]>
Commit | Line | Data |
---|---|---|
1 | from ccxt import ExchangeError | |
2 | import time | |
3 | from decimal import Decimal as D, ROUND_DOWN | |
4 | # Put your poloniex api key in market.py | |
5 | from market import market | |
6 | ||
7 | class Portfolio: | |
8 | URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" | |
9 | liquidities = {} | |
10 | data = None | |
11 | ||
12 | @classmethod | |
13 | def repartition(cls, liquidity="medium"): | |
14 | cls.parse_cryptoportfolio() | |
15 | liquidities = cls.liquidities[liquidity] | |
16 | cls.last_date = sorted(liquidities.keys())[-1] | |
17 | return liquidities[cls.last_date] | |
18 | ||
19 | @classmethod | |
20 | def get_cryptoportfolio(cls): | |
21 | import json | |
22 | import urllib3 | |
23 | urllib3.disable_warnings() | |
24 | http = urllib3.PoolManager() | |
25 | ||
26 | try: | |
27 | r = http.request("GET", cls.URL) | |
28 | except Exception: | |
29 | return None | |
30 | try: | |
31 | cls.data = json.loads(r.data, | |
32 | parse_int=D, | |
33 | parse_float=D) | |
34 | except json.JSONDecodeError: | |
35 | cls.data = None | |
36 | ||
37 | @classmethod | |
38 | def parse_cryptoportfolio(cls): | |
39 | if cls.data is None: | |
40 | cls.get_cryptoportfolio() | |
41 | ||
42 | def filter_weights(weight_hash): | |
43 | if weight_hash[1][0] == 0: | |
44 | return False | |
45 | if weight_hash[0] == "_row": | |
46 | return False | |
47 | return True | |
48 | ||
49 | def clean_weights(i): | |
50 | def clean_weights_(h): | |
51 | if h[0].endswith("s"): | |
52 | return [h[0][0:-1], (h[1][i], "short")] | |
53 | else: | |
54 | return [h[0], (h[1][i], "long")] | |
55 | return clean_weights_ | |
56 | ||
57 | def parse_weights(portfolio_hash): | |
58 | weights_hash = portfolio_hash["weights"] | |
59 | weights = {} | |
60 | for i in range(len(weights_hash["_row"])): | |
61 | weights[weights_hash["_row"][i]] = dict(filter( | |
62 | filter_weights, | |
63 | map(clean_weights(i), weights_hash.items()))) | |
64 | return weights | |
65 | ||
66 | high_liquidity = parse_weights(cls.data["portfolio_1"]) | |
67 | medium_liquidity = parse_weights(cls.data["portfolio_2"]) | |
68 | ||
69 | cls.liquidities = { | |
70 | "medium": medium_liquidity, | |
71 | "high": high_liquidity, | |
72 | } | |
73 | ||
74 | class Amount: | |
75 | def __init__(self, currency, value, linked_to=None, ticker=None, rate=None): | |
76 | self.currency = currency | |
77 | self.value = D(value) | |
78 | self.linked_to = linked_to | |
79 | self.ticker = ticker | |
80 | self.rate = rate | |
81 | ||
82 | self.ticker_cache = {} | |
83 | self.ticker_cache_timestamp = time.time() | |
84 | ||
85 | def in_currency(self, other_currency, market, rate=None, action=None, compute_value="average"): | |
86 | if other_currency == self.currency: | |
87 | return self | |
88 | if rate is not None: | |
89 | return Amount( | |
90 | other_currency, | |
91 | self.value * rate, | |
92 | linked_to=self, | |
93 | rate=rate) | |
94 | asset_ticker = Trade.get_ticker(self.currency, other_currency, market) | |
95 | if asset_ticker is not None: | |
96 | rate = Trade.compute_value(asset_ticker, action, compute_value=compute_value) | |
97 | return Amount( | |
98 | other_currency, | |
99 | self.value * rate, | |
100 | linked_to=self, | |
101 | ticker=asset_ticker, | |
102 | rate=rate) | |
103 | else: | |
104 | raise Exception("This asset is not available in the chosen market") | |
105 | ||
106 | def __round__(self, n=8): | |
107 | return Amount(self.currency, self.value.quantize(D(1)/D(10**n), rounding=ROUND_DOWN)) | |
108 | ||
109 | def __abs__(self): | |
110 | return Amount(self.currency, abs(self.value)) | |
111 | ||
112 | def __add__(self, other): | |
113 | if other.currency != self.currency and other.value * self.value != 0: | |
114 | raise Exception("Summing amounts must be done with same currencies") | |
115 | return Amount(self.currency, self.value + other.value) | |
116 | ||
117 | def __radd__(self, other): | |
118 | if other == 0: | |
119 | return self | |
120 | else: | |
121 | return self.__add__(other) | |
122 | ||
123 | def __sub__(self, other): | |
124 | if other.currency != self.currency and other.value * self.value != 0: | |
125 | raise Exception("Summing amounts must be done with same currencies") | |
126 | return Amount(self.currency, self.value - other.value) | |
127 | ||
128 | def __mul__(self, value): | |
129 | if not isinstance(value, (int, float, D)): | |
130 | raise TypeError("Amount may only be multiplied by numbers") | |
131 | return Amount(self.currency, self.value * value) | |
132 | ||
133 | def __rmul__(self, value): | |
134 | return self.__mul__(value) | |
135 | ||
136 | def __floordiv__(self, value): | |
137 | if not isinstance(value, (int, float, D)): | |
138 | raise TypeError("Amount may only be multiplied by integers") | |
139 | return Amount(self.currency, self.value / value) | |
140 | ||
141 | def __truediv__(self, value): | |
142 | return self.__floordiv__(value) | |
143 | ||
144 | def __le__(self, other): | |
145 | return self == other or self < other | |
146 | ||
147 | def __lt__(self, other): | |
148 | if other == 0: | |
149 | return self.value < 0 | |
150 | if self.currency != other.currency: | |
151 | raise Exception("Comparing amounts must be done with same currencies") | |
152 | return self.value < other.value | |
153 | ||
154 | def __gt__(self, other): | |
155 | return not self <= other | |
156 | ||
157 | def __ge__(self, other): | |
158 | return not self < other | |
159 | ||
160 | def __eq__(self, other): | |
161 | if other == 0: | |
162 | return self.value == 0 | |
163 | if self.currency != other.currency: | |
164 | raise Exception("Comparing amounts must be done with same currencies") | |
165 | return self.value == other.value | |
166 | ||
167 | def __ne__(self, other): | |
168 | return not self == other | |
169 | ||
170 | def __neg__(self): | |
171 | return Amount(self.currency, - self.value) | |
172 | ||
173 | def __str__(self): | |
174 | if self.linked_to is None: | |
175 | return "{:.8f} {}".format(self.value, self.currency) | |
176 | else: | |
177 | return "{:.8f} {} [{}]".format(self.value, self.currency, self.linked_to) | |
178 | ||
179 | def __repr__(self): | |
180 | if self.linked_to is None: | |
181 | return "Amount({:.8f} {})".format(self.value, self.currency) | |
182 | else: | |
183 | return "Amount({:.8f} {} -> {})".format(self.value, self.currency, repr(self.linked_to)) | |
184 | ||
185 | class Balance: | |
186 | known_balances = {} | |
187 | ||
188 | def __init__(self, currency, hash_): | |
189 | self.currency = currency | |
190 | for key in ["total", | |
191 | "exchange_total", "exchange_used", "exchange_free", | |
192 | "margin_total", "margin_borrowed", "margin_free"]: | |
193 | setattr(self, key, Amount(currency, hash_.get(key, 0))) | |
194 | ||
195 | self.margin_position_type = hash_["margin_position_type"] | |
196 | ||
197 | if hash_["margin_borrowed_base_currency"] is not None: | |
198 | base_currency = hash_["margin_borrowed_base_currency"] | |
199 | for key in [ | |
200 | "margin_liquidation_price", | |
201 | "margin_pending_gain", | |
202 | "margin_lending_fees", | |
203 | "margin_borrowed_base_price" | |
204 | ]: | |
205 | setattr(self, key, Amount(base_currency, hash_[key])) | |
206 | ||
207 | @classmethod | |
208 | def in_currency(cls, other_currency, market, compute_value="average", type="total"): | |
209 | amounts = {} | |
210 | for currency in cls.known_balances: | |
211 | balance = cls.known_balances[currency] | |
212 | other_currency_amount = getattr(balance, type)\ | |
213 | .in_currency(other_currency, market, compute_value=compute_value) | |
214 | amounts[currency] = other_currency_amount | |
215 | return amounts | |
216 | ||
217 | @classmethod | |
218 | def currencies(cls): | |
219 | return cls.known_balances.keys() | |
220 | ||
221 | @classmethod | |
222 | def fetch_balances(cls, market): | |
223 | all_balances = market.fetch_all_balances() | |
224 | for currency, balance in all_balances.items(): | |
225 | if balance["exchange_total"] != 0 or balance["margin_total"] != 0 or \ | |
226 | currency in cls.known_balances: | |
227 | cls.known_balances[currency] = cls(currency, balance) | |
228 | return cls.known_balances | |
229 | ||
230 | ||
231 | @classmethod | |
232 | def dispatch_assets(cls, amount, repartition=None): | |
233 | if repartition is None: | |
234 | repartition = Portfolio.repartition() | |
235 | sum_ratio = sum([v[0] for k, v in repartition.items()]) | |
236 | amounts = {} | |
237 | for currency, (ptt, trade_type) in repartition.items(): | |
238 | amounts[currency] = ptt * amount / sum_ratio | |
239 | if trade_type == "short": | |
240 | amounts[currency] = - amounts[currency] | |
241 | if currency not in cls.known_balances: | |
242 | cls.known_balances[currency] = cls(currency, 0, 0, 0) | |
243 | return amounts | |
244 | ||
245 | @classmethod | |
246 | def prepare_trades(cls, market, base_currency="BTC", compute_value="average"): | |
247 | cls.fetch_balances(market) | |
248 | values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value) | |
249 | total_base_value = sum(values_in_base.values()) | |
250 | new_repartition = cls.dispatch_assets(total_base_value) | |
251 | # Recompute it in case we have new currencies | |
252 | values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value) | |
253 | Trade.compute_trades(values_in_base, new_repartition, market=market) | |
254 | ||
255 | @classmethod | |
256 | def update_trades(cls, market, base_currency="BTC", compute_value="average", only=None): | |
257 | cls.fetch_balances(market) | |
258 | values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value) | |
259 | total_base_value = sum(values_in_base.values()) | |
260 | new_repartition = cls.dispatch_assets(total_base_value) | |
261 | Trade.compute_trades(values_in_base, new_repartition, only=only, market=market) | |
262 | ||
263 | @classmethod | |
264 | def prepare_trades_to_sell_all(cls, market, base_currency="BTC", compute_value="average"): | |
265 | cls.fetch_balances(market) | |
266 | values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value) | |
267 | total_base_value = sum(values_in_base.values()) | |
268 | new_repartition = cls.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") }) | |
269 | Trade.compute_trades(values_in_base, new_repartition, market=market) | |
270 | ||
271 | def __repr__(self): | |
272 | if self.exchange_total > 0: | |
273 | if self.exchange_free > 0 and self.exchange_used > 0: | |
274 | exchange = " Exch: [✔{} + ❌{} = {}]".format(str(self.exchange_free), str(self.exchange_used), str(self.exchange_total)) | |
275 | elif self.exchange_free > 0: | |
276 | exchange = " Exch: [✔{}]".format(str(self.exchange_free)) | |
277 | else: | |
278 | exchange = " Exch: [❌{}]".format(str(self.exchange_used)) | |
279 | else: | |
280 | exchange = "" | |
281 | ||
282 | if self.margin_total > 0: | |
283 | if self.margin_free != 0 and self.margin_borrowed != 0: | |
284 | margin = " Margin: [✔{} + borrowed {} = {}]".format(str(self.margin_free), str(self.margin_borrowed), str(self.margin_total)) | |
