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Commit | Line | Data |
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1 | import time | |
2 | from datetime import datetime, timedelta | |
3 | from decimal import Decimal as D, ROUND_DOWN | |
4 | from json import JSONDecodeError | |
5 | from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError | |
6 | from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached | |
7 | from retry import retry | |
8 | import requests | |
9 | ||
10 | # FIXME: correctly handle web call timeouts | |
11 | ||
12 | class Portfolio: | |
13 | URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" | |
14 | liquidities = {} | |
15 | data = None | |
16 | last_date = None | |
17 | ||
18 | @classmethod | |
19 | def wait_for_recent(cls, market, delta=4): | |
20 | cls.repartition(market, refetch=True) | |
21 | while cls.last_date is None or datetime.now() - cls.last_date > timedelta(delta): | |
22 | time.sleep(30) | |
23 | market.report.print_log("Attempt to fetch up-to-date cryptoportfolio") | |
24 | cls.repartition(market, refetch=True) | |
25 | ||
26 | @classmethod | |
27 | def repartition(cls, market, liquidity="medium", refetch=False): | |
28 | cls.parse_cryptoportfolio(market, refetch=refetch) | |
29 | liquidities = cls.liquidities[liquidity] | |
30 | return liquidities[cls.last_date] | |
31 | ||
32 | @classmethod | |
33 | def get_cryptoportfolio(cls, market): | |
34 | try: | |
35 | r = requests.get(cls.URL) | |
36 | market.report.log_http_request(r.request.method, | |
37 | r.request.url, r.request.body, r.request.headers, r) | |
38 | except Exception as e: | |
39 | market.report.log_error("get_cryptoportfolio", exception=e) | |
40 | return | |
41 | try: | |
42 | cls.data = r.json(parse_int=D, parse_float=D) | |
43 | except (JSONDecodeError, SimpleJSONDecodeError): | |
44 | cls.data = None | |
45 | ||
46 | @classmethod | |
47 | def parse_cryptoportfolio(cls, market, refetch=False): | |
48 | if refetch or cls.data is None: | |
49 | cls.get_cryptoportfolio(market) | |
50 | ||
51 | def filter_weights(weight_hash): | |
52 | if weight_hash[1][0] == 0: | |
53 | return False | |
54 | if weight_hash[0] == "_row": | |
55 | return False | |
56 | return True | |
57 | ||
58 | def clean_weights(i): | |
59 | def clean_weights_(h): | |
60 | if h[0].endswith("s"): | |
61 | return [h[0][0:-1], (h[1][i], "short")] | |
62 | else: | |
63 | return [h[0], (h[1][i], "long")] | |
64 | return clean_weights_ | |
65 | ||
66 | def parse_weights(portfolio_hash): | |
67 | weights_hash = portfolio_hash["weights"] | |
68 | weights = {} | |
69 | for i in range(len(weights_hash["_row"])): | |
70 | date = datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d") | |
71 | weights[date] = dict(filter( | |
72 | filter_weights, | |
73 | map(clean_weights(i), weights_hash.items()))) | |
74 | return weights | |
75 | ||
76 | high_liquidity = parse_weights(cls.data["portfolio_1"]) | |
77 | medium_liquidity = parse_weights(cls.data["portfolio_2"]) | |
78 | ||
79 | cls.liquidities = { | |
80 | "medium": medium_liquidity, | |
81 | "high": high_liquidity, | |
82 | } | |
83 | cls.last_date = max(max(medium_liquidity.keys()), max(high_liquidity.keys())) | |
84 | ||
85 | class Computation: | |
86 | computations = { | |
87 | "default": lambda x, y: x[y], | |
88 | "average": lambda x, y: x["average"], | |
89 | "bid": lambda x, y: x["bid"], | |
90 | "ask": lambda x, y: x["ask"], | |
91 | } | |
92 | ||
93 | @classmethod | |
94 | def compute_value(cls, ticker, action, compute_value="default"): | |
95 | if action == "buy": | |
96 | action = "ask" | |
97 | if action == "sell": | |
98 | action = "bid" | |
99 | if isinstance(compute_value, str): | |
100 | compute_value = cls.computations[compute_value] | |
