Merge pull request #1 from FuturBroke/dca-delay

Config & DCA: Added DCA delay in days. Few fixes & improvements.

README.md

@@ -2,8 +2,8 @@
 Kraken-DCA is a python program to automate
 [Dollar Cost Averaging](https://www.investopedia.com/terms/d/dollarcostaveraging.asp) on 
 [Kraken](https://kraken.com) exchange.<br>
-At every launch, if no DCA pair order was already passed in the current day for the specified pair in the configuration 
-file, it will create a buy limit order at current pair ask price for the specified amount in configurationn file.
+At every launch, if no DCA pair order was already passed for the pair and delay in configuration 
+file, it will create a buy limit order at current pair ask price for the specified amount.
 
 Order history is saved in CSV format
 
@@ -16,7 +16,7 @@ The program will need a Kraken public and private API key with permissions to:
 API keys can be created from the [API page](https://www.kraken.com/u/security/api) of your Kraken account.
 
 # Orders
-The pair and the amount to DCA per day need to be specified in configuration file.
+The pair and the amount to buy need to be specified in the configuration file.
 
 ## What are the order settings ?
 A buy limit taker order is created by the program at its execution, 0.26% fee are assumed.<br>
@@ -71,11 +71,13 @@ api:
   public_key: "KRAKEN_API_PUBLIC_KEY"
   private_key: "KRAKEN_API_PRIVATE_KEY"
 
