[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / market.py

from ccxt import ExchangeError, NotSupported, RequestTimeout, InvalidNonce
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:
    debug = False
    ccxt = None
    report = None
    trades = None
    balances = None

    def __init__(self, ccxt_instance, args, **kwargs):
        self.args = args
        self.debug = args.debug
        self.ccxt = ccxt_instance
        self.ccxt._market = self
        self.report = ReportStore(self, verbose_print=(not args.quiet))
        self.trades = TradeStore(self)
        self.balances = BalanceStore(self)
        self.processor = Processor(self)

        for key in ["user_id", "market_id", "report_path", "pg_config"]:
            setattr(self, key, kwargs.get(key, None))

        self.report.log_market(self.args, self.user_id, self.market_id,
                self.report_path, self.debug)

    @classmethod
    def from_config(cls, config, args, **kwargs):
        config["apiKey"] = config.pop("key", None)

        ccxt_instance = ccxt.poloniexE(config)

        return cls(ccxt_instance, args, **kwargs)

    def store_report(self):
        self.report.merge(Portfolio.report)
        date = datetime.now()
        if self.report_path is not None:
            self.store_file_report(date)
        if self.pg_config is not None:
            self.store_database_report(date)

    def store_file_report(self, date):
        try:
            report_file = "{}/{}_{}".format(self.report_path, date.isoformat(), self.user_id)
            with open(report_file + ".json", "w") as f:
                f.write(self.report.to_json())
            with open(report_file + ".log", "w") as f:
                f.write("\n".join(map(lambda x: x[1], self.report.print_logs)))
        except Exception as e:
            print("impossible to store report file: {}; {}".format(e.__class__.__name__, e))

    def store_database_report(self, date):
        try:
            report_query = 'INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;'
            line_query = 'INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);'
            connection = psycopg2.connect(**self.pg_config)
            cursor = connection.cursor()
            cursor.execute(report_query, (date, self.market_id, self.debug))
            report_id = cursor.fetchone()[0]
            for date, type_, payload in self.report.to_json_array():
                cursor.execute(line_query, (date, report_id, type_, payload))

            connection.commit()
            cursor.close()
            connection.close()
        except Exception as e:
            print("impossible to store report to database: {}; {}".format(e.__class__.__name__, e))

    def process(self, actions, before=False, after=False):
        try:
            if len(actions or []) == 0:
                if before:
                    self.processor.process("sell_all", steps="before")
                if after:
                    self.processor.process("sell_all", steps="after")
            else:
                for action in actions:
                    if hasattr(self, action):
                        getattr(self, action)()
                    else:
                        self.report.log_error("market_process", message="Unknown action {}".format(action))
        except Exception as e:
            self.report.log_error("market_process", exception=e)
        finally:
            self.store_report()

    @retry((RequestTimeout, InvalidNonce), tries=5)
    def move_balances(self):
        needed_in_margin = {} 
        moving_to_margin = {}

        for currency, balance in self.balances.all.items():
            needed_in_margin[currency] = balance.margin_in_position - balance.margin_pending_gain
        for trade in self.trades.pending:
            needed_in_margin.setdefault(trade.base_currency, 0)
            if trade.trade_type == "short":
                needed_in_margin[trade.base_currency] -= trade.delta
        for currency, needed in needed_in_margin.items():
            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(action)
                continue
            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, InvalidNonce) 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()

    @ttl_cache(ttl=3600)
    def fetch_fees(self):
        return self.ccxt.fetch_fees()

    @ttl_cache(maxsize=20, ttl=5)
    def get_tickers(self, refresh=False):
        try:
            return self.ccxt.fetch_tickers()
        except NotSupported:
            return None

    @ttl_cache(maxsize=20, ttl=5)
    def get_ticker(self, c1, c2, refresh=False):
        def invert(ticker):
            return {
                    "inverted": True,
                    "average": (1/ticker["bid"] + 1/ticker["ask"]) / 2,
                    "original": ticker,
                    }
        def augment_ticker(ticker):
            ticker.update({
                "inverted": False,
                "average": (ticker["bid"] + ticker["ask"] ) / 2,
                })
            return ticker

