-from ccxt import ExchangeError, NotSupported
+from ccxt import ExchangeError, NotSupported, RequestTimeout
import ccxt_wrapper as ccxt
import time
import psycopg2
from store import *
from cachetools.func import ttl_cache
from datetime import datetime
+from retry import retry
import portfolio
class Market:
finally:
self.store_report()
+ @retry(RequestTimeout, tries=5)
def move_balances(self):
needed_in_margin = {}
moving_to_margin = {}
current_balance = self.balances.all[currency].margin_available
moving_to_margin[currency] = (needed - current_balance)
delta = moving_to_margin[currency].value
+ action = "Moving {} from exchange to margin".format(moving_to_margin[currency])
+
if self.debug and delta != 0:
- self.report.log_debug_action("Moving {} from exchange to margin".format(moving_to_margin[currency]))
+ self.report.log_debug_action(action)
continue
- if delta > 0:
- self.ccxt.transfer_balance(currency, delta, "exchange", "margin")
- elif delta < 0:
- self.ccxt.transfer_balance(currency, -delta, "margin", "exchange")
+ try:
+ if delta > 0:
+ self.ccxt.transfer_balance(currency, delta, "exchange", "margin")
+ elif delta < 0:
+ self.ccxt.transfer_balance(currency, -delta, "margin", "exchange")
+ except RequestTimeout as e:
+ self.report.log_error(action, message="Retrying", exception=e)
+ self.report.log_move_balances(needed_in_margin, moving_to_margin)
+ self.balances.fetch_balances()
+ raise e
self.report.log_move_balances(needed_in_margin, moving_to_margin)
self.balances.fetch_balances()
self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin")
self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange")
+ m.report.reset_mock()
+ fetch_balances.reset_mock()
+ with self.subTest(retry=True):
+ with mock.patch("market.ReportStore"):
+ m = market.Market(self.ccxt, self.market_args())
+
+ value_from = portfolio.Amount("BTC", "0.0")
+ value_from.linked_to = portfolio.Amount("ETH", "0.0")
+ value_to = portfolio.Amount("BTC", "-3.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", m)
+
+ m.trades.all = [trade]
+ balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
+ m.balances.all = {"BTC": balance}
+
+ m.ccxt.transfer_balance.side_effect = [
+ market.ccxt.RequestTimeout,
+ True
+ ]
+ m.move_balances()
+ self.ccxt.transfer_balance.assert_has_calls([
+ mock.call("BTC", 3, "exchange", "margin"),
+ mock.call("BTC", 3, "exchange", "margin")
+ ])
+ self.assertEqual(2, fetch_balances.call_count)
+ m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY)
+ self.assertEqual(2, m.report.log_move_balances.call_count)
+
+ self.ccxt.transfer_balance.reset_mock()
+ m.report.reset_mock()
+ fetch_balances.reset_mock()
+ with self.subTest(retry=True, too_much=True):
+ with mock.patch("market.ReportStore"):
+ m = market.Market(self.ccxt, self.market_args())
+
+ value_from = portfolio.Amount("BTC", "0.0")
+ value_from.linked_to = portfolio.Amount("ETH", "0.0")
+ value_to = portfolio.Amount("BTC", "-3.0")
+ trade = portfolio.Trade(value_from, value_to, "ETH", m)
+
+ m.trades.all = [trade]
+ balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
+ m.balances.all = {"BTC": balance}
+
+ m.ccxt.transfer_balance.side_effect = [
+ market.ccxt.RequestTimeout,
+ market.ccxt.RequestTimeout,
+ market.ccxt.RequestTimeout,
+ market.ccxt.RequestTimeout,
+ market.ccxt.RequestTimeout,
+ ]
+ with self.assertRaises(market.ccxt.RequestTimeout):
+ m.move_balances()
+
+ self.ccxt.transfer_balance.reset_mock()
+ m.report.reset_mock()
+ fetch_balances.reset_mock()
+ with self.subTest(retry=True, partial_result=True):
+ with mock.patch("market.ReportStore"):
+ m = market.Market(self.ccxt, self.market_args())
+
+ value_from = portfolio.Amount("BTC", "1.0")
+ value_from.linked_to = portfolio.Amount("ETH", "10.0")
+ value_to = portfolio.Amount("BTC", "10.0")
+ trade1 = portfolio.Trade(value_from, value_to, "ETH", m)
+
+ value_from = portfolio.Amount("BTC", "0.0")
+ value_from.linked_to = portfolio.Amount("ETH", "0.0")
+ value_to = portfolio.Amount("BTC", "-3.0")
+ trade2 = portfolio.Trade(value_from, value_to, "ETH", m)
+
+ value_from = portfolio.Amount("USDT", "0.0")
+ value_from.linked_to = portfolio.Amount("XVG", "0.0")
+ value_to = portfolio.Amount("USDT", "-50.0")
+ trade3 = portfolio.Trade(value_from, value_to, "XVG", m)
+
+ m.trades.all = [trade1, trade2, trade3]
+ balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" })
+ balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" })
+ balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" })
+ m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3}
+
+ call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 }
+ def _transfer_balance(currency, amount, from_, to_):
+ call_counts[currency] += 1
+ if currency == "BTC":
+ m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" })
+ if currency == "USDT":
+ if call_counts["USDT"] == 1:
+ raise market.ccxt.RequestTimeout
+ else:
+ m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" })
+ if currency == "ETC":
+ m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" })
+
+
+ m.ccxt.transfer_balance.side_effect = _transfer_balance
+
+ m.move_balances()
+ self.ccxt.transfer_balance.assert_has_calls([
+ mock.call("BTC", 3, "exchange", "margin"),
+ mock.call('USDT', 100, 'exchange', 'margin'),
+ mock.call('USDT', 100, 'exchange', 'margin'),
+ mock.call("ETC", 5, "margin", "exchange")
+ ])
+ self.assertEqual(2, fetch_balances.call_count)
+ m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY)
+ self.assertEqual(2, m.report.log_move_balances.call_count)
+ m.report.log_move_balances.asser_has_calls([
+ mock.call(
+ {
+ 'BTC': portfolio.Amount("BTC", "3"),
+ 'USDT': portfolio.Amount("USDT", "150"),
+ 'ETC': portfolio.Amount("ETC", "10"),
+ },
+ {
+ 'BTC': portfolio.Amount("BTC", "3"),
+ 'USDT': portfolio.Amount("USDT", "100"),
+ }),
+ mock.call(
+ {
+ 'BTC': portfolio.Amount("BTC", "3"),
+ 'USDT': portfolio.Amount("USDT", "150"),
+ 'ETC': portfolio.Amount("ETC", "10"),
+ },
+ {
+ 'BTC': portfolio.Amount("BTC", "0"),
+ 'USDT': portfolio.Amount("USDT", "100"),
+ 'ETC': portfolio.Amount("ETC", "-5"),
+ }),
+ ])
+
+
def test_store_file_report(self):
file_open = mock.mock_open()
m = market.Market(self.ccxt, self.market_args(), report_path="present", user_id=1)