-
Notifications
You must be signed in to change notification settings - Fork 5
/
poloniexBot.php
366 lines (314 loc) · 14.1 KB
/
poloniexBot.php
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
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
<?php
class poloniexBot {
// currencies and their proportions to be kept / autoexchanged
// must be uppercase
private $_pairs = ['ETH' => 0.5, 'BTC' => 0.5, 'LTC' => 0, 'XMR' => 0, 'ZEC' => 0, 'USDT' => 0];
// poloniex API keys
// you have to keep it safe
// good idea is to set 600/700 permission on this file
private $_api_key = '';
private $_api_secret = '';
// telegram bot token and chat_id
// leave them empty if you don't want to receive notifications
private $_telegram_bot_token = '';
private $_telegram_channel = '';
// minimal pct. change for start rebalance
private $_min_percent = 0.005;
// how many time to wait after each check/rebalance, in sec.
private $_max_delay = 120;
private $_min_delay = 60;
private $_delay_next_round = 60;
private $_dynamic_delay = true;
private $_verbose = true;
// if true make sure you create logs/ subdirectory
private $_log = true;
private $_bot;
private $_rebalances = 0;
private $_telegram_bot;
public function __construct($pairs = [], $min_percent = 0, $delay = 0, $verbose = '') {
include_once 'poloniex.php';
if ($pairs)
$this->_pairs = $pairs;
if ($min_percent)
$this->_min_percent = $min_percent;
if ($delay && $delay > 0)
$this->_delay_next_round = $delay;
if (is_bool($verbose))
$this->_verbose = $verbose;
$this->_bot = new poloniex($this->_api_key, $this->_api_secret, $this->_verbose);
if (trim($this->_telegram_bot_token)) {
include_once 'telegram.php';
$this->_telegram_bot = new TelegramBot($this->_telegram_bot_token);
$this->_telegram_bot->sendMessage($this->_telegram_channel, $this->t().'<a href="https://poloniex.com">poloniex</a> balance bot started ('.($this->_min_percent*100).'%)', 'HTML');
}
}
public function get_balances() {
return $this->_bot->get_balances();
}
public function get_tickers() {
return $this->_bot->get_ticker();
}
public function get_prices() {
return $this->_bot->get_ticker();
}
public function get_available_balances() {
return $this->_bot->get_available_balances();
}
public function get_coin_balance($coin) {
$balance = $this->_bot->get_available_balances();
return isset($balance['exchange'][$coin]) ? $balance['exchange'][$coin] : 0;
}
public function get_volume() {
return $this->_bot->get_volume();
}
public function get_trading_history($pair) {
return $this->_bot->get_trade_history($pair);
}
public function withdraw($currency, $amount, $address) {
return $this->_bot->withdraw($currency, $amount, $address);
}
protected function get_coin_pair_name($coinname, $coinname2 = 'BTC') {
return ($coinname != 'USDT') ? 'BTC_'.strtoupper($coinname) : strtoupper($coinname).'_'.strtoupper($coinname2);
}
public function round_float_down($value, $precision = 8) {
$value = number_format($value, $precision + 2);
if (strlen($value) <= $precision)
return $value;
return (strpos($value, '.') !== false) ? substr($value, 0, strpos($value, '.') + 8 + 1) : substr($value, 0, 8);
}
public function get_btc_balances($prices = [])
{
if (!$prices)
$prices = $this->get_prices();
$available_balances = $this->get_available_balances();
$balances = [];
$total = 0;
foreach ($this->_pairs as $coin => $proportion) {
$balances[$coin]['amount'] = isset($available_balances['exchange'][$coin]) ? $available_balances['exchange'][$coin] : 0;
if ($coin != 'BTC') {
if ($coin != 'USDT')
$balances[$coin]['BTC'] = $this->round_float_down($balances[$coin]['amount'] * $prices[$this->get_coin_pair_name($coin)]['last']);
else
$balances[$coin]['BTC'] = $this->round_float_down($balances[$coin]['amount'] / $prices[$this->get_coin_pair_name($coin)]['last']);
}
else
$balances['BTC']['BTC'] = $balances['BTC']['amount'];
if ($coin == 'BTC' || $balances[$coin]['BTC'] > 0.01)
