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("--user",
default=None, required=False, help="Only run for that user")
parser.add_argument("--action",
- default=None, required=False,
- help="Do a different action than trading")
+ action='append',
+ help="Do a different action than trading (add several times to chain)")
args = parser.parse_args(argv)
for row in cursor:
yield row
-def main_process_market(user_market, action, before=False, after=False):
- if action is None:
+def main_process_market(user_market, actions, before=False, after=False):
+ if len(actions or []) == 0:
if before:
- process_sell_all__1_all_sell(user_market)
+ Processor(user_market).process("sell_all", steps="before")
if after:
- portfolio.Portfolio.wait_for_recent(user_market)
- process_sell_all__2_all_buy(user_market)
- elif action == "print_balances":
- print_balances(user_market)
- elif action == "print_orders":
- print_orders(user_market)
+ Processor(user_market).process("sell_all", steps="after")
else:
- raise NotImplementedError("Unknown action {}".format(action))
+ 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:
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": {},
+ },
+ {
+ "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": {},
+ },
+ ],
+ "sell_all": [
+ {
+ "name": "all_sell",
+ "number": 1,
+ "before": True,
+ "after": False,
+ "fetch_balances": ["begin", "end"],
+ "prepare_trades": { "repartition": { "BTC": (1, "long") } },
+ "prepare_orders": { "compute_value": "average" },
+ "run_orders": {},
+ "follow_orders": {},
+ },
+ {
+ "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": {},
+ },
+ ]
+ }
+
+ allowed_arguments = {
+ "wait_for_recent": ["delta"],
+ "prepare_trades": ["base_currency", "liquidity", "compute_value", "repartition", "only"],
+ "prepare_orders": ["only", "compute_value"],
+ "move_balances": [],
+ "run_orders": [],
+ "follow_orders": ["sleep"],
+ }
+
+ 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 ["wait_for_recent", "prepare_trades",
+ "prepare_orders", "move_balances", "run_orders",
+ "follow_orders"]:
+ 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 run_action(self, action, default_args, **kwargs):
+ args = {k: v for k, v in {**default_args, **kwargs}.items() if k in self.allowed_arguments[action] }
+
+ if action == "wait_for_recent":
+ portfolio.Portfolio.wait_for_recent(self.market, **args)
+ if action == "prepare_trades":
+ self.market.prepare_trades(**args)
+ if action == "prepare_orders":
+ self.market.trades.prepare_orders(**args)
+ if action == "move_balances":
+ self.market.move_balances(**args)
+ if action == "run_orders":
+ self.market.trades.run_orders(**args)
+ if action == "follow_orders":
+ self.market.follow_orders(**args)
+
def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC"):
- market.report.log_stage("process_sell_needed__1_sell_begin")
- market.balances.fetch_balances(tag="process_sell_needed__1_sell_begin")
- market.prepare_trades(liquidity=liquidity, base_currency=base_currency)
- market.trades.prepare_orders(compute_value="average", only="dispose")
- market.trades.run_orders()
- market.follow_orders()
- market.balances.fetch_balances(tag="process_sell_needed__1_sell_end")
- market.report.log_stage("process_sell_needed__1_sell_end")
+ Processor(market).process("sell_needed", steps="sell",
+ liquidity=liquidity, base_currency=base_currency)
def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC"):
- market.report.log_stage("process_sell_needed__2_buy_begin")
- market.balances.fetch_balances(tag="process_sell_needed__2_buy_begin")
- market.update_trades(base_currency=base_currency, liquidity=liquidity, only="acquire")
- market.trades.prepare_orders(compute_value="average", only="acquire")
- market.move_balances()
- market.trades.run_orders()
- market.follow_orders()
- market.balances.fetch_balances(tag="process_sell_needed__2_buy_end")
- market.report.log_stage("process_sell_needed__2_buy_end")
+ Processor(market).process("sell_needed", steps="buy",
+ liquidity=liquidity, base_currency=base_currency)
def process_sell_all__1_all_sell(market, base_currency="BTC", liquidity="medium"):
- market.report.log_stage("process_sell_all__1_all_sell_begin")
- market.balances.fetch_balances(tag="process_sell_all__1_all_sell_begin")
- market.prepare_trades_to_sell_all(base_currency=base_currency)
- market.trades.prepare_orders(compute_value="average")
- market.trades.run_orders()
- market.follow_orders()
- market.balances.fetch_balances(tag="process_sell_all__1_all_sell_end")
- market.report.log_stage("process_sell_all__1_all_sell_end")
-
-def process_sell_all__2_all_buy(market, base_currency="BTC", liquidity="medium"):
- market.report.log_stage("process_sell_all__2_all_buy_begin")
- market.balances.fetch_balances(tag="process_sell_all__2_all_buy_begin")
- market.prepare_trades(liquidity=liquidity, base_currency=base_currency)
- market.trades.prepare_orders(compute_value="average")
- market.move_balances()
- market.trades.run_orders()
- market.follow_orders()
- market.balances.fetch_balances(tag="process_sell_all__2_all_buy_end")
- market.report.log_stage("process_sell_all__2_all_buy_end")
+ Processor(market).process("sell_all", steps="all_sell",
+ liquidity=liquidity, base_currency=base_currency)
+
+def process_sell_all__2_wait(market, liquidity="medium", base_currency="BTC"):
+ Processor(market).process("sell_all", steps="wait",
+ liquidity=liquidity, base_currency=base_currency)
+def process_sell_all__3_all_buy(market, base_currency="BTC", liquidity="medium"):
+ Processor(market).process("sell_all", steps="all_buy",
+ liquidity=liquidity, base_currency=base_currency)
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff