X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=market.py;h=caa951330dac039fe4170d597394b50989eadb17;hb=3a15ffc79ea84e5ec6200545bcbf11fc6c1c6564;hp=7a37cf622aed28899f4815cd1b388e89e0a98a34;hpb=c8df27385e02b22d36b240fe29532e97dbba1f43;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/market.py b/market.py index 7a37cf6..caa9513 100644 --- a/market.py +++ b/market.py @@ -1,7 +1,7 @@ from ccxt import ExchangeError, NotSupported, RequestTimeout, InvalidNonce import ccxt_wrapper as ccxt import time -import psycopg2 +import dbs from store import * from cachetools.func import ttl_cache from datetime import datetime @@ -26,7 +26,7 @@ class Market: self.balances = BalanceStore(self) self.processor = Processor(self) - for key in ["user_id", "market_id", "pg_config"]: + for key in ["user_id", "market_id"]: setattr(self, key, kwargs.get(key, None)) self.report.log_market(self.args) @@ -44,8 +44,10 @@ 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 dbs.redis_connected() and self.args.report_redis: + self.store_redis_report(date) def store_file_report(self, date): try: @@ -61,34 +63,41 @@ 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: + for type_, log in self.report.to_json_redis(): + key = "/cryptoportfolio/{}/{}/{}".format(self.market_id, date.isoformat(), type_) + dbs.redis.set(key, log, ex=31*24*60*60) + key = "/cryptoportfolio/{}/latest/{}".format(self.market_id, type_) + 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)) + def process(self, actions, before=False, after=False): try: - if len(actions or []) == 0: - if before: - self.processor.process("sell_all", steps="before") - if after: - self.processor.process("sell_all", steps="after") - else: - for action in actions: - if hasattr(self, action): - getattr(self, action)() - else: - self.report.log_error("market_process", message="Unknown action {}".format(action)) + for action in actions: + if bool(before) is bool(after): + self.processor.process(action, steps="all") + elif before: + self.processor.process(action, steps="before") + elif after: + self.processor.process(action, steps="after") 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() @@ -192,36 +201,43 @@ 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)) + new_order.run() + self.report.log_order(order, tick, new_order=new_order) 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) - self.trades.compute_trades(values_in_base, new_repartition, only=only) + 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 - # Helpers - def print_orders(self, base_currency="BTC"): - self.report.log_stage("print_orders") - self.balances.fetch_balances(tag="print_orders") - self.prepare_trades(base_currency=base_currency, compute_value="average") - self.trades.prepare_orders(compute_value="average") + self.trades.compute_trades(values_in_base, new_repartition, only=only) - def print_balances(self, base_currency="BTC"): - self.report.log_stage("print_balances") - self.balances.fetch_balances() + def print_tickers(self, base_currency="BTC"): if base_currency is not None: self.report.print_log("total:") self.report.print_log(sum(self.balances.in_currency(base_currency).values())) @@ -237,12 +253,24 @@ class Processor: "wait_for_recent": {}, }, ], + "print_balances": [ + { + "name": "print_balances", + "number": 1, + "fetch_balances_begin": { + "log_tickers": True, + "add_usdt": True, + "add_portfolio": True + }, + "print_tickers": { "base_currency": "BTC" }, + } + ], "print_orders": [ { "name": "wait", "number": 1, - "before": False, - "after": True, + "before": True, + "after": False, "wait_for_recent": {}, }, { @@ -250,25 +278,38 @@ 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": {}, @@ -277,11 +318,16 @@ class Processor: }, { "name": "buy", - "number": 2, + "number": 3, "before": False, "after": True, - "fetch_balances": ["begin", "end"], - "prepare_trades": { "only": "acquire" }, + "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": {}, "run_orders": {}, @@ -295,7 +341,13 @@ 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": {}, @@ -314,8 +366,13 @@ class Processor: "number": 3, "before": False, "after": True, - "fetch_balances": ["begin", "end"], - "prepare_trades": {}, + "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": {}, "run_orders": {}, @@ -328,7 +385,7 @@ class Processor: ordered_actions = [ "wait_for_recent", "prepare_trades", "prepare_orders", "move_balances", "run_orders", "follow_orders", - "close_trades"] + "close_trades", "print_tickers"] def __init__(self, market): self.market = market @@ -337,7 +394,7 @@ class Processor: if step == "all": return scenario elif step == "before" or step == "after": - return list(filter(lambda x: step in x and x[step], scenario)) + return list(filter(lambda x: x.get(step, False), scenario)) elif type(step) == int: return [scenario[step-1]] elif type(step) == str: @@ -345,7 +402,12 @@ class Processor: else: raise TypeError("Unknown step {}".format(step)) + def can_process(self, scenario_name): + return scenario_name in self.scenarios + def process(self, scenario_name, steps="all", **kwargs): + if not self.can_process(scenario_name): + raise TypeError("Unknown scenario {}".format(scenario_name)) scenario = self.scenarios[scenario_name] selected_steps = [] @@ -360,15 +422,19 @@ class Processor: def process_step(self, scenario_name, step, kwargs): 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)) + + if "fetch_balances_begin" in step: + self.market.balances.fetch_balances(tag="{}_begin".format(process_name), + **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", []): - self.market.balances.fetch_balances(tag="{}_end".format(process_name)) + if "fetch_balances_end" in step: + self.market.balances.fetch_balances(tag="{}_end".format(process_name), + **step["fetch_balances_end"]) + self.market.report.log_stage("{}_end".format(process_name)) def method_arguments(self, action): @@ -388,6 +454,8 @@ class Processor: method = self.market.follow_orders elif action == "close_trades": method = self.market.trades.close_trades + elif action == "print_tickers": + method = self.market.print_tickers signature = inspect.getfullargspec(method) defaults = signature.defaults or []