crypto-reflex

Cryptocurrency Portfolio Balancer

USE AT YOUR OWN RISK. THIS TRADES REAL MONEY. NO WARRANTY IS GIVEN

A script that can connect to a cryptocurrency exchange and buy/sell cryptocurrency to keep your portfolio balancer to a certain ratio. this fork supports the use of a proxy in case you need to use a static ip address.

This fork was made to be used on Xponential crypto: https://xcryptofund.io

Install

Via Pip:

pip install crypto_reflex

Via source from Github:

git clone https://github.com/draczer01/Crypto_Reflex.git
cd crypto_reflex
virtualenv --python=python3 .
. bin/activate
pip install -r requirements.txt
pip install -e .

Use the library in your projects

from crypto_reflex.crypto_reflex_lib import crypto_reflex_lib # import the ligrary
cryptoReflex = crypto_reflex_lib
rebalance = cryptoReflex("binance", "{\"XRP\": 40.0, \"XLM\": 20.0, \"BTC\": 10.0, \"ETH\": 10.0, \"BNB\": 10.0, \"USDT\": 10.0}", "API_KEY", "API_SECRET", 0.2)
print(rebalance) # prints the output in JSON

example of a return in JSON:

{"portfolio_value": 3.8687923544999996, "currency": "USDT", "cost": "0.002321"}

error codes

while using the library on your project, you may encounter the following statuses:

0: no rebalancing needed 1: rebalance successful 2: target format is invalid 3: incorrect target allocation 4: could not find a better portfolio, please wait a while and retry

example:

{"status": 1, "message": "Total target needs to equal 100, it is 98"}

Config

THIS DOES NOT APPLY IF YOU ARE USING IT AS A LIBRARY Create a config file in config.ini with the definition of your exchange and portfolio percentages, and threshold (percent) that rebalancing is needed. An example config file is included at config.ini.example but below is all you need:

[binance]
api_key = <api key>
api_secret = <api secret>
threshold = 2.0
targets = XRP 40
          BTC 20
	  ETH 20
	  BNB 10
	  USDT 10

By default it values the portfolio in USDT, this can be changed with --valuebase argument.

To configure a proxy, simply create an environment variable named PROXY_URL

To get the data returned as JSON simply use: --json

Running

Dry run (don't actually trade) against Binance

$ crypto_reflex binance
Connected to exchange: binance

Current Portfolio:
  XRP    3272.28  (39.92 / 40.00%)
  BTC    0.14     (20.05 / 20.00%)
  ETH    3.85     (20.02 / 20.00%)
  BNB    22.81    ( 9.99 / 10.00%)
  USDT   262.48   (10.02 / 10.00%)

  Total value: 2619.40 USDT
  Balance error: 0.043 / 0.08

No balancing needed

To force it to rebalance regardless of if needed:

$ crypto_reflex --force binance
Connected to exchange: binance

Current Portfolio:
  XRP    3272.28  (39.92 / 40.00%)
  BTC    0.14     (20.04 / 20.00%)
  ETH    3.85     (20.02 / 20.00%)
  BNB    22.81    ( 9.99 / 10.00%)
  USDT   262.48   (10.02 / 10.00%)

  Total value: 2619.28 USDT
  Balance error: 0.042 / 0.08

Balancing needed [FORCED]:

Proposed Portfolio:
  XRP    3278.51  (40.00 / 40.00%)
  BTC    0.14     (20.04 / 20.00%)
  ETH    3.83     (19.95 / 20.00%)
  BNB    22.81    ( 9.99 / 10.00%)
  USDT   262.48   (10.02 / 10.00%)

  Total value: 2619.28 USDT
  Balance error: 0.032definition
  Total fees to re-balance: 0.00199 USDT

Orders:
  BUY 6.2279674364331195 XRP/ETH @ 0.00234478

To get it to actually execute trades if needed:

$ crypto_reflex --force --trade binance
Connected to exchange: binance

Current Portfolio:
  XRP    3272.28  (39.96 / 40.00%)
  BTC    0.14     (20.04 / 20.00%)
  ETH    3.84     (19.94 / 20.00%)
  BNB    22.94    (10.04 / 10.00%)
  USDT   262.48   (10.02 / 10.00%)

  Total value: 2619.01 USDT
  Balance error: 0.043 / 0.08

Balancing needed [FORCED]:

Proposed Portfolio:
  XRP    3272.28  (39.96 / 40.00%)
  BTC    0.14     (20.04 / 20.00%)
  ETH    3.85     (20.00 / 20.00%)
  BNB    22.80    ( 9.98 / 10.00%)
  USDT   262.48   (10.02 / 10.00%)

  Total value: 2619.01 USDT
  Balance error: 0.031 / 0.08
  Total fees to re-balance: 0.001592 USDT

Orders:
  Submitted: sell 0.13 BNB/ETH @ 0.08422

Running automatically

You can set this to run in a cron job on a unix system by putting something along the lines of (adjust for your path and email address) below in your crontab file:

MAILTO=[e-mail]
*/5 * * * * OUTPUT=`cd /home/matt/crypto_reflex; bin/crypto_reflex --trade binance`; echo "$OUTPUT" | grep -q "No balancing needed" || echo "$OUTPUT"

This will run the script every 5 minutes and will email you only if some balancing (or an error) occurs.