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Commit | Line | Data |
---|---|---|
dd359bc0 | 1 | import time |
5a72ded7 | 2 | from datetime import datetime |
350ed24d | 3 | from decimal import Decimal as D, ROUND_DOWN |
dd359bc0 | 4 | # Put your poloniex api key in market.py |
80cdd672 | 5 | from json import JSONDecodeError |
df9e4e7f | 6 | from ccxt import ExchangeError, ExchangeNotAvailable |
80cdd672 | 7 | import requests |
6ca5a1ec IB |
8 | import helper as h |
9 | from store import * | |
80cdd672 IB |
10 | |
11 | # FIXME: correctly handle web call timeouts | |
12 | ||
dd359bc0 IB |
13 | class Portfolio: |
14 | URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" | |
15 | liquidities = {} | |
16 | data = None | |
17 | ||
18 | @classmethod | |
350ed24d | 19 | def repartition(cls, liquidity="medium"): |
dd359bc0 IB |
20 | cls.parse_cryptoportfolio() |
21 | liquidities = cls.liquidities[liquidity] | |
c11e4274 IB |
22 | cls.last_date = sorted(liquidities.keys())[-1] |
23 | return liquidities[cls.last_date] | |
dd359bc0 IB |
24 | |
25 | @classmethod | |
26 | def get_cryptoportfolio(cls): | |
183a53e3 | 27 | try: |
80cdd672 | 28 | r = requests.get(cls.URL) |
183a53e3 | 29 | except Exception: |
80cdd672 | 30 | return |
183a53e3 | 31 | try: |
80cdd672 IB |
32 | cls.data = r.json(parse_int=D, parse_float=D) |
33 | except JSONDecodeError: | |
183a53e3 | 34 | cls.data = None |
dd359bc0 IB |
35 | |
36 | @classmethod | |
37 | def parse_cryptoportfolio(cls): | |
38 | if cls.data is None: | |
39 | cls.get_cryptoportfolio() | |
40 | ||
41 | def filter_weights(weight_hash): | |
350ed24d | 42 | if weight_hash[1][0] == 0: |
dd359bc0 IB |
43 | return False |
44 | if weight_hash[0] == "_row": | |
45 | return False | |
46 | return True | |
47 | ||
48 | def clean_weights(i): | |
49 | def clean_weights_(h): | |
350ed24d IB |
50 | if h[0].endswith("s"): |
51 | return [h[0][0:-1], (h[1][i], "short")] | |
dd359bc0 | 52 | else: |
350ed24d | 53 | return [h[0], (h[1][i], "long")] |
dd359bc0 IB |
54 | return clean_weights_ |
55 | ||
56 | def parse_weights(portfolio_hash): | |
dd359bc0 IB |
57 | weights_hash = portfolio_hash["weights"] |
58 | weights = {} | |
59 | for i in range(len(weights_hash["_row"])): | |
60 | weights[weights_hash["_row"][i]] = dict(filter( | |
61 | filter_weights, | |
62 | map(clean_weights(i), weights_hash.items()))) | |
63 | return weights | |
64 | ||
65 | high_liquidity = parse_weights(cls.data["portfolio_1"]) | |
66 | medium_liquidity = parse_weights(cls.data["portfolio_2"]) | |
67 | ||
68 | cls.liquidities = { | |
69 | "medium": medium_liquidity, | |
70 | "high": high_liquidity, | |
71 | } | |
72 | ||
6ca5a1ec IB |
73 | class Computation: |
74 | computations = { | |
75 | "default": lambda x, y: x[y], | |
76 | "average": lambda x, y: x["average"], | |
77 | "bid": lambda x, y: x["bid"], | |
78 | "ask": lambda x, y: x["ask"], | |
79 | } | |
80 | ||
81 | @classmethod | |
82 | def compute_value(cls, ticker, action, compute_value="default"): | |
83 | if action == "buy": | |
84 | action = "ask" | |
85 | if action == "sell": | |
86 | action = "bid" | |
87 | if isinstance(compute_value, str): | |
88 | compute_value = cls.computations[compute_value] | |
89 | return compute_value(ticker, action) | |
90 | ||
dd359bc0 | 91 | class Amount: |
c2644ba8 | 92 | def __init__(self, currency, value, linked_to=None, ticker=None, rate=None): |
dd359bc0 | 93 | self.currency = currency |
5ab23e1c | 94 | self.value = D(value) |
