X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=helper.py;h=be480e28fdbb76df7ae0d91c9130bd2a2e82d379;hb=7bd830a83b662874c145ea9548edfde79eadc68f;hp=4d73078dbb99aed90f819c0ac9947f04a8f9d080;hpb=f70bb858007cd3be6766ee0aa4a3d9133952eb98;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/helper.py b/helper.py index 4d73078..be480e2 100644 --- a/helper.py +++ b/helper.py @@ -7,6 +7,62 @@ import sys import portfolio +def make_order(market, value, currency, action="acquire", + close_if_possible=False, base_currency="BTC", follow=True, + compute_value="average"): + """ + Make an order on market + "market": The market on which to place the order + "value": The value in *base_currency* to acquire, + or in *currency* to dispose. + use negative for margin trade. + "action": "acquire" or "dispose". + "acquire" will buy long or sell short, + "dispose" will sell long or buy short. + "currency": The currency to acquire or dispose + "base_currency": The base currency. The value is expressed in that + currency (default: BTC) + "follow": Whether to follow the order once run (default: True) + "close_if_possible": Whether to try to close the position at the end + of the trade, i.e. reach exactly 0 at the end + (only meaningful in "dispose"). May have + unwanted effects if the end value of the + currency is not 0. + "compute_value": Compute value to place the order + """ + market.report.log_stage("make_order_begin") + market.balances.fetch_balances(tag="make_order_begin") + if action == "acquire": + trade = portfolio.Trade( + portfolio.Amount(base_currency, 0), + portfolio.Amount(base_currency, value), + currency, market) + else: + amount = portfolio.Amount(currency, value) + trade = portfolio.Trade( + amount.in_currency(base_currency, market, compute_value=compute_value), + portfolio.Amount(base_currency, 0), + currency, market) + market.trades.all.append(trade) + order = trade.prepare_order( + close_if_possible=close_if_possible, + compute_value=compute_value) + market.report.log_orders([order], None, compute_value) + market.trades.run_orders() + if follow: + market.follow_orders() + market.balances.fetch_balances(tag="make_order_end") + else: + market.report.log_stage("make_order_end_not_followed") + return order + market.report.log_stage("make_order_end") + +def get_user_market(config_path, user_id, debug=False): + import market + pg_config, report_path = main_parse_config(config_path) + market_config = list(main_fetch_markets(pg_config, str(user_id)))[0][0] + return market.Market.from_config(market_config, debug=debug) + def main_parse_args(argv): parser = argparse.ArgumentParser( description="Run the trade bot") @@ -27,8 +83,8 @@ def main_parse_args(argv): parser.add_argument("--user", default=None, required=False, help="Only run for that user") parser.add_argument("--action", - default=None, required=False, - help="Do a different action than trading") + action='append', + help="Do a different action than trading (add several times to chain)") args = parser.parse_args(argv) @@ -68,19 +124,19 @@ def main_fetch_markets(pg_config, user): for row in cursor: yield row -def main_process_market(user_market, action, before=False, after=False): - if action is None: +def main_process_market(user_market, actions, before=False, after=False): + if len(actions or []) == 0: if before: process_sell_all__1_all_sell(user_market) if after: - portfolio.Portfolio.wait_for_recent(user_market) - process_sell_all__2_all_buy(user_market) - elif action == "print_balances": - print_balances(user_market) - elif action == "print_orders": - print_orders(user_market) + process_sell_all__2_wait(user_market) + process_sell_all__3_all_buy(user_market) else: - raise NotImplementedError("Unknown action {}".format(action)) + for action in actions: + if action in globals(): + (globals()[action])(user_market) + else: + raise NotImplementedError("Unknown action {}".format(action)) def main_store_report(report_path, user_id, user_market): try: @@ -117,7 +173,7 @@ def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC") def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC"): market.report.log_stage("process_sell_needed__2_buy_begin") market.balances.fetch_balances(tag="process_sell_needed__2_buy_begin") - market.update_trades(base_currency=base_currency, liquidity=liquidity, only="acquire") + market.prepare_trades(base_currency=base_currency, liquidity=liquidity, only="acquire") market.trades.prepare_orders(compute_value="average", only="acquire") market.move_balances() market.trades.run_orders() @@ -135,15 +191,20 @@ def process_sell_all__1_all_sell(market, base_currency="BTC", liquidity="medium" market.balances.fetch_balances(tag="process_sell_all__1_all_sell_end") market.report.log_stage("process_sell_all__1_all_sell_end") -def process_sell_all__2_all_buy(market, base_currency="BTC", liquidity="medium"): - market.report.log_stage("process_sell_all__2_all_buy_begin") - market.balances.fetch_balances(tag="process_sell_all__2_all_buy_begin") +def process_sell_all__2_wait(market, liquidity="medium", base_currency="BTC"): + market.report.log_stage("process_sell_all__2_wait_begin") + portfolio.Portfolio.wait_for_recent(market) + market.report.log_stage("process_sell_all__2_wait_end") + +def process_sell_all__3_all_buy(market, base_currency="BTC", liquidity="medium"): + market.report.log_stage("process_sell_all__3_all_buy_begin") + market.balances.fetch_balances(tag="process_sell_all__3_all_buy_begin") market.prepare_trades(liquidity=liquidity, base_currency=base_currency) market.trades.prepare_orders(compute_value="average") market.move_balances() market.trades.run_orders() market.follow_orders() - market.balances.fetch_balances(tag="process_sell_all__2_all_buy_end") - market.report.log_stage("process_sell_all__2_all_buy_end") + market.balances.fetch_balances(tag="process_sell_all__3_all_buy_end") + market.report.log_stage("process_sell_all__3_all_buy_end")