        tickers = self.get_tickers()
        if tickers is None:
            try:
                ticker = augment_ticker(self.ccxt.fetch_ticker("{}/{}".format(c1, c2)))
            except ExchangeError:
                try:
                    ticker = invert(augment_ticker(self.ccxt.fetch_ticker("{}/{}".format(c2, c1))))
                except ExchangeError:
                    ticker = None
        else:
            if "{}/{}".format(c1, c2) in tickers:
                ticker = augment_ticker(tickers["{}/{}".format(c1, c2)])
            elif "{}/{}".format(c2, c1) in tickers:
                ticker = invert(augment_ticker(tickers["{}/{}".format(c2, c1)]))
            else:
                ticker = None
        return ticker

    def follow_orders(self, sleep=None):
        if sleep is None:
            sleep = 7 if self.debug else 30
            if self.debug:
                self.report.log_debug_action("Set follow_orders tick to {}s".format(sleep))
        tick = 0
        self.report.log_stage("follow_orders_begin")
        while len(self.trades.all_orders(state="open")) > 0:
            time.sleep(sleep)
            tick += 1
            open_orders = self.trades.all_orders(state="open")
            self.report.log_stage("follow_orders_tick_{}".format(tick))
            self.report.log_orders(open_orders, tick=tick)
            for order in open_orders:
                status = order.get_status()
                if status != "open":
                    self.report.log_order(order, tick, finished=True)
                else:
                    order.trade.update_order(order, tick)
                if status == "error_disappeared":
                    self.report.log_error("follow_orders",
                            message="{} disappeared, recreating it".format(order))
                    order.trade.prepare_order(
                            compute_value=order.trade.tick_actions_recreate(tick))

        self.report.log_stage("follow_orders_end")

    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,
                repartition=repartition)

        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, repartition=repartition)
        self.trades.compute_trades(values_in_base, new_repartition, only=only)

    # Helpers
    def print_orders(self, base_currency="BTC"):
        self.report.log_stage("print_orders")
        self.balances.fetch_balances(tag="print_orders")
        self.prepare_trades(base_currency=base_currency, compute_value="average")
        self.trades.prepare_orders(compute_value="average")

    def print_balances(self, base_currency="BTC"):
        self.report.log_stage("print_balances")
        self.balances.fetch_balances()
        if base_currency is not None:
            self.report.print_log("total:")
            self.report.print_log(sum(self.balances.in_currency(base_currency).values()))

class Processor:
    scenarios = {
            "wait_for_cryptoportfolio": [
                {
                    "name": "wait",
                    "number": 1,
                    "before": False,
                    "after": True,
                    "wait_for_recent": {},
                    },
                ],
            "print_orders": [
                {
                    "name": "wait",
                    "number": 1,
                    "before": False,
                    "after": True,
                    "wait_for_recent": {},
                    },
                {
                    "name": "make_orders",
                    "number": 2,
                    "before": False,
                    "after": True,
                    "fetch_balances": ["begin"],
                    "prepare_trades": { "compute_value": "average" },
                    "prepare_orders": { "compute_value": "average" },
                    },
                ],
            "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": {},
                    "close_trades": {},
                    },
                {
                    "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": {},
                    "close_trades": {},
                    },
                ],
            "sell_all": [
                {
                    "name": "all_sell",
                    "number": 1,
                    "before": True,
                    "after": False,
                    "fetch_balances": ["begin", "end"],
                    "prepare_trades": { "repartition": { "base_currency": (1, "long") } },
                    "prepare_orders": { "compute_value": "average" },
                    "run_orders": {},
                    "follow_orders": {},
                    "close_trades": {},
                    },
                {
                    "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": {},
                    "close_trades": {},
                    },
                ]
            }

    ordered_actions = [
            "wait_for_recent", "prepare_trades", "prepare_orders",
            "move_balances", "run_orders", "follow_orders",
            "close_trades"]

    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 self.ordered_actions:
            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 method_arguments(self, action):
        import inspect

        if action == "wait_for_recent":
            method = Portfolio.wait_for_recent
        elif action == "prepare_trades":
            method = self.market.prepare_trades
        elif action == "prepare_orders":
            method = self.market.trades.prepare_orders
        elif action == "move_balances":
            method = self.market.move_balances
        elif action == "run_orders":
            method = self.market.trades.run_orders
        elif action == "follow_orders":
            method = self.market.follow_orders
        elif action == "close_trades":
            method = self.market.trades.close_trades

        signature = inspect.getfullargspec(method)
        defaults = signature.defaults or []
        kwargs = signature.args[-len(defaults):]

        return [method, kwargs]