dd359bc0 IB |
95 | self.linked_to = linked_to |
96 | self.ticker = ticker | |
c2644ba8 | 97 | self.rate = rate |
dd359bc0 | 98 | |
c2644ba8 | 99 | def in_currency(self, other_currency, market, rate=None, action=None, compute_value="average"): |
dd359bc0 IB |
100 | if other_currency == self.currency: |
101 | return self | |
c2644ba8 IB |
102 | if rate is not None: |
103 | return Amount( | |
104 | other_currency, | |
105 | self.value * rate, | |
106 | linked_to=self, | |
107 | rate=rate) | |
6ca5a1ec | 108 | asset_ticker = h.get_ticker(self.currency, other_currency, market) |
dd359bc0 | 109 | if asset_ticker is not None: |
6ca5a1ec | 110 | rate = Computation.compute_value(asset_ticker, action, compute_value=compute_value) |
dd359bc0 IB |
111 | return Amount( |
112 | other_currency, | |
c2644ba8 | 113 | self.value * rate, |
dd359bc0 | 114 | linked_to=self, |
c2644ba8 IB |
115 | ticker=asset_ticker, |
116 | rate=rate) | |
dd359bc0 IB |
117 | else: |
118 | raise Exception("This asset is not available in the chosen market") | |
119 | ||
350ed24d IB |
120 | def __round__(self, n=8): |
121 | return Amount(self.currency, self.value.quantize(D(1)/D(10**n), rounding=ROUND_DOWN)) | |
122 | ||
dd359bc0 | 123 | def __abs__(self): |
5ab23e1c | 124 | return Amount(self.currency, abs(self.value)) |
dd359bc0 IB |
125 | |
126 | def __add__(self, other): | |
f320eb8a IB |
127 | if other == 0: |
128 | return self | |
5ab23e1c | 129 | if other.currency != self.currency and other.value * self.value != 0: |
dd359bc0 | 130 | raise Exception("Summing amounts must be done with same currencies") |
5ab23e1c | 131 | return Amount(self.currency, self.value + other.value) |
dd359bc0 IB |
132 | |
133 | def __radd__(self, other): | |
134 | if other == 0: | |
135 | return self | |
136 | else: | |
137 | return self.__add__(other) | |
138 | ||
139 | def __sub__(self, other): | |
c51687d2 IB |
140 | if other == 0: |
141 | return self | |
5ab23e1c | 142 | if other.currency != self.currency and other.value * self.value != 0: |
dd359bc0 | 143 | raise Exception("Summing amounts must be done with same currencies") |
5ab23e1c | 144 | return Amount(self.currency, self.value - other.value) |
dd359bc0 | 145 | |
f320eb8a IB |
146 | def __rsub__(self, other): |
147 | if other == 0: | |
148 | return -self | |
149 | else: | |
150 | return -self.__sub__(other) | |
151 | ||
dd359bc0 | 152 | def __mul__(self, value): |
77f8a378 | 153 | if not isinstance(value, (int, float, D)): |
dd359bc0 | 154 | raise TypeError("Amount may only be multiplied by numbers") |
5ab23e1c | 155 | return Amount(self.currency, self.value * value) |
dd359bc0 IB |
156 | |
157 | def __rmul__(self, value): | |
158 | return self.__mul__(value) | |
159 | ||
160 | def __floordiv__(self, value): | |
77f8a378 | 161 | if not isinstance(value, (int, float, D)): |
1aa7d4fa | 162 | raise TypeError("Amount may only be divided by numbers") |
5ab23e1c | 163 | return Amount(self.currency, self.value / value) |
dd359bc0 IB |
164 | |
165 | def __truediv__(self, value): | |
166 | return self.__floordiv__(value) | |
167 | ||
168 | def __lt__(self, other): | |
006a2084 IB |
169 | if other == 0: |
170 | return self.value < 0 | |
dd359bc0 IB |
171 | if self.currency != other.currency: |
172 | raise Exception("Comparing amounts must be done with same currencies") | |
5ab23e1c | 173 | return self.value < other.value |
dd359bc0 | 174 | |
80cdd672 IB |
175 | def __le__(self, other): |
176 | return self == other or self < other | |
177 | ||
006a2084 IB |
178 | def __gt__(self, other): |
179 | return not self <= other | |
180 | ||
181 | def __ge__(self, other): | |
182 | return not self < other | |
183 | ||
dd359bc0 IB |
184 | def __eq__(self, other): |
185 | if other == 0: | |
5ab23e1c | 186 | return self.value == 0 |
dd359bc0 IB |
187 | if self.currency != other.currency: |
188 | raise Exception("Comparing amounts must be done with same currencies") | |
5ab23e1c | 189 | return self.value == other.value |
dd359bc0 | 190 | |
006a2084 IB |
191 | def __ne__(self, other): |
192 | return not self == other | |
193 | ||
194 | def __neg__(self): | |
195 | return Amount(self.currency, - self.value) | |
196 | ||
dd359bc0 IB |
197 | def __str__(self): |
198 | if self.linked_to is None: | |
199 | return "{:.8f} {}".format(self.value, self.currency) | |
200 | else: | |
201 | return "{:.8f} {} [{}]".format(self.value, self.currency, self.linked_to) | |
202 | ||
203 | def __repr__(self): | |
204 | if self.linked_to is None: | |
205 | return "Amount({:.8f} {})".format(self.value, self.currency) | |
206 | else: | |
207 | return "Amount({:.8f} {} -> {})".format(self.value, self.currency, repr(self.linked_to)) | |
208 | ||
209 | class Balance: | |
dd359bc0 | 210 | |
006a2084 | 211 | def __init__(self, currency, hash_): |
dd359bc0 | 212 | self.currency = currency |
006a2084 IB |
213 | for key in ["total", |
214 | "exchange_total", "exchange_used", "exchange_free", | |
215 | "margin_total", "margin_borrowed", "margin_free"]: | |
216 | setattr(self, key, Amount(currency, hash_.get(key, 0))) | |
217 | ||
80cdd672 | 218 | self.margin_position_type = hash_.get("margin_position_type") |
006a2084 | 219 | |
80cdd672 | 220 | if hash_.get("margin_borrowed_base_currency") is not None: |
006a2084 IB |
221 | base_currency = hash_["margin_borrowed_base_currency"] |
222 | for key in [ | |
223 | "margin_liquidation_price", | |
224 | "margin_pending_gain", | |
225 | "margin_lending_fees", | |
226 | "margin_borrowed_base_price" | |
227 | ]: | |
c51687d2 | 228 | setattr(self, key, Amount(base_currency, hash_.get(key, 0))) |
f2da6589 | 229 | |
dd359bc0 | 230 | def __repr__(self): |
006a2084 IB |
231 | if self.exchange_total > 0: |
232 | if self.exchange_free > 0 and self.exchange_used > 0: | |
233 | exchange = " Exch: [✔{} + ❌{} = {}]".format(str(self.exchange_free), str(self.exchange_used), str(self.exchange_total)) | |
234 | elif self.exchange_free > 0: | |
235 | exchange = " Exch: [✔{}]".format(str(self.exchange_free)) | |
236 | else: | |
237 | exchange = " Exch: [❌{}]".format(str(self.exchange_used)) | |
238 | else: | |
239 | exchange = "" | |
240 | ||
241 | if self.margin_total > 0: | |
242 | if self.margin_free != 0 and self.margin_borrowed != 0: | |
243 | margin = " Margin: [✔{} + borrowed {} = {}]".format(str(self.margin_free), str(self.margin_borrowed), str(self.margin_total)) | |
244 | elif self.margin_free != 0: | |
245 | margin = " Margin: [✔{}]".format(str(self.margin_free)) | |
246 | else: | |
247 | margin = " Margin: [borrowed {}]".format(str(self.margin_borrowed)) | |
248 | elif self.margin_total < 0: | |
249 | margin = " Margin: [{} @@ {}/{}]".format(str(self.margin_total), | |
250 | str(self.margin_borrowed_base_price), | |
251 | str(self.margin_lending_fees)) | |
252 | else: | |
253 | margin = "" | |
254 | ||
255 | if self.margin_total != 0 and self.exchange_total != 0: | |
256 | total = " Total: [{}]".format(str(self.total)) | |
257 | else: | |
