btc-usd-martingale.py

import random
import time


class Market:

    def __init__(self):
        self.time = 0
        self.change = 0.0
        self.market_price = 10000.0

    def tick(self):
        self.time += 1
        # self.market_price += self.market_price / 100.0 * random.choice([1.0, -1.0])
        # self.market_price += 100.0 * random.choice([1.0, -1.0])
        self.change = 2 * random.choice([1.0, -1.0])
        self.market_price += self.change

        print(f'price: {int(self.market_price)}   Change: {int(self.change)}')


class Agent:

    def __init__(self, market):
        self.market = market
        self.fee = 0.001
        self.usd_starting_balance = 10000.0 * 10.0
        self.btc_starting_balance = 1.0
        self.usd_starting_round_balance = self.usd_starting_balance
        self.usd_balance = self.usd_starting_balance
        self.btc_balance = self.btc_starting_balance
        self.m_start = 1
        self.m_co = 2.0
        self.current_bet = self.m_start
        self.last_move = 'b'
        self.round = 0
        self.last_amount = self.m_start / 100.0

    def finish(self):
        # raise RuntimeError('Finish :)')
        # print(f'Profit ----------->>>>>>>>>>>>>>>>>>>>  {self.usd_balance - self.usd_starting_round_balance} USD')

        first_totaaal = self.btc_starting_balance * self.market.market_price + self.usd_starting_balance
        now_totaaal = self.btc_balance * self.market.market_price + self.usd_balance

        print(f'Profit ----------->>>>>>>>>>>>>>>>>>>>  {now_totaaal - first_totaaal} USD')
        self.last_amount = self.m_start / 100.0
        self.round = 0
        self.usd_starting_round_balance = self.usd_balance

    def go_further(self):
        self.last_move = random.choice(['s', 'b'])
        self.last_amount = self.last_amount * self.m_co
        self.trade(self.last_amount, self.last_move)
        self.round += 1

    def trade(self, amount, side):
        if side == 'b':
            self.btc_balance += amount
            self.usd_balance -= amount * self.market.market_price
            # TODO: FEE!!!
            print(f'+++ {"{:.5f}".format(amount)} -> BTC: {"{:.4f}".format(self.btc_balance)}    USD: {int(self.usd_balance)}')

        if side == 's':
            self.btc_balance -= amount
            self.usd_balance += amount * self.market.market_price
            # TODO: FEE!!!
            print(f'--- {"{:.5f}".format(abs(amount))} -> BTC: {"{:.4f}".format(self.btc_balance)}    USD: {int(self.usd_balance)}')

    def reset_btc(self):
        # Sell enough btc to be the same as the start
        pass

    def tick(self):
        if self.round > 1 and self.market.change > 0 and self.last_move == 'b':
            # self.trade(self.btc_balance - self.btc_starting_balance, 's')
            self.finish()

        elif self.round > 1 and self.market.change < 0 and self.last_move == 's':
            # self.trade(self.btc_starting_balance - self.btc_balance, 'b')
            self.finish()

        else:
            self.go_further()


if __name__ == '__main__':
    market = Market()
    agent = Agent(market)

    while True:
        market.tick()
        agent.tick()
        time.sleep(0.2)