A very simple trading bot

simple_bot.py

import ccxt
import numpy as np

key = "mykey"
secret = "topsecret"

symbol = 'USDX/USDT'

exch = ccxt.ascendex({
    'apiKey': key,
    'secret': secret,
    'timeout': 30000,
    'enableRateLimit': True,
})

# Grab the last 24 1-hour candles
candles = exch.fetch_ohlcv(symbol, '1h', limit=24)
highs = [ candle[2] for candle in candles ]
lows = [ candle[3] for candle in candles ]

# Get the top 10% and bottom 10%
high = np.quantile(highs, 0.90)
low = np.quantile(lows, 0.10)

# Calculate a spread between high and low
spread = ((high / low) - 1) * 100

print("High", high)
print("Low", low)
print("Spread", spread)

# If the spread is greater than 5%
if spread > 5:
    # Fetch and cancel all current open orders
    open_orders = exch.fetch_open_orders(symbol)
    print("Number of open orders: ", len(open_orders))
    for order in open_orders:
        order_id = order['id']
        print("Cancelling order id: ", order_id)
        exch.cancel_order(order_id, symbol)

    # get balances
    balances = exch.fetch_balance()
    free_balances = balances['free']
    usdt_free = free_balances.get('USDT', 0)
    usdx_free = free_balances.get('USDX', 0)

    print("USDT free:", usdt_free)
    print("USDX free:", usdx_free)

    # if we have some USDX then create sell order
    if usdx_free > 50:
        amount = int(usdx_free * 0.998)
        print(f"Creating Sell order for {amount} @ {high}")
        exch.createLimitSellOrder(symbol, amount, high)

    # if we have any USDT then create buy order
    if usdt_free > 50:
        amount = int((usdt_free * 0.998) / low)
        print(f"Creating Buy order for {amount} @ {low}")
        exch.createLimitBuyOrder(symbol, amount, low)