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signals.py
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signals.py
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import math
import re
from functools import lru_cache, wraps
from time import monotonic_ns, sleep
from babel.numbers import format_currency
from dateutil.relativedelta import relativedelta as rd
from pycoingecko import CoinGeckoAPI
from tenacity import retry, wait_fixed
class Signals:
def __init__(self, logging):
self.logging = logging
# Credits goes to https://gist.github.com/Morreski/c1d08a3afa4040815eafd3891e16b945
def timed_lru_cache(
_func=None, *, seconds: int = 600, maxsize: int = 128, typed: bool = False
):
"""Extension of functools lru_cache with a timeout
Parameters:
seconds (int): Timeout in seconds to clear the WHOLE cache, default = 10 minutes
maxsize (int): Maximum Size of the Cache
typed (bool): Same value of different type will be a different entry
"""
def wrapper_cache(f):
f = lru_cache(maxsize=maxsize, typed=typed)(f)
f.delta = seconds * 10**9
f.expiration = monotonic_ns() + f.delta
@wraps(f)
def wrapped_f(*args, **kwargs):
if monotonic_ns() >= f.expiration:
f.cache_clear()
f.expiration = monotonic_ns() + f.delta
return f(*args, **kwargs)
wrapped_f.cache_info = f.cache_info
wrapped_f.cache_clear = f.cache_clear
return wrapped_f
# To allow decorator to be used without arguments
if _func is None:
return wrapper_cache
else:
return wrapper_cache(_func)
@staticmethod
@timed_lru_cache(seconds=10800, maxsize=None)
@retry(wait=wait_fixed(5))
def cgexchanges(exchange, id):
cg = CoinGeckoAPI()
try:
exchange = cg.get_exchanges_tickers_by_id(id=exchange, coin_ids=id)
except Exception as e:
raise IOError("Coingecko API error:" + e)
return exchange
@staticmethod
@timed_lru_cache(seconds=10800, maxsize=None)
def cgvalues(rank):
cg = CoinGeckoAPI()
market = []
if rank <= 250:
pages = 1
else:
pages = math.ceil(rank / 250)
for page in range(1, pages + 1):
page = cg.get_coins_markets(vs_currency="usd", page=page, per_page=250)
for entry in page:
market.append(entry)
return market
def topvolume(self, id, volume, exchange, market):
# Check if topcoin has enough volume
volume_btc = 0
if volume > 0:
volume_target = False
exchange = self.cgexchanges(exchange, id)
self.logging.debug(self.cgexchanges.cache_info())
for target in exchange["tickers"]:
converted_btc = format_currency(
target["converted_volume"]["btc"], "", locale="en_US"
)
converted_usd = format_currency(
target["converted_volume"]["usd"], "USD", locale="en_US"
)
btc_price = (
target["converted_volume"]["usd"]
/ target["converted_volume"]["btc"]
)
configured_usd = format_currency(
(volume * btc_price),
"USD",
locale="en_US",
)
if (
target["target"] == market
and target["converted_volume"]["btc"] >= volume
):
volume_target = True
volume_btc = target["converted_volume"]["btc"]
self.logging.info(
market
+ "_"
+ str(target["base"])
+ " daily trading volume is "
+ converted_btc
+ " BTC ("
+ converted_usd
+ ") and over the configured value of "
+ str(volume)
+ " BTC ("
+ configured_usd
+ ") on "
+ exchange["name"]
)
break
elif (
target["target"] == market
and target["converted_volume"]["btc"] < volume
):
volume_target = False
volume_btc = target["converted_volume"]["btc"]
self.logging.info(
market
+ "_"
+ str(target["base"])
+ " daily trading volume is "
+ converted_btc
+ " BTC ("
+ converted_usd
+ ") NOT passing the minimum daily BTC volume of "
+ str(volume)
+ " BTC ("
+ configured_usd
+ ") on "
+ exchange["name"]
)
break
else:
volume_target = False
volume_btc = 0
if volume_btc == 0:
if exchange["tickers"]:
self.logging.info(
market
+ "_"
+ target["base"]
+ " is not traded on "
+ exchange["name"]
)
else:
self.logging.info("Pair is not traded on " + exchange["name"])
else:
volume_target = True
return volume_target, volume_btc
def topcoin(self, pairs, rank, volume, exchange, trademarket, first_time):
market = self.cgvalues(rank)
self.logging.debug(self.cgvalues.cache_info())
self.logging.info(
"Applying CG's top coin filter settings: marketcap <= "
+ str(rank)
+ " with daily BTC volume >= "
+ str(volume)
+ " on "
+ str(exchange)
)
if isinstance(pairs, list):
self.logging.info(
str(len(pairs))
+ " symrank pair(s) BEFORE top coin filter: "
+ str(pairs)
)
pairlist = []
for pair in pairs:
for symbol in market:
coin = pair
if (
coin.lower() == symbol["symbol"]
and int(symbol["market_cap_rank"]) <= rank
):
self.logging.info(
str(pair)
+ " is ranked #"
+ str(symbol["market_cap_rank"])
+ " and has passed marketcap filter limit of top #"
+ str(rank)
)
# Prevent from being block for 30sec from too many API requests
if first_time:
sleep(2.2)
# Check if topcoin has enough volume
enough_volume, volume_btc = self.topvolume(
symbol["id"], volume, exchange, trademarket
)
if enough_volume:
pairlist.append((pair, volume_btc))
break
else:
pairlist = ""
coin = re.search("(\w+)_(\w+)", pairs).group(2)
for symbol in market:
if (
coin.lower() == symbol["symbol"]
and int(symbol["market_cap_rank"]) <= rank
):
self.logging.info(
str(pairs)
+ " is ranked #"
+ str(symbol["market_cap_rank"])
+ " and has passed marketcap filter limit of top #"
+ str(rank)
)
# Check if topcoin has enough volume
enough_volume, volume_btc = self.topvolume(
symbol["id"], volume, exchange, trademarket
)
if enough_volume:
pairlist = tuple([coin, volume_btc])
break
pairtuple_sorted = []
if not pairlist:
self.logging.info(str(pairs) + " not matching the topcoin filter criteria")
else:
if isinstance(pairlist, tuple):
pairtuple_sorted = pairlist
pairlist = trademarket + "_" + pairlist[0]
self.logging.info(str(pairlist) + " matching top coin filter criteria")
else:
pairtuple_sorted = sorted(pairlist, key=lambda x: x[1], reverse=True)
self.logging.info(
str(len(pairtuple_sorted))
+ " BTC volume sorted "
+ trademarket
+ " symrank pair(s) AFTER top coin filter: "
+ str(pairtuple_sorted)
)
pairlist = []
for i in range(len(pairtuple_sorted)):
pairlist.append(pairtuple_sorted[i][0])
return pairlist, pairtuple_sorted