X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=main.py;h=a7ad8f73db8e3983171b9727a9e0e898915c7b5b;hb=512972fa1df14df4e208a1182096b1c51b5d38d1;hp=41abe9e740187362c6e8baa5f8e2d6179c19add2;hpb=eb9c92e155941b51042ba57e23f651454bd8e55a;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/main.py b/main.py index 41abe9e..a7ad8f7 100644 --- a/main.py +++ b/main.py @@ -1,64 +1,203 @@ +import configargparse +import dbs import os import sys -import configparser -import psycopg2 -import argparse -from datetime import datetime -import portfolio, market +import market +import portfolio -parser = argparse.ArgumentParser( - description="Run the trade bot") +__all__ = ["make_order", "get_user_market"] -parser.add_argument("-c", "--config", - default="config.ini", - required=False, - help="Config file to load (default: config.ini)") -parser.add_argument("--before", - default=False, action='store_const', const=True, - help="Run the steps before the cryptoportfolio update") -parser.add_argument("--after", - default=False, action='store_const', const=True, - help="Run the steps after the cryptoportfolio update") -parser.add_argument("--debug", - default=False, action='store_const', const=True, - help="Run in debug mode") +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") -args = parser.parse_args() +def get_user_market(config_path, user_id, debug=False): + args = ["--config", config_path] + if debug: + args.append("--debug") + args = parse_args(args) + parse_config(args) + market_id, market_config, user_id, options = list(fetch_markets(str(user_id)))[0] + return market.Market.from_config(market_config, args, user_id=user_id, options=options) -if not os.path.exists(args.config): - print("no config file found, exiting") - sys.exit(1) +def fetch_markets(user): + cursor = dbs.psql.cursor() -config = configparser.ConfigParser() -config.read(args.config) + if user is None: + cursor.execute("SELECT id,config,user_id,portfolio_profile FROM market_configs_augmented WHERE status='enabled'") + else: + cursor.execute("SELECT id,config,user_id,portfolio_profile FROM market_configs_augmented WHERE status='enabled' AND user_id = %s", [user]) -pg_config = config["postgresql"] + for row in cursor: + options = { + "liquidity": parse_liquidity(row[3]) + } + yield row[0:3] + (options,) -connection = psycopg2.connect(**pg_config) -cursor = connection.cursor() +def parse_liquidity(value): + if value == "high-liquidity": + return "high" + elif value == "medium-liquidity": + return "medium" + else: + return None -cursor.execute("SELECT config,user_id FROM market_configs") +def parse_config(args): + if args.db_host is not None: + dbs.connect_psql(args) -report_path = config["app"]["report_path"] -if not os.path.exists(report_path): - os.makedirs(report_path) + if args.redis_host is not None: + dbs.connect_redis(args) -for row in cursor: - market_config, user_id = row + report_path = args.report_path + + if report_path is not None and not \ + os.path.exists(report_path): + os.makedirs(report_path) + +def parse_args(argv): + parser = configargparse.ArgumentParser( + description="Run the trade bot.") + + parser.add_argument("-c", "--config", + default="config.ini", + required=False, is_config_file=True, + help="Config file to load (default: config.ini)") + parser.add_argument("--before", + default=False, action='store_const', const=True, + help="Run the steps before the cryptoportfolio update") + parser.add_argument("--after", + default=False, action='store_const', const=True, + help="Run the steps after the cryptoportfolio update") + parser.add_argument("--quiet", + default=False, action='store_const', const=True, + help="Don't print messages") + parser.add_argument("--debug", + default=False, action='store_const', const=True, + help="Run in debug mode") + parser.add_argument("--user", + default=None, required=False, help="Only run for that user") + parser.add_argument("--action", + action='append', + help="Do a different action than trading (add several times to chain)") + parser.add_argument("--parallel", action='store_true', default=True, dest="parallel") + parser.add_argument("--no-parallel", action='store_false', dest="parallel") + parser.add_argument("--report-db", action='store_true', default=True, dest="report_db", + help="Store report to database (default)") + parser.add_argument("--no-report-db", action='store_false', dest="report_db", + help="Don't store report to database") + parser.add_argument("--report-redis", action='store_true', default=False, dest="report_redis", + help="Store report to redis") + parser.add_argument("--no-report-redis", action='store_false', dest="report_redis", + help="Don't store report to redis (default)") + parser.add_argument("--report-path", required=False, + help="Where to store the reports (default: absent, don't store)") + parser.add_argument("--no-report-path", action='store_const', dest='report_path', const=None, + help="Don't store the report to file (default)") + parser.add_argument("--db-host", default="localhost", + help="Host access to database (default: localhost)") + parser.add_argument("--db-port", default=5432, + help="Port access to database (default: 5432)") + parser.add_argument("--db-user", default="cryptoportfolio", + help="User access to database (default: cryptoportfolio)") + parser.add_argument("--db-password", default="cryptoportfolio", + help="Password access to database (default: cryptoportfolio)") + parser.add_argument("--db-database", default="cryptoportfolio", + help="Database access to database (default: cryptoportfolio)") + parser.add_argument("--redis-host", default="localhost", + help="Host access to database (default: localhost). Use path for socket") + parser.add_argument("--redis-port", default=6379, + help="Port access to redis (default: 6379)") + parser.add_argument("--redis-database", default=0, + help="Redis database to use (default: 0)") + + parsed = parser.parse_args(argv) + if parsed.action is None: + parsed.action = ["sell_all"] + return parsed + +def process(market_config, market_id, user_id, args, options): try: - user_market = market.get_market(market_config) - if args.before: - portfolio.h.process_sell_all__1_all_sell(user_market, debug=args.debug) - if args.after: - portfolio.Portfolio.wait_for_recent() - portfolio.h.process_sell_all__2_all_buy(user_market, debug=args.debug) + market.Market\ + .from_config(market_config, args, market_id=market_id, + user_id=user_id, options=options)\ + .process(args.action, before=args.before, after=args.after) except Exception as e: - print(e) - pass - finally: - report_file = "{}/{}_{}.json".format(report_path, datetime.now().isoformat(), user_id) - with open(report_file, "w") as f: - f.write(portfolio.ReportStore.to_json()) - portfolio.h.reset_all() + print("{}: {}".format(e.__class__.__name__, e)) + +def main(argv): + args = parse_args(argv) + + parse_config(args) + + market.Portfolio.report.set_verbose(not args.quiet) + + if args.parallel: + import threading + market.Portfolio.start_worker() + + threads = [] + def process_(*args): + thread = threading.Thread(target=process, args=args) + thread.start() + threads.append(thread) + else: + process_ = process + + for market_id, market_config, user_id, options in fetch_markets(args.user): + process_(market_config, market_id, user_id, args, options) + + if args.parallel: + for thread in threads: + thread.join() + market.Portfolio.stop_worker() +if __name__ == '__main__': # pragma: no cover + main(sys.argv[1:])