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1 | from datetime import datetime | |
2 | import argparse | |
3 | import configparser | |
4 | import psycopg2 | |
5 | import os | |
6 | import sys | |
7 | ||
8 | import portfolio | |
9 | ||
10 | def make_order(market, value, currency, action="acquire", | |
11 | close_if_possible=False, base_currency="BTC", follow=True, | |
12 | compute_value="average"): | |
13 | """ | |
14 | Make an order on market | |
15 | "market": The market on which to place the order | |
16 | "value": The value in *base_currency* to acquire, | |
17 | or in *currency* to dispose. | |
18 | use negative for margin trade. | |
19 | "action": "acquire" or "dispose". | |
20 | "acquire" will buy long or sell short, | |
21 | "dispose" will sell long or buy short. | |
22 | "currency": The currency to acquire or dispose | |
23 | "base_currency": The base currency. The value is expressed in that | |
24 | currency (default: BTC) | |
25 | "follow": Whether to follow the order once run (default: True) | |
26 | "close_if_possible": Whether to try to close the position at the end | |
27 | of the trade, i.e. reach exactly 0 at the end | |
28 | (only meaningful in "dispose"). May have | |
29 | unwanted effects if the end value of the | |
30 | currency is not 0. | |
31 | "compute_value": Compute value to place the order | |
32 | """ | |
33 | market.report.log_stage("make_order_begin") | |
34 | market.balances.fetch_balances(tag="make_order_begin") | |
35 | if action == "acquire": | |
36 | trade = portfolio.Trade( | |
37 | portfolio.Amount(base_currency, 0), | |
38 | portfolio.Amount(base_currency, value), | |
39 | currency, market) | |
40 | else: | |
41 | amount = portfolio.Amount(currency, value) | |
42 | trade = portfolio.Trade( | |
43 | amount.in_currency(base_currency, market, compute_value=compute_value), | |
44 | portfolio.Amount(base_currency, 0), | |
45 | currency, market) | |
46 | market.trades.all.append(trade) | |
47 | order = trade.prepare_order( | |
48 | close_if_possible=close_if_possible, | |
49 | compute_value=compute_value) | |
50 | market.report.log_orders([order], None, compute_value) | |
51 | market.trades.run_orders() | |
52 | if follow: | |
53 | market.follow_orders() | |
54 | market.balances.fetch_balances(tag="make_order_end") | |
55 | else: | |
56 | market.report.log_stage("make_order_end_not_followed") | |
57 | return order | |
58 | market.report.log_stage("make_order_end") | |
59 | ||
60 | def get_user_market(config_path, user_id, debug=False): | |
61 | import market | |
62 | pg_config, report_path = main_parse_config(config_path) | |
63 | market_config = list(main_fetch_markets(pg_config, str(user_id)))[0][0] | |
64 | return market.Market.from_config(market_config, debug=debug) | |
65 | ||
66 | def main_parse_args(argv): | |
67 | parser = argparse.ArgumentParser( | |
68 | description="Run the trade bot") | |
69 | ||
70 | parser.add_argument("-c", "--config", | |
71 | default="config.ini", | |
72 | required=False, | |
73 | help="Config file to load (default: config.ini)") | |
74 | parser.add_argument("--before", | |
75 | default=False, action='store_const', const=True, | |
76 | help="Run the steps before the cryptoportfolio update") | |
77 | parser.add_argument("--after", | |
78 | default=False, action='store_const', const=True, | |
79 | help="Run the steps after the cryptoportfolio update") | |
80 | parser.add_argument("--debug", | |
81 | default=False, action='store_const', const=True, | |
82 | help="Run in debug mode") | |
83 | parser.add_argument("--user", | |
84 | default=None, required=False, help="Only run for that user") | |
85 | parser.add_argument("--action", | |
86 | default=None, required=False, | |
87 | help="Do a different action than trading") | |
88 | ||
89 | args = parser.parse_args(argv) | |
90 | ||
91 | if not os.path.exists(args.config): | |
92 | print("no config file found, exiting") | |
93 | sys.exit(1) | |
94 | ||
95 | return args | |
96 | ||
97 | def main_parse_config(config_file): | |
98 | config = configparser.ConfigParser() | |
99 | config.read(config_file) | |
100 | ||
101 | if "postgresql" not in config: | |
102 | print("no configuration for postgresql in config file") | |
103 | sys.exit(1) | |
104 | ||
105 | if "app" in config and "report_path" in config["app"]: | |
106 | report_path = config["app"]["report_path"] | |
107 | ||
108 | if not os.path.exists(report_path): | |
109 | os.makedirs(report_path) | |
110 | else: | |
111 | report_path = None | |
112 | ||
113 | return [config["postgresql"], report_path] | |
114 | ||
115 | def main_fetch_markets(pg_config, user): | |
