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POC of buy the dip
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@primeroz
primeroz committed Jan 10, 2021
1 parent 8f301a7 commit f82a123
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Showing 3 changed files with 236 additions and 15 deletions.
1 change: 1 addition & 0 deletions exchange/exchange.go
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Original file line number Diff line number Diff line change
Expand Up @@ -8,5 +8,6 @@ type Exchange interface {
Init(c *cli.Context) (err error)
Stack(c *cli.Context) (result string, err error)
DollarDipAverage(c *cli.Context) (result string, err error)
BuyTheDips(c *cli.Context) (result string, err error)
Withdraw(c *cli.Context) (result string, err error)
}
172 changes: 163 additions & 9 deletions exchange/kraken.go
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Original file line number Diff line number Diff line change
Expand Up @@ -102,18 +102,15 @@ func (k *Kraken) closedOrderTodayForUserRef(orders *krakenapi.ClosedOrdersRespon
return "", krakenapi.Order{}, nil
}

func (k *Kraken) createOrderArgs(c *cli.Context, longshot bool) (map[string]string, error) {
func (k *Kraken) createOrderArgs(c *cli.Context, volume float64, price string, longshot bool) (map[string]string, error) {

args := make(map[string]string)
var volume float64
var price string

// Simple DCA
if k.Action == "stack" {
volume = (c.Float64("amount") / k.AskFloat)
args["orderType"] = "market"

price = k.Ask // For a market volume this is not used, just set for logging purposes
} else if k.Action == "btd" {
args["orderType"] = "limit"
} else if k.Action == "dda" {
//if !longshot {
// //discountPercentage := c.Float64("dip-percentage")
Expand Down Expand Up @@ -161,12 +158,164 @@ func (k *Kraken) createOrderArgs(c *cli.Context, longshot bool) (map[string]stri
return args, nil
}

func (k *Kraken) BuyTheDips(c *cli.Context) (result string, e error) {
k.UserRef = 300

log.WithFields(logrus.Fields{
"action": "btd",
"userRef": k.UserRef,
}).Info("Buying the DIPs on " + k.Name)

log.WithFields(logrus.Fields{
"action": "btd",
"crypto": k.Crypto,
"cryptoBalance": k.BalanceCrypto,
"fiat": k.Fiat,
"fiatBalance": k.BalanceFiat,
"ask": k.Ask,
"budget": c.Float64("budget"),
"n-orders": c.Int64("n-orders"),
}).Debug("Balance before any action is taken")

// Calculate order values from budget
// Each _Unit_ will have the double the value of the unit before
var totalOrderUnits int64
var fiatValueUnit float64
var cryptoVolumeUnit float64

totalOrders := c.Int64("n-orders")
for totalOrders != 0 {
totalOrderUnits += totalOrders
totalOrders -= 1
}

fiatValueUnit = c.Float64("budget") / float64(totalOrderUnits)
cryptoVolumeUnit = fiatValueUnit / k.AskFloat

//var dipOrders []map[string]string

log.WithFields(logrus.Fields{
"action": "btd",
"budget": c.Float64("budget"),
"total-sats": fmt.Sprintf("%.8f", c.Float64("budget")/k.AskFloat),
"dip-percentage": c.Int64("dip-percentage"),
"dip-increments": c.Int64("dip-increments"),
"n-orders": c.Int64("n-orders"),
"total-units": totalOrderUnits,
"fiat-value-unit": fiatValueUnit,
"crypto-volume-unit": cryptoVolumeUnit,
}).Debug("Calculating orders")

var dipOrders []map[string]string

var orderNumber int64
for orderNumber != c.Int64("n-orders") {
//Calculate DIP Discount for this order
discount := c.Int64("dip-percentage") + (orderNumber * c.Int64("dip-increments"))
dipDiscountedPrice := (k.AskFloat / float64(100)) * float64(int64(100)-discount)
dipVolume := cryptoVolumeUnit * float64(orderNumber+1)

log.WithFields(logrus.Fields{
"action": "btd",
"order-number": orderNumber + 1,
"ask-price": k.Ask,
"dip-discount": discount,
"dip-price": dipDiscountedPrice,
"dip-volume": dipVolume,
}).Debug(fmt.Sprintf("Creating discounted order %d", orderNumber+1))

