]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/log
perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git
6 years agoAdd logging at market instance creation
Ismaël Bouya [Wed, 4 Apr 2018 10:02:13 +0000 (12:02 +0200)] 
Add logging at market instance creation

6 years agoMerge branch 'retry_vanished' into dev
Ismaël Bouya [Tue, 3 Apr 2018 18:43:40 +0000 (20:43 +0200)] 
Merge branch 'retry_vanished' into dev

6 years agoImprove fix of vanishing orders
Ismaël Bouya [Tue, 3 Apr 2018 18:43:05 +0000 (20:43 +0200)] 
Improve fix of vanishing orders

6 years agoMerge branch 'retry_vanished' into dev
Ismaël Bouya [Mon, 2 Apr 2018 17:19:49 +0000 (19:19 +0200)] 
Merge branch 'retry_vanished' into dev

6 years agoFix vanishing orders
Ismaël Bouya [Mon, 2 Apr 2018 17:18:49 +0000 (19:18 +0200)] 
Fix vanishing orders

Fixes https://git.immae.eu/mantisbt/view.php?id=60

6 years agoSmall refactor for `super` use
Ismaël Bouya [Mon, 2 Apr 2018 11:40:14 +0000 (13:40 +0200)] 
Small refactor for `super` use

6 years agoAdd conditional install with virtual env
Ismaël Bouya [Tue, 27 Mar 2018 19:30:41 +0000 (21:30 +0200)] 
Add conditional install with virtual env

6 years agoMerge branch 'invalid_nonce' into dev
Ismaël Bouya [Sun, 25 Mar 2018 21:57:57 +0000 (23:57 +0200)] 
Merge branch 'invalid_nonce' into dev

Fixes https://git.immae.eu/mantisbt/view.php?id=59

6 years agoHandle invalid nonces
Ismaël Bouya [Sun, 25 Mar 2018 21:57:39 +0000 (23:57 +0200)] 
Handle invalid nonces

6 years agoMerge branch 'timeouts' into dev
Ismaël Bouya [Sun, 25 Mar 2018 20:01:59 +0000 (22:01 +0200)] 
Merge branch 'timeouts' into dev

Fixes https://git.immae.eu/mantisbt/view.php?id=58

6 years agoHandle timeouts for order creations
Ismaël Bouya [Sun, 25 Mar 2018 17:09:05 +0000 (19:09 +0200)] 
Handle timeouts for order creations

6 years agoHandle timeouts for move_balances
Ismaël Bouya [Sun, 25 Mar 2018 17:08:48 +0000 (19:08 +0200)] 
Handle timeouts for move_balances

6 years agoMerge branch 'retry_timeout' into dev
Ismaël Bouya [Sat, 24 Mar 2018 15:07:11 +0000 (16:07 +0100)] 
Merge branch 'retry_timeout' into dev

6 years agoMove request wrapper to ccxt
Ismaël Bouya [Sat, 24 Mar 2018 14:18:56 +0000 (15:18 +0100)] 
Move request wrapper to ccxt

6 years agoAdd retry facility for api call timeouts
Ismaël Bouya [Sat, 24 Mar 2018 14:18:31 +0000 (15:18 +0100)] 
Add retry facility for api call timeouts

Fixes https://git.immae.eu/mantisbt/view.php?id=40

6 years agoFetch market_config for import report task
Ismaël Bouya [Sat, 24 Mar 2018 10:15:33 +0000 (11:15 +0100)] 
Fetch market_config for import report task

6 years agoMerge branch 'store_reports' into dev
Ismaël Bouya [Sat, 24 Mar 2018 09:41:28 +0000 (10:41 +0100)] 
Merge branch 'store_reports' into dev

Add reports storing in database.