    def parse_args(self, action, default_args, kwargs):
        method, allowed_arguments = self.method_arguments(action)
        args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments }

        if "repartition" in args and "base_currency" in args["repartition"]:
            r = args["repartition"]
            r[args.get("base_currency", "BTC")] = r.pop("base_currency")

        return method, args

    def run_action(self, action, default_args, kwargs):
        method, args = self.parse_args(action, default_args, kwargs)

        method(**args)
Commit	Line	Data
b47d7b54	1	from ccxt import ExchangeError, NotSupported, RequestTimeout, InvalidNonce
774c099c	2	import ccxt_wrapper as ccxt
f86ee140	3	import time
b4e0ba0b	4	import psycopg2
f86ee140	5	from store import *
aca4d437	6	from cachetools.func import ttl_cache
1f117ac7	7	from datetime import datetime
337c8286	8	from retry import retry
1f117ac7	9	import portfolio
4c51aa71	10
f86ee140 IB	11	class Market:
	12	debug = False
	13	ccxt = None
	14	report = None
	15	trades = None
	16	balances = None
ecba1113	17
35667b31	18	def __init__(self, ccxt_instance, args, **kwargs):
07fa7a4b IB	19	self.args = args
07fa7a4b IB	20	self.debug = args.debug
f86ee140 IB	21	self.ccxt = ccxt_instance
f86ee140 IB	22	self.ccxt._market = self
07fa7a4b	23	self.report = ReportStore(self, verbose_print=(not args.quiet))
f86ee140 IB	24	self.trades = TradeStore(self)
f86ee140 IB	25	self.balances = BalanceStore(self)
1f117ac7 IB	26	self.processor = Processor(self)
1f117ac7 IB	27
35667b31 IB	28	for key in ["user_id", "market_id", "report_path", "pg_config"]:
35667b31 IB	29	setattr(self, key, kwargs.get(key, None))
f86ee140	30
90d7423e IB	31	self.report.log_market(self.args, self.user_id, self.market_id,
	32	self.report_path, self.debug)
	33
f86ee140	34	@classmethod
35667b31	35	def from_config(cls, config, args, **kwargs):
1f117ac7	36	config["apiKey"] = config.pop("key", None)
d24bb10c	37
f86ee140 IB	38	ccxt_instance = ccxt.poloniexE(config)
f86ee140 IB	39
35667b31	40	return cls(ccxt_instance, args, **kwargs)
1f117ac7 IB	41
1f117ac7 IB	42	def store_report(self):
9bde69bf	43	self.report.merge(Portfolio.report)
b4e0ba0b IB	44	date = datetime.now()
	45	if self.report_path is not None:
	46	self.store_file_report(date)
	47	if self.pg_config is not None:
	48	self.store_database_report(date)
	49
	50	def store_file_report(self, date):
1f117ac7	51	try:
b4e0ba0b IB	52	report_file = "{}/{}_{}".format(self.report_path, date.isoformat(), self.user_id)
	53	with open(report_file + ".json", "w") as f:
	54	f.write(self.report.to_json())
	55	with open(report_file + ".log", "w") as f:
	56	f.write("\n".join(map(lambda x: x[1], self.report.print_logs)))
1f117ac7 IB	57	except Exception as e:
	58	print("impossible to store report file: {}; {}".format(e.__class__.__name__, e))
	59
b4e0ba0b IB	60	def store_database_report(self, date):
	61	try:
	62	report_query = 'INSERT INTO reports("date", "market_config_id", "debug") VALUES (%s, %s, %s) RETURNING id;'
	63	line_query = 'INSERT INTO report_lines("date", "report_id", "type", "payload") VALUES (%s, %s, %s, %s);'
	64	connection = psycopg2.connect(**self.pg_config)
	65	cursor = connection.cursor()
	66	cursor.execute(report_query, (date, self.market_id, self.debug))
	67	report_id = cursor.fetchone()[0]
	68	for date, type_, payload in self.report.to_json_array():
	69	cursor.execute(line_query, (date, report_id, type_, payload))
	70
	71	connection.commit()
	72	cursor.close()
	73	connection.close()
	74	except Exception as e:
	75	print("impossible to store report to database: {}; {}".format(e.__class__.__name__, e))
	76
1f117ac7 IB	77	def process(self, actions, before=False, after=False):
	78	try:
	79	if len(actions or []) == 0:
	80	if before:
