store.py

   1 import portfolio
   2
   3 __all__ = ["BalanceStore", "TradeStore"]
   4
   5 class BalanceStore:
   6     all = {}
   7
   8     @classmethod
   9     def currencies(cls):
  10         return cls.all.keys()
  11
  12     @classmethod
  13     def in_currency(cls, other_currency, market, compute_value="average", type="total"):
  14         amounts = {}
  15         for currency, balance in cls.all.items():
  16             other_currency_amount = getattr(balance, type)\
  17                     .in_currency(other_currency, market, compute_value=compute_value)
  18             amounts[currency] = other_currency_amount
  19         return amounts
  20
  21     @classmethod
  22     def fetch_balances(cls, market):
  23         all_balances = market.fetch_all_balances()
  24         for currency, balance in all_balances.items():
  25             if balance["exchange_total"] != 0 or balance["margin_total"] != 0 or \
  26                     currency in cls.all:
  27                 cls.all[currency] = portfolio.Balance(currency, balance)
  28
  29     @classmethod
  30     def dispatch_assets(cls, amount, repartition=None):
  31         if repartition is None:
  32             repartition = portfolio.Portfolio.repartition()
  33         sum_ratio = sum([v[0] for k, v in repartition.items()])
  34         amounts = {}
  35         for currency, (ptt, trade_type) in repartition.items():
  36             amounts[currency] = ptt * amount / sum_ratio
  37             if trade_type == "short":
  38                 amounts[currency] = - amounts[currency]
  39             if currency not in BalanceStore.all:
  40                 cls.all[currency] = portfolio.Balance(currency, {})
  41         return amounts
  42
  43 class TradeStore:
  44     all = []
  45     debug = False
  46
  47     @classmethod
  48     def compute_trades(cls, values_in_base, new_repartition, only=None, market=None, debug=False):
  49         cls.debug = cls.debug or debug
  50         base_currency = sum(values_in_base.values()).currency
  51         for currency in BalanceStore.currencies():
  52             if currency == base_currency:
  53                 continue
  54             value_from = values_in_base.get(currency, portfolio.Amount(base_currency, 0))
  55             value_to = new_repartition.get(currency, portfolio.Amount(base_currency, 0))
  56
  57             if value_from.value * value_to.value < 0:
  58                 cls.add_trade_if_matching(
  59                         value_from, portfolio.Amount(base_currency, 0),
  60                         currency, only=only, market=market)
  61                 cls.add_trade_if_matching(
  62                         portfolio.Amount(base_currency, 0), value_to,
  63                         currency, only=only, market=market)
  64             else:
  65                 cls.add_trade_if_matching(value_from, value_to,
  66                         currency, only=only, market=market)
  67
  68     @classmethod
  69     def add_trade_if_matching(cls, value_from, value_to, currency,
  70             only=None, market=None):
  71         trade = portfolio.Trade(value_from, value_to, currency,
  72                 market=market)
  73         if only is None or trade.action == only:
  74             cls.all.append(trade)
  75             return True
  76         return False
  77
  78     @classmethod
  79     def prepare_orders(cls, only=None, compute_value="default"):
  80         for trade in cls.all:
  81             if only is None or trade.action == only:
  82                 trade.prepare_order(compute_value=compute_value)
  83
  84     @classmethod
  85     def print_all_with_order(cls):
  86         for trade in cls.all:
  87             trade.print_with_order()
  88
  89     @classmethod
  90     def run_orders(cls):
  91         for order in cls.all_orders(state="pending"):
  92             order.run()
  93
  94     @classmethod
  95     def all_orders(cls, state=None):
  96         all_orders = sum(map(lambda v: v.orders, cls.all), [])
  97         if state is None:
  98             return all_orders
  99         else:
 100             return list(filter(lambda o: o.status == state, all_orders))
 101
 102     @classmethod
 103     def update_all_orders_status(cls):
 104         for order in cls.all_orders(state="open"):
 105             order.get_status()
 106
 107