77 lines
2.2 KiB
Python
77 lines
2.2 KiB
Python
import asyncio
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class Hige:
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def __init__(self, logger, pair, lot, delta):
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self._logger = logger
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self._pair = pair
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self._lot = lot
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self._delta = delta
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self._remain = 0
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self._sell_price = 0
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self._buy_price = 0
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self._sell = None
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self._buy = None
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self._total = 0
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asyncio.create_task(self._main())
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async def _main(self):
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self._logger.info("started")
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while True:
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pair = self._pair
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depth = pair.depth
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if len(depth.bids) == 0 or len(depth.asks) == 0:
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await depth.wait()
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continue
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expected_sell_price = depth.asks[0][0] + self._delta
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expected_buy_price = depth.bids[0][0] - self._delta
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if self._sell is not None:
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await self._sell.update()
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if self._sell.done:
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amount = self._sell.amount - self._sell.remain
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income = amount * self._sell.price
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self._remain -= amount
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self._total += income
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self._sell = None
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if amount > 0:
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self._logger.info("<SELL> {amount} / {income} ({self._total})")
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continue
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elif self._sell_price != expected_sell_price:
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await self._sell.cancel()
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continue
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elif self._remain > pair.order_unit:
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amount = min(self._lot, self._remain)
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self._sell_price = expected_sell_price
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self._sell = await pair.sell_limit(amount, self._sell_price)
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if self._buy is not None:
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await self._buy.update()
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if self._buy.done:
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amount = self._buy.amount - self._buy.remain
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outgo = amount * self._buy.price
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self._total -= outgo
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self._remain += amount
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self._buy = None
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if amount > 0:
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self._logger.info("<BUY> {amount} / {outgo} ({self._total})")
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continue
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elif self._buy_price != expected_buy_price:
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await self._buy.cancel()
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continue
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elif self._remain < self._lot*3:
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self._buy_price = expected_buy_price
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self._buy = await pair.buy_limit(self._lot, self._buy_price)
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await asyncio.sleep(5)
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async def _reset_order(order, price):
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if not order.done and order.price != price:
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await order.cancel()
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