pool/web/yaamp/core/trading/bittrex_trading.php
Tanguy Pruvot 0f04d6d824 balances: fill the btc 'onsell' field too (locked)
and restore bitstamp & cexio behavior to act like other trading exchanges

todo: kraken if possible... real pain, need to parse open orders..
2018-01-27 06:16:27 +01:00

268 lines
7.7 KiB
PHP

<?php
function doBittrexCancelOrder($orderID)
{
if(empty($orderID)) return false;
$res = bittrex_api_query('market/cancel', "&uuid={$orderID}");
if ($res && $res->success) {
$db_order = getdbosql('db_orders', "market=:market AND uuid=:uuid", array(
':market'=>'bittrex', ':uuid'=>$orderID
));
if ($db_order) $db_order->delete();
return true;
}
return false;
}
function doBittrexTrading($quick=false)
{
$exchange = 'bittrex';
$updatebalances = true;
if (exchange_get($exchange, 'disabled')) return;
$balances = bittrex_api_query('account/getbalances');
if(!$balances || !isset($balances->result) || !$balances->success) return;
$savebalance = getdbosql('db_balances', "name='$exchange'");
if (is_object($savebalance)) {
$savebalance->balance = 0.;
$savebalance->onsell = 0.;
$savebalance->save();
}
foreach($balances->result as $balance)
{
if ($balance->Currency == 'BTC') {
if (is_object($savebalance)) {
$savebalance->balance = $balance->Available;
$savebalance->onsell = (double) $balance->Balance - (double) $balance->Available;
$savebalance->save();
}
continue;
}
if ($updatebalances) {
// store available balance in market table
$coins = getdbolist('db_coins', "symbol=:sym OR symbol2=:sym", array(':sym'=>$balance->Currency));
if (empty($coins)) continue;
foreach ($coins as $coin) {
$market = getdbosql('db_markets', "coinid=:coinid AND name='$exchange'", array(':coinid'=>$coin->id));
if (!$market) continue;
$market->balance = $balance->Available;
$market->ontrade = $balance->Balance - $balance->Available;
if (!empty($balance->CryptoAddress) && $market->deposit_address != $balance->CryptoAddress) {
debuglog("$exchange: {$coin->symbol} deposit address updated");
$market->deposit_address = $balance->CryptoAddress;
}
$market->balancetime = time();
$market->save();
}
}
}
if (!YAAMP_ALLOW_EXCHANGE) return;
$flushall = rand(0, 8) == 0;
if($quick) $flushall = false;
// minimum order allowed by the exchange
$min_btc_trade = exchange_get($exchange, 'trade_min_btc', 0.00100000);
// sell on ask price + 5%
$sell_ask_pct = exchange_get($exchange, 'trade_sell_ask_pct', 1.05);
// cancel order if our price is more than ask price + 20%
$cancel_ask_pct = exchange_get($exchange, 'trade_cancel_ask_pct', 1.20);
sleep(1);
$orders = bittrex_api_query('market/getopenorders');
if(!$orders || !$orders->success) return;
foreach($orders->result as $order)
{
// ignore buy orders
if(stripos($order->OrderType, 'SELL') === false) continue;
$pair = $order->Exchange;
$pairs = explode("-", $pair);
if ($pairs[0] != 'BTC') continue;
$symbol = $pairs[1];
$coin = getdbosql('db_coins', "symbol=:symbol OR symbol2=:symbol", array(':symbol'=>$symbol));
if(!$coin || is_array($coin) || $coin->dontsell) continue;
sleep(1);
$ticker = bittrex_api_query('public/getticker', "&market=$pair");
if(!$ticker || !$ticker->success || !$ticker->result) continue;
$ask = bitcoinvaluetoa($ticker->result->Ask);
$sellprice = bitcoinvaluetoa($order->Limit);
// flush orders not on the ask
if($sellprice > $ask*$cancel_ask_pct || $flushall)
{
debuglog("bittrex: cancel order {$order->Exchange} at $sellprice, ask price is now $ask");
sleep(1);
doBittrexCancelOrder($order->OrderUuid);
}
// import existing orders
else
{
$db_order = getdbosql('db_orders', "market=:market AND uuid=:uuid", array(
':market'=>'bittrex', ':uuid'=>$order->OrderUuid
));
if($db_order) continue;
debuglog("bittrex: store new order of {$order->Quantity} {$coin->symbol} at $sellprice BTC");
$db_order = new db_orders;
$db_order->market = 'bittrex';
$db_order->coinid = $coin->id;