	81	self.processor.process("sell_all", steps="before")
	82	if after:
	83	self.processor.process("sell_all", steps="after")
	84	else:
	85	for action in actions:
	86	if hasattr(self, action):
	87	getattr(self, action)()
	88	else:
	89	self.report.log_error("market_process", message="Unknown action {}".format(action))
	90	except Exception as e:
	91	self.report.log_error("market_process", exception=e)
	92	finally:
	93	self.store_report()
f86ee140	94
b47d7b54	95	@retry((RequestTimeout, InvalidNonce), tries=5)
f86ee140 IB	96	def move_balances(self):
	97	needed_in_margin = {}
	98	moving_to_margin = {}
	99
aca4d437 IB	100	for currency, balance in self.balances.all.items():
	101	needed_in_margin[currency] = balance.margin_in_position - balance.margin_pending_gain
	102	for trade in self.trades.pending:
	103	needed_in_margin.setdefault(trade.base_currency, 0)
f86ee140	104	if trade.trade_type == "short":
aca4d437	105	needed_in_margin[trade.base_currency] -= trade.delta
f86ee140	106	for currency, needed in needed_in_margin.items():
aca4d437	107	current_balance = self.balances.all[currency].margin_available
f86ee140 IB	108	moving_to_margin[currency] = (needed - current_balance)
f86ee140 IB	109	delta = moving_to_margin[currency].value
337c8286 IB	110	action = "Moving {} from exchange to margin".format(moving_to_margin[currency])
337c8286 IB	111
aca4d437	112	if self.debug and delta != 0:
337c8286	113	self.report.log_debug_action(action)
f86ee140	114	continue
337c8286 IB	115	try:
	116	if delta > 0:
	117	self.ccxt.transfer_balance(currency, delta, "exchange", "margin")
	118	elif delta < 0:
	119	self.ccxt.transfer_balance(currency, -delta, "margin", "exchange")
b47d7b54	120	except (RequestTimeout, InvalidNonce) as e:
337c8286 IB	121	self.report.log_error(action, message="Retrying", exception=e)
	122	self.report.log_move_balances(needed_in_margin, moving_to_margin)
	123	self.balances.fetch_balances()
	124	raise e
f86ee140 IB	125	self.report.log_move_balances(needed_in_margin, moving_to_margin)
	126
	127	self.balances.fetch_balances()
	128
aca4d437	129	@ttl_cache(ttl=3600)
f86ee140	130	def fetch_fees(self):
aca4d437 IB	131	return self.ccxt.fetch_fees()
	132
	133	@ttl_cache(maxsize=20, ttl=5)
	134	def get_tickers(self, refresh=False):
	135	try:
	136	return self.ccxt.fetch_tickers()
	137	except NotSupported:
	138	return None
f86ee140	139
aca4d437	140	@ttl_cache(maxsize=20, ttl=5)
f86ee140 IB	141	def get_ticker(self, c1, c2, refresh=False):
	142	def invert(ticker):
	143	return {
	144	"inverted": True,
	145	"average": (1/ticker["bid"] + 1/ticker["ask"]) / 2,
	146	"original": ticker,
	147	}
	148	def augment_ticker(ticker):
	149	ticker.update({
	150	"inverted": False,
	151	"average": (ticker["bid"] + ticker["ask"] ) / 2,
	152	})
7192b2e1	153	return ticker
f86ee140	154
aca4d437 IB	155	tickers = self.get_tickers()
aca4d437 IB	156	if tickers is None:
f86ee140	157	try:
7192b2e1	158	ticker = augment_ticker(self.ccxt.fetch_ticker("{}/{}".format(c1, c2)))
f86ee140	159	except ExchangeError:
aca4d437	160	try:
7192b2e1	161	ticker = invert(augment_ticker(self.ccxt.fetch_ticker("{}/{}".format(c2, c1))))
aca4d437 IB	162	except ExchangeError:
	163	ticker = None
	164	else:
	165	if "{}/{}".format(c1, c2) in tickers:
7192b2e1	166	ticker = augment_ticker(tickers["{}/{}".format(c1, c2)])
aca4d437	167	elif "{}/{}".format(c2, c1) in tickers:
7192b2e1	168	ticker = invert(augment_ticker(tickers["{}/{}".format(c2, c1)]))
aca4d437 IB	169	else:
	170	ticker = None
	171	return ticker
f86ee140 IB	172
	173	def follow_orders(self, sleep=None):
	174	if sleep is None:
	175	sleep = 7 if self.debug else 30
	176	if self.debug:
	177	self.report.log_debug_action("Set follow_orders tick to {}s".format(sleep))
	178	tick = 0
	179	self.report.log_stage("follow_orders_begin")
