Source code for bitshares.market

# -*- coding: utf-8 -*-
from datetime import datetime, timedelta

from bitsharesbase import operations

from .account import Account
from .amount import Amount
from .asset import Asset
from .instance import BlockchainInstance
from .price import FilledOrder, Order, Price
from .utils import assets_from_string, formatTime, formatTimeFromNow


[docs]@BlockchainInstance.inject class Market(dict): """ This class allows to easily access Markets on the blockchain for trading, etc. :param bitshares.bitshares.BitShares blockchain_instance: BitShares instance :param bitshares.asset.Asset base: Base asset :param bitshares.asset.Asset quote: Quote asset :returns: Blockchain Market :rtype: dictionary with overloaded methods Instances of this class are dictionaries that come with additional methods (see below) that allow dealing with a market and it's corresponding functions. This class tries to identify **two** assets as provided in the parameters in one of the following forms: * ``base`` and ``quote`` are valid assets (according to :class:`bitshares.asset.Asset`) * ``base:quote`` separated with ``:`` * ``base/quote`` separated with ``/`` * ``base-quote`` separated with ``-`` .. note:: Throughout this library, the ``quote`` symbol will be presented first (e.g. ``USD:BTS`` with ``USD`` being the quote), while the ``base`` only refers to a secondary asset for a trade. This means, if you call :func:`bitshares.market.Market.sell` or :func:`bitshares.market.Market.buy`, you will sell/buy **only quote** and obtain/pay **only base**. """ def __init__(self, *args, **kwargs): base = kwargs.get("base", None) quote = kwargs.get("quote", None) if len(args) == 1 and isinstance(args[0], str): quote_symbol, base_symbol = assets_from_string(args[0]) quote = Asset(quote_symbol, blockchain_instance=self.blockchain) base = Asset(base_symbol, blockchain_instance=self.blockchain) dict.__init__(self, {"base": base, "quote": quote}) elif len(args) == 0 and base and quote: dict.__init__(self, {"base": base, "quote": quote}) elif len(args) == 2 and not base and not quote: dict.__init__(self, {"base": args[1], "quote": args[0]}) else: raise ValueError("Unknown Market Format: %s" % str(args))
[docs] def get_string(self, separator=":"): """ Return a formated string that identifies the market, e.g. ``USD:BTS`` :param str separator: The separator of the assets (defaults to ``:``) """ return "%s%s%s" % (self["quote"]["symbol"], separator, self["base"]["symbol"])
def __eq__(self, other): if isinstance(other, str): quote_symbol, base_symbol = assets_from_string(other) return ( self["quote"]["symbol"] == quote_symbol and self["base"]["symbol"] == base_symbol ) or ( self["quote"]["symbol"] == base_symbol and self["base"]["symbol"] == quote_symbol ) elif isinstance(other, Market): return ( self["quote"]["symbol"] == other["quote"]["symbol"] and self["base"]["symbol"] == other["base"]["symbol"] )
[docs] def ticker(self): """ Returns the ticker for all markets. Output Parameters: * ``last``: Price of the order last filled * ``lowestAsk``: Price of the lowest ask * ``highestBid``: Price of the highest bid * ``baseVolume``: Volume of the base asset * ``quoteVolume``: Volume of the quote asset * ``percentChange``: 24h change percentage (in %) * ``settlement_price``: Settlement Price for borrow/settlement * ``core_exchange_rate``: Core exchange rate for payment of fee in non-BTS asset * ``price24h``: the price 24h ago Sample Output: .. code-block:: js { { "quoteVolume": 48328.73333, "quoteSettlement_price": 332.3344827586207, "lowestAsk": 340.0, "baseVolume": 144.1862, "percentChange": -1.9607843231354893, "highestBid": 334.20000000000005, "latest": 333.33333330133934, } } """ data = {} # Core Exchange rate if self["quote"]["id"] == "1.3.0": cer = self["base"]["options"]["core_exchange_rate"] else: cer = self["quote"]["options"]["core_exchange_rate"] data["core_exchange_rate"] = Price(cer, blockchain_instance=self.blockchain) if cer["base"]["asset_id"] == self["quote"]["id"]: data["core_exchange_rate"] = data["core_exchange_rate"].invert() # smartcoin stuff if "bitasset_data_id" in self["quote"]: bitasset = self.blockchain.rpc.get_object(self["quote"]["bitasset_data_id"]) backing_asset_id = bitasset["options"]["short_backing_asset"] if backing_asset_id == self["base"]["id"]: sp = bitasset["current_feed"]["settlement_price"] data["quoteSettlement_price"] = Price( sp, blockchain_instance=self.blockchain ) if sp["base"]["asset_id"] == self["quote"]["id"]: data["quoteSettlement_price"] = data[ "quoteSettlement_price" ].invert() elif "bitasset_data_id" in self["base"]: bitasset = self.blockchain.rpc.get_object(self["base"]["bitasset_data_id"]) backing_asset_id = bitasset["options"]["short_backing_asset"] if backing_asset_id == self["quote"]["id"]: data["baseSettlement_price"] = Price( bitasset["current_feed"]["settlement_price"], blockchain_instance=self.blockchain, ) ticker = self.blockchain.rpc.get_ticker(self["base"]["id"], self["quote"]["id"]) data["baseVolume"] = Amount( ticker["base_volume"], self["base"], blockchain_instance=self.blockchain ) data["quoteVolume"] = Amount( ticker["quote_volume"], self["quote"], blockchain_instance=self.blockchain ) data["lowestAsk"] = Price( ticker["lowest_ask"], base=self["base"], quote=self["quote"], blockchain_instance=self.blockchain, ) data["highestBid"] = Price( ticker["highest_bid"], base=self["base"], quote=self["quote"], blockchain_instance=self.blockchain, ) data["latest"] = Price( ticker["latest"], quote=self["quote"], base=self["base"], blockchain_instance=self.blockchain, ) data["percentChange"] = float(ticker["percent_change"]) return data
[docs] def volume24h(self): """ Returns the 24-hour volume for all markets, plus totals for primary currencies. Sample output: .. code-block:: js { "BTS": 361666.63617, "USD": 1087.0 } """ volume = self.blockchain.rpc.get_24_volume( self["base"]["id"], self["quote"]["id"] ) return { self["base"]["symbol"]: Amount( volume["base_volume"], self["base"], blockchain_instance=self.blockchain ), self["quote"]["symbol"]: Amount( volume["quote_volume"], self["quote"], blockchain_instance=self.blockchain, ), }
[docs] def orderbook(self, limit=25): """ Returns the order book for a given market. You may also specify "all" to get the orderbooks of all markets. :param int limit: Limit the amount of orders (default: 25) Sample output: .. code-block:: js {'bids': [0.003679 USD/BTS (1.9103 USD|519.29602 BTS), 0.003676 USD/BTS (299.9997 USD|81606.16394 BTS), 0.003665 USD/BTS (288.4618 USD|78706.21881 BTS), 0.003665 USD/BTS (3.5285 USD|962.74409 BTS), 0.003665 USD/BTS (72.5474 USD|19794.41299 BTS)], 'asks': [0.003738 USD/BTS (36.4715 USD|9756.17339 BTS), 0.003738 USD/BTS (18.6915 USD|5000.00000 BTS), 0.003742 USD/BTS (182.6881 USD|48820.22081 BTS), 0.003772 USD/BTS (4.5200 USD|1198.14798 BTS), 0.003799 USD/BTS (148.4975 USD|39086.59741 BTS)]} .. note:: Each bid is an instance of class:`bitshares.price.Order` and thus carries the keys ``base``, ``quote`` and ``price``. From those you can obtain the actual amounts for sale """ orders = self.blockchain.rpc.get_order_book( self["base"]["id"], self["quote"]["id"], limit ) asks = list( map( lambda x: Order( float(x["price"]), quote=Amount( x["quote"], self["quote"], blockchain_instance=self.blockchain ), base=Amount( x["base"], self["base"], blockchain_instance=self.blockchain ), blockchain_instance=self.blockchain, ), orders["asks"], ) ) bids = list( map( lambda x: Order( float(x["price"]), quote=Amount( x["quote"], self["quote"], blockchain_instance=self.blockchain ), base=Amount( x["base"], self["base"], blockchain_instance=self.blockchain ), blockchain_instance=self.blockchain, ), orders["bids"], ) ) data = {"asks": asks, "bids": bids} return data
[docs] def trades(self, limit=25, start=None, stop=None): """ Returns your trade history for a given market. :param int limit: Limit the amount of orders (default: 25) :param datetime start: start time :param datetime stop: stop time """ # FIXME, this call should also return whether it was a buy or # sell if not stop: stop = datetime.now() if not start: start = stop - timedelta(hours=24) """ vector<market_trade> get_trade_history( const string& base, const string& quote, fc::time_point_sec start, fc::time_point_sec stop, unsigned limit = 100 )const; """ sequence = None cnt = 0 while True: first_run = min(limit, 100) if not sequence: # Obtain first set of orders orders = self.blockchain.rpc.get_trade_history( self["base"]["symbol"], self["quote"]["symbol"], formatTime(stop), formatTime(start), first_run, ) else: # obtain subsequent set of orders continuous_limit = min(limit - cnt, 100) orders = self.blockchain.rpc.get_trade_history_by_sequence( self["base"]["symbol"], self["quote"]["symbol"], sequence, formatTime(start), continuous_limit, ) if len(orders) == 0: return for order in orders: cnt += 1 yield FilledOrder( order, quote=Amount( order["amount"], self["quote"], blockchain_instance=self.blockchain, ), base=Amount( float(order["amount"]) * float(order["price"]), self["base"], blockchain_instance=self.blockchain, ), blockchain_instance=self.blockchain, ) if cnt >= limit: return sequence = order.get("sequence")
