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506 lines
18 KiB
Python
506 lines
18 KiB
Python
# Twisted imports
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import logging
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from datetime import datetime
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import urllib3
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import util
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from forex_python.converter import CurrencyRates
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from lib.logstash import send_logstash
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from opensearchpy import OpenSearch
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# Other library imports
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from pycoingecko import CoinGeckoAPI
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# Project imports
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from settings import settings
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from twisted.internet.defer import inlineCallbacks
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from twisted.internet.task import LoopingCall
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# TODO: secure ES traffic properly
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urllib3.disable_warnings()
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tracer = logging.getLogger("opensearch")
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tracer.setLevel(logging.CRITICAL)
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tracer = logging.getLogger("elastic_transport.transport")
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tracer.setLevel(logging.CRITICAL)
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class Money(util.Base):
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"""
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Generic class for handling money-related matters that aren't Revolut or Agora.
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"""
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def __init__(self):
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"""
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Initialise the Money object.
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Set the logger.
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Initialise the CoinGecko API.
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"""
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super().__init__()
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self.cr = CurrencyRates()
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self.cg = CoinGeckoAPI()
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if settings.ES.Enabled == "1":
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# self.es = Elasticsearch(
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# f"https://{settings.ES.Host}:9200",
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# verify_certs=False,
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# basic_auth=(settings.ES.Username, settings.ES.Pass),
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# # ssl_assert_fingerprint=("6b264fd2fd107d45652d8add1750a8a78f424542e13b056d0548173006260710"),
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# ca_certs="certs/ca.crt",
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# )
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# TODO: implement ca certs https://opensearch.org/docs/latest/clients/python/
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auth = (settings.ES.Username, settings.ES.Pass)
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self.es = OpenSearch(
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hosts=[{"host": settings.ES.Host, "port": 9200}],
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http_compress=False, # enables gzip compression for request bodies
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http_auth=auth,
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# client_cert = client_cert_path,
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# client_key = client_key_path,
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use_ssl=True,
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verify_certs=False,
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ssl_assert_hostname=False,
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ssl_show_warn=False,
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# a_certs=ca_certs_path,
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)
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@inlineCallbacks
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def run_checks_in_thread(self):
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"""
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Run all the balance checks that output into ES in another thread.
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"""
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total = self.get_total()
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remaining = self.get_remaining()
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profit = self.get_profit()
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profit_with_trades = self.get_profit(True)
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open_trades = self.get_open_trades_usd()
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total_remaining = self.get_total_remaining()
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total_with_trades = self.get_total_with_trades()
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# This will make them all run concurrently, hopefully not hitting rate limits
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for x in (
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total,
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remaining,
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profit,
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profit_with_trades,
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open_trades,
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total_remaining,
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total_with_trades,
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):
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yield x
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def setup_loops(self):
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"""
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Set up the LoopingCalls to get the balance so we have data in ES.
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"""
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if settings.ES.Enabled == "1" or settings.Logstash.Enabled == "1":
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self.lc_es_checks = LoopingCall(self.run_checks_in_thread)
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delay = int(settings.ES.RefreshSec)
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self.lc_es_checks.start(delay)
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if settings.ES.Enabled == "1":
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self.agora.es = self.es
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self.lbtc.es = self.es
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def write_to_es(self, msgtype, cast):
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cast["type"] = "money"
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cast["ts"] = str(datetime.now().isoformat())
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cast["xtype"] = msgtype
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if settings.ES.Enabled == "1":
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self.es.index(index=settings.ES.Index, body=cast)
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elif settings.Logstash.Enabled == "1":
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send_logstash(cast)
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def lookup_rates(self, platform, ads, rates=None):
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"""
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Lookup the rates for a list of public ads.
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"""
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if not rates:
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rates = self.cg.get_price(
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ids=["monero", "bitcoin"],
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vs_currencies=self.markets.get_all_currencies(platform),
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)
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# Set the price based on the asset
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for ad in ads:
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if ad[4] == "XMR":
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coin = "monero"
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elif ad[4] == "BTC":
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coin = "bitcoin" # No s here
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currency = ad[5]
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base_currency_price = rates[coin][currency.lower()]
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price = float(ad[2])
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rate = round(price / base_currency_price, 2)
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ad.append(rate)
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# TODO: sort?
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return sorted(ads, key=lambda x: x[2])
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def get_rates_all(self):
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"""
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Get all rates that pair with USD.
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:return: dictionary of USD/XXX rates
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:rtype: dict
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"""
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rates = self.cr.get_rates("USD")
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return rates
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def get_acceptable_margins(self, platform, currency, amount):
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"""
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Get the minimum and maximum amounts we would accept a trade for.
