-from ccxt import ExchangeError, NotSupported, RequestTimeout, InvalidNonce
+from ccxt import AuthenticationError, ExchangeError, NotSupported, RequestTimeout, InvalidNonce
import ccxt_wrapper as ccxt
import time
import dbs
report = None
trades = None
balances = None
+ options = None
def __init__(self, ccxt_instance, args, **kwargs):
self.args = args
self.balances = BalanceStore(self)
self.processor = Processor(self)
+ self.options = kwargs.get("options", {})
for key in ["user_id", "market_id"]:
setattr(self, key, kwargs.get(key, None))
def process(self, actions, before=False, after=False):
try:
+ self.ccxt.check_required_credentials()
for action in actions:
if bool(before) is bool(after):
- self.processor.process(action, steps="all")
+ self.processor.process(action, steps="all", options=self.options)
elif before:
- self.processor.process(action, steps="before")
+ self.processor.process(action, steps="before", options=self.options)
elif after:
- self.processor.process(action, steps="after")
+ self.processor.process(action, steps="after", options=self.options)
+ except AuthenticationError:
+ self.report.log_error("market_authentication", message="Impossible to authenticate to market")
except Exception as e:
- self.report.log_error("market_process", exception=e)
+ import traceback
+ self.report.log_error("market_process", exception=e, message=traceback.format_exc())
finally:
self.store_report()
if status == "error_disappeared":
self.report.log_error("follow_orders",
message="{} disappeared, recreating it".format(order))
- order.trade.prepare_order(
+ new_order = order.trade.prepare_order(
compute_value=order.trade.tick_actions_recreate(tick))
+ if new_order is not None:
+ new_order.run()
+ self.report.log_order(order, tick, new_order=new_order)
self.report.log_stage("follow_orders_end")
compute_value=compute_value, only=only,
repartition=repartition, available_balance_only=available_balance_only)
- values_in_base = self.balances.in_currency(base_currency,
- compute_value=compute_value)
if available_balance_only:
- balance = self.balances.all.get(base_currency)
- if balance is None:
- total_base_value = portfolio.Amount(base_currency, 0)
- else:
- total_base_value = balance.exchange_free + balance.margin_available
+ repartition, total_base_value, values_in_base = self.balances.available_balances_for_repartition(
+ base_currency=base_currency, liquidity=liquidity,
+ repartition=repartition, compute_value=compute_value)
else:
+ values_in_base = self.balances.in_currency(base_currency,
+ compute_value=compute_value)
total_base_value = sum(values_in_base.values())
new_repartition = self.balances.dispatch_assets(total_base_value,
liquidity=liquidity, repartition=repartition)
if available_balance_only:
for currency, amount in values_in_base.items():
- if currency != base_currency:
- new_repartition.setdefault(currency, portfolio.Amount(base_currency, 0))
- new_repartition[currency] += amount
+ if currency != base_currency and currency not in new_repartition:
+ new_repartition[currency] = amount
self.trades.compute_trades(values_in_base, new_repartition, only=only)
{
"name": "print_balances",
"number": 1,
- "fetch_balances": ["begin"],
- "fetch_balances_args": { "add_portfolio": True },
+ "fetch_balances_begin": {
+ "log_tickers": True,
+ "add_usdt": True,
+ "add_portfolio": True
+ },
"print_tickers": { "base_currency": "BTC" },
}
],
"number": 2,
"before": False,
"after": True,
- "fetch_balances": ["begin"],
+ "fetch_balances_begin": {},
"prepare_trades": { "compute_value": "average" },
"prepare_orders": { "compute_value": "average" },
},
],
"sell_needed": [
{
- "name": "wait",
+ "name": "print_balances",
"number": 0,
+ "before": True,
+ "after": False,
+ "fetch_balances_begin": {
+ "checkpoint": "end",
+ "log_tickers": True,
+ "add_usdt": True,
+ "add_portfolio": True
+ },
+ },
+ {
+ "name": "wait",
+ "number": 1,
"before": False,
"after": True,
"wait_for_recent": {},
},
{
"name": "sell",
- "number": 1,
+ "number": 2,
"before": False,
"after": True,
- "fetch_balances": ["begin", "end"],
