+from datetime import datetime
+import configargparse
+import psycopg2
import os
import sys
-import configparser
-import psycopg2
-import argparse
-from datetime import datetime
-import portfolio, market
+import market
+import portfolio
+
+__all__ = ["make_order", "get_user_market"]
+
+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):
+ args = ["--config", config_path]
+ if debug:
+ args.append("--debug")
+ args = parse_args(args)
+ pg_config = parse_config(args)
+ market_id, market_config, user_id = list(fetch_markets(pg_config, str(user_id)))[0]
+ return market.Market.from_config(market_config, args,
+ pg_config=pg_config, market_id=market_id,
+ user_id=user_id)
-parser = argparse.ArgumentParser(
- description="Run the trade bot")
+def fetch_markets(pg_config, user):
+ connection = psycopg2.connect(**pg_config)
+ cursor = connection.cursor()
-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")
+ if user is None:
+ cursor.execute("SELECT id,config,user_id FROM market_configs")
+ else:
+ cursor.execute("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", user)
-args = parser.parse_args()
+ for row in cursor:
+ yield row
-if not os.path.exists(args.config):
- print("no config file found, exiting")
- sys.exit(1)
+def parse_config(args):
+ pg_config = {
+ "host": args.db_host,
+ "port": args.db_port,
+ "user": args.db_user,
+ "password": args.db_password,
+ "database": args.db_database,
+ }
+ del(args.db_host)
+ del(args.db_port)
+ del(args.db_user)
+ del(args.db_password)
+ del(args.db_database)
-config = configparser.ConfigParser()
-config.read(args.config)
+ report_path = args.report_path
-pg_config = config["postgresql"]
+ if report_path is not None and not \
+ os.path.exists(report_path):
+ os.makedirs(report_path)
-connection = psycopg2.connect(**pg_config)
-cursor = connection.cursor()
+ return pg_config
-cursor.execute("SELECT config,user_id FROM market_configs")
+def parse_args(argv):
+ parser = configargparse.ArgumentParser(
+ description="Run the trade bot.")
-report_path = config["app"]["report_path"]
-if not os.path.exists(report_path):
- os.makedirs(report_path)
+ parser.add_argument("-c", "--config",
+ default="config.ini",
+ required=False, is_config_file=True,
+ 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("--quiet",
+ default=False, action='store_const', const=True,
+ help="Don't print messages")
+ 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)")
+ parser.add_argument("--parallel", action='store_true', default=True, dest="parallel")
+ parser.add_argument("--no-parallel", action='store_false', dest="parallel")
+ parser.add_argument("--report-db", action='store_true', default=True, dest="report_db",
+ help="Store report to database (default)")
+ parser.add_argument("--no-report-db", action='store_false', dest="report_db",
+ help="Don't store report to database")
+ parser.add_argument("--report-path", required=False,
+ help="Where to store the reports (default: absent, don't store)")
+ parser.add_argument("--no-report-path", action='store_const', dest='report_path', const=None,
+ help="Don't store the report to file (default)")
+ parser.add_argument("--db-host", default="localhost",
+ help="Host access to database (default: localhost)")
+ parser.add_argument("--db-port", default=5432,
+ help="Port access to database (default: 5432)")
+ parser.add_argument("--db-user", default="cryptoportfolio",
+ help="User access to database (default: cryptoportfolio)")
+ parser.add_argument("--db-password", default="cryptoportfolio",
+ help="Password access to database (default: cryptoportfolio)")
+ parser.add_argument("--db-database", default="cryptoportfolio",
+ help="Database access to database (default: cryptoportfolio)")
-for row in cursor:
- market_config, user_id = row
+ return parser.parse_args(argv)
+
+def process(market_config, market_id, user_id, args, pg_config):
try:
- user_market = market.get_market(market_config)
- if args.before:
- portfolio.h.process_sell_all__1_all_sell(user_market, debug=args.debug)
- if args.after:
- portfolio.Portfolio.wait_for_recent()
- portfolio.h.process_sell_all__2_all_buy(user_market, debug=args.debug)
+ market.Market\
+ .from_config(market_config, args, market_id=market_id,
+ pg_config=pg_config, user_id=user_id)\
+ .process(args.action, before=args.before, after=args.after)
except Exception as e:
- print(e)
- pass
- finally:
- report_file = "{}/{}_{}.json".format(report_path, datetime.now().isoformat(), user_id)
- with open(report_file, "w") as f:
- f.write(portfolio.ReportStore.to_json())
- portfolio.h.reset_all()
+ print("{}: {}".format(e.__class__.__name__, e))
+
+def main(argv):
+ args = parse_args(argv)
+
+ pg_config = parse_config(args)
+
+ if args.parallel:
+ import threading
+ market.Portfolio.start_worker()
+
+ def process_(*args):
+ threading.Thread(target=process, args=args).start()
+ else:
+ process_ = process
+
+ for market_id, market_config, user_id in fetch_markets(pg_config, args.user):
+ process_(market_config, market_id, user_id, args, pg_config)
+if __name__ == '__main__': # pragma: no cover
+ main(sys.argv[1:])
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff