"prepare_orders": { "only": "dispose", "compute_value": "average" },
"run_orders": {},
"follow_orders": {},
+ "close_trades": {},
},
{
"name": "buy",
"move_balances": {},
"run_orders": {},
"follow_orders": {},
+ "close_trades": {},
},
],
"sell_all": [
"before": True,
"after": False,
"fetch_balances": ["begin", "end"],
- "prepare_trades": { "repartition": { "BTC": (1, "long") } },
+ "prepare_trades": { "repartition": { "base_currency": (1, "long") } },
"prepare_orders": { "compute_value": "average" },
"run_orders": {},
"follow_orders": {},
+ "close_trades": {},
},
{
"name": "wait",
"move_balances": {},
"run_orders": {},
"follow_orders": {},
+ "close_trades": {},
},
]
}
- allowed_arguments = {
- "wait_for_recent": ["delta"],
- "prepare_trades": ["base_currency", "liquidity", "compute_value", "repartition", "only"],
- "prepare_orders": ["only", "compute_value"],
- "move_balances": [],
- "run_orders": [],
- "follow_orders": ["sleep"],
- }
+ ordered_actions = [
+ "wait_for_recent", "prepare_trades", "prepare_orders",
+ "move_balances", "run_orders", "follow_orders",
+ "close_trades"]
def __init__(self, market):
self.market = market
for step in steps:
selected_steps += self.select_steps(scenario, step)
for step in selected_steps:
- self.process_step(scenario_name, step, **kwargs)
+ self.process_step(scenario_name, step, kwargs)
- def process_step(self, scenario_name, step, **kwargs):
+ def process_step(self, scenario_name, step, kwargs):
process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"])
self.market.report.log_stage("{}_begin".format(process_name))
if "begin" in step.get("fetch_balances", []):
self.market.balances.fetch_balances(tag="{}_begin".format(process_name))
- for action in ["wait_for_recent", "prepare_trades",
- "prepare_orders", "move_balances", "run_orders",
- "follow_orders"]:
+ for action in self.ordered_actions:
if action in step:
- self.run_action(action, step[action], **kwargs)
+ self.run_action(action, step[action], kwargs)
if "end" in step.get("fetch_balances", []):
self.market.balances.fetch_balances(tag="{}_end".format(process_name))
self.market.report.log_stage("{}_end".format(process_name))
- def run_action(self, action, default_args, **kwargs):
- args = {k: v for k, v in {**default_args, **kwargs}.items() if k in self.allowed_arguments[action] }
+ def method_arguments(self, action):
+ import inspect
if action == "wait_for_recent":
- portfolio.Portfolio.wait_for_recent(self.market, **args)
- if action == "prepare_trades":
- self.market.prepare_trades(**args)
- if action == "prepare_orders":
- self.market.trades.prepare_orders(**args)
- if action == "move_balances":
- self.market.move_balances(**args)
- if action == "run_orders":
- self.market.trades.run_orders(**args)
- if action == "follow_orders":
- self.market.follow_orders(**args)
-
-def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC"):
- Processor(market).process("sell_needed", steps="sell",
- liquidity=liquidity, base_currency=base_currency)
-
-def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC"):
- Processor(market).process("sell_needed", steps="buy",
- liquidity=liquidity, base_currency=base_currency)
-
-def process_sell_all__1_all_sell(market, base_currency="BTC", liquidity="medium"):
- Processor(market).process("sell_all", steps="all_sell",
- liquidity=liquidity, base_currency=base_currency)
-
-def process_sell_all__2_wait(market, liquidity="medium", base_currency="BTC"):
- Processor(market).process("sell_all", steps="wait",
- liquidity=liquidity, base_currency=base_currency)
-
-def process_sell_all__3_all_buy(market, base_currency="BTC", liquidity="medium"):
- Processor(market).process("sell_all", steps="all_buy",
- liquidity=liquidity, base_currency=base_currency)
+ method = portfolio.Portfolio.wait_for_recent
+ elif action == "prepare_trades":
+ method = self.market.prepare_trades
+ elif action == "prepare_orders":
+ method = self.market.trades.prepare_orders
+ elif action == "move_balances":
+ method = self.market.move_balances
+ elif action == "run_orders":
+ method = self.market.trades.run_orders
+ elif action == "follow_orders":
+ method = self.market.follow_orders
+ elif action == "close_trades":
+ method = self.market.trades.close_trades
+
+ signature = inspect.getfullargspec(method)
+ defaults = signature.defaults or []
+ kwargs = signature.args[-len(defaults):]
+
+ return [method, kwargs]
+
+ def parse_args(self, action, default_args, kwargs):
+ method, allowed_arguments = self.method_arguments(action)
+ args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments }
+
+ if "repartition" in args and "base_currency" in args["repartition"]:
+ r = args["repartition"]
+ r[args.get("base_currency", "BTC")] = r.pop("base_currency")
+
+ return method, args
+
+ def run_action(self, action, default_args, kwargs):
+ method, args = self.parse_args(action, default_args, kwargs)
+ if action == "wait_for_recent":
+ method(self.market, **args)
+ else:
+ method(**args)