266 lines
9.2 KiB
Python
266 lines
9.2 KiB
Python
"""# Automatic Crypto Seller.
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Crypto Seller, I am going into finance, and I want only your strongest tokens.
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This program is a wrapper around
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[`fin_depo`](https://gitfub.space/Jmaa/fin-depo/) for automatically trading
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one-way trades, by using repeated trades over a period. Can be used to slowly
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enter or exit positions, for example low-volume crypto currencies, or as an
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automated investment savings system.
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Supported sites:
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- [KuCoin](https://www.kucoin.com/): Online crypto-currency exchange.
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## Installation
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Install dependencies:
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```shell
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pip install -r requirements.txt
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```
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## Usage
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1. Create configuration file. See below and in `examples/` folder for inspiration.
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2. [Create KuCoin API key](https://www.kucoin.com/account/api) with **General**
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and **Spot Trading** permissions.
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3. Add KuCoin API key secrets (`KUCOIN_KEY`, `KUCOIN_SECRET`, `KUCOIN_PASS`) to
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an [`secret_loader` accessible
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location](https://gitfub.space/Jmaa/secret_loader#user-content-accessible) .
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4. Run script using `python -m crypto_seller --config CONFIG_FILE`.
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The script will now automatically sell assets over time. The interval between
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sell-offs are randomized to avoid front-running, and the amounts are also
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randomized to avoid certain attacks (only relevant for smallish intervals of
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less than a week).
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The log will both be displayed in the shell, and be placed in a log file
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`output/log.txt`. Every sell-off will be logged to the `output/trades.csv`
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file, with as much information as possible. Keep both of these for tax
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purposes, if relevant.
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## Configuration
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Example configurations can be found in the `examples/` folder.
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Configurations are `.json` files, with the following fields:
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```json
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{
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"input_asset": str,
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"output_asset": str,
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"input_amount_low": float,
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"input_amount_high": float,
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"interval_minutes_low": int,
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"interval_minutes_high": int
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}
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```
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While `input_amount_low` and `input_amount_high` can be identical (and
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the same for `interval_minutes_XX`) it is discouraged, to avoid frontrunning attacks.
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## Auditing information
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As mentioned before, this program is mostly glue code and wrappering around
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library functionality. The glue application code allows for running the main
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loop of checking balance, selling amount and sleeping until the next iteration,
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with some argument and configuration parsing thrown in.
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The most relevant libraries for auditing are:
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- [`fin_depo`](https://gitfub.space/Jmaa/fin-depo): Library for programmatic
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fetching of depository assets and in some cases allows for order placement.
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This is the library that reads balances and places market orders.
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- [`fin_defs`](https://gitfub.space/Jmaa/fin-defs): Definitions of financial
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assets and instruments. Used by `fin_depo`.
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- [`secret_loader`](https://gitfub.space/Jmaa/secret_loader): Library for
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loading of secrets (passwords, API keys, secret keys, configuration files,
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etc.) from standardized locations.
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- [`python-kucoin`](https://python-kucoin.readthedocs.io/en/latest/): Used by
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`fin_depo` to provide KuCoin backend.
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## Taxation
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Some parts of the world suffers from weird and draconian taxation rules on
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cryptocurrencies, so it helps to keep track of the relevant trading
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information.
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As mentioned above, keep (and backup) both the log file (`output/log.txt`) and
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the trades file (`output/trades.csv`).
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To help with tax reporting, it might be useful to sign up to tax oriented
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websites. For example, [CryptoSkat](https://cryptoskat.dk/) seems to be the
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most mature on the danish market, and does support KuCoin.
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## TODO
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- [ ] Present an overview of what the script will be doing
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* Sell what for what? How much, how often?
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* Give an estimate of how long it will take.
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* Wait 20 seconds before starting, to allow the user to review.
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- [ ] Ensure that a failure during selling results in a safe winding down of the system.
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* Catch runtime errors when selling
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* Show errors to log.
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* Stop loop and exit with results, and error indicator.
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- [X] Document configuration
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- [X] Document code auditing
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- [X] Parse configuration from json.
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- [X] Ensure sell time is included in order details
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- [X] Log all trades to CSV file.
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- [X] Collect information during the run and output after run
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"""
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__all__ = ['__version__', 'run_auto_sell']
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import dataclasses
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import datetime
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import logging
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import random
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from collections.abc import Callable
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from decimal import Decimal
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from typing import Any
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import fin_defs
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import fin_depo
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from ._version import __version__
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logger = logging.getLogger(__name__)
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################################################################################
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# Constants
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QUANTIZE_DECIMALS = Decimal('1.00')
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################################################################################
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# Main code #
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@dataclasses.dataclass(frozen=True)
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class AutoSellConfig:
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"""Configuration for `run_auto_sell`.