101 | return compute_value(ticker, action) | |
102 | ||
103 | class Amount: | |
104 | def __init__(self, currency, value, linked_to=None, ticker=None, rate=None): | |
105 | self.currency = currency | |
106 | self.value = D(value) | |
107 | self.linked_to = linked_to | |
108 | self.ticker = ticker | |
109 | self.rate = rate | |
110 | ||
111 | def in_currency(self, other_currency, market, rate=None, action=None, compute_value="average"): | |
112 | if other_currency == self.currency: | |
113 | return self | |
114 | if rate is not None: | |
115 | return Amount( | |
116 | other_currency, | |
117 | self.value * rate, | |
118 | linked_to=self, | |
119 | rate=rate) | |
120 | asset_ticker = market.get_ticker(self.currency, other_currency) | |
121 | if asset_ticker is not None: | |
122 | rate = Computation.compute_value(asset_ticker, action, compute_value=compute_value) | |
123 | return Amount( | |
124 | other_currency, | |
125 | self.value * rate, | |
126 | linked_to=self, | |
127 | ticker=asset_ticker, | |
128 | rate=rate) | |
129 | else: | |
130 | raise Exception("This asset is not available in the chosen market") | |
131 | ||
132 | def as_json(self): | |
133 | return { | |
134 | "currency": self.currency, | |
135 | "value": round(self).value.normalize(), | |
136 | } | |
137 | ||
138 | def __round__(self, n=8): | |
139 | return Amount(self.currency, self.value.quantize(D(1)/D(10**n), rounding=ROUND_DOWN)) | |
140 | ||
141 | def __abs__(self): | |
142 | return Amount(self.currency, abs(self.value)) | |
143 | ||
144 | def __add__(self, other): | |
145 | if other == 0: | |
146 | return self | |
147 | if other.currency != self.currency and other.value * self.value != 0: | |
148 | raise Exception("Summing amounts must be done with same currencies") | |
149 | return Amount(self.currency, self.value + other.value) | |
150 | ||
151 | def __radd__(self, other): | |
152 | if other == 0: | |
153 | return self | |
154 | else: | |
155 | return self.__add__(other) | |
156 | ||
157 | def __sub__(self, other): | |
158 | if other == 0: | |
159 | return self | |
160 | if other.currency != self.currency and other.value * self.value != 0: | |
161 | raise Exception("Summing amounts must be done with same currencies") | |
162 | return Amount(self.currency, self.value - other.value) | |
163 | ||
164 | def __rsub__(self, other): | |
165 | if other == 0: | |
166 | return -self | |
167 | else: | |
168 | return -self.__sub__(other) | |
169 | ||
170 | def __mul__(self, value): | |
171 | if not isinstance(value, (int, float, D)): | |
172 | raise TypeError("Amount may only be multiplied by numbers") | |
173 | return Amount(self.currency, self.value * value) | |
174 | ||
175 | def __rmul__(self, value): | |
176 | return self.__mul__(value) | |
177 | ||
178 | def __floordiv__(self, value): | |
179 | if not isinstance(value, (int, float, D)): | |
180 | raise TypeError("Amount may only be divided by numbers") | |
181 | return Amount(self.currency, self.value / value) | |
182 | ||
183 | def __truediv__(self, value): | |
184 | return self.__floordiv__(value) | |
185 | ||
186 | def __lt__(self, other): | |
187 | if other == 0: | |
188 | return self.value < 0 | |
189 | if self.currency != other.currency: | |
190 | raise Exception("Comparing amounts must be done with same currencies") | |
191 | return self.value < other.value | |
192 | ||
193 | def __le__(self, other): | |
194 | return self == other or self < other | |
195 | ||
196 | def __gt__(self, other): | |
197 | return not self <= other | |
198 | ||
199 | def __ge__(self, other): | |
200 | return not self < other | |
201 | ||
202 | def __eq__(self, other): | |
203 | if other == 0: | |
204 | return self.value == 0 | |
205 | if self.currency != other.currency: | |
