X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=market.py;h=7a37cf622aed28899f4815cd1b388e89e0a98a34;hb=a0dcf4e0978331709da164fb0e29ae008b90fc88;hp=ca65bca7a0196211caedfa515e55b169ee71231d;hpb=337c8286cc31d81ffdad06a225996f86c46c46f0;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/market.py b/market.py index ca65bca..7a37cf6 100644 --- a/market.py +++ b/market.py @@ -1,10 +1,11 @@ -from ccxt import ExchangeError, NotSupported, RequestTimeout +from ccxt import ExchangeError, NotSupported, RequestTimeout, InvalidNonce import ccxt_wrapper as ccxt import time import psycopg2 from store import * from cachetools.func import ttl_cache from datetime import datetime +import datetime from retry import retry import portfolio @@ -25,9 +26,11 @@ class Market: self.balances = BalanceStore(self) self.processor = Processor(self) - for key in ["user_id", "market_id", "report_path", "pg_config"]: + for key in ["user_id", "market_id", "pg_config"]: setattr(self, key, kwargs.get(key, None)) + self.report.log_market(self.args) + @classmethod def from_config(cls, config, args, **kwargs): config["apiKey"] = config.pop("key", None) @@ -38,15 +41,15 @@ class Market: def store_report(self): self.report.merge(Portfolio.report) - date = datetime.now() - if self.report_path is not None: + date = datetime.datetime.now() + if self.args.report_path is not None: self.store_file_report(date) - if self.pg_config is not None: + if self.pg_config is not None and self.args.report_db: self.store_database_report(date) def store_file_report(self, date): try: - report_file = "{}/{}_{}".format(self.report_path, date.isoformat(), self.user_id) + report_file = "{}/{}_{}".format(self.args.report_path, date.isoformat(), self.user_id) with open(report_file + ".json", "w") as f: f.write(self.report.to_json()) with open(report_file + ".log", "w") as f: @@ -89,7 +92,7 @@ class Market: finally: self.store_report() - @retry(RequestTimeout, tries=5) + @retry((RequestTimeout, InvalidNonce), tries=5) def move_balances(self): needed_in_margin = {} moving_to_margin = {} @@ -114,7 +117,7 @@ class Market: self.ccxt.transfer_balance(currency, delta, "exchange", "margin") elif delta < 0: self.ccxt.transfer_balance(currency, -delta, "margin", "exchange") - except RequestTimeout as e: + except (RequestTimeout, InvalidNonce) as e: self.report.log_error(action, message="Retrying", exception=e) self.report.log_move_balances(needed_in_margin, moving_to_margin) self.balances.fetch_balances() @@ -181,10 +184,17 @@ class Market: self.report.log_stage("follow_orders_tick_{}".format(tick)) self.report.log_orders(open_orders, tick=tick) for order in open_orders: - if order.get_status() != "open": + status = order.get_status() + if status != "open": self.report.log_order(order, tick, finished=True) else: order.trade.update_order(order, tick) + if status == "error_disappeared": + self.report.log_error("follow_orders", + message="{} disappeared, recreating it".format(order)) + order.trade.prepare_order( + compute_value=order.trade.tick_actions_recreate(tick)) + self.report.log_stage("follow_orders_end") def prepare_trades(self, base_currency="BTC", liquidity="medium",