Wrapper for ccxt exchanges #1365

Yoyae · 2017-11-24T13:56:24Z

What kind of change does this PR introduce? (Bug fix, feature, docs update, ...)
Feature
What is the new behavior (if this is a feature change)?
Added ccxt wrapper that add all exchanges supported by ccxt (https://github.com/ccxt/ccxt)
Other information:
I've not been able to add the wrapper without modifying some core files but I kept the number of changes as low as possible.

As discussed in #1171 , ccxt is working in a different way. This a wrapper to make it work wit Gekko.

erasmuswill · 2017-11-30T08:46:00Z

Finally 👍 I've been looking for a bot that can use ccxt for so long

erasmuswill · 2017-12-04T19:59:14Z

Well this worked fine for me :) Just having some issues replicating the fork on my VPS. Something with deasync but it works fine locally.

Filoz · 2017-12-08T10:28:44Z

@Yoyae this looks really interesting
maybe would be useful some doc to explain how to config it and make it working

Yoyae · 2017-12-08T10:36:46Z

@Filoz Follow Gekko docs. I just added ccxt exchanges as if it is an additionnal exchange. Configuration and uses isn't changing from another (non ccxt) exchange.

mattS00 · 2017-12-11T11:00:33Z

@Yoyae This is awesome! One thing I am noticing Specifically for Binance is constantly throwing the "Insufficient funds" error. This seems to be because of the Rounding of assets and currencies. I am not sure about the best way to go about fixing it though I understand within ccxt's exchange.js you can calculate the lot size and price precision using the following;
` priceToPrecision (symbol, price) {
return parseFloat (price).toFixed (this.markets[symbol].precision.price)
}

amountToPrecision (symbol, amount) {
    return this.truncate(amount, this.markets[symbol].precision.amount)
}

amountToLots (symbol, amount) {
    return this.amountToPrecision (symbol, Math.floor (amount / this.markets[symbol].lot) * this.markets[symbol].lot)
}`

I would implement it but unfortunately I have the JS skills of a 5 year old.

cmroche · 2017-12-11T13:22:34Z

@mattS00 The issue with Binance rounding should be fixed in the binance implementation not don through CCXT. Just to confirm, your issue is with using Binance through CCXT and not using Binance directly, is that correct?

…ing fees.

Yoyae · 2017-12-11T14:07:57Z

@mattS00 I've add rounding on amount before sending the order (buying or selling), if the precision exists.
Note that for Binance, ccxt was already doing some rounding using amountToPrecision. In this case, it should work with amountToLots as discussed in ccxt/ccxt#663.

I don't have time to test this change. There shouldn't be any problem but be carefull as it hasn't been tested out yet.

mattS00 · 2017-12-11T14:19:05Z

@Yoyae awesome! @cmroche I will check it out didn't even notice it was added as a normal exchange as well :O.

mattS00 · 2017-12-11T14:33:31Z

@Yoyae When I started the bot in gave me an error after updating:
Error buy TypeError: Cannot read property 'lot' of undefined
at /root/gekko/exchanges/ccxt.js:153:38
at Trader.buy (/root/gekko/exchanges/ccxt.js:180:6)
at Trader.bound [as buy] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
at Timeout._onTimeout (/root/gekko/exchanges/ccxt.js:69:25)
at ontimeout (timers.js:365:14)
at tryOnTimeout (timers.js:237:5)
at Timer.listOnTimeout (timers.js:207:5)

Yoyae · 2017-12-11T16:30:03Z

@mattS00 I fixed the coding issue but that doesn't solve "Insufficient funds" error.
It's coming from somewhere else. I'll look into it.

From my understanding, there is a price or amount issue. Here's an example :

2017-12-11 16:22:21 (INFO): USDT: 42.977811000000
2017-12-11 16:22:21 (INFO): BTC: x
2017-12-11 16:22:21 (INFO):

2017-12-11 16:22:21 (INFO): Trader Received advice to go long. Buying BTC
2017-12-11 16:22:23 (INFO): Attempting to BUY 0.0026577023493850735 BTC at Ccxt price: 16188.92
2017-12-11 16:22:23 (ERROR): Error buy { Error: binance POST https://api.binance.com/api/v3/order 400 Bad Request {"code":-2010,"msg":"Account has insufficient balance for requested action."}.....

