X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=portfolio.py;h=482d0da5d050fb466589f584ea617c61cd6e94df;hb=97922ff1826cc6b9c0329cc30e8d4621bb2644ee;hp=e98689ee4c2599fc63f77b6236057e9df0b2519e;hpb=5a72ded790f8b5e7c9b38a3cc91c12fbfb6cb97a;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/portfolio.py b/portfolio.py index e98689e..482d0da 100644 --- a/portfolio.py +++ b/portfolio.py @@ -1,8 +1,9 @@ import time -from datetime import datetime +from datetime import datetime, timedelta from decimal import Decimal as D, ROUND_DOWN # Put your poloniex api key in market.py from json import JSONDecodeError +from ccxt import ExchangeError, ExchangeNotAvailable import requests import helper as h from store import * @@ -13,12 +14,19 @@ class Portfolio: URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" liquidities = {} data = None + last_date = None @classmethod - def repartition(cls, liquidity="medium"): - cls.parse_cryptoportfolio() + def wait_for_recent(cls, delta=4): + cls.repartition(refetch=True) + while cls.last_date is None or datetime.now() - cls.last_date > timedelta(delta): + time.sleep(30) + cls.repartition(refetch=True) + + @classmethod + def repartition(cls, liquidity="medium", refetch=False): + cls.parse_cryptoportfolio(refetch=refetch) liquidities = cls.liquidities[liquidity] - cls.last_date = sorted(liquidities.keys())[-1] return liquidities[cls.last_date] @classmethod @@ -33,8 +41,8 @@ class Portfolio: cls.data = None @classmethod - def parse_cryptoportfolio(cls): - if cls.data is None: + def parse_cryptoportfolio(cls, refetch=False): + if refetch or cls.data is None: cls.get_cryptoportfolio() def filter_weights(weight_hash): @@ -56,7 +64,8 @@ class Portfolio: weights_hash = portfolio_hash["weights"] weights = {} for i in range(len(weights_hash["_row"])): - weights[weights_hash["_row"][i]] = dict(filter( + date = datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d") + weights[date] = dict(filter( filter_weights, map(clean_weights(i), weights_hash.items()))) return weights @@ -68,6 +77,7 @@ class Portfolio: "medium": medium_liquidity, "high": high_liquidity, } + cls.last_date = max(max(medium_liquidity.keys()), max(high_liquidity.keys())) class Computation: computations = { @@ -123,6 +133,8 @@ class Amount: return Amount(self.currency, abs(self.value)) def __add__(self, other): + if other == 0: + return self if other.currency != self.currency and other.value * self.value != 0: raise Exception("Summing amounts must be done with same currencies") return Amount(self.currency, self.value + other.value) @@ -140,6 +152,12 @@ class Amount: raise Exception("Summing amounts must be done with same currencies") return Amount(self.currency, self.value - other.value) + def __rsub__(self, other): + if other == 0: + return -self + else: + return -self.__sub__(other) + def __mul__(self, value): if not isinstance(value, (int, float, D)): raise TypeError("Amount may only be multiplied by numbers") @@ -327,6 +345,8 @@ class Trade: ticker = ticker["original"] rate = Computation.compute_value(ticker, self.order_action(inverted), compute_value=compute_value) + # FIXME: Dust amount should be removed from there if they werent + # honored in other sales delta_in_base = abs(self.value_from - self.value_to) # 9 BTC's worth of move (10 - 1 or 1 - 10 depending on case) @@ -463,6 +483,11 @@ class Order: else: try: self.results.append(self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account)) + except ExchangeNotAvailable: + # Impossible to honor the order (dust amount) + self.status = "closed" + self.mark_finished_order() + return except Exception as e: self.status = "error" print("error when running market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( @@ -526,7 +551,10 @@ class Order: return filled_amount def fetch_mouvements(self): - mouvements = self.market.privatePostReturnOrderTrades({"orderNumber": self.id}) + try: + mouvements = self.market.privatePostReturnOrderTrades({"orderNumber": self.id}) + except ExchangeError: + mouvements = [] self.mouvements = [] for mouvement_hash in mouvements: @@ -544,14 +572,17 @@ class Mouvement: def __init__(self, currency, base_currency, hash_): self.currency = currency self.base_currency = base_currency - self.id = hash_["id"] - self.action = hash_["type"] - self.fee_rate = D(hash_["fee"]) - self.date = datetime.strptime(hash_["date"], '%Y-%m-%d %H:%M:%S') - self.rate = D(hash_["rate"]) - self.total = Amount(currency, hash_["amount"]) + self.id = hash_.get("tradeID") + self.action = hash_.get("type") + self.fee_rate = D(hash_.get("fee", -1)) + try: + self.date = datetime.strptime(hash_.get("date", ""), '%Y-%m-%d %H:%M:%S') + except ValueError: + self.date = None + self.rate = D(hash_.get("rate", 0)) + self.total = Amount(currency, hash_.get("amount", 0)) # rate * total = total_in_base - self.total_in_base = Amount(base_currency, hash_["total"]) + self.total_in_base = Amount(base_currency, hash_.get("total", 0)) if __name__ == '__main__': # pragma: no cover from market import market