116 | connection = psycopg2.connect(**pg_config) | |
117 | cursor = connection.cursor() | |
118 | ||
119 | if user is None: | |
120 | cursor.execute("SELECT config,user_id FROM market_configs") | |
121 | else: | |
122 | cursor.execute("SELECT config,user_id FROM market_configs WHERE user_id = %s", user) | |
123 | ||
124 | for row in cursor: | |
125 | yield row | |
126 | ||
127 | def main_process_market(user_market, action, before=False, after=False): | |
128 | if action is None: | |
129 | if before: | |
130 | process_sell_all__1_all_sell(user_market) | |
131 | if after: | |
132 | portfolio.Portfolio.wait_for_recent(user_market) | |
133 | process_sell_all__2_all_buy(user_market) | |
134 | elif action == "print_balances": | |
135 | print_balances(user_market) | |
136 | elif action == "print_orders": | |
137 | print_orders(user_market) | |
138 | else: | |
139 | raise NotImplementedError("Unknown action {}".format(action)) | |
140 | ||
141 | def main_store_report(report_path, user_id, user_market): | |
142 | try: | |
143 | if report_path is not None: | |
144 | report_file = "{}/{}_{}.json".format(report_path, datetime.now().isoformat(), user_id) | |
145 | with open(report_file, "w") as f: | |
146 | f.write(user_market.report.to_json()) | |
147 | except Exception as e: | |
148 | print("impossible to store report file: {}; {}".format(e.__class__.__name__, e)) | |
149 | ||
150 | def print_orders(market, base_currency="BTC"): | |
151 | market.report.log_stage("print_orders") | |
152 | market.balances.fetch_balances(tag="print_orders") | |
153 | market.prepare_trades(base_currency=base_currency, compute_value="average") | |
154 | market.trades.prepare_orders(compute_value="average") | |
155 | ||
156 | def print_balances(market, base_currency="BTC"): | |
157 | market.report.log_stage("print_balances") | |
158 | market.balances.fetch_balances() | |
159 | if base_currency is not None: | |
160 | market.report.print_log("total:") | |
161 | market.report.print_log(sum(market.balances.in_currency(base_currency).values())) | |
162 | ||
163 | def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC"): | |
164 | market.report.log_stage("process_sell_needed__1_sell_begin") | |
165 | market.balances.fetch_balances(tag="process_sell_needed__1_sell_begin") | |
166 | market.prepare_trades(liquidity=liquidity, base_currency=base_currency) | |
167 | market.trades.prepare_orders(compute_value="average", only="dispose") | |
168 | market.trades.run_orders() | |
169 | market.follow_orders() | |
170 | market.balances.fetch_balances(tag="process_sell_needed__1_sell_end") | |
171 | market.report.log_stage("process_sell_needed__1_sell_end") | |
172 | ||
173 | def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC"): | |
174 | market.report.log_stage("process_sell_needed__2_buy_begin") | |
175 | market.balances.fetch_balances(tag="process_sell_needed__2_buy_begin") | |
176 | market.update_trades(base_currency=base_currency, liquidity=liquidity, only="acquire") | |
177 | market.trades.prepare_orders(compute_value="average", only="acquire") | |
178 | market.move_balances() | |
179 | market.trades.run_orders() | |
180 | market.follow_orders() | |
181 | market.balances.fetch_balances(tag="process_sell_needed__2_buy_end") | |
182 | market.report.log_stage("process_sell_needed__2_buy_end") | |
183 | ||
184 | def process_sell_all__1_all_sell(market, base_currency="BTC", liquidity="medium"): | |
185 | market.report.log_stage("process_sell_all__1_all_sell_begin") | |
186 | market.balances.fetch_balances(tag="process_sell_all__1_all_sell_begin") | |
187 | market.prepare_trades_to_sell_all(base_currency=base_currency) | |
188 | market.trades.prepare_orders(compute_value="average") | |
189 | market.trades.run_orders() | |
190 | market.follow_orders() | |
191 | market.balances.fetch_balances(tag="process_sell_all__1_all_sell_end") | |
192 | market.report.log_stage("process_sell_all__1_all_sell_end") | |
193 | ||
194 | def process_sell_all__2_all_buy(market, base_currency="BTC", liquidity="medium"): | |
195 | market.report.log_stage("process_sell_all__2_all_buy_begin") | |
196 | market.balances.fetch_balances(tag="process_sell_all__2_all_buy_begin") | |
197 | market.prepare_trades(liquidity=liquidity, base_currency=base_currency) | |
198 | market.trades.prepare_orders(compute_value="average") | |
199 | market.move_balances() | |
200 | market.trades.run_orders() | |
201 | market.follow_orders() | |
202 | market.balances.fetch_balances(tag="process_sell_all__2_all_buy_end") | |
203 | market.report.log_stage("process_sell_all__2_all_buy_end") | |
204 | ||
205 |