urllib3.disable_warnings()
http = urllib3.PoolManager()
- r = http.request("GET", cls.URL)
- cls.data = json.loads(r.data)
+ try:
+ r = http.request("GET", cls.URL)
+ except Exception:
+ return
+ try:
+ cls.data = json.loads(r.data)
+ except json.JSONDecodeError:
+ cls.data = None
@classmethod
def parse_cryptoportfolio(cls):
def in_currency(self, other_currency, market, action="average"):
if other_currency == self.currency:
return self
- asset_ticker = self.get_ticker(other_currency, market)
+ asset_ticker = Trade.get_ticker(self.currency, other_currency, market)
if asset_ticker is not None:
return Amount(
other_currency,
else:
raise Exception("This asset is not available in the chosen market")
- def get_ticker(self, c2, market, refresh=False):
- c1 = self.currency
-
- def invert(ticker):
- return {
- "inverted": True,
- "average": (float(1/ticker["bid"]) + float(1/ticker["ask"]) ) / 2,
- "notInverted": ticker,
- }
- def augment_ticker(ticker):
- ticker.update({
- "inverted": False,
- "average": (ticker["bid"] + ticker["ask"] ) / 2,
- })
-
- if time.time() - self.ticker_cache_timestamp > 5:
- self.ticker_cache = {}
- self.ticker_cache_timestamp = time.time()
- elif not refresh:
- if (c1, c2, market.__class__) in self.ticker_cache:
- return self.ticker_cache[(c1, c2, market.__class__)]
- if (c2, c1, market.__class__) in self.ticker_cache:
- return invert(self.ticker_cache[(c2, c1, market.__class__)])
-
- try:
- self.ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2))
- augment_ticker(self.ticker_cache[(c1, c2, market.__class__)])
- except ccxt.ExchangeError:
- try:
- self.ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1))
- augment_ticker(self.ticker_cache[(c2, c1, market.__class__)])
- except ccxt.ExchangeError:
- self.ticker_cache[(c1, c2, market.__class__)] = None
- return self.get_ticker(c2, market)
-
def __abs__(self):
return Amount(self.currency, 0, int_val=abs(self._value))
class Balance:
known_balances = {}
- trades = {}
def __init__(self, currency, total_value, free_value, used_value):
self.currency = currency
self.free = Amount(currency, free_value)
self.used = Amount(currency, used_value)
+ @classmethod
+ def from_hash(cls, currency, hash_):
+ return cls(currency, hash_["total"], hash_["free"], hash_["used"])
+
@classmethod
def in_currency(cls, other_currency, market, action="average", type="total"):
amounts = {}
def currencies(cls):
return cls.known_balances.keys()
- @classmethod
- def from_hash(cls, currency, hash_):
- return cls(currency, hash_["total"], hash_["free"], hash_["used"])
-
@classmethod
def _fill_balances(cls, hash_):
for key in hash_:
new_repartition = cls.dispatch_assets(total_base_value)
Trade.compute_trades(values_in_base, new_repartition, market=market)
- def __int__(self):
- return int(self.total)
-
def __repr__(self):
return "Balance({} [{}/{}/{}])".format(self.currency, str(self.free), str(self.used), str(self.total))
self.value_from = value_from
self.value_to = value_to
self.orders = []
+ self.market = market
assert self.value_from.currency == self.value_to.currency
assert self.value_from.linked_to is not None and self.value_from.linked_to.currency == self.currency
self.base_currency = self.value_from.currency
- if market is not None:
- self.prepare_order(market)
+ fees_cache = {}
+ @classmethod
+ def fetch_fees(cls, market):
+ if market.__class__ not in cls.fees_cache:
+ cls.fees_cache[market.__class__] = market.fetch_fees()
+ return cls.fees_cache[market.__class__]
+
+ ticker_cache = {}
+ ticker_cache_timestamp = time.time()
+ @classmethod
+ def get_ticker(cls, c1, c2, market, refresh=False):
+ def invert(ticker):
+ return {
+ "inverted": True,
+ "average": (float(1/ticker["bid"]) + float(1/ticker["ask"]) ) / 2,
+ "original": ticker,
+ }
+ def augment_ticker(ticker):
+ ticker.update({
+ "inverted": False,
+ "average": (ticker["bid"] + ticker["ask"] ) / 2,
+ })
+
+ if time.time() - cls.ticker_cache_timestamp > 5:
+ cls.ticker_cache = {}
+ cls.ticker_cache_timestamp = time.time()
+ elif not refresh:
+ if (c1, c2, market.__class__) in cls.ticker_cache:
+ return cls.ticker_cache[(c1, c2, market.__class__)]
+ if (c2, c1, market.__class__) in cls.ticker_cache:
+ return invert(cls.ticker_cache[(c2, c1, market.__class__)])
+
+ 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:
+ 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:
+ cls.ticker_cache[(c1, c2, market.__class__)] = None
+ return cls.get_ticker(c1, c2, market)
@classmethod
def compute_trades(cls, values_in_base, new_repartition, market=None):
currency,
market=market
)
+ cls.trades[currency].prepare_order()
return cls.trades
@property
else:
return "sell"
- def ticker_action(self, inverted):
+ def order_action(self, inverted):
if self.value_from < self.value_to:
return "ask" if not inverted else "bid"
else:
return "bid" if not inverted else "ask"
- def prepare_order(self, market):
+ def prepare_order(self):
if self.action is None:
return
ticker = self.value_from.ticker
if not inverted:
value_from = self.value_from.linked_to
- value_to = self.value_to.in_currency(self.currency, market)
+ value_to = self.value_to.in_currency(self.currency, self.market)
delta = abs(value_to - value_from)
currency = self.base_currency
else:
- ticker = ticker["notInverted"]
+ ticker = ticker["original"]
delta = abs(self.value_to - self.value_from)
currency = self.currency
- rate = ticker[self.ticker_action(inverted)]
+ rate = ticker[self.order_action(inverted)]
- self.orders.append(Order(self.ticker_action(inverted), delta, rate, currency))
+ self.orders.append(Order(self.order_action(inverted), delta, rate, currency))
@classmethod
def all_orders(cls):
self.status = result["status"]
return self.status
-@static_var("cache", {})
-def fetch_fees(market):
- if market.__class__ not in fetch_fees.cache:
- fetch_fees.cache[market.__class__] = market.fetch_fees()
- return fetch_fees.cache[market.__class__]
-
def print_orders(market, base_currency="BTC"):
Balance.prepare_trades(market, base_currency=base_currency)
for currency, trade in Trade.trades.items():
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff