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):
def order_action(self, inverted):
if self.value_from < self.value_to:
- return "ask" if not inverted else "bid"
+ return "buy" if not inverted else "sell"
else:
- return "bid" if not inverted else "ask"
+ return "sell" if not inverted else "buy"
def prepare_order(self, compute_value="default"):
if self.action is None:
return
ticker = self.value_from.ticker
inverted = ticker["inverted"]
+ if inverted:
+ ticker = ticker["original"]
+ rate = Trade.compute_value(ticker, self.order_action(inverted), compute_value=compute_value)
+ # 0.1
+
+ 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:
- value_from = self.value_from.linked_to
- value_to = self.value_to.in_currency(self.currency, self.market, rate=1/self.value_from.rate)
- delta = abs(value_to - value_from)
+ 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:
- ticker = ticker["original"]
- delta = abs(self.value_to - self.value_from)
- currency = self.currency
+ 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
+ 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
- rate = Trade.compute_value(ticker, self.order_action(inverted), compute_value=compute_value)
+ currency = self.currency
+ # FOO
self.orders.append(Order(self.order_action(inverted), delta, rate, currency, self.market))
if verbose:
print("All orders finished")
+ @classmethod
+ def update_all_orders_status(cls):
+ for order in cls.all_orders(state="open"):
+ order.get_status()
+
def __repr__(self):
return "Trade({} -> {} in {}, {})".format(
self.value_from,
self.currency,
self.action)
-class Order:
+ @classmethod
+ def print_all_with_order(cls):
+ for trade in cls.trades.values():
+ trade.print_with_order()
+
+ def print_with_order(self):
+ print(self)
+ for order in self.orders:
+ print("\t", order, sep="")
+class Order:
def __init__(self, action, amount, rate, base_currency, market):
self.action = action
self.amount = amount
@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"
self.status = result["status"]
return self.status
+ def cancel(self):
+ self.market.cancel_order(self.result['id'])
+
def print_orders(market, base_currency="BTC"):
Balance.prepare_trades(market, base_currency=base_currency, compute_value="average")
Trade.prepare_orders(compute_value="average")
for currency, balance in Balance.known_balances.items():
print(balance)
- for currency, trade in Trade.trades.items():
- print(trade)
- for order in trade.orders:
- print("\t", order, sep="")
+ portfolio.Trade.print_all_with_order()
def make_orders(market, base_currency="BTC"):
Balance.prepare_trades(market, base_currency=base_currency)
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff