-
Notifications
You must be signed in to change notification settings - Fork 5
/
3c_account_rebalancing.py
325 lines (273 loc) · 14.1 KB
/
3c_account_rebalancing.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
#################################################################
#
# 3commas account rebalancing
# rebalance any 3commas attached account
#
# https://github.com/gunleik/3commas-tools
#
# @gunleik
#
#################################################################
import os
import sys
import configparser
from py3cw.request import Py3CW
from datetime import datetime
from pprint import pprint
inifile = "3c_account_rebalancing_default.ini"
my_action = ""
log_min = False
arguments = len(sys.argv) - 1
if arguments > 0:
for this_argument in sys.argv:
if ".ini" in this_argument:
inifile = this_argument
if this_argument == "apply" or this_argument == "testapply":
my_action = this_argument
if this_argument == "minimal":
log_min = True
if this_argument == "--help":
print()
print("Usage: ./3c_account_rebalancing.sh [my_settings.ini] [apply|testapply] [minimal]")
print()
print("Default settings found in 3c_account_rebalancing_default.ini")
print()
print("optional arguments:")
print(" apply, apply rebalance with the settings found in the ini-file")
print(" minimal, use minimal output, good for cron jobs that logs output to file")
print(" testapply, do a dryrun of the apply to check for error messages")
print(" my_settings.ini, alternative settings file, so the script can be run for multiple accounts")
print()
sys.exit()
config = configparser.ConfigParser()
config.read(inifile)
account_id = int(config['Account']['account_id'])
market_currency = str(config['Account']['market_currency'])
allowed_deviation = float(config['Account']['allowed_deviation'])
if account_id == 12345678:
print("Please edit the 3c_account_rebalancing_default.ini file or")
print("specify an alternative ini-file as command line argument.")
print("Use --help for list of arguments.")
sys.exit()
p3cw = Py3CW(
key=os.environ.get('threecommas_key').rstrip(),
secret=os.environ.get('threecommas_secret').rstrip(),
request_options={
'request_timeout': 10,
'nr_of_retries': 1,
'retry_status_codes': [502]
}
)
# info about accounts
error, account = p3cw.request(
entity='accounts',
action='load_balances',
action_id=str(account_id)
)
account_amount_in_usd = format(float(account['usd_amount']), '.2f')
market_code = account['market_code']
action_to_market = dict()
preferred_ratio = dict()
preferred_ratio_raw = config['Account']['preferred_ratio'].split(",")
for this_preferred_ratio in preferred_ratio_raw:
this_asset_referred_ratio = this_preferred_ratio.strip().split(":")
preferred_ratio[this_asset_referred_ratio[0]] = this_asset_referred_ratio[1]
basic_amount_of_this_asset = (float(account_amount_in_usd) * float(this_asset_referred_ratio[1])) / 100
action_to_market[this_asset_referred_ratio[0]] = {'action': 'buy', 'amount': float(basic_amount_of_this_asset)}
# load balances
error, balances = p3cw.request(
entity='accounts',
action='account_table_data',
action_id=str(account_id)
)
total_asset_percentage = 0
total_asset_to_rebalance_percentage = 0
total_target_percentage = 0
target_amount_in_usd = 0
if log_min == False:
print("#########################################################################################################################")
now = datetime.now()
print(now.strftime("%Y-%m-%d %H:%M:%S"), end = ' ')
if log_min == False:
print()
print('Account: "' + str(account['name']), end = '" ')
if log_min == False:
print()
print("Preferred Ratios: " + str(config['Account']['preferred_ratio']) + " (+/-" + str(allowed_deviation) + "%)", end = '')
print()
print()
else:
print("Ratio:", end = ' "')
for balance in balances:
asset_currency = balance['currency_code']
