]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/blobdiff - market.py
Move acceptance tests to common directory
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / market.py
index ca65bca7a0196211caedfa515e55b169ee71231d..7a37cf622aed28899f4815cd1b388e89e0a98a34 100644 (file)
--- a/market.py
+++ b/market.py
@@ -1,10 +1,11 @@
-from ccxt import ExchangeError, NotSupported, RequestTimeout
+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
+import datetime
 from retry import retry
 import portfolio
 
@@ -25,9 +26,11 @@ class Market:
         self.balances = BalanceStore(self)
         self.processor = Processor(self)
 
-        for key in ["user_id", "market_id", "report_path", "pg_config"]:
+        for key in ["user_id", "market_id", "pg_config"]:
             setattr(self, key, kwargs.get(key, None))
 
+        self.report.log_market(self.args)
+
     @classmethod
     def from_config(cls, config, args, **kwargs):
         config["apiKey"] = config.pop("key", None)
@@ -38,15 +41,15 @@ class Market:
 
     def store_report(self):
         self.report.merge(Portfolio.report)
-        date = datetime.now()
-        if self.report_path is not None:
+        date = datetime.datetime.now()
+        if self.args.report_path is not None:
             self.store_file_report(date)
-        if self.pg_config is not None:
+        if self.pg_config is not None and self.args.report_db:
             self.store_database_report(date)
 
     def store_file_report(self, date):
         try:
-            report_file = "{}/{}_{}".format(self.report_path, date.isoformat(), self.user_id)
+            report_file = "{}/{}_{}".format(self.args.report_path, date.isoformat(), self.user_id)
             with open(report_file + ".json", "w") as f:
                 f.write(self.report.to_json())
             with open(report_file + ".log", "w") as f:
@@ -89,7 +92,7 @@ class Market:
         finally:
             self.store_report()
 
-    @retry(RequestTimeout, tries=5)
+    @retry((RequestTimeout, InvalidNonce), tries=5)
     def move_balances(self):
         needed_in_margin = {} 
         moving_to_margin = {}
@@ -114,7 +117,7 @@ class Market:
                     self.ccxt.transfer_balance(currency, delta, "exchange", "margin")
                 elif delta < 0:
                     self.ccxt.transfer_balance(currency, -delta, "margin", "exchange")
-            except RequestTimeout as e:
+            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()
@@ -181,10 +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",