258 | total = "" | |
259 | ||
260 | return "Balance({}".format(self.currency) + "".join([exchange, margin, total]) + ")" | |
dd359bc0 IB |
261 | |
262 | class Trade: | |
006a2084 | 263 | def __init__(self, value_from, value_to, currency, market=None): |
dd359bc0 IB |
264 | # We have value_from of currency, and want to finish with value_to of |
265 | # that currency. value_* may not be in currency's terms | |
266 | self.currency = currency | |
267 | self.value_from = value_from | |
268 | self.value_to = value_to | |
269 | self.orders = [] | |
089d5d9d | 270 | self.market = market |
dd359bc0 | 271 | assert self.value_from.currency == self.value_to.currency |
006a2084 IB |
272 | if self.value_from != 0: |
273 | assert self.value_from.linked_to is not None and self.value_from.linked_to.currency == self.currency | |
274 | elif self.value_from.linked_to is None: | |
275 | self.value_from.linked_to = Amount(self.currency, 0) | |
dd359bc0 IB |
276 | self.base_currency = self.value_from.currency |
277 | ||
dd359bc0 IB |
278 | @property |
279 | def action(self): | |
280 | if self.value_from == self.value_to: | |
281 | return None | |
282 | if self.base_currency == self.currency: | |
283 | return None | |
284 | ||
5a72ded7 | 285 | if abs(self.value_from) < abs(self.value_to): |
006a2084 | 286 | return "acquire" |
dd359bc0 | 287 | else: |
006a2084 | 288 | return "dispose" |
dd359bc0 | 289 | |
cfab619d | 290 | def order_action(self, inverted): |
006a2084 | 291 | if (self.value_from < self.value_to) != inverted: |
350ed24d | 292 | return "buy" |
dd359bc0 | 293 | else: |
350ed24d | 294 | return "sell" |
dd359bc0 | 295 | |
006a2084 IB |
296 | @property |
297 | def trade_type(self): | |
298 | if self.value_from + self.value_to < 0: | |
299 | return "short" | |
300 | else: | |
301 | return "long" | |
302 | ||
1aa7d4fa | 303 | def filled_amount(self, in_base_currency=False): |
80cdd672 IB |
304 | filled_amount = 0 |
305 | for order in self.orders: | |
1aa7d4fa | 306 | filled_amount += order.filled_amount(in_base_currency=in_base_currency) |
80cdd672 IB |
307 | return filled_amount |
308 | ||
309 | def update_order(self, order, tick): | |
310 | new_order = None | |
311 | if tick in [0, 1, 3, 4, 6]: | |
312 | print("{}, tick {}, waiting".format(order, tick)) | |
313 | elif tick == 2: | |
5a72ded7 | 314 | new_order = self.prepare_order(compute_value=lambda x, y: (x[y] + x["average"]) / 2) |
80cdd672 IB |
315 | print("{}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order)) |
316 | elif tick ==5: | |
5a72ded7 | 317 | new_order = self.prepare_order(compute_value=lambda x, y: (x[y]*2 + x["average"]) / 3) |
80cdd672 IB |
318 | print("{}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order)) |
319 | elif tick >= 7: | |
320 | if tick == 7: | |
321 | print("{}, tick {}, fallbacking to market value".format(order, tick)) | |
322 | if (tick - 7) % 3 == 0: | |
5a72ded7 | 323 | new_order = self.prepare_order(compute_value="default") |
80cdd672 IB |
324 | print("{}, tick {}, market value, cancelling and adjusting to {}".format(order, tick, new_order)) |
325 | ||
326 | if new_order is not None: | |
327 | order.cancel() | |
328 | new_order.run() | |
329 | ||
deb8924c | 330 | def prepare_order(self, compute_value="default"): |
dd359bc0 | 331 | if self.action is None: |
5a72ded7 | 332 | return None |
6ca5a1ec | 333 | ticker = h.get_ticker(self.currency, self.base_currency, self.market) |
dd359bc0 | 334 | inverted = ticker["inverted"] |
f2097d71 IB |
