X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=portfolio.py;h=3257bcff8b2d91301ef08f5dc0efe309516f8f0a;hb=ecba11139e357567c46f7ba2a0cf8dbd98266fe8;hp=acb61b24623dec2e07019a2e1ab102a77dec11f5;hpb=a9950fd073198f3c9dc938fd731d97c9821a3845;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/portfolio.py b/portfolio.py index acb61b2..3257bcf 100644 --- a/portfolio.py +++ b/portfolio.py @@ -1,11 +1,9 @@ -import ccxt +from ccxt import ExchangeError import time from decimal import Decimal as D # Put your poloniex api key in market.py from market import market -debug = False - class Portfolio: URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" liquidities = {} @@ -15,8 +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): @@ -28,7 +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, @@ -50,7 +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)] @@ -127,7 +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) @@ -135,7 +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) @@ -207,11 +205,12 @@ class Balance: return cls.known_balances @classmethod - def dispatch_assets(cls, amount): - repartition_pertenthousand = Portfolio.repartition_pertenthousand() - sum_pertenthousand = sum([v for k, v in repartition_pertenthousand.items()]) + def dispatch_assets(cls, amount, repartition=None): + if repartition is None: + repartition = Portfolio.repartition_pertenthousand() + sum_pertenthousand = sum([v for k, v in repartition.items()]) amounts = {} - for currency, ptt in repartition_pertenthousand.items(): + for currency, ptt in repartition.items(): amounts[currency] = ptt * amount / sum_pertenthousand if currency not in cls.known_balances: cls.known_balances[currency] = cls(currency, 0, 0, 0) @@ -235,6 +234,14 @@ class Balance: new_repartition = cls.dispatch_assets(total_base_value) Trade.compute_trades(values_in_base, new_repartition, only=only, market=market) + @classmethod + def prepare_trades_to_sell_all(cls, market, base_currency="BTC", compute_value="average"): + cls.fetch_balances(market) + values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value) + total_base_value = sum(values_in_base.values()) + new_repartition = cls.dispatch_assets(total_base_value, repartition={ base_currency: 1 }) + Trade.compute_trades(values_in_base, new_repartition, market=market) + def __repr__(self): return "Balance({} [{}/{}/{}])".format(self.currency, str(self.free), str(self.used), str(self.total)) @@ -297,11 +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) @@ -341,33 +348,70 @@ class Trade: def order_action(self, inverted): if self.value_from < self.value_to: - return "ask" if not inverted else "bid" + return "buy" if not inverted else "sell" else: - return "bid" if not inverted else "ask" + return "sell" if not inverted else "buy" def prepare_order(self, compute_value="default"): if self.action is None: return ticker = self.value_from.ticker inverted = ticker["inverted"] + if inverted: + ticker = ticker["original"] + rate = Trade.compute_value(ticker, self.order_action(inverted), compute_value=compute_value) + # 0.1 + + 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: - value_from = self.value_from.linked_to - value_to = self.value_to.in_currency(self.currency, self.market, rate=1/self.value_from.rate) - delta = abs(value_to - value_from) + 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: - ticker = ticker["original"] - delta = abs(self.value_to - self.value_from) - currency = self.currency + 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 + 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 - rate = Trade.compute_value(ticker, self.order_action(inverted), compute_value=compute_value) + 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) @@ -400,6 +444,11 @@ class Trade: if verbose: print("All orders finished") + @classmethod + def update_all_orders_status(cls): + for order in cls.all_orders(state="open"): + order.get_status() + def __repr__(self): return "Trade({} -> {} in {}, {})".format( self.value_from, @@ -407,15 +456,24 @@ class Trade: self.currency, self.action) -class Order: - DEBUG = debug + @classmethod + def print_all_with_order(cls): + for trade in cls.trades.values(): + trade.print_with_order() + + def print_with_order(self): + print(self) + for order in self.orders: + print("\t", order, sep="") - def __init__(self, action, amount, rate, base_currency, market): +class Order: + def __init__(self, action, amount, rate, base_currency, market, account="exchange"): self.action = action self.amount = amount self.rate = rate self.base_currency = base_currency self.market = market + self.account = account self.result = None self.status = "pending" @@ -434,21 +492,25 @@ 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): + def run(self, debug=False): symbol = "{}/{}".format(self.amount.currency, self.base_currency) amount = self.amount.value - if self.DEBUG: - print("market.create_order('{}', 'limit', '{}', {}, price={})".format( - symbol, self.action, amount, self.rate)) + if debug: + print("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( + symbol, self.action, amount, self.rate, self.account)) else: try: - self.result = self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate) + self.result = self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account) self.status = "open" - except Exception: - pass + except Exception as e: + self.status = "error" + print("error when running market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( + symbol, self.action, amount, self.rate, self.account)) + self.error_message = str("{}: {}".format(e.__class__.__name__, e)) + print(self.error_message) def get_status(self): # other states are "closed" and "canceled" @@ -457,15 +519,15 @@ class Order: self.status = result["status"] return self.status + def cancel(self): + self.market.cancel_order(self.result['id']) + def print_orders(market, base_currency="BTC"): Balance.prepare_trades(market, base_currency=base_currency, compute_value="average") Trade.prepare_orders(compute_value="average") for currency, balance in Balance.known_balances.items(): print(balance) - for currency, trade in Trade.trades.items(): - print(trade) - for order in trade.orders: - print("\t", order, sep="") + portfolio.Trade.print_all_with_order() def make_orders(market, base_currency="BTC"): Balance.prepare_trades(market, base_currency=base_currency)