def main_process_market(user_market, actions, before=False, after=False):
if len(actions or []) == 0:
if before:
- process_sell_all__1_all_sell(user_market)
+ Processor(user_market).process("sell_all", steps="before")
if after:
- process_sell_all__2_wait(user_market)
- process_sell_all__3_all_buy(user_market)
+ Processor(user_market).process("sell_all", steps="after")
else:
for action in actions:
if action in globals():
market.report.print_log("total:")
market.report.print_log(sum(market.balances.in_currency(base_currency).values()))
+class Processor:
+ scenarios = {
+ "sell_needed": [
+ {
+ "name": "wait",
+ "number": 0,
+ "before": False,
+ "after": True,
+ "wait_for_recent": {},
+ },
+ {
+ "name": "sell",
+ "number": 1,
+ "before": False,
+ "after": True,
+ "fetch_balances": ["begin", "end"],
+ "prepare_trades": {},
+ "prepare_orders": { "only": "dispose", "compute_value": "average" },
+ "run_orders": {},
+ "follow_orders": {},
+ },
+ {
+ "name": "buy",
+ "number": 2,
+ "before": False,
+ "after": True,
+ "fetch_balances": ["begin", "end"],
+ "prepare_trades": { "only": "acquire" },
+ "prepare_orders": { "only": "acquire", "compute_value": "average" },
+ "move_balances": {},
+ "run_orders": {},
+ "follow_orders": {},
+ },
+ ],
+ "sell_all": [
+ {
+ "name": "all_sell",
+ "number": 1,
+ "before": True,
+ "after": False,
+ "fetch_balances": ["begin", "end"],
+ "prepare_trades": { "repartition": { "BTC": (1, "long") } },
+ "prepare_orders": { "compute_value": "average" },
+ "run_orders": {},
+ "follow_orders": {},
+ },
+ {
+ "name": "wait",
+ "number": 2,
+ "before": False,
+ "after": True,
+ "wait_for_recent": {},
+ },
+ {
+ "name": "all_buy",
+ "number": 3,
+ "before": False,
+ "after": True,
+ "fetch_balances": ["begin", "end"],
+ "prepare_trades": {},
+ "prepare_orders": { "compute_value": "average" },
+ "move_balances": {},
+ "run_orders": {},
+ "follow_orders": {},
+ },
+ ]
+ }
+
+ allowed_arguments = {
+ "wait_for_recent": ["delta"],
+ "prepare_trades": ["base_currency", "liquidity", "compute_value", "repartition", "only"],
+ "prepare_orders": ["only", "compute_value"],
+ "move_balances": [],
+ "run_orders": [],
+ "follow_orders": ["sleep"],
+ }
+
+ def __init__(self, market):
+ self.market = market
+
+ def select_steps(self, scenario, step):
+ if step == "all":
+ return scenario
+ elif step == "before" or step == "after":
+ return list(filter(lambda x: step in x and x[step], scenario))
+ elif type(step) == int:
+ return [scenario[step-1]]
+ elif type(step) == str:
+ return list(filter(lambda x: x["name"] == step, scenario))
+ else:
+ raise TypeError("Unknown step {}".format(step))
+
+ def process(self, scenario_name, steps="all", **kwargs):
+ scenario = self.scenarios[scenario_name]
+ selected_steps = []
+
+ if type(steps) == str or type(steps) == int:
+ selected_steps += self.select_steps(scenario, steps)
+ else:
+ for step in steps:
+ selected_steps += self.select_steps(scenario, step)
+ for step in selected_steps:
+ self.process_step(scenario_name, step, **kwargs)
+
+ def process_step(self, scenario_name, step, **kwargs):
+ process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"])
+ self.market.report.log_stage("{}_begin".format(process_name))
+ if "begin" in step.get("fetch_balances", []):
+ self.market.balances.fetch_balances(tag="{}_begin".format(process_name))
+
+ for action in ["wait_for_recent", "prepare_trades",
+ "prepare_orders", "move_balances", "run_orders",
+ "follow_orders"]:
+ if action in step:
+ self.run_action(action, step[action], **kwargs)
+
+ if "end" in step.get("fetch_balances", []):
+ self.market.balances.fetch_balances(tag="{}_end".format(process_name))
+ self.market.report.log_stage("{}_end".format(process_name))
+
+ def run_action(self, action, default_args, **kwargs):
+ args = {k: v for k, v in {**default_args, **kwargs}.items() if k in self.allowed_arguments[action] }
+
+ if action == "wait_for_recent":
+ portfolio.Portfolio.wait_for_recent(self.market, **args)
+ if action == "prepare_trades":
+ self.market.prepare_trades(**args)
+ if action == "prepare_orders":
+ self.market.trades.prepare_orders(**args)
+ if action == "move_balances":
+ self.market.move_balances(**args)
+ if action == "run_orders":
+ self.market.trades.run_orders(**args)
+ if action == "follow_orders":
+ self.market.follow_orders(**args)
+
def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC"):
- market.report.log_stage("process_sell_needed__1_sell_begin")
- market.balances.fetch_balances(tag="process_sell_needed__1_sell_begin")
- market.prepare_trades(liquidity=liquidity, base_currency=base_currency)
- market.trades.prepare_orders(compute_value="average", only="dispose")
- market.trades.run_orders()
- market.follow_orders()
- market.balances.fetch_balances(tag="process_sell_needed__1_sell_end")
- market.report.log_stage("process_sell_needed__1_sell_end")
+ Processor(market).process("sell_needed", steps="sell",
+ liquidity=liquidity, base_currency=base_currency)
def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC"):
- market.report.log_stage("process_sell_needed__2_buy_begin")
- market.balances.fetch_balances(tag="process_sell_needed__2_buy_begin")
- market.prepare_trades(base_currency=base_currency, liquidity=liquidity, only="acquire")
- market.trades.prepare_orders(compute_value="average", only="acquire")
- market.move_balances()
- market.trades.run_orders()
- market.follow_orders()
- market.balances.fetch_balances(tag="process_sell_needed__2_buy_end")
- market.report.log_stage("process_sell_needed__2_buy_end")
+ Processor(market).process("sell_needed", steps="buy",
+ liquidity=liquidity, base_currency=base_currency)
def process_sell_all__1_all_sell(market, base_currency="BTC", liquidity="medium"):
- market.report.log_stage("process_sell_all__1_all_sell_begin")
- market.balances.fetch_balances(tag="process_sell_all__1_all_sell_begin")
- market.prepare_trades_to_sell_all(base_currency=base_currency)
- market.trades.prepare_orders(compute_value="average")
- market.trades.run_orders()
- market.follow_orders()
- market.balances.fetch_balances(tag="process_sell_all__1_all_sell_end")
- market.report.log_stage("process_sell_all__1_all_sell_end")
+ Processor(market).process("sell_all", steps="all_sell",
+ liquidity=liquidity, base_currency=base_currency)
def process_sell_all__2_wait(market, liquidity="medium", base_currency="BTC"):
- market.report.log_stage("process_sell_all__2_wait_begin")
- portfolio.Portfolio.wait_for_recent(market)
- market.report.log_stage("process_sell_all__2_wait_end")
+ Processor(market).process("sell_all", steps="wait",
+ liquidity=liquidity, base_currency=base_currency)
def process_sell_all__3_all_buy(market, base_currency="BTC", liquidity="medium"):
- market.report.log_stage("process_sell_all__3_all_buy_begin")
- market.balances.fetch_balances(tag="process_sell_all__3_all_buy_begin")
- market.prepare_trades(liquidity=liquidity, base_currency=base_currency)
- market.trades.prepare_orders(compute_value="average")
- market.move_balances()
- market.trades.run_orders()
- market.follow_orders()
- market.balances.fetch_balances(tag="process_sell_all__3_all_buy_end")
- market.report.log_stage("process_sell_all__3_all_buy_end")
-
+ Processor(market).process("sell_all", steps="all_buy",
+ liquidity=liquidity, base_currency=base_currency)
order.trade.update_order(order, tick)
self.report.log_stage("follow_orders_end")
- def prepare_trades(self, base_currency="BTC", liquidity="medium", compute_value="average", only=None):
+ def prepare_trades(self, base_currency="BTC", liquidity="medium",
+ compute_value="average", repartition=None, only=None):
+
self.report.log_stage("prepare_trades",
base_currency=base_currency, liquidity=liquidity,
- compute_value=compute_value, only=only)
- values_in_base = self.balances.in_currency(base_currency, compute_value=compute_value)
- total_base_value = sum(values_in_base.values())
- new_repartition = self.balances.dispatch_assets(total_base_value, liquidity=liquidity)
- self.trades.compute_trades(values_in_base, new_repartition, only=only)
+ compute_value=compute_value, only=only,
+ repartition=repartition)
- def prepare_trades_to_sell_all(self, base_currency="BTC", compute_value="average"):
- self.report.log_stage("prepare_trades_to_sell_all")
- values_in_base = self.balances.in_currency(base_currency, compute_value=compute_value)
+ values_in_base = self.balances.in_currency(base_currency,
+ compute_value=compute_value)
total_base_value = sum(values_in_base.values())
- new_repartition = self.balances.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") })
- self.trades.compute_trades(values_in_base, new_repartition)
-
+ new_repartition = self.balances.dispatch_assets(total_base_value,
+ liquidity=liquidity, repartition=repartition)
+ self.trades.compute_trades(values_in_base, new_repartition, only=only)
self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
m.report.log_stage.assert_called_once_with("prepare_trades",
base_currency='BTC', compute_value='average',
- liquidity='medium', only=None)
+ liquidity='medium', only=None, repartition=None)
m.report.log_balances.assert_called_once_with(tag="tag")
- @mock.patch.object(portfolio.Portfolio, "repartition")
- @mock.patch.object(market.Market, "get_ticker")
- @mock.patch.object(market.TradeStore, "compute_trades")
- def test_prepare_trades_to_sell_all(self, compute_trades, get_ticker, repartition):
- def _get_ticker(c1, c2):
- if c1 == "USDT" and c2 == "BTC":
- return { "average": D("0.0001") }
- if c1 == "XVG" and c2 == "BTC":
- return { "average": D("0.000001") }
- self.fail("Should be called with {}, {}".format(c1, c2))
- get_ticker.side_effect = _get_ticker
-
- with mock.patch("market.ReportStore"):
- m = market.Market(self.ccxt)
- self.ccxt.fetch_all_balances.return_value = {
- "USDT": {
- "exchange_free": D("10000.0"),
- "exchange_used": D("0.0"),
- "exchange_total": D("10000.0"),
- "total": D("10000.0")
- },
- "XVG": {
- "exchange_free": D("10000.0"),
- "exchange_used": D("0.0"),
- "exchange_total": D("10000.0"),
- "total": D("10000.0")
- },
- }
-
- m.balances.fetch_balances(tag="tag")
-
- m.prepare_trades_to_sell_all()
-
- repartition.assert_not_called()
- compute_trades.assert_called()
-
- call = compute_trades.call_args
- self.assertEqual(1, call[0][0]["USDT"].value)
- self.assertEqual(D("0.01"), call[0][0]["XVG"].value)
- self.assertEqual(D("1.01"), call[0][1]["BTC"].value)
- m.report.log_stage.assert_called_once_with("prepare_trades_to_sell_all")
- m.report.log_balances.assert_called_once_with(tag="tag")
@mock.patch.object(portfolio.time, "sleep")
@mock.patch.object(market.TradeStore, "all_orders")
self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;")
- @mock.patch("helper.process_sell_all__1_all_sell")
- @mock.patch("helper.process_sell_all__2_wait")
- @mock.patch("helper.process_sell_all__3_all_buy")
- def test_main_process_market(self, buy, wait, sell):
+ @mock.patch("helper.Processor.process")
+ def test_main_process_market(self, process):
with self.subTest(before=False, after=False):
- helper.main_process_market("user", None)
-
- wait.assert_not_called()
- buy.assert_not_called()
- sell.assert_not_called()
+ m = mock.Mock()
+ helper.main_process_market(m, None)
+
+ process.assert_not_called()
- buy.reset_mock()
- wait.reset_mock()
- sell.reset_mock()
+ process.reset_mock()
with self.subTest(before=True, after=False):
- helper.main_process_market("user", None, before=True)
-
- wait.assert_not_called()
- buy.assert_not_called()
- sell.assert_called_once_with("user")
+ helper.main_process_market(m, None, before=True)
- buy.reset_mock()
- wait.reset_mock()
- sell.reset_mock()
+ process.assert_called_once_with("sell_all", steps="before")
+
+ process.reset_mock()
with self.subTest(before=False, after=True):
- helper.main_process_market("user", None, after=True)
+ helper.main_process_market(m, None, after=True)
- wait.assert_called_once_with("user")
- buy.assert_called_once_with("user")
- sell.assert_not_called()
+ process.assert_called_once_with("sell_all", steps="after")
- buy.reset_mock()
- wait.reset_mock()
- sell.reset_mock()
+ process.reset_mock()
with self.subTest(before=True, after=True):
- helper.main_process_market("user", None, before=True, after=True)
-
- wait.assert_called_once_with("user")
- buy.assert_called_once_with("user")
- sell.assert_called_once_with("user")
+ helper.main_process_market(m, None, before=True, after=True)
- buy.reset_mock()
- wait.reset_mock()
- sell.reset_mock()
+ process.assert_has_calls([
+ mock.call("sell_all", steps="before"),
+ mock.call("sell_all", steps="after"),
+ ])
+
+ process.reset_mock()
with self.subTest(action="print_balances"),\
mock.patch("helper.print_balances") as print_balances:
helper.main_process_market("user", ["print_balances"])
- buy.assert_not_called()
- wait.assert_not_called()
- sell.assert_not_called()
+ process.assert_not_called()
print_balances.assert_called_once_with("user")
with self.subTest(action="print_orders"),\
mock.patch("helper.print_balances") as print_balances:
helper.main_process_market("user", ["print_orders", "print_balances"])
- buy.assert_not_called()
- wait.assert_not_called()
- sell.assert_not_called()
+ process.assert_not_called()
print_orders.assert_called_once_with("user")
print_balances.assert_called_once_with("user")
mock.call(tag="process_sell_all__1_all_sell_begin"),
mock.call(tag="process_sell_all__1_all_sell_end"),
])
- self.m.prepare_trades_to_sell_all.assert_called_with(base_currency="BTC")
+ self.m.prepare_trades.assert_called_with(base_currency="BTC",
+ liquidity="medium", repartition={'BTC': (1, 'long')})
self.m.trades.prepare_orders.assert_called_with(compute_value="average")
self.m.trades.run_orders.assert_called()
self.m.follow_orders.assert_called()
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / commitdiff