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:param currency: currency code
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:param amount: amount
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:return: (min, max)
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:rtype: tuple
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"""
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sets = util.get_settings(platform)
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rates = self.get_rates_all()
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if currency == "USD":
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min_amount = amount - float(sets.AcceptableUSDMargin)
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max_amount = amount + float(sets.AcceptableUSDMargin)
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return (min_amount, max_amount)
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amount_usd = amount / rates[currency]
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min_usd = amount_usd - float(sets.AcceptableUSDMargin)
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max_usd = amount_usd + float(sets.AcceptableUSDMargin)
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min_local = min_usd * rates[currency]
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max_local = max_usd * rates[currency]
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return (min_local, max_local)
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def get_minmax(self, platform, asset, currency):
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sets = util.get_settings(platform)
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rates = self.get_rates_all()
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if currency not in rates and not currency == "USD":
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self.log.error(f"Can't create ad without rates: {currency}")
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return
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if asset == "XMR":
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min_usd = float(sets.MinUSDXMR)
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max_usd = float(sets.MaxUSDXMR)
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elif asset == "BTC":
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min_usd = float(sets.MinUSDBTC)
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max_usd = float(sets.MaxUSDBTC)
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if currency == "USD":
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min_amount = min_usd
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max_amount = max_usd
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else:
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min_amount = rates[currency] * min_usd
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max_amount = rates[currency] * max_usd
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return (min_amount, max_amount)
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def to_usd(self, amount, currency):
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if currency == "USD":
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return float(amount)
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else:
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rates = self.get_rates_all()
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return float(amount) / rates[currency]
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def multiple_to_usd(self, currency_map):
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"""
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Convert multiple curencies to USD while saving API calls.
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"""
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rates = self.get_rates_all()
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cumul = 0
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for currency, amount in currency_map.items():
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if currency == "USD":
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cumul += float(amount)
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else:
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cumul += float(amount) / rates[currency]
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return cumul
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@inlineCallbacks
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def get_profit(self, trades=False):
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"""
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Check how much total profit we have made.
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:return: profit in USD
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:rtype: float
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"""
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total_usd = yield self.get_total_usd()
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if not total_usd:
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return False
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if trades:
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trades_usd = yield self.get_open_trades_usd()
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total_usd += trades_usd
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profit = total_usd - float(settings.Money.BaseUSD)
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if trades:
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cast_es = {
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"profit_trades_usd": profit,
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}
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else:
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cast_es = {
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"profit_usd": profit,
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}
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self.write_to_es("get_profit", cast_es)
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return profit
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@inlineCallbacks
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def get_total_usd(self):
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"""
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Get total USD in all our accounts, bank and trading.
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:return: value in USD
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:rtype float:
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"""
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total_sinks_usd = self.sinks.get_total_usd()
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agora_wallet_xmr = yield self.agora.api.wallet_balance_xmr()
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agora_wallet_btc = yield self.agora.api.wallet_balance()
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lbtc_wallet_btc = yield self.lbtc.api.wallet_balance()
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total_xmr_agora = agora_wallet_xmr["response"]["data"]["total"]["balance"]
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total_btc_agora = agora_wallet_btc["response"]["data"]["total"]["balance"]
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total_btc_lbtc = lbtc_wallet_btc["response"]["data"]["total"]["balance"]
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# Get the XMR -> USD exchange rate
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xmr_usd = self.cg.get_price(ids="monero", vs_currencies=["USD"])
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# Get the BTC -> USD exchange rate
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btc_usd = self.cg.get_price(ids="bitcoin", vs_currencies=["USD"])
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# Convert the Agora BTC total to USD
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total_usd_agora_btc = float(total_btc_agora) * btc_usd["bitcoin"]["usd"]
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# Convert the LBTC BTC total to USD
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total_usd_lbtc_btc = float(total_btc_lbtc) * btc_usd["bitcoin"]["usd"]
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# Convert the Agora XMR total to USD
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total_usd_agora_xmr = float(total_xmr_agora) * xmr_usd["monero"]["usd"]
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# Add it all up
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total_usd_agora = total_usd_agora_xmr + total_usd_agora_btc
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total_usd_lbtc = total_usd_lbtc_btc
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total_usd = total_usd_agora + total_usd_lbtc + total_sinks_usd
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cast_es = {
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"price_usd": total_usd,
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"total_usd_agora_xmr": total_usd_agora_xmr,
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"total_usd_agora_btc": total_usd_agora_btc,
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"total_usd_lbtc_btc": total_usd_lbtc_btc,
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"total_xmr_agora": total_xmr_agora,
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"total_btc_agora": total_btc_agora,
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"total_btc_lbtc": total_btc_lbtc,
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"xmr_usd": xmr_usd["monero"]["usd"],
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"btc_usd": btc_usd["bitcoin"]["usd"],
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"total_sinks_usd": total_sinks_usd,
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"total_usd_agora": total_usd_agora,
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}
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self.write_to_es("get_total_usd", cast_es)
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return total_usd
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# TODO: possibly refactor this into smaller functions which don't return as much stuff
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# check if this is all really needed in the corresponding withdraw function
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@inlineCallbacks
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def get_total(self):
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"""
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Get all the values corresponding to the amount of money we hold.