See https://git.immae.eu/mantisbt/view.php?id=56 for the expected schema

6 years agoCleanup market from_config
Ismaël Bouya [Fri, 23 Mar 2018 22:33:36 +0000 (23:33 +0100)] 
Cleanup market from_config

6 years agoAdd task to migrate reports to database
Ismaël Bouya [Sat, 24 Mar 2018 09:27:39 +0000 (10:27 +0100)] 
Add task to migrate reports to database

6 years agoStore reports to database
Ismaël Bouya [Fri, 23 Mar 2018 00:11:34 +0000 (01:11 +0100)] 
Store reports to database

Fixes https://git.immae.eu/mantisbt/view.php?id=57

6 years agoAdd quiet flag for running
Ismaël Bouya [Thu, 22 Mar 2018 20:35:00 +0000 (21:35 +0100)] 
Add quiet flag for running

6 years agoMerge branch 'immae/store_logs' into dev
Ismaël Bouya [Mon, 12 Mar 2018 01:54:54 +0000 (02:54 +0100)] 
Merge branch 'immae/store_logs' into dev

6 years agoStore printed logs
Ismaël Bouya [Mon, 12 Mar 2018 01:54:13 +0000 (02:54 +0100)] 
Store printed logs

6 years agoMerge branch 'night_fixes' into dev
Ismaël Bouya [Mon, 12 Mar 2018 01:10:08 +0000 (02:10 +0100)] 
Merge branch 'night_fixes' into dev

6 years agoFix mark finished order not alway called when necessary
Ismaël Bouya [Mon, 12 Mar 2018 00:55:46 +0000 (01:55 +0100)] 
Fix mark finished order not alway called when necessary

6 years agoFix fullfiled not having correct currencies
Ismaël Bouya [Mon, 12 Mar 2018 00:55:17 +0000 (01:55 +0100)] 
Fix fullfiled not having correct currencies

6 years agoMerge branch 'immae/parallelize' into dev
Ismaël Bouya [Fri, 9 Mar 2018 18:18:02 +0000 (19:18 +0100)] 
Merge branch 'immae/parallelize' into dev

Fixes https://git.immae.eu/mantisbt/view.php?id=51

6 years agoAdd parallelization
Ismaël Bouya [Fri, 9 Mar 2018 14:37:10 +0000 (15:37 +0100)] 
Add parallelization

6 years agoAdd fake scenario
Ismaël Bouya [Thu, 8 Mar 2018 01:37:53 +0000 (02:37 +0100)] 
Add fake scenario

6 years agoAdd merge method for report
Ismaël Bouya [Thu, 8 Mar 2018 01:15:50 +0000 (02:15 +0100)] 
Add merge method for report

6 years agoMove Portfolio to store and cleanup methods
Ismaël Bouya [Thu, 8 Mar 2018 01:04:50 +0000 (02:04 +0100)] 
Move Portfolio to store and cleanup methods

Make report stored in portfolio class instead of market

6 years agoMove market processing to single method
Ismaël Bouya [Thu, 8 Mar 2018 00:18:21 +0000 (01:18 +0100)] 
Move market processing to single method

6 years agoComplete tests for the ccxt wrapper
Ismaël Bouya [Tue, 6 Mar 2018 00:59:59 +0000 (01:59 +0100)] 
Complete tests for the ccxt wrapper

6 years agoMove helper methods to their due places
Ismaël Bouya [Mon, 5 Mar 2018 23:21:52 +0000 (00:21 +0100)] 
Move helper methods to their due places

6 years agoFixes after night run v0.5
Ismaël Bouya [Sun, 4 Mar 2018 22:35:16 +0000 (23:35 +0100)] 
Fixes after night run

- Currency pair doesn’t work when fetching orders
- Store error in main to report.
- Cancel orders when closing trade
- Print closed status of trade to repr
- Don’t try to cancel not cancellable orders

6 years agoFix test for pretty-printing json
Ismaël Bouya [Sun, 4 Mar 2018 21:18:57 +0000 (22:18 +0100)] 
Fix test for pretty-printing json

6 years agoAdd build_release in Makefile
Ismaël Bouya [Sun, 4 Mar 2018 18:35:12 +0000 (19:35 +0100)] 
Add build_release in Makefile

6 years agoPretty-print the json output
Ismaël Bouya [Sun, 4 Mar 2018 18:19:45 +0000 (19:19 +0100)] 
Pretty-print the json output

6 years agoWrite tests for Processor class v0.4
Ismaël Bouya [Sun, 4 Mar 2018 13:49:54 +0000 (14:49 +0100)] 
Write tests for Processor class

Make default repartition less sensitive to BTC
Automatic signature for methods

Fixes https://git.immae.eu/mantisbt/view.php?id=49 https://git.immae.eu/mantisbt/view.php?id=39

6 years agoAdd close trades action
Ismaël Bouya [Sun, 4 Mar 2018 11:59:57 +0000 (12:59 +0100)] 
Add close trades action

6 years agoAdd processors
Ismaël Bouya [Fri, 2 Mar 2018 12:59:25 +0000 (13:59 +0100)] 
Add processors

Fixes https://git.immae.eu/mantisbt/view.php?id=45

6 years agoRemove useless update_trades method
Ismaël Bouya [Thu, 1 Mar 2018 18:08:56 +0000 (19:08 +0100)] 
Remove useless update_trades method

Add arguments to log_stage

6 years agoAdd processors
Ismaël Bouya [Thu, 1 Mar 2018 16:39:48 +0000 (17:39 +0100)] 
Add processors

6 years agoDynamically use process methods
Ismaël Bouya [Thu, 1 Mar 2018 14:23:27 +0000 (15:23 +0100)] 
Dynamically use process methods

6 years agoFix ticker fetcher
Ismaël Bouya [Thu, 1 Mar 2018 14:22:58 +0000 (15:22 +0100)] 
Fix ticker fetcher

6 years agoAdd tests for ccxt_wrapper
Ismaël Bouya [Thu, 1 Mar 2018 13:12:03 +0000 (14:12 +0100)] 
Add tests for ccxt_wrapper

6 years agoVarious fixes/improvements v0.3
Ismaël Bouya [Thu, 1 Mar 2018 12:14:41 +0000 (13:14 +0100)] 
Various fixes/improvements

- Use pending gains to compute the move_balance
- Use ttl_cache for tickers

6 years agoAdd make_order and get_user_market helpers
Ismaël Bouya [Mon, 26 Feb 2018 23:58:52 +0000 (00:58 +0100)] 
Add make_order and get_user_market helpers

Fix cancel order not actually fetching the order
Fetch only necessary order to poloniex

6 years agoRetry running order when available balance is insufficient
Ismaël Bouya [Mon, 26 Feb 2018 13:18:34 +0000 (14:18 +0100)] 
Retry running order when available balance is insufficient

6 years agoFix dust amount error
Ismaël Bouya [Mon, 26 Feb 2018 11:07:07 +0000 (12:07 +0100)] 
Fix dust amount error

6 years agoAdd user and action for main actions
Ismaël Bouya [Mon, 26 Feb 2018 10:13:38 +0000 (11:13 +0100)] 
Add user and action for main actions

6 years agoFix not serializable object
Ismaël Bouya [Mon, 26 Feb 2018 08:02:54 +0000 (09:02 +0100)] 
Fix not serializable object

6 years agoRefactor the store to be more conciliant with multiple markets v0.2
Ismaël Bouya [Sun, 25 Feb 2018 17:02:44 +0000 (18:02 +0100)] 
Refactor the store to be more conciliant with multiple markets

6 years agoAdd main running file and fetch information from database
Ismaël Bouya [Sat, 24 Feb 2018 22:35:40 +0000 (23:35 +0100)] 
Add main running file and fetch information from database

6 years agoAdd requirement file v0.1
Ismaël Bouya [Sat, 24 Feb 2018 22:11:46 +0000 (23:11 +0100)] 
Add requirement file

6 years agoAdd tags to balance log
Ismaël Bouya [Sat, 24 Feb 2018 21:12:29 +0000 (22:12 +0100)] 
Add tags to balance log

6 years agoAdd report store to store messages and logs
Ismaël Bouya [Sat, 24 Feb 2018 18:53:58 +0000 (19:53 +0100)] 
Add report store to store messages and logs

6 years agoAdd mouvement representation
Ismaël Bouya [Mon, 19 Feb 2018 17:17:06 +0000 (18:17 +0100)] 
Add mouvement representation

6 years agoAdd liquidity to helper methods
Ismaël Bouya [Mon, 19 Feb 2018 17:16:43 +0000 (18:16 +0100)] 
Add liquidity to helper methods

6 years agoAllow dispatch assets to receive liquidity
Ismaël Bouya [Mon, 19 Feb 2018 13:06:45 +0000 (14:06 +0100)] 
Allow dispatch assets to receive liquidity

6 years agoMake nonce in nanoseconds
Ismaël Bouya [Mon, 19 Feb 2018 13:04:13 +0000 (14:04 +0100)] 
Make nonce in nanoseconds

6 years agoAdd print_balances helper
Ismaël Bouya [Mon, 12 Feb 2018 13:11:02 +0000 (14:11 +0100)] 
Add print_balances helper

6 years agoAdd method to wait for portfolio update
Ismaël Bouya [Mon, 12 Feb 2018 12:57:28 +0000 (13:57 +0100)] 
Add method to wait for portfolio update

6 years agoAdd missing amount operations
Ismaël Bouya [Mon, 12 Feb 2018 01:13:17 +0000 (02:13 +0100)] 
Add missing amount operations

6 years agoFix move_balance not moving currencies absent from trades
Ismaël Bouya [Mon, 12 Feb 2018 01:08:50 +0000 (02:08 +0100)] 
Fix move_balance not moving currencies absent from trades

6 years agocreate wrapper for poloniex class
Ismaël Bouya [Mon, 12 Feb 2018 01:08:08 +0000 (02:08 +0100)] 
create wrapper for poloniex class

6 years agoMove market to ccxt_wrapper
Ismaël Bouya [Sun, 11 Feb 2018 23:52:24 +0000 (00:52 +0100)] 
Move market to ccxt_wrapper

6 years agoAdd last tests for helper
Ismaël Bouya [Sun, 11 Feb 2018 23:41:10 +0000 (00:41 +0100)] 
Add last tests for helper

6 years agoFix some errors in api responses
Ismaël Bouya [Sun, 11 Feb 2018 23:13:24 +0000 (00:13 +0100)] 
Fix some errors in api responses

Handle some exceptions

6 years agoAdd missing tests
Ismaël Bouya [Sun, 11 Feb 2018 21:40:30 +0000 (22:40 +0100)] 
Add missing tests

6 years agoAdd Makefile and test coverage
Ismaël Bouya [Sun, 11 Feb 2018 12:36:54 +0000 (13:36 +0100)] 
Add Makefile and test coverage

Fix order preparation and add tests for the step
Separate tests between acceptance and unit
Add more tests

6 years agoSeparate store and add helper
Ismaël Bouya [Sat, 10 Feb 2018 12:52:46 +0000 (13:52 +0100)] 
Separate store and add helper

6 years agoFix Amount.__sub__ not working with 0
Ismaël Bouya [Fri, 9 Feb 2018 19:00:26 +0000 (20:00 +0100)] 
Fix Amount.__sub__ not working with 0

Add more tests

6 years agoImplement order following heads/immae/dev
Ismaël Bouya [Tue, 6 Feb 2018 14:42:40 +0000 (15:42 +0100)] 
Implement order following

- Change urllib to requests and use it in tests
- Add debug mode for sensitive actions
- Follow orders when trade is running
- Fetch order from the api and store the mouvements already filled
- Start rewriting tests

6 years agoWIP: handle more balance information
Ismaël Bouya [Sun, 4 Feb 2018 18:12:50 +0000 (19:12 +0100)] 
WIP: handle more balance information

6 years agoWork in progress to use shorts
Ismaël Bouya [Sat, 3 Feb 2018 20:31:29 +0000 (21:31 +0100)] 
Work in progress to use shorts

6 years agoAdd first steps for margin trading
Ismaël Bouya [Thu, 25 Jan 2018 23:10:03 +0000 (00:10 +0100)] 
Add first steps for margin trading

6 years agoAdd test for Trade
Ismaël Bouya [Thu, 25 Jan 2018 23:07:47 +0000 (00:07 +0100)] 
Add test for Trade

6 years agoReturn correct values and fix isinstance use
Ismaël Bouya [Thu, 25 Jan 2018 22:59:39 +0000 (23:59 +0100)] 
Return correct values and fix isinstance use

6 years agoRemove unnecessary dependency on ccxt
Ismaël Bouya [Wed, 24 Jan 2018 14:50:59 +0000 (15:50 +0100)] 
Remove unnecessary dependency on ccxt

