import ccxt_wrapper as ccxt
import time
import psycopg2
+import redis
from store import *
from cachetools.func import ttl_cache
from datetime import datetime
+import datetime
from retry import retry
import portfolio
self.balances = BalanceStore(self)
self.processor = Processor(self)
- for key in ["user_id", "market_id", "pg_config"]:
+ for key in ["user_id", "market_id", "pg_config", "redis_config"]:
setattr(self, key, kwargs.get(key, None))
- self.report.log_market(self.args, self.user_id, self.market_id)
+ self.report.log_market(self.args)
@classmethod
def from_config(cls, config, args, **kwargs):
def store_report(self):
self.report.merge(Portfolio.report)
- date = datetime.now()
+ date = datetime.datetime.now()
if self.args.report_path is not None:
self.store_file_report(date)
if self.pg_config is not None and self.args.report_db:
self.store_database_report(date)
+ if self.redis_config is not None and self.args.report_redis:
+ self.store_redis_report(date)
def store_file_report(self, date):
try:
except Exception as e:
print("impossible to store report to database: {}; {}".format(e.__class__.__name__, e))
+ def store_redis_report(self, date):
+ try:
+ conn = redis.Redis(**self.redis_config)
+ for type_, log in self.report.to_json_redis():
+ key = "/cryptoportfolio/{}/{}/{}".format(self.market_id, date.isoformat(), type_)
+ conn.set(key, log, ex=31*24*60*60)
+ key = "/cryptoportfolio/{}/latest/{}".format(self.market_id, type_)
+ conn.set(key, log)
+ key = "/cryptoportfolio/{}/latest/date".format(self.market_id)
+ conn.set(key, date.isoformat())
+ except Exception as e:
+ print("impossible to store report to redis: {}; {}".format(e.__class__.__name__, e))
+
def process(self, actions, before=False, after=False):
try:
- if len(actions or []) == 0:
- if before:
- self.processor.process("sell_all", steps="before")
- if after:
- self.processor.process("sell_all", steps="after")
- else:
- for action in actions:
- if hasattr(self, action):
- getattr(self, action)()
- else:
- self.report.log_error("market_process", message="Unknown action {}".format(action))
+ for action in actions:
+ if bool(before) is bool(after):
+ self.processor.process(action, steps="all")
+ elif before:
+ self.processor.process(action, steps="before")
+ elif after:
+ self.processor.process(action, steps="after")
except Exception as e:
self.report.log_error("market_process", exception=e)
finally:
self.report.log_stage("follow_orders_end")
def prepare_trades(self, base_currency="BTC", liquidity="medium",
- compute_value="average", repartition=None, only=None):
+ compute_value="average", repartition=None, only=None,
+ available_balance_only=False):
self.report.log_stage("prepare_trades",
base_currency=base_currency, liquidity=liquidity,
compute_value=compute_value, only=only,
- repartition=repartition)
+ repartition=repartition, available_balance_only=available_balance_only)
values_in_base = self.balances.in_currency(base_currency,
compute_value=compute_value)
- total_base_value = sum(values_in_base.values())
+ 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
+ else:
+ total_base_value = sum(values_in_base.values())
new_repartition = self.balances.dispatch_assets(total_base_value,
liquidity=liquidity, repartition=repartition)
- self.trades.compute_trades(values_in_base, new_repartition, only=only)
+ 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
- # Helpers
- def print_orders(self, base_currency="BTC"):
- self.report.log_stage("print_orders")
- self.balances.fetch_balances(tag="print_orders")
- self.prepare_trades(base_currency=base_currency, compute_value="average")
- self.trades.prepare_orders(compute_value="average")
+ self.trades.compute_trades(values_in_base, new_repartition, only=only)
- def print_balances(self, base_currency="BTC"):
- self.report.log_stage("print_balances")
- self.balances.fetch_balances()
+ def print_tickers(self, base_currency="BTC"):
if base_currency is not None:
self.report.print_log("total:")
self.report.print_log(sum(self.balances.in_currency(base_currency).values()))
"wait_for_recent": {},
},
],
+ "print_balances": [
+ {
+ "name": "print_balances",
+ "number": 1,
+ "fetch_balances": ["begin"],
+ "print_tickers": { "base_currency": "BTC" },
+ }
+ ],
"print_orders": [
{
"name": "wait",
"number": 1,
- "before": False,
- "after": True,
+ "before": True,
+ "after": False,
"wait_for_recent": {},
},
{
"before": False,
"after": True,
"fetch_balances": ["begin", "end"],
- "prepare_trades": { "only": "acquire" },
+ "prepare_trades": { "only": "acquire", "available_balance_only": True },
"prepare_orders": { "only": "acquire", "compute_value": "average" },
"move_balances": {},
"run_orders": {},
"before": False,
"after": True,
"fetch_balances": ["begin", "end"],
- "prepare_trades": {},
+ "prepare_trades": { "available_balance_only": True },
"prepare_orders": { "compute_value": "average" },
"move_balances": {},
"run_orders": {},
ordered_actions = [
"wait_for_recent", "prepare_trades", "prepare_orders",
"move_balances", "run_orders", "follow_orders",
- "close_trades"]
+ "close_trades", "print_tickers"]
def __init__(self, market):
self.market = market
if step == "all":
return scenario
elif step == "before" or step == "after":
- return list(filter(lambda x: step in x and x[step], scenario))
+ return list(filter(lambda x: x.get(step, False), scenario))
elif type(step) == int:
return [scenario[step-1]]
elif type(step) == str:
else:
raise TypeError("Unknown step {}".format(step))
+ def can_process(self, scenario_name):
+ return scenario_name in self.scenarios
+
def process(self, scenario_name, steps="all", **kwargs):
+ if not self.can_process(scenario_name):
+ raise TypeError("Unknown scenario {}".format(scenario_name))
scenario = self.scenarios[scenario_name]
selected_steps = []
process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"])
self.market.report.log_stage("{}_begin".format(process_name))
if "begin" in step.get("fetch_balances", []):
- self.market.balances.fetch_balances(tag="{}_begin".format(process_name))
+ self.market.balances.fetch_balances(tag="{}_begin".format(process_name), log_tickers=True)
for action in self.ordered_actions:
if action in step:
self.run_action(action, step[action], kwargs)
if "end" in step.get("fetch_balances", []):
- self.market.balances.fetch_balances(tag="{}_end".format(process_name))
+ self.market.balances.fetch_balances(tag="{}_end".format(process_name), log_tickers=True)
self.market.report.log_stage("{}_end".format(process_name))
def method_arguments(self, action):
method = self.market.follow_orders
elif action == "close_trades":
method = self.market.trades.close_trades
+ elif action == "print_tickers":
+ method = self.market.print_tickers
signature = inspect.getfullargspec(method)
defaults = signature.defaults or []
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff