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crypto-seller/crypto_seller/__init__.py

195 lines
6.0 KiB
Python

"""# Automatic Crypto Seller.
This is a wrapper about [`fin_depo`] for automatically individual financial
assets a one way, by using repeated trades over a period.
The primary motivation is for trading low-volume crypto assets slowly without
affecting the price too much.
Supported sites:
- [KuCoin](https://www.kucoin.com/): Online crypto-currency exchange.
## Installation
Install dependencies:
```shell
pip install -r requirements.txt
```
## Usage
Run using from the top directory:
```shell
python -m crypto_seller
```
The script will now automatically sell assets over time. The interval between
sell-offs are randomized to avoid front-running, and the amounts are also
randomized to avoid too consistent behaviour.
The log will both be displayed in the shell, and be placed in a log file
`output/log.txt`. Every sell-off will be logged to the `output/trades.csv`
file, with as much information as possible. Keep both of these for tax
purposes, if relevant.
## Auditing information
The most relevant libraries for auditing are:
- [`fin_depo`](https://gitfub.space/Jmaa/fin-depo): Library for programmatic
fetching of depository assets and in some cases allows for order placement.
This is the library that reads balances and places market orders.
- [`fin_defs`](https://gitfub.space/Jmaa/fin-defs): Definitions of financial
assets and instruments. Used by `fin_depo`.
- [`python-kucoin`](https://python-kucoin.readthedocs.io/en/latest/) is used by
`fin_depo` for providing KuCoin support.
## Taxation
Some parts of the world suffers from weird and draconian taxation rules on
cryptocurrencies, so it helps to keep track of the relevant trading
information.
As mentioned above, keep (and backup) both the log file (`output/log.txt`) and
the trades file (`output/trades.csv`).
To help with tax reporting, it might be useful to sign up to tax oriented
websites. For example, [CryptoSkat](https://cryptoskat.dk/) seems to be the
most mature on the danish market, and does support KuCoin.
## TODO
- [ ] Log all trades to CSV file.
- [ ] Parse configuration from json.
- [X] Collect information during the run and output after run
- [ ] Document configuration
- [ ] Document auditing
"""
__all__ = ['__version__', 'run_auto_sell']
import dataclasses
import datetime
import logging
import random
import time
from collections.abc import Callable
from decimal import Decimal
from pathlib import Path
from typing import Any
import fin_defs
import fin_depo
from ._version import __version__
logger = logging.getLogger(__name__)
################################################################################
# Constants #
PATH_OUTPUT = Path('./output').absolute()
PATH_LOG_FILE = PATH_OUTPUT / 'log.txt'
PATH_TRADES_FILE = PATH_OUTPUT / 'trades.csv'
################################################################################
# Main code #
@dataclasses.dataclass(frozen=True)
class AutoSellConfig:
interval_range: tuple[datetime.timedelta, datetime.timedelta]
input_asset: fin_defs.Asset
input_amount_range: tuple[Decimal, Decimal]
output_asset: fin_defs.Asset
seller: fin_depo.defi_kucoin.KucoinDepoFetcher
sleep: Callable[[float], None]
exit_when_empty: bool = True
@dataclasses.dataclass(frozen=True)
class AutoSellRunResults:
order_details: list[fin_depo.data.TradeOrderDetails]
total_duration: datetime.timedelta
total_sleep_duration: datetime.timedelta
def total_input_amount(self) -> Decimal:
return sum(o.input_amount for o in self.order_details)
def total_output_amount(self) -> Decimal:
return sum(o.output_amount for o in self.order_details)
def sample_from_range(rng: random.Random, range: tuple[Any, Any]) -> Any:
multiplier = rng.random()
if isinstance(range[0], Decimal):
multiplier = Decimal(multiplier)
return range[0] + (range[1] - range[0]) * multiplier
def run_auto_sell(config: AutoSellConfig) -> AutoSellRunResults:
rng = random.SystemRandom()
time_start = datetime.datetime.now(tz=datetime.UTC)
all_executed_orders: list[fin_depo.data.TradeOrderDetails] = []
total_sleep_duration = datetime.timedelta(seconds=0)
while True:
# Check that account has tokens.
input_amount_available = config.seller.get_depo().get_amount_of_asset(
config.input_asset,
)
logger.info('Currently own %s %s', input_amount_available, config.input_asset)
if input_amount_available > 0:
amount_to_sell = sample_from_range(rng, config.input_amount_range)
amount_to_sell = min(input_amount_available, amount_to_sell)
logger.info('Attempting to sell %s %s', amount_to_sell, config.input_asset)
order_details = config.seller.place_market_order(
config.input_asset,
amount_to_sell,
config.output_asset,
)
print(order_details)
all_executed_orders.append(order_details)
# TODO: Write order details to file.
del amount_to_sell
elif config.exit_when_empty:
break
# Time out
time_to_sleep = sample_from_range(rng, config.interval_range)
time_to_sleep_secs = time_to_sleep.total_seconds()
logger.info('Sleeping %s (%d seconds)', time_to_sleep, time_to_sleep_secs)
config.sleep(time_to_sleep_secs)
total_sleep_duration += time_to_sleep
del input_amount_available
time_end = datetime.datetime.now(tz=datetime.UTC)
return AutoSellRunResults(
all_executed_orders,
total_duration=time_end - time_start,
total_sleep_duration=total_sleep_duration,
)
def log_results(results: AutoSellRunResults):
logger.info('Stats:')
logger.info('- Num orders: %s', len(results.order_details))
logger.info('- Total sold: %s', results.total_input_amount())
logger.info('- Total gained: %s', results.total_output_amount())
logger.info(
'- Total duration: %s (%s spent sleeping)',
results.total_duration,
results.total_sleep_duration,
)