335 | if inverted: |
336 | ticker = ticker["original"] | |
6ca5a1ec | 337 | rate = Computation.compute_value(ticker, self.order_action(inverted), compute_value=compute_value) |
f2097d71 | 338 | |
f2097d71 | 339 | delta_in_base = abs(self.value_from - self.value_to) |
c11e4274 | 340 | # 9 BTC's worth of move (10 - 1 or 1 - 10 depending on case) |
dd359bc0 IB |
341 | |
342 | if not inverted: | |
1aa7d4fa | 343 | base_currency = self.base_currency |
350ed24d | 344 | # BTC |
006a2084 | 345 | if self.action == "dispose": |
1aa7d4fa IB |
346 | filled = self.filled_amount(in_base_currency=False) |
347 | delta = delta_in_base.in_currency(self.currency, self.market, rate=1/self.value_from.rate) | |
348 | # I have 10 BTC worth of FOO, and I want to sell 9 BTC | |
349 | # worth of it, computed first with rate 10 FOO = 1 BTC. | |
350 | # -> I "sell" "90" FOO at proposed rate "rate". | |
351 | ||
352 | delta = delta - filled | |
353 | # I already sold 60 FOO, 30 left | |
f2097d71 | 354 | else: |
1aa7d4fa IB |
355 | filled = self.filled_amount(in_base_currency=True) |
356 | delta = (delta_in_base - filled).in_currency(self.currency, self.market, rate=1/rate) | |
357 | # I want to buy 9 BTC worth of FOO, computed with rate | |
358 | # 10 FOO = 1 BTC | |
359 | # -> I "buy" "9 / rate" FOO at proposed rate "rate" | |
360 | ||
361 | # I already bought 3 / rate FOO, 6 / rate left | |
dd359bc0 | 362 | else: |
1aa7d4fa | 363 | base_currency = self.currency |
c11e4274 | 364 | # FOO |
1aa7d4fa IB |
365 | if self.action == "dispose": |
366 | filled = self.filled_amount(in_base_currency=True) | |
367 | # Base is FOO | |
368 | ||
369 | delta = (delta_in_base.in_currency(self.currency, self.market, rate=1/self.value_from.rate) | |
370 | - filled).in_currency(self.base_currency, self.market, rate=1/rate) | |
371 | # I have 10 BTC worth of FOO, and I want to sell 9 BTC worth of it | |
372 | # computed at rate 1 Foo = 0.01 BTC | |
373 | # Computation says I should sell it at 125 FOO / BTC | |
374 | # -> delta_in_base = 9 BTC | |
375 | # -> delta = (9 * 1/0.01 FOO) * 1/125 = 7.2 BTC | |
376 | # Action: "buy" "7.2 BTC" at rate "125" "FOO" on market | |
377 | ||
378 | # I already bought 300/125 BTC, only 600/125 left | |
379 | else: | |
380 | filled = self.filled_amount(in_base_currency=False) | |
381 | # Base is FOO | |
382 | ||
383 | delta = delta_in_base | |
384 | # I have 1 BTC worth of FOO, and I want to buy 9 BTC worth of it | |
385 | # At rate 100 Foo / BTC | |
386 | # Computation says I should buy it at 125 FOO / BTC | |
387 | # -> delta_in_base = 9 BTC | |
388 | # Action: "sell" "9 BTC" at rate "125" "FOO" on market | |
389 | ||
390 | delta = delta - filled | |
391 | # I already sold 4 BTC, only 5 left | |
dd359bc0 | 392 | |
006a2084 IB |
393 | close_if_possible = (self.value_to == 0) |
394 | ||
1aa7d4fa IB |
395 | if delta <= 0: |
396 | print("Less to do than already filled: {}".format(delta)) | |
5a72ded7 | 397 | return None |
80cdd672 | 398 | |
5a72ded7 | 399 | order = Order(self.order_action(inverted), |
1aa7d4fa | 400 | delta, rate, base_currency, self.trade_type, |
5a72ded7 IB |
401 | self.market, self, close_if_possible=close_if_possible) |
402 | self.orders.append(order) | |
403 | return order | |
dd359bc0 | 404 | |
dd359bc0 | 405 | def __repr__(self): |
006a2084 | 406 | return "Trade({} -> {} in {}, {})".format( |
dd359bc0 IB |
407 | self.value_from, |
408 | self.value_to, | |
409 | self.currency, | |
006a2084 | 410 | self.action) |
dd359bc0 | 411 | |
272b3cfb IB |
412 | def print_with_order(self): |
413 | print(self) | |
414 | for order in self.orders: | |
415 | print("\t", order, sep="") | |
dd359bc0 | 416 | |
272b3cfb | 417 | class Order: |
006a2084 | 418 | def __init__(self, action, amount, rate, base_currency, trade_type, market, |
80cdd672 | 419 | trade, close_if_possible=False): |
dd359bc0 IB |
420 | self.action = action |
421 | self.amount = amount | |
422 | self.rate = rate | |
423 | self.base_currency = base_currency | |
a9950fd0 | 424 | self.market = market |
350ed24d | 425 | self.trade_type = trade_type |
80cdd672 IB |
426 | self.results = [] |
427 | self.mouvements = [] | |
a9950fd0 | 428 | self.status = "pending" |
80cdd672 | 429 | self.trade = trade |
006a2084 | 430 | self.close_if_possible = close_if_possible |
5a72ded7 IB |
431 | self.id = None |
432 | self.fetch_cache_timestamp = None | |
dd359bc0 IB |
433 | |
434 | def __repr__(self): | |
006a2084 | 435 | return "Order({} {} {} at {} {} [{}]{})".format( |
dd359bc0 | 436 | self.action, |
350ed24d | 437 | self.trade_type, |
dd359bc0 IB |
438 | self.amount, |
439 | self.rate, | |
440 | self.base_currency, | |
006a2084 IB |
441 | self.status, |
442 | " ✂" if self.close_if_possible else "", | |
dd359bc0 IB |
443 | ) |
444 | ||
350ed24d IB |
445 | @property |
446 | def account(self): | |
447 | if self.trade_type == "long": | |
448 | return "exchange" | |
449 | else: | |
450 | return "margin" | |
451 | ||
5a72ded7 IB |
452 | @property |
453 | def open(self): | |
454 | return self.status == "open" | |
455 | ||
a9950fd0 IB |
456 | @property |
457 | def pending(self): | |
458 | return self.status == "pending" | |
459 | ||
460 | @property | |
461 | def finished(self): | |
fd8afa51 | 462 | return self.status == "closed" or self.status == "canceled" or self.status == "error" |
a9950fd0 | 463 | |
80cdd672 | 464 | def run(self): |
dd359bc0 | 465 | symbol = "{}/{}".format(self.amount.currency, self.base_currency) |
350ed24d | 466 | amount = round(self.amount, self.market.order_precision(symbol)).value |
dd359bc0 | 467 | |
6ca5a1ec | 468 | if TradeStore.debug: |
ecba1113 IB |
469 | print("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( |
470 | symbol, self.action, amount, self.rate, self.account)) | |
80cdd672 | 471 | self.results.append({"debug": True, "id": -1}) |
dd359bc0 IB |
472 | else: |
473 | try: | |
80cdd672 | 474 | self.results.append(self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account)) |
df9e4e7f IB |
475 | except ExchangeNotAvailable: |
476 | # Impossible to honor the order (dust amount) | |
477 | self.status = "closed" | |
478 | self.mark_finished_order() | |
479 | return | |
fd8afa51 IB |
480 | except Exception as e: |
481 | self.status = "error" | |
ecba1113 IB |
482 | print("error when running market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format( |
483 | symbol, self.action, amount, self.rate, self.account)) | |
fd8afa51 IB |
484 | self.error_message = str("{}: {}".format(e.__class__.__name__, e)) |
485 | print(self.error_message) | |
5a72ded7 IB |
486 | return |
487 | self.id = self.results[0]["id"] | |
488 | self.status = "open" | |
dd359bc0 | 489 | |
a9950fd0 | 490 | def get_status(self): |
6ca5a1ec | 491 | if TradeStore.debug: |
80cdd672 | 492 | return self.status |
dd359bc0 | 493 | # other states are "closed" and "canceled" |
5a72ded7 | 494 | if not self.finished: |
80cdd672 | 495 | self.fetch() |
5a72ded7 | 496 | if self.finished: |