$total += $balances[$coin]['BTC'];
}
$balances['BTC']['total'] = $total;
return $balances;
}
public function get_btc_wealth($prices = [])
{
if (!$prices)
$prices = $this->get_prices();
$available_balances = $this->get_available_balances();
$wealth = 0;
foreach($available_balances as $coin => $info)
$wealth += $available_balances[$coin]['BTC'];
return $wealth;
}
public function get_wealth($prices = [])
{
if (!$prices)
$prices = $this->get_prices();
return $this->get_btc_wealth($prices) * $prices['USDT_BTC']['last'];
}
public function get_proportions($balances = []) {
if (!$balances)
$balances = $this->get_btc_balances();
$proportions = [];
foreach ($balances as $coin => $info) {
$proportions[$coin] = round($info['BTC'] / $balances['BTC']['total'], 6);
}
return $proportions;
}
public function get_rebalance_proposal($balances = [], $proportions = [], $prices = []) {
if (!$prices)
$prices = $this->get_prices();
if (!$balances)
$balances = $this->get_btc_balances($prices);
if (!$proportions)
$proportions = $this->get_proportions($balances);
$decisions = [];
if ($balances['BTC']['total'] > 0.01) {
foreach($this->_pairs as $coin => $target_proportion) {
if ($coin != 'BTC') {
$change = -1 * round(($target_proportion - $proportions[$coin]) * 100, 2);
if (abs($change) > 0) {
$decisions[$coin]['change_pct'] = $change;
$decisions[$coin]['amount_BTC'] = $this->round_float_down($balances['BTC']['total'] * $target_proportion - $balances[$coin]['BTC']);
if ($coin != 'USDT')
$decisions[$coin]['amount'] = ($coin != 'BTC') ? $this->round_float_down($decisions[$coin]['amount_BTC'] / $prices[$this->get_coin_pair_name($coin)][($decisions[$coin]['amount_BTC'] > 0) ? 'lowestAsk' : 'highestBid']) : $decisions[$coin]['amount_BTC'];
else
$decisions[$coin]['amount'] = $this->round_float_down($decisions[$coin]['amount_BTC'] * $prices[$this->get_coin_pair_name($coin)][($decisions[$coin]['amount_BTC'] > 0) ? 'highestBid' : 'lowestAsk']);
}
}
}
}
return $decisions;
}
private function t()
{
return date('[Y-m-d H:i:s] ');
}
protected function log($message, $two_newlines = false) {
$log_string = $this->t().$message.($two_newlines ? "\n\n" : "\n");
if ($this->_verbose)
echo $log_string;
$written = 0;
if ($this->_log && ($h = fopen('logs/'.date('Y-m-d').'-poloniex-balance.log', 'a'))) {
$written = fwrite($h, $log_string);
fclose($h);
}
return $written;
}
public function check_proportions($proportions = [])
{
if ($this->_verbose)
$this->log("Calculating proportions");
if (!$proportions)
$proportions = $this->get_proportions();
if ($this->_verbose)
$this->log(print_r($proportions, true));
$max_change = 0;
foreach($this->_pairs as $coin => $target) {
$change = abs($proportions[$coin] - $target);
if ($change > 0) {
$change_pct = $change / ($target + 0.0000001);
if ($this->_dynamic_delay) {
if ($max_change < $change_pct)
$max_change = $change_pct;
$dyn_delay = ((float) ($this->_max_delay - $this->_min_delay)) * ($this->_min_percent - min($this->_min_percent, $max_change)) / $this->_min_percent;
$this->_delay_next_round = round($this->_min_delay + $dyn_delay);
}
if ($change_pct >= $this->_min_percent){
if ($this->_verbose)
$this->log("Rebalance needed");
return true;
}
}
}
if ($this->_verbose)
$this->log("Everything as expected. Going to sleep (".$this->_delay_next_round.")", true);
return false;
}
function get_order_book($pair = 'all') {
return $this->_bot->get_order_book($pair);
}
function get_viable_price($coin, $amount, $order_book = []) {
if (!$order_book)
$order_book = $this->get_order_book();
$price = ($amount > 0) ? 0 : INF;
$buy = ($amount > 0);
$remains = abs($amount);
if ($coin != 'USDT')
$askorbids = $buy ? 'asks' : 'bids';
else
$askorbids = $buy ? 'bids' : 'asks';
foreach($order_book[$this->get_coin_pair_name($coin)][$askorbids] as $position) {
$remains -= $position[1];
$price = $position[0];
if ($remains <= 0)
break;
}
return $price;
}
