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

from ccxt import ExchangeError, NotSupported
import ccxt_wrapper as ccxt
import time
from store import *
from cachetools.func import ttl_cache
from datetime import datetime
import portfolio

class Market:
    debug = False
    ccxt = None
    report = None
    trades = None
    balances = None

    def __init__(self, ccxt_instance, debug=False, user_id=None, report_path=None):
        self.debug = debug
        self.ccxt = ccxt_instance
        self.ccxt._market = self
        self.report = ReportStore(self)
        self.trades = TradeStore(self)
        self.balances = BalanceStore(self)
        self.processor = Processor(self)

        self.user_id = user_id
        self.report_path = report_path

    @classmethod
    def from_config(cls, config, debug=False, user_id=None, report_path=None):
        config["apiKey"] = config.pop("key", None)

        ccxt_instance = ccxt.poloniexE(config)

        # For requests logging
        ccxt_instance.session.origin_request = ccxt_instance.session.request
        ccxt_instance.session._parent = ccxt_instance

        def request_wrap(self, *args, **kwargs):
            r = self.origin_request(*args, **kwargs)
            self._parent._market.report.log_http_request(args[0],
                    args[1], kwargs["data"], kwargs["headers"], r)
            return r
        ccxt_instance.session.request = request_wrap.__get__(ccxt_instance.session,
                ccxt_instance.session.__class__)

        return cls(ccxt_instance, debug=debug, user_id=user_id, report_path=report_path)

    def store_report(self):
        self.report.merge(Portfolio.report)
        try:
            if self.report_path is not None:
                report_file = "{}/{}_{}".format(self.report_path, datetime.now().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 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()

    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
            if self.debug and delta != 0:
                self.report.log_debug_action("Moving {} from exchange to margin".format(moving_to_margin[currency]))
                continue
            if delta > 0:
                self.ccxt.transfer_balance(currency, delta, "exchange", "margin")
            elif delta < 0:
                self.ccxt.transfer_balance(currency, -delta, "margin", "exchange")
        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:
                if order.get_status() != "open":
                    self.report.log_order(order, tick, finished=True)
                else:
                    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", 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
aca4d437	1	from ccxt import ExchangeError, NotSupported
774c099c	2	import ccxt_wrapper as ccxt
f86ee140 IB	3	import time
f86ee140 IB	4	from store import *
aca4d437	5	from cachetools.func import ttl_cache
1f117ac7 IB	6	from datetime import datetime
1f117ac7 IB	7	import portfolio
4c51aa71	8
f86ee140 IB	9	class Market:
	10	debug = False
	11	ccxt = None
	12	report = None
	13	trades = None
	14	balances = None
ecba1113	15
1f117ac7	16	def __init__(self, ccxt_instance, debug=False, user_id=None, report_path=None):
f86ee140 IB	17	self.debug = debug
	18	self.ccxt = ccxt_instance
	19	self.ccxt._market = self
	20	self.report = ReportStore(self)
	21	self.trades = TradeStore(self)
	22	self.balances = BalanceStore(self)
1f117ac7 IB	23	self.processor = Processor(self)
	24
	25	self.user_id = user_id
	26	self.report_path = report_path
f86ee140 IB	27
f86ee140 IB	28	@classmethod
1f117ac7 IB	29	def from_config(cls, config, debug=False, user_id=None, report_path=None):
1f117ac7 IB	30	config["apiKey"] = config.pop("key", None)
d24bb10c	31
f86ee140 IB	32	ccxt_instance = ccxt.poloniexE(config)
	33
	34	# For requests logging
	35	ccxt_instance.session.origin_request = ccxt_instance.session.request
	36	ccxt_instance.session._parent = ccxt_instance
	37
	38	def request_wrap(self, args, *kwargs):
	39	r = self.origin_request(args, *kwargs)
	40	self._parent._market.report.log_http_request(args[0],
	41	args[1], kwargs["data"], kwargs["headers"], r)
	42	return r
	43	ccxt_instance.session.request = request_wrap.__get__(ccxt_instance.session,
	44	ccxt_instance.session.__class__)
	45
1f117ac7 IB	46	return cls(ccxt_instance, debug=debug, user_id=user_id, report_path=report_path)
	47
	48	def store_report(self):
9bde69bf	49	self.report.merge(Portfolio.report)
1f117ac7 IB	50	try:
1f117ac7 IB	51	if self.report_path is not None:
718e3e91 IB	52	report_file = "{}/{}_{}".format(self.report_path, datetime.now().isoformat(), self.user_id)
718e3e91 IB	53	with open(report_file + ".json", "w") as f:
1f117ac7	54	f.write(self.report.to_json())
718e3e91 IB	55	with open(report_file + ".log", "w") as f:
718e3e91 IB	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
	60	def process(self, actions, before=False, after=False):
	61	try:
	62	if len(actions or []) == 0:
	63	if before:
	64	self.processor.process("sell_all", steps="before")
	65	if after:
	66	self.processor.process("sell_all", steps="after")
	67	else:
	68	for action in actions:
	69	if hasattr(self, action):
	70	getattr(self, action)()
	71	else:
	72	self.report.log_error("market_process", message="Unknown action {}".format(action))
	73	except Exception as e:
	74	self.report.log_error("market_process", exception=e)
	75	finally:
	76	self.store_report()
f86ee140 IB	77
	78	def move_balances(self):
	79	needed_in_margin = {}
	80	moving_to_margin = {}
	81
aca4d437 IB	82	for currency, balance in self.balances.all.items():
	83	needed_in_margin[currency] = balance.margin_in_position - balance.margin_pending_gain
	84	for trade in self.trades.pending:
	85	needed_in_margin.setdefault(trade.base_currency, 0)
f86ee140	86	if trade.trade_type == "short":
aca4d437	87	needed_in_margin[trade.base_currency] -= trade.delta
f86ee140	88	for currency, needed in needed_in_margin.items():
aca4d437	89	current_balance = self.balances.all[currency].margin_available
f86ee140 IB	90	moving_to_margin[currency] = (needed - current_balance)
f86ee140 IB	91	delta = moving_to_margin[currency].value
aca4d437	92	if self.debug and delta != 0:
f86ee140 IB	93	self.report.log_debug_action("Moving {} from exchange to margin".format(moving_to_margin[currency]))
	94	continue
	95	if delta > 0:
	96	self.ccxt.transfer_balance(currency, delta, "exchange", "margin")
	97	elif delta < 0:
	98	self.ccxt.transfer_balance(currency, -delta, "margin", "exchange")
