]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/blame - main.py
Move acceptance tests to common directory
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / main.py
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a42d6cc8 1import configargparse
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2import psycopg2
3import os
eb9c92e1 4import sys
eb9c92e1 5
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6import market
7import portfolio
eb9c92e1 8
1f117ac7 9__all__ = ["make_order", "get_user_market"]
eb9c92e1 10
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11def make_order(market, value, currency, action="acquire",
12 close_if_possible=False, base_currency="BTC", follow=True,
13 compute_value="average"):
14 """
15 Make an order on market
16 "market": The market on which to place the order
17 "value": The value in *base_currency* to acquire,
18 or in *currency* to dispose.
19 use negative for margin trade.
20 "action": "acquire" or "dispose".
21 "acquire" will buy long or sell short,
22 "dispose" will sell long or buy short.
23 "currency": The currency to acquire or dispose
24 "base_currency": The base currency. The value is expressed in that
25 currency (default: BTC)
26 "follow": Whether to follow the order once run (default: True)
27 "close_if_possible": Whether to try to close the position at the end
28 of the trade, i.e. reach exactly 0 at the end
29 (only meaningful in "dispose"). May have
30 unwanted effects if the end value of the
31 currency is not 0.
32 "compute_value": Compute value to place the order
33 """
34 market.report.log_stage("make_order_begin")
35 market.balances.fetch_balances(tag="make_order_begin")
36 if action == "acquire":
37 trade = portfolio.Trade(
38 portfolio.Amount(base_currency, 0),
39 portfolio.Amount(base_currency, value),
40 currency, market)
41 else:
42 amount = portfolio.Amount(currency, value)
43 trade = portfolio.Trade(
44 amount.in_currency(base_currency, market, compute_value=compute_value),
45 portfolio.Amount(base_currency, 0),
46 currency, market)
47 market.trades.all.append(trade)
48 order = trade.prepare_order(
49 close_if_possible=close_if_possible,
50 compute_value=compute_value)
51 market.report.log_orders([order], None, compute_value)
52 market.trades.run_orders()
53 if follow:
54 market.follow_orders()
55 market.balances.fetch_balances(tag="make_order_end")
56 else:
57 market.report.log_stage("make_order_end_not_followed")
58 return order
59 market.report.log_stage("make_order_end")
60
61def get_user_market(config_path, user_id, debug=False):
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62 args = ["--config", config_path]
63 if debug:
64 args.append("--debug")
65 args = parse_args(args)
66 pg_config = parse_config(args)
35667b31 67 market_id, market_config, user_id = list(fetch_markets(pg_config, str(user_id)))[0]
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68 return market.Market.from_config(market_config, args,
69 pg_config=pg_config, market_id=market_id,
e6015816 70 user_id=user_id)
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71
72def fetch_markets(pg_config, user):
73 connection = psycopg2.connect(**pg_config)
74 cursor = connection.cursor()
75
76 if user is None:
b4e0ba0b 77 cursor.execute("SELECT id,config,user_id FROM market_configs")
1f117ac7 78 else:
b4e0ba0b 79 cursor.execute("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", user)
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80
81 for row in cursor:
82 yield row
83
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84def parse_config(args):
85 pg_config = {
86 "host": args.db_host,
87 "port": args.db_port,
88 "user": args.db_user,
89 "password": args.db_password,
90 "database": args.db_database,
91 }
92 del(args.db_host)
93 del(args.db_port)
94 del(args.db_user)
95 del(args.db_password)
96 del(args.db_database)
1f117ac7 97
a42d6cc8 98 report_path = args.report_path
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100 if report_path is not None and not \
101 os.path.exists(report_path):
102 os.makedirs(report_path)
1f117ac7 103
a42d6cc8 104 return pg_config
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105
106def parse_args(argv):
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107 parser = configargparse.ArgumentParser(
108 description="Run the trade bot.")
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109
110 parser.add_argument("-c", "--config",
111 default="config.ini",
a42d6cc8 112 required=False, is_config_file=True,
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113 help="Config file to load (default: config.ini)")
114 parser.add_argument("--before",
115 default=False, action='store_const', const=True,
116 help="Run the steps before the cryptoportfolio update")
117 parser.add_argument("--after",
118 default=False, action='store_const', const=True,
119 help="Run the steps after the cryptoportfolio update")
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120 parser.add_argument("--quiet",
121 default=False, action='store_const', const=True,
122 help="Don't print messages")
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123 parser.add_argument("--debug",
124 default=False, action='store_const', const=True,
125 help="Run in debug mode")
126 parser.add_argument("--user",
127 default=None, required=False, help="Only run for that user")
128 parser.add_argument("--action",
129 action='append',
130 help="Do a different action than trading (add several times to chain)")
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131 parser.add_argument("--parallel", action='store_true', default=True, dest="parallel")
132 parser.add_argument("--no-parallel", action='store_false', dest="parallel")
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133 parser.add_argument("--report-db", action='store_true', default=True, dest="report_db",
134 help="Store report to database (default)")
135 parser.add_argument("--no-report-db", action='store_false', dest="report_db",
136 help="Don't store report to database")
137 parser.add_argument("--report-path", required=False,
138 help="Where to store the reports (default: absent, don't store)")
139 parser.add_argument("--no-report-path", action='store_const', dest='report_path', const=None,
140 help="Don't store the report to file (default)")
141 parser.add_argument("--db-host", default="localhost",
142 help="Host access to database (default: localhost)")
143 parser.add_argument("--db-port", default=5432,
144 help="Port access to database (default: 5432)")
145 parser.add_argument("--db-user", default="cryptoportfolio",
146 help="User access to database (default: cryptoportfolio)")
147 parser.add_argument("--db-password", default="cryptoportfolio",
148 help="Password access to database (default: cryptoportfolio)")
149 parser.add_argument("--db-database", default="cryptoportfolio",
150 help="Database access to database (default: cryptoportfolio)")
151
152 return parser.parse_args(argv)
153
154def process(market_config, market_id, user_id, args, pg_config):
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155 try:
156 market.Market\
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157 .from_config(market_config, args, market_id=market_id,
158 pg_config=pg_config, user_id=user_id)\
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159 .process(args.action, before=args.before, after=args.after)
160 except Exception as e:
161 print("{}: {}".format(e.__class__.__name__, e))
162
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163def main(argv):
164 args = parse_args(argv)
165
a42d6cc8 166 pg_config = parse_config(args)
1f117ac7 167
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168 market.Portfolio.report.set_verbose(not args.quiet)
169
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170 if args.parallel:
171 import threading
172 market.Portfolio.start_worker()
173
e7d7c0e5 174 threads = []
35667b31 175 def process_(*args):
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176 thread = threading.Thread(target=process, args=args)
177 thread.start()
178 threads.append(thread)
dc1ca9a3 179 else:
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180 process_ = process
181
182 for market_id, market_config, user_id in fetch_markets(pg_config, args.user):
a42d6cc8 183 process_(market_config, market_id, user_id, args, pg_config)
1f117ac7 184
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185 if args.parallel:
186 for thread in threads:
187 thread.join()
188 market.Portfolio.stop_worker()
189
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190if __name__ == '__main__': # pragma: no cover
191 main(sys.argv[1:])