X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=store.py;h=5533759a2f766159b6d098f77bffd7fa4eedd34f;hb=f0001495538945af15ae0c28a07e4de4cc18cbf1;hp=76cfec88f4648e55cd9f1b084204e46f5ad730b4;hpb=9b69786341d14fd4327b117a12437fd1650cd965;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git

diff --git a/store.py b/store.py
index 76cfec8..5533759 100644
--- a/store.py
+++ b/store.py
@@ -99,7 +99,7 @@ class ReportStore:
             "args": args,
             })
 
-    def log_balances(self, tag=None, tickers=None,
+    def log_balances(self, tag=None, checkpoint=None, tickers=None,
             ticker_currency=None, compute_value=None, type=None):
         self.print_log("[Balance]")
         for currency, balance in self.market.balances.all.items():
@@ -108,6 +108,7 @@ class ReportStore:
         log = {
                 "type": "balance",
                 "tag": tag,
+                "checkpoint": checkpoint,
                 "balances": self.market.balances.as_json()
                 }
 
@@ -303,7 +304,8 @@ class BalanceStore:
                 compute_value, type)
         return amounts
 
-    def fetch_balances(self, tag=None, add_portfolio=False, log_tickers=False,
+    def fetch_balances(self, tag=None, add_portfolio=False,
+            checkpoint=None, log_tickers=False, add_usdt=False,
             ticker_currency="BTC", ticker_compute_value="average", ticker_type="total"):
         all_balances = self.market.ccxt.fetch_all_balances()
         for currency, balance in all_balances.items():
@@ -313,13 +315,58 @@ class BalanceStore:
         if add_portfolio:
             for currency in Portfolio.repartition(from_cache=True):
                 self.all.setdefault(currency, portfolio.Balance(currency, {}))
+        if add_usdt:
+            self.all.setdefault("USDT", portfolio.Balance("USDT", {}))
         if log_tickers:
             tickers = self.in_currency(ticker_currency, compute_value=ticker_compute_value, type=ticker_type)
-            self.market.report.log_balances(tag=tag,
+            self.market.report.log_balances(tag=tag, checkpoint=checkpoint,
                     tickers=tickers, ticker_currency=ticker_currency,
                     compute_value=ticker_compute_value, type=ticker_type)
         else:
-            self.market.report.log_balances(tag=tag)
+            self.market.report.log_balances(tag=tag, checkpoint=checkpoint)
+
+    def available_balances_for_repartition(self,
+            compute_value="average", base_currency="BTC",
+            liquidity="medium", repartition=None):
+        if repartition is None:
+            repartition = Portfolio.repartition(liquidity=liquidity)
+        base_currency_balance = self.all.get(base_currency)
+
+        if base_currency_balance is None:
+            total_base_value = portfolio.Amount(base_currency, 0)
+        else:
+            total_base_value = base_currency_balance.exchange_free + \
+                    base_currency_balance.margin_available - \
+                    base_currency_balance.margin_in_position
+
+        amount_in_position = {}
+
+        # Compute balances already in the target position
+        for currency, (ptt, trade_type) in repartition.items():
+            amount_in_position[currency] = portfolio.Amount(base_currency, 0)
+            balance = self.all.get(currency)
+            if currency != base_currency and balance is not None:
+                if trade_type == "short":
+                    amount = balance.margin_borrowed
+                else:
+                    amount = balance.exchange_free + balance.exchange_used
+                amount_in_position[currency] = amount.in_currency(base_currency,
+                    self.market, compute_value=compute_value)
+                total_base_value += amount_in_position[currency]
+
+        # recursively delete more-than-filled positions from the wanted
+        # repartition
+        did_delete = True
+        while did_delete:
+            did_delete = False
+            sum_ratio = sum([v[0] for k, v in repartition.items()])
+            current_base_value = total_base_value
+            for currency, (ptt, trade_type) in repartition.copy().items():
+                if amount_in_position[currency] > current_base_value * ptt / sum_ratio:
+                    did_delete = True
+                    del(repartition[currency])
+                    total_base_value -= amount_in_position[currency]
+        return repartition, total_base_value, amount_in_position
 
     def dispatch_assets(self, amount, liquidity="medium", repartition=None):
         if repartition is None:
@@ -517,7 +564,8 @@ class Portfolio:
             cls.retrieve_cryptoportfolio()
         cls.get_cryptoportfolio()
         liquidities = cls.liquidities.get(liquidity)
-        return liquidities[cls.last_date.get()]
+        if liquidities is not None and cls.last_date.get() in liquidities:
+            return liquidities[cls.last_date.get()].copy()
 
     @classmethod
     def get_cryptoportfolio(cls, refetch=False):