226 lines
7.1 KiB
Python
226 lines
7.1 KiB
Python
"""# Automatic Crypto Seller.
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This is a wrapper about [`fin_depo`] for automatically individual financial
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assets a one way, by using repeated trades over a period.
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The primary motivation is for trading low-volume crypto assets slowly without
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affecting the price too much.
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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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Run using from the top directory:
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```shell
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python -m crypto_seller
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```
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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 too consistent behaviour.
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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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## Auditing information
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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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- [`python-kucoin`](https://python-kucoin.readthedocs.io/en/latest/) is used by
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`fin_depo` for providing KuCoin support.
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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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- [ ] Log all trades to CSV file.
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- [ ] Parse configuration from json.
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- [X] Collect information during the run and output after run
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- [ ] Document configuration
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- [ ] Document auditing
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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 pathlib import Path
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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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PATH_OUTPUT = Path('./output').absolute()
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PATH_LOG_FILE = PATH_OUTPUT / 'log.txt'
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PATH_TRADES_FILE = PATH_OUTPUT / 'trades.csv'
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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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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)
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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)
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def sample_from_range(rng: random.Random, range: 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(range[0], Decimal):
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multiplier = Decimal(multiplier)
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return range[0] + (range[1] - range[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)
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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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logger.info('Attempting to sell %s %s', amount_to_sell, config.input_asset)
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order_details = config.seller.place_market_order(
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config.input_asset,
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amount_to_sell,
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config.output_asset,
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)
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print(order_details)
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all_executed_orders.append(order_details)
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# TODO: Write order details to file.
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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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