-import ccxt
+from ccxt import ExchangeError
import time
from decimal import Decimal as D
# Put your poloniex api key in market.py
def repartition_pertenthousand(cls, liquidity="medium"):
cls.parse_cryptoportfolio()
liquidities = cls.liquidities[liquidity]
- last_date = sorted(liquidities.keys())[-1]
- return liquidities[last_date]
+ cls.last_date = sorted(liquidities.keys())[-1]
+ return liquidities[cls.last_date]
@classmethod
def get_cryptoportfolio(cls):
try:
r = http.request("GET", cls.URL)
except Exception:
- return
+ return None
try:
cls.data = json.loads(r.data,
parse_int=D,
def clean_weights(i):
def clean_weights_(h):
- if type(h[1][i]) == str:
+ if isinstance(h[1][i], str):
return [h[0], h[1][i]]
else:
return [h[0], int(h[1][i] * 10000)]
return Amount(self.currency, self.value - other.value)
def __mul__(self, value):
- if type(value) != int and type(value) != float and type(value) != D:
+ if not isinstance(value, (int, float, D)):
raise TypeError("Amount may only be multiplied by numbers")
return Amount(self.currency, self.value * value)
return self.__mul__(value)
def __floordiv__(self, value):
- if type(value) != int and type(value) != float and type(value) != D:
+ if not isinstance(value, (int, float, D)):
raise TypeError("Amount may only be multiplied by integers")
return Amount(self.currency, self.value / value)
try:
cls.ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2))
augment_ticker(cls.ticker_cache[(c1, c2, market.__class__)])
- except ccxt.ExchangeError:
+ except ExchangeError:
try:
cls.ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1))
augment_ticker(cls.ticker_cache[(c2, c1, market.__class__)])
- except ccxt.ExchangeError:
+ except ExchangeError:
cls.ticker_cache[(c1, c2, market.__class__)] = None
return cls.get_ticker(c1, c2, market)
if inverted:
ticker = ticker["original"]
rate = Trade.compute_value(ticker, self.order_action(inverted), compute_value=compute_value)
+ # 0.1
- # We can use that amount of BTC:
delta_in_base = abs(self.value_from - self.value_to)
+ # 9 BTC's worth of move (10 - 1 or 1 - 10 depending on case)
if not inverted:
if self.action == "sell":
+ # I have 10 BTC worth of FOO, and I want to sell 9 BTC worth of it
+ # At rate 1 Foo = 0.1 BTC
value_from = self.value_from.linked_to
+ # value_from = 100 FOO
value_to = self.value_to.in_currency(self.currency, self.market, rate=1/self.value_from.rate)
+ # value_to = 10 FOO (1 BTC * 1/0.1)
delta = abs(value_to - value_from)
+ # delta = 90 FOO
+ # Action: "sell" "90 FOO" at rate "0.1" "BTC" on "market"
+
+ # Note: no rounding error possible: if we have value_to == 0, then delta == value_from
else:
delta = delta_in_base.in_currency(self.currency, self.market, rate=1/rate)
+ # I want to buy 9 / 0.1 FOO
+ # Action: "buy" "90 FOO" at rate "0.1" "BTC" on "market"
+
+ # FIXME: Need to round up to the correct amount of FOO in case
+ # we want to use all BTC
currency = self.base_currency
+ # BTC
else:
if self.action == "sell":
- delta = delta_in_base.in_currency(self.base_currency, self.market, rate=rate)
+ # I have 10 BTC worth of FOO, and I want to sell 9 BTC worth of it
+ # At rate 1 Foo = 0.1 BTC
+ delta = delta_in_base
+ # Action: "buy" "9 BTC" at rate "1/0.1" "FOO" on market
+
+ # FIXME: Need to round up to the correct amount of FOO in case
+ # we want to sell all
else:
delta = delta_in_base
+ # I want to buy 9 / 0.1 FOO
+ # Action: "sell" "9 BTC" at rate "1/0.1" "FOO" on "market"
+
+ # FIXME: Need to round up to the correct amount of FOO in case
+ # we want to use all BTC
+
currency = self.currency
+ # FOO
self.orders.append(Order(self.order_action(inverted), delta, rate, currency, self.market))
@classmethod
def compute_value(cls, ticker, action, compute_value="default"):
- if type(compute_value) == str:
+ if isinstance(compute_value, str):
compute_value = Computation.computations[compute_value]
return compute_value(ticker, action)
@property
def finished(self):
- return self.status == "closed" or self.status == "canceled"
+ return self.status == "closed" or self.status == "canceled" or self.status == "error"
def run(self, debug=False):
symbol = "{}/{}".format(self.amount.currency, self.base_currency)
try:
self.result = self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate)
self.status = "open"
- except Exception:
- pass
+ except Exception as e:
+ self.status = "error"
+ print("error when running market.create_order('{}', 'limit', '{}', {}, price={})".format(
+ symbol, self.action, amount, self.rate))
+ self.error_message = str("{}: {}".format(e.__class__.__name__, e))
+ print(self.error_message)
def get_status(self):
# other states are "closed" and "canceled"