[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
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", "pg_config"]:
            setattr(self, key, kwargs.get(key, None))

        self.report.log_market(self.args)

    @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.datetime.now()
        if self.args.report_path is not None:
            self.store_file_report(date)
        if self.pg_config is not None and self.args.report_db:
            self.store_database_report(date)

    def store_file_report(self, date):
        try:
            report_file = "{}/{}_{}".format(self.args.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:
            for action in actions:
                if bool(before) is bool(after):
                    self.processor.process(action, steps="all")
                elif before:
                    self.processor.process(action, steps="before")
                elif after:
                    self.processor.process(action, steps="after")
        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)

    def print_tickers(self, base_currency="BTC"):
        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_balances": [
                {
                    "name": "print_balances",
                    "number": 1,
                    "fetch_balances": ["begin"],
                    "print_tickers": { "base_currency": "BTC" },
                    }
                ],
            "print_orders": [
                {
                    "name": "wait",
                    "number": 1,
                    "before": True,
                    "after": False,
                    "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", "print_tickers"]

    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: x.get(step, False), 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 can_process(self, scenario_name):
        return scenario_name in self.scenarios

    def process(self, scenario_name, steps="all", **kwargs):
        if not self.can_process(scenario_name):
            raise TypeError("Unknown scenario {}".format(scenario_name))
        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
        elif action == "print_tickers":
            method = self.market.print_tickers

