from datetime import datetime import argparse import configparser import psycopg2 import os import sys import portfolio def make_order(market, value, currency, action="acquire", close_if_possible=False, base_currency="BTC", follow=True, compute_value="average"): """ Make an order on market "market": The market on which to place the order "value": The value in *base_currency* to acquire, or in *currency* to dispose. use negative for margin trade. "action": "acquire" or "dispose". "acquire" will buy long or sell short, "dispose" will sell long or buy short. "currency": The currency to acquire or dispose "base_currency": The base currency. The value is expressed in that currency (default: BTC) "follow": Whether to follow the order once run (default: True) "close_if_possible": Whether to try to close the position at the end of the trade, i.e. reach exactly 0 at the end (only meaningful in "dispose"). May have unwanted effects if the end value of the currency is not 0. "compute_value": Compute value to place the order """ market.report.log_stage("make_order_begin") market.balances.fetch_balances(tag="make_order_begin") if action == "acquire": trade = portfolio.Trade( portfolio.Amount(base_currency, 0), portfolio.Amount(base_currency, value), currency, market) else: amount = portfolio.Amount(currency, value) trade = portfolio.Trade( amount.in_currency(base_currency, market, compute_value=compute_value), portfolio.Amount(base_currency, 0), currency, market) market.trades.all.append(trade) order = trade.prepare_order( close_if_possible=close_if_possible, compute_value=compute_value) market.report.log_orders([order], None, compute_value) market.trades.run_orders() if follow: market.follow_orders() market.balances.fetch_balances(tag="make_order_end") else: market.report.log_stage("make_order_end_not_followed") return order market.report.log_stage("make_order_end") def get_user_market(config_path, user_id, debug=False): import market pg_config, report_path = main_parse_config(config_path) market_config = list(main_fetch_markets(pg_config, str(user_id)))[0][0] return market.Market.from_config(market_config, debug=debug) def main_parse_args(argv): parser = argparse.ArgumentParser( description="Run the trade bot") parser.add_argument("-c", "--config", default="config.ini", required=False, help="Config file to load (default: config.ini)") parser.add_argument("--before", default=False, action='store_const', const=True, help="Run the steps before the cryptoportfolio update") parser.add_argument("--after", default=False, action='store_const', const=True, help="Run the steps after the cryptoportfolio update") parser.add_argument("--debug", default=False, action='store_const', const=True, help="Run in debug mode") parser.add_argument("--user", default=None, required=False, help="Only run for that user") parser.add_argument("--action", action='append', help="Do a different action than trading (add several times to chain)") args = parser.parse_args(argv) if not os.path.exists(args.config): print("no config file found, exiting") sys.exit(1) return args def main_parse_config(config_file): config = configparser.ConfigParser() config.read(config_file) if "postgresql" not in config: print("no configuration for postgresql in config file") sys.exit(1) if "app" in config and "report_path" in config["app"]: report_path = config["app"]["report_path"] if not os.path.exists(report_path): os.makedirs(report_path) else: report_path = None return [config["postgresql"], report_path] def main_fetch_markets(pg_config, user): connection = psycopg2.connect(**pg_config) cursor = connection.cursor() if user is None: cursor.execute("SELECT config,user_id FROM market_configs") else: cursor.execute("SELECT config,user_id FROM market_configs WHERE user_id = %s", user) for row in cursor: yield row def main_process_market(user_market, actions, before=False, after=False): if len(actions or []) == 0: if before: Processor(user_market).process("sell_all", steps="before") if after: Processor(user_market).process("sell_all", steps="after") else: for action in actions: if action in globals(): (globals()[action])(user_market) else: raise NotImplementedError("Unknown action {}".format(action)) def main_store_report(report_path, user_id, user_market): try: if report_path is not None: report_file = "{}/{}_{}.json".format(report_path, datetime.now().isoformat(), user_id) with open(report_file, "w") as f: f.write(user_market.report.to_json()) except Exception as e: print("impossible to store report file: {}; {}".format(e.__class__.__name__, e)) def print_orders(market, base_currency="BTC"): market.report.log_stage("print_orders") market.balances.fetch_balances(tag="print_orders") market.prepare_trades(base_currency=base_currency, compute_value="average") market.trades.prepare_orders(compute_value="average") def print_balances(market, base_currency="BTC"): market.report.log_stage("print_balances") market.balances.fetch_balances() if base_currency is not None: market.report.print_log("total:") market.report.print_log(sum(market.balances.in_currency(base_currency).values())) class Processor: scenarios = { "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.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) if action == "wait_for_recent": method(self.market, **args) else: method(**args)