	180	while len(self.trades.all_orders(state="open")) > 0:
	181	time.sleep(sleep)
	182	tick += 1
	183	open_orders = self.trades.all_orders(state="open")
	184	self.report.log_stage("follow_orders_tick_{}".format(tick))
	185	self.report.log_orders(open_orders, tick=tick)
	186	for order in open_orders:
7ba831c5 IB	187	status = order.get_status()
7ba831c5 IB	188	if status != "open":
f86ee140 IB	189	self.report.log_order(order, tick, finished=True)
	190	else:
	191	order.trade.update_order(order, tick)
7ba831c5 IB	192	if status == "error_disappeared":
	193	self.report.log_error("follow_orders",
	194	message="{} disappeared, recreating it".format(order))
	195	order.trade.prepare_order(
	196	compute_value=order.trade.tick_actions_recreate(tick))
	197
f86ee140 IB	198	self.report.log_stage("follow_orders_end")
f86ee140 IB	199
9db7d156 IB	200	def prepare_trades(self, base_currency="BTC", liquidity="medium",
	201	compute_value="average", repartition=None, only=None):
	202
7bd830a8 IB	203	self.report.log_stage("prepare_trades",
7bd830a8 IB	204	base_currency=base_currency, liquidity=liquidity,
9db7d156 IB	205	compute_value=compute_value, only=only,
9db7d156 IB	206	repartition=repartition)
f86ee140	207
9db7d156 IB	208	values_in_base = self.balances.in_currency(base_currency,
9db7d156 IB	209	compute_value=compute_value)
f86ee140	210	total_base_value = sum(values_in_base.values())
9db7d156 IB	211	new_repartition = self.balances.dispatch_assets(total_base_value,
	212	liquidity=liquidity, repartition=repartition)
	213	self.trades.compute_trades(values_in_base, new_repartition, only=only)
2308a1c4	214
1f117ac7 IB	215	# Helpers
	216	def print_orders(self, base_currency="BTC"):
	217	self.report.log_stage("print_orders")
	218	self.balances.fetch_balances(tag="print_orders")
	219	self.prepare_trades(base_currency=base_currency, compute_value="average")
	220	self.trades.prepare_orders(compute_value="average")
	221
	222	def print_balances(self, base_currency="BTC"):
	223	self.report.log_stage("print_balances")
	224	self.balances.fetch_balances()
	225	if base_currency is not None:
	226	self.report.print_log("total:")
	227	self.report.print_log(sum(self.balances.in_currency(base_currency).values()))
	228
	229	class Processor:
	230	scenarios = {
81d1db51 IB	231	"wait_for_cryptoportfolio": [
	232	{
	233	"name": "wait",
	234	"number": 1,
	235	"before": False,
	236	"after": True,
	237	"wait_for_recent": {},
	238	},
	239	],
	240	"print_orders": [
	241	{
	242	"name": "wait",
	243	"number": 1,
	244	"before": False,
	245	"after": True,
	246	"wait_for_recent": {},
	247	},
	248	{
	249	"name": "make_orders",
	250	"number": 2,
	251	"before": False,
	252	"after": True,
	253	"fetch_balances": ["begin"],
	254	"prepare_trades": { "compute_value": "average" },
	255	"prepare_orders": { "compute_value": "average" },
	256	},
	257	],
1f117ac7 IB	258	"sell_needed": [
	259	{
	260	"name": "wait",
	261	"number": 0,
	262	"before": False,
	263	"after": True,
	264	"wait_for_recent": {},
	265	},
	266	{
	267	"name": "sell",
	268	"number": 1,
	269	"before": False,
	270	"after": True,
	271	"fetch_balances": ["begin", "end"],
	272	"prepare_trades": {},
	273	"prepare_orders": { "only": "dispose", "compute_value": "average" },
	274	"run_orders": {},
	275	"follow_orders": {},
	276	"close_trades": {},
	277	},
	278	{
	279	"name": "buy",
	280	"number": 2,
	281	"before": False,
	282	"after": True,
	283	"fetch_balances": ["begin", "end"],
	284	"prepare_trades": { "only": "acquire" },
	285	"prepare_orders": { "only": "acquire", "compute_value": "average" },
	286	"move_balances": {},
	287	"run_orders": {},
	288	"follow_orders": {},
	289	"close_trades": {},
	290	},
	291	],
	292	"sell_all": [
	293	{
	294	"name": "all_sell",
	295	"number": 1,
	296	"before": True,
	297	"after": False,
