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Commit | Line | Data |
---|---|---|
dd359bc0 | 1 | import time |
5a72ded7 | 2 | from datetime import datetime |
350ed24d | 3 | from decimal import Decimal as D, ROUND_DOWN |
dd359bc0 | 4 | # Put your poloniex api key in market.py |
80cdd672 | 5 | from json import JSONDecodeError |
df9e4e7f | 6 | from ccxt import ExchangeError, ExchangeNotAvailable |
80cdd672 | 7 | import requests |
6ca5a1ec IB |
8 | import helper as h |
9 | from store import * | |
80cdd672 IB |
10 | |
11 | # FIXME: correctly handle web call timeouts | |
12 | ||
dd359bc0 IB |
13 | class Portfolio: |
14 | URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" | |
15 | liquidities = {} | |
16 | data = None | |
17 | ||
18 | @classmethod | |
350ed24d | 19 | def repartition(cls, liquidity="medium"): |
dd359bc0 IB |
20 | cls.parse_cryptoportfolio() |
21 | liquidities = cls.liquidities[liquidity] | |
c11e4274 IB |
22 | cls.last_date = sorted(liquidities.keys())[-1] |
23 | return liquidities[cls.last_date] | |
dd359bc0 IB |
24 | |
25 | @classmethod | |
26 | def get_cryptoportfolio(cls): | |
183a53e3 | 27 | try: |
80cdd672 | 28 | r = requests.get(cls.URL) |
183a53e3 | 29 | except Exception: |
80cdd672 | 30 | return |
183a53e3 | 31 | try: |
80cdd672 IB |
32 | cls.data = r.json(parse_int=D, parse_float=D) |
33 | except JSONDecodeError: | |
183a53e3 | 34 | cls.data = None |
dd359bc0 IB |
35 | |
36 | @classmethod | |
37 | def parse_cryptoportfolio(cls): | |
38 | if cls.data is None: | |
39 | cls.get_cryptoportfolio() | |
40 | ||
41 | def filter_weights(weight_hash): | |
350ed24d | 42 | if weight_hash[1][0] == 0: |
dd359bc0 IB |
43 | return False |
44 | if weight_hash[0] == "_row": | |
45 | return False | |
46 | return True | |
47 | ||
48 | def clean_weights(i): | |
49 | def clean_weights_(h): | |
350ed24d IB |
50 | if h[0].endswith("s"): |
51 | return [h[0][0:-1], (h[1][i], "short")] | |
dd359bc0 | 52 | else: |
350ed24d | 53 | return [h[0], (h[1][i], "long")] |
dd359bc0 IB |
54 | return clean_weights_ |
55 | ||
56 | def parse_weights(portfolio_hash): | |
dd359bc0 IB |
57 | weights_hash = portfolio_hash["weights"] |
58 | weights = {} | |
59 | for i in range(len(weights_hash["_row"])): | |
60 | weights[weights_hash["_row"][i]] = dict(filter( | |
61 | filter_weights, | |
62 | map(clean_weights(i), weights_hash.items()))) | |
63 | return weights | |
64 | ||
65 | high_liquidity = parse_weights(cls.data["portfolio_1"]) | |
66 | medium_liquidity = parse_weights(cls.data["portfolio_2"]) | |
67 | ||
68 | cls.liquidities = { | |
69 | "medium": medium_liquidity, | |
70 | "high": high_liquidity, | |
71 | } | |
72 | ||
6ca5a1ec IB |
73 | class Computation: |
74 | computations = { | |
75 | "default": lambda x, y: x[y], | |
76 | "average": lambda x, y: x["average"], | |
77 | "bid": lambda x, y: x["bid"], | |
78 | "ask": lambda x, y: x["ask"], | |
79 | } | |
80 | ||
81 | @classmethod | |
82 | def compute_value(cls, ticker, action, compute_value="default"): | |
83 | if action == "buy": | |
84 | action = "ask" | |
85 | if action == "sell": | |
86 | action = "bid" | |
87 | if isinstance(compute_value, str): | |
88 | compute_value = cls.computations[compute_value] | |
89 | return compute_value(ticker, action) | |
90 | ||
dd359bc0 | 91 | class Amount: |
c2644ba8 | 92 | def __init__(self, currency, value, linked_to=None, ticker=None, rate=None): |
dd359bc0 | 93 | self.currency = currency |
5ab23e1c | 94 | self.value = D(value) |
dd359bc0 IB |
95 | self.linked_to = linked_to |
96 | self.ticker = ticker | |
c2644ba8 | 97 | self.rate = rate |
dd359bc0 | 98 | |
c2644ba8 | 99 | def in_currency(self, other_currency, market, rate=None, action=None, compute_value="average"): |
dd359bc0 IB |
100 | if other_currency == self.currency: |
101 | return self | |
c2644ba8 IB |
102 | if rate is not None: |
103 | return Amount( | |
104 | other_currency, | |
105 | self.value * rate, | |
106 | linked_to=self, | |
107 | rate=rate) | |
6ca5a1ec | 108 | asset_ticker = h.get_ticker(self.currency, other_currency, market) |
dd359bc0 | 109 | if asset_ticker is not None: |
6ca5a1ec | 110 | rate = Computation.compute_value(asset_ticker, action, compute_value=compute_value) |
dd359bc0 IB |
111 | return Amount( |
112 | other_currency, | |
c2644ba8 | 113 | self.value * rate, |
dd359bc0 | 114 | linked_to=self, |
c2644ba8 IB |
115 | ticker=asset_ticker, |
116 | rate=rate) | |
dd359bc0 IB |
117 | else: |
118 | raise Exception("This asset is not available in the chosen market") | |
119 | ||
350ed24d IB |
120 | def __round__(self, n=8): |
121 | return Amount(self.currency, self.value.quantize(D(1)/D(10**n), rounding=ROUND_DOWN)) | |
122 | ||
dd359bc0 | 123 | def __abs__(self): |
5ab23e1c | 124 | return Amount(self.currency, abs(self.value)) |
dd359bc0 IB |
125 | |
126 | def __add__(self, other): | |
5ab23e1c | 127 | if other.currency != self.currency and other.value * self.value != 0: |
dd359bc0 | 128 | raise Exception("Summing amounts must be done with same currencies") |
5ab23e1c | 129 | return Amount(self.currency, self.value + other.value) |
dd359bc0 IB |
130 | |
131 | def __radd__(self, other): | |
132 | if other == 0: | |
133 | return self | |
134 | else: | |
135 | return self.__add__(other) | |
136 | ||
137 | def __sub__(self, other): | |
c51687d2 IB |
138 | if other == 0: |
139 | return self | |
5ab23e1c | 140 | if other.currency != self.currency and other.value * self.value != 0: |
dd359bc0 | 141 | raise Exception("Summing amounts must be done with same currencies") |
5ab23e1c | 142 | return Amount(self.currency, self.value - other.value) |
dd359bc0 IB |
143 | |
144 | def __mul__(self, value): | |
77f8a378 | 145 | if not isinstance(value, (int, float, D)): |
dd359bc0 | 146 | raise TypeError("Amount may only be multiplied by numbers") |
5ab23e1c | 147 | return Amount(self.currency, self.value * value) |
dd359bc0 IB |
148 | |
149 | def __rmul__(self, value): | |
150 | return self.__mul__(value) | |
151 | ||
152 | def __floordiv__(self, value): | |
77f8a378 | 153 | if not isinstance(value, (int, float, D)): |
1aa7d4fa | 154 | raise TypeError("Amount may only be divided by numbers") |
5ab23e1c | 155 | return Amount(self.currency, self.value / value) |
dd359bc0 IB |
156 | |
157 | def __truediv__(self, value): | |
158 | return self.__floordiv__(value) | |
159 | ||
160 | def __lt__(self, other): | |
006a2084 IB |
161 | if other == 0: |
162 | return self.value < 0 | |
dd359bc0 IB |
163 | if self.currency != other.currency: |
164 | raise Exception("Comparing amounts must be done with same currencies") | |
5ab23e1c | 165 | return self.value < other.value |
dd359bc0 | 166 | |
80cdd672 IB |
167 | def __le__(self, other): |
168 | return self == other or self < other | |
169 | ||
006a2084 IB |
170 | def __gt__(self, other): |
171 | return not self <= other | |
172 | ||
173 | def __ge__(self, other): | |
