Fix vanishing orders

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

diff --git a/market.py b/market.py
index 78ced1a209eea10c181dfd429b238ff7ca30c659..d0e6ab4e91f7ab4aaf654fda3cfa90497bbe3991 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:
@@ -14,9 +15,7 @@ class Market:
     trades = None
     balances = None
 
-    def __init__(self, ccxt_instance, args,
-            user_id=None, market_id=None,
-            report_path=None, pg_config=None):
+    def __init__(self, ccxt_instance, args, **kwargs):
         self.args = args
         self.debug = args.debug
         self.ccxt = ccxt_instance
@@ -26,33 +25,16 @@ class Market:
         self.balances = BalanceStore(self)
         self.processor = Processor(self)
 
-        self.user_id = user_id
-        self.market_id = market_id
-        self.report_path = report_path
-        self.pg_config = pg_config
+        for key in ["user_id", "market_id", "report_path", "pg_config"]:
+            setattr(self, key, kwargs.get(key, None))
 
     @classmethod
-    def from_config(cls, config, args,
-            user_id=None, market_id=None, report_path=None, pg_config=None):
+    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,
-                user_id=user_id, market_id=market_id,
-                pg_config=pg_config, report_path=report_path)
+        return cls(ccxt_instance, args, **kwargs)
 
     def store_report(self):
         self.report.merge(Portfolio.report)
@@ -107,6 +89,7 @@ class Market:
         finally:
             self.store_report()
 
+    @retry((RequestTimeout, InvalidNonce), tries=5)
     def move_balances(self):
         needed_in_margin = {} 
         moving_to_margin = {}
@@ -121,13 +104,21 @@ 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()