.gitignore

@@ -1,2 +0,0 @@
-__pycache__/
-/config.json

algo/mm.py

@@ -1,70 +0,0 @@
-# No copyright
-import asyncio
-import logging
-
-class MM:
-  def __init__(self, player, pair, config):
-    self._player = player
-    self._pair   = pair
-
-    self._lastBuy  = ""
-    self._lastSell = ""
-
-    self._delta = float(config["delta"])
-
-  async def update(self):
-    lastBuyAgreed  = (self._lastBuy is not None and
-                      self._lastBuy not in self._player.orders)
-    lastSellAgreed = (self._lastSell is not None and
-                      self._lastSell not in self._player.orders)
-
-    if not lastBuyAgreed and not lastSellAgreed:
-      return
-
-    cancel_orders = []
-    if not lastBuyAgreed and self._lastBuy is not None:
-      cancel_orders.append(self._lastBuy)
-      self._lastBuy = None
-    if not lastSellAgreed and self._lastSell is not None:
-      cancel_orders.append(self._lastSell)
-      self._lastSell = None
-    if len(cancel_orders) != 0:
-      await self._player.cancel(self._pair.names, cancel_orders)
-
-    sales = self._player.assets[self._pair.names[0]]
-    crncy = self._player.assets[self._pair.names[1]]
-    price = self._pair.ticker.price
-
-    lot = (sales.amount + crncy.amount / price) / 4
-    pos = sales.amount / lot - 2
-
-    buy_amount  = _quad( pos) * lot
-    sell_amount = _quad(-pos) * lot
-
-    buy_price  = price * (1 - self._delta);
-    sell_price = price * (1 + self._delta);
-
-    order_unit = pow(10, -sales.precision)
-
-    async def buy():
-      return (None if order_unit > buy_amount else
-          await self._player.orderLimitBuy(
-              self._pair.names, amount = buy_amount, price = buy_price))
-
-    async def sell():
-      return (None if order_unit > sell_amount else
-          await self._player.orderLimitSell(
-              self._pair.names, amount = sell_amount, price = sell_price))
-
-    orders = await asyncio.gather(buy(), sell())
-    self._lastBuy  = orders[0]
-    self._lastSell = orders[1]
-
-# https://kijitora-2018.hatenablog.com/entry/2018/12/23/102913
-def _quad(x):
-  if x < -1:
-    return 1
-  if x <= 1:
-    return -1/4 * (x+1)**2 + 1
-  return 0
-

docker-compose.yml

@@ -1,9 +0,0 @@
-version: '3'
-
-services:
-  env:
-    image: python:3-alpine
-    command: sh -c "pip3 install -q -r requirements.txt && python3 main.py"
-    working_dir: /repo/
-    volumes:
-      - ./:/repo/

main.py

@@ -1,50 +0,0 @@
-# No copyright
-
-import asyncio
-import json
-import logging
-import pybotters
-import signal
-
-from util.pair   import Pair
-from util.player import Player
-from algo.mm     import MM
-
-with open("config.json", "r") as file:
-  config = json.load(file)
-  
-async def main():
-  alive = True
-  logging.basicConfig(level=logging.DEBUG)
-
-  def teardown():
-    nonlocal alive
-    alive = False
-    for t in asyncio.all_tasks():
-      t.cancel()
-
-  loop = asyncio.get_event_loop()
-  loop.add_signal_handler(signal.SIGTERM, teardown)
-  loop.add_signal_handler(signal.SIGINT,  teardown)
-
-  async with pybotters.Client(apis={"bitbank":config["auth"]}) as pb:
-    player = Player(pb)
-    pair   = Pair(pb, config["pair"])
-    algo   = MM(player, pair, config["algorithm"]["mm"])
-    while alive:
-      try:
-        await asyncio.gather(
-          player.update(),
-          pair.update())
-        await algo.update()
-      except Exception as e:
-        print(e)
-        logging.error(e)
-      await asyncio.sleep(int(config["interval"]))
-
-if __name__ == "__main__":
-  try:
-    loop = asyncio.new_event_loop()
-    loop.run_until_complete(main())
-  finally:
-    loop.close()

requirements.txt

@@ -1 +0,0 @@
-pybotters

util/pair.py

@@ -1,23 +0,0 @@
-# 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

@@ -1,77 +0,0 @@
-# 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"])