        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
e7d7c0e5	8	import datetime
337c8286	9	from retry import retry
1f117ac7	10	import portfolio
4c51aa71	11
f86ee140 IB	12	class Market:
	13	debug = False
	14	ccxt = None
	15	report = None
	16	trades = None
	17	balances = None
ecba1113	18
35667b31	19	def __init__(self, ccxt_instance, args, **kwargs):
07fa7a4b IB	20	self.args = args
07fa7a4b IB	21	self.debug = args.debug
f86ee140 IB	22	self.ccxt = ccxt_instance
f86ee140 IB	23	self.ccxt._market = self
07fa7a4b	24	self.report = ReportStore(self, verbose_print=(not args.quiet))
f86ee140 IB	25	self.trades = TradeStore(self)
f86ee140 IB	26	self.balances = BalanceStore(self)
1f117ac7 IB	27	self.processor = Processor(self)
1f117ac7 IB	28
a42d6cc8	29	for key in ["user_id", "market_id", "pg_config"]:
35667b31	30	setattr(self, key, kwargs.get(key, None))
f86ee140	31
e7d7c0e5	32	self.report.log_market(self.args)
90d7423e	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)
e7d7c0e5	44	date = datetime.datetime.now()
a42d6cc8	45	if self.args.report_path is not None:
b4e0ba0b	46	self.store_file_report(date)
a42d6cc8	47	if self.pg_config is not None and self.args.report_db:
b4e0ba0b IB	48	self.store_database_report(date)
	49
	50	def store_file_report(self, date):
1f117ac7	51	try:
a42d6cc8	52	report_file = "{}/{}_{}".format(self.args.report_path, date.isoformat(), self.user_id)
b4e0ba0b IB	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):
1f117ac7 IB	78	try:
ceb7fc4c IB	79	for action in actions:
	80	if bool(before) is bool(after):
	81	self.processor.process(action, steps="all")
	82	elif before:
	83	self.processor.process(action, steps="before")
	84	elif after:
	85	self.processor.process(action, steps="after")
1f117ac7 IB	86	except Exception as e:
	87	self.report.log_error("market_process", exception=e)
	88	finally:
	89	self.store_report()
f86ee140	90
b47d7b54	91	@retry((RequestTimeout, InvalidNonce), tries=5)
f86ee140 IB	92	def move_balances(self):
	93	needed_in_margin = {}
	94	moving_to_margin = {}
	95
aca4d437 IB	96	for currency, balance in self.balances.all.items():
	97	needed_in_margin[currency] = balance.margin_in_position - balance.margin_pending_gain
	98	for trade in self.trades.pending:
	99	needed_in_margin.setdefault(trade.base_currency, 0)
f86ee140	100	if trade.trade_type == "short":
aca4d437	101	needed_in_margin[trade.base_currency] -= trade.delta
f86ee140	102	for currency, needed in needed_in_margin.items():
aca4d437	103	current_balance = self.balances.all[currency].margin_available
f86ee140 IB	104	moving_to_margin[currency] = (needed - current_balance)
f86ee140 IB	105	delta = moving_to_margin[currency].value
337c8286 IB	106	action = "Moving {} from exchange to margin".format(moving_to_margin[currency])
337c8286 IB	107
aca4d437	108	if self.debug and delta != 0:
337c8286	109	self.report.log_debug_action(action)
f86ee140	110	continue
337c8286 IB	111	try:
	112	if delta > 0:
	113	self.ccxt.transfer_balance(currency, delta, "exchange", "margin")
	114	elif delta < 0:
	115	self.ccxt.transfer_balance(currency, -delta, "margin", "exchange")
b47d7b54	116	except (RequestTimeout, InvalidNonce) as e:
337c8286 IB	117	self.report.log_error(action, message="Retrying", exception=e)
	118	self.report.log_move_balances(needed_in_margin, moving_to_margin)
	119	self.balances.fetch_balances()
	120	raise e
f86ee140 IB	121	self.report.log_move_balances(needed_in_margin, moving_to_margin)
	122
	123	self.balances.fetch_balances()
	124
aca4d437	125	@ttl_cache(ttl=3600)
f86ee140	126	def fetch_fees(self):
aca4d437 IB	127	return self.ccxt.fetch_fees()
	128
	129	@ttl_cache(maxsize=20, ttl=5)
	130	def get_tickers(self, refresh=False):
	131	try:
	132	return self.ccxt.fetch_tickers()
	133	except NotSupported:
	134	return None
f86ee140	135
aca4d437	136	@ttl_cache(maxsize=20, ttl=5)
f86ee140 IB	137	def get_ticker(self, c1, c2, refresh=False):
	138	def invert(ticker):
	139	return {
	140	"inverted": True,
	141	"average": (1/ticker["bid"] + 1/ticker["ask"]) / 2,
	142	"original": ticker,
	143	}
	144	def augment_ticker(ticker):
	145	ticker.update({
	146	"inverted": False,
	147	"average": (ticker["bid"] + ticker["ask"] ) / 2,
	148	})
7192b2e1	149	return ticker
f86ee140	150
aca4d437 IB	151	tickers = self.get_tickers()
aca4d437 IB	152	if tickers is None:
f86ee140	153	try:
7192b2e1	154	ticker = augment_ticker(self.ccxt.fetch_ticker("{}/{}".format(c1, c2)))
f86ee140	155	except ExchangeError:
aca4d437	156	try:
7192b2e1	157	ticker = invert(augment_ticker(self.ccxt.fetch_ticker("{}/{}".format(c2, c1))))
aca4d437 IB	158	except ExchangeError:
	159	ticker = None
	160	else:
	161	if "{}/{}".format(c1, c2) in tickers:
7192b2e1	162	ticker = augment_ticker(tickers["{}/{}".format(c1, c2)])
aca4d437	163	elif "{}/{}".format(c2, c1) in tickers:
7192b2e1	164	ticker = invert(augment_ticker(tickers["{}/{}".format(c2, c1)]))
aca4d437 IB	165	else:
	166	ticker = None
	167	return ticker
f86ee140 IB	168
	169	def follow_orders(self, sleep=None):
	170	if sleep is None:
	171	sleep = 7 if self.debug else 30
	172	if self.debug:
	173	self.report.log_debug_action("Set follow_orders tick to {}s".format(sleep))
	174	tick = 0
	175	self.report.log_stage("follow_orders_begin")
	176	while len(self.trades.all_orders(state="open")) > 0:
	177	time.sleep(sleep)
	178	tick += 1
	179	open_orders = self.trades.all_orders(state="open")
	180	self.report.log_stage("follow_orders_tick_{}".format(tick))
	181	self.report.log_orders(open_orders, tick=tick)
	182	for order in open_orders:
7ba831c5 IB	183	status = order.get_status()
7ba831c5 IB	184	if status != "open":
f86ee140 IB	185	self.report.log_order(order, tick, finished=True)
	186	else:
	187	order.trade.update_order(order, tick)
7ba831c5 IB	188	if status == "error_disappeared":
	189	self.report.log_error("follow_orders",
	190	message="{} disappeared, recreating it".format(order))
	191	order.trade.prepare_order(
	192	compute_value=order.trade.tick_actions_recreate(tick))
	193
f86ee140 IB	194	self.report.log_stage("follow_orders_end")
f86ee140 IB	195
9db7d156 IB	196	def prepare_trades(self, base_currency="BTC", liquidity="medium",
	197	compute_value="average", repartition=None, only=None):
	198
7bd830a8 IB	199	self.report.log_stage("prepare_trades",
7bd830a8 IB	200	base_currency=base_currency, liquidity=liquidity,
9db7d156 IB	201	compute_value=compute_value, only=only,
9db7d156 IB	202	repartition=repartition)
f86ee140	203
9db7d156 IB	204	values_in_base = self.balances.in_currency(base_currency,
9db7d156 IB	205	compute_value=compute_value)
f86ee140	206	total_base_value = sum(values_in_base.values())
9db7d156 IB	207	new_repartition = self.balances.dispatch_assets(total_base_value,
	208	liquidity=liquidity, repartition=repartition)
	209	self.trades.compute_trades(values_in_base, new_repartition, only=only)
2308a1c4	210
ceb7fc4c	211	def print_tickers(self, base_currency="BTC"):
1f117ac7 IB	212	if base_currency is not None:
	213	self.report.print_log("total:")
	214	self.report.print_log(sum(self.balances.in_currency(base_currency).values()))
	215
	216	class Processor:
	217	scenarios = {
81d1db51 IB	218	"wait_for_cryptoportfolio": [
	219	{
	220	"name": "wait",
	221	"number": 1,
	222	"before": False,
	223	"after": True,
	224	"wait_for_recent": {},
	225	},
	226	],
ceb7fc4c IB	227	"print_balances": [
	228	{
	229	"name": "print_balances",
	230	"number": 1,
	231	"fetch_balances": ["begin"],
	232	"print_tickers": { "base_currency": "BTC" },
	233	}
	234	],
81d1db51 IB	235	"print_orders": [
	236	{
	237	"name": "wait",
	238	"number": 1,
ceb7fc4c IB	239	"before": True,
ceb7fc4c IB	240	"after": False,
81d1db51 IB	241	"wait_for_recent": {},
	242	},
	243	{
	244	"name": "make_orders",
	245	"number": 2,
	246	"before": False,
	247	"after": True,
	248	"fetch_balances": ["begin"],
	249	"prepare_trades": { "compute_value": "average" },
	250	"prepare_orders": { "compute_value": "average" },
	251	},
	252	],
1f117ac7 IB	253	"sell_needed": [
	254	{
	255	"name": "wait",
	256	"number": 0,
	257	"before": False,
	258	"after": True,
	259	"wait_for_recent": {},
	260	},
	261	{
	262	"name": "sell",
	263	"number": 1,
	264	"before": False,
	265	"after": True,
	266	"fetch_balances": ["begin", "end"],
	267	"prepare_trades": {},
	268	"prepare_orders": { "only": "dispose", "compute_value": "average" },
	269	"run_orders": {},
	270	"follow_orders": {},
	271	"close_trades": {},
	272	},
	273	{
	274	"name": "buy",
	275	"number": 2,
	276	"before": False,
	277	"after": True,
	278	"fetch_balances": ["begin", "end"],
	279	"prepare_trades": { "only": "acquire" },
	280	"prepare_orders": { "only": "acquire", "compute_value": "average" },
	281	"move_balances": {},
	282	"run_orders": {},
	283	"follow_orders": {},
	284	"close_trades": {},
	285	},
	286	],
	287	"sell_all": [
	288	{
	289	"name": "all_sell",
	290	"number": 1,
	291	"before": True,
	292	"after": False,
	293	"fetch_balances": ["begin", "end"],
	294	"prepare_trades": { "repartition": { "base_currency": (1, "long") } },
	295	"prepare_orders": { "compute_value": "average" },
	296	"run_orders": {},
	297	"follow_orders": {},
	298	"close_trades": {},
	299	},
	300	{
	301	"name": "wait",
	302	"number": 2,
	303	"before": False,
	304	"after": True,
	305	"wait_for_recent": {},
	306	},
	307	{
	308	"name": "all_buy",
	309	"number": 3,
	310	"before": False,
	311	"after": True,
	312	"fetch_balances": ["begin", "end"],
	313	"prepare_trades": {},
	314	"prepare_orders": { "compute_value": "average" },
	315	"move_balances": {},
	316	"run_orders": {},
317	"follow_orders": {},
318	"close_trades": {},
319	},
320	]
321	}
322
323	ordered_actions = [
324	"wait_for_recent", "prepare_trades", "prepare_orders",
325	"move_balances", "run_orders", "follow_orders",
ceb7fc4c	326	"close_trades", "print_tickers"]
1f117ac7 IB	327
	328	def __init__(self, market):
	329	self.market = market
	330
	331	def select_steps(self, scenario, step):
	332	if step == "all":
	333	return scenario
	334	elif step == "before" or step == "after":
ceb7fc4c	335	return list(filter(lambda x: x.get(step, False), scenario))
1f117ac7 IB	336	elif type(step) == int:
	337	return [scenario[step-1]]
	338	elif type(step) == str:
	339	return list(filter(lambda x: x["name"] == step, scenario))
	340	else:
	341	raise TypeError("Unknown step {}".format(step))
	342
ceb7fc4c IB	343	def can_process(self, scenario_name):
	344	return scenario_name in self.scenarios
	345
1f117ac7	346	def process(self, scenario_name, steps="all", **kwargs):
ceb7fc4c IB	347	if not self.can_process(scenario_name):
ceb7fc4c IB	348	raise TypeError("Unknown scenario {}".format(scenario_name))
1f117ac7 IB	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
ceb7fc4c IB	391	elif action == "print_tickers":
ceb7fc4c IB	392	method = self.market.print_tickers
1f117ac7 IB	393
	394	signature = inspect.getfullargspec(method)
	395	defaults = signature.defaults or []
	396	kwargs = signature.args[-len(defaults):]
	397
	398	return [method, kwargs]
	399
	400	def parse_args(self, action, default_args, kwargs):
	401	method, allowed_arguments = self.method_arguments(action)
	402	args = {k: v for k, v in {default_args, kwargs}.items() if k in allowed_arguments }
	403
	404	if "repartition" in args and "base_currency" in args["repartition"]:
	405	r = args["repartition"]
	406	r[args.get("base_currency", "BTC")] = r.pop("base_currency")
	407
	408	return method, args
	409
	410	def run_action(self, action, default_args, kwargs):
	411	method, args = self.parse_args(action, default_args, kwargs)
	412
ada1b5f1	413	method(**args)