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:return: ((total SEK, total USD, total GBP), (total XMR USD, total BTC USD), (total XMR, total BTC))
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:rtype: tuple(tuple(float, float, float), tuple(float, float), tuple(float, float))
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"""
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total_sinks_usd = self.sinks.get_total_usd()
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agora_wallet_xmr = yield self.agora.api.wallet_balance_xmr()
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agora_wallet_btc = yield self.agora.api.wallet_balance()
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lbtc_wallet_btc = yield self.lbtc.api.wallet_balance()
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if not agora_wallet_xmr["success"]:
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return False
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if not agora_wallet_btc["success"]:
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return False
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if not lbtc_wallet_btc["success"]:
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return False
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if not agora_wallet_xmr["response"]:
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return False
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if not agora_wallet_btc["response"]:
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return False
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if not lbtc_wallet_btc["response"]:
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return False
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total_xmr_agora = agora_wallet_xmr["response"]["data"]["total"]["balance"]
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total_btc_agora = agora_wallet_btc["response"]["data"]["total"]["balance"]
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total_btc_lbtc = lbtc_wallet_btc["response"]["data"]["total"]["balance"]
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# Get the XMR -> USD exchange rate
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xmr_usd = self.cg.get_price(ids="monero", vs_currencies=["USD"])
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# Get the BTC -> USD exchange rate
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btc_usd = self.cg.get_price(ids="bitcoin", vs_currencies=["USD"])
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# Convert the Agora XMR total to USD
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total_usd_agora_xmr = float(total_xmr_agora) * xmr_usd["monero"]["usd"]
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# Convert the Agora BTC total to USD
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total_usd_agora_btc = float(total_btc_agora) * btc_usd["bitcoin"]["usd"]
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# Convert the LBTC BTC total to USD
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total_usd_lbtc_btc = float(total_btc_lbtc) * btc_usd["bitcoin"]["usd"]
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# Add it all up
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total_usd_agora = total_usd_agora_xmr + total_usd_agora_btc
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total_usd_lbtc = total_usd_lbtc_btc
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total_usd = total_usd_agora + total_usd_lbtc + total_sinks_usd
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total_btc_usd = total_usd_agora_btc + total_usd_lbtc_btc
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total_xmr_usd = total_usd_agora_xmr
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total_xmr = total_xmr_agora
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total_btc = total_btc_lbtc + total_btc_agora
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# Convert the total USD price to GBP and SEK
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rates = self.get_rates_all()
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price_sek = rates["SEK"] * total_usd
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price_usd = total_usd
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price_gbp = rates["GBP"] * total_usd
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cast = (
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(
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price_sek,
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price_usd,
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price_gbp,
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), # Total prices in our 3 favourite currencies
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(
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total_xmr_usd,
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total_btc_usd,
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), # Total USD balance in only Agora
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(total_xmr, total_btc),
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) # Total XMR and BTC balance in Agora
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cast_es = {
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"price_sek": price_sek,
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"price_usd": price_usd,
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"price_gbp": price_gbp,
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"total_usd_agora_xmr": total_usd_agora_xmr,
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"total_usd_agora_btc": total_usd_agora_btc,
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"total_usd_lbtc_btc": total_usd_lbtc_btc,
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"total_xmr_agora": total_xmr_agora,
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"total_btc_agora": total_btc_agora,
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"total_btc_lbtc": total_btc_lbtc,
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"xmr_usd": xmr_usd["monero"]["usd"],
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"btc_usd": btc_usd["bitcoin"]["usd"],
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"total_sinks_usd": total_sinks_usd,
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"total_usd_agora": total_usd_agora,
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}
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self.write_to_es("get_total", cast_es)
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return cast
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@inlineCallbacks
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def get_remaining(self):
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"""
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Check how much profit we need to make in order to withdraw.
