X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=helper.py;fp=helper.py;h=8a29f40419473ab0fc61cc0ff5c130781bf1a648;hb=6ca5a1ec669593fa915a2824efca068c975f9caa;hp=0000000000000000000000000000000000000000;hpb=c51687d2b0cbad5460d8424f550014502d84696e;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git

diff --git a/helper.py b/helper.py
new file mode 100644
index 0000000..8a29f40
--- /dev/null
+++ b/helper.py
@@ -0,0 +1,151 @@
+import time
+from ccxt import ExchangeError
+from store import *
+
+def move_balances(market, debug=False):
+    needed_in_margin = {} 
+    for trade in TradeStore.all:
+        if trade.trade_type == "short":
+            if trade.value_to.currency not in needed_in_margin:
+                needed_in_margin[trade.value_to.currency] = 0
+            needed_in_margin[trade.value_to.currency] += abs(trade.value_to)
+    for currency, needed in needed_in_margin.items():
+        current_balance = BalanceStore.all[currency].margin_free
+        delta = (needed - current_balance).value
+        # FIXME: don't remove too much if there are open margin position
+        if delta > 0:
+            if debug:
+                print("market.transfer_balance({}, {}, 'exchange', 'margin')".format(currency, delta))
+            else:
+                market.transfer_balance(currency, delta, "exchange", "margin")
+        elif delta < 0:
+            if debug:
+                print("market.transfer_balance({}, {}, 'margin', 'exchange')".format(currency, -delta))
+            else:
+                market.transfer_balance(currency, -delta, "margin", "exchange")
+
+    BalanceStore.fetch_balances(market)
+
+ticker_cache = {}
+ticker_cache_timestamp = time.time()
+def get_ticker(c1, c2, market, refresh=False):
+    global ticker_cache, ticker_cache_timestamp
+    def invert(ticker):
+        return {
+                "inverted": True,
+                "average": (1/ticker["bid"] + 1/ticker["ask"]) / 2,
+                "original": ticker,
+                }
+    def augment_ticker(ticker):
+        ticker.update({
+            "inverted": False,
+            "average": (ticker["bid"] + ticker["ask"] ) / 2,
+            })
+
+    if time.time() - ticker_cache_timestamp > 5:
+        ticker_cache = {}
+        ticker_cache_timestamp = time.time()
+    elif not refresh:
+        if (c1, c2, market.__class__) in ticker_cache:
+            return ticker_cache[(c1, c2, market.__class__)]
+        if (c2, c1, market.__class__) in ticker_cache:
+            return invert(ticker_cache[(c2, c1, market.__class__)])
+
+    try:
+        ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2))
+        augment_ticker(ticker_cache[(c1, c2, market.__class__)])
+    except ExchangeError:
+        try:
+            ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1))
+            augment_ticker(ticker_cache[(c2, c1, market.__class__)])
+        except ExchangeError:
+            ticker_cache[(c1, c2, market.__class__)] = None
+    return get_ticker(c1, c2, market)
+
+fees_cache = {}
+def fetch_fees(market):
+    global fees_cache
+    if market.__class__ not in fees_cache:
+        fees_cache[market.__class__] = market.fetch_fees()
+    return fees_cache[market.__class__]
+
+def prepare_trades(market, base_currency="BTC", compute_value="average", debug=False):
+    BalanceStore.fetch_balances(market)
+    values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value)
+    total_base_value = sum(values_in_base.values())
+    new_repartition = BalanceStore.dispatch_assets(total_base_value)
+    # Recompute it in case we have new currencies
+    values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value)
+    TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug)
+
+def update_trades(market, base_currency="BTC", compute_value="average", only=None, debug=False):
+    BalanceStore.fetch_balances(market)
+    values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value)
+    total_base_value = sum(values_in_base.values())
+    new_repartition = BalanceStore.dispatch_assets(total_base_value)
+    TradeStore.compute_trades(values_in_base, new_repartition, only=only, market=market, debug=debug)
+
+def prepare_trades_to_sell_all(market, base_currency="BTC", compute_value="average", debug=False):
+    BalanceStore.fetch_balances(market)
+    values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value)
+    total_base_value = sum(values_in_base.values())
+    new_repartition = BalanceStore.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") })
+    TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug)
+
+def follow_orders(verbose=True, sleep=None):
+    if sleep is None:
+        sleep = 7 if TradeStore.debug else 30
+    tick = 0
+    while len(TradeStore.all_orders(state="open")) > 0:
+        time.sleep(sleep)
+        tick += 1
+        for order in TradeStore.all_orders(state="open"):
+            if order.get_status() != "open":
+                if verbose:
+                    print("finished {}".format(order))
+            else:
+                order.trade.update_order(order, tick)
+    if verbose:
+        print("All orders finished")
+
+def print_orders(market, base_currency="BTC"):
+    prepare_trades(market, base_currency=base_currency, compute_value="average")
+    TradeStore.prepare_orders(compute_value="average")
+    for currency, balance in BalanceStore.all.items():
+        print(balance)
+    TradeStore.print_all_with_order()
+
+def make_orders(market, base_currency="BTC"):
+    prepare_trades(market, base_currency=base_currency)
+    for trade in TradeStore.all:
+        print(trade)
+        for order in trade.orders:
+            print("\t", order, sep="")
+            order.run()
+
+def process_sell_all_sell(market, base_currency="BTC", debug=False):
+    prepare_trades_to_sell_all(market, debug=debug)
+    TradeStore.prepare_orders(compute_value="average")
+    print("------------------")
+    for currency, balance in BalanceStore.all.items():
+        print(balance)
+    print("------------------")
+    TradeStore.print_all_with_order()
+    print("------------------")
+    TradeStore.run_orders()
+    follow_orders()
+
+def process_sell_all_buy(market, base_currency="BTC", debug=False):
+    prepare_trades(market, debug=debug)
+    TradeStore.prepare_orders()
+    print("------------------")
+    for currency, balance in BalanceStore.all.items():
+        print(balance)
+    print("------------------")
+    TradeStore.print_all_with_order()
+    print("------------------")
+    move_balances(market, debug=debug)
+    TradeStore.run_orders()
+    follow_orders()
+
+