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