[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))

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