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app.py
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app.py
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import os
from decimal import Decimal, ROUND_DOWN
import dateutil.parser
from dateutil.tz import tzutc
import datetime
import gdax
import requests
from pprint import pformat as p
client = gdax.AuthenticatedClient(
os.environ.get('GDAX_API_KEY'), os.environ.get('GDAX_API_SECRET'),
os.environ.get('GDAX_PASSPHRASE'))
def get_bank_id(client=client):
account_type = 'ach_bank_account'
payment_methods = client.get_payment_methods()
for p in payment_methods:
if p['type'] == account_type:
return p['id']
def get_completed_deposits(client=client):
a = get_usd_account(client=client)
history = client.get_account_history(a['id'])[0]
for entry in history:
if entry['type'] == 'transfer' and entry['details'][
'transfer_type'] == 'deposit':
yield entry
def get_all_deposits(client=client):
a = get_usd_account(client=client)
r = requests.get(client.url + '/accounts/{}/transfers'.format(a['id']),
auth=client.auth)
return r.json()
def should_create_deposit(deposits, interval=datetime.timedelta(days=15)):
for d in deposits:
created_at = dateutil.parser.parse(d['created_at'])
canceled_at = d['canceled_at']
completed_at = dateutil.parser.parse(d['completed_at']) if d[
'completed_at'] else None
now = datetime.datetime.now(tzutc())
if created_at > (now - interval):
return False
return True
def get_usd_account(client=client):
accounts = client.get_accounts()
for a in accounts:
if a['currency'] == 'USD':
return a
def allocation_amounts(amount, allocation_percentages):
asset_allocation = dict()
for currency, percentage in allocation_percentages.items():
allocation = amount * Decimal(percentage)
asset_allocation[currency] = allocation
return asset_allocation
def get_available_to_trade(client=client):
account = get_usd_account(client=client)
return Decimal(account['available'])
def buy(currency, amount_in_usd, client=client, dry_run=False):
pair = '{}-USD'.format(currency)
funds = amount_in_usd.quantize(Decimal('.01'), rounding=ROUND_DOWN)
buy_params = dict(
product_id=pair, type='market', side='buy', funds=str(funds))
if dry_run:
print('dry_run')
print(buy_params)
else:
return client.buy(**buy_params)
def allocate_usd(client=client,
dry_run=False,
get_available_to_trade=get_available_to_trade,
allocation_percentages=dict(),
minimum_available_to_trade=Decimal('100')):
available = get_available_to_trade(client=client)
buys = list()
if available >= minimum_available_to_trade:
amounts = allocation_amounts(available, allocation_percentages)
for currency, amount_in_usd in amounts.items():
buys.append(
buy(currency, amount_in_usd, client=client, dry_run=dry_run))
return buys
def deposit(amount, client=client):
payment_id = get_bank_id(client=client)
return client.deposit(
amount=amount, currency='USD', payment_method_id=payment_id)
def main(deposit_amount, deposit_interval, min_available_to_trade,
asset_allocation, print_fn):
prev_deposits = get_all_deposits()
print_fn('Checking whether to deposit...')
if should_create_deposit(prev_deposits, interval=deposit_interval):
print_fn('No deposit in {}. Creating deposit for ${}.'.format(
deposit_interval, deposit_amount))
print_fn(p(deposit(deposit_amount)))
else:
print_fn('Skipped deposit.')
print_fn('Checking whether to allocate...')
allocations = allocate_usd(
minimum_available_to_trade=min_available_to_trade,
allocation_percentages=asset_allocation)
if not allocations:
print_fn('Skipped allocations.')
else:
print_fn(p(allocations))
print_fn('Done.')