206 | raise Exception("Comparing amounts must be done with same currencies") | |
207 | return self.value == other.value | |
208 | ||
209 | def __ne__(self, other): | |
210 | return not self == other | |
211 | ||
212 | def __neg__(self): | |
213 | return Amount(self.currency, - self.value) | |
214 | ||
215 | def __str__(self): | |
216 | if self.linked_to is None: | |
217 | return "{:.8f} {}".format(self.value, self.currency) | |
218 | else: | |
219 | return "{:.8f} {} [{}]".format(self.value, self.currency, self.linked_to) | |
220 | ||
221 | def __repr__(self): | |
222 | if self.linked_to is None: | |
223 | return "Amount({:.8f} {})".format(self.value, self.currency) | |
224 | else: | |
225 | return "Amount({:.8f} {} -> {})".format(self.value, self.currency, repr(self.linked_to)) | |
226 | ||
227 | class Balance: | |
228 | base_keys = ["total", "exchange_total", "exchange_used", | |
229 | "exchange_free", "margin_total", "margin_in_position", | |
230 | "margin_available", "margin_borrowed", "margin_pending_gain"] | |
231 | ||
232 | def __init__(self, currency, hash_): | |
233 | self.currency = currency | |
234 | for key in self.base_keys: | |
235 | setattr(self, key, Amount(currency, hash_.get(key, 0))) | |
236 | ||
237 | self.margin_position_type = hash_.get("margin_position_type") | |
238 | ||
239 | if hash_.get("margin_borrowed_base_currency") is not None: | |
240 | base_currency = hash_["margin_borrowed_base_currency"] | |
241 | for key in [ | |
242 | "margin_liquidation_price", | |
243 | "margin_lending_fees", | |
244 | "margin_pending_base_gain", | |
245 | "margin_borrowed_base_price" | |
246 | ]: | |
247 | setattr(self, key, Amount(base_currency, hash_.get(key, 0))) | |
248 | ||
249 | def as_json(self): | |
250 | return dict(map(lambda x: (x, getattr(self, x).as_json()["value"]), self.base_keys)) | |
251 | ||
252 | def __repr__(self): | |
253 | if self.exchange_total > 0: | |
254 | if self.exchange_free > 0 and self.exchange_used > 0: | |
255 | exchange = " Exch: [✔{} + ❌{} = {}]".format(str(self.exchange_free), str(self.exchange_used), str(self.exchange_total)) | |
256 | elif self.exchange_free > 0: | |
257 | exchange = " Exch: [✔{}]".format(str(self.exchange_free)) | |
258 | else: | |
259 | exchange = " Exch: [❌{}]".format(str(self.exchange_used)) | |
260 | else: | |
261 | exchange = "" | |
262 | ||
263 | if self.margin_total > 0: | |
264 | if self.margin_available != 0 and self.margin_in_position != 0: | |
265 | margin = " Margin: [✔{} + ❌{} = {}]".format(str(self.margin_available), str(self.margin_in_position), str(self.margin_total)) | |
266 | elif self.margin_available != 0: | |
267 | margin = " Margin: [✔{}]".format(str(self.margin_available)) | |
268 | else: | |
269 | margin = " Margin: [❌{}]".format(str(self.margin_in_position)) | |
270 | elif self.margin_total < 0: | |
271 | margin = " Margin: [{} @@ {}/{}]".format(str(self.margin_total), | |
272 | str(self.margin_borrowed_base_price), | |
273 | str(self.margin_lending_fees)) | |
274 | else: | |
275 | margin = "" | |
276 | ||
277 | if self.margin_total != 0 and self.exchange_total != 0: | |
278 | total = " Total: [{}]".format(str(self.total)) | |
279 | else: | |
280 | total = "" | |
281 | ||
282 | return "Balance({}".format(self.currency) + "".join([exchange, margin, total]) + ")" | |
283 | ||
284 | class Trade: | |
285 | def __init__(self, value_from, value_to, currency, market): | |
286 | # We have value_from of currency, and want to finish with value_to of | |
287 | # that currency. value_* may not be in currency's terms | |
288 | self.currency = currency | |
289 | self.value_from = value_from | |
290 | self.value_to = value_to | |
291 | self.orders = [] | |
292 | self.market = market | |
293 | self.closed = False | |
294 | assert self.value_from.value * self.value_to.value >= 0 | |
295 | assert self.value_from.currency == self.value_to.currency | |
296 | if self.value_from != 0: | |
297 | assert self.value_from.linked_to is not None and self.value_from.linked_to.currency == self.currency | |
298 | elif self.value_from.linked_to is None: | |
299 | self.value_from.linked_to = Amount(self.currency, 0) | |
300 | self.base_currency = self.value_from.currency | |
301 | ||
302 | @property | |
303 | def delta(self): | |
304 | return self.value_to - self.value_from | |
305 | ||
306 | @property | |
307 | def action(self): | |
308 | if self.value_from == self.value_to: | |
309 | return None | |
310 | if self.base_currency == self.currency: | |
311 | return None | |
312 | ||
313 | if abs(self.value_from) < abs(self.value_to): | |
314 | return "acquire" | |
315 | else: | |
316 | return "dispose" | |
317 | ||
318 | def order_action(self, inverted): | |
319 | if (self.value_from < self.value_to) != inverted: | |
320 | return "buy" | |
321 | else: | |
322 | return "sell" | |
323 | ||
324 | @property | |
325 | def trade_type(self): | |
326 | if self.value_from + self.value_to < 0: | |
327 | return "short" | |
328 | else: | |
329 | return "long" | |
330 | ||
331 | @property | |
332 | def pending(self): | |
333 | return not (self.is_fullfiled or self.closed) | |
334 | ||
335 | def close(self): | |
336 | self.closed = True | |
337 | ||
338 | @property | |
339 | def is_fullfiled(self): | |
340 | return abs(self.filled_amount(in_base_currency=True)) >= abs(self.delta) | |
341 | ||
342 | def filled_amount(self, in_base_currency=False): | |
343 | filled_amount = 0 | |
344 | for order in self.orders: | |
345 | filled_amount += order.filled_amount(in_base_currency=in_base_currency) | |
346 | return filled_amount | |
347 | ||
348 | def update_order(self, order, tick): | |
349 | actions = { | |
350 | 0: ["waiting", None], | |
351 | 1: ["waiting", None], | |
352 | 2: ["adjusting", lambda x, y: (x[y] + x["average"]) / 2], | |
353 | 3: ["waiting", None], | |
354 | 4: ["waiting", None], | |
355 | 5: ["adjusting", lambda x, y: (x[y]*2 + x["average"]) / 3], | |
356 | 6: ["waiting", None], | |
357 | 7: ["market_fallback", "default"], | |
358 | } | |
359 | ||
360 | if tick in actions: | |
361 | update, compute_value = actions[tick] | |
362 | elif tick % 3 == 1: | |
363 | update = "market_adjust" | |
364 | compute_value = "default" | |
365 | else: | |
366 | update = "waiting" | |
367 | compute_value = None | |
368 | ||
369 | if compute_value is not None: | |
370 | order.cancel() | |
371 | new_order = self.prepare_order(compute_value=compute_value) | |
372 | else: | |
373 | new_order = None | |
374 | ||
375 | self.market.report.log_order(order, tick, update=update, | |
376 | compute_value=compute_value, new_order=new_order) | |
377 | ||
378 | if new_order is not None: | |
379 | new_order.run() | |
380 | self.market.report.log_order(order, tick, new_order=new_order) | |
381 | ||
382 | def prepare_order(self, close_if_possible=None, compute_value="default"): | |
383 | if self.action is None: | |
384 | return None | |
385 | ticker = self.market.get_ticker(self.currency, self.base_currency) | |
386 | inverted = ticker["inverted"] | |
387 | if inverted: | |
388 | ticker = ticker["original"] | |
389 | rate = Computation.compute_value(ticker, self.order_action(inverted), compute_value=compute_value) | |
390 | ||
391 | # FIXME: Dust amount should be removed from there if they werent | |
392 | # honored in other sales | |
393 | delta_in_base = abs(self.delta) | |
394 | # 9 BTC's worth of move (10 - 1 or 1 - 10 depending on case) | |
395 | ||
396 | if not inverted: | |
397 | base_currency = self.base_currency | |
398 | # BTC | |
399 | if self.action == "dispose": | |
400 | filled = self.filled_amount(in_base_currency=False) | |
401 | delta = delta_in_base.in_currency(self.currency, self.market, rate=1/self.value_from.rate) | |
402 | # I have 10 BTC worth of FOO, and I want to sell 9 BTC | |
403 | # worth of it, computed first with rate 10 FOO = 1 BTC. | |
404 | # -> I "sell" "90" FOO at proposed rate "rate". | |
405 | ||
406 | delta = delta - filled | |
407 | # I already sold 60 FOO, 30 left | |
408 | else: | |
409 | filled = self.filled_amount(in_base_currency=True) | |
410 | delta = (delta_in_base - filled).in_currency(self.currency, self.market, rate=1/rate) | |
411 | # I want to buy 9 BTC worth of FOO, computed with rate | |
412 | # 10 FOO = 1 BTC | |
413 | # -> I "buy" "9 / rate" FOO at proposed rate "rate" | |
414 | ||
415 | # I already bought 3 / rate FOO, 6 / rate left | |
416 | else: | |
417 | base_currency = self.currency | |
418 | # FOO | |
419 | if self.action == "dispose": | |
420 | filled = self.filled_amount(in_base_currency=True) | |
421 | # Base is FOO | |
422 | ||
423 | delta = (delta_in_base.in_currency(self.currency, self.market, rate=1/self.value_from.rate) | |
424 | - filled).in_currency(self.base_currency, self.market, rate=1/rate) | |
425 | # I have 10 BTC worth of FOO, and I want to sell 9 BTC worth of it | |
426 | # computed at rate 1 Foo = 0.01 BTC | |
427 | # Computation says I should sell it at 125 FOO / BTC | |
428 | # -> delta_in_base = 9 BTC | |
429 | # -> delta = (9 * 1/0.01 FOO) * 1/125 = 7.2 BTC | |
430 | # Action: "buy" "7.2 BTC" at rate "125" "FOO" on market | |
431 | ||
432 | # I already bought 300/125 BTC, only 600/125 left | |
433 | else: | |
434 | filled = self.filled_amount(in_base_currency=False) | |
435 | # Base is FOO | |
436 | ||
437 | delta = delta_in_base | |
438 | # I have 1 BTC worth of FOO, and I want to buy 9 BTC worth of it | |
439 | # At rate 100 Foo / BTC | |
440 | # Computation says I should buy it at 125 FOO / BTC | |
441 | # -> delta_in_base = 9 BTC | |
442 | # Action: "sell" "9 BTC" at rate "125" "FOO" on market | |
443 | ||
444 | delta = delta - filled | |
445 | # I already sold 4 BTC, only 5 left | |
446 | ||
447 | if close_if_possible is None: | |
448 | close_if_possible = (self.value_to == 0) | |
449 | ||
450 | if delta <= 0: | |
451 | self.market.report.log_error("prepare_order", message="Less to do than already filled: {}".format(delta)) | |
452 | return None | |
453 | ||
454 | order = Order(self.order_action(inverted), | |
455 | delta, rate, base_currency, self.trade_type, | |
456 | self.market, self, close_if_possible=close_if_possible) | |
457 | self.orders.append(order) | |
458 | return order | |
459 | ||
460 | def as_json(self): | |
461 | return { | |
462 | "action": self.action, | |
463 | "from": self.value_from.as_json()["value"], | |
464 | "to": self.value_to.as_json()["value"], | |
465 | "currency": self.currency, | |
466 | "base_currency": self.base_currency, | |
467 | } | |
468 | ||
469 | def __repr__(self): | |
470 | return "Trade({} -> {} in {}, {})".format( | |
471 | self.value_from, | |
472 | self.value_to, | |
473 | self.currency, | |
474 | self.action) | |
475 | ||
476 | def print_with_order(self, ind=""): | |
477 | self.market.report.print_log("{}{}".format(ind, self)) | |
478 | for order in self.orders: | |
479 | self.market.report.print_log("{}\t{}".format(ind, order)) | |
480 | for mouvement in order.mouvements: | |
481 | self.market.report.print_log("{}\t\t{}".format(ind, mouvement)) | |
482 | ||
483 | class Order: | |
484 | def __init__(self, action, amount, rate, base_currency, trade_type, market, | |
485 | trade, close_if_possible=False): | |
486 | self.action = action | |
487 | self.amount = amount | |
488 | self.rate = rate | |
489 | self.base_currency = base_currency | |
490 | self.market = market | |
491 | self.trade_type = trade_type | |
492 | self.results = [] | |
493 | self.mouvements = [] | |
494 | self.status = "pending" | |
495 | self.trade = trade | |
496 | self.close_if_possible = close_if_possible | |
497 | self.id = None | |
498 | self.tries = 0 | |
499 | ||
500 | def as_json(self): | |
501 | return { | |
502 | "action": self.action, | |
503 | "trade_type": self.trade_type, | |
504 | "amount": self.amount.as_json()["value"], | |
505 | "currency": self.amount.as_json()["currency"], | |
506 | "base_currency": self.base_currency, | |
507 | "rate": self.rate, | |
508 | "status": self.status, | |
509 | "close_if_possible": self.close_if_possible, | |
510 | "id": self.id, | |
511 | "mouvements": list(map(lambda x: x.as_json(), self.mouvements)) | |
512 | } | |
513 | ||
514 | def __repr__(self): | |
515 | return "Order({} {} {} at {} {} [{}]{})".format( | |
516 | self.action, | |
517 | self.trade_type, | |
518 | self.amount, | |
519 | self.rate, | |
520 | self.base_currency, | |
521 | self.status, | |
522 | " ✂" if self.close_if_possible else "", | |
523 | ) | |
524 | ||
525 | @property | |
526 | def account(self): | |
527 | if self.trade_type == "long": | |
528 | return "exchange" | |
529 | else: | |
530 | return "margin" | |
531 | ||
532 | @property | |
533 | def open(self): | |
534 | return self.status == "open" | |
535 | ||
536 | @property | |
537 | def pending(self): | |
538 | return self.status == "pending" | |
539 | ||
540 | @property | |
541 | def finished(self): | |
542 | return self.status == "closed" or self.status == "canceled" or self.status == "error" | |
543 | ||
544 | @retry(InsufficientFunds) | |
545 | def run(self): | |
546 | self.tries += 1 | |
547 | symbol = "{}/{}".format(self.amount.currency, self.base_currency) | |
548 | amount = round(self.amount, self.market.ccxt.order_precision(symbol)).value | |
549 | ||
550 | if self.market.debug: | |
551 | self.market.report.log_debug_action("market.ccxt.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( | |
552 | symbol, self.action, amount, self.rate, self.account)) | |
553 | self.results.append({"debug": True, "id": -1}) | |
554 | else: | |
555 | action = "market.ccxt.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(symbol, self.action, amount, self.rate, self.account) | |
556 | try: | |
557 | self.results.append(self.market.ccxt.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account)) | |
558 | except InvalidOrder: | |
559 | # Impossible to honor the order (dust amount) | |
560 | self.status = "closed" | |
561 | self.mark_finished_order() | |
562 | return | |
563 | except InsufficientFunds as e: | |
564 | if self.tries < 5: | |
565 | self.market.report.log_error(action, message="Retrying with reduced amount", exception=e) | |
566 | self.amount = self.amount * D("0.99") | |
567 | raise e | |
568 | else: | |
569 | self.market.report.log_error(action, message="Giving up {}".format(self), exception=e) | |
570 | self.status = "error" | |
571 | return | |
572 | except Exception as e: | |
573 | self.status = "error" | |
574 | self.market.report.log_error(action, exception=e) | |
575 | return | |
576 | self.id = self.results[0]["id"] | |
577 | self.status = "open" | |
578 | ||
579 | def get_status(self): | |
580 | if self.market.debug: | |
581 | self.market.report.log_debug_action("Getting {} status".format(self)) | |
582 | return self.status | |
583 | # other states are "closed" and "canceled" | |
584 | if not self.finished: | |
585 | self.fetch() | |
586 | if self.finished: | |
587 | self.mark_finished_order() | |
588 | return self.status | |
589 | ||
590 | def mark_finished_order(self): | |
591 | if self.market.debug: | |
592 | self.market.report.log_debug_action("Mark {} as finished".format(self)) | |
593 | return | |
594 | if self.status == "closed": | |
595 | if self.trade_type == "short" and self.action == "buy" and self.close_if_possible: | |
596 | self.market.ccxt.close_margin_position(self.amount.currency, self.base_currency) | |
597 | ||
598 | def fetch(self): | |
599 | if self.market.debug: | |
600 | self.market.report.log_debug_action("Fetching {}".format(self)) | |
601 | return | |
602 | try: | |
603 | result = self.market.ccxt.fetch_order(self.id, symbol=self.amount.currency) | |
604 | self.results.append(result) | |
605 | self.status = result["status"] | |
606 | # Time at which the order started | |
607 | self.timestamp = result["datetime"] | |
608 | except OrderNotCached: | |
609 | self.status = "closed_unknown" | |
610 | ||
611 | self.fetch_mouvements() | |
612 | ||
613 | # FIXME: consider open order with dust remaining as closed | |
614 | ||
615 | def dust_amount_remaining(self): | |
616 | return self.remaining_amount() < Amount(self.amount.currency, D("0.001")) | |
617 | ||
618 | def remaining_amount(self): | |
619 | return self.amount - self.filled_amount() | |
620 | ||
621 | def filled_amount(self, in_base_currency=False): | |
622 | if self.status == "open": | |
623 | self.fetch() | |
624 | filled_amount = 0 | |
625 | for mouvement in self.mouvements: | |
626 | if in_base_currency: | |
627 | filled_amount += mouvement.total_in_base | |
628 | else: | |
629 | filled_amount += mouvement.total | |
630 | return filled_amount | |
631 | ||
632 | def fetch_mouvements(self): | |
633 | try: | |
634 | mouvements = self.market.ccxt.privatePostReturnOrderTrades({"orderNumber": self.id}) | |
635 | except ExchangeError: | |
636 | mouvements = [] | |
637 | self.mouvements = [] | |
638 | ||
639 | for mouvement_hash in mouvements: | |
640 | self.mouvements.append(Mouvement(self.amount.currency, | |
641 | self.base_currency, mouvement_hash)) | |
642 | ||
643 | def cancel(self): | |
644 | if self.market.debug: | |
645 | self.market.report.log_debug_action("Mark {} as cancelled".format(self)) | |
646 | self.status = "canceled" | |
647 | return | |
648 | self.market.ccxt.cancel_order(self.id) | |
649 | self.fetch() | |
650 | ||
651 | class Mouvement: | |
652 | def __init__(self, currency, base_currency, hash_): | |
653 | self.currency = currency | |
654 | self.base_currency = base_currency | |
655 | self.id = hash_.get("tradeID") | |
656 | self.action = hash_.get("type") | |
657 | self.fee_rate = D(hash_.get("fee", -1)) | |
658 | try: | |
659 | self.date = datetime.strptime(hash_.get("date", ""), '%Y-%m-%d %H:%M:%S') | |
660 | except ValueError: | |
661 | self.date = None | |
662 | self.rate = D(hash_.get("rate", 0)) | |
663 | self.total = Amount(currency, hash_.get("amount", 0)) | |
664 | # rate * total = total_in_base | |
665 | self.total_in_base = Amount(base_currency, hash_.get("total", 0)) | |
666 | ||
667 | def as_json(self): | |
668 | return { | |
669 | "fee_rate": self.fee_rate, | |
670 | "date": self.date, | |
671 | "action": self.action, | |
672 | "total": self.total.value, | |
673 | "currency": self.currency, | |
674 | "total_in_base": self.total_in_base.value, | |
675 | "base_currency": self.base_currency | |
676 | } | |
677 | ||
678 | def __repr__(self): | |
679 | if self.fee_rate > 0: | |
680 | fee_rate = " fee: {}%".format(self.fee_rate * 100) | |
681 | else: | |
682 | fee_rate = "" | |
683 | if self.date is None: | |
684 | date = "No date" | |
685 | else: | |
686 | date = self.date | |
687 | return "Mouvement({} ; {} {} ({}){})".format( | |
688 | date, self.action, self.total, self.total_in_base, | |
689 | fee_rate) | |
690 |