285 | elif self.margin_free != 0: | |
286 | margin = " Margin: [✔{}]".format(str(self.margin_free)) | |
287 | else: | |
288 | margin = " Margin: [borrowed {}]".format(str(self.margin_borrowed)) | |
289 | elif self.margin_total < 0: | |
290 | margin = " Margin: [{} @@ {}/{}]".format(str(self.margin_total), | |
291 | str(self.margin_borrowed_base_price), | |
292 | str(self.margin_lending_fees)) | |
293 | else: | |
294 | margin = "" | |
295 | ||
296 | if self.margin_total != 0 and self.exchange_total != 0: | |
297 | total = " Total: [{}]".format(str(self.total)) | |
298 | else: | |
299 | total = "" | |
300 | ||
301 | return "Balance({}".format(self.currency) + "".join([exchange, margin, total]) + ")" | |
302 | ||
303 | class Computation: | |
304 | computations = { | |
305 | "default": lambda x, y: x[y], | |
306 | "average": lambda x, y: x["average"], | |
307 | "bid": lambda x, y: x["bid"], | |
308 | "ask": lambda x, y: x["ask"], | |
309 | } | |
310 | ||
311 | class Trade: | |
312 | trades = [] | |
313 | ||
314 | def __init__(self, value_from, value_to, currency, market=None): | |
315 | # We have value_from of currency, and want to finish with value_to of | |
316 | # that currency. value_* may not be in currency's terms | |
317 | self.currency = currency | |
318 | self.value_from = value_from | |
319 | self.value_to = value_to | |
320 | self.orders = [] | |
321 | self.market = market | |
322 | assert self.value_from.currency == self.value_to.currency | |
323 | if self.value_from != 0: | |
324 | assert self.value_from.linked_to is not None and self.value_from.linked_to.currency == self.currency | |
325 | elif self.value_from.linked_to is None: | |
326 | self.value_from.linked_to = Amount(self.currency, 0) | |
327 | self.base_currency = self.value_from.currency | |
328 | ||
329 | fees_cache = {} | |
330 | @classmethod | |
331 | def fetch_fees(cls, market): | |
332 | if market.__class__ not in cls.fees_cache: | |
333 | cls.fees_cache[market.__class__] = market.fetch_fees() | |
334 | return cls.fees_cache[market.__class__] | |
335 | ||
336 | ticker_cache = {} | |
337 | ticker_cache_timestamp = time.time() | |
338 | @classmethod | |
339 | def get_ticker(cls, c1, c2, market, refresh=False): | |
340 | def invert(ticker): | |
341 | return { | |
342 | "inverted": True, | |
343 | "average": (1/ticker["bid"] + 1/ticker["ask"]) / 2, | |
344 | "original": ticker, | |
345 | } | |
346 | def augment_ticker(ticker): | |
347 | ticker.update({ | |
348 | "inverted": False, | |
349 | "average": (ticker["bid"] + ticker["ask"] ) / 2, | |
350 | }) | |
351 | ||
352 | if time.time() - cls.ticker_cache_timestamp > 5: | |
353 | cls.ticker_cache = {} | |
354 | cls.ticker_cache_timestamp = time.time() | |
355 | elif not refresh: | |
356 | if (c1, c2, market.__class__) in cls.ticker_cache: | |
357 | return cls.ticker_cache[(c1, c2, market.__class__)] | |
358 | if (c2, c1, market.__class__) in cls.ticker_cache: | |
359 | return invert(cls.ticker_cache[(c2, c1, market.__class__)]) | |
360 | ||
361 | try: | |
362 | cls.ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2)) | |
363 | augment_ticker(cls.ticker_cache[(c1, c2, market.__class__)]) | |
364 | except ExchangeError: | |
365 | try: | |
366 | cls.ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1)) | |
367 | augment_ticker(cls.ticker_cache[(c2, c1, market.__class__)]) | |
368 | except ExchangeError: | |
369 | cls.ticker_cache[(c1, c2, market.__class__)] = None | |
370 | return cls.get_ticker(c1, c2, market) | |
371 | ||
372 | @classmethod | |
373 | def compute_trades(cls, values_in_base, new_repartition, only=None, market=None): | |