$db_order->amount = $order->Quantity;
$db_order->price = $sellprice;
$db_order->ask = $ticker->result->Ask;
$db_order->bid = $ticker->result->Bid;
$db_order->uuid = $order->OrderUuid;
$db_order->created = time(); // Opened "2016-03-05T19:32:08.63"
$db_order->save();
}
}
// flush obsolete orders
$list = getdbolist('db_orders', "market='bittrex'");
foreach($list as $db_order)
{
$coin = getdbo('db_coins', $db_order->coinid);
if(!$coin) continue;
$found = false;
foreach($orders->result as $order) {
if(stripos($order->OrderType, 'SELL') === false) continue;
if($order->OrderUuid == $db_order->uuid) {
$found = true;
break;
}
}
if(!$found) {
debuglog("bittrex deleting order $coin->name $db_order->amount");
$db_order->delete();
}
}
// create orders
foreach($balances->result as $balance)
{
if($balance->Currency == 'BTC') continue;
$amount = floatval($balance->Available);
if(!$amount) continue;
$coin = getdbosql('db_coins', "symbol=:symbol", array(':symbol'=>$balance->Currency));
if(!$coin || $coin->dontsell) continue;
$market = getdbosql('db_markets', "coinid=$coin->id and name='bittrex'");
if($market)
{
$market->lasttraded = time();
$market->save();
}
if($amount*$coin->price < $min_btc_trade) continue;
$pair = "BTC-$balance->Currency";
sleep(1);
$data = bittrex_api_query('public/getorderbook', "&market=$pair&type=buy&depth=10");
if(!$data || !$data->success) continue;
if($coin->sellonbid)
for($i = 0; $i < 5 && $amount >= 0; $i++)
{
if(!isset($data->result->buy[$i])) break;
$nextbuy = $data->result->buy[$i];
if($amount*1.1 < $nextbuy->Quantity) break;
$sellprice = bitcoinvaluetoa($nextbuy->Rate);
$sellamount = min($amount, $nextbuy->Quantity);
if($sellamount*$sellprice < $min_btc_trade) continue;
debuglog("bittrex selling market $pair, $sellamount, $sellprice");
sleep(1);
$res = bittrex_api_query('market/selllimit', "&market=$pair&quantity=$sellamount&rate=$sellprice");
if(!$res->success) {
debuglog("bittrex err: ".json_encode($res));
break;
}
$amount -= $sellamount;
}
if($amount <= 0) continue;
sleep(1);
$ticker = bittrex_api_query('public/getticker', "&market=$pair");
if(!$ticker || !$ticker->success || !$ticker->result) continue;
if($coin->sellonbid)
$sellprice = bitcoinvaluetoa($ticker->result->Bid);
else
$sellprice = bitcoinvaluetoa($ticker->result->Ask * $sell_ask_pct);
if($amount*$sellprice < $min_btc_trade) continue;
debuglog("bittrex selling $pair, $amount, $sellprice");
sleep(1);
$res = bittrex_api_query('market/selllimit', "&market=$pair&quantity=$amount&rate=$sellprice");
if(!$res || !$res->success) {
debuglog("bittrex err: ".json_encode($res));
continue;
}
$db_order = new db_orders;
$db_order->market = 'bittrex';
$db_order->coinid = $coin->id;
$db_order->amount = $amount;
$db_order->price = $sellprice;
$db_order->ask = $ticker->result->Ask;
$db_order->bid = $ticker->result->Bid;
$db_order->uuid = $res->result->uuid;
$db_order->created = time();
$db_order->save();
}
$withdraw_min = exchange_get($exchange, 'withdraw_min_btc', EXCH_AUTO_WITHDRAW);
$withdraw_fee = exchange_get($exchange, 'withdraw_fee_btc', 0.001);
if($withdraw_min > 0 && $savebalance->balance >= ($withdraw_min + $withdraw_fee))
{
// $btcaddr = exchange_get($exchange, 'withdraw_btc_address', YAAMP_BTCADDRESS);
$btcaddr = YAAMP_BTCADDRESS;
$amount = $savebalance->balance - $withdraw_fee;
debuglog("bittrex withdraw $amount to $btcaddr");
sleep(1);
$res = bittrex_api_query('account/withdraw', "&currency=BTC&quantity=$amount&address=$btcaddr");
debuglog("bittrex withdraw: ".json_encode($res));
if($res && $res->success)
{
$withdraw = new db_withdraws;
$withdraw->market = 'bittrex';
$withdraw->address = $btcaddr;
$withdraw->amount = $amount;
$withdraw->time = time();
$withdraw->uuid = $res->result->uuid;
$withdraw->save();
$savebalance->balance = 0;
$savebalance->save();
}
}
// debuglog('-------------- doBittrexTrading() done');
}