The issue came from BUY 0.0026577023493850735 BTC x price: 16188.92 = 43.0253307 USDT (too much). So either the price or the amount is not calculate/fetch in the correct way.

mattS00 · 2017-12-11T22:56:19Z

@Yoyae My understanding it we also have to set the PriceToPrecision playing around with it, seems to work if I place parseFloat (price).toFixed (4); for ADX for example.

priceToPrecision (symbol, price) {
return parseFloat (price).toFixed (this.markets[symbol].precision.price)
}

mattS00 · 2017-12-13T06:38:49Z

@Yoyae I have been playing around with it and the following seems to fix the insufficient fund issues Obviously we need to do the same for buy.

Trader.prototype.sell = function(amount, price, callback) {
  var args = _.toArray(arguments);

  var retFlag = false;
  (async () => {
    try{
       var roundAmount = 0;
       var priceAmount = 0;
       try{
         var lot = this.ccxt.markets[this.pair]['lot'];
       }catch(e){
         var lot = undefined;
       }
       try{
         var precision = this.ccxt.markets[this.pair]['precision']['amount'];
       }catch(e){
         var precision = undefined;
       }
       if(!_.isUndefined(lot)){
          roundAmount = this.ccxt.amountToLots(this.pair, amount);
         priceAmount = this.ccxt.priceToPrecision(this.pair, price);
       }else if (!_.isUndefined(precision)){
          roundAmount = this.ccxt.amountToPrecision(this.pair, amount);
          priceAmount = this.ccxt.priceToPrecision(this.pair, price);
       }else{
          roundAmount = amount;
          priceAmount = price;
       }
       
       data = await this.ccxt.createLimitSellOrder (this.pair, roundAmount, priceAmount);

       callback(null, data['id']);
    }catch(e){
       log.error(e);
       retFlag = true;
       return this.retry(this.sell, args);
    }
    retFlag = true;
  }) ();
  deasync.loopWhile(function(){return !retFlag;});
}

Yoyae · 2017-12-13T09:32:20Z

@mattS00 Thanks for your testing. I've made the change and it works well (on binance at least. I didn't try it on other exchanges).

Shootle · 2017-12-13T16:39:48Z

@Yoyae@mattS00 Please con you share the tested working code, I can try it here. Thanks.

Yoyae · 2017-12-13T16:56:34Z

@Shootle I usually use a test strategy like this

//====================================================================
// Initialization 
//====================================================================

// Prepare everything our method needs
strat.init = function() {
   log.debug("init");
   this.test = 0;
}

//====================================================================
// Handle Routine 
//====================================================================
strat.update = function(candle) {
   if(this.test == 0){
      this.advice('long');
      this.test = 1;
   }
}

It buy one time the selected pair. (just long by short to sell).

mattS00 · 2017-12-14T12:25:37Z

Hmm @Yoyae after trying it with a couple of different assets QSP/BNB throws the -2010 error although it seems to be something to do with the Amount not the price the max amount should in fact be 700 not 727.98 gonna look into it now.

2017-12-14 11:32:43 (DEBUG):	Reel price and amount are :  727.98 QSP at 0.03475 BNB
2017-12-14 11:32:44 (ERROR):	Error buy { Error: binance POST https://api.binance.com/api/v3/order 400 Bad Request {"code":-2010,"msg":"Account has insufficient balance for requested action."} (possible reasons: invalid API keys, bad or old nonce, exchange is down or offline, on maintenance, DDoS protection, rate-limiting)
    at binance.defaultErrorHandler (/root/gekko/node_modules/ccxt/js/base/Exchange.js:410:15)
    at response.text.then.text (/root/gekko/node_modules/ccxt/js/base/Exchange.js:423:25)
    at process._tickDomainCallback (internal/process/next_tick.js:129:7)
    at Function.module.exports.loopWhile (/root/gekko/node_modules/deasync/index.js:71:11)
    at Trader.buy (/root/gekko/exchanges/ccxt.js:189:11)
    at Trader.bound [as buy] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at Manager.buy (/root/gekko/plugins/trader/portfolioManager.js:216:17)
    at Manager.bound [as buy] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
    at Manager.act (/root/gekko/plugins/trader/portfolioManager.js:162:16)
    at bound (/root/gekko/node_modules/lodash/dist/lodash.js:729:21) constructor: [Function: ExchangeNotAvailable] }

Looking at it seems to calculate the lot at the previous price...