asset_amount_in_asset = float(balance['position'])
asset_amount_in_usd = float(balance['usd_value'])
asset_amount_percent = format(balance['percentage'], '.2f')
try:
asset_target_percent = preferred_ratio[asset_currency]
if asset_currency in preferred_ratio:
asset_target_percent_min= float(preferred_ratio[asset_currency]) - float(allowed_deviation)
asset_target_percent_max= float(preferred_ratio[asset_currency]) + float(allowed_deviation)
target_amount_in_usd = (float(account_amount_in_usd) * float(asset_target_percent)) / 100
dev_amount_in_usd = float(target_amount_in_usd)
action_to_market[asset_currency] = {'action': 'buy', 'amount': dev_amount_in_usd}
if float(asset_amount_percent) < float(asset_target_percent_min):
balance_action = "buy"
target_amount_in_usd= (float(account_amount_in_usd) * float(asset_target_percent)) / 100
dev_amount_in_usd = float(target_amount_in_usd) - float(asset_amount_in_usd)
elif float(asset_amount_percent) > float(asset_target_percent_max):
balance_action = "sell"
target_amount_in_usd= (float(account_amount_in_usd) * float(asset_target_percent)) / 100
dev_amount_in_usd = float(asset_amount_in_usd) - float(target_amount_in_usd)
else:
balance_action = "none"
action_amount_cur = 0
target_amount_in_usd= (float(account_amount_in_usd) * float(asset_target_percent)) / 100
dev_amount_in_usd = 0
if asset_currency == market_currency:
balance_action = "m-" + balance_action
#action_amount_cur = 0
#dev_amount_in_usd = 0
action_to_market[asset_currency] = {'action': balance_action, 'amount': dev_amount_in_usd}
if log_min == False:
#print("Account: " + str(account['name']), end = ' # ')
print('%-8s' % str(asset_currency + ":") + '%11s' % str(format(asset_amount_in_asset, '.4f')), end = ' ')
print("# USD:" + '%10s' % str("$" + format(asset_amount_in_usd, '.2f')), end = ' ')
print("# Ratio:" + '%6s' % str(asset_amount_percent), end = '% ')
#print("# pref:" + '%4s' % str(asset_target_percent_min) + "-" + '%-4s' % str(asset_target_percent_max) + " ($" + '%9s' % str(format(target_amount_in_usd, '.2f')) + ")", end = ' ')
print("# pref:" + '%5s' % str(asset_target_percent) + " (+/-" + '%-3s' % str(allowed_deviation) + "%) ($" + '%9s' % str(format(target_amount_in_usd, '.2f')) + ")", end = ' ')
print("# Action: " + '%6s' % balance_action, end = ' ')
print("# Amount: $" + str(format(dev_amount_in_usd, '.2f')))
else:
print(str(asset_currency + ":") + str(asset_amount_percent), end = '% ')
total_asset_percentage = float(total_asset_percentage) + float(asset_amount_percent)
total_asset_to_rebalance_percentage = float(total_asset_to_rebalance_percentage) + float(asset_amount_percent)
total_target_percentage = float(total_target_percentage) + float(asset_target_percent)
except:
asset_currency = balance['currency_code']
asset_amount_in_asset = float(balance['position'])
asset_amount_in_usd = float(balance['usd_value'])
asset_amount_percent = format(balance['percentage'], '.2f')
total_asset_percentage = float(total_asset_percentage) + float(asset_amount_percent)
if log_min == False:
#print("Account: " + str(account['name']), end = ' # ')
print('%-8s' % str(asset_currency + ":") + '%11s' % str(format(asset_amount_in_asset, '.4f')), end = ' ')
print("# USD:" + '%10s' % str("$" + format(asset_amount_in_usd, '.2f')), end = ' ')
print("# Ratio:" + '%6s' % str(format(float(asset_amount_percent), '.2f')) + "%", end = ' ')
print("# Action: n/a")
if log_min == False:
print("-------------------------------------------------------------------------------------------------------------------------")
#print("Account: " + str(account['name']), end = ' # ')
print('%-8s' % "---: --------", end = ' ')
print("# USD:" + '%10s' % str("$" + format(float(account_amount_in_usd), '.2f')), end = ' ')