80cdd672 | 497 | self.mark_finished_order() |
dd359bc0 IB |
498 | return self.status |
499 | ||
80cdd672 | 500 | def mark_finished_order(self): |
6ca5a1ec | 501 | if TradeStore.debug: |
80cdd672 IB |
502 | return |
503 | if self.status == "closed": | |
006a2084 IB |
504 | if self.trade_type == "short" and self.action == "buy" and self.close_if_possible: |
505 | self.market.close_margin_position(self.amount.currency, self.base_currency) | |
506 | ||
80cdd672 | 507 | def fetch(self, force=False): |
6ca5a1ec | 508 | if TradeStore.debug or (not force and self.fetch_cache_timestamp is not None |
80cdd672 IB |
509 | and time.time() - self.fetch_cache_timestamp < 10): |
510 | return | |
511 | self.fetch_cache_timestamp = time.time() | |
512 | ||
5a72ded7 IB |
513 | result = self.market.fetch_order(self.id) |
514 | self.results.append(result) | |
515 | ||
006a2084 | 516 | self.status = result["status"] |
80cdd672 IB |
517 | # Time at which the order started |
518 | self.timestamp = result["datetime"] | |
519 | self.fetch_mouvements() | |
520 | ||
521 | # FIXME: consider open order with dust remaining as closed | |
522 | ||
80cdd672 | 523 | def dust_amount_remaining(self): |
5a72ded7 | 524 | return self.remaining_amount() < Amount(self.amount.currency, D("0.001")) |
80cdd672 | 525 | |
80cdd672 IB |
526 | def remaining_amount(self): |
527 | if self.status == "open": | |
528 | self.fetch() | |
1aa7d4fa | 529 | return self.amount - self.filled_amount() |
80cdd672 | 530 | |
1aa7d4fa | 531 | def filled_amount(self, in_base_currency=False): |
80cdd672 IB |
532 | if self.status == "open": |
533 | self.fetch() | |
1aa7d4fa | 534 | filled_amount = 0 |
80cdd672 | 535 | for mouvement in self.mouvements: |
1aa7d4fa IB |
536 | if in_base_currency: |
537 | filled_amount += mouvement.total_in_base | |
538 | else: | |
539 | filled_amount += mouvement.total | |
80cdd672 IB |
540 | return filled_amount |
541 | ||
542 | def fetch_mouvements(self): | |
df9e4e7f IB |
543 | try: |
544 | mouvements = self.market.privatePostReturnOrderTrades({"orderNumber": self.id}) | |
545 | except ExchangeError: | |
546 | mouvements = [] | |
80cdd672 IB |
547 | self.mouvements = [] |
548 | ||
549 | for mouvement_hash in mouvements: | |
550 | self.mouvements.append(Mouvement(self.amount.currency, | |
551 | self.base_currency, mouvement_hash)) | |
006a2084 | 552 | |
272b3cfb | 553 | def cancel(self): |
6ca5a1ec | 554 | if TradeStore.debug: |
80cdd672 IB |
555 | self.status = "canceled" |
556 | return | |
5a72ded7 | 557 | self.market.cancel_order(self.id) |
80cdd672 IB |
558 | self.fetch() |
559 | ||
560 | class Mouvement: | |
561 | def __init__(self, currency, base_currency, hash_): | |
562 | self.currency = currency | |
563 | self.base_currency = base_currency | |
df9e4e7f IB |
564 | self.id = hash_.get("tradeID") |
565 | self.action = hash_.get("type") | |
566 | self.fee_rate = D(hash_.get("fee", -1)) | |
567 | try: | |
568 | self.date = datetime.strptime(hash_.get("date", ""), '%Y-%m-%d %H:%M:%S') | |
569 | except ValueError: | |
570 | self.date = None | |
571 | self.rate = D(hash_.get("rate", 0)) | |
572 | self.total = Amount(currency, hash_.get("amount", 0)) | |
80cdd672 | 573 | # rate * total = total_in_base |
df9e4e7f | 574 | self.total_in_base = Amount(base_currency, hash_.get("total", 0)) |
272b3cfb | 575 | |
5a72ded7 | 576 | if __name__ == '__main__': # pragma: no cover |
6ca5a1ec IB |
577 | from market import market |
578 | h.print_orders(market) |