dca.py

# THIS IS PROVIDED WITHOUT ANY WARRANTY EXPLICIT OR IMPLICIT
# THE AUTHORS ARE NOT RESPONSIBLE FOR ANY SECURITY ISSUES OR FINANCIAL LOSSES

# Installing requirements: pip install python-bittrex
# Then, change the next two lines with your Bittrex API info (with limit order & view info access)
BITTREX_PUBLIC = "INSERT BITTREX PUBLIC HERE"
BITTREX_SECRET = "INSERT BITTREX SECRET HERE"
# Finally, see the bottom of this file

# (do not edit below this point)
import bittrex, time, os
from bittrex.bittrex import Bittrex, API_V2_0

def run_async(func):
    """ Async decorator  """
    from threading import Thread
    from functools import wraps

    @wraps(func)
    def async_func(*args, **kwargs):
        func_hl = Thread(target = func, args = args, kwargs = kwargs)
        func_hl.start()
        return func_hl

    return async_func

@run_async
def do_dca(market, ordersize, interval, action, orderbook_id):
    my_bittrex = Bittrex(BITTREX_PUBLIC, BITTREX_SECRET, api_version=API_V2_0)  
    trade_method = my_bittrex.trade_buy
    if action == "SELL":
        trade_method = my_bittrex.trade_sell
    while True:
        try:
            orderbook = my_bittrex.get_orderbook(market, depth_type=orderbook_id)['result'][orderbook_id]
            rates = [x['Rate'] for x in orderbook]
            # best rate on book is min rate when buying, max when selling
            top_rate = min(rates)
            if action == "SELL":
                top_rate = max(rates)
            my_rate = top_rate * 1.05 # add some cushion to get fill; will tend to underestimate order size; adjust for fill probability / size closeness tradeoff

            amount = ordersize / my_rate

            print action, market, "@", my_rate, "order size", my_rate * amount, "expected order size", ordersize
            print trade_method(market=market, order_type=bittrex.bittrex.ORDERTYPE_LIMIT, quantity=amount, time_in_effect=bittrex.bittrex.TIMEINEFFECT_IMMEDIATE_OR_CANCEL, condition_type=bittrex.bittrex.CONDITIONTYPE_NONE, target=0.0, rate=my_rate)
        except Exception as e:
            print "Buy Failed", e
        print "Waiting", interval, "seconds"
        time.sleep(interval)

def dca_buy(market, rate, interval):
    """ Buys into market at specified order size (of first currency in market pair) using market orders with time spacing interval """
    do_dca(market, rate, interval, "BUY", bittrex.SELL_ORDERBOOK)

def dca_sell(market, rate, interval):
    """ Sells into market at specified order size using market orders with time spacing interval """
    do_dca(market, rate, interval, "SELL", bittrex.BUY_ORDERBOOK)


if __name__ == "__main__":
    # Start your dca threads up here
    dca_buy("BTC-ETH", 1.0 / (2.0 * 24 * 7 * 1.0), 1800) # buy ETH with BTC at a rate of 1BTC/wk, with market orders every 30 mins
    time.sleep(5) # stop outputs from colliding
    dca_buy("BTC-ZEC", 0.5 / (2.0 * 24 * 7 * 1.0), 1800) # buy ZEC with BTC at a rate of .5BTC/wk, with market orders every 30 mins
    while True: # allow kills
        try:
            time.sleep(1)
        except KeyboardInterrupt:
            print "exiting"
            os._exit(1)

# WARNING: we recommend constant monitoring of this script and associated Bittrex accounts; also DO NOT store money on exchanges
# THIS IS NOT AN ENDORSEMENT OF ANY EXCHANGE