print("# Ratio:" + '%11s' % str(format(total_asset_to_rebalance_percentage, '.2f') + "/" + format(total_asset_percentage, '.2f')) + "%", end = ' ')
print("# pref:" + '%7s' % str(total_target_percentage) + "%")
print("=========================================================================================================================")
print()
else:
print('"', end = ' ')
if my_action == "apply" or my_action == "testapply":
if log_min == False:
print("Applying rebalancing (" + my_action + "):")
print()
else:
print("Action: " + my_action)
for this_asset in action_to_market:
this_action = action_to_market[this_asset]['action']
this_amount = action_to_market[this_asset]['amount']
if this_action == 'sell':
pair = market_currency + "_" + this_asset
error, conversion_info = p3cw.request(
entity='accounts',
action='currency_rates',
payload={
'market_code': market_code,
'pair': pair
}
)
precision = conversion_info['minLotSize'].find('1') - conversion_info['minLotSize'].find('.') + 1
sell_asset_amount_exacto = float(this_amount) / float(conversion_info['bid'])
sell_asset_amount = float(round(sell_asset_amount_exacto, precision))
print(" Sell: ", end = '')
print(str(this_asset), end = ' ')
print(sell_asset_amount, end = '')
try:
minimumTrade = conversion_info['minTotal']
except:
minimumTrade = 0
if float(sell_asset_amount) >= float(conversion_info['minLotSize']) and float(this_amount) >= float(minimumTrade):
if my_action == "apply":
error, smart_trade_sell = p3cw.request(
entity='smart_trades_v2',
action='new',
payload={
"account_id": account_id,
"pair": pair,
"instant": True,
"position": {
"type": "sell",
"order_type": "market",
"units": {
"value": sell_asset_amount
}
}
}
)
try:
print(" # EXCH_ERROR: " + error['msg'], end = '')
except:
print(" @ " + str(smart_trade_sell['position']['price']['value']), end = '')
print(" # OK", end = '')
else:
print(" # ERROR: LotSize: (" + str(sell_asset_amount_exacto) + " (" + str(sell_asset_amount) + " w/precision) < " + str(conversion_info['minLotSize']) + ") or Trade: (" + str(this_amount) + " " + str(market_currency) + " < " + str(minimumTrade) + " " + str(market_currency) + ")", end = '')
print()
for this_asset in action_to_market:
this_action = action_to_market[this_asset]['action']
this_amount = action_to_market[this_asset]['amount']
if this_action == 'buy':
pair = market_currency + "_" + this_asset
error, conversion_info = p3cw.request(
entity='accounts',
action='currency_rates',
payload={
'market_code': market_code,
'pair': pair
}
)
precision = conversion_info['minLotSize'].find('1') - conversion_info['minLotSize'].find('.') + 1
#buy_asset_amount = float(round((float(this_amount) / float(conversion_info['ask'])), precision))
buy_asset_amount_exacto = float(this_amount) / float(conversion_info['ask'])
buy_asset_amount = float(round(buy_asset_amount_exacto, precision))
print(" Buy : ", end = '')
print(str(this_asset), end = ' ')
print(buy_asset_amount, end = '')
try:
minimumTrade = conversion_info['minTotal']
except:
minimumTrade = 0
if float(buy_asset_amount) >= float(conversion_info['minLotSize']) and float(this_amount) >= float(minimumTrade):
if my_action == "apply":
error, smart_trade_buy = p3cw.request(
entity='smart_trades_v2',
action='new',
payload={
"account_id": account_id,
"pair": pair,
"instant": True,
"position": {
"type": "buy",
"order_type": "market",
"units": {
"value": buy_asset_amount
}
}
}
)
try:
print(" # EXCH_ERROR: " + error['msg'], end = '')
except:
print(" @ " + str(smart_trade_buy['position']['price']['value']), end = '')
print(" # OK", end = '')
else:
print(" # ERROR: LotSize: (" + str(buy_asset_amount_exacto) + " (" + str(buy_asset_amount) + " w/precision) < " + str(conversion_info['minLotSize']) + ") or Trade: (" + str(this_amount) + " " + str(market_currency) + " < " + str(minimumTrade) + " " + str(market_currency) + ")", end = '')
print()