Add logging at market instance creation

[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / market.py

diff --git a/market.py b/market.py
index 496ec45843319f2145f955e811ea49e1842e4761..10d1ad8936b3f671ca2ca7e9a1623a856dce29db 100644 (file)
--- a/market.py
+++ b/market.py
@@ -1,10 +1,11 @@
-from ccxt import ExchangeError, NotSupported
+from ccxt import ExchangeError, NotSupported, RequestTimeout, InvalidNonce
 import ccxt_wrapper as ccxt
 import time
 import psycopg2
 from store import *
 from cachetools.func import ttl_cache
 from datetime import datetime
+from retry import retry
 import portfolio
 
 class Market:
@@ -27,24 +28,15 @@ class Market:
         for key in ["user_id", "market_id", "report_path", "pg_config"]:
             setattr(self, key, kwargs.get(key, None))
 
+        self.report.log_market(self.args, self.user_id, self.market_id,
+                self.report_path, self.debug)
+
     @classmethod
     def from_config(cls, config, args, **kwargs):
         config["apiKey"] = config.pop("key", None)
 
         ccxt_instance = ccxt.poloniexE(config)
 
-        # For requests logging
-        ccxt_instance.session.origin_request = ccxt_instance.session.request
-        ccxt_instance.session._parent = ccxt_instance
-
-        def request_wrap(self, *args, **kwargs):
-            r = self.origin_request(*args, **kwargs)
-            self._parent._market.report.log_http_request(args[0],
-                    args[1], kwargs["data"], kwargs["headers"], r)
-            return r
-        ccxt_instance.session.request = request_wrap.__get__(ccxt_instance.session,
-                ccxt_instance.session.__class__)
-
         return cls(ccxt_instance, args, **kwargs)
 
     def store_report(self):
@@ -100,6 +92,7 @@ class Market:
         finally:
             self.store_report()
 
+    @retry((RequestTimeout, InvalidNonce), tries=5)
     def move_balances(self):
         needed_in_margin = {} 
         moving_to_margin = {}
@@ -114,13 +107,21 @@ class Market:
             current_balance = self.balances.all[currency].margin_available
             moving_to_margin[currency] = (needed - current_balance)
             delta = moving_to_margin[currency].value
+            action = "Moving {} from exchange to margin".format(moving_to_margin[currency])
+
             if self.debug and delta != 0:
-                self.report.log_debug_action("Moving {} from exchange to margin".format(moving_to_margin[currency]))
+                self.report.log_debug_action(action)
                 continue
-            if delta > 0:
-                self.ccxt.transfer_balance(currency, delta, "exchange", "margin")
-            elif delta < 0:
-                self.ccxt.transfer_balance(currency, -delta, "margin", "exchange")
+            try:
+                if delta > 0:
+                    self.ccxt.transfer_balance(currency, delta, "exchange", "margin")
+                elif delta < 0:
+                    self.ccxt.transfer_balance(currency, -delta, "margin", "exchange")
+            except (RequestTimeout, InvalidNonce) as e:
+                self.report.log_error(action, message="Retrying", exception=e)
+                self.report.log_move_balances(needed_in_margin, moving_to_margin)
+                self.balances.fetch_balances()
+                raise e
         self.report.log_move_balances(needed_in_margin, moving_to_margin)
 
         self.balances.fetch_balances()
@@ -183,10 +184,17 @@ class Market:
             self.report.log_stage("follow_orders_tick_{}".format(tick))
             self.report.log_orders(open_orders, tick=tick)
             for order in open_orders:
-                if order.get_status() != "open":
+                status = order.get_status()
+                if status != "open":
                     self.report.log_order(order, tick, finished=True)
                 else:
                     order.trade.update_order(order, tick)
+                if status == "error_disappeared":
+                    self.report.log_error("follow_orders",
+                            message="{} disappeared, recreating it".format(order))
+                    order.trade.prepare_order(
+                            compute_value=order.trade.tick_actions_recreate(tick))
+
         self.report.log_stage("follow_orders_end")
 
     def prepare_trades(self, base_currency="BTC", liquidity="medium",