X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=store.py;h=c6cddabd7a88ac22e7c8804d924a623c53434c92;hb=f86ee14037646bedc3a3dee4a48f085308981757;hp=a7aad22d9fcab3933307df21f7974497ba996f61;hpb=eb9c92e155941b51042ba57e23f651454bd8e55a;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/store.py b/store.py index a7aad22..c6cddab 100644 --- a/store.py +++ b/store.py @@ -6,63 +6,59 @@ from datetime import date, datetime __all__ = ["BalanceStore", "ReportStore", "TradeStore"] class ReportStore: - logs = [] - verbose_print = True + def __init__(self, market, verbose_print=True): + self.market = market + self.verbose_print = verbose_print - @classmethod - def print_log(cls, message): + self.logs = [] + + def print_log(self, message): message = str(message) - if cls.verbose_print: + if self.verbose_print: print(message) - @classmethod - def add_log(cls, hash_): + def add_log(self, hash_): hash_["date"] = datetime.now() - cls.logs.append(hash_) + self.logs.append(hash_) - @classmethod - def to_json(cls): + def to_json(self): def default_json_serial(obj): if isinstance(obj, (datetime, date)): return obj.isoformat() raise TypeError ("Type %s not serializable" % type(obj)) - return json.dumps(cls.logs, default=default_json_serial) + return json.dumps(self.logs, default=default_json_serial) - @classmethod - def set_verbose(cls, verbose_print): - cls.verbose_print = verbose_print + def set_verbose(self, verbose_print): + self.verbose_print = verbose_print - @classmethod - def log_stage(cls, stage): - cls.print_log("-" * (len(stage) + 8)) - cls.print_log("[Stage] {}".format(stage)) + def log_stage(self, stage): + self.print_log("-" * (len(stage) + 8)) + self.print_log("[Stage] {}".format(stage)) - cls.add_log({ + self.add_log({ "type": "stage", "stage": stage, }) - @classmethod - def log_balances(cls, market, tag=None): - cls.print_log("[Balance]") - for currency, balance in BalanceStore.all.items(): - cls.print_log("\t{}".format(balance)) + def log_balances(self, tag=None): + self.print_log("[Balance]") + for currency, balance in self.market.balances.all.items(): + self.print_log("\t{}".format(balance)) - cls.add_log({ + self.add_log({ "type": "balance", "tag": tag, - "balances": BalanceStore.as_json() + "balances": self.market.balances.as_json() }) - @classmethod - def log_tickers(cls, market, amounts, other_currency, + def log_tickers(self, amounts, other_currency, compute_value, type): values = {} rates = {} for currency, amount in amounts.items(): values[currency] = amount.as_json()["value"] rates[currency] = amount.rate - cls.add_log({ + self.add_log({ "type": "tickers", "compute_value": compute_value, "balance_type": type, @@ -72,9 +68,8 @@ class ReportStore: "total": sum(amounts.values()).as_json()["value"] }) - @classmethod - def log_dispatch(cls, amount, amounts, liquidity, repartition): - cls.add_log({ + def log_dispatch(self, amount, amounts, liquidity, repartition): + self.add_log({ "type": "dispatch", "liquidity": liquidity, "repartition_ratio": repartition, @@ -82,26 +77,24 @@ class ReportStore: "repartition": { k: v.as_json()["value"] for k, v in amounts.items() } }) - @classmethod - def log_trades(cls, matching_and_trades, only, debug): + def log_trades(self, matching_and_trades, only): trades = [] for matching, trade in matching_and_trades: trade_json = trade.as_json() trade_json["skipped"] = not matching trades.append(trade_json) - cls.add_log({ + self.add_log({ "type": "trades", "only": only, - "debug": debug, + "debug": self.market.debug, "trades": trades }) - @classmethod - def log_orders(cls, orders, tick=None, only=None, compute_value=None): - cls.print_log("[Orders]") - TradeStore.print_all_with_order(ind="\t") - cls.add_log({ + def log_orders(self, orders, tick=None, only=None, compute_value=None): + self.print_log("[Orders]") + self.market.trades.print_all_with_order(ind="\t") + self.add_log({ "type": "orders", "only": only, "compute_value": compute_value, @@ -109,21 +102,20 @@ class ReportStore: "orders": [order.as_json() for order in orders if order is not None] }) - @classmethod - def log_order(cls, order, tick, finished=False, update=None, + def log_order(self, order, tick, finished=False, update=None, new_order=None, compute_value=None): if finished: - cls.print_log("[Order] Finished {}".format(order)) + self.print_log("[Order] Finished {}".format(order)) elif update == "waiting": - cls.print_log("[Order] {}, tick {}, waiting".format(order, tick)) + self.print_log("[Order] {}, tick {}, waiting".format(order, tick)) elif update == "adjusting": - cls.print_log("[Order] {}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order)) + self.print_log("[Order] {}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order)) elif update == "market_fallback": - cls.print_log("[Order] {}, tick {}, fallbacking to market value".format(order, tick)) + self.print_log("[Order] {}, tick {}, fallbacking to market value".format(order, tick)) elif update == "market_adjust": - cls.print_log("[Order] {}, tick {}, market value, cancelling and adjusting to {}".format(order, tick, new_order)) + self.print_log("[Order] {}, tick {}, market value, cancelling and adjusting to {}".format(order, tick, new_order)) - cls.add_log({ + self.add_log({ "type": "order", "tick": tick, "update": update, @@ -132,18 +124,16 @@ class ReportStore: "new_order": new_order.as_json() if new_order is not None else None }) - @classmethod - def log_move_balances(cls, needed, moving, debug): - cls.add_log({ + def log_move_balances(self, needed, moving): + self.add_log({ "type": "move_balances", - "debug": debug, + "debug": self.market.debug, "needed": { k: v.as_json()["value"] if isinstance(v, portfolio.Amount) else v for k, v in needed.items() }, "moving": { k: v.as_json()["value"] if isinstance(v, portfolio.Amount) else v for k, v in moving.items() }, }) - @classmethod - def log_http_request(cls, method, url, body, headers, response): - cls.add_log({ + def log_http_request(self, method, url, body, headers, response): + self.add_log({ "type": "http_request", "method": method, "url": url, @@ -153,15 +143,14 @@ class ReportStore: "response": response.text }) - @classmethod - def log_error(cls, action, message=None, exception=None): - cls.print_log("[Error] {}".format(action)) + def log_error(self, action, message=None, exception=None): + self.print_log("[Error] {}".format(action)) if exception is not None: - cls.print_log(str("\t{}: {}".format(exception.__class__.__name__, exception))) + self.print_log(str("\t{}: {}".format(exception.__class__.__name__, exception))) if message is not None: - cls.print_log("\t{}".format(message)) + self.print_log("\t{}".format(message)) - cls.add_log({ + self.add_log({ "type": "error", "action": action, "exception_class": exception.__class__.__name__ if exception is not None else None, @@ -169,132 +158,121 @@ class ReportStore: "message": message, }) - @classmethod - def log_debug_action(cls, action): - cls.print_log("[Debug] {}".format(action)) + def log_debug_action(self, action): + self.print_log("[Debug] {}".format(action)) - cls.add_log({ + self.add_log({ "type": "debug_action", "action": action, }) class BalanceStore: - all = {} + def __init__(self, market): + self.market = market + self.all = {} - @classmethod - def currencies(cls): - return cls.all.keys() + def currencies(self): + return self.all.keys() - @classmethod - def in_currency(cls, other_currency, market, compute_value="average", type="total"): + def in_currency(self, other_currency, compute_value="average", type="total"): amounts = {} - for currency, balance in cls.all.items(): + for currency, balance in self.all.items(): other_currency_amount = getattr(balance, type)\ - .in_currency(other_currency, market, compute_value=compute_value) + .in_currency(other_currency, self.market, compute_value=compute_value) amounts[currency] = other_currency_amount - ReportStore.log_tickers(market, amounts, other_currency, + self.market.report.log_tickers(amounts, other_currency, compute_value, type) return amounts - @classmethod - def fetch_balances(cls, market, tag=None): - all_balances = market.fetch_all_balances() + def fetch_balances(self, tag=None): + all_balances = self.market.ccxt.fetch_all_balances() for currency, balance in all_balances.items(): if balance["exchange_total"] != 0 or balance["margin_total"] != 0 or \ - currency in cls.all: - cls.all[currency] = portfolio.Balance(currency, balance) - ReportStore.log_balances(market, tag=tag) + currency in self.all: + self.all[currency] = portfolio.Balance(currency, balance) + self.market.report.log_balances(tag=tag) - @classmethod - def dispatch_assets(cls, amount, liquidity="medium", repartition=None): + def