return amounts
def fetch_balances(self, tag=None, add_portfolio=False,
- checkpoint=None, log_tickers=False,
+ checkpoint=None, log_tickers=False, add_usdt=False,
ticker_currency="BTC", ticker_compute_value="average", ticker_type="total"):
all_balances = self.market.ccxt.fetch_all_balances()
for currency, balance in all_balances.items():
if add_portfolio:
for currency in Portfolio.repartition(from_cache=True):
self.all.setdefault(currency, portfolio.Balance(currency, {}))
+ if add_usdt:
+ self.all.setdefault("USDT", portfolio.Balance("USDT", {}))
if log_tickers:
tickers = self.in_currency(ticker_currency, compute_value=ticker_compute_value, type=ticker_type)
self.market.report.log_balances(tag=tag, checkpoint=checkpoint,
else:
self.market.report.log_balances(tag=tag, checkpoint=checkpoint)
+ def available_balances_for_repartition(self,
+ compute_value="average", base_currency="BTC",
+ liquidity="medium", repartition=None):
+ if repartition is None:
+ repartition = Portfolio.repartition(liquidity=liquidity)
+ base_currency_balance = self.all.get(base_currency)
+
+ if base_currency_balance is None:
+ total_base_value = portfolio.Amount(base_currency, 0)
+ else:
+ total_base_value = base_currency_balance.exchange_free + \
+ base_currency_balance.margin_available - \
+ base_currency_balance.margin_in_position
+
+ amount_in_position = {}
+
+ # Compute balances already in the target position
+ for currency, (ptt, trade_type) in repartition.items():
+ amount_in_position[currency] = portfolio.Amount(base_currency, 0)
+ balance = self.all.get(currency)
+ if currency != base_currency and balance is not None:
+ if trade_type == "short":
+ amount = balance.margin_borrowed
+ else:
+ amount = balance.exchange_free + balance.exchange_used
+ amount_in_position[currency] = amount.in_currency(base_currency,
+ self.market, compute_value=compute_value)
+ total_base_value += amount_in_position[currency]
+
+ # recursively delete more-than-filled positions from the wanted
+ # repartition
+ did_delete = True
+ while did_delete:
+ did_delete = False
+ sum_ratio = sum([v[0] for k, v in repartition.items()])
+ current_base_value = total_base_value
+ for currency, (ptt, trade_type) in repartition.copy().items():
+ if amount_in_position[currency] > current_base_value * ptt / sum_ratio:
+ did_delete = True
+ del(repartition[currency])
+ total_base_value -= amount_in_position[currency]
+ return repartition, total_base_value, amount_in_position
+
def dispatch_assets(self, amount, liquidity="medium", repartition=None):
if repartition is None:
repartition = Portfolio.repartition(liquidity=liquidity)
cls.retrieve_cryptoportfolio()
cls.get_cryptoportfolio()
liquidities = cls.liquidities.get(liquidity)
- return liquidities[cls.last_date.get()]
+ return liquidities[cls.last_date.get()].copy()
@classmethod
def get_cryptoportfolio(cls, refetch=False):