+import time
+import requests
import portfolio
import simplejson as json
from decimal import Decimal as D, ROUND_DOWN
-from datetime import date, datetime
+from datetime import date, datetime, timedelta
import inspect
+from json import JSONDecodeError
+from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError
-__all__ = ["BalanceStore", "ReportStore", "TradeStore"]
+__all__ = ["Portfolio", "BalanceStore", "ReportStore", "TradeStore"]
class ReportStore:
def __init__(self, market, verbose_print=True):
self.logs = []
+ def merge(self, other_report):
+ self.logs += other_report.logs
+ self.logs.sort(key=lambda x: x["date"])
+
def print_log(self, message):
message = str(message)
if self.verbose_print:
def dispatch_assets(self, amount, liquidity="medium", repartition=None):
if repartition is None:
- repartition = portfolio.Portfolio.repartition(self.market, liquidity=liquidity)
+ repartition = Portfolio.repartition(liquidity=liquidity)
sum_ratio = sum([v[0] for k, v in repartition.items()])
amounts = {}
for currency, (ptt, trade_type) in repartition.items():
for order in self.all_orders(state="open"):
order.get_status()
+class NoopLock:
+ def __enter__(self, *args):
+ pass
+ def __exit__(self, *args):
+ pass
+
+class LockedVar:
+ def __init__(self, value):
+ self.lock = NoopLock()
+ self.val = value
+
+ def start_lock(self):
+ import threading
+ self.lock = threading.Lock()
+
+ def set(self, value):
+ with self.lock:
+ self.val = value
+
+ def get(self, key=None):
+ with self.lock:
+ if key is not None and isinstance(self.val, dict):
+ return self.val.get(key)
+ else:
+ return self.val
+
+ def __getattr__(self, key):
+ with self.lock:
+ return getattr(self.val, key)
+
+class Portfolio:
+ URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json"
+ data = LockedVar(None)
+ liquidities = LockedVar({})
+ last_date = LockedVar(None)
+ report = LockedVar(ReportStore(None))
+ worker = None
+ worker_started = False
+ worker_notify = None
+ callback = None
+
+ @classmethod
+ def start_worker(cls, poll=30):
+ import threading
+
+ cls.worker = threading.Thread(name="portfolio", daemon=True,
+ target=cls.wait_for_notification, kwargs={"poll": poll})
+ cls.worker_notify = threading.Event()
+ cls.callback = threading.Event()
+
+ cls.last_date.start_lock()
+ cls.liquidities.start_lock()
+ cls.report.start_lock()
+
+ cls.worker_started = True
+ cls.worker.start()
+
+ @classmethod
+ def is_worker_thread(cls):
+ if cls.worker is None:
+ return False
+ else:
+ import threading
+ return cls.worker == threading.current_thread()
+
+ @classmethod
+ def wait_for_notification(cls, poll=30):
+ if not cls.is_worker_thread():
+ raise RuntimeError("This method needs to be ran with the worker")
+ while cls.worker_started:
+ cls.worker_notify.wait()
+ cls.worker_notify.clear()
+ cls.report.print_log("Fetching cryptoportfolio")
+ cls.get_cryptoportfolio(refetch=True)
+ cls.callback.set()
+ time.sleep(poll)
+
+ @classmethod
+ def notify_and_wait(cls):
+ cls.callback.clear()
+ cls.worker_notify.set()
+ cls.callback.wait()
+
+ @classmethod
+ def wait_for_recent(cls, delta=4, poll=30):
+ cls.get_cryptoportfolio()
+ while cls.last_date.get() is None or datetime.now() - cls.last_date.get() > timedelta(delta):
+ if cls.worker is None:
+ time.sleep(poll)
+ cls.report.print_log("Attempt to fetch up-to-date cryptoportfolio")
+ cls.get_cryptoportfolio(refetch=True)
+
+ @classmethod
+ def repartition(cls, liquidity="medium"):
+ cls.get_cryptoportfolio()
+ liquidities = cls.liquidities.get(liquidity)
+ return liquidities[cls.last_date.get()]
+
+ @classmethod
+ def get_cryptoportfolio(cls, refetch=False):
+ if cls.data.get() is not None and not refetch:
+ return
+ if cls.worker is not None and not cls.is_worker_thread():
+ cls.notify_and_wait()
+ return
+ try:
+ r = requests.get(cls.URL)
+ cls.report.log_http_request(r.request.method,
+ r.request.url, r.request.body, r.request.headers, r)
+ except Exception as e:
+ cls.report.log_error("get_cryptoportfolio", exception=e)
+ return
+ try:
+ cls.data.set(r.json(parse_int=D, parse_float=D))
+ cls.parse_cryptoportfolio()
+ except (JSONDecodeError, SimpleJSONDecodeError):
+ cls.data.set(None)
+ cls.last_date.set(None)
+ cls.liquidities.set({})
+
+ @classmethod
+ def parse_cryptoportfolio(cls):
+ def filter_weights(weight_hash):
+ if weight_hash[1][0] == 0:
+ return False
+ if weight_hash[0] == "_row":
+ return False
+ return True
+
+ def clean_weights(i):
+ def clean_weights_(h):
+ if h[0].endswith("s"):
+ return [h[0][0:-1], (h[1][i], "short")]
+ else:
+ return [h[0], (h[1][i], "long")]
+ return clean_weights_
+
+ def parse_weights(portfolio_hash):
+ if "weights" not in portfolio_hash:
+ return {}
+ weights_hash = portfolio_hash["weights"]
+ weights = {}
+ for i in range(len(weights_hash["_row"])):
+ date = datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d")
+ weights[date] = dict(filter(
+ filter_weights,
+ map(clean_weights(i), weights_hash.items())))
+ return weights
+
+ high_liquidity = parse_weights(cls.data.get("portfolio_1"))
+ medium_liquidity = parse_weights(cls.data.get("portfolio_2"))
+
+ cls.liquidities.set({
+ "medium": medium_liquidity,
+ "high": high_liquidity,
+ })
+ cls.last_date.set(max(
+ max(medium_liquidity.keys(), default=datetime(1, 1, 1)),
+ max(high_liquidity.keys(), default=datetime(1, 1, 1))
+ ))
+