	298	"fetch_balances": ["begin", "end"],
	299	"prepare_trades": { "repartition": { "base_currency": (1, "long") } },
	300	"prepare_orders": { "compute_value": "average" },
	301	"run_orders": {},
	302	"follow_orders": {},
	303	"close_trades": {},
	304	},
	305	{
	306	"name": "wait",
	307	"number": 2,
	308	"before": False,
	309	"after": True,
	310	"wait_for_recent": {},
	311	},
	312	{
	313	"name": "all_buy",
	314	"number": 3,
	315	"before": False,
	316	"after": True,
	317	"fetch_balances": ["begin", "end"],
	318	"prepare_trades": {},
	319	"prepare_orders": { "compute_value": "average" },
	320	"move_balances": {},
	321	"run_orders": {},
322	"follow_orders": {},
323	"close_trades": {},
324	},
325	]
326	}
327
328	ordered_actions = [
329	"wait_for_recent", "prepare_trades", "prepare_orders",
330	"move_balances", "run_orders", "follow_orders",
331	"close_trades"]
332
333	def __init__(self, market):
334	self.market = market
335
336	def select_steps(self, scenario, step):
337	if step == "all":
338	return scenario
339	elif step == "before" or step == "after":
340	return list(filter(lambda x: step in x and x[step], scenario))
341	elif type(step) == int:
342	return [scenario[step-1]]
343	elif type(step) == str:
344	return list(filter(lambda x: x["name"] == step, scenario))
345	else:
346	raise TypeError("Unknown step {}".format(step))
347
348	def process(self, scenario_name, steps="all", **kwargs):
349	scenario = self.scenarios[scenario_name]
350	selected_steps = []
351
352	if type(steps) == str or type(steps) == int:
353	selected_steps += self.select_steps(scenario, steps)
354	else:
355	for step in steps:
356	selected_steps += self.select_steps(scenario, step)
357	for step in selected_steps:
358	self.process_step(scenario_name, step, kwargs)
359
360	def process_step(self, scenario_name, step, kwargs):
361	process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"])
362	self.market.report.log_stage("{}_begin".format(process_name))
363	if "begin" in step.get("fetch_balances", []):
364	self.market.balances.fetch_balances(tag="{}_begin".format(process_name))
365
366	for action in self.ordered_actions:
367	if action in step:
368	self.run_action(action, step[action], kwargs)
369
370	if "end" in step.get("fetch_balances", []):
371	self.market.balances.fetch_balances(tag="{}_end".format(process_name))
372	self.market.report.log_stage("{}_end".format(process_name))
373
374	def method_arguments(self, action):
375	import inspect
376
377	if action == "wait_for_recent":
ada1b5f1	378	method = Portfolio.wait_for_recent
1f117ac7 IB	379	elif action == "prepare_trades":
	380	method = self.market.prepare_trades
	381	elif action == "prepare_orders":
	382	method = self.market.trades.prepare_orders
	383	elif action == "move_balances":
	384	method = self.market.move_balances
	385	elif action == "run_orders":
	386	method = self.market.trades.run_orders
	387	elif action == "follow_orders":
	388	method = self.market.follow_orders
	389	elif action == "close_trades":
	390	method = self.market.trades.close_trades
	391
	392	signature = inspect.getfullargspec(method)
	393	defaults = signature.defaults or []
	394	kwargs = signature.args[-len(defaults):]
	395
	396	return [method, kwargs]
	397
	398	def parse_args(self, action, default_args, kwargs):
	399	method, allowed_arguments = self.method_arguments(action)
	400	args = {k: v for k, v in {default_args, kwargs}.items() if k in allowed_arguments }
	401
	402	if "repartition" in args and "base_currency" in args["repartition"]:
	403	r = args["repartition"]
	404	r[args.get("base_currency", "BTC")] = r.pop("base_currency")
	405
	406	return method, args
	407
	408	def run_action(self, action, default_args, kwargs):
	409	method, args = self.parse_args(action, default_args, kwargs)
	410
ada1b5f1	411	method(**args)