[docs] def accounttrades(self, account=None, limit=25): """ Returns your trade history for a given market, specified by the "currencyPair" parameter. You may also specify "all" to get the orderbooks of all markets. :param str currencyPair: Return results for a particular market only (default: "all") :param int limit: Limit the amount of orders (default: 25) Output Parameters: - `type`: sell or buy - `rate`: price for `quote` denoted in `base` per `quote` - `amount`: amount of quote - `total`: amount of base at asked price (amount/price) .. note:: This call goes through the trade history and searches for your account, if there are no orders within ``limit`` trades, this call will return an empty array. """ if not account: if "default_account" in self.blockchain.config: account = self.blockchain.config["default_account"] if not account: raise ValueError("You need to provide an account") account = Account(account, blockchain_instance=self.blockchain) filled = self.blockchain.rpc.get_fill_order_history( self["base"]["id"], self["quote"]["id"], 2 * limit, api="history" ) trades = [] for f in filled: if f["op"]["account_id"] == account["id"]: trades.append( FilledOrder( f, base=self["base"], quote=self["quote"], blockchain_instance=self.blockchain, ) ) return trades
[docs] def accountopenorders(self, account=None): """ Returns open Orders :param bitshares.account.Account account: Account name or instance of Account to show orders for in this market """ if not account: if "default_account" in self.blockchain.config: account = self.blockchain.config["default_account"] if not account: raise ValueError("You need to provide an account") account = Account(account, full=True, blockchain_instance=self.blockchain) r = [] account.refresh() orders = account["limit_orders"] for o in orders: if ( o["sell_price"]["base"]["asset_id"] == self["base"]["id"] and o["sell_price"]["quote"]["asset_id"] == self["quote"]["id"] ) or ( o["sell_price"]["base"]["asset_id"] == self["quote"]["id"] and o["sell_price"]["quote"]["asset_id"] == self["base"]["id"] ): r.append(Order(o, blockchain_instance=self.blockchain)) return r
[docs] def buy( self, price, amount, expiration=None, killfill=False, account=None, returnOrderId=False, **kwargs ): """ Places a buy order in a given market :param float price: price denoted in ``base``/``quote`` :param number amount: Amount of ``quote`` to buy :param number expiration: (optional) expiration time of the order in seconds (defaults to 7 days) :param bool killfill: flag that indicates if the order shall be killed if it is not filled (defaults to False) :param string account: Account name that executes that order :param string returnOrderId: If set to "head" or "irreversible" the call will wait for the tx to appear in the head/irreversible block and add the key "orderid" to the tx output Prices/Rates are denoted in 'base', i.e. the USD_BTS market is priced in BTS per USD. **Example:** in the USD_BTS market, a price of 300 means a USD is worth 300 BTS .. note:: All prices returned are in the **reversed** orientation as the market. I.e. in the BTC/BTS market, prices are BTS per BTC. That way you can multiply prices with `1.05` to get a +5%. .. warning:: Since buy orders are placed as limit-sell orders for the base asset, you may end up obtaining more of the buy asset than you placed the order for. Example: * You place and order to buy 10 USD for 100 BTS/USD * This means that you actually place a sell order for 1000 BTS in order to obtain **at least** 10 USD * If an order on the market exists that sells USD for cheaper, you will end up with more than 10 USD """ if not expiration: expiration = ( self.blockchain.config["order-expiration"] or 60 * 60 * 24 * 365 ) if not account: if "default_account" in self.blockchain.config: account = self.blockchain.config["default_account"] if not account: raise ValueError("You need to provide an account") account = Account(account, blockchain_instance=self.blockchain) if isinstance(price, Price): price = price.as_base(self["base"]["symbol"]) if isinstance(amount, Amount): amount = Amount(amount, blockchain_instance=self.blockchain) assert ( amount["asset"]["symbol"] == self["quote"]["symbol"] ), "Price: {} does not match amount: {}".format(str(price), str(amount)) else: amount = Amount( amount, self["quote"]["symbol"], blockchain_instance=self.blockchain ) order = operations.Limit_order_create( **{ "fee": {"amount": 0, "asset_id": "1.3.0"}, "seller": account["id"], "amount_to_sell": { "amount": int( float(amount) * float(price) * 10 ** self["base"]["precision"] ), "asset_id": self["base"]["id"], }, "min_to_receive": { "amount": int(float(amount) * 10 ** self["quote"]["precision"]), "asset_id": self["quote"]["id"], }, "expiration": formatTimeFromNow(expiration), "fill_or_kill": killfill, } ) if returnOrderId: # Make blocking broadcasts prevblocking = self.blockchain.blocking self.blockchain.blocking = returnOrderId tx = self.blockchain.finalizeOp(order, account["name"], "active", **kwargs) if returnOrderId: tx["orderid"] = tx["operation_results"][0][1] self.blockchain.blocking = prevblocking return tx
