add python ccxt version

config.py

@@ -0,0 +1,13 @@
+API_KEY = "yourapikey"
+SECRET_KEY = "yoursecretkey"
+
+SYMBOL = "ETH/USD"
+POSITION_SIZE = 0.001
+
+# gridbot settings
+NUM_BUY_GRID_LINES = 5
+NUM_SELL_GRID_LINES = 5
+GRID_SIZE = 2
+
+CHECK_ORDERS_FREQUENCY = 1
+CLOSED_ORDER_STATUS = 'closed'

gridbot.py

@@ -0,0 +1,75 @@
+import ccxt, config, time, sys
+
+exchange = ccxt.ftxus({
+    'apiKey': config.API_KEY,
+    'secret': config.SECRET_KEY
+})
+
+ticker = exchange.fetch_ticker(config.SYMBOL)
+
+buy_orders = []
+sell_orders = []
+
+# initial_buy_order = exchange.create_market_buy_order(config.SYMBOL, config.POSITION_SIZE * config.NUM_SELL_GRID_LINES)
+
+for i in range(config.NUM_BUY_GRID_LINES):
+    price = ticker['bid'] - (config.GRID_SIZE * (i+1))
+    print("submitting market limit buy order at {}".format(price))
+    order = exchange.create_limit_buy_order(config.SYMBOL, config.POSITION_SIZE, price)
+    buy_orders.append(order['info'])
+
+for i in range(config.NUM_SELL_GRID_LINES):
+    price = ticker['bid'] + (config.GRID_SIZE * (i+1))
+    print("submitting market limit sell order at {}".format(price))
+    order = exchange.create_limit_sell_order(config.SYMBOL, config.POSITION_SIZE, price)
+    sell_orders.append(order['info'])
+
+while True:
+    closed_order_ids = []
+
+    for buy_order in buy_orders:
+        print("checking buy order {}".format(buy_order['id']))
+        try:
+            order = exchange.fetch_order(buy_order['id'])
+        except Exception as e:
+            print("request failed, retrying")
+            continue
+
+        order_info = order['info']
+
+        if order_info['status'] == config.CLOSED_ORDER_STATUS:
+            closed_order_ids.append(order_info['id'])
+            print("buy order executed at {}".format(order_info['price']))
+            new_sell_price = float(order_info['price']) + config.GRID_SIZE
+            print("creating new limit sell order at {}".format(new_sell_price))
+            new_sell_order = exchange.create_limit_sell_order(config.SYMBOL, config.POSITION_SIZE, new_sell_price)
+            sell_orders.append(new_sell_order)
+
+        time.sleep(config.CHECK_ORDERS_FREQUENCY)
+
+    for sell_order in sell_orders:
+        print("checking sell order {}".format(sell_order['id']))
+        try:
+            order = exchange.fetch_order(sell_order['id'])
+        except Exception as e:
+            print("request failed, retrying")
+            continue
+
+        order_info = order['info']
+
+        if order_info['status'] == config.CLOSED_ORDER_STATUS:
+            closed_order_ids.append(order_info['id'])
+            print("sell order executed at {}".format(order_info['price']))
+            new_buy_price = float(order_info['price']) - config.GRID_SIZE
+            print("creating new limit buy order at {}".format(new_buy_price))
+            new_buy_order = exchange.create_limit_buy_order(config.SYMBOL, config.POSITION_SIZE, new_buy_price)
+            buy_orders.append(new_buy_order)
+
+        time.sleep(config.CHECK_ORDERS_FREQUENCY)
+
+    for order_id in closed_order_ids:
+        buy_orders = [buy_order for buy_order in buy_orders if buy_order['id'] != order_id]
+        sell_orders = [sell_order for sell_order in sell_orders if sell_order['id'] != order_id]
+
+    if len(sell_orders) == 0:
+        sys.exit("stopping bot, nothing left to sell")