tools.py

import sys, os, asyncio, time, ast, json, boto3
from botocore.exceptions import ClientError
import price_feeds, contracts
from dotenv import dotenv_values
import urllib.request
from urllib.request import Request, urlopen
from multiprocessing import Process

def getSymbolFromName(market,position):
  return market.split('_')[position]

def getKey(d,v):
  for key,item in d.items():
    if item == v:
      return key

async def callback(response):
  # print(f"Received response: {response}")
  return response

async def placeOrdersCallback(response):
  print(f"Received response: {response}")
  return response

async def getPairObj(pair, apiUrl):
  pairs = json.loads(urlopen(apiUrl + "pairs").read())
  for item in pairs:
    if item["pair"] == pair:
      return item

def getIncrement(quoteDisplayDecimals):
  return float(1 * pow(10,-1 * quoteDisplayDecimals));
    
def getMyOrdersSorted():
  bids = []
  asks = []
  for order in contracts.activeOrders:
    if order['side'] == 0:
      bids.append(order)
    elif order['side'] == 1:
      asks.append(order)
  sortedBids = sorted(bids, key = lambda d: d['price'], reverse = True)
  sortedAsks = sorted(asks, key = lambda d: d['price'])
  
  return sortedBids, sortedAsks
  # if len(sortedBids) > 0: 
  #   myBestBid = sortedBids[0]['price']
  # else:
  #   myBestBid = 0
  # if len(sortedAsks) > 0: 
  #   myBestAsk = sortedAsks[0]['price']
  # else:
  #   myBestAsk = marketPrice*2
  
def getSpread(marketPrice,settings,funds,totalFunds,level,side):
  defensiveSkew = 0
  offensiveSkew = 0
  levelSpread = 0
  volSpread = price_feeds.volSpread
  if side == 1:
    funds = funds * marketPrice
  if (funds < totalFunds/2):
    multiple = ((funds/totalFunds) - .5) * 20 * -1
    defensiveSkew = multiple * settings["defensiveSkew"];
  if 'offensiveSkew' in settings and (funds > totalFunds/2):
    multiple = ((funds/totalFunds) - .5) * 20 * -1
    offensiveSkew = multiple * settings["offensiveSkew"];
  if level["level"] > 0:
    levelSpread = level["spread"]/100
  spread = defensiveSkew/100 + offensiveSkew/100 + levelSpread + volSpread/2
  return spread

def getQty(price, side, level, availableFunds,pairObj):
  if side == 0:
    # print("AVAILABLE FUNDS IN QUOTE BID: ",availableFunds, "AMOUNT: ",level["qty"])
    if level["qty"] < availableFunds/price:
      return level["qty"]
    elif availableFunds > float(pairObj["mintrade_amnt"]):
      return availableFunds/price - pow(10,-1 *pairObj["basedisplaydecimals"])
    else: 
      return 0
  elif side == 1:
    # print("AVAILABLE FUNDS ASK: ",availableFunds, "AMOUNT: ",level["qty"])
    if level["qty"] < availableFunds:
        return level["qty"]
    elif availableFunds * price > float(pairObj["mintrade_amnt"]):
      return availableFunds - pow(10,-1 *pairObj["basedisplaydecimals"])
    else:
      return 0
  else: 
    return 0

def getPrivateKey(market,settings):

  secret_name = settings['secret_name']
  region_name = settings['secret_location']

  # Create a Secrets Manager client
  session = boto3.session.Session()
  client = session.client(
      service_name='secretsmanager',
      region_name=region_name
  )

  try:
      get_secret_value_response = client.get_secret_value(
          SecretId=secret_name
      )
  except ClientError as e:
      # For a list of exceptions thrown, see
      # https://docs.aws.amazon.com/secretsmanager/latest/apireference/API_GetSecretValue.html
      raise e

  secret = ast.literal_eval(get_secret_value_response['SecretString'])
  pk = secret[secret_name]
  if pk[:2] != '0x':
    pk = '0x' + pk
  return pk

def getTakerFill(settings,marketPrice,executePrice,book,bybitBook,side,myBestOrder):
  qtyFilled = 0
  qtyAvailable = 0
  try:
    # print('try getTakerFill')
    if side == 0:
      for order in book:
        if order[0] < executePrice and order[0] < myBestOrder:
          qtyFilled = qtyFilled + order[1]
        else:
          break
      # for order in bybitBook:
      #   if order[0] > marketPrice * (1 - settings['maxSlippage']):
      #     qtyAvailable = qtyAvailable + order[1]
      #   else:
      #     break
    if side == 1:
      for order in book:
        if order[0] > executePrice and order[0] > myBestOrder:
          qtyFilled = qtyFilled + order[1]
        else:
          break
      # for order in bybitBook:
      #   if order[0] < marketPrice * (1 + settings['maxSlippage']):
      #     qtyAvailable = qtyAvailable + order[1]
      #   else:
      #     break
    # if qtyFilled > qtyAvailable:
    #   qtyFilled = qtyAvailable
    # print('qtyFilled',qtyFilled)
    return qtyFilled
  except Exception as error:
    print('failed getTakerFill:', error)
    return 0