91 lines
2.9 KiB
Python
91 lines
2.9 KiB
Python
from time import sleep
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from typing import Dict, List
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from bfxbot.bfxwrapper import BfxWrapper
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from bfxbot.currency import Symbol
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from bfxbot.models import SymbolStatus, Ticker, EventHandler, Strategy, Event, EventKind
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class BfxBot:
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def __init__(self, api_key: str, api_secret: str, symbols: List[Symbol], tick_duration: int = 1, ):
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if api_key is None:
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print("API_KEY is not set!")
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raise ValueError
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if api_secret is None:
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print("API_SECRET is not set!")
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raise ValueError
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self.__bfx: BfxWrapper = BfxWrapper(api_key, api_secret)
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self.__ticker: Ticker = Ticker(tick_duration)
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self.__status: Dict[Symbol, SymbolStatus] = {}
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if isinstance(symbols, Symbol):
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symbols = [symbols]
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self.symbols: List[Symbol] = symbols
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# init symbol statuses
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for s in self.symbols:
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self.__status[s] = SymbolStatus(s)
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async def __update_status__(self):
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active_positions = await self.__bfx.get_active_position()
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for symbol in self.__status:
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# updating tick
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self.__status[symbol].current_tick = self.__ticker.current_tick
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# updating last price
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last_price = await self.__bfx.get_current_prices(symbol)
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last_price = last_price[0]
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self.__status[symbol].set_tick_price(self.__ticker.current_tick, last_price)
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# updating positions
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symbol_positions = [x for x in active_positions if x.symbol == str(symbol)]
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for p in symbol_positions:
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await self.__status[Symbol.from_str(p.symbol)].add_position(p)
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# updating orders
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active_orders = await self.__bfx.get_active_orders(str(symbol))
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for o in active_orders:
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self.__status[symbol].add_order(o)
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# emitting new tick event
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## TODO: handle _on_new_tick() from Strategy
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await self.__status[symbol].__add_event__(Event(EventKind.NEW_TICK, self.__ticker.current_tick))
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def close_order(self, symbol: Symbol, order_id: int):
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raise NotImplementedError
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def close_position(self, symbol: Symbol, position_id: int):
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raise NotImplementedError
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def set_strategy(self, symbol, strategy: Strategy):
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if symbol in self.__status:
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self.__status[symbol].strategy = strategy
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else:
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self.__status[symbol] = SymbolStatus(symbol, strategy)
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async def start(self):
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await self.__update_status__()
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def symbol_event_handler(self, symbol) -> EventHandler:
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if symbol not in self.__status:
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return None
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return self.__status[symbol].eh
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def symbol_status(self, symbol: Symbol) -> SymbolStatus:
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if symbol not in self.__status:
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return None
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return self.__status[symbol]
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async def update(self):
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sleep(self.__ticker.seconds)
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self.__ticker.inc()
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await self.__update_status__()
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