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518 lines
19 KiB
Python
518 lines
19 KiB
Python
# Twisted imports
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import asyncio
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import logging
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from datetime import datetime
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import urllib3
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from aiocoingecko import AsyncCoinGeckoAPISession
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from django.conf import settings
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from elasticsearch import AsyncElasticsearch
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from forex_python.converter import CurrencyRates
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# Other library imports
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from core.models import Aggregator, Platform
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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(object):
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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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self.cr = CurrencyRates()
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self.cg = AsyncCoinGeckoAPISession()
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auth = (settings.ELASTICSEARCH_USERNAME, settings.ELASTICSEARCH_PASSWORD)
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client = AsyncElasticsearch(
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settings.ELASTICSEARCH_HOST, http_auth=auth, verify_certs=False
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)
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self.es = client
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async def check_all(self, user=None, nordigen=None, agora=None):
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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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if not all([user, nordigen, agora]):
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raise Exception
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# I hate circular dependencies
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self.nordigen = nordigen
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self.agora = agora
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aggregators = Aggregator.objects.filter(user=user, enabled=True)
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platforms = Platform.objects.filter(user=user, enabled=True)
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total = await self.get_total(aggregators, platforms, trades=True)
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return total
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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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async 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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cast["user_id"] = self.instance.user.id
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cast["platform_id"] = self.instance.id
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await self.es.index(index=settings.ELASTICSEARCH_INDEX, body=cast)
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async 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 = await 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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async 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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# TODO: pass platform
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# async 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 = await 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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async def get_minmax(self, min_usd, max_usd, asset, currency):
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rates = await 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 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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async 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 = await self.get_rates_all()
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return float(amount) / rates[currency]
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async def multiple_to_usd(self, currency_map, rates=None):
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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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if not rates:
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rates = await 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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async 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 = await self.sinks.get_total_usd()
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agora_wallet_xmr = await self.agora.api.wallet_balance_xmr()
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agora_wallet_btc = await self.agora.api.wallet_balance()
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# lbtc_wallet_btc = await 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 = await 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 = await 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_sinks_usd
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# total_usd_lbtc +
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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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await self.write_to_es("get_total_usd", cast_es)
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return total_usd
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async def gather_total_map(self, aggregators, rates):
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"""
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Gather the total USD of specified aggregators.
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"""
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total_run_tasks = [self.nordigen(x) for x in aggregators]
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total_run = await asyncio.gather(*total_run_tasks)
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total_map_tasks = [x.get_total_map() for x in total_run]
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total_map = await asyncio.gather(*total_map_tasks)
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to_usd_tasks = [self.multiple_to_usd(x, rates=rates) for x in total_map]
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total = await asyncio.gather(*to_usd_tasks)
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total = sum(total)
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return total
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async def gather_wallet_balance_xmr(self, platforms):
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"""
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Gather the total XMR of the specified platforms.
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"""
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run_tasks = [self.agora(platform) for platform in platforms]
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run = await asyncio.gather(*run_tasks)
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xmr_tasks = [x.api.wallet_balance_xmr() for x in run]
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xmr_pre = await asyncio.gather(*xmr_tasks)
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xmr = [float(x["response"]["data"]["total"]["balance"]) for x in xmr_pre]
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xmr = sum(xmr)
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return xmr
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async def gather_wallet_balance(self, platforms):
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"""
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Gather the total BTC of the specified platforms.
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"""
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run_tasks = [self.agora(platform) for platform in platforms]
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run = await asyncio.gather(*run_tasks)
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btc_tasks = [x.api.wallet_balance() for x in run]
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btc_pre = await asyncio.gather(*btc_tasks)
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btc = [float(x["response"]["data"]["total"]["balance"]) for x in btc_pre]
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btc = sum(btc)
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return btc
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def gather_base_usd(self, platforms):
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total = 0
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for platform in platforms:
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total += platform.base_usd
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return total
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def gather_withdrawal_limit(self, platforms):
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total = 0
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for platform in platforms:
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total += platform.withdrawal_trigger
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return total
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# TODO: possibly refactor this into smaller functions which don't return as much
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# check if this is all really needed in the corresponding withdraw function
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async def get_total(self, aggregators, platforms, trades=False):
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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),
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(total XMR USD, total BTC USD),
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(total XMR, total BTC))
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:rtype: tuple(tuple(float, float, float),
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tuple(float, float),
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tuple(float, float))
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"""
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rates = await self.get_rates_all()
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total_sinks_usd = await self.gather_total_map(aggregators, rates=rates)
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agora_wallet_xmr = await self.gather_wallet_balance_xmr(platforms)
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agora_wallet_btc = await self.gather_wallet_balance(platforms)
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total_xmr_agora = agora_wallet_xmr
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total_btc_agora = agora_wallet_btc
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# Get the XMR -> USD exchange rate
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async with AsyncCoinGeckoAPISession() as cg:
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xmr_usd = await cg.get_price(ids="monero", vs_currencies="USD")
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# Get the BTC -> USD exchange rate
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btc_usd = await 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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# 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 = total_usd_agora + total_sinks_usd
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# Get aggregate totals and withdrawal limits
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total_base_usd = self.gather_base_usd(platforms)
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total_withdrawal_limit = self.gather_withdrawal_limit(platforms)
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# Use those to calculate amount remaining
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withdraw_threshold = total_base_usd + total_withdrawal_limit
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remaining = withdraw_threshold - total_usd
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profit = total_usd - total_base_usd
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# Convert the total USD price to GBP and SEK
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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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# Get open trades value
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if trades:
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dashboards = await self.gather_dashboards(platforms)
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cumul_trades = 0
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for dash in dashboards:
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cumul_add = await self.open_trades_usd_parse_dash(dash, rates)
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cumul_trades += cumul_add
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total_with_trades = total_usd + cumul_trades
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total_remaining = withdraw_threshold - total_with_trades
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total_profit = total_with_trades - total_base_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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# TODO
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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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"total_usd": total_usd,
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"total_base_usd": total_base_usd,
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"total_withdrawal_limit": total_withdrawal_limit,
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"remaining": remaining,
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"profit": profit,
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"withdraw_threshold": withdraw_threshold,
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}
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if trades:
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cast_es["open_trade_value"] = cumul_trades
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cast_es["total_with_trades"] = total_with_trades
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cast_es["total_remaining"] = total_remaining
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cast_es["total_profit"] = total_profit
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# await self.write_to_es("get_total", cast_es)
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return cast_es
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async def open_trades_usd_parse_dash(self, dash, rates):
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cumul_usd = 0
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for _, 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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asset = contact["data"]["advertisement"]["asset"]
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async with AsyncCoinGeckoAPISession() as cg:
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if asset == "XMR":
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amount_crypto = contact["data"]["amount_xmr"]
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history = await cg.get_coin_history_by_id(
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coin_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 = await cg.get_coin_history_by_id(
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coin_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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async def gather_dashboards(self, platforms):
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dashboards = []
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for platform in platforms:
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run = await self.agora(platform)
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dash = await run.wrap_dashboard()
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dashboards.append(dash)
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return dashboards
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# async def get_open_trades_usd(self, rates):
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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 = await self.agora.wrap_dashboard()
|
|
# # dash_lbtc = self.lbtc.wrap_dashboard()
|
|
# # dash_lbtc = yield dash_lbtc
|
|
# if dash_agora is False:
|
|
# return False
|
|
# # if dash_lbtc is False:
|
|
# # return False
|
|
|
|
# # rates = await self.get_rates_all()
|
|
# cumul_usd_agora = await self.open_trades_usd_parse_dash(
|
|
# "agora", dash_agora, rates
|
|
# )
|
|
# # cumul_usd_lbtc = await self.open_trades_usd_parse_dash("lbtc", dash_lbtc,
|
|
# # rates)
|
|
# cumul_usd = cumul_usd_agora # + cumul_usd_lbtc
|
|
|
|
# cast_es = {
|
|
# "trades_usd": cumul_usd,
|
|
# }
|
|
# await self.write_to_es("get_open_trades_usd", cast_es)
|
|
# return cumul_usd
|
|
|
|
async 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 = await self.get_total_usd()
|
|
total_trades_usd = await 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,
|
|
}
|
|
await self.write_to_es("get_total_remaining", cast_es)
|
|
return remaining
|
|
|
|
async def get_total_with_trades(self):
|
|
total_usd = await self.get_total_usd()
|
|
if not total_usd:
|
|
return False
|
|
total_trades_usd = await self.get_open_trades_usd()
|
|
total_with_trades = total_usd + total_trades_usd
|
|
cast_es = {
|
|
"total_with_trades": total_with_trades,
|
|
}
|
|
await self.write_to_es("get_total_with_trades", cast_es)
|
|
return total_with_trades
|
|
|
|
|
|
money = Money()
|