-
Notifications
You must be signed in to change notification settings - Fork 1
/
Bittrex_API.py
345 lines (246 loc) · 12.8 KB
/
Bittrex_API.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
import time
import hmac
import urllib3.request
import json
import hashlib
from Bittrex_Balance_Manager import *
from bittrex_websocket import OrderBook
class Bittrex_Api():
def __init__(self):
self.main_adress = 'https://bittrex.com/api/v1.1/'
self.private_key = '17f88028747144948b216d6c5e2f1a9c'
self.public_key = 'b5f96df3b6d6409c903c0c9a300b1cc1'
self.ticks_perionds = ['oneMin', 'fiveMin', 'thirtyMin', 'Hour', 'Day']
self.balances = {}
self.update_balances()
self.markets = {}
self.update_markets()
self.btc_tickers = self.get_btc_pairs()
self.btc_tickers.append('USDT-BTC')
self.ws_orderbook_class = OrderBook()
self.ws_orderbook_class.subscribe_to_exchange_deltas(self.btc_tickers)
self.balances_manager = Bittrex_Balance_Manager(self.balances)
self.balances_manager.authenticate(self.public_key, self.private_key)
def get_btc_pairs(self):
pairs_list = list(self.markets.values())
btc_pairs_only = []
for pairs in pairs_list:
for pair in pairs:
if pair[1] == True and pair[0] == 'BTC':
btc_pairs_only.append(pair[2])
return btc_pairs_only
def get_nounce(self):
return '&nonce=' + str(int(time.time() * 1000))
def update_markets(self):
#{ primary_asset: [(secondary_asset(BTC\ETH), is_available, market_name), ...] ... }
assets_dict = {}
http = urllib3.PoolManager()
r = http.request('GET', 'https://bittrex.com/api/v1.1/public/getmarkets')
parsed_json = json.loads(r.data)
for i in range(len(parsed_json['result'])):
market_currency = parsed_json['result'][i]['MarketCurrency']
base_currency = parsed_json['result'][i]['BaseCurrency']
is_active = parsed_json['result'][i]['IsActive']
market_name = parsed_json['result'][i]['MarketName']
if(market_currency in assets_dict):
m_list = assets_dict[market_currency]
m_list.append((base_currency, is_active, market_name))
else:
assets_dict[market_currency] = [(base_currency, is_active, market_name)]
self.markets = assets_dict
def check_asset_available(self, asset_symbol):
try:
self.markets[asset_symbol.upper()]
except:
return False
return True
def update_balances(self):
get_balances = 'account/getbalances?'
request_to_make = self.main_adress + get_balances + 'apikey=' + self.public_key + self.get_nounce()
signature = hmac.new(self.private_key.encode(), request_to_make.encode(), hashlib.sha512)
http = urllib3.PoolManager()
r = http.request('GET', request_to_make, headers = {'apisign': signature.hexdigest()})
parsed_json = json.loads(r.data)
for i in range(len(parsed_json['result'])):
self.balances[parsed_json['result'][i]['Currency']] = [parsed_json['result'][i]['Balance'],
parsed_json['result'][i]['Available']]
def limit_deal(self, deal_type, market, quantity, rate):
limit = 'market/'
request_to_make = self.main_adress + limit + deal_type + 'limit?' + 'apikey=' + self.public_key + \
self.get_nounce() + '&market=' + market + '&quantity=' + str(quantity) + '&rate=' + str(rate)
signature = hmac.new(self.private_key.encode(), request_to_make.encode(), hashlib.sha512)
http = urllib3.PoolManager()
r = http.request('GET', request_to_make, headers = {'apisign': signature.hexdigest()})
parsed_json = json.loads(r.data)
return parsed_json
def get_ticker(self, market):#, interval):
get_ticker = 'https://bittrex.com/api/v1.1/public/getticker?market='
request_to_make = get_ticker + market #+ '&tickInterval=' + interval
http = urllib3.PoolManager()
r = http.request('GET', request_to_make)
parsed_json = json.loads(r.data)
return parsed_json
def get_ticks(self, market, interval):
get_ticks = 'https://bittrex.com/Api/v2.0/pub/market/GetTicks?marketName='
request_to_make = get_ticks + market + '&tickInterval=' + interval
signature = hmac.new(self.private_key.encode(), request_to_make.encode(), hashlib.sha512)
http = urllib3.PoolManager()
r = http.request('GET', request_to_make, headers = {'apisign': signature.hexdigest()})
parsed_json = json.loads(r.data)
return parsed_json
def swap_assets(self, order_type, action, pair, amount = -1, price = None):
#amount allways only of secondary asset
#Primary asset(base) is first in the pair. Ex: BTC-XRP, BTC is primary
#buy - q-ty of 2-ry asset to buy; We have primary asset, wanna to get secondary
#sell - q-ty of 2-ry asset to sell; We have secondary asset, wanna to get primary
#rate = 2ry price in $ / primry asset price in $.