	99	self.report.log_move_balances(needed_in_margin, moving_to_margin)
	100
	101	self.balances.fetch_balances()
	102
aca4d437	103	@ttl_cache(ttl=3600)
f86ee140	104	def fetch_fees(self):
aca4d437 IB	105	return self.ccxt.fetch_fees()
	106
	107	@ttl_cache(maxsize=20, ttl=5)
	108	def get_tickers(self, refresh=False):
	109	try:
	110	return self.ccxt.fetch_tickers()
	111	except NotSupported:
	112	return None
f86ee140	113
aca4d437	114	@ttl_cache(maxsize=20, ttl=5)
f86ee140 IB	115	def get_ticker(self, c1, c2, refresh=False):
	116	def invert(ticker):
	117	return {
	118	"inverted": True,
	119	"average": (1/ticker["bid"] + 1/ticker["ask"]) / 2,
	120	"original": ticker,
	121	}
	122	def augment_ticker(ticker):
	123	ticker.update({
	124	"inverted": False,
	125	"average": (ticker["bid"] + ticker["ask"] ) / 2,
	126	})
7192b2e1	127	return ticker
f86ee140	128
aca4d437 IB	129	tickers = self.get_tickers()
aca4d437 IB	130	if tickers is None:
f86ee140	131	try:
7192b2e1	132	ticker = augment_ticker(self.ccxt.fetch_ticker("{}/{}".format(c1, c2)))
f86ee140	133	except ExchangeError:
aca4d437	134	try:
7192b2e1	135	ticker = invert(augment_ticker(self.ccxt.fetch_ticker("{}/{}".format(c2, c1))))
aca4d437 IB	136	except ExchangeError:
	137	ticker = None
	138	else:
	139	if "{}/{}".format(c1, c2) in tickers:
7192b2e1	140	ticker = augment_ticker(tickers["{}/{}".format(c1, c2)])
aca4d437	141	elif "{}/{}".format(c2, c1) in tickers:
7192b2e1	142	ticker = invert(augment_ticker(tickers["{}/{}".format(c2, c1)]))
aca4d437 IB	143	else:
	144	ticker = None
	145	return ticker
f86ee140 IB	146
	147	def follow_orders(self, sleep=None):
	148	if sleep is None:
	149	sleep = 7 if self.debug else 30
	150	if self.debug:
	151	self.report.log_debug_action("Set follow_orders tick to {}s".format(sleep))
	152	tick = 0
	153	self.report.log_stage("follow_orders_begin")
	154	while len(self.trades.all_orders(state="open")) > 0:
	155	time.sleep(sleep)
	156	tick += 1
	157	open_orders = self.trades.all_orders(state="open")
	158	self.report.log_stage("follow_orders_tick_{}".format(tick))
	159	self.report.log_orders(open_orders, tick=tick)
	160	for order in open_orders:
	161	if order.get_status() != "open":
	162	self.report.log_order(order, tick, finished=True)
	163	else:
	164	order.trade.update_order(order, tick)
	165	self.report.log_stage("follow_orders_end")
	166
9db7d156 IB	167	def prepare_trades(self, base_currency="BTC", liquidity="medium",
	168	compute_value="average", repartition=None, only=None):
	169
7bd830a8 IB	170	self.report.log_stage("prepare_trades",
7bd830a8 IB	171	base_currency=base_currency, liquidity=liquidity,
9db7d156 IB	172	compute_value=compute_value, only=only,
9db7d156 IB	173	repartition=repartition)
f86ee140	174
9db7d156 IB	175	values_in_base = self.balances.in_currency(base_currency,
9db7d156 IB	176	compute_value=compute_value)
f86ee140	177	total_base_value = sum(values_in_base.values())
9db7d156 IB	178	new_repartition = self.balances.dispatch_assets(total_base_value,
	179	liquidity=liquidity, repartition=repartition)
	180	self.trades.compute_trades(values_in_base, new_repartition, only=only)
2308a1c4	181
1f117ac7 IB	182	# Helpers
	183	def print_orders(self, base_currency="BTC"):
	184	self.report.log_stage("print_orders")
	185	self.balances.fetch_balances(tag="print_orders")
	186	self.prepare_trades(base_currency=base_currency, compute_value="average")
	187	self.trades.prepare_orders(compute_value="average")
	188
	189	def print_balances(self, base_currency="BTC"):
	190	self.report.log_stage("print_balances")
	191	self.balances.fetch_balances()
	192	if base_currency is not None:
	193	self.report.print_log("total:")
	194	self.report.print_log(sum(self.balances.in_currency(base_currency).values()))
	195
	196	class Processor:
	197	scenarios = {
81d1db51 IB	198	"wait_for_cryptoportfolio": [
	199	{
	200	"name": "wait",
	201	"number": 1,
	202	"before": False,
	203	"after": True,
	204	"wait_for_recent": {},
	205	},
	206	],
	207	"print_orders": [
	208	{
	209	"name": "wait",
	210	"number": 1,
	211	"before": False,
	212	"after": True,
	213	"wait_for_recent": {},
	214	},
	215	{
	216	"name": "make_orders",
	217	"number": 2,
	218	"before": False,
	219	"after": True,
	220	"fetch_balances": ["begin"],
	221	"prepare_trades": { "compute_value": "average" },
	222	"prepare_orders": { "compute_value": "average" },
	223	},
	224	],
1f117ac7 IB	225	"sell_needed": [
	226	{
	227	"name": "wait",
	228	"number": 0,
	229	"before": False,
	230	"after": True,
	231	"wait_for_recent": {},
	232	},
	233	{
	234	"name": "sell",