174 | return not self < other | |
175 | ||
dd359bc0 IB |
176 | def __eq__(self, other): |
177 | if other == 0: | |
5ab23e1c | 178 | return self.value == 0 |
dd359bc0 IB |
179 | if self.currency != other.currency: |
180 | raise Exception("Comparing amounts must be done with same currencies") | |
5ab23e1c | 181 | return self.value == other.value |
dd359bc0 | 182 | |
006a2084 IB |
183 | def __ne__(self, other): |
184 | return not self == other | |
185 | ||
186 | def __neg__(self): | |
187 | return Amount(self.currency, - self.value) | |
188 | ||
dd359bc0 IB |
189 | def __str__(self): |
190 | if self.linked_to is None: | |
191 | return "{:.8f} {}".format(self.value, self.currency) | |
192 | else: | |
193 | return "{:.8f} {} [{}]".format(self.value, self.currency, self.linked_to) | |
194 | ||
195 | def __repr__(self): | |
196 | if self.linked_to is None: | |
197 | return "Amount({:.8f} {})".format(self.value, self.currency) | |
198 | else: | |
199 | return "Amount({:.8f} {} -> {})".format(self.value, self.currency, repr(self.linked_to)) | |
200 | ||
201 | class Balance: | |
dd359bc0 | 202 | |
006a2084 | 203 | def __init__(self, currency, hash_): |
dd359bc0 | 204 | self.currency = currency |
006a2084 IB |
205 | for key in ["total", |
206 | "exchange_total", "exchange_used", "exchange_free", | |
207 | "margin_total", "margin_borrowed", "margin_free"]: | |
208 | setattr(self, key, Amount(currency, hash_.get(key, 0))) | |
209 | ||
80cdd672 | 210 | self.margin_position_type = hash_.get("margin_position_type") |
006a2084 | 211 | |
80cdd672 | 212 | if hash_.get("margin_borrowed_base_currency") is not None: |
006a2084 IB |
213 | base_currency = hash_["margin_borrowed_base_currency"] |
214 | for key in [ | |
215 | "margin_liquidation_price", | |
216 | "margin_pending_gain", | |
217 | "margin_lending_fees", | |
218 | "margin_borrowed_base_price" | |
219 | ]: | |
c51687d2 | 220 | setattr(self, key, Amount(base_currency, hash_.get(key, 0))) |
f2da6589 | 221 | |
dd359bc0 | 222 | def __repr__(self): |
006a2084 IB |
223 | if self.exchange_total > 0: |
224 | if self.exchange_free > 0 and self.exchange_used > 0: | |
225 | exchange = " Exch: [✔{} + ❌{} = {}]".format(str(self.exchange_free), str(self.exchange_used), str(self.exchange_total)) | |
226 | elif self.exchange_free > 0: | |
227 | exchange = " Exch: [✔{}]".format(str(self.exchange_free)) | |
228 | else: | |
229 | exchange = " Exch: [❌{}]".format(str(self.exchange_used)) | |
230 | else: | |
231 | exchange = "" | |
232 | ||
233 | if self.margin_total > 0: | |
234 | if self.margin_free != 0 and self.margin_borrowed != 0: | |
235 | margin = " Margin: [✔{} + borrowed {} = {}]".format(str(self.margin_free), str(self.margin_borrowed), str(self.margin_total)) | |
236 | elif self.margin_free != 0: | |
237 | margin = " Margin: [✔{}]".format(str(self.margin_free)) | |
238 | else: | |
239 | margin = " Margin: [borrowed {}]".format(str(self.margin_borrowed)) | |
240 | elif self.margin_total < 0: | |
241 | margin = " Margin: [{} @@ {}/{}]".format(str(self.margin_total), | |
242 | str(self.margin_borrowed_base_price), | |
243 | str(self.margin_lending_fees)) | |
244 | else: | |
245 | margin = "" | |
246 | ||
247 | if self.margin_total != 0 and self.exchange_total != 0: | |
248 | total = " Total: [{}]".format(str(self.total)) | |
249 | else: | |
250 | total = "" | |
251 | ||
252 | return "Balance({}".format(self.currency) + "".join([exchange, margin, total]) + ")" | |