374 | base_currency = sum(values_in_base.values()).currency | |
375 | for currency in Balance.currencies(): | |
376 | if currency == base_currency: | |
377 | continue | |
378 | value_from = values_in_base.get(currency, Amount(base_currency, 0)) | |
379 | value_to = new_repartition.get(currency, Amount(base_currency, 0)) | |
380 | if value_from.value * value_to.value < 0: | |
381 | trade_1 = cls(value_from, Amount(base_currency, 0), currency, market=market) | |
382 | if only is None or trade_1.action == only: | |
383 | cls.trades.append(trade_1) | |
384 | trade_2 = cls(Amount(base_currency, 0), value_to, currency, market=market) | |
385 | if only is None or trade_2.action == only: | |
386 | cls.trades.append(trade_2) | |
387 | else: | |
388 | trade = cls( | |
389 | value_from, | |
390 | value_to, | |
391 | currency, | |
392 | market=market | |
393 | ) | |
394 | if only is None or trade.action == only: | |
395 | cls.trades.append(trade) | |
396 | return cls.trades | |
397 | ||
398 | @classmethod | |
399 | def prepare_orders(cls, only=None, compute_value="default"): | |
400 | for trade in cls.trades: | |
401 | if only is None or trade.action == only: | |
402 | trade.prepare_order(compute_value=compute_value) | |
403 | ||
404 | @classmethod | |
405 | def move_balances(cls, market, debug=False): | |
406 | needed_in_margin = {} | |
407 | for trade in cls.trades: | |
408 | if trade.trade_type == "short": | |
409 | if trade.value_to.currency not in needed_in_margin: | |
410 | needed_in_margin[trade.value_to.currency] = 0 | |
411 | needed_in_margin[trade.value_to.currency] += abs(trade.value_to) | |
412 | for currency, needed in needed_in_margin.items(): | |
413 | current_balance = Balance.known_balances[currency].margin_free | |
414 | delta = (needed - current_balance).value | |
415 | # FIXME: don't remove too much if there are open margin position | |
416 | if delta > 0: | |
417 | if debug: | |
418 | print("market.transfer_balance({}, {}, 'exchange', 'margin')".format(currency, delta)) | |
419 | else: | |
420 | market.transfer_balance(currency, delta, "exchange", "margin") | |
421 | elif delta < 0: | |
422 | if debug: | |
423 | print("market.transfer_balance({}, {}, 'margin', 'exchange')".format(currency, -delta)) | |
424 | else: | |
425 | market.transfer_balance(currency, -delta, "margin", "exchange") | |
426 | ||
427 | @property | |
428 | def action(self): | |
429 | if self.value_from == self.value_to: | |
430 | return None | |
431 | if self.base_currency == self.currency: | |
432 | return None | |
433 | ||
434 | if self.value_from < self.value_to: | |
435 | return "acquire" | |
436 | else: | |
437 | return "dispose" | |
438 | ||
439 | def order_action(self, inverted): | |
440 | if (self.value_from < self.value_to) != inverted: | |
441 | return "buy" | |
442 | else: | |
443 | return "sell" | |
444 | ||
445 | @property | |
446 | def trade_type(self): | |
447 | if self.value_from + self.value_to < 0: | |
448 | return "short" | |
449 | else: | |
450 | return "long" | |
451 | ||
452 | def prepare_order(self, compute_value="default"): | |
453 | if self.action is None: | |
454 | return | |
455 | ticker = Trade.get_ticker(self.currency, self.base_currency, self.market) | |
456 | inverted = ticker["inverted"] | |
457 | if inverted: | |
458 | ticker = ticker["original"] | |
459 | rate = Trade.compute_value(ticker, self.order_action(inverted), compute_value=compute_value) | |
460 | # 0.1 | |
461 | ||
462 | delta_in_base = abs(self.value_from - self.value_to) | |
463 | # 9 BTC's worth of move (10 - 1 or 1 - 10 depending on case) | |
464 | ||
465 | if not inverted: | |
466 | currency = self.base_currency | |
467 | # BTC | |
468 | if self.action == "dispose": | |
