[ExchangeBot] initial

grapheneexchange/exchange.py

@@ -135,6 +135,38 @@ def formatTimeFromNow(self, secs=0):
         """
         return datetime.utcfromtimestamp(time.time() + int(secs)).strftime('%Y-%m-%dT%H:%M:%S')
 
+    def _get_market_name_from_ids(self, base_id, quote_id) :
+        """ Returns the properly formated name of a market given base
+            and quote ids
+        """
+        quote, base  = self.ws.get_objects([quote_id, base_id])
+        return {"quote" : quote, "base" : base}
+
+    def _get_assets_from_ids(self, base_id, quote_id) :
+        """ Returns assets of a market given base
+            and quote ids
+        """
+        quote, base  = self.ws.get_objects([quote_id, base_id])
+        return quote["symbol"] + self.market_separator + quote["symbol"]
+
+    def _get_market_ids_from_name(self, market) :
+        """ Returns the  base and quote ids given a properly formated
+            market name
+        """
+        quote_symbol, base_symbol = market.split(self.market_separator)
+        quote  = self.rpc.get_asset(quote_symbol)
+        base   = self.rpc.get_asset(quote_symbol)
+        return {"quote" : quote["id"], "base" : base["id"]}
+
+    def _get_assets_from_market(self, market) :
+        """ Returns the  base and quote assets given a properly formated
+            market name
+        """
+        quote_symbol, base_symbol = market.split(self.market_separator)
+        quote  = self.rpc.get_asset(quote_symbol)
+        base   = self.rpc.get_asset(quote_symbol)
+        return {"quote" : quote, "base" : base}
+
     def _get_price(self, o) :
         """ Given an object with `quote` and `base`, derive the correct
             price.
@@ -172,15 +204,15 @@ def _get_txorder_price(self, f, m):
             on sell or buy
         """
         r = {}
-        if f["op"]["min_to_receive"]["asset_id"] == m["base"] :
+        if f["min_to_receive"]["asset_id"] == m["base"] :
             # If the seller received "base" in a quote_base market, than
             # it has been a sell order of quote
-            r["base"] = f["op"]["min_to_receive"]
-            r["quote"] = f["op"]["amount_to_sell"]
-        elif["op"]["min_to_receive"]["asset_id"] == m["quote"]:
+            r["base"] = f["min_to_receive"]
+            r["quote"] = f["amount_to_sell"]
+        elif f["min_to_receive"]["asset_id"] == m["quote"]:
             # buy order
-            r["base"] = f["op"]["amount_to_sell"]
-            r["quote"] = f["op"]["min_to_receive"]
+            r["base"] = f["amount_to_sell"]
+            r["quote"] = f["min_to_receive"]
         else :
             return None
         return self._get_price(r)
@@ -500,6 +532,7 @@ def returnOpenOrders(self, currencyPair="all"):
                 - `orderNumber`: identifier (e.g. for cancelation)
                 - `amount`: amount of quote
                 - `total`: amount of base at asked price (amount/price)
+                - `amount_to_sell`: "amount_to_sell"
 
             Example Output:
 
@@ -563,6 +596,7 @@ def returnOpenOrders(self, currencyPair="all"):
                                   "amount" : amount,
                                   "total" : total,
                                   "type" : t,
+                                  "amount_to_sell" : o["for_sale"],
                                   "orderNumber" : o["id"]})
         if len(markets) == 1 :
             return r[markets[0]]
@@ -868,7 +902,10 @@ def cancel(self, orderNumber):
             only the "orderNumber". An order number takes the form
             ``1.7.xxx``.
         """
-        return self.rpc.cancel_order(orderNumber, True)
+        if self.safe_mode :
+            print("Safe Mode enabled!")
+            print("Please GrapheneExchange(config, safe_mode=False) to remove this and execute the transaction below")
+        return self.rpc.cancel_order(orderNumber, not self.safe_mode)
 