[docs] def sell( self, price, amount, expiration=None, killfill=False, account=None, returnOrderId=False, **kwargs ): """ Places a sell order in a given market :param float price: price denoted in ``base``/``quote`` :param number amount: Amount of ``quote`` to sell :param number expiration: (optional) expiration time of the order in seconds (defaults to 7 days) :param bool killfill: flag that indicates if the order shall be killed if it is not filled (defaults to False) :param string account: Account name that executes that order :param string returnOrderId: If set to "head" or "irreversible" the call will wait for the tx to appear in the head/irreversible block and add the key "orderid" to the tx output Prices/Rates are denoted in 'base', i.e. the USD_BTS market is priced in BTS per USD. **Example:** in the USD_BTS market, a price of 300 means a USD is worth 300 BTS .. note:: All prices returned are in the **reversed** orientation as the market. I.e. in the BTC/BTS market, prices are BTS per BTC. That way you can multiply prices with `1.05` to get a +5%. """ if not expiration: expiration = self.blockchain.config["order-expiration"] if not account: if "default_account" in self.blockchain.config: account = self.blockchain.config["default_account"] if not account: raise ValueError("You need to provide an account") account = Account(account, blockchain_instance=self.blockchain) if isinstance(price, Price): price = price.as_base(self["base"]["symbol"]) if isinstance(amount, Amount): amount = Amount(amount, blockchain_instance=self.blockchain) assert ( amount["asset"]["symbol"] == self["quote"]["symbol"] ), "Price: {} does not match amount: {}".format(str(price), str(amount)) else: amount = Amount( amount, self["quote"]["symbol"], blockchain_instance=self.blockchain ) order = operations.Limit_order_create( **{ "fee": {"amount": 0, "asset_id": "1.3.0"}, "seller": account["id"], "amount_to_sell": { "amount": int(float(amount) * 10 ** self["quote"]["precision"]), "asset_id": self["quote"]["id"], }, "min_to_receive": { "amount": int( float(amount) * float(price) * 10 ** self["base"]["precision"] ), "asset_id": self["base"]["id"], }, "expiration": formatTimeFromNow(expiration), "fill_or_kill": killfill, } ) if returnOrderId: # Make blocking broadcasts prevblocking = self.blockchain.blocking self.blockchain.blocking = returnOrderId tx = self.blockchain.finalizeOp(order, account["name"], "active", **kwargs) if returnOrderId: tx["orderid"] = tx["operation_results"][0][1] self.blockchain.blocking = prevblocking return tx
[docs] def cancel(self, orderNumber, account=None, **kwargs): """ Cancels an order you have placed in a given market. Requires only the "orderNumber". An order number takes the form ``1.7.xxx``. :param str orderNumber: The Order Object ide of the form ``1.7.xxxx`` """ return self.blockchain.cancel(orderNumber, account=account, **kwargs)
[docs] def core_quote_market(self): """ This returns an instance of the market that has the core market of the quote asset. It means that quote needs to be a market pegged asset and returns a market to it's collateral asset. """ if not self["quote"].is_bitasset: raise ValueError("Quote (%s) is not a bitasset!" % self["quote"]["symbol"]) self["quote"].full = True self["quote"].refresh() collateral = Asset( self["quote"]["bitasset_data"]["options"]["short_backing_asset"], blockchain_instance=self.blockchain, ) return Market(quote=self["quote"], base=collateral)
[docs] def core_base_market(self): """ This returns an instance of the market that has the core market of the base asset. It means that base needs to be a market pegged asset and returns a market to it's collateral asset. """ if not self["base"].is_bitasset: raise ValueError("base (%s) is not a bitasset!" % self["base"]["symbol"]) self["base"].full = True self["base"].refresh() collateral = Asset( self["base"]["bitasset_data"]["options"]["short_backing_asset"], blockchain_instance=self.blockchain, ) return Market(quote=self["base"], base=collateral)