAL_ENV); \
+			else \
+				./configure --enable-module-recovery --enable-module-ecdh --enable-module-schnorr; \
+		fi; \
+		make; \
+		make install; \
+		popd; \
+	fi
+
+installlocalgit= if [ -d $(1) ]; \
+	then \
+		pushd $(1); \
+		python setup.py install; \
+		popd; \
+	else \
+		git clone $(2) $(1); \
+		pushd $(1); \
+		python setup.py install; \
+		popd; \
+	fi
+
+makeclean = rm -rf .cache build dist *.egg-info test/__pycache__ \
+	rm -rf test/*.pyc *.egg *~ *pyc test/*~ .eggs \
+	rm -f .coverage*
 
 build:
 	python setup.py build
 
+hackpendingPRs:
+	$(call installlocalgit, $(shell readlink -f ../../tapp/tappmq/ https://github.com/GitGuild/tappmq.git))
+	$(call installlocalgit, $(shell readlink -f ../../tapp/sqlalchemy-models/ https://github.com/GitGuild/sqlalchemy-models.git))
+
+dependencies:
+	$(call installledger, $(PREREQDIR))
+	$(call installsecp256k1, $(PREREQDIR))
+
 install:
-	$(call makebase, "")
-	$(call makedirs, "")
-    #if [ $(target) ] \
-    #then \
-    #    $(call installprereqs, $(target)) \
-	#else \
-	#    $(call installprereqs, ./) \
-    #fi
+	$(call makelog, "")
+	$(call makerun, "")
 	python setup.py -v install
 
 clean:
-	rm -rf .cache build dist *.egg-info test/__pycache__
-	rm -rf test/*.pyc *.egg *~ *pyc test/*~ .eggs
-	rm -f .coverage*
+	$(call makeclean, "")
 
 purge:
-	rm -rf .cache build dist *.egg-info test/__pycache__
-	rm -rf test/*.pyc *.egg *~ *pyc test/*~ .eggs
-	rm -f .coverage*
-	rm -rf ~/.tapp/trademanager
-	rm -rf ~/.tapp/test
+	$(call makeclean, "")
+	sudo rm -rf /var/run/trademanager
+	sudo rm -rf /var/log/trademanager
+	rm -rf $(PREREQDIR)/ledger
+	rm -rf $(PREREQDIR)/libsecp256k1

bots/mm.py

@@ -0,0 +1,95 @@
+"""
+Ready to go plans for managing your trades.
+
+WARNING: Use at your own risk!
+No promise of financial gain is made, and any losses from use of this software are your responsibility.
+"""
+import time
+from ledger import Amount
+from tappmq.tappmq import get_running_workers
+from trade_manager.plugin import get_balances, get_market_vol_shares, get_usd_value, red, create_order, sync_balances
+
+MINMM = Amount("5 USD")
+MINORDER = Amount("1 USD")
+
+
+def fib_fan(side, amount, ticker, session):
+    def calc_price(sid, index, offset):
+        if sid == 'ask':
+            return index * (Amount("1 %s" % index.commodity) + Amount("%s %s" % (offset, index.commodity)) / 100)
+        else:
+            return index * (Amount("1 %s" % index.commodity) - Amount("%s %s" % (offset, index.commodity)) / 100)
+
+    usdamount = get_usd_value(amount)
+    if usdamount <= MINORDER:
+        print "ignoring dusty order %s worth %s" % (usdamount, usdamount)
+        return
+    fibseq = [1, 2, 3, 5, 8, 13]
+    index = ticker.calculate_index()
+    base = ticker.market.split("_")[0]
+    if usdamount / Amount("{0} USD".format(len(fibseq))) <= MINORDER:
+        price = calc_price(side, index, fibseq[int(round(len(fibseq) / 2))])
+        if side == 'bid':
+            amount = Amount("{0:.8f} {1}".format(amount.to_double(), base)) / \
+                     Amount("{0:.8f} {1}".format(index.to_double(), base))
+        # usdval = get_usd_value(amount)
+        # print "{0} {1} @ {2:0.6f} {3} worth ${4:0.2f})".format(side, amount, price.to_double(), ticker.market,
+        #                                                        usdval.to_double())
+        create_order(ticker.exchange, price=price, amount=amount, market=ticker.market, side=side, session=session)
+    else:
+        if side == 'bid':
+            amount = Amount("{0:.8f} {1}".format((amount / len(fibseq)).to_double(), base)) / \
+                     Amount("{0:.8f} {1}".format(index.to_double(), base))
+        else:
+            amount /= len(fibseq)
+        for fib in fibseq:
+            price = calc_price(side, index, fib)
+            create_order(ticker.exchange, price=price, amount=amount, market=ticker.market, side=side, session=session)
+            # usdval = get_usd_value(amount) * price / index
+            # print "{0} {1} @ {2:0.6f} {3} worth ${4:0.2f})".format(side, amount, price.to_double(),
+            #                                                        ticker.market, usdval.to_double())
+    sync_balances(ticker.exchange)
+
+
+def mm(exchange, callback, session):
+    print "__________%s mm %s__________" % (exchange, time.asctime(time.gmtime(time.time())))
+    bals = get_balances(exchange, session=session)
+    if bals is not None:
+        available = bals[1]
+        for amount in available:
+            comm = str(amount.commodity)
+            try:
+                value = get_usd_value(amount)
+            except TypeError as e:
+                print e
+                continue
+            if value <= MINMM:
+                print "ignoring dusty %s worth %s" % (amount, value)
+                continue
+            vshares = get_market_vol_shares(exchange, comm)
+            for market in vshares:
+                if market == 'total':
+                    continue
+                vshare = vshares[market]['vol_share']
+                if market.find(comm) == 0:  # amount is base, so we sell
+                    tosell = amount * Amount("%s %s" % (vshare, comm))
+                    tosellval = get_usd_value(tosell)
+                    # print "sell {0} out of {1} on {2} ({3:0.2f}% worth ${4:0.2f})".format(tosell, amount, market,
+                    #                                                                       vshare * 100,
+                    #                                                                       tosellval.to_double())
+                    callback('ask', tosell, vshares[market]['ticker'], session)
+                if market.find(comm) >= 3:  # amount is quote, so we buy
+                    base = market.split("_")[1]
+                    tobuy = Amount("%s %s" % (amount, base)) * Amount("%s %s" % (vshare, base))
+                    tobuyval = get_usd_value(tobuy)
+                    # print "spend {0} out of {1} on {2} ({3:0.2f}% worth ${4:0.2f})".format(tobuy, amount, market,
+                    #                                                                        vshare * 100,
+                    #                                                                        tobuyval.to_double())
+                    callback('bid', tobuy, vshares[market]['ticker'], session)
+
+
+if __name__ == "__main__":
+    from trade_manager import ses, EXCHANGES, ses, ses
+
+    for exch in get_running_workers(EXCHANGES, red=red):
+        mm(exch, fib_fan, ses)