-# Pair to DCA and corresponding amount per day.
+# DCA days delay, pair to DCA and corresponding amount to buy.
 dca:
+  delay: 2
   pair: "XETHZEUR"
   amount: 20
 ```
+- Delay is the number of days between buy orders. Set to 1 to DCA each day, 7 once per week.
 - Available pairs for pair field can be found [here](https://api.kraken.com/0/public/AssetPairs) on *altname*.
 - Amount of quote asset to sell to buy base asset.
 

__main__.py

@@ -11,7 +11,7 @@
         # configuration file and data from Kraken.
         pair = Pair.get_pair_from_kraken(ka, config.pair)
         # Initialize the DCA object.
-        dca = DCA(ka, pair, config.amount)
+        dca = DCA(ka, config.delay, pair, config.amount)
         # Execute DCA logic.
         dca.handle_dca_logic()
     except Exception as e:

config.yaml

@@ -3,7 +3,8 @@ api:
   public_key: "KRAKEN_API_PUBLIC_KEY"
   private_key: "KRAKEN_API_PRIVATE_KEY"
 
-# Pair to DCA and corresponding amount per day.
+# DCA days delay, pair to DCA and corresponding amount to buy.
 dca:
+  delay: 1
   pair: "XETHZEUR"
   amount: 20

kraken_dca/config.py

@@ -8,6 +8,7 @@ class Config:
 
     api_public_key: str
     api_private_key: str
+    delay: int
     pair: str
     amount: float
 
@@ -23,19 +24,22 @@ def __init__(self, config_file: str) -> None:
                     config = yaml.load(stream, Loader=yaml.SafeLoader)
                     self.api_public_key = config.get("api").get("public_key")
                     self.api_private_key = config.get("api").get("private_key")
+                    self.delay = config.get("dca").get("delay")
                     self.pair = config.get("dca").get("pair")
                     self.amount = float(config.get("dca").get("amount"))
-                except (TypeError, AttributeError, yaml.YAMLError) as e:
+                except (ValueError, TypeError, AttributeError, yaml.YAMLError) as e:
                     raise ValueError(f"Configuration file incorrectly formatted: {e}")
         except EnvironmentError:
             raise FileNotFoundError("Configuration file not found.")
         if not self.api_public_key:
             raise TypeError("Please provide your Kraken API public key.")
         elif not self.api_private_key:
             raise TypeError("Please provide your Kraken API private key.")
+        elif not self.delay or type(self.delay) is not int or self.delay <= 0:
+            raise TypeError("Please set the DCA days delay as a number > 0.")
         elif not self.pair:
             raise TypeError("Please provide the pair to dollar cost average.")
-        elif not self.amount or self.amount <= 0:
+        elif not self.amount or type(self.amount) is not float or self.amount <= 0:
             raise TypeError(
                 "Please provide an amount > 0 to daily dollar cost average."
             )

kraken_dca/dca.py

@@ -7,7 +7,7 @@
     current_utc_day_datetime,
     datetime_as_utc_unix,
 )
-from datetime import datetime
+from datetime import datetime, timedelta
 
 
 class DCA:
@@ -16,13 +16,15 @@ class DCA:
     """
 
     ka: KrakenApi
+    delay: int
     pair: Pair
     amount: float
     orders_filepath: str
 
     def __init__(
         self,
         ka: KrakenApi,
+        delay: int,
         pair: Pair,
         amount: float,
         orders_filepath: str = "orders.csv",
@@ -31,10 +33,12 @@ def __init__(
         Initialize the DCA object.
 
         :param ka: KrakenApi object.
+        :param delay: DCA days delay between buy orders.
         :param pair: Pair to dollar cost average as string.
         :param amount: Amount to dollar cost average as float.
         """
         self.ka = ka
+        self.delay = delay
         self.pair = pair
         self.amount = float(amount)
         self.orders_filepath = orders_filepath
@@ -75,7 +79,7 @@ def handle_dca_logic(self) -> None:
             order.save_order_csv(self.orders_filepath)
             print("Order information saved to CSV.")
         else:
-            print("Already DCA today.")
+            print("Already DCA.")
 
     def get_system_time(self) -> datetime:
         """
@@ -135,10 +139,10 @@ def count_pair_daily_orders(self) -> int:
         )
 
         # Get daily closed orders.
-        day_datetime = current_utc_day_datetime()
-        current_day_unix = datetime_as_utc_unix(day_datetime)
+        start_day_datetime = current_utc_day_datetime() - timedelta(days=self.delay - 1)
+        start_day_unix = datetime_as_utc_unix(start_day_datetime)
         closed_orders = self.ka.get_closed_orders(
-            {"start": current_day_unix, "closetime": "open"}
+            {"start": start_day_unix, "closetime": "open"}
         )
         daily_closed_orders = len(
             self.extract_pair_orders(closed_orders, self.pair.name, self.pair.alt_name)

kraken_dca/order.py

@@ -36,6 +36,7 @@ def __init__(
         volume: float,
         price: float,
         fee: float,
+        total_price: float,
     ) -> None:
         """
         Initialize the Order object.
@@ -52,6 +53,7 @@ def __init__(
         :param price: Order price.
         :param fee: Order fee.
         :param pair_price: Order pair price.
+        :param total_price: Total price of the order (order price + fee).
         """
         self.date = date
         self.pair = pair
@@ -62,7 +64,7 @@ def __init__(
         self.volume = volume
         self.price = price
         self.fee = fee
-        self.total_price = price + fee
+        self.total_price = total_price
 
     @classmethod
     def buy_limit_order(
@@ -92,8 +94,18 @@ def buy_limit_order(
         order_type = "limit"
         # Pay fee in quote asset.
         o_flags = "fciq"
+        total_price = round(price + fee, quote_decimals)
         return cls(
-            date, pair, type, order_type, o_flags, pair_price, volume, price, fee
+            date,
+            pair,
+            type,
+            order_type,
+            o_flags,
+            pair_price,
+            volume,
+            price,
+            fee,
+            total_price,
         )
 
     def send_order(self, ka: KrakenApi) -> None:

kraken_dca/pair.py

@@ -16,6 +16,7 @@ class Pair:
     quote: str
     pair_decimals: int
     lot_decimals: int
+    quote_decimals: int
     order_min: float
 
     def __init__(

tests/fixtures/config.yaml

@@ -3,7 +3,8 @@ api:
   public_key: "KRAKEN_API_PUBLIC_KEY"
   private_key: "KRAKEN_API_PRIVATE_KEY"
 
-# Pair to DCA and corresponding amount per day.
+# DCA days delay, pair to DCA and corresponding amount to buy.
 dca:
+  delay: 1
   pair: "XETHZEUR"
   amount: 20

tests/test_dca.py

@@ -19,10 +19,12 @@ def setup(self):
         # Initialize the Pair object.
         pair = Pair("XETHZEUR", "ETHEUR", "XETH", "ZEUR", 2, 8, 4, 0.005)
         # Initialize the DCA object.
-        self.dca = DCA(ka, pair, 20, self.test_orders_filepath)
+        self.dca = DCA(ka, 1, pair, 20, self.test_orders_filepath)
 
     def test_init(self):
         assert type(self.dca.ka) == KrakenApi
+        assert type(self.dca.delay) == int
+        assert self.dca.delay == 1
         assert type(self.dca.pair) == Pair
         assert type(self.dca.amount) == float
         assert self.dca.amount == 20
@@ -61,7 +63,7 @@ def test_handle_dca_logic_error(self, capfd):
         test_output = (
             "Hi, current configuration: DCA pair: XETHZEUR, DCA amount: 20.0.\nIt's 2021-04-16 18:54:53 on "
             "Kraken, 2021-04-16 18:54:53 on system.\nCurrent trade balance: 16524.7595 ZUSD.\nPair "
-            "balances: 359.728 ZEUR, 0.128994332 XETH.\nAlready DCA today.\n"
+            "balances: 359.728 ZEUR, 0.128994332 XETH.\nAlready DCA.\n"
         )
         assert captured.out == test_output
 
@@ -157,6 +159,7 @@ def test_send_buy_limit_order_error(self):
             0.001,
             1.9608,
             0.0052,
+            20.0,
         )
         with pytest.raises(ValueError) as e_info:
             self.dca.send_buy_limit_order(order)
@@ -179,6 +182,7 @@ def test_send_buy_limit_order(self, capfd):
             0.01029256,
             19.9481,
             0.0519,
+            20.0,
         )
         self.dca.send_buy_limit_order(order)
         captured = capfd.readouterr()

tests/test_order.py

@@ -21,6 +21,7 @@ def setup(self):
             0.00957589,
             19.9481,
             0.0519,
+            round(19.9481 + 0.0519, 4),
         )
         self.ka = KrakenApi(
             "R6/OvXmIQEv1E8nyJd7+a9Zmaf84yJ7uifwe2yj5BgV1N+lgqURsxQwQ",
@@ -49,7 +50,7 @@ def test_init(self):
         assert type(self.order.fee) == float
         assert self.order.fee == 0.0519
         assert type(self.order.total_price) == float
-        assert self.order.total_price == 19.9481 + 0.0519
+        assert self.order.total_price == 20.0
 
     def test_buy_limit_order(self):
         self.order = Order.buy_limit_order(