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:return: profit remaining in USD
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:rtype: float
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"""
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total_usd = yield self.get_total_usd()
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if not total_usd:
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return False
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withdraw_threshold = float(settings.Money.BaseUSD) + float(
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settings.Money.WithdrawLimit
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)
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remaining = withdraw_threshold - total_usd
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cast_es = {
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"remaining_usd": remaining,
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}
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self.write_to_es("get_remaining", cast_es)
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return remaining
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def open_trades_usd_parse_dash(self, platform, dash, rates):
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cumul_usd = 0
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for contact_id, contact in dash.items():
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# We need created at in order to look up the historical prices
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created_at = contact["data"]["created_at"]
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# Reformat the date how CoinGecko likes
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# 2022-05-02T11:17:14+00:00
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if "+" in created_at:
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date_split = created_at.split("+")
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date_split[1].replace(".", "")
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date_split[1].replace(":", "")
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created_at = "+".join(date_split)
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date_parsed = datetime.strptime(created_at, "%Y-%m-%dT%H:%M:%S%z")
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else:
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date_parsed = datetime.strptime(created_at, "%Y-%m-%dT%H:%M:%S.%fZ")
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date_formatted = date_parsed.strftime("%d-%m-%Y")
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# Get the historical rates for the right asset, extract the price
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if platform == "agora":
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asset = contact["data"]["advertisement"]["asset"]
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elif platform == "lbtc":
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asset = "BTC"
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if asset == "XMR":
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amount_crypto = contact["data"]["amount_xmr"]
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history = self.cg.get_coin_history_by_id(
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id="monero", date=date_formatted
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)
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if "market_data" not in history:
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return False
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crypto_usd = float(history["market_data"]["current_price"]["usd"])
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elif asset == "BTC":
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amount_crypto = contact["data"]["amount_btc"]
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history = self.cg.get_coin_history_by_id(
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id="bitcoin", date=date_formatted
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)
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crypto_usd = float(history["market_data"]["current_price"]["usd"])
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# Convert crypto to fiat
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amount = float(amount_crypto) * crypto_usd
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currency = contact["data"]["currency"]
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if not contact["data"]["is_selling"]:
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continue
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if currency == "USD":
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cumul_usd += float(amount)
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else:
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rate = rates[currency]
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amount_usd = float(amount) / rate
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cumul_usd += amount_usd
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return cumul_usd
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@inlineCallbacks
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def get_open_trades_usd(self):
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"""
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Get total value of open trades in USD.
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:return: total trade value
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:rtype: float
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"""
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dash_agora = self.agora.wrap_dashboard()
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dash_lbtc = self.lbtc.wrap_dashboard()
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dash_agora = yield dash_agora
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dash_lbtc = yield dash_lbtc
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if dash_agora is False:
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return False
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if dash_lbtc is False:
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return False
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rates = self.get_rates_all()
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cumul_usd_agora = self.open_trades_usd_parse_dash("agora", dash_agora, rates)
|
|
cumul_usd_lbtc = self.open_trades_usd_parse_dash("lbtc", dash_lbtc, rates)
|
|
cumul_usd = cumul_usd_agora + cumul_usd_lbtc
|
|
|
|
cast_es = {
|
|
"trades_usd": cumul_usd,
|
|
}
|
|
self.write_to_es("get_open_trades_usd", cast_es)
|
|
return cumul_usd
|
|
|
|
@inlineCallbacks
|
|
def get_total_remaining(self):
|
|
"""
|
|
Check how much profit we need to make in order to withdraw, taking into account open trade value.
|
|
:return: profit remaining in USD
|
|
:rtype: float
|
|
"""
|
|
total_usd = yield self.get_total_usd()
|
|
total_trades_usd = yield self.get_open_trades_usd()
|
|
if not total_usd:
|
|
return False
|
|
total_usd += total_trades_usd
|
|
withdraw_threshold = float(settings.Money.BaseUSD) + float(
|
|
settings.Money.WithdrawLimit
|
|
)
|
|
remaining = withdraw_threshold - total_usd
|
|
|
|
cast_es = {
|
|
"total_remaining_usd": remaining,
|
|
}
|
|
self.write_to_es("get_total_remaining", cast_es)
|
|
return remaining
|
|
|
|
@inlineCallbacks
|
|
def get_total_with_trades(self):
|
|
total_usd = yield self.get_total_usd()
|
|
if not total_usd:
|
|
return False
|
|
total_trades_usd = yield self.get_open_trades_usd()
|
|
total_with_trades = total_usd + total_trades_usd
|
|
cast_es = {
|
|
"total_with_trades": total_with_trades,
|
|
}
|
|
self.write_to_es("get_total_with_trades", cast_es)
|
|
return total_with_trades
|