469 | # I have 10 BTC worth of FOO, and I want to sell 9 BTC worth of it | |
470 | # At rate 1 Foo = 0.1 BTC | |
471 | value_from = self.value_from.linked_to | |
472 | # value_from = 100 FOO | |
473 | value_to = self.value_to.in_currency(self.currency, self.market, rate=1/self.value_from.rate) | |
474 | # value_to = 10 FOO (1 BTC * 1/0.1) | |
475 | delta = abs(value_to - value_from) | |
476 | # delta = 90 FOO | |
477 | # Action: "sell" "90 FOO" at rate "0.1" "BTC" on "market" | |
478 | ||
479 | # Note: no rounding error possible: if we have value_to == 0, then delta == value_from | |
480 | else: | |
481 | delta = delta_in_base.in_currency(self.currency, self.market, rate=1/rate) | |
482 | # I want to buy 9 / 0.1 FOO | |
483 | # Action: "buy" "90 FOO" at rate "0.1" "BTC" on "market" | |
484 | else: | |
485 | currency = self.currency | |
486 | # FOO | |
487 | delta = delta_in_base | |
488 | # sell: | |
489 | # I have 10 BTC worth of FOO, and I want to sell 9 BTC worth of it | |
490 | # At rate 1 Foo = 0.1 BTC | |
491 | # Action: "buy" "9 BTC" at rate "1/0.1" "FOO" on market | |
492 | # buy: | |
493 | # I want to buy 9 / 0.1 FOO | |
494 | # Action: "sell" "9 BTC" at rate "1/0.1" "FOO" on "market" | |
495 | ||
496 | close_if_possible = (self.value_to == 0) | |
497 | ||
498 | self.orders.append(Order(self.order_action(inverted), | |
499 | delta, rate, currency, self.trade_type, self.market, | |
500 | close_if_possible=close_if_possible)) | |
501 | ||
502 | @classmethod | |
503 | def compute_value(cls, ticker, action, compute_value="default"): | |
504 | if action == "buy": | |
505 | action = "ask" | |
506 | if action == "sell": | |
507 | action = "bid" | |
508 | if isinstance(compute_value, str): | |
509 | compute_value = Computation.computations[compute_value] | |
510 | return compute_value(ticker, action) | |
511 | ||
512 | @classmethod | |
513 | def all_orders(cls, state=None): | |
514 | all_orders = sum(map(lambda v: v.orders, cls.trades), []) | |
515 | if state is None: | |
516 | return all_orders | |
517 | else: | |
518 | return list(filter(lambda o: o.status == state, all_orders)) | |
519 | ||
520 | @classmethod | |
521 | def run_orders(cls): | |
522 | for order in cls.all_orders(state="pending"): | |
523 | order.run() | |
524 | ||
525 | @classmethod | |
526 | def follow_orders(cls, verbose=True, sleep=30): | |
527 | orders = cls.all_orders() | |
528 | finished_orders = [] | |
529 | while len(orders) != len(finished_orders): | |
530 | time.sleep(sleep) | |
531 | for order in orders: | |
532 | if order in finished_orders: | |
533 | continue | |
534 | if order.get_status() != "open": | |
535 | finished_orders.append(order) | |
536 | if verbose: | |
537 | print("finished {}".format(order)) | |
538 | if verbose: | |
539 | print("All orders finished") | |
540 | ||
541 | @classmethod | |
542 | def update_all_orders_status(cls): | |
543 | for order in cls.all_orders(state="open"): | |
544 | order.get_status() | |
545 | ||
546 | def __repr__(self): | |
547 | return "Trade({} -> {} in {}, {})".format( | |
548 | self.value_from, | |
549 | self.value_to, | |
550 | self.currency, | |
551 | self.action) | |
552 | ||
553 | @classmethod | |
554 | def print_all_with_order(cls): | |
555 | for trade in cls.trades: | |
556 | trade.print_with_order() | |
557 | ||
558 | def print_with_order(self): | |
559 | print(self) | |
560 | for order in self.orders: | |
561 | print("\t", order, sep="") | |
562 | ||
563 | class Order: | |
564 | def __init__(self, action, amount, rate, base_currency, trade_type, market, | |
565 | close_if_possible=False): | |
566 | self.action = action | |
567 | self.amount = amount | |
568 | self.rate = rate | |
