X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=portfolio.py;h=fc468c28d5bfed892c9e48290d5fd4ec4ef64edb;hb=fd8afa518c0e22387d27e5a6008f6b4816cb7dbe;hp=6d51989e2ae39d55f9f54f86291a6b4820e96782;hpb=c2644ba8db6e3890458af6a244aa3217e2ac4797;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/portfolio.py b/portfolio.py index 6d51989..fc468c2 100644 --- a/portfolio.py +++ b/portfolio.py @@ -4,10 +4,6 @@ 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 - class Portfolio: URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" liquidities = {} @@ -78,8 +74,6 @@ 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 +196,7 @@ 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 @@ -211,25 +205,42 @@ 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) 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) + + @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)) @@ -302,21 +313,27 @@ 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: @@ -331,29 +348,38 @@ 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) + + # We can use that amount of BTC: + delta_in_base = abs(self.value_from - self.value_to) 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": + 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) + else: + delta = delta_in_base.in_currency(self.currency, self.market, rate=1/rate) currency = self.base_currency else: - ticker = ticker["original"] - delta = abs(self.value_to - self.value_from) + if self.action == "sell": + delta = delta_in_base.in_currency(self.base_currency, self.market, rate=rate) + else: + delta = delta_in_base currency = self.currency - 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 +388,38 @@ 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") + + @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( @@ -386,16 +428,25 @@ class Trade: self.currency, self.action) -class Order: - DEBUG = True + @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="") - def __init__(self, action, amount, rate, base_currency): +class Order: + 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( @@ -406,35 +457,48 @@ 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" or self.status == "error" + + def run(self, debug=False): symbol = "{}/{}".format(self.amount.currency, self.base_currency) amount = self.amount.value - if self.DEBUG: + if debug: print("market.create_order('{}', 'limit', '{}', {}, price={})".format( 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): + 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" 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 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) @@ -442,7 +506,7 @@ 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)