Yoyae · 2017-12-15T16:59:44Z

@mattS00 Thanks for looking at it. I will add some trace to know what price and amount is taken and when/why. I don't have time these day to look deeply into it :/

Yoyae · 2017-12-18T09:40:04Z

@mattS00 It seems the ask/bid price was not inverted as I previously thought. I fixed it. It should be good now.

mattS00 · 2017-12-19T11:48:56Z

@Yoyae Trading is working although after buying the following happens
2017-12-19 10:22:17 (ERROR): TypeError: Cannot read property 'balance' of undefined
at PerformanceAnalyzer.calculateReportStatistics (/root/gekko/plugins/performanceAnalyzer/performanceAnalyzer.js:134:37)
at PerformanceAnalyzer.bound [as calculateReportStatistics] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
at PerformanceAnalyzer.processTrade (/root/gekko/plugins/performanceAnalyzer/performanceAnalyzer.js:69:23)
at Trader.bound (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
at emitOne (events.js:115:13)
at Trader.emit (events.js:210:7)
at Trader.bound [as emit] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
at Manager.Trader.manager.on.trade (/root/gekko/plugins/trader/trader.js:24:10)
at emitOne (events.js:115:13)
at Manager.emit (events.js:210:7)

Signed-off-by: Wilhelm Erasmus <wilhelm.erasmus@burtronix.com>

Added minimum order for luno.

Lots of fixes and error handling improvement.

Yoyae · 2017-12-27T00:34:41Z

@mattS00 I fixed the error.
@WilhelmErasmus I change a lot of things, It doesn't work based on deasync lib anymore. It may solve your issue on VPS.

Solving conflict

erasmuswill · 2018-04-11T07:35:22Z

@askmike Any idea when this will be merged?

stale · 2019-01-13T06:39:22Z

This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions. If you feel this is very a important issue please reach out the maintainer of this project directly via e-mail: gekko at mvr dot me.

Yoyae added 6 commits November 24, 2017 14:25

Add files via upload

0d792bd

Update marketFetcher.js

675a210

Update exchangeChecker.js

97cb6d1

Update exchanges.js

f34ddfa

Update package.json

d863128

Update Dockerfile

660e1c1

erasmuswill mentioned this pull request Dec 6, 2017

Luno does not implement limits or precision and this prevents trades ccxt/ccxt#759

Closed

Correct amount when buying/selling with rounded amount. Correct fetch…

e6914f6

…ing fees.

Yoyae added 2 commits December 11, 2017 17:23

Fix bug when rounding amount

2e3ba05

Fix sell part (rounding)

5b4f3a9

mattS00 mentioned this pull request Dec 13, 2017

feature request to get cxxt integration #1459

Closed

Fix rounded amount and price

bf9f6e6

Fix ask/bid ticker

e8582cd

erasmuswill mentioned this pull request Dec 18, 2017

Don't die if the order fails, just print an error [Discussion] #1441

Closed

Yoyae mentioned this pull request Dec 22, 2017

Killing trader action when new advice gets received. #1536

Closed

Wilhelm Erasmus and others added 4 commits December 25, 2017 18:06

Added minimum order for luno.

46d389c

Signed-off-by: Wilhelm Erasmus <wilhelm.erasmus@burtronix.com>

Merge pull request #1 from WilhelmErasmus/ccxt-addLunoDetails

bdf24d1

Added minimum order for luno.

Update Ccxt

fef75eb

Lots of fixes and error handling improvement.

Core file update from stable repo

8287ea6

Yoyae added 2 commits December 28, 2017 13:57

Update from develop branch

150c0ae

Update from develop branch

99c7ef8

Solving conflict

stale bot added the wontfix label Jan 13, 2019

stale bot closed this Jan 20, 2019

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Wrapper for ccxt exchanges #1365

Wrapper for ccxt exchanges #1365

Yoyae commented Nov 24, 2017

erasmuswill commented Nov 30, 2017

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Filoz commented Dec 8, 2017

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Wrapper for ccxt exchanges #1365

Wrapper for ccxt exchanges #1365

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Yoyae commented Nov 24, 2017

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