main.py

# coding=utf-8

import ccxt
import datetime
import time
import os
import sys
import simplejson as json
# import random
# import threading

COLOR_RESET = "\033[0;0m"
COLOR_GREEN = "\033[0;32m"
COLOR_RED = "\033[1;31m"
COLOR_BLUE = "\033[1;34m"
COLOR_WHITE = "\033[1;37m"
LOGFILE=""

class Oreder_Info:
    def __init__(self):
        self.done=False
        self.side=None
        self.id=0

class Grid_trader:
    order_list=[]

    def __init__(self,exchange,symbol,grid_level=0,lower_price=0.0,upper_price=0.0,amount=0):
        self.symbol = symbol
        self.exchange=exchange
        self.order_min_inteval= self.exchange.markets[self.symbol]["info"]["priceIncrement"]
        self.grid_level=grid_level
        self.upper_price=upper_price
        self.lower_price=lower_price
        self.amount=amount
        self.inteval_profit=(self.upper_price-self.lower_price) / self.grid_level
        pass

    def place_order_init(self):
        #start cal level and place grid oreder
        for i in range(self.grid_level + 1): #  n+1 lines make n grid
            price = self.lower_price + i * self.inteval_profit
            bid_price, ask_price = self.send_request("get_bid_ask_price")
            order = Oreder_Info()
            if  price < ask_price : 
                order.id = self.send_request("place_order","buy",price)
                log("place buy order id = " + str(order.id) + " in "+ str(price))
            else:
                order.id = self.send_request("place_order","sell",price)
                log("place sell order id = " + str(order.id) + " in "+ str(price))
            self.order_list.append(order)
    
    def loop_job(self):
        for order in self.order_list:
            order_info = self.send_request("get_order",order.id)
            side = order_info["side"]
            if order_info["status"] == "closed":
                new_order_price = 0.0
                old_order_id = order_info["id"]
                bid_price, ask_price = self.send_request("get_bid_ask_price")
                msg = side + " order id : " + str(old_order_id)+" : " + str(order_info["price"]) + " completed , put "
                if side == "buy" :
                    new_order_price = float(order_info["price"]) + self.inteval_profit 
                    order.id = self.send_request("place_order","sell",new_order_price)
                    msg = msg + "sell"
                    log(msg)
                else:
                    new_order_price = float(order_info["price"]) - self.inteval_profit
                    order.id = self.send_request("place_order","buy",new_order_price)
                    msg = msg + "buy"
                msg = msg + " order id : " + str(order.id) + " : " + str(new_order_price)
                log(msg)

    def send_request(self,task,input1=None,input2=None):
        tries = 3
        for i in range(tries):
            try:
                if task == "get_bid_ask_price":
                    ticker =self.exchange.fetch_ticker(self.symbol)
                    return ticker["bid"],  ticker["ask"]

                elif task == "get_order":
                    return self.exchange.fetchOrder(input1)["info"]

                elif task == "place_order":
                    #send_request(self,task,input1=side,input2=price)
                    side = input1
                    price = input2
                    orderid=0
                    if side =="buy":
                        orderid = self.exchange.create_limit_buy_order(self.symbol,self.amount,price )["info"]["id"]
                    else:
                        orderid = self.exchange.create_limit_sell_order(self.symbol,self.amount,price )["info"]["id"]
                    return orderid

                else:
                    return None
            except ccxt.NetworkError as e:
                if i < tries - 1: # i is zero indexed
                    log("NetworkError , try last "+str(i) +"chances" + str(e))
                    time.sleep(0.5)
                    continue
                else:
                    log(str(e))
                    raise
            except ccxt.ExchangeError as e:
                if i < tries - 1: # i is zero indexed
                    log(str(e))
                    time.sleep(0.5)
                    continue
                else:
                    log(str(e))
                    raise
            break

def log(msg):
    timestamp = datetime.datetime.now().strftime("%b %d %Y %H:%M:%S ")
    s = "[%s] %s:%s %s" % (timestamp, COLOR_WHITE, COLOR_RESET, msg)
    print(s)
    try:
        f = open(LOGFILE, "a")
        f.write(s + "\n")
        f.close()
    except:
        pass

def read_setting():
        with open('setting.json') as json_file:
            return json.load(json_file)
             
config = read_setting()
LOGFILE= config["LOGFILE"]

exchange  = ccxt.ftx({
    'verbose': False,
    'apiKey': config["apiKey"],
    'secret': config["secret"],
    'enableRateLimit': True,
    'headers': {
        'FTX-SUBACCOUNT': config["sub_account"],
    },
})

exchange_markets = exchange.load_markets()

main_job = Grid_trader(exchange,config["symbol"],config["grid_level"],config["lower_price"],config["upper_price"],config["amount"])
main_job.place_order_init()
while True:
    print("Loop in :",datetime.datetime.now())
    main_job.loop_job()
    time.sleep(1)