+ if add_portfolio:
+ for currency in Portfolio.repartition(from_cache=True, liquidity=liquidity):
+ self.all.setdefault(currency, portfolio.Balance(currency, {}))
+ if add_usdt:
+ self.all.setdefault("USDT", portfolio.Balance("USDT", {}))
+ if log_tickers:
+ tickers = self.in_currency(ticker_currency, compute_value=ticker_compute_value, type=ticker_type)
+ self.market.report.log_balances(tag=tag, checkpoint=checkpoint,
+ tickers=tickers, ticker_currency=ticker_currency,
+ compute_value=ticker_compute_value, type=ticker_type)
+ else:
+ self.market.report.log_balances(tag=tag, checkpoint=checkpoint)
+
+ def available_balances_for_repartition(self,
+ compute_value="average", base_currency="BTC",
+ liquidity="medium", repartition=None):
+ if repartition is None:
+ repartition = Portfolio.repartition(liquidity=liquidity)
+ base_currency_balance = self.all.get(base_currency)
+
+ if base_currency_balance is None:
+ total_base_value = portfolio.Amount(base_currency, 0)
+ else:
+ total_base_value = base_currency_balance.exchange_free + \
+ base_currency_balance.margin_available - \
+ base_currency_balance.margin_in_position
+
+ amount_in_position = {}
+
+ # Compute balances already in the target position
+ for currency, (ptt, trade_type) in repartition.items():
+ amount_in_position[currency] = portfolio.Amount(base_currency, 0)
+ balance = self.all.get(currency)
+ if currency != base_currency and balance is not None:
+ if trade_type == "short":
+ amount = balance.margin_borrowed
+ else:
+ amount = balance.exchange_free + balance.exchange_used
+ amount_in_position[currency] = amount.in_currency(base_currency,
+ self.market, compute_value=compute_value)
+ total_base_value += amount_in_position[currency]
+
+ # recursively delete more-than-filled positions from the wanted
+ # repartition
+ did_delete = True
+ while did_delete:
+ did_delete = False
+ sum_ratio = sum([v[0] for k, v in repartition.items()])
+ current_base_value = total_base_value
+ for currency, (ptt, trade_type) in repartition.copy().items():
+ if amount_in_position[currency] > current_base_value * ptt / sum_ratio:
+ did_delete = True
+ del(repartition[currency])
+ total_base_value -= amount_in_position[currency]
+ return repartition, total_base_value, amount_in_position