order_id = None
possible_amount = None
if action == 'buy':
possible_amount = self.balances[pair.split('-')[0]][1] #amount currently is in primary asset
else:
possible_amount = self.balances[pair.split('-')[1]][1] #amount currently is in secondary (as we need to post in query) asset
if amount == -1 or \
(action == 'sell' and amount > possible_amount) or \
(action == 'buy' and order_type == 'limit' and amount > possible_amount / price):
amount = possible_amount
amount = amount - 0.003 * amount
if order_type == 'limit':
order_id = self.limit_deal(action, pair, str(amount), str(price))
return order_id
order_book = self.ws_orderbook_class.get_order_book(pair)
total_amount = 0
order_rate = 0
order_id = None
if action == 'buy':
for order in order_book['S']:
try:
order_rate = order['R']
except:
order_rate = order['P']
total_amount += order['Q'] * order_rate # In example N ETH * 0.03 (0.03 BTC for one ETH) = actual amount of BTC in order, and buyin we spend primary asset
if total_amount >= amount:
break
if action == 'sell':
for order in order_book['Z']:
try:
order_rate = order['R']
except:
order_rate = order['P']
total_amount += order['Q']
if total_amount >= amount:
break
if action == 'buy':
amount = amount/order_rate
print('Amount: ', amount, 'Rate: ', order_rate)
order_id = self.limit_deal(action, pair, str(amount), str(order_rate))
return order_id
def get_asset_balance(self, asset_symbol):
try:
current_balance = float(self.balances[asset_symbol.upper()][1]) # [1] for 'Available', [0] for absolute
except KeyError:
current_balance = 0
return current_balance
def get_traiding_pair(self, asset_symbol):
return self.markets[asset_symbol.upper()][0][2] #fix? [0] - BTC pair
def get_current_price(self, pair):
current_price = None
try:
current_price = self.ws_orderbook_class.get_order_book(pair)['f'][0]['R']
except:
current_price = self.ws_orderbook_class.get_order_book(pair)['f'][0]['P']
return current_price
def get_candles(self, pair, timestamp, candles_count):
candles = self.get_ticks(pair, timestamp) # TODO 'oneMin')
if candles['success'] != True:
print ('Error::get_candles status:', candles)
exit() #TODO
candles_amount = len(candles['result'])
if(candles_count > candles_amount):
candles_count = candles_amount
asked_candles = candles['result'][-candles_count:]
return asked_candles
def get_candle_data(self, candle, data_type): #data type - close/open/high/low/time/volume
if data_type == 'close':
return candle['C']
if data_type == 'open':
return candle['O']
if data_type == 'high':
return candle['H']
if data_type == 'low':
return candle['L']
if data_type == 'time':
return candle['T']
if data_type == 'volume':
return candle['V']
def get_completed_orders(self, pair):
orders = []
asset_order_book = self.ws_orderbook_class.get_order_book(pair)
for ended_order in asset_order_book['f']:
try:
orders.append(ended_order['R'])
except KeyError:
orders.append(ended_order['P'])
return orders
def get_order_details(self, order_info):
order_uuid = order_info['result']['uuid']
get_order = 'account/getorder?'
request_to_make = self.main_adress + get_order + 'apikey=' + self.public_key + \
self.get_nounce() + '&uuid=' + order_uuid
signature = hmac.new(self.private_key.encode(), request_to_make.encode(), hashlib.sha512)
http = urllib3.PoolManager()
r = http.request('GET', request_to_make, headers = {'apisign': signature.hexdigest()})
parsed_json = json.loads(r.data)
return parsed_json
def check_order_placement_success(self, order_info):
return order_info['success']
def get_order_price(self, order_details):
return float(order_details['result']['PricePerUnit'])
def check_order_open(self, order_details):
return order_details['result']['IsOpen']
def cancel_order(self, order_info):
order_uuid = order_info['result']['uuid']
cancel_order = 'https://bittrex.com/api/v2.0/key/market/TradeCancel?'# orderid=xxxx
request_to_make = cancel_order + 'apikey=' + self.public_key +\
self.get_nounce() + '&orderid=' + order_uuid
signature = hmac.new(self.private_key.encode(), request_to_make.encode(), hashlib.sha512)
http = urllib3.PoolManager()
r = http.request('POST', request_to_make, headers = {'apisign': signature.hexdigest()})
try:
parsed_json = json.loads(r.data)
except:
print('Error! ', r.data)
if parsed_json['success'] != True:
print('Error cancelling order: ', parsed_json['message'])
return parsed_json['success']
def conditional_order(self, action, pair, quantity, price, condition, target):
# MarketName=USDT-BTC&OrderType=LIMIT&Quantity=0.00050000&Rate=7500.00000000
# &TimeInEffect=GOOD_TIL_CANCELLED&ConditionType=LESS_THAN&Target=7600
# GREATER_THAN \ LESS_THAN
if action == 'buy':
conditional_order = 'https://bittrex.com/api/v2.0/key/market/TradeBuy?'
if action == 'sell':
conditional_order = 'https://bittrex.com/api/v2.0/key/market/TradeSell?'
if quantity == -1:
if action == 'buy':
quantity = self.balances['BTC'][1]
else:
quantity = self.balances[pair.split('-')[1]][1]
if action == 'buy':
quantity_with_commision = quantity / price - 0.003 * quantity / price
if quantity_with_commision > self.balances['BTC'][1]:
quantity_with_commision = self.balances['BTC'][1] / price - 0.003 * self.balances['BTC'][1] / price
else:
quantity_with_commision = quantity - 0.003*quantity
request_to_make = conditional_order + 'apikey=' + self.public_key + self.get_nounce() + '&MarketName=' +\
pair + '&OrderType=LIMIT&Quantity=' + str(quantity_with_commision) + '&Rate=' + str(price) +\
'&TimeInEffect=GOOD_TIL_CANCELLED&ConditionType=' + condition + '&Target=' + str(target)
signature = hmac.new(self.private_key.encode(), request_to_make.encode(), hashlib.sha512)
http = urllib3.PoolManager()
r = http.request('POST', request_to_make, headers = {'apisign': signature.hexdigest()})
try:
parsed_json = json.loads(r.data)
except:
print('conditional_order fatal error: ', r.data)
exit()
return parsed_json