     def withdraw(self, currency, amount, address):
         """ This Method makes no sense in a decentralized exchange

scripts/exchange-bots/bot/__init__.py

@@ -0,0 +1,3 @@
+__all__ = ['bot']
+
+from .bot import Bot

scripts/exchange-bots/bot/bot.py

@@ -0,0 +1,21 @@
+from grapheneexchange import GrapheneExchange
+
+
+class Bot():
+
+    def __init__(self, config, **kwargs):
+
+        self.config = config
+        self.dex    = GrapheneExchange(config, safe_mode=True)
+
+        # Initialize all bots
+        self.bots = {}
+        for name in config.bots:
+            self.bots[name] = config.bots[name]["bot"](config=self.config,
+                                                       name=name,
+                                                       dex=self.dex)
+            self.bots[name].init()
+
+    def execute(self):
+        for name in self.bots:
+            self.bots[name].cancel_mine()

scripts/exchange-bots/bot/strategies/basestrategy.py

@@ -0,0 +1,72 @@
+from grapheneexchange import GrapheneExchange
+import json
+
+
+class BaseStrategy():
+
+    def __init__(self, *args, **kwargs):
+        self.state = None
+
+        for arg in args :
+            if isinstance(arg, GrapheneExchange):
+                self.dex = arg
+        for key in kwargs:
+            setattr(self, key, kwargs[key])
+
+        if "name" not in kwargs:
+            raise ValueError("Missing parameter 'name'!")
+        self.filename = "data_%s.json" % self.name
+
+        self.settings = self.config.bots[self.name]
+        self.orders = []
+
+    def init(self) :
+        print("Initializing %s" % self.name)
+
+    def tick(self) :
+        pass
+
+    def cancel_all(self) :
+        orders = self.dex.returnOpenOrders()
+        for m in orders:
+            for order in orders[m]:
+                self.dex.cancel(order["orderNumber"])
+
+    def cancel_mine(self) :
+        myOrders = []
+        for i, d in enumerate(self.orders):
+            o = {}
+            o["for_sale"] = d["amount_to_sell"]
+            myOrders.append(o)
+
+        orders = self.dex.returnOpenOrders()
+        for m in orders:
+            for order in orders[m]:
+                for stored_order in myOrders:
+                    print("==========")
+                    print(stored_order["for_sale"])
+                    print(order["amount_to_sell"])
+#                    #self.dex.cancel(order["orderNumber"])
+
+    def save_orders(self, orders):
+        for o in orders["operations"] :
+            self.orders.append(o[1])
+
+    def place(self) :
+        pass
+
+    def getState(self):
+        return self.state
+
+    def setState(self, state):
+        self.state = state
+
+    def store(self):
+        state = self.state()
+        with open(self.filename, 'w') as fp:
+            json.dump(state, fp)
+
+    def restore(self):
+        with open(self.filename, 'r') as fp:
+            state = json.load(fp)
+            self.setState(state)

scripts/exchange-bots/bot/strategies/bridgemaker.py

@@ -0,0 +1,44 @@
+from .basestrategy import BaseStrategy
+
+"""
+"""
+
+
+class BridgeMaker(BaseStrategy):
+
+    def __init__(self, *args, **kwargs):
+        super().__init__(*args, **kwargs)
+
+    def place(self) :
+        print("Placing Orders")
+        buy_price  = 1 - self.settings["spread_percentage"] / 200
+        sell_price = 1 + self.settings["spread_percentage"] / 200
+
+        #: Amount of Funds available for trading (per asset)
+        balances = self.dex.returnBalances()
+        asset_ids = []
+        amounts = {}
+        for market in self.config.watch_markets :
+            quote, base = market.split(self.config.market_separator)
+            asset_ids.append(base)
+            asset_ids.append(quote)
+        assets_unique = list(set(asset_ids))
+        for a in assets_unique:
+            if a in balances :
+                amounts[a] = balances[a] * self.settings["volume_percentage"] / 100 / asset_ids.count(a)
+
+        print("Placing Orders:")
+        orders = []
+        for m in self.config.watch_markets:
+            quote, base = m.split(self.config.market_separator)
+            if quote in amounts :
+                print(" - Selling %f %s for %s @%f" % (amounts[quote], quote, base, sell_price))
+                tx = self.dex.sell(m, sell_price, amounts[quote])
+                self.add_order(tx)
+            elif base in amounts :
+                print(" - Buying %f %s with %s @%f" % (amounts[base], base, quote, buy_price))
+                tx = self.dex.buy(m, buy_price, amounts[base] * buy_price)
+                self.add_order(tx)
+            else:
+                continue
+        self.update_orders()

scripts/exchange-bots/main.py

@@ -0,0 +1,39 @@
+from bot.strategies.bridgemaker import BridgeMaker
+from bot import Bot
+
+
+class Config():
+    wallet_host           = "localhost"
+    wallet_port           = 8092
+    wallet_user           = ""
+    wallet_password       = ""
+    witness_url           = "ws://10.0.0.16:8090/"
+    witness_user          = ""
+    witness_password      = ""
+    watch_markets         = ["BTC : TRADE.BTC",
+                             "BTC : OPENBTC",
+                             "OPENBTC : TRADE.BTC",
+                             "OPENDASH : TRADE.DASH",
+                             "OPENDOGE : TRADE.DOGE",
+                             "OPENLTC : TRADE.LTC",
+                             "OPENMUSE : TRADE.MUSE",
+                             "OPENNBT : TRADE.NBT",
+                             "OPENPPC : TRADE.PPC",
+                             "OPENUSD : USD",
+                             ]
+    market_separator      = " : "
+
+    bots = {}
+    bots["BridgeMaker"] = {"bot" : BridgeMaker,
+                           "markets" : ["BTC : TRADE.BTC",
+                                        "BTC : OPENBTC"],
+                           "spread_percentage" : 5,
+                           "volume_percentage" : 50,
+                           }
+    account               = "btc-bridge-maker"
+
+if __name__ == '__main__':
+    bot = Bot(Config)
+    bot.bots["BridgeMaker"].save_orders({'ref_block_num': 4383, 'expiration': '2016-01-13T13:47:57', 'extensions': [], 'signatures': ['1f53fd4e4717218ac0ef47c6fa144b48378a7ad234e89cb97aed514f16acc042d631458748aee5a5ed86467b0580661c614769fd75207831285dab56d4130aa58f'], 'operations': [[1, {'extensions': [], 'seller': '1.2.100237', 'fill_or_kill': False, 'fee': {'amount': 1000000, 'asset_id': '1.3.0'}, 'min_to_receive': {'amount': 58479, 'asset_id': '1.3.103'}, 'expiration': '2016-01-20T13:47:29', 'amount_to_sell': {'amount': 57017, 'asset_id': '1.3.569'}}]], 'ref_block_prefix': 3665477119})
+    bot.bots["BridgeMaker"].save_orders({'ref_block_num': 4383, 'expiration': '2016-01-13T13:47:57', 'extensions': [], 'signatures': ['20285813f0fcab111a7d790d0ec2ad44add31dc9510a593248bd84e8b3abe347295cc51f7c8cb1851933b5229c3e8ef5eaadb3eb1101a52f028c70bf7c082595d4'], 'operations': [[1, {'extensions': [], 'seller': '1.2.100237', 'fill_or_kill': False, 'fee': {'amount': 1000000, 'asset_id': '1.3.0'}, 'min_to_receive': {'amount': 61478, 'asset_id': '1.3.350'}, 'expiration': '2016-01-20T13:47:29', 'amount_to_sell': {'amount': 59979, 'asset_id': '1.3.569'}}]], 'ref_block_prefix': 3665477119})
+    bot.execute()