X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=portfolio.py;h=d8a546584afc4549be442e1593030ec82c5f0eef;hb=2b1ee8f4d54fa1672510141a71a5817120ac031c;hp=9e98c43ab3e3b656eed3db87208d5a626370a228;hpb=7a676e2b0db5a168f08b419701cb71c28d7c76ee;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/portfolio.py b/portfolio.py index 9e98c43..d8a5465 100644 --- a/portfolio.py +++ b/portfolio.py @@ -1,4 +1,4 @@ -from datetime import datetime +import datetime from retry import retry from decimal import Decimal as D, ROUND_DOWN from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached, OrderNotFound, RequestTimeout, InvalidNonce @@ -269,20 +269,24 @@ class Trade: filled_amount += order.filled_amount(in_base_currency=in_base_currency) return filled_amount - def update_order(self, order, tick): - actions = { - 0: ["waiting", None], - 1: ["waiting", None], - 2: ["adjusting", lambda x, y: (x[y] + x["average"]) / 2], - 3: ["waiting", None], - 4: ["waiting", None], - 5: ["adjusting", lambda x, y: (x[y]*2 + x["average"]) / 3], - 6: ["waiting", None], - 7: ["market_fallback", "default"], - } + tick_actions = { + 0: ["waiting", None], + 1: ["waiting", None], + 2: ["adjusting", lambda x, y: (x[y] + x["average"]) / 2], + 3: ["waiting", None], + 4: ["waiting", None], + 5: ["adjusting", lambda x, y: (x[y]*2 + x["average"]) / 3], + 6: ["waiting", None], + 7: ["market_fallback", "default"], + } + + def tick_actions_recreate(self, tick, default="average"): + return ([default] + \ + [ y[1] for x, y in self.tick_actions.items() if x <= tick and y[1] is not None ])[-1] - if tick in actions: - update, compute_value = actions[tick] + def update_order(self, order, tick): + if tick in self.tick_actions: + update, compute_value = self.tick_actions[tick] elif tick % 3 == 1: update = "market_adjust" compute_value = "default" @@ -307,13 +311,15 @@ class Trade: if self.action is None: return None ticker = self.market.get_ticker(self.currency, self.base_currency) + if ticker is None: + self.market.report.log_error("prepare_order", + message="Unknown ticker {}/{}".format(self.currency, self.base_currency)) + return None self.inverted = ticker["inverted"] if self.inverted: ticker = ticker["original"] rate = Computation.compute_value(ticker, self.order_action(), compute_value=compute_value) - # FIXME: Dust amount should be removed from there if they werent - # honored in other sales delta_in_base = abs(self.delta) # 9 BTC's worth of move (10 - 1 or 1 - 10 depending on case) @@ -381,14 +387,6 @@ class Trade: self.orders.append(order) return order - def reopen_same_order(self, order): - new_order = Order(order.action, order.amount, order.rate, - order.base_currency, order.trade_type, self.market, - self, close_if_possible=order.close_if_possible) - self.orders.append(new_order) - new_order.run() - return new_order - def as_json(self): return { "action": self.action, @@ -496,7 +494,7 @@ class Order: self.market.report.log_debug_action(action) self.results.append({"debug": True, "id": -1}) else: - self.start_date = datetime.now() + self.start_date = datetime.datetime.now() try: self.results.append(self.market.ccxt.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account)) except InvalidOrder: @@ -550,14 +548,11 @@ class Order: self.fetch() return self.status - def fix_disappeared_order(self): + def mark_disappeared_order(self): if self.status.startswith("closed") and \ - len(self.mouvements) == 1 and \ - self.mouvements[0].total_in_base == 0: + len(self.mouvements) > 0 and \ + self.mouvements[-1].total_in_base == 0: self.status = "error_disappeared" - new_order = self.trade.reopen_same_order(self) - self.market.report.log_error("fetch", - message="Order {} disappeared, recreating it as {}".format(self, new_order)) def mark_finished_order(self): if self.status.startswith("closed") and self.market.debug: @@ -582,13 +577,13 @@ class Order: self.fetch_mouvements() - self.fix_disappeared_order() - + self.mark_disappeared_order() + self.mark_dust_amount_remaining_order() self.mark_finished_order() - # FIXME: consider open order with dust remaining as closed - def dust_amount_remaining(self): - return self.remaining_amount() < Amount(self.amount.currency, D("0.001")) + def mark_dust_amount_remaining_order(self): + if self.market.ccxt.is_dust_trade(self.remaining_amount().value, self.rate): + self.status = "closed_dust_remaining" def remaining_amount(self): return self.amount - self.filled_amount() @@ -614,13 +609,14 @@ class Order: for mouvement_hash in mouvements: self.mouvements.append(Mouvement(self.amount.currency, self.base_currency, mouvement_hash)) + self.mouvements.sort(key= lambda x: x.date) def cancel(self): if self.market.debug: self.market.report.log_debug_action("Mark {} as cancelled".format(self)) self.status = "canceled" return - if self.open and self.id is not None: + if (self.status == "closed_dust_remaining" or self.open) and self.id is not None: try: self.market.ccxt.cancel_order(self.id) except OrderNotFound as e: # Closed inbetween @@ -652,7 +648,6 @@ class Order: return True similar_trades = self.market.ccxt.fetch_my_trades(symbol=symbol, since=start_timestamp) - # FIXME: use set instead of sorted(list(...)) for order_id in sorted(list(map(lambda x: x["order"], similar_trades))): trades = list(filter(lambda x: x["order"] == order_id, similar_trades)) if any(x["timestamp"] < start_timestamp for x in trades): @@ -683,7 +678,7 @@ class Mouvement: 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') + self.date = datetime.datetime.strptime(hash_.get("date", ""), '%Y-%m-%d %H:%M:%S') except ValueError: self.date = None self.rate = D(hash_.get("rate", 0))