Add comments to explain the trade -> order conversion

[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / portfolio.py

diff --git a/portfolio.py b/portfolio.py
index 60b57cad1aaac93fcf46f76a78612509ac97a3a1..cb14c5d6223d44751f6f99d1f886e9a8aa5de7c2 100644 (file)
--- a/portfolio.py
+++ b/portfolio.py
@@ -13,8 +13,8 @@ class Portfolio:
     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):
@@ -360,24 +360,52 @@ class Trade:
         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))
 
@@ -463,7 +491,7 @@ class Order:
 
     @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)
@@ -476,8 +504,12 @@ class Order:
             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"