dd359bc0 IB |
253 | |
254 | class Trade: | |
006a2084 | 255 | def __init__(self, value_from, value_to, currency, market=None): |
dd359bc0 IB |
256 | # We have value_from of currency, and want to finish with value_to of |
257 | # that currency. value_* may not be in currency's terms | |
258 | self.currency = currency | |
259 | self.value_from = value_from | |
260 | self.value_to = value_to | |
261 | self.orders = [] | |
089d5d9d | 262 | self.market = market |
dd359bc0 | 263 | assert self.value_from.currency == self.value_to.currency |
006a2084 IB |
264 | if self.value_from != 0: |
265 | assert self.value_from.linked_to is not None and self.value_from.linked_to.currency == self.currency | |
266 | elif self.value_from.linked_to is None: | |
267 | self.value_from.linked_to = Amount(self.currency, 0) | |
dd359bc0 IB |
268 | self.base_currency = self.value_from.currency |
269 | ||
dd359bc0 IB |
270 | @property |
271 | def action(self): | |
272 | if self.value_from == self.value_to: | |
273 | return None | |
274 | if self.base_currency == self.currency: | |
275 | return None | |
276 | ||
5a72ded7 | 277 | if abs(self.value_from) < abs(self.value_to): |
006a2084 | 278 | return "acquire" |
dd359bc0 | 279 | else: |
006a2084 | 280 | return "dispose" |
dd359bc0 | 281 | |
cfab619d | 282 | def order_action(self, inverted): |
006a2084 | 283 | if (self.value_from < self.value_to) != inverted: |
350ed24d | 284 | return "buy" |
dd359bc0 | 285 | else: |
350ed24d | 286 | return "sell" |
dd359bc0 | 287 | |
006a2084 IB |
288 | @property |
289 | def trade_type(self): | |
290 | if self.value_from + self.value_to < 0: | |
291 | return "short" | |
292 | else: | |
293 | return "long" | |
294 | ||
1aa7d4fa | 295 | def filled_amount(self, in_base_currency=False): |
80cdd672 IB |
296 | filled_amount = 0 |
297 | for order in self.orders: | |
1aa7d4fa | 298 | filled_amount += order.filled_amount(in_base_currency=in_base_currency) |
80cdd672 IB |
299 | return filled_amount |
300 | ||
301 | def update_order(self, order, tick): | |
302 | new_order = None | |
303 | if tick in [0, 1, 3, 4, 6]: | |
304 | print("{}, tick {}, waiting".format(order, tick)) | |
305 | elif tick == 2: | |
5a72ded7 | 306 | new_order = self.prepare_order(compute_value=lambda x, y: (x[y] + x["average"]) / 2) |
80cdd672 IB |
307 | print("{}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order)) |
308 | elif tick ==5: | |
5a72ded7 | 309 | new_order = self.prepare_order(compute_value=lambda x, y: (x[y]*2 + x["average"]) / 3) |
80cdd672 IB |
310 | print("{}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order)) |
311 | elif tick >= 7: | |
312 | if tick == 7: | |
313 | print("{}, tick {}, fallbacking to market value".format(order, tick)) | |
314 | if (tick - 7) % 3 == 0: | |
5a72ded7 | 315 | new_order = self.prepare_order(compute_value="default") |
80cdd672 IB |
316 | print("{}, tick {}, market value, cancelling and adjusting to {}".format(order, tick, new_order)) |
317 | ||
318 | if new_order is not None: | |
319 | order.cancel() | |
320 | new_order.run() | |
321 | ||
deb8924c | 322 | def prepare_order(self, compute_value="default"): |
dd359bc0 | 323 | if self.action is None: |
5a72ded7 | 324 | return None |
6ca5a1ec | 325 | ticker = h.get_ticker(self.currency, self.base_currency, self.market) |
dd359bc0 | 326 | inverted = ticker["inverted"] |
f2097d71 IB |
327 | if inverted: |
328 | ticker = ticker["original"] | |
6ca5a1ec | 329 | rate = Computation.compute_value(ticker, self.order_action(inverted), compute_value=compute_value) |
f2097d71 | 330 | |
f2097d71 | 331 | delta_in_base = abs(self.value_from - self.value_to) |
c11e4274 | 332 | # 9 BTC's worth of move (10 - 1 or 1 - 10 depending on case) |
dd359bc0 IB |
333 | |
334 | if not inverted: | |
1aa7d4fa | 335 | base_currency = self.base_currency |
350ed24d | 336 | # BTC |
006a2084 | 337 | if self.action == "dispose": |
1aa7d4fa IB |
338 | filled = self.filled_amount(in_base_currency=False) |
339 | delta = delta_in_base.in_currency(self.currency, self.market, rate=1/self.value_from.rate) | |
340 | # I have 10 BTC worth of FOO, and I want to sell 9 BTC | |
341 | # worth of it, computed first with rate 10 FOO = 1 BTC. | |
342 | # -> I "sell" "90" FOO at proposed rate "rate". | |
343 | ||
344 | delta = delta - filled | |
345 | # I already sold 60 FOO, 30 left | |
f2097d71 | 346 | else: |
1aa7d4fa IB |
347 | filled = self.filled_amount(in_base_currency=True) |
348 | delta = (delta_in_base - filled).in_currency(self.currency, self.market, rate=1/rate) | |
349 | # I want to buy 9 BTC worth of FOO, computed with rate | |
350 | # 10 FOO = 1 BTC | |
351 | # -> I "buy" "9 / rate" FOO at proposed rate "rate" | |
352 | ||
353 | # I already bought 3 / rate FOO, 6 / rate left | |
dd359bc0 | 354 | else: |
1aa7d4fa | 355 | base_currency = self.currency |
c11e4274 | 356 | # FOO |
1aa7d4fa IB |
357 | if self.action == "dispose": |
358 | filled = self.filled_amount(in_base_currency=True) | |
359 | # Base is FOO | |
360 | ||
361 | delta = (delta_in_base.in_currency(self.currency, self.market, rate=1/self.value_from.rate) | |
362 | - filled).in_currency(self.base_currency, self.market, rate=1/rate) | |
363 | # I have 10 BTC worth of FOO, and I want to sell 9 BTC worth of it | |
364 | # computed at rate 1 Foo = 0.01 BTC | |
365 | # Computation says I should sell it at 125 FOO / BTC | |
366 | # -> delta_in_base = 9 BTC | |
367 | # -> delta = (9 * 1/0.01 FOO) * 1/125 = 7.2 BTC | |
368 | # Action: "buy" "7.2 BTC" at rate "125" "FOO" on market | |
369 | ||
370 | # I already bought 300/125 BTC, only 600/125 left | |
371 | else: | |
372 | filled = self.filled_amount(in_base_currency=False) | |
373 | # Base is FOO | |
374 | ||
375 | delta = delta_in_base | |
376 | # I have 1 BTC worth of FOO, and I want to buy 9 BTC worth of it | |
377 | # At rate 100 Foo / BTC | |
378 | # Computation says I should buy it at 125 FOO / BTC | |
379 | # -> delta_in_base = 9 BTC | |
380 | # Action: "sell" "9 BTC" at rate "125" "FOO" on market | |
381 | ||
382 | delta = delta - filled | |
383 | # I already sold 4 BTC, only 5 left | |
dd359bc0 | 384 | |
006a2084 IB |
385 | close_if_possible = (self.value_to == 0) |
386 | ||
1aa7d4fa IB |
387 | if delta <= 0: |
388 | print("Less to do than already filled: {}".format(delta)) | |
5a72ded7 | 389 | return None |
80cdd672 | 390 | |
5a72ded7 | 391 | order = Order(self.order_action(inverted), |
1aa7d4fa | 392 | delta, rate, base_currency, self.trade_type, |
5a72ded7 IB |
393 | self.market, self, close_if_possible=close_if_possible) |
394 | self.orders.append(order) | |
395 | return order | |
dd359bc0 | 396 | |
dd359bc0 | 397 | def __repr__(self): |
006a2084 | 398 | return "Trade({} -> {} in {}, {})".format( |
dd359bc0 IB |
399 | self.value_from, |
400 | self.value_to, | |
401 | self.currency, | |
006a2084 | 402 | self.action) |
dd359bc0 | 403 | |
272b3cfb IB |
404 | def print_with_order(self): |
405 | print(self) | |
406 | for order in self.orders: | |
407 | print("\t", order, sep="") | |
dd359bc0 | 408 | |
272b3cfb | 409 | class Order: |
006a2084 | 410 | def __init__(self, action, amount, rate, base_currency, trade_type, market, |
80cdd672 | 411 | trade, close_if_possible=False): |
dd359bc0 IB |
412 | self.action = action |
413 | self.amount = amount | |
414 | self.rate = rate | |
415 | self.base_currency = base_currency | |
a9950fd0 | 416 | self.market = market |
350ed24d | 417 | self.trade_type = trade_type |
80cdd672 IB |
418 | self.results = [] |
419 | self.mouvements = [] | |
a9950fd0 | 420 | self.status = "pending" |
80cdd672 | 421 | self.trade = trade |
006a2084 | 422 | self.close_if_possible = close_if_possible |
5a72ded7 IB |
423 | self.id = None |
424 | self.fetch_cache_timestamp = None | |
dd359bc0 IB |
425 | |
426 | def __repr__(self): | |
006a2084 | 427 | return "Order({} {} {} at {} {} [{}]{})".format( |
dd359bc0 | 428 | self.action, |
350ed24d | 429 | self.trade_type, |
dd359bc0 IB |
430 | self.amount, |
431 | self.rate, | |
432 | self.base_currency, | |
006a2084 IB |
433 | self.status, |
434 | " ✂" if self.close_if_possible else "", | |
dd359bc0 IB |
435 | ) |
436 | ||
350ed24d IB |
437 | @property |
438 | def account(self): | |
439 | if self.trade_type == "long": | |
440 | return "exchange" | |
441 | else: | |
442 | return "margin" | |
443 | ||
5a72ded7 IB |
444 | @property |
445 | def open(self): | |
446 | return self.status == "open" | |
447 | ||
a9950fd0 IB |
448 | @property |
449 | def pending(self): | |
450 | return self.status == "pending" | |
451 | ||
452 | @property | |
453 | def finished(self): | |
fd8afa51 | 454 | return self.status == "closed" or self.status == "canceled" or self.status == "error" |
a9950fd0 | 455 | |
80cdd672 | 456 | def run(self): |
dd359bc0 | 457 | symbol = "{}/{}".format(self.amount.currency, self.base_currency) |
350ed24d | 458 | amount = round(self.amount, self.market.order_precision(symbol)).value |
dd359bc0 | 459 | |
6ca5a1ec | 460 | if TradeStore.debug: |
ecba1113 IB |
461 | print("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( |
462 | symbol, self.action, amount, self.rate, self.account)) | |
80cdd672 | 463 | self.results.append({"debug": True, "id": -1}) |
dd359bc0 IB |
464 | else: |
465 | try: | |
80cdd672 | 466 | self.results.append(self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account)) |
df9e4e7f IB |
467 | except ExchangeNotAvailable: |
468 | # Impossible to honor the order (dust amount) | |
469 | self.status = "closed" | |
470 | self.mark_finished_order() | |
471 | return | |
fd8afa51 IB |
472 | except Exception as e: |
473 | self.status = "error" | |
ecba1113 IB |
474 | print("error when running market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( |
475 | symbol, self.action, amount, self.rate, self.account)) | |
fd8afa51 IB |
476 | self.error_message = str("{}: {}".format(e.__class__.__name__, e)) |
477 | print(self.error_message) | |
5a72ded7 IB |
478 | return |
479 | self.id = self.results[0]["id"] | |
480 | self.status = "open" | |
dd359bc0 | 481 | |
a9950fd0 | 482 | def get_status(self): |
6ca5a1ec | 483 | if TradeStore.debug: |
80cdd672 | 484 | return self.status |
dd359bc0 | 485 | # other states are "closed" and "canceled" |
5a72ded7 | 486 | if not self.finished: |
80cdd672 | 487 | self.fetch() |
5a72ded7 | 488 | if self.finished: |
80cdd672 | 489 | self.mark_finished_order() |
