X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=helper.py;h=23b2d0be4654cc483b4c81eb756b25f3cbe7c7ef;hb=c31df868c655612b8387a25111e69882f0fe6344;hp=421e8cdc9b7f0adcbe3af64328fe178681a16eed;hpb=5a72ded790f8b5e7c9b38a3cc91c12fbfb6cb97a;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/helper.py b/helper.py index 421e8cd..23b2d0b 100644 --- a/helper.py +++ b/helper.py @@ -4,10 +4,13 @@ from store import * def move_balances(market, debug=False): needed_in_margin = {} + for currency in BalanceStore.all: + if BalanceStore.all[currency].margin_free != 0: + needed_in_margin[currency] = 0 for trade in TradeStore.all: + if trade.value_to.currency not in needed_in_margin: + needed_in_margin[trade.value_to.currency] = 0 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 @@ -69,20 +72,20 @@ def fetch_fees(market): fees_cache[market.__class__] = market.fetch_fees() return fees_cache[market.__class__] -def prepare_trades(market, base_currency="BTC", compute_value="average", debug=False): +def prepare_trades(market, base_currency="BTC", liquidity="medium", 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) + new_repartition = BalanceStore.dispatch_assets(total_base_value, liquidity=liquidity) # 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): +def update_trades(market, base_currency="BTC", liquidity="medium", 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) + new_repartition = BalanceStore.dispatch_assets(total_base_value, liquidity=liquidity) 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): @@ -109,14 +112,22 @@ def follow_orders(verbose=True, sleep=None): print("All orders finished") def print_orders(market, base_currency="BTC"): - prepare_trades(market, base_currency=base_currency, compute_value="average") + prepare_trades(market, base_currency=base_currency, compute_value="average", debug=True) TradeStore.prepare_orders(compute_value="average") for currency, balance in BalanceStore.all.items(): print(balance) TradeStore.print_all_with_order() -def process_sell_needed__1_sell(market, base_currency="BTC", debug=False): - prepare_trades(market, base_currency=base_currency, debug=debug) +def print_balances(market, base_currency="BTC"): + BalanceStore.fetch_balances(market) + for currency, balance in BalanceStore.all.items(): + print(balance) + if base_currency is not None: + print("total:") + print(sum(BalanceStore.in_currency(base_currency, market).values())) + +def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC", debug=False): + prepare_trades(market, liquidity=liquidity, base_currency=base_currency, debug=debug) TradeStore.prepare_orders(compute_value="average", only="dispose") print("------------------") for currency, balance in BalanceStore.all.items(): @@ -127,8 +138,8 @@ def process_sell_needed__1_sell(market, base_currency="BTC", debug=False): TradeStore.run_orders() follow_orders() -def process_sell_needed__2_sell(market, base_currency="BTC", debug=False): - update_trades(market, base_currency=base_currency, debug=debug, only="acquire") +def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC", debug=False): + update_trades(market, base_currency=base_currency, liquidity=liquidity, debug=debug, only="acquire") TradeStore.prepare_orders(compute_value="average", only="acquire") print("------------------") for currency, balance in BalanceStore.all.items(): @@ -140,7 +151,7 @@ def process_sell_needed__2_sell(market, base_currency="BTC", debug=False): TradeStore.run_orders() follow_orders() -def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False): +def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False, liquidity="medium"): prepare_trades_to_sell_all(market, base_currency=base_currency, debug=debug) TradeStore.prepare_orders(compute_value="average") print("------------------") @@ -152,9 +163,9 @@ def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False): TradeStore.run_orders() follow_orders() -def process_sell_all__2_all_buy(market, base_currency="BTC", debug=False): - prepare_trades(market, base_currency=base_currency, debug=debug) - TradeStore.prepare_orders() +def process_sell_all__2_all_buy(market, base_currency="BTC", debug=False, liquidity="medium"): + prepare_trades(market, liquidity=liquidity, base_currency=base_currency, debug=debug) + TradeStore.prepare_orders(compute_value="average") print("------------------") for currency, balance in BalanceStore.all.items(): print(balance)