71 lines
2.0 KiB
Python
71 lines
2.0 KiB
Python
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# No copyright
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import asyncio
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import logging
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class MM:
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def __init__(self, player, pair, config):
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self._player = player
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self._pair = pair
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self._lastBuy = ""
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self._lastSell = ""
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self._delta = float(config["delta"])
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async def update(self):
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lastBuyAgreed = (self._lastBuy is not None and
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self._lastBuy not in self._player.orders)
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lastSellAgreed = (self._lastSell is not None and
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self._lastSell not in self._player.orders)
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if not lastBuyAgreed and not lastSellAgreed:
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return
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cancel_orders = []
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if not lastBuyAgreed and self._lastBuy is not None:
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cancel_orders.append(self._lastBuy)
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self._lastBuy = None
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if not lastSellAgreed and self._lastSell is not None:
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cancel_orders.append(self._lastSell)
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self._lastSell = None
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if len(cancel_orders) != 0:
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await self._player.cancel(self._pair.names, cancel_orders)
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sales = self._player.assets[self._pair.names[0]]
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crncy = self._player.assets[self._pair.names[1]]
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price = self._pair.ticker.price
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lot = (sales.amount + crncy.amount / price) / 4
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pos = sales.amount / lot - 2
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buy_amount = _quad( pos) * lot
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sell_amount = _quad(-pos) * lot
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buy_price = price * (1 - self._delta);
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sell_price = price * (1 + self._delta);
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order_unit = pow(10, -sales.precision)
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async def buy():
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return (None if order_unit > buy_amount else
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await self._player.orderLimitBuy(
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self._pair.names, amount = buy_amount, price = buy_price))
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async def sell():
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return (None if order_unit > sell_amount else
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await self._player.orderLimitSell(
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self._pair.names, amount = sell_amount, price = sell_price))
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orders = await asyncio.gather(buy(), sell())
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self._lastBuy = orders[0]
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self._lastSell = orders[1]
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# https://kijitora-2018.hatenablog.com/entry/2018/12/23/102913
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def _quad(x):
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if x < -1:
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return 1
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if x <= 1:
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return -1/4 * (x+1)**2 + 1
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return 0
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