add MM algorithm for bitbank

util/pair.py

@@ -0,0 +1,23 @@
+# No copyright
+import logging
+
+class Pair:
+  def __init__(self, pb, names):
+    self.names = names
+    self._pb   = pb
+
+  async def update(self):
+    ticker = (await self._get("ticker"))["data"]
+    self.ticker = Ticker(ticker)
+
+  async def _get(self, suffix):
+    res = await self._pb.get(f"https://public.bitbank.cc/{self.names[0]}_{self.names[1]}/{suffix}")
+    json = await res.json()
+    if "success" not in json or 1 != json["success"]:
+      code = json["data"]["code"]
+      raise Exception(f"API error: {code}")
+    return json
+
+class Ticker:
+  def __init__(self, json):
+    self.price = float(json["last"])

util/player.py

@@ -0,0 +1,77 @@
+# No copyright
+import logging
+
+class Player:
+  def __init__(self, pb):
+    self._pb    = pb
+    self.assets = {}
+    self.orders = {}
+
+  async def cancel(self, pair, orders):
+    res = await self._post("user/spot/cancel_orders", data={
+      "pair": f"{pair[0]}_{pair[1]}",
+      "order_ids": orders
+    })
+    self._check(res)
+
+  async def orderLimitSell(self, pair, amount, price):
+    res = await self._post("user/spot/order", data={
+      "pair": f"{pair[0]}_{pair[1]}",
+      "amount": str(amount),
+      "price": str(price),
+      "side": "sell",
+      "type": "limit",
+    })
+    return self._check(res)["data"]["order_id"]
+
+  async def orderLimitBuy(self, pair, amount, price):
+    res = await self._post("user/spot/order", data={
+      "pair": f"{pair[0]}_{pair[1]}",
+      "amount": str(amount),
+      "price": str(price),
+      "side": "buy",
+      "type": "limit",
+    })
+    return self._check(res)["data"]["order_id"]
+
+  async def update(self):
+    self.assets = {}
+    self.orders = {}
+
+    assets = (await self._get("user/assets"))["data"]["assets"]
+    for asset in assets:
+      self.assets[asset["asset"]] = Asset(asset)
+
+    orders = (await self._get("user/spot/active_orders"))["data"]["orders"]
+    for order in orders:
+      self.orders[order["order_id"]] = Order(order)
+
+  async def _post(self, suffix, data):
+    res = await self._pb.post(f"https://api.bitbank.cc/v1/{suffix}", data=data)
+    return self._check(await res.json())
+
+  async def _get(self, suffix):
+    res = await self._pb.get(f"https://api.bitbank.cc/v1/{suffix}")
+    return self._check(await res.json())
+
+  def _check(self, json):
+    if "success" not in json or 1 != json["success"]:
+      code = json["data"]["code"]
+      raise Exception(f"API error: {code}")
+    return json
+
+
+class Asset:
+  def __init__(self, json):
+    self.name      = json["asset"]
+    self.amount    = float(json["onhand_amount"])
+    self.locked    = float(json["locked_amount"])
+    self.precision = int(json["amount_precision"])
+
+class Order:
+  def __init__(self, json):
+    self.id     = json["order_id"]
+    self.pair   = json["pair"]
+    self.amount = float(json["start_amount"])
+    self.remain = float(json["remaining_amount"])
+    self.price  = float(json["average_price"])