+ "fetch_balances_begin": {},
+ "fetch_balances_end": {},
"prepare_trades": {},
"prepare_orders": { "only": "dispose", "compute_value": "average" },
"run_orders": {},
},
{
"name": "buy",
- "number": 2,
+ "number": 3,
"before": False,
"after": True,
- "fetch_balances": ["begin", "end"],
+ "fetch_balances_begin": {},
+ "fetch_balances_end": {
+ "checkpoint": "begin",
+ "add_usdt": True,
+ "log_tickers": True
+ },
"prepare_trades": { "only": "acquire", "available_balance_only": True },
"prepare_orders": { "only": "acquire", "compute_value": "average" },
"move_balances": {},
"number": 1,
"before": True,
"after": False,
- "fetch_balances": ["begin", "end"],
+ "fetch_balances_begin": {
+ "checkpoint": "end",
+ "log_tickers": True,
+ "add_usdt": True,
+ "add_portfolio": True
+ },
+ "fetch_balances_end": {},
"prepare_trades": { "repartition": { "base_currency": (1, "long") } },
"prepare_orders": { "compute_value": "average" },
"run_orders": {},
"number": 3,
"before": False,
"after": True,
- "fetch_balances": ["begin", "end"],
+ "fetch_balances_begin": {},
+ "fetch_balances_end": {
+ "checkpoint": "begin",
+ "add_usdt": True,
+ "log_tickers": True
+ },
"prepare_trades": { "available_balance_only": True },
"prepare_orders": { "compute_value": "average" },
"move_balances": {},
def can_process(self, scenario_name):
return scenario_name in self.scenarios
- def process(self, scenario_name, steps="all", **kwargs):
+ def process(self, scenario_name, steps="all", options={}):
if not self.can_process(scenario_name):
raise TypeError("Unknown scenario {}".format(scenario_name))
scenario = self.scenarios[scenario_name]
for step in steps:
selected_steps += self.select_steps(scenario, step)
for step in selected_steps:
- self.process_step(scenario_name, step, kwargs)
+ self.process_step(scenario_name, step, options)
- def process_step(self, scenario_name, step, kwargs):
+ def process_step(self, scenario_name, step, options):
process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"])
self.market.report.log_stage("{}_begin".format(process_name))
- fetch_args = step.get("fetch_balances_args", {})
- if "begin" in step.get("fetch_balances", []):
- self.market.balances.fetch_balances(tag="{}_begin".format(process_name),
- log_tickers=True, **fetch_args)
+ if "fetch_balances_begin" in step:
+ self.run_action("fetch_balances", step["fetch_balances_begin"],
+ dict(options, tag="{}_begin".format(process_name)))
for action in self.ordered_actions:
if action in step:
- self.run_action(action, step[action], kwargs)
+ self.run_action(action, step[action], options)
+
+ if "fetch_balances_end" in step:
+ self.run_action("fetch_balances", step["fetch_balances_end"],
+ dict(options, tag="{}_end".format(process_name)))
- if "end" in step.get("fetch_balances", []):
- self.market.balances.fetch_balances(tag="{}_end".format(process_name),
- log_tickers=True, **fetch_args)
self.market.report.log_stage("{}_end".format(process_name))
def method_arguments(self, action):
method = self.market.trades.close_trades
elif action == "print_tickers":
method = self.market.print_tickers
+ elif action == "fetch_balances":
+ method = self.market.balances.fetch_balances
signature = inspect.getfullargspec(method)
defaults = signature.defaults or []
return [method, kwargs]
- def parse_args(self, action, default_args, kwargs):
+ def parse_args(self, action, default_args, options):
method, allowed_arguments = self.method_arguments(action)
- args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments }
+ args = {k: v for k, v in {**default_args, **options}.items() if k in allowed_arguments }
if "repartition" in args and "base_currency" in args["repartition"]:
r = args["repartition"]
return method, args
- def run_action(self, action, default_args, kwargs):
- method, args = self.parse_args(action, default_args, kwargs)
+ def run_action(self, action, default_args, options):
+ method, args = self.parse_args(action, default_args, options)
method(**args)
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff