X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=helper.py;h=f14fd580f967c2e64985235c14af1bd4d80873fb;hb=9db7d156833cd384baa64b6148b5c646bfcc41f8;hp=4d73078dbb99aed90f819c0ac9947f04a8f9d080;hpb=f70bb858007cd3be6766ee0aa4a3d9133952eb98;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/helper.py b/helper.py index 4d73078..f14fd58 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 +124,18 @@ 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) + Processor(user_market).process("sell_all", steps="before") 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) + Processor(user_market).process("sell_all", steps="after") 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: @@ -104,46 +159,159 @@ def print_balances(market, base_currency="BTC"): market.report.print_log("total:") market.report.print_log(sum(market.balances.in_currency(base_currency).values())) +class Processor: + scenarios = { + "sell_needed": [ + { + "name": "wait", + "number": 0, + "before": False, + "after": True, + "wait_for_recent": {}, + }, + { + "name": "sell", + "number": 1, + "before": False, + "after": True, + "fetch_balances": ["begin", "end"], + "prepare_trades": {}, + "prepare_orders": { "only": "dispose", "compute_value": "average" }, + "run_orders": {}, + "follow_orders": {}, + }, + { + "name": "buy", + "number": 2, + "before": False, + "after": True, + "fetch_balances": ["begin", "end"], + "prepare_trades": { "only": "acquire" }, + "prepare_orders": { "only": "acquire", "compute_value": "average" }, + "move_balances": {}, + "run_orders": {}, + "follow_orders": {}, + }, + ], + "sell_all": [ + { + "name": "all_sell", + "number": 1, + "before": True, + "after": False, + "fetch_balances": ["begin", "end"], + "prepare_trades": { "repartition": { "BTC": (1, "long") } }, + "prepare_orders": { "compute_value": "average" }, + "run_orders": {}, + "follow_orders": {}, + }, + { + "name": "wait", + "number": 2, + "before": False, + "after": True, + "wait_for_recent": {}, + }, + { + "name": "all_buy", + "number": 3, + "before": False, + "after": True, + "fetch_balances": ["begin", "end"], + "prepare_trades": {}, + "prepare_orders": { "compute_value": "average" }, + "move_balances": {}, + "run_orders": {}, + "follow_orders": {}, + }, + ] + } + + allowed_arguments = { + "wait_for_recent": ["delta"], + "prepare_trades": ["base_currency", "liquidity", "compute_value", "repartition", "only"], + "prepare_orders": ["only", "compute_value"], + "move_balances": [], + "run_orders": [], + "follow_orders": ["sleep"], + } + + def __init__(self, market): + self.market = market + + def select_steps(self, scenario, step): + if step == "all": + return scenario + elif step == "before" or step == "after": + return list(filter(lambda x: step in x and x[step], scenario)) + elif type(step) == int: + return [scenario[step-1]] + elif type(step) == str: + return list(filter(lambda x: x["name"] == step, scenario)) + else: + raise TypeError("Unknown step {}".format(step)) + + def process(self, scenario_name, steps="all", **kwargs): + scenario = self.scenarios[scenario_name] + selected_steps = [] + + if type(steps) == str or type(steps) == int: + selected_steps += self.select_steps(scenario, steps) + else: + for step in steps: + selected_steps += self.select_steps(scenario, step) + for step in selected_steps: + self.process_step(scenario_name, step, **kwargs) + + def process_step(self, scenario_name, step, **kwargs): + process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"]) + self.market.report.log_stage("{}_begin".format(process_name)) + if "begin" in step.get("fetch_balances", []): + self.market.balances.fetch_balances(tag="{}_begin".format(process_name)) + + for action in ["wait_for_recent", "prepare_trades", + "prepare_orders", "move_balances", "run_orders", + "follow_orders"]: + if action in step: + self.run_action(action, step[action], **kwargs) + + if "end" in step.get("fetch_balances", []): + self.market.balances.fetch_balances(tag="{}_end".format(process_name)) + self.market.report.log_stage("{}_end".format(process_name)) + + def run_action(self, action, default_args, **kwargs): + args = {k: v for k, v in {**default_args, **kwargs}.items() if k in self.allowed_arguments[action] } + + if action == "wait_for_recent": + portfolio.Portfolio.wait_for_recent(self.market, **args) + if action == "prepare_trades": + self.market.prepare_trades(**args) + if action == "prepare_orders": + self.market.trades.prepare_orders(**args) + if action == "move_balances": + self.market.move_balances(**args) + if action == "run_orders": + self.market.trades.run_orders(**args) + if action == "follow_orders": + self.market.follow_orders(**args) + def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC"): - market.report.log_stage("process_sell_needed__1_sell_begin") - market.balances.fetch_balances(tag="process_sell_needed__1_sell_begin") - market.prepare_trades(liquidity=liquidity, base_currency=base_currency) - market.trades.prepare_orders(compute_value="average", only="dispose") - market.trades.run_orders() - market.follow_orders() - market.balances.fetch_balances(tag="process_sell_needed__1_sell_end") - market.report.log_stage("process_sell_needed__1_sell_end") + Processor(market).process("sell_needed", steps="sell", + liquidity=liquidity, base_currency=base_currency) 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.trades.prepare_orders(compute_value="average", only="acquire") - market.move_balances() - market.trades.run_orders() - market.follow_orders() - market.balances.fetch_balances(tag="process_sell_needed__2_buy_end") - market.report.log_stage("process_sell_needed__2_buy_end") + Processor(market).process("sell_needed", steps="buy", + liquidity=liquidity, base_currency=base_currency) def process_sell_all__1_all_sell(market, base_currency="BTC", liquidity="medium"): - market.report.log_stage("process_sell_all__1_all_sell_begin") - market.balances.fetch_balances(tag="process_sell_all__1_all_sell_begin") - market.prepare_trades_to_sell_all(base_currency=base_currency) - market.trades.prepare_orders(compute_value="average") - market.trades.run_orders() - market.follow_orders() - 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") - 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") + Processor(market).process("sell_all", steps="all_sell", + liquidity=liquidity, base_currency=base_currency) + +def process_sell_all__2_wait(market, liquidity="medium", base_currency="BTC"): + Processor(market).process("sell_all", steps="wait", + liquidity=liquidity, base_currency=base_currency) +def process_sell_all__3_all_buy(market, base_currency="BTC", liquidity="medium"): + Processor(market).process("sell_all", steps="all_buy", + liquidity=liquidity, base_currency=base_currency)