public function rebalance($balances, $proportions, $prices, $order_book) {
if ($this->_verbose)
$this->log("Rebalancing in progress");
// making decisions
$decisions = $this->get_rebalance_proposal($balances, $proportions, $prices);
if ($this->_verbose)
$this->log(print_r($decisions, true));
$results = [];
// firstly sell overpluses
foreach($decisions as $coin => $data) {
if ($data['change_pct']) {
$coin_ticker = $this->get_coin_pair_name($coin);
$price = $this->get_viable_price($coin, $data['amount'], $order_book);
$amount = ($coin_ticker != 'USDT_BTC') ? abs($data['amount']) : abs($data['amount_BTC']);
if ($data['amount_BTC'] < 0)
$results[$coin] = $this->sell($coin_ticker, $price, $amount);
}
}
// then buy deficits
foreach($decisions as $coin => $data) {
if ($data['change_pct']) {
$coin_ticker = $this->get_coin_pair_name($coin);
$price = $this->get_viable_price($coin, $data['amount'], $order_book);
$amount = ($coin_ticker != 'USDT_BTC') ? abs($data['amount']) : abs($data['amount_BTC']);
if ($data['amount_BTC'] > 0)
$results[$coin] = $this->buy($coin_ticker, $price, $amount);
}
}
return $results;
}
public function buy($pair, $rate, $amount) {
if ($this->_verbose) {
$message = 'Buying '.$amount.' of '.$pair.' @ '.$rate;
$this->log($message);
if (trim($this->_telegram_channel))
$this->_telegram_bot->sendMessage($this->_telegram_channel, str_replace($pair, '<a href="https://poloniex.com/exchange#'. strtolower($pair).'">'.$pair.'</a>', $message), 'HTML');
}
$method = ($pair != 'USDT_BTC') ? 'buy' : 'sell';
$result = $this->_bot->$method($pair, $rate, $amount);
//var_dump($result);
return $result;
}
public function sell($pair, $rate, $amount) {
if ($this->_verbose) {
$message = 'Selling '.$amount.' of '.$pair.' @ '.$rate;
$this->log($message);
if (trim($this->_telegram_channel))
$this->_telegram_bot->sendMessage($this->_telegram_channel, str_replace($pair, '<a href="https://poloniex.com/exchange#'. strtolower($pair).'">'.$pair.'</a>', $message), 'HTML');
}
$method = ($pair != 'USDT_BTC') ? 'sell' : 'buy';
$result = $this->_bot->$method($pair, $rate, $amount);
//var_dump($result);
return $result;
}
public function check_and_rebalance() {
$prices = $this->get_prices();
$balances = $this->get_btc_balances($prices);
$proportions = $this->get_proportions($balances);
$order_book = $this->get_order_book();
if (!is_null($prices) && is_array($balances) && $balances['BTC']['total'] > 0.01 && $this->check_proportions($proportions)) {
$result = $this->rebalance($balances, $proportions, $prices, $order_book);
//var_dump($result);
if ($this->_verbose) {
$this->_rebalances++;
if (trim($this->_telegram_channel)) {
$this->_telegram_bot->sendMessage($this->_telegram_channel, "Rebalance completed");
$this->_telegram_bot->sendMessage($this->_telegram_channel, "You have <b>".$balances['BTC']['total'].' BTC</b> in total', 'HTML');
}
$this->log("Rebalance completed");
$this->log("You have ".$balances['BTC']['total'].' BTC in total', true);
}
}
sleep($this->_delay_next_round);
}
public function auto_exchange() {
$prices = $this->get_prices();
$balances = $this->get_btc_balances($prices);
$proportions = $this->get_proportions($balances);
$order_book = $this->get_order_book();
$result = $this->rebalance($balances, $proportions, $prices, $order_book);
if ($this->_verbose) {
if (trim($this->_telegram_channel)) {
$this->_telegram_bot->sendMessage($this->_telegram_channel, "Exchange completed");
}
$this->log("Exchange completed");
}
return $result;
}
public function check_and_withdraw($currency, $address, $min_amount = 0) {
$balances = $this->get_balances();
$result = false;
// withdraw if balance is positive and greater than $min_amount
if (($balances[strtoupper($currency)] > 0) && ($balances[strtoupper($currency)] > $min_amount))
$result = $this->withdraw(strtoupper($currency), $balances[strtoupper($currency)], $address);
sleep($this->_delay_next_round);
}
}