X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=market.py;h=82df34f4766ba7648cce4a5e4f364dde948c53b1;hb=b46ced3defd7bad269c252c9b458b86e2c5e31eb;hp=caa951330dac039fe4170d597394b50989eadb17;hpb=aa169ddfbcf0a5002d5da6d62a76477c3e33e72e;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/market.py b/market.py index caa9513..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") @@ -95,6 +98,8 @@ 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: import traceback self.report.log_error("market_process", exception=e, message=traceback.format_exc()) @@ -203,8 +208,9 @@ class Market: message="{} disappeared, recreating it".format(order)) new_order = order.trade.prepare_order( compute_value=order.trade.tick_actions_recreate(tick)) - new_order.run() - self.report.log_order(order, tick, new_order=new_order) + 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") @@ -217,23 +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) @@ -465,7 +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"]