add ticker and stoporder

donnie/__init__.py

@@ -22,7 +22,7 @@
 #    along with this program.  If not, see <http://www.gnu.org/licenses/>.
 from . import tools
 from . import indicators
-import poloniex
+from . import poloapi
 
 logger = tools.getLogger(__name__)
 
@@ -32,7 +32,7 @@ class Donnie(object):
     def __init__(self, key=None, secret=None, interval=2, *args, **kwargs):
         if not 'jsonNums' in kwargs:
             kwargs['jsonNums'] = float
-        self.api = poloniex.PoloniexSocketed(key, secret, *args, **kwargs)
+        self.api = poloapi.Poloniex(key, secret, *args, **kwargs)
         self._running = False
         self.interval = interval
         self.mThread = None

donnie/poloapi/__init__.py

@@ -0,0 +1,99 @@
+import poloniex
+
+class StopLimit(object):
+    def __init__(self, market, amount, stop, limit, test=False):
+        self.market = str(market)
+        self.amount = float(amount)
+        self.stop = float(stop)
+        self.limit = float(limit)
+        self.order = False
+        self.logger = poloniex.logging.getLogger('StopLimit')
+        self.logger.setLevel(poloniex.logging.DEBUG)
+        self.test = test
+
+    def check(self, lowAsk, highBid):
+        # sell
+        if self.amount < 0 and self.stop >= float(highBid):
+            # dont place order if we are testing
+            if self.test:
+                self.order = True
+            else:
+                # sell amount at limit
+                self.order = self.sell(self.market,
+                                       self.limit,
+                                       abs(self.amount))
+
+            self.logger.info('%s sell stop order triggered! (%s)',
+                             self.market, str(self.stop))
+        # buy
+        if self.amount > 0 and self.stop <= float(lowAsk):
+            # dont place order if we are testing
+            if self.test:
+                self.order = True
+            else:
+                # buy amount at limit
+                self.order = self.buy(self.market, self.limit, self.amount)
+
+            self.logger.info('%s buy stop order triggered! (%s)',
+                             self.market, str(self.stop))
+
+    def __call__(self):
+        return self.order
+
+
+class Poloniex(poloniex.PoloniexSocketed):
+    def __init__(self, *args, **kwargs):
+        super(Poloniex, self).__init__(*args, **kwargs)
+        self.stopOrders = {}
+        # tick holds ticker data
+        self.tick = {}
+        # get inital ticker data
+        iniTick = self.returnTicker()
+        # save a dict of the market ids to referace
+        self._ids = {market: int(iniTick[market]['id']) for market in iniTick}
+        # save ticker data as float instead of str
+        for market in iniTick:
+            self.tick[self._ids[market]] = {
+                item: float(iniTick[market][item]) for item in iniTick[market]
+                }
+
+    def ticker(self, market=None):
+        '''returns ticker data saved from websocket '''
+        if not self._t or not self._running or self.channels['1002']['sub']:
+            self.logger.error("Websocket isn't running or not subscribed to ticker!")
+            return self.returnTicker()
+        if market:
+            return self.tick[self._ids[market]]
+        return self.tick
+
+    def _checkStops(self, msg):
+        mktid = str(msg[0])
+        mkt = self.channels[mktid]['name']
+        la = msg[2]
+        hb = msg[3]
+        for order in self.stopOrders:
+            if str(self.stopOrders[order].market) == str(mkt) and not self.stopOrders[order]():
+                self.logger.debug('%s lowAsk=%s highBid=%s',
+                                  mkt, str(la), str(hb))
+                self.stopOrders[order].check(la, hb)
+
+    def addStopLimit(self, market, amount, stop, limit, test=False):
+        self.logger.debug('%s stop limit set: [Amount]%.8f [Stop]%.8f [Limit]%.8f',
+                          market, amount, stop, limit)
+        self.stopOrders[market+str(stop)] = StopLimit(market, amount, stop, limit, test)
+
+    def on_ticker(self, msg):
+        # save ticker updates to self.tick
+        data = [float(dat) for dat in msg]
+        self.tick[int(data[0])] = {'id': int(data[0]),
+                                  'last': data[1],
+                                  'lowestAsk': data[2],
+                                  'highestBid': data[3],
+                                  'percentChange': data[4],
+                                  'baseVolume': data[5],
+                                  'quoteVolume': data[6],
+                                  'isFrozen': int(data[7]),
+                                  'high24hr': data[8],
+                                  'low24hr': data[9]
+                                  }
+        self._checkStops(msg)