	235	"number": 1,
	236	"before": False,
	237	"after": True,
	238	"fetch_balances": ["begin", "end"],
	239	"prepare_trades": {},
	240	"prepare_orders": { "only": "dispose", "compute_value": "average" },
	241	"run_orders": {},
	242	"follow_orders": {},
	243	"close_trades": {},
	244	},
	245	{
	246	"name": "buy",
	247	"number": 2,
	248	"before": False,
	249	"after": True,
	250	"fetch_balances": ["begin", "end"],
	251	"prepare_trades": { "only": "acquire" },
	252	"prepare_orders": { "only": "acquire", "compute_value": "average" },
	253	"move_balances": {},
	254	"run_orders": {},
	255	"follow_orders": {},
	256	"close_trades": {},
	257	},
	258	],
	259	"sell_all": [
	260	{
	261	"name": "all_sell",
	262	"number": 1,
	263	"before": True,
	264	"after": False,
	265	"fetch_balances": ["begin", "end"],
	266	"prepare_trades": { "repartition": { "base_currency": (1, "long") } },
	267	"prepare_orders": { "compute_value": "average" },
	268	"run_orders": {},
	269	"follow_orders": {},
	270	"close_trades": {},
	271	},
	272	{
	273	"name": "wait",
	274	"number": 2,
	275	"before": False,
	276	"after": True,
	277	"wait_for_recent": {},
	278	},
	279	{
	280	"name": "all_buy",
	281	"number": 3,
	282	"before": False,
	283	"after": True,
	284	"fetch_balances": ["begin", "end"],
	285	"prepare_trades": {},
	286	"prepare_orders": { "compute_value": "average" },
	287	"move_balances": {},
	288	"run_orders": {},
289	"follow_orders": {},
290	"close_trades": {},
291	},
292	]
293	}
294
295	ordered_actions = [
296	"wait_for_recent", "prepare_trades", "prepare_orders",
297	"move_balances", "run_orders", "follow_orders",
298	"close_trades"]
299
300	def __init__(self, market):
301	self.market = market
302
303	def select_steps(self, scenario, step):
304	if step == "all":
305	return scenario
306	elif step == "before" or step == "after":
307	return list(filter(lambda x: step in x and x[step], scenario))
308	elif type(step) == int:
309	return [scenario[step-1]]
310	elif type(step) == str:
311	return list(filter(lambda x: x["name"] == step, scenario))
312	else:
313	raise TypeError("Unknown step {}".format(step))
314
315	def process(self, scenario_name, steps="all", **kwargs):
316	scenario = self.scenarios[scenario_name]
317	selected_steps = []
318
319	if type(steps) == str or type(steps) == int:
320	selected_steps += self.select_steps(scenario, steps)
321	else:
322	for step in steps:
323	selected_steps += self.select_steps(scenario, step)
324	for step in selected_steps:
325	self.process_step(scenario_name, step, kwargs)
326
327	def process_step(self, scenario_name, step, kwargs):
328	process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"])
329	self.market.report.log_stage("{}_begin".format(process_name))
330	if "begin" in step.get("fetch_balances", []):
331	self.market.balances.fetch_balances(tag="{}_begin".format(process_name))
332
333	for action in self.ordered_actions:
334	if action in step:
335	self.run_action(action, step[action], kwargs)
336
337	if "end" in step.get("fetch_balances", []):
338	self.market.balances.fetch_balances(tag="{}_end".format(process_name))
339	self.market.report.log_stage("{}_end".format(process_name))
340
341	def method_arguments(self, action):
342	import inspect
343
344	if action == "wait_for_recent":
ada1b5f1	345	method = Portfolio.wait_for_recent
1f117ac7 IB	346	elif action == "prepare_trades":
	347	method = self.market.prepare_trades
	348	elif action == "prepare_orders":
	349	method = self.market.trades.prepare_orders
	350	elif action == "move_balances":
	351	method = self.market.move_balances
	352	elif action == "run_orders":
	353	method = self.market.trades.run_orders
	354	elif action == "follow_orders":
	355	method = self.market.follow_orders
	356	elif action == "close_trades":
	357	method = self.market.trades.close_trades
	358
	359	signature = inspect.getfullargspec(method)
	360	defaults = signature.defaults or []
	361	kwargs = signature.args[-len(defaults):]
	362
	363	return [method, kwargs]
	364
	365	def parse_args(self, action, default_args, kwargs):
	366	method, allowed_arguments = self.method_arguments(action)
	367	args = {k: v for k, v in {default_args, kwargs}.items() if k in allowed_arguments }
	368
	369	if "repartition" in args and "base_currency" in args["repartition"]:
	370	r = args["repartition"]
	371	r[args.get("base_currency", "BTC")] = r.pop("base_currency")
	372
	373	return method, args
	374
	375	def run_action(self, action, default_args, kwargs):
	376	method, args = self.parse_args(action, default_args, kwargs)
	377
ada1b5f1	378	method(**args)