569 | self.base_currency = base_currency | |
570 | self.market = market | |
571 | self.trade_type = trade_type | |
572 | self.result = None | |
573 | self.status = "pending" | |
574 | self.close_if_possible = close_if_possible | |
575 | ||
576 | def __repr__(self): | |
577 | return "Order({} {} {} at {} {} [{}]{})".format( | |
578 | self.action, | |
579 | self.trade_type, | |
580 | self.amount, | |
581 | self.rate, | |
582 | self.base_currency, | |
583 | self.status, | |
584 | " ✂" if self.close_if_possible else "", | |
585 | ) | |
586 | ||
587 | @property | |
588 | def account(self): | |
589 | if self.trade_type == "long": | |
590 | return "exchange" | |
591 | else: | |
592 | return "margin" | |
593 | ||
594 | @property | |
595 | def pending(self): | |
596 | return self.status == "pending" | |
597 | ||
598 | @property | |
599 | def finished(self): | |
600 | return self.status == "closed" or self.status == "canceled" or self.status == "error" | |
601 | ||
602 | def run(self, debug=False): | |
603 | symbol = "{}/{}".format(self.amount.currency, self.base_currency) | |
604 | amount = round(self.amount, self.market.order_precision(symbol)).value | |
605 | ||
606 | if debug: | |
607 | print("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( | |
608 | symbol, self.action, amount, self.rate, self.account)) | |
609 | else: | |
610 | try: | |
611 | self.result = self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account) | |
612 | self.status = "open" | |
613 | except Exception as e: | |
614 | self.status = "error" | |
615 | print("error when running market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( | |
616 | symbol, self.action, amount, self.rate, self.account)) | |
617 | self.error_message = str("{}: {}".format(e.__class__.__name__, e)) | |
618 | print(self.error_message) | |
619 | ||
620 | def get_status(self): | |
621 | # other states are "closed" and "canceled" | |
622 | if self.status == "open": | |
623 | result = self.market.fetch_order(self.result['id']) | |
624 | if result["status"] != "open": | |
625 | self.mark_finished_order(result["status"]) | |
626 | return self.status | |
627 | ||
628 | def mark_finished_order(self, status): | |
629 | if status == "closed": | |
630 | if self.trade_type == "short" and self.action == "buy" and self.close_if_possible: | |
631 | self.market.close_margin_position(self.amount.currency, self.base_currency) | |
632 | ||
633 | self.status = result["status"] | |
634 | ||
635 | def cancel(self): | |
636 | self.market.cancel_order(self.result['id']) | |
637 | ||
638 | def print_orders(market, base_currency="BTC"): | |
639 | Balance.prepare_trades(market, base_currency=base_currency, compute_value="average") | |
640 | Trade.prepare_orders(compute_value="average") | |
641 | for currency, balance in Balance.known_balances.items(): | |
642 | print(balance) | |
643 | Trade.print_all_with_order() | |
644 | ||
645 | def make_orders(market, base_currency="BTC"): | |
646 | Balance.prepare_trades(market, base_currency=base_currency) | |
647 | for trade in Trade.trades: | |
648 | print(trade) | |
649 | for order in trade.orders: | |
650 | print("\t", order, sep="") | |
651 | order.run() | |
652 | ||
653 | def sell_all(market, base_currency="BTC"): | |
654 | Balance.prepare_trades_to_sell_all(market) | |
655 | Trade.prepare_orders(compute_value="average") | |
656 | Trade.run_orders() | |
657 | Trade.follow_orders() | |
658 | ||
659 | Balance.update_trades(market, only="acquire") | |
660 | Trade.prepare_orders(only="acquire") | |
661 | Trade.move_balances(market) | |
662 | Trade.run_orders() | |
663 | Trade.follow_orders() | |
664 | ||
665 | if __name__ == '__main__': | |
666 | print_orders(market) |