// Create Order and add to list
dipOrderArgs, _ := k.createOrderArgs(c, dipVolume, fmt.Sprintf("%.1f", dipDiscountedPrice), false)

// If volume < 0.001 then do not add to the list, skip to next iteration
if dipVolume < 0.001 {
orderNumber += 1
continue
}

dipOrders = append(dipOrders, dipOrderArgs)
log.WithFields(logrus.Fields{
"action": "btd",
"order-number": orderNumber + 1,
}).Debug("Added Order to list")

orderNumber += 1
}

if len(dipOrders) == 0 {
return "", fmt.Errorf("No Orders were added to the list")
}

//Cancel any open order with our UserRef
if !c.Bool("dry-run") {
openordersArgs := make(map[string]string)
//openordersArgs["trades"] = "true"
openordersArgs["userref"] = fmt.Sprintf("%d", k.UserRef)

resp, _ := k.Api.OpenOrders(openordersArgs)
if len(resp.Open) > 0 {

_, err := k.Api.CancelOrder(fmt.Sprintf("%d", k.UserRef))
fmt.Printf("\n%s\n", err)
if err != nil {
return "", fmt.Errorf("Failed to Cancel Orders for UserRef: %d - %s", k.UserRef, err)
}

log.WithFields(logrus.Fields{
"action": "btd",
"userref": k.UserRef,
}).Info(fmt.Sprintf("%d Open Orders Canceled", len(resp.Open)))
}
}

//Place Orders
orderNumber = 0
for orderNumber != int64(len(dipOrders)) {
thisOrder := dipOrders[orderNumber]
order, err := k.Api.AddOrder(k.Pair, "buy", thisOrder["orderType"], thisOrder["volume"], thisOrder)
if err != nil {
log.WithFields(logrus.Fields{
"action": "btd",
"userref": thisOrder["userref"],
"order-number": orderNumber + 1,
}).Error(fmt.Sprintf("Error Creating orderNumber %d: %s", orderNumber+1, err))

orderNumber += 1
continue
}

var orderId string
if c.Bool("dry-run") {
orderId = "DRY-RUN"
} else {
orderId = strings.Join(order.TransactionIds, ",")
}

log.WithFields(logrus.Fields{
"action": "btd",
"order": order.Description.Order,
"orderId": orderId,
"order-number": orderNumber + 1,
"dryrun": thisOrder["validate"],
"orderType": thisOrder["orderType"],
"volume": thisOrder["volume"],
"price": thisOrder["price"],
"orderFlags": thisOrder["oflags"],
"userref": thisOrder["userref"],
}).Info(fmt.Sprintf("Order Placed %d", orderNumber+1))

orderNumber += 1
}

return "", nil
}

func (k *Kraken) DollarDipAverage(c *cli.Context) (result string, e error) {

// Define a user refernce to use to identify the orders placed by us
// k.UserRef is the DDA order
// k.UserRef+1 is the Long-Shot DDA order
k.UserRef = 2000000001
k.UserRef = 200

log.WithFields(logrus.Fields{
"action": "dda",
Expand Down Expand Up @@ -270,7 +419,7 @@ func (k *Kraken) DollarDipAverage(c *cli.Context) (result string, e error) {

func (k *Kraken) Stack(c *cli.Context) (result string, e error) {

k.UserRef = 1000000001
k.UserRef = 100

log.WithFields(logrus.Fields{
"action": "stack",
Expand All @@ -286,14 +435,19 @@ func (k *Kraken) Stack(c *cli.Context) (result string, e error) {
"ask": k.Ask,
}).Debug("Balance before placing the Order")

orderArgs, err := k.createOrderArgs(c, false)
volume := (c.Float64("amount") / k.AskFloat)
orderArgs, err := k.createOrderArgs(c, volume, k.Ask, false)
if err != nil {
return "", fmt.Errorf("Failed to create args to place order: %s", err)
}