dd359bc0 IB |
490 | return self.status |
491 | ||
80cdd672 | 492 | def mark_finished_order(self): |
6ca5a1ec | 493 | if TradeStore.debug: |
80cdd672 IB |
494 | return |
495 | if self.status == "closed": | |
006a2084 IB |
496 | if self.trade_type == "short" and self.action == "buy" and self.close_if_possible: |
497 | self.market.close_margin_position(self.amount.currency, self.base_currency) | |
498 | ||
80cdd672 | 499 | def fetch(self, force=False): |
6ca5a1ec | 500 | if TradeStore.debug or (not force and self.fetch_cache_timestamp is not None |
80cdd672 IB |
501 | and time.time() - self.fetch_cache_timestamp < 10): |
502 | return | |
503 | self.fetch_cache_timestamp = time.time() | |
504 | ||
5a72ded7 IB |
505 | result = self.market.fetch_order(self.id) |
506 | self.results.append(result) | |
507 | ||
006a2084 | 508 | self.status = result["status"] |
80cdd672 IB |
509 | # Time at which the order started |
510 | self.timestamp = result["datetime"] | |
511 | self.fetch_mouvements() | |
512 | ||
513 | # FIXME: consider open order with dust remaining as closed | |
514 | ||
80cdd672 | 515 | def dust_amount_remaining(self): |
5a72ded7 | 516 | return self.remaining_amount() < Amount(self.amount.currency, D("0.001")) |
80cdd672 | 517 | |
80cdd672 IB |
518 | def remaining_amount(self): |
519 | if self.status == "open": | |
520 | self.fetch() | |
1aa7d4fa | 521 | return self.amount - self.filled_amount() |
80cdd672 | 522 | |
1aa7d4fa | 523 | def filled_amount(self, in_base_currency=False): |
80cdd672 IB |
524 | if self.status == "open": |
525 | self.fetch() | |
1aa7d4fa | 526 | filled_amount = 0 |
80cdd672 | 527 | for mouvement in self.mouvements: |
1aa7d4fa IB |
528 | if in_base_currency: |
529 | filled_amount += mouvement.total_in_base | |
530 | else: | |
531 | filled_amount += mouvement.total | |
80cdd672 IB |
532 | return filled_amount |
533 | ||
534 | def fetch_mouvements(self): | |
df9e4e7f IB |
535 | try: |
536 | mouvements = self.market.privatePostReturnOrderTrades({"orderNumber": self.id}) | |
537 | except ExchangeError: | |
538 | mouvements = [] | |
80cdd672 IB |
539 | self.mouvements = [] |
540 | ||
541 | for mouvement_hash in mouvements: | |
542 | self.mouvements.append(Mouvement(self.amount.currency, | |
543 | self.base_currency, mouvement_hash)) | |
006a2084 | 544 | |
272b3cfb | 545 | def cancel(self): |
6ca5a1ec | 546 | if TradeStore.debug: |
80cdd672 IB |
547 | self.status = "canceled" |
548 | return | |
5a72ded7 | 549 | self.market.cancel_order(self.id) |
80cdd672 IB |
550 | self.fetch() |
551 | ||
552 | class Mouvement: | |
553 | def __init__(self, currency, base_currency, hash_): | |
554 | self.currency = currency | |
555 | self.base_currency = base_currency | |
df9e4e7f IB |
556 | self.id = hash_.get("tradeID") |
557 | self.action = hash_.get("type") | |
558 | self.fee_rate = D(hash_.get("fee", -1)) | |
559 | try: | |
560 | self.date = datetime.strptime(hash_.get("date", ""), '%Y-%m-%d %H:%M:%S') | |
561 | except ValueError: | |
562 | self.date = None | |
563 | self.rate = D(hash_.get("rate", 0)) | |
564 | self.total = Amount(currency, hash_.get("amount", 0)) | |
80cdd672 | 565 | # rate * total = total_in_base |
df9e4e7f | 566 | self.total_in_base = Amount(base_currency, hash_.get("total", 0)) |
272b3cfb | 567 | |
5a72ded7 | 568 | if __name__ == '__main__': # pragma: no cover |
6ca5a1ec IB |
569 | from market import market |
570 | h.print_orders(market) |