example_cfg.ini

@@ -0,0 +1,27 @@
+[db]
+SA_ENGINE_URI: postgresql://postgres@trading
+
+[log]
+LOGFILE:
+LOGLEVEL: INFO
+
+[helper]
+KEY: pubkey
+SECRET: secret
+active_markets: ["BTC_USD", "DASH_BTC"]
+userpubkey: 1asdfasdfasdf
+
+[poloniex]
+KEY: key
+SECRET: secret
+active_markets: ["BTC_USD", "DASH_BTC", "DASH_USD", "ETH_BTC", "ETH_USD", "LTC_BTC", "LTC_USD", "LSK_BTC", "FCT_BTC", "LBC_BTC", "ETC_BTC", "ETC_USD", "OMNI_BTC"]
+
+[bitfinex]
+KEY: key
+SECRET: secret
+active_markets: ["BTC_USD", "ETH_USD", "ETH_BTC", "LTC_BTC", "LTC_USD", "BFX_USD", "BFX_BTC", "ETC_BTC", "ETC_USD"]
+
+[kraken]
+KEY: key
+SECRET: secret
+active_markets: ["BTC_USD", "ETH_USD", "ETH_BTC", "ETC_BTC", "ETC_USD"]

setup.py

@@ -8,7 +8,7 @@
 
 setup(
     name='trade_manager',
-    version='0.0.4',
+    version='0.0.5.2',
     packages=['trade_manager'],
     url='https://github.com/gitguild/trade-manager',
     license='MIT',
@@ -19,10 +19,16 @@
     setup_requires=['pytest-runner'],
     install_requires=[
         'sqlalchemy>=1.0.9',
-        'hashlib', 'jsonschema',
+        'psycopg2',
+        'hashlib',
+        'jsonschema',
         'alchemyjsonschema',
         'redis',
-        'python-daemon'
+        'supervisor',
+        'secp256k1',
+        'cffi',
+        'tappmq',
+        'sqlalchemy_models'
         # 'secp256k1==0.11'#,
         # "bitjws==0.6.3.1",
         # "flask>=0.10.0",

supervisord.conf

@@ -0,0 +1,55 @@
+[unix_http_server]
+file = /tmp/supervisor_tm.sock
+
+[supervisorctl]
+serverurl = unix:///tmp/supervisor_tm.sock
+
+[rpcinterface:supervisor]
+supervisor.rpcinterface_factory = supervisor.rpcinterface:make_main_rpcinterface
+
+[supervisord]
+logfile = /var/log/trademanager/supervisord.log
+childlogdir  = /var/log/trademanager/
+pidfile = /var/run/trademanager/supervisord.pid
+loglevel = debug
+
+[group:bitfinex]
+programs=bitfinexm,bitfinexl
+
+[program:bitfinexm]
+command=bitfinexm
+autorestart=true
+stopasgroup=true
+autostart=false
+
+[program:bitfinexl]
+command=bitfinexl
+autorestart=true
+stopasgroup=true
+autostart=false
+
+[program:kraken]
+command=krakenm
+autorestart=true
+stopasgroup=true
+autostart=false
+
+[group:poloniex]
+programs=poloniexm,poloniexl
+
+[program:poloniexm]
+command=poloniexm
+autorestart=true
+stopasgroup=true
+autostart=false
+
+[program:poloniexl]
+command=poloniexl
+autorestart=true
+stopasgroup=true
+autostart=false
+
+[eventlistener:trade_listener]
+command=tapplistener
+events=PROCESS_STATE
+buffer_size=100