// Place the Order
order, err := k.Api.AddOrder(k.Pair, "buy", orderArgs["orderType"], orderArgs["volume"], orderArgs)
if err != nil {
log.WithFields(logrus.Fields{
"action": "btd",
"userref": k.UserRef,
}).Error(fmt.Sprintf("Error Creating order: %s", err))
return "", fmt.Errorf("Failed to place order: %s", err)
}

Expand Down
78 changes: 72 additions & 6 deletions main.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -161,7 +161,7 @@ func main() {
},
}

dollarDipAverage := cli.Command{
dollarDipAverageCommand := cli.Command{
Name: "dda",
Usage: "Dollar Dip Average",
Description: `Try to stack some sats daily catching the DIP
Expand Down Expand Up @@ -213,19 +213,84 @@ Depending on the difference between the last 7 days high price and the current a
Action: func(c *cli.Context) error {
action = "dda"

// This is only supported on the kraken exchange
if c.String("exchange") != "kraken" {
return cli.Exit("The btd is only supported on the Kraken exchange", 1)
var err error

err = ex.Init(c)
if err != nil {
return cli.Exit(err, 1)
}

result, err = ex.DollarDipAverage(c)
if err != nil {
return cli.Exit(err, 1)
}

return nil
},
}

buyTheDipsCommand := cli.Command{
Name: "btd",
Usage: "Buy the DIPs",
Description: `Places a series of orders to buy the DIPs at different discount prices
More Description here
`,
Flags: []cli.Flag{
&cli.Float64Flag{
Name: "budget",
Usage: "Budget to allocate for the DIPs, set to 0 to allocate all of the available budget",
EnvVars: []string{"STACKER_BTD_BUDGET"},
Required: true,
},
&cli.Int64Flag{
Name: "dip-percentage",
Value: 10,
Usage: "Initial percentage of the firt dip, the other values will be calculated",
EnvVars: []string{"STACKER_BTD_DIP_PERCENTAGE"},
},
&cli.Int64Flag{
Name: "dip-increments",
Value: 5,
Usage: "Increment of dip percentage for each order",
EnvVars: []string{"STACKER_BTD_DIP_INCREMENTS_PERCENTAGE"},
},
&cli.Int64Flag{
Name: "n-orders",
Value: 5,
Usage: "Number of DIPS orders to place",
EnvVars: []string{"STACKER_BTD_DIP_N_ORDERS"},
},
&cli.Int64Flag{
Name: "high-price-days-modifier",
Value: 7,
Usage: "Days behind to use to detect max-price",
EnvVars: []string{"STACKER_BTD_HIGH_PRICE_DAYS"},
},
&cli.Int64Flag{
Name: "high-price-gap-percentage",
Value: 5,
Usage: "Gap between current price and high price to trigger modifier",
EnvVars: []string{"STACKER_BTD_HIGH_PRICE_GAP_PERCENTAGE"},
},
&cli.StringFlag{
Name: "fiat",
Usage: "Fiat to exchange",
EnvVars: []string{"STACKER_BTD_FIAT"},
Required: true,
},
},
Action: func(c *cli.Context) error {
action = "btd"

var err error

err = ex.Init(c)
if err != nil {
return cli.Exit(err, 1)
}

result, err = ex.DollarDipAverage(c)
result, err = ex.BuyTheDips(c)
if err != nil {
return cli.Exit(err, 1)
}
Expand Down Expand Up @@ -272,7 +337,8 @@ Depending on the difference between the last 7 days high price and the current a

allCommands := []*cli.Command{
&stackCommand,
&dollarDipAverage,
&dollarDipAverageCommand,
&buyTheDipsCommand,
&withdrawCommand,
}

Expand Down

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