X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=market.py;h=d0e6ab4e91f7ab4aaf654fda3cfa90497bbe3991;hb=5542e9e31a0074f4ed3b91cadce643ad60083cde;hp=8672c59699431846ac097173bf5cb9ab076b3910;hpb=83c698c925db9dcb2d347c2a625de88d85cfeb21;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git

diff --git a/market.py b/market.py
index 8672c59..d0e6ab4 100644
--- a/market.py
+++ b/market.py
@@ -1,9 +1,11 @@
-from ccxt import ExchangeError, NotSupported
+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
+from retry import retry
 import portfolio
 
 class Market:
@@ -13,48 +15,62 @@ class Market:
     trades = None
     balances = None
 
-    def __init__(self, ccxt_instance, debug=False, user_id=None, report_path=None):
-        self.debug = debug
+    def __init__(self, ccxt_instance, args, **kwargs):
+        self.args = args
+        self.debug = args.debug
         self.ccxt = ccxt_instance
         self.ccxt._market = self
-        self.report = ReportStore(self)
+        self.report = ReportStore(self, verbose_print=(not args.quiet))
         self.trades = TradeStore(self)
         self.balances = BalanceStore(self)
         self.processor = Processor(self)
 
-        self.user_id = user_id
-        self.report_path = report_path
+        for key in ["user_id", "market_id", "report_path", "pg_config"]:
+            setattr(self, key, kwargs.get(key, None))
 
     @classmethod
-    def from_config(cls, config, debug=False, user_id=None, report_path=None):
+    def from_config(cls, config, args, **kwargs):
         config["apiKey"] = config.pop("key", None)
 
         ccxt_instance = ccxt.poloniexE(config)
 
-        # For requests logging
-        ccxt_instance.session.origin_request = ccxt_instance.session.request
-        ccxt_instance.session._parent = ccxt_instance
-
-        def request_wrap(self, *args, **kwargs):
-            r = self.origin_request(*args, **kwargs)
-            self._parent._market.report.log_http_request(args[0],
-                    args[1], kwargs["data"], kwargs["headers"], r)
-            return r
-        ccxt_instance.session.request = request_wrap.__get__(ccxt_instance.session,
-                ccxt_instance.session.__class__)
-
-        return cls(ccxt_instance, debug=debug, user_id=user_id, report_path=report_path)
+        return cls(ccxt_instance, args, **kwargs)
 
     def store_report(self):
         self.report.merge(Portfolio.report)
+        date = datetime.now()
+        if self.report_path is not None:
+            self.store_file_report(date)
+        if self.pg_config is not None:
+            self.store_database_report(date)
+
+    def store_file_report(self, date):
         try:
-            if self.report_path is not None:
-                report_file = "{}/{}_{}.json".format(self.report_path, datetime.now().isoformat(), self.user_id)
-                with open(report_file, "w") as f:
-                    f.write(self.report.to_json())
+            report_file = "{}/{}_{}".format(self.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:
+                f.write("\n".join(map(lambda x: x[1], self.report.print_logs)))
         except Exception as e:
             print("impossible to store report file: {}; {}".format(e.__class__.__name__, e))
 
+    def store_database_report(self, date):
+        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.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()
+            cursor.close()
+            connection.close()
+        except Exception as e:
+            print("impossible to store report to database: {}; {}".format(e.__class__.__name__, e))
+
     def process(self, actions, before=False, after=False):
         try:
             if len(actions or []) == 0:
@@ -73,6 +89,7 @@ class Market:
         finally:
             self.store_report()
 
+    @retry((RequestTimeout, InvalidNonce), tries=5)
     def move_balances(self):
         needed_in_margin = {} 
         moving_to_margin = {}
@@ -87,13 +104,21 @@ class Market:
             current_balance = self.balances.all[currency].margin_available
             moving_to_margin[currency] = (needed - current_balance)
             delta = moving_to_margin[currency].value
+            action = "Moving {} from exchange to margin".format(moving_to_margin[currency])
+
             if self.debug and delta != 0:
-                self.report.log_debug_action("Moving {} from exchange to margin".format(moving_to_margin[currency]))
+                self.report.log_debug_action(action)
                 continue
-            if delta > 0:
-                self.ccxt.transfer_balance(currency, delta, "exchange", "margin")
-            elif delta < 0:
-                self.ccxt.transfer_balance(currency, -delta, "margin", "exchange")
+            try:
+                if delta > 0:
+                    self.ccxt.transfer_balance(currency, delta, "exchange", "margin")
+                elif delta < 0:
+                    self.ccxt.transfer_balance(currency, -delta, "margin", "exchange")
+            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()
+                raise e
         self.report.log_move_balances(needed_in_margin, moving_to_margin)
 
         self.balances.fetch_balances()