X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=portfolio.py;h=cb14c5d6223d44751f6f99d1f886e9a8aa5de7c2;hb=c11e42744cb0355ea4c5bd2c99c7fee5fc5d647c;hp=946a96abdafd8e23be5b799acbfbc2fc3a55d504;hpb=643767f141505c5e62dbaa402ac84a7b0c5511f2;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/portfolio.py b/portfolio.py index 946a96a..cb14c5d 100644 --- a/portfolio.py +++ b/portfolio.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): @@ -205,11 +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) @@ -233,6 +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)) @@ -339,27 +348,64 @@ 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)) @@ -398,6 +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, @@ -405,8 +456,17 @@ class Trade: self.currency, self.action) -class Order: + @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="") +class Order: def __init__(self, action, amount, rate, base_currency, market): self.action = action self.amount = amount @@ -431,7 +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) @@ -444,8 +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" @@ -454,15 +518,15 @@ 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)