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Fields:
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- `interval_range`: The range to determine sell-off intervals from. After
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each sell-off it will sleep an amount of time uniformly sampled from this
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range.
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- `input_asset`: Asset to sell.
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- `input_amount_range`: Range to uniformly sample sell-off sizes from.
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- `output_asset`: Asset to "buy".
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- `seller`: Depository seller to use.
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- `sleep`: Sleep method to use.
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- `exit_when_empty`: Whether the system should stop once there is nothing
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more to sell. Recommended.
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"""
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interval_range: tuple[datetime.timedelta, datetime.timedelta]
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input_asset: fin_defs.Asset
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input_amount_range: tuple[Decimal, Decimal]
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output_asset: fin_defs.Asset
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seller: fin_depo.defi_kucoin.KucoinDepoFetcher
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sleep: Callable[[float], None]
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log_order_to_csv: Callable[[fin_depo.data.TradeOrderDetails], None]
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exit_when_empty: bool = True
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@dataclasses.dataclass(frozen=True)
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class AutoSellRunResults:
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"""Result information after `run_auto_sell`.
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Fields:
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- `order_details`: The list of order details.
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- `total_duration`: Total duration of the run.
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- `total_sleep_duration`: Amount of time spent waiting between sell-offs.
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"""
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order_details: list[fin_depo.data.TradeOrderDetails]
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total_duration: datetime.timedelta
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total_sleep_duration: datetime.timedelta
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def total_input_amount(self) -> Decimal:
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"""Total amount of assets sold."""
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return sum((o.input.amount for o in self.order_details), start=Decimal(0))
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def total_output_amount(self) -> Decimal:
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"""Total amount of assets "bought"."""
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return sum((o.output.amount for o in self.order_details), start=Decimal(0))
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def sample_from_range(rng: random.Random, rang: tuple[Any, Any]) -> Any:
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"""Samples uniformly from the given range."""
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multiplier: float | Decimal = rng.random()
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if isinstance(rang[0], Decimal):
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multiplier = Decimal(multiplier)
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return rang[0] + (rang[1] - rang[0]) * multiplier
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def run_auto_sell(config: AutoSellConfig) -> AutoSellRunResults:
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"""Executes the sell-off.
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Sell-offs are performed in rounds of sizes and with intervals randomly
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based on the given configuration.
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"""
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rng = random.SystemRandom()
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time_start = datetime.datetime.now(tz=datetime.UTC)
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all_executed_orders: list[fin_depo.data.TradeOrderDetails] = []
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total_sleep_duration = datetime.timedelta(seconds=0)
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while True:
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# Check that account has tokens.
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input_amount_available = config.seller.get_depo().get_amount_of_asset(
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config.input_asset,
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)
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logger.info('Currently own %s %s', input_amount_available, config.input_asset.raw_short_name())
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if input_amount_available > 0:
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amount_to_sell = sample_from_range(rng, config.input_amount_range)
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amount_to_sell = min(input_amount_available, amount_to_sell)
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amount_to_sell = amount_to_sell.quantize(QUANTIZE_DECIMALS)
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logger.info('Selling %s %s', amount_to_sell, config.input_asset.raw_short_name())
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order_details = config.seller.place_market_order(
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fin_defs.AssetAmount(config.input_asset, amount_to_sell),
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config.output_asset,
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)
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config.log_order_to_csv(order_details)
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all_executed_orders.append(order_details)
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del amount_to_sell
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elif config.exit_when_empty:
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break
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# Time out
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time_to_sleep = sample_from_range(rng, config.interval_range)
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time_to_sleep_secs = time_to_sleep.total_seconds()
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logger.info('Sleeping %s (%d seconds)', time_to_sleep, time_to_sleep_secs)
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config.sleep(time_to_sleep_secs)
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total_sleep_duration += time_to_sleep
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del input_amount_available
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time_end = datetime.datetime.now(tz=datetime.UTC)
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return AutoSellRunResults(
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all_executed_orders,
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total_duration=time_end - time_start,
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total_sleep_duration=total_sleep_duration,
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)
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def log_results(results: AutoSellRunResults):
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logger.info('Stats:')
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logger.info('- Num orders: %s', len(results.order_details))
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logger.info('- Total sold: %s', results.total_input_amount())
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logger.info('- Total gained: %s', results.total_output_amount())
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logger.info(
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'- Total duration: %s (%s spent sleeping)',
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results.total_duration,
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results.total_sleep_duration,
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)
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