X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=portfolio.py;h=1fe56b5992222f8eafddae8479ae0fdbb9f1b987;hb=66c8b3dd07f4e45be2242d06f8f357adefeb2a4c;hp=60b57cad1aaac93fcf46f76a78612509ac97a3a1;hpb=f2097d713e2e9419850ca5b758c76b79485d7502;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/portfolio.py b/portfolio.py index 60b57ca..1fe56b5 100644 --- a/portfolio.py +++ b/portfolio.py @@ -1,4 +1,4 @@ -import ccxt +from ccxt import ExchangeError import time from decimal import Decimal as D # Put your poloniex api key in market.py @@ -13,8 +13,8 @@ class Portfolio: def repartition_pertenthousand(cls, liquidity="medium"): cls.parse_cryptoportfolio() liquidities = cls.liquidities[liquidity] - last_date = sorted(liquidities.keys())[-1] - return liquidities[last_date] + cls.last_date = sorted(liquidities.keys())[-1] + return liquidities[cls.last_date] @classmethod def get_cryptoportfolio(cls): @@ -26,7 +26,7 @@ class Portfolio: try: r = http.request("GET", cls.URL) except Exception: - return + return None try: cls.data = json.loads(r.data, parse_int=D, @@ -48,7 +48,7 @@ class Portfolio: def clean_weights(i): def clean_weights_(h): - if type(h[1][i]) == str: + if isinstance(h[1][i], str): return [h[0], h[1][i]] else: return [h[0], int(h[1][i] * 10000)] @@ -125,7 +125,7 @@ class Amount: return Amount(self.currency, self.value - other.value) def __mul__(self, value): - if type(value) != int and type(value) != float and type(value) != D: + if not isinstance(value, (int, float, D)): raise TypeError("Amount may only be multiplied by numbers") return Amount(self.currency, self.value * value) @@ -133,7 +133,7 @@ class Amount: return self.__mul__(value) def __floordiv__(self, value): - if type(value) != int and type(value) != float and type(value) != D: + if not isinstance(value, (int, float, D)): raise TypeError("Amount may only be multiplied by integers") return Amount(self.currency, self.value / value) @@ -304,11 +304,11 @@ class Trade: try: cls.ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2)) augment_ticker(cls.ticker_cache[(c1, c2, market.__class__)]) - except ccxt.ExchangeError: + except ExchangeError: try: cls.ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1)) augment_ticker(cls.ticker_cache[(c2, c1, market.__class__)]) - except ccxt.ExchangeError: + except ExchangeError: cls.ticker_cache[(c1, c2, market.__class__)] = None return cls.get_ticker(c1, c2, market) @@ -360,30 +360,58 @@ class Trade: if inverted: ticker = ticker["original"] rate = Trade.compute_value(ticker, self.order_action(inverted), compute_value=compute_value) + # 0.1 - # We can use that amount of BTC: delta_in_base = abs(self.value_from - self.value_to) + # 9 BTC's worth of move (10 - 1 or 1 - 10 depending on case) if not inverted: if self.action == "sell": + # I have 10 BTC worth of FOO, and I want to sell 9 BTC worth of it + # At rate 1 Foo = 0.1 BTC value_from = self.value_from.linked_to + # value_from = 100 FOO value_to = self.value_to.in_currency(self.currency, self.market, rate=1/self.value_from.rate) + # value_to = 10 FOO (1 BTC * 1/0.1) delta = abs(value_to - value_from) + # delta = 90 FOO + # Action: "sell" "90 FOO" at rate "0.1" "BTC" on "market" + + # Note: no rounding error possible: if we have value_to == 0, then delta == value_from else: delta = delta_in_base.in_currency(self.currency, self.market, rate=1/rate) + # I want to buy 9 / 0.1 FOO + # Action: "buy" "90 FOO" at rate "0.1" "BTC" on "market" + + # FIXME: Need to round up to the correct amount of FOO in case + # we want to use all BTC currency = self.base_currency + # BTC else: if self.action == "sell": - delta = delta_in_base.in_currency(self.base_currency, self.market, rate=rate) + # I have 10 BTC worth of FOO, and I want to sell 9 BTC worth of it + # At rate 1 Foo = 0.1 BTC + delta = delta_in_base + # Action: "buy" "9 BTC" at rate "1/0.1" "FOO" on market + + # FIXME: Need to round up to the correct amount of FOO in case + # we want to sell all else: delta = delta_in_base + # I want to buy 9 / 0.1 FOO + # Action: "sell" "9 BTC" at rate "1/0.1" "FOO" on "market" + + # FIXME: Need to round up to the correct amount of FOO in case + # we want to use all BTC + currency = self.currency + # FOO self.orders.append(Order(self.order_action(inverted), delta, rate, currency, self.market)) @classmethod def compute_value(cls, ticker, action, compute_value="default"): - if type(compute_value) == str: + if isinstance(compute_value, str): compute_value = Computation.computations[compute_value] return compute_value(ticker, action) @@ -463,7 +491,7 @@ class Order: @property def finished(self): - return self.status == "closed" or self.status == "canceled" + return self.status == "closed" or self.status == "canceled" or self.status == "error" def run(self, debug=False): symbol = "{}/{}".format(self.amount.currency, self.base_currency) @@ -476,8 +504,12 @@ class Order: try: self.result = self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate) self.status = "open" - except Exception: - pass + except Exception as e: + self.status = "error" + print("error when running market.create_order('{}', 'limit', '{}', {}, price={})".format( + symbol, self.action, amount, self.rate)) + self.error_message = str("{}: {}".format(e.__class__.__name__, e)) + print(self.error_message) def get_status(self): # other states are "closed" and "canceled"