X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=market.py;h=6edd6050b6ba3ef6aa2ddb02ce30dbf1e4b11707;hb=30700830b6c0aaaa59c148ebd8edb6931040ed13;hp=ce0c48cddb67597845e3e979eb8b373300037866;hpb=c5ca26b83ca9f120fb39f1e61265216342f8a4db;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/market.py b/market.py index ce0c48c..6edd605 100644 --- a/market.py +++ b/market.py @@ -1,8 +1,7 @@ from ccxt import ExchangeError, NotSupported, RequestTimeout, InvalidNonce import ccxt_wrapper as ccxt import time -import psycopg2 -import redis +import dbs from store import * from cachetools.func import ttl_cache from datetime import datetime @@ -27,7 +26,7 @@ class Market: self.balances = BalanceStore(self) self.processor = Processor(self) - for key in ["user_id", "market_id", "pg_config", "redis_config"]: + for key in ["user_id", "market_id"]: setattr(self, key, kwargs.get(key, None)) self.report.log_market(self.args) @@ -45,9 +44,9 @@ class Market: date = datetime.datetime.now() if self.args.report_path is not None: self.store_file_report(date) - if self.pg_config is not None and self.args.report_db: + if dbs.psql_connected() and self.args.report_db: self.store_database_report(date) - if self.redis_config is not None and self.args.report_redis: + if dbs.redis_connected() and self.args.report_redis: self.store_redis_report(date) def store_file_report(self, date): @@ -64,27 +63,26 @@ class Market: try: report_query = 'INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;' line_query = 'INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);' - connection = psycopg2.connect(**self.pg_config) - cursor = connection.cursor() + cursor = dbs.psql.cursor() cursor.execute(report_query, (date, self.market_id, self.debug)) report_id = cursor.fetchone()[0] for date, type_, payload in self.report.to_json_array(): cursor.execute(line_query, (date, report_id, type_, payload)) - connection.commit() + dbs.psql.commit() cursor.close() - connection.close() except Exception as e: print("impossible to store report to database: {}; {}".format(e.__class__.__name__, e)) def store_redis_report(self, date): try: - conn = redis.Redis(**self.redis_config) for type_, log in self.report.to_json_redis(): key = "/cryptoportfolio/{}/{}/{}".format(self.market_id, date.isoformat(), type_) - conn.set(key, log, ex=31*24*60*60) + dbs.redis.set(key, log, ex=31*24*60*60) key = "/cryptoportfolio/{}/latest/{}".format(self.market_id, type_) - conn.set(key, log) + dbs.redis.set(key, log) + key = "/cryptoportfolio/{}/latest/date".format(self.market_id) + dbs.redis.set(key, date.isoformat()) except Exception as e: print("impossible to store report to redis: {}; {}".format(e.__class__.__name__, e)) @@ -208,18 +206,32 @@ class Market: self.report.log_stage("follow_orders_end") def prepare_trades(self, base_currency="BTC", liquidity="medium", - compute_value="average", repartition=None, only=None): + compute_value="average", repartition=None, only=None, + available_balance_only=False): self.report.log_stage("prepare_trades", base_currency=base_currency, liquidity=liquidity, compute_value=compute_value, only=only, - repartition=repartition) + repartition=repartition, available_balance_only=available_balance_only) values_in_base = self.balances.in_currency(base_currency, compute_value=compute_value) - total_base_value = sum(values_in_base.values()) + if available_balance_only: + balance = self.balances.all.get(base_currency) + if balance is None: + total_base_value = portfolio.Amount(base_currency, 0) + else: + total_base_value = balance.exchange_free + balance.margin_available + else: + total_base_value = sum(values_in_base.values()) new_repartition = self.balances.dispatch_assets(total_base_value, liquidity=liquidity, repartition=repartition) + if available_balance_only: + for currency, amount in values_in_base.items(): + if currency != base_currency: + new_repartition.setdefault(currency, portfolio.Amount(base_currency, 0)) + new_repartition[currency] += amount + self.trades.compute_trades(values_in_base, new_repartition, only=only) def print_tickers(self, base_currency="BTC"): @@ -290,7 +302,7 @@ class Processor: "before": False, "after": True, "fetch_balances": ["begin", "end"], - "prepare_trades": { "only": "acquire" }, + "prepare_trades": { "only": "acquire", "available_balance_only": True }, "prepare_orders": { "only": "acquire", "compute_value": "average" }, "move_balances": {}, "run_orders": {}, @@ -324,7 +336,7 @@ class Processor: "before": False, "after": True, "fetch_balances": ["begin", "end"], - "prepare_trades": {}, + "prepare_trades": { "available_balance_only": True }, "prepare_orders": { "compute_value": "average" }, "move_balances": {}, "run_orders": {}, @@ -375,14 +387,14 @@ class Processor: 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)) + self.market.balances.fetch_balances(tag="{}_begin".format(process_name), log_tickers=True) for action in self.ordered_actions: 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.balances.fetch_balances(tag="{}_end".format(process_name), log_tickers=True) self.market.report.log_stage("{}_end".format(process_name)) def method_arguments(self, action):