dispatch_assets(self, amount, liquidity="medium", repartition=None): if repartition is None: - repartition = portfolio.Portfolio.repartition(liquidity=liquidity) + repartition = portfolio.Portfolio.repartition(self.market, liquidity=liquidity) sum_ratio = sum([v[0] for k, v in repartition.items()]) amounts = {} for currency, (ptt, trade_type) in repartition.items(): amounts[currency] = ptt * amount / sum_ratio if trade_type == "short": amounts[currency] = - amounts[currency] - if currency not in BalanceStore.all: - cls.all[currency] = portfolio.Balance(currency, {}) - ReportStore.log_dispatch(amount, amounts, liquidity, repartition) + if currency not in self.all: + self.all[currency] = portfolio.Balance(currency, {}) + self.market.report.log_dispatch(amount, amounts, liquidity, repartition) return amounts - @classmethod - def as_json(cls): - return { k: v.as_json() for k, v in cls.all.items() } + def as_json(self): + return { k: v.as_json() for k, v in self.all.items() } class TradeStore: - all = [] - debug = False + def __init__(self, market): + self.market = market + self.all = [] - @classmethod - def compute_trades(cls, values_in_base, new_repartition, only=None, market=None, debug=False): + def compute_trades(self, values_in_base, new_repartition, only=None): computed_trades = [] - cls.debug = cls.debug or debug base_currency = sum(values_in_base.values()).currency - for currency in BalanceStore.currencies(): + for currency in self.market.balances.currencies(): if currency == base_currency: continue value_from = values_in_base.get(currency, portfolio.Amount(base_currency, 0)) value_to = new_repartition.get(currency, portfolio.Amount(base_currency, 0)) if value_from.value * value_to.value < 0: - computed_trades.append(cls.trade_if_matching( + computed_trades.append(self.trade_if_matching( value_from, portfolio.Amount(base_currency, 0), - currency, only=only, market=market)) - computed_trades.append(cls.trade_if_matching( + currency, only=only)) + computed_trades.append(self.trade_if_matching( portfolio.Amount(base_currency, 0), value_to, - currency, only=only, market=market)) + currency, only=only)) else: - computed_trades.append(cls.trade_if_matching( + computed_trades.append(self.trade_if_matching( value_from, value_to, - currency, only=only, market=market)) + currency, only=only)) for matching, trade in computed_trades: if matching: - cls.all.append(trade) - ReportStore.log_trades(computed_trades, only, cls.debug) + self.all.append(trade) + self.market.report.log_trades(computed_trades, only) - @classmethod - def trade_if_matching(cls, value_from, value_to, currency, - only=None, market=None): + def trade_if_matching(self, value_from, value_to, currency, + only=None): trade = portfolio.Trade(value_from, value_to, currency, - market=market) + self.market) matching = only is None or trade.action == only return [matching, trade] - @classmethod - def prepare_orders(cls, only=None, compute_value="default"): + def prepare_orders(self, only=None, compute_value="default"): orders = [] - for trade in cls.all: + for trade in self.all: if only is None or trade.action == only: orders.append(trade.prepare_order(compute_value=compute_value)) - ReportStore.log_orders(orders, only, compute_value) + self.market.report.log_orders(orders, only, compute_value) - @classmethod - def print_all_with_order(cls, ind=""): - for trade in cls.all: + def print_all_with_order(self, ind=""): + for trade in self.all: trade.print_with_order(ind=ind) - @classmethod - def run_orders(cls): - orders = cls.all_orders(state="pending") + def run_orders(self): + orders = self.all_orders(state="pending") for order in orders: order.run() - ReportStore.log_stage("run_orders") - ReportStore.log_orders(orders) + self.market.report.log_stage("run_orders") + self.market.report.log_orders(orders) - @classmethod - def all_orders(cls, state=None): - all_orders = sum(map(lambda v: v.orders, cls.all), []) + def all_orders(self, state=None): + all_orders = sum(map(lambda v: v.orders, self.all), []) if state is None: return all_orders else: return list(filter(lambda o: o.status == state, all_orders)) - @classmethod - def update_all_orders_status(cls): - for order in cls.all_orders(state="open"): + def update_all_orders_status(self): + for order in self.all_orders(state="open"): order.get_status()