X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=portfolio.py;h=acb61b24623dec2e07019a2e1ab102a77dec11f5;hb=a9950fd073198f3c9dc938fd731d97c9821a3845;hp=6d51989e2ae39d55f9f54f86291a6b4820e96782;hpb=c2644ba8db6e3890458af6a244aa3217e2ac4797;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/portfolio.py b/portfolio.py index 6d51989..acb61b2 100644 --- a/portfolio.py +++ b/portfolio.py @@ -4,9 +4,7 @@ from decimal import Decimal as D # Put your poloniex api key in market.py from market import market -# FIXME: Améliorer le bid/ask -# FIXME: J'essayais d'utiliser plus de bitcoins que j'en avais à disposition -# FIXME: better compute moves to avoid rounding errors +debug = False class Portfolio: URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" @@ -78,8 +76,6 @@ class Portfolio: } class Amount: - MAX_DIGITS = 18 - def __init__(self, currency, value, linked_to=None, ticker=None, rate=None): self.currency = currency self.value = D(value) @@ -202,7 +198,7 @@ class Balance: for key in hash_: if key in ["info", "free", "used", "total"]: continue - if hash_[key]["total"] > 0: + if hash_[key]["total"] > 0 or key in cls.known_balances: cls.known_balances[key] = cls.from_hash(key, hash_[key]) @classmethod @@ -222,14 +218,22 @@ class Balance: return amounts @classmethod - def prepare_trades(cls, market, base_currency="BTC", compute_value=None): + def prepare_trades(cls, market, base_currency="BTC", compute_value="average"): cls.fetch_balances(market) - values_in_base = cls.in_currency(base_currency, 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) # Recompute it in case we have new currencies - values_in_base = cls.in_currency(base_currency, market) - Trade.compute_trades(values_in_base, new_repartition, market=market, compute_value=compute_value) + values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value) + Trade.compute_trades(values_in_base, new_repartition, market=market) + + @classmethod + def update_trades(cls, market, base_currency="BTC", compute_value="average", only=None): + 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) + Trade.compute_trades(values_in_base, new_repartition, only=only, market=market) def __repr__(self): return "Balance({} [{}/{}/{}])".format(self.currency, str(self.free), str(self.used), str(self.total)) @@ -302,21 +306,27 @@ class Trade: return cls.get_ticker(c1, c2, market) @classmethod - def compute_trades(cls, values_in_base, new_repartition, market=None, compute_value=None): + def compute_trades(cls, values_in_base, new_repartition, only=None, market=None): base_currency = sum(values_in_base.values()).currency for currency in Balance.currencies(): if currency == base_currency: continue - cls.trades[currency] = cls( + trade = cls( values_in_base.get(currency, Amount(base_currency, 0)), new_repartition.get(currency, Amount(base_currency, 0)), currency, market=market ) - if compute_value is not None: - cls.trades[currency].prepare_order(compute_value=compute_value) + if only is None or trade.action == only: + cls.trades[currency] = trade return cls.trades + @classmethod + def prepare_orders(cls, only=None, compute_value="default"): + for currency, trade in cls.trades.items(): + if only is None or trade.action == only: + trade.prepare_order(compute_value=compute_value) + @property def action(self): if self.value_from == self.value_to: @@ -353,7 +363,7 @@ class Trade: rate = Trade.compute_value(ticker, self.order_action(inverted), compute_value=compute_value) - self.orders.append(Order(self.order_action(inverted), delta, rate, currency)) + self.orders.append(Order(self.order_action(inverted), delta, rate, currency, self.market)) @classmethod def compute_value(cls, ticker, action, compute_value="default"): @@ -362,22 +372,33 @@ class Trade: return compute_value(ticker, action) @classmethod - def all_orders(cls): - return sum(map(lambda v: v.orders, cls.trades.values()), []) + def all_orders(cls, state=None): + all_orders = sum(map(lambda v: v.orders, cls.trades.values()), []) + if state is None: + return all_orders + else: + return list(filter(lambda o: o.status == state, all_orders)) + + @classmethod + def run_orders(cls): + for order in cls.all_orders(state="pending"): + order.run() @classmethod - def follow_orders(cls, market): + def follow_orders(cls, verbose=True, sleep=30): orders = cls.all_orders() finished_orders = [] while len(orders) != len(finished_orders): - time.sleep(30) + time.sleep(sleep) for order in orders: if order in finished_orders: continue - if order.get_status(market) != "open": + if order.get_status() != "open": finished_orders.append(order) - print("finished {}".format(order)) - print("All orders finished") + if verbose: + print("finished {}".format(order)) + if verbose: + print("All orders finished") def __repr__(self): return "Trade({} -> {} in {}, {})".format( @@ -387,15 +408,16 @@ class Trade: self.action) class Order: - DEBUG = True + DEBUG = debug - def __init__(self, action, amount, rate, base_currency): + def __init__(self, action, amount, rate, base_currency, market): self.action = action self.amount = amount self.rate = rate self.base_currency = base_currency + self.market = market self.result = None - self.status = "not run" + self.status = "pending" def __repr__(self): return "Order({} {} at {} {} [{}])".format( @@ -406,7 +428,15 @@ class Order: self.status ) - def run(self, market): + @property + def pending(self): + return self.status == "pending" + + @property + def finished(self): + return self.status == "closed" or self.status == "canceled" + + def run(self): symbol = "{}/{}".format(self.amount.currency, self.base_currency) amount = self.amount.value @@ -415,20 +445,21 @@ class Order: symbol, self.action, amount, self.rate)) else: try: - self.result = 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) self.status = "open" except Exception: pass - def get_status(self, market): + def get_status(self): # other states are "closed" and "canceled" if self.status == "open": - result = market.fetch_order(self.result['id']) + result = self.market.fetch_order(self.result['id']) self.status = result["status"] return self.status 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(): @@ -442,7 +473,7 @@ def make_orders(market, base_currency="BTC"): print(trade) for order in trade.orders: print("\t", order, sep="") - order.run(market) + order.run() if __name__ == '__main__': print_orders(market)