X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=market.py;h=82df34f4766ba7648cce4a5e4f364dde948c53b1;hb=b46ced3defd7bad269c252c9b458b86e2c5e31eb;hp=5876071875750df01a1d658698216b2c30670bb0;hpb=56c3a6078a2740d43072dfe30f07b17b442e3cc2;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/market.py b/market.py index 5876071..82df34f 100644 --- a/market.py +++ b/market.py @@ -1,4 +1,4 @@ -from ccxt import ExchangeError, NotSupported, RequestTimeout, InvalidNonce +from ccxt import AuthenticationError, ExchangeError, NotSupported, RequestTimeout, InvalidNonce import ccxt_wrapper as ccxt import time import dbs @@ -15,6 +15,7 @@ class Market: report = None trades = None balances = None + options = None def __init__(self, ccxt_instance, args, **kwargs): self.args = args @@ -26,6 +27,7 @@ class Market: self.balances = BalanceStore(self) self.processor = Processor(self) + self.options = kwargs.get("options", {}) for key in ["user_id", "market_id"]: setattr(self, key, kwargs.get(key, None)) @@ -88,6 +90,7 @@ class Market: def process(self, actions, before=False, after=False): try: + self.ccxt.check_required_credentials() for action in actions: if bool(before) is bool(after): self.processor.process(action, steps="all") @@ -95,8 +98,11 @@ class Market: self.processor.process(action, steps="before") elif after: self.processor.process(action, steps="after") + except AuthenticationError: + self.report.log_error("market_authentication", message="Impossible to authenticate to market") except Exception as e: - self.report.log_error("market_process", exception=e) + import traceback + self.report.log_error("market_process", exception=e, message=traceback.format_exc()) finally: self.store_report() @@ -200,8 +206,11 @@ class Market: if status == "error_disappeared": self.report.log_error("follow_orders", message="{} disappeared, recreating it".format(order)) - order.trade.prepare_order( + new_order = order.trade.prepare_order( compute_value=order.trade.tick_actions_recreate(tick)) + if new_order is not None: + new_order.run() + self.report.log_order(order, tick, new_order=new_order) self.report.log_stage("follow_orders_end") @@ -214,23 +223,20 @@ class Market: compute_value=compute_value, only=only, repartition=repartition, available_balance_only=available_balance_only) - values_in_base = self.balances.in_currency(base_currency, - compute_value=compute_value) 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 + repartition, total_base_value, values_in_base = self.balances.available_balances_for_repartition( + base_currency=base_currency, liquidity=liquidity, + repartition=repartition, compute_value=compute_value) else: + values_in_base = self.balances.in_currency(base_currency, + compute_value=compute_value) 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 + if currency != base_currency and currency not in new_repartition: + new_repartition[currency] = amount self.trades.compute_trades(values_in_base, new_repartition, only=only) @@ -254,8 +260,11 @@ class Processor: { "name": "print_balances", "number": 1, - "fetch_balances": ["begin"], - "fetch_balances_args": { "add_portfolio": True }, + "fetch_balances_begin": { + "log_tickers": True, + "add_usdt": True, + "add_portfolio": True + }, "print_tickers": { "base_currency": "BTC" }, } ], @@ -272,25 +281,38 @@ class Processor: "number": 2, "before": False, "after": True, - "fetch_balances": ["begin"], + "fetch_balances_begin": {}, "prepare_trades": { "compute_value": "average" }, "prepare_orders": { "compute_value": "average" }, }, ], "sell_needed": [ { - "name": "wait", + "name": "print_balances", "number": 0, + "before": True, + "after": False, + "fetch_balances_begin": { + "checkpoint": "end", + "log_tickers": True, + "add_usdt": True, + "add_portfolio": True + }, + }, + { + "name": "wait", + "number": 1, "before": False, "after": True, "wait_for_recent": {}, }, { "name": "sell", - "number": 1, + "number": 2, "before": False, "after": True, - "fetch_balances": ["begin", "end"], + "fetch_balances_begin": {}, + "fetch_balances_end": {}, "prepare_trades": {}, "prepare_orders": { "only": "dispose", "compute_value": "average" }, "run_orders": {}, @@ -299,10 +321,15 @@ class Processor: }, { "name": "buy", - "number": 2, + "number": 3, "before": False, "after": True, - "fetch_balances": ["begin", "end"], + "fetch_balances_begin": {}, + "fetch_balances_end": { + "checkpoint": "begin", + "add_usdt": True, + "log_tickers": True + }, "prepare_trades": { "only": "acquire", "available_balance_only": True }, "prepare_orders": { "only": "acquire", "compute_value": "average" }, "move_balances": {}, @@ -317,7 +344,13 @@ class Processor: "number": 1, "before": True, "after": False, - "fetch_balances": ["begin", "end"], + "fetch_balances_begin": { + "checkpoint": "end", + "log_tickers": True, + "add_usdt": True, + "add_portfolio": True + }, + "fetch_balances_end": {}, "prepare_trades": { "repartition": { "base_currency": (1, "long") } }, "prepare_orders": { "compute_value": "average" }, "run_orders": {}, @@ -336,7 +369,12 @@ class Processor: "number": 3, "before": False, "after": True, - "fetch_balances": ["begin", "end"], + "fetch_balances_begin": {}, + "fetch_balances_end": { + "checkpoint": "begin", + "add_usdt": True, + "log_tickers": True + }, "prepare_trades": { "available_balance_only": True }, "prepare_orders": { "compute_value": "average" }, "move_balances": {}, @@ -388,18 +426,18 @@ class Processor: process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"]) self.market.report.log_stage("{}_begin".format(process_name)) - fetch_args = step.get("fetch_balances_args", {}) - if "begin" in step.get("fetch_balances", []): + if "fetch_balances_begin" in step: self.market.balances.fetch_balances(tag="{}_begin".format(process_name), - log_tickers=True, **fetch_args) + **step["fetch_balances_begin"]) for action in self.ordered_actions: if action in step: self.run_action(action, step[action], kwargs) - if "end" in step.get("fetch_balances", []): + if "fetch_balances_end" in step: self.market.balances.fetch_balances(tag="{}_end".format(process_name), - log_tickers=True, **fetch_args) + **step["fetch_balances_end"]) + self.market.report.log_stage("{}_end".format(process_name)) def method_arguments(self, action): @@ -430,7 +468,7 @@ class Processor: def parse_args(self, action, default_args, kwargs): method, allowed_arguments = self.method_arguments(action) - args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments } + args = {k: v for k, v in {**default_args, **kwargs, **self.market.options}.items() if k in allowed_arguments } if "repartition" in args and "base_currency" in args["repartition"]: r = args["repartition"]