]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/commitdiff
Add order processing functions
authorIsmaël Bouya <ismael.bouya@normalesup.org>
Sun, 14 Jan 2018 02:02:11 +0000 (03:02 +0100)
committerIsmaël Bouya <ismael.bouya@normalesup.org>
Sun, 14 Jan 2018 02:02:11 +0000 (03:02 +0100)
script.py

index c702be63e8f64e5a39321448aa6294c290878cde..c5ac4aa9ba42630ebe1cfeeaaad1e8210d239443 100644 (file)
--- a/script.py
+++ b/script.py
@@ -83,7 +83,7 @@ def dispatch_assets(base_currency_value, repartition_pertenthousand, market, bas
         repartition_in_base_currency[currency] = int(ptt * base_currency_value / sum_pertenthousand)
     return repartition_in_base_currency
 
-def give_orders(current_assets, repartition_pertenthousand, market, base_currency="BTC"):
+def compute_moves(current_assets, repartition_pertenthousand, market, base_currency="BTC"):
     value_in_base = assets_value(current_assets, market, base_currency=base_currency)
     total_base_value = sum([ v for k, v in value_in_base.items()])
 
@@ -93,33 +93,97 @@ def give_orders(current_assets, repartition_pertenthousand, market, base_currenc
     for key in set(value_in_base.keys()).union(set(new_repartition.keys())):
         mouvements[key] = value_in_base.get(key, 0) - new_repartition.get(key, 0)
 
-    print("assets before repartition:")
-    for currency, value in current_assets.items():
-        print("holding {} {}".format(
-            formatted_price(value),
-            currency))
-    print("------------")
-    for currency, value in mouvements.items():
-        if currency == base_currency:
-            continue
-        asset_ticker = get_ticker(currency, base_currency, market)
+    return mouvements
+
+def compute_order(currency, value, market, base_currency="BTC"):
+    if currency == base_currency or value == 0:
+        return [None, 0, False]
+
+    asset_ticker = get_ticker(currency, base_currency, market)
+    if asset_ticker["inverted"]:
+        asset_ticker = get_ticker(base_currency, currency, market)
+        if value > 0:
+            rate = asset_ticker["askA"]
+            return ["buy", rate, True]
+        else:
+            rate = asset_ticker["bidA"]
+            return ["sell", rate, True]
+    else:
         if value > 0:
-            action = "sell"
-            currency_price = int(value / asset_ticker["bid"])
+            rate = asset_ticker["bidA"]
+            return ["sell", rate, False]
         else:
-            action = "buy"
-            currency_price = int(value / asset_ticker["ask"])
-        if value != 0:
+            rate = asset_ticker["askA"]
+            return ["buy", rate, False]
+
+def make_order(currency, value, market, base_currency="BTC"):
+    action, rate, inverted = compute_order(currency, value, market, base_currency=base_currency)
+    amount = formatted_price(abs(value))
+    if not inverted:
+        symbol = "{}/{}".format(currency, base_currency)
+    else:
+        symbol = "{}/{}".format(base_currency, currency)
+    return market.create_order(symbol, 'limit', action, amount, price=rate)
+
+def make_orders(current_assets, repartition_pertenthousand, market, base_currency="BTC"):
+    mouvements = compute_moves(
+            current_assets,
+            repartition_pertenthousand,
+            market,
+            base_currency=base_currency)
+
+    results = []
+    for currency, value in sorted(mouvements.items(), key=lambda x: x[1]):
+        # FIXME: wait for sales to finish
+        results.append(make_order(currency, value, market, base_currency=base_currency))
+    return results
+
+def print_assets(assets, indent="", market=None, base_currency="BTC"):
+    if market is not None:
+        format_string = "{}{} {} ({} {})"
+    else:
+        format_string = "{}{} {}"
+        base_currency_price = 0
+
+    for currency, value in assets.items():
+        if market is not None:
+            asset_ticker = get_ticker(currency, base_currency, market)
+            base_currency_price = asset_ticker["bidA"] * value
+        print(format_string.format(
+            indent,
+            formatted_price(value),
+            currency,
+            formatted_price(base_currency_price),
+            base_currency))
+
+def print_orders(current_assets, repartition_pertenthousand, market, base_currency="BTC"):
+    mouvements = compute_moves(
+            current_assets,
+            repartition_pertenthousand,
+            market,
+            base_currency=base_currency)
+
+    for currency, value in mouvements.items():
+        action, rate, inverted = compute_order(
+                currency,
+                value,
+                market,
+                base_currency=base_currency)
+        if action is not None:
+            currency_price = int(value / rate)
+
+            if not inverted:
+                c1, c2 = [base_currency, currency]
+                v1, v2 = [value, currency_price]
+            else:
+                c1, c2 = [currency, base_currency]
+                v1, v2 = [currency_price, value]
+
             print("need to {} {} {}'s worth of {}, i.e. {} {}".format(
                 action,
-                formatted_price(abs(value)),
-                base_currency,
-                currency,
-                formatted_price(abs(currency_price)),
-                currency))
-    print("------------\nassets after repartition:")
-    for currency, value in new_repartition.items():
-        print("holding {} {}".format(formatted_price(value), currency))
+                formatted_price(abs(v1)), c1,
+                c2,
+                formatted_price(abs(v2)), c2))
 
 current_assets = fetch_balances(market)
-give_orders(current_assets, repartition_pertenthousand, market)
+print_orders(current_assets, repartition_pertenthousand, market)