X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=store.py;h=dfadef22e1d2ad5e7591d5793bbaefbfc8105857;hb=3d0247f944d7510943dfaa64eeb0e15a43b6c989;hp=abbe5eef556eb88455aec50f12d07b041c0f5c67;hpb=c31df868c655612b8387a25111e69882f0fe6344;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/store.py b/store.py index abbe5ee..dfadef2 100644 --- a/store.py +++ b/store.py @@ -1,6 +1,181 @@ import portfolio +import simplejson as json +from decimal import Decimal as D, ROUND_DOWN +from datetime import date, datetime -__all__ = ["BalanceStore", "TradeStore"] +__all__ = ["BalanceStore", "ReportStore", "TradeStore"] + +class ReportStore: + logs = [] + verbose_print = True + + @classmethod + def print_log(cls, message): + message = str(message) + if cls.verbose_print: + print(message) + + @classmethod + def add_log(cls, hash_): + hash_["date"] = datetime.now() + cls.logs.append(hash_) + + @classmethod + def to_json(cls): + 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) + + @classmethod + def set_verbose(cls, verbose_print): + cls.verbose_print = verbose_print + + @classmethod + def log_stage(cls, stage): + cls.print_log("-" * (len(stage) + 8)) + cls.print_log("[Stage] {}".format(stage)) + + cls.add_log({ + "type": "stage", + "stage": stage, + }) + + @classmethod + def log_balances(cls, market): + cls.print_log("[Balance]") + for currency, balance in BalanceStore.all.items(): + cls.print_log("\t{}".format(balance)) + + cls.add_log({ + "type": "balance", + "balances": BalanceStore.as_json() + }) + + @classmethod + def log_tickers(cls, market, 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({ + "type": "tickers", + "compute_value": compute_value, + "balance_type": type, + "currency": other_currency, + "balances": values, + "rates": rates, + "total": sum(amounts.values()).as_json()["value"] + }) + + @classmethod + def log_dispatch(cls, amount, amounts, liquidity, repartition): + cls.add_log({ + "type": "dispatch", + "liquidity": liquidity, + "repartition_ratio": repartition, + "total_amount": amount.as_json(), + "repartition": { k: v.as_json()["value"] for k, v in amounts.items() } + }) + + @classmethod + def log_trades(cls, matching_and_trades, only, debug): + 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({ + "type": "trades", + "only": only, + "debug": 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({ + "type": "orders", + "only": only, + "compute_value": compute_value, + "tick": tick, + "orders": [order.as_json() for order in orders if order is not None] + }) + + @classmethod + def log_order(cls, order, tick, finished=False, update=None, + new_order=None, compute_value=None): + if finished: + cls.print_log("[Order] Finished {}".format(order)) + elif update == "waiting": + cls.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)) + elif update == "market_fallback": + cls.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)) + + cls.add_log({ + "type": "order", + "tick": tick, + "update": update, + "order": order.as_json(), + "compute_value": compute_value, + "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({ + "type": "move_balances", + "debug": 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({ + "type": "http_request", + "method": method, + "url": url, + "body": body, + "headers": headers, + "status": response.status_code, + "response": response.text + }) + + @classmethod + def log_error(cls, action, message=None, exception=None): + cls.print_log("[Error] {}".format(action)) + if exception is not None: + cls.print_log(str("\t{}: {}".format(exception.__class__.__name__, exception))) + if message is not None: + cls.print_log("\t{}".format(message)) + + cls.add_log({ + "type": "error", + "action": action, + "exception_class": exception.__class__.__name__ if exception is not None else None, + "exception_message": str(exception) if exception is not None else None, + "message": message, + }) + + @classmethod + def log_debug_action(cls, action): + cls.print_log("[Debug] {}".format(action)) + + cls.add_log({ + "type": "debug_action", + "action": action, + }) class BalanceStore: all = {} @@ -16,6 +191,8 @@ class BalanceStore: other_currency_amount = getattr(balance, type)\ .in_currency(other_currency, market, compute_value=compute_value) amounts[currency] = other_currency_amount + ReportStore.log_tickers(market, amounts, other_currency, + compute_value, type) return amounts @classmethod @@ -25,6 +202,7 @@ class BalanceStore: 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) @classmethod def dispatch_assets(cls, amount, liquidity="medium", repartition=None): @@ -38,14 +216,20 @@ class BalanceStore: amounts[currency] = - amounts[currency] if currency not in BalanceStore.all: cls.all[currency] = portfolio.Balance(currency, {}) + ReportStore.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() } + class TradeStore: all = [] debug = False @classmethod def compute_trades(cls, values_in_base, new_repartition, only=None, market=None, debug=False): + computed_trades = [] cls.debug = cls.debug or debug base_currency = sum(values_in_base.values()).currency for currency in BalanceStore.currencies(): @@ -55,41 +239,49 @@ class TradeStore: value_to = new_repartition.get(currency, portfolio.Amount(base_currency, 0)) if value_from.value * value_to.value < 0: - cls.add_trade_if_matching( + computed_trades.append(cls.trade_if_matching( value_from, portfolio.Amount(base_currency, 0), - currency, only=only, market=market) - cls.add_trade_if_matching( + currency, only=only, market=market)) + computed_trades.append(cls.trade_if_matching( portfolio.Amount(base_currency, 0), value_to, - currency, only=only, market=market) + currency, only=only, market=market)) else: - cls.add_trade_if_matching(value_from, value_to, - currency, only=only, market=market) + computed_trades.append(cls.trade_if_matching( + value_from, value_to, + currency, only=only, market=market)) + for matching, trade in computed_trades: + if matching: + cls.all.append(trade) + ReportStore.log_trades(computed_trades, only, cls.debug) @classmethod - def add_trade_if_matching(cls, value_from, value_to, currency, + def trade_if_matching(cls, value_from, value_to, currency, only=None, market=None): trade = portfolio.Trade(value_from, value_to, currency, market=market) - if only is None or trade.action == only: - cls.all.append(trade) - return True - return False + matching = only is None or trade.action == only + return [matching, trade] @classmethod def prepare_orders(cls, only=None, compute_value="default"): + orders = [] for trade in cls.all: if only is None or trade.action == only: - trade.prepare_order(compute_value=compute_value) + orders.append(trade.prepare_order(compute_value=compute_value)) + ReportStore.log_orders(orders, only, compute_value) @classmethod - def print_all_with_order(cls): + def print_all_with_order(cls, ind=""): for trade in cls.all: - trade.print_with_order() + trade.print_with_order(ind=ind) @classmethod def run_orders(cls): - for order in cls.all_orders(state="pending"): + orders = cls.all_orders(state="pending") + for order in orders: order.run() + ReportStore.log_stage("run_orders") + ReportStore.log_orders(orders) @classmethod def all_orders(cls, state=None):