6 years agoAdd dummy README and gitignore
Ismaël Bouya [Wed, 24 Jan 2018 14:49:06 +0000 (15:49 +0100)] 
Add dummy README and gitignore

6 years agoAdd comments to explain the trade -> order conversion
Ismaël Bouya [Wed, 24 Jan 2018 07:20:21 +0000 (08:20 +0100)] 
Add comments to explain the trade -> order conversion

6 years agoHandle error when placing orders
Ismaël Bouya [Mon, 22 Jan 2018 00:07:21 +0000 (01:07 +0100)] 
Handle error when placing orders

6 years agoFix selling price for inverted markets
Ismaël Bouya [Mon, 22 Jan 2018 00:07:06 +0000 (01:07 +0100)] 
Fix selling price for inverted markets

6 years agoAdd method to print orders
Ismaël Bouya [Mon, 22 Jan 2018 00:06:39 +0000 (01:06 +0100)] 
Add method to print orders

6 years agoFix bid/ask to sell/buy in orders
Ismaël Bouya [Mon, 22 Jan 2018 00:06:13 +0000 (01:06 +0100)] 
Fix bid/ask to sell/buy in orders

6 years agoAllow dispatch asset to have custom repartition
Ismaël Bouya [Mon, 22 Jan 2018 00:04:30 +0000 (01:04 +0100)] 
Allow dispatch asset to have custom repartition

6 years agoAdd debug mode parameter rather than global flag
Ismaël Bouya [Mon, 22 Jan 2018 00:03:38 +0000 (01:03 +0100)] 
Add debug mode parameter rather than global flag

6 years agoAdd some tests and cleanup exchange process
Ismaël Bouya [Sun, 21 Jan 2018 19:46:39 +0000 (20:46 +0100)] 
Add some tests and cleanup exchange process

- Acceptance test for the whole exchange process
- Cut exchange two steps:
  - Compute the outcome of the exchange
  - Do all the sells
  - Recompute the buys according to the sells result
  - Do all the buys

6 years agoStore currency conversion rate and use it in trade computations
Ismaël Bouya [Sun, 21 Jan 2018 14:57:13 +0000 (15:57 +0100)] 
Store currency conversion rate and use it in trade computations

6 years agoAdd compute value lambdas for currency conversion
Ismaël Bouya [Sun, 21 Jan 2018 14:17:48 +0000 (15:17 +0100)] 
Add compute value lambdas for currency conversion

6 years agoRemove unused decorator
Ismaël Bouya [Sat, 20 Jan 2018 13:19:51 +0000 (14:19 +0100)] 
Remove unused decorator

6 years agoChange integer to decimals
Ismaël Bouya [Sat, 20 Jan 2018 12:44:30 +0000 (13:44 +0100)] 
Change integer to decimals

6 years agoDon't autoprepare the orders when creating trade
Ismaël Bouya [Thu, 18 Jan 2018 08:57:23 +0000 (09:57 +0100)] 
Don't autoprepare the orders when creating trade

6 years agoMove ticker to Trade class and add tests
Ismaël Bouya [Thu, 18 Jan 2018 00:43:19 +0000 (01:43 +0100)] 
Move ticker to Trade class and add tests

6 years agoAdd Balance class tests
Ismaël Bouya [Thu, 18 Jan 2018 00:00:57 +0000 (01:00 +0100)] 
Add Balance class tests

6 years agoWrite some tests for Portfolio class
Ismaël Bouya [Wed, 17 Jan 2018 01:43:28 +0000 (02:43 +0100)] 
Write some tests for Portfolio class

6 years agoComplete refactor of the script to use classes jl/dev
Ismaël Bouya [Mon, 15 Jan 2018 23:44:20 +0000 (00:44 +0100)] 
Complete refactor of the script to use classes

6 years agoInclude fees in computation
Ismaël Bouya [Sun, 14 Jan 2018 02:34:42 +0000 (03:34 +0100)] 
Include fees in computation

6 years agoAdd order processing functions
Ismaël Bouya [Sun, 14 Jan 2018 02:02:11 +0000 (03:02 +0100)] 
Add order processing functions