X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=portfolio.py;h=e98689ee4c2599fc63f77b6236057e9df0b2519e;hb=5a72ded790f8b5e7c9b38a3cc91c12fbfb6cb97a;hp=b629966b3e057cd53e50220be244e686d5418ad9;hpb=1aa7d4fa2ec3c2b3268bef31a666ca6e1aaa6563;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/portfolio.py b/portfolio.py index b629966..e98689e 100644 --- a/portfolio.py +++ b/portfolio.py @@ -1,4 +1,5 @@ import time +from datetime import datetime from decimal import Decimal as D, ROUND_DOWN # Put your poloniex api key in market.py from json import JSONDecodeError @@ -272,7 +273,7 @@ class Trade: if self.base_currency == self.currency: return None - if self.value_from < self.value_to: + if abs(self.value_from) < abs(self.value_to): return "acquire" else: return "dispose" @@ -301,19 +302,16 @@ class Trade: if tick in [0, 1, 3, 4, 6]: print("{}, tick {}, waiting".format(order, tick)) elif tick == 2: - self.prepare_order(compute_value=lambda x, y: (x[y] + x["average"]) / 2) - new_order = self.orders[-1] + new_order = self.prepare_order(compute_value=lambda x, y: (x[y] + x["average"]) / 2) print("{}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order)) elif tick ==5: - self.prepare_order(compute_value=lambda x, y: (x[y]*2 + x["average"]) / 3) - new_order = self.orders[-1] + new_order = self.prepare_order(compute_value=lambda x, y: (x[y]*2 + x["average"]) / 3) print("{}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order)) elif tick >= 7: if tick == 7: print("{}, tick {}, fallbacking to market value".format(order, tick)) if (tick - 7) % 3 == 0: - self.prepare_order(compute_value="default") - new_order = self.orders[-1] + new_order = self.prepare_order(compute_value="default") print("{}, tick {}, market value, cancelling and adjusting to {}".format(order, tick, new_order)) if new_order is not None: @@ -322,7 +320,7 @@ class Trade: def prepare_order(self, compute_value="default"): if self.action is None: - return + return None ticker = h.get_ticker(self.currency, self.base_currency, self.market) inverted = ticker["inverted"] if inverted: @@ -387,11 +385,13 @@ class Trade: if delta <= 0: print("Less to do than already filled: {}".format(delta)) - return + return None - self.orders.append(Order(self.order_action(inverted), + order = Order(self.order_action(inverted), delta, rate, base_currency, self.trade_type, - self.market, self, close_if_possible=close_if_possible)) + self.market, self, close_if_possible=close_if_possible) + self.orders.append(order) + return order def __repr__(self): return "Trade({} -> {} in {}, {})".format( @@ -419,6 +419,8 @@ class Order: self.status = "pending" self.trade = trade self.close_if_possible = close_if_possible + self.id = None + self.fetch_cache_timestamp = None def __repr__(self): return "Order({} {} {} at {} {} [{}]{})".format( @@ -438,6 +440,10 @@ class Order: else: return "margin" + @property + def open(self): + return self.status == "open" + @property def pending(self): return self.status == "pending" @@ -446,10 +452,6 @@ class Order: def finished(self): return self.status == "closed" or self.status == "canceled" or self.status == "error" - @property - def id(self): - return self.results[0]["id"] - def run(self): symbol = "{}/{}".format(self.amount.currency, self.base_currency) amount = round(self.amount, self.market.order_precision(symbol)).value @@ -457,26 +459,27 @@ class Order: if TradeStore.debug: print("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( symbol, self.action, amount, self.rate, self.account)) - self.status = "open" self.results.append({"debug": True, "id": -1}) else: try: self.results.append(self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account)) - self.status = "open" 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) + return + self.id = self.results[0]["id"] + self.status = "open" def get_status(self): if TradeStore.debug: return self.status # other states are "closed" and "canceled" - if self.status == "open": + if not self.finished: self.fetch() - if self.status != "open": + if self.finished: self.mark_finished_order() return self.status @@ -487,15 +490,15 @@ class Order: if self.trade_type == "short" and self.action == "buy" and self.close_if_possible: self.market.close_margin_position(self.amount.currency, self.base_currency) - fetch_cache_timestamp = None def fetch(self, force=False): if TradeStore.debug or (not force and self.fetch_cache_timestamp is not None and time.time() - self.fetch_cache_timestamp < 10): return self.fetch_cache_timestamp = time.time() - self.results.append(self.market.fetch_order(self.id)) - result = self.results[-1] + result = self.market.fetch_order(self.id) + self.results.append(result) + self.status = result["status"] # Time at which the order started self.timestamp = result["datetime"] @@ -503,11 +506,9 @@ class Order: # FIXME: consider open order with dust remaining as closed - @property def dust_amount_remaining(self): - return self.remaining_amount < 0.001 + return self.remaining_amount() < Amount(self.amount.currency, D("0.001")) - @property def remaining_amount(self): if self.status == "open": self.fetch() @@ -536,7 +537,7 @@ class Order: if TradeStore.debug: self.status = "canceled" return - self.market.cancel_order(self.result['id']) + self.market.cancel_order(self.id) self.fetch() class Mouvement: @@ -552,6 +553,6 @@ class Mouvement: # rate * total = total_in_base self.total_in_base = Amount(base_currency, hash_["total"]) -if __name__ == '__main__': +if __name__ == '__main__': # pragma: no cover from market import market h.print_orders(market)