import time
from datetime import datetime, timedelta
from decimal import Decimal as D, ROUND_DOWN
-# Put your poloniex api key in market.py
from json import JSONDecodeError
from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError
from ccxt import ExchangeError, ExchangeNotAvailable
import requests
-import helper as h
-from store import *
# FIXME: correctly handle web call timeouts
last_date = None
@classmethod
- def wait_for_recent(cls, delta=4):
- cls.repartition(refetch=True)
+ def wait_for_recent(cls, market, delta=4):
+ cls.repartition(market, refetch=True)
while cls.last_date is None or datetime.now() - cls.last_date > timedelta(delta):
time.sleep(30)
- cls.repartition(refetch=True)
+ market.report.print_log("Attempt to fetch up-to-date cryptoportfolio")
+ cls.repartition(market, refetch=True)
@classmethod
- def repartition(cls, liquidity="medium", refetch=False):
- cls.parse_cryptoportfolio(refetch=refetch)
+ def repartition(cls, market, liquidity="medium", refetch=False):
+ cls.parse_cryptoportfolio(market, refetch=refetch)
liquidities = cls.liquidities[liquidity]
return liquidities[cls.last_date]
@classmethod
- def get_cryptoportfolio(cls):
+ def get_cryptoportfolio(cls, market):
try:
r = requests.get(cls.URL)
- ReportStore.log_http_request(r.request.method,
+ market.report.log_http_request(r.request.method,
r.request.url, r.request.body, r.request.headers, r)
except Exception as e:
- ReportStore.log_error("get_cryptoportfolio", exception=e)
+ market.report.log_error("get_cryptoportfolio", exception=e)
return
try:
cls.data = r.json(parse_int=D, parse_float=D)
cls.data = None
@classmethod
- def parse_cryptoportfolio(cls, refetch=False):
+ def parse_cryptoportfolio(cls, market, refetch=False):
if refetch or cls.data is None:
- cls.get_cryptoportfolio()
+ cls.get_cryptoportfolio(market)
def filter_weights(weight_hash):
if weight_hash[1][0] == 0:
self.value * rate,
linked_to=self,
rate=rate)
- asset_ticker = h.get_ticker(self.currency, other_currency, market)
+ asset_ticker = market.get_ticker(self.currency, other_currency)
if asset_ticker is not None:
rate = Computation.compute_value(asset_ticker, action, compute_value=compute_value)
return Amount(
return "Balance({}".format(self.currency) + "".join([exchange, margin, total]) + ")"
class Trade:
- def __init__(self, value_from, value_to, currency, market=None):
+ def __init__(self, value_from, value_to, currency, market):
# We have value_from of currency, and want to finish with value_to of
# that currency. value_* may not be in currency's terms
self.currency = currency
if tick == 7:
update = "market_fallback"
- ReportStore.log_order(order, tick, update=update,
+ self.market.report.log_order(order, tick, update=update,
compute_value=compute_value, new_order=new_order)
if new_order is not None:
order.cancel()
new_order.run()
- ReportStore.log_order(order, tick, new_order=new_order)
+ self.market.report.log_order(order, tick, new_order=new_order)
def prepare_order(self, compute_value="default"):
if self.action is None:
return None
- ticker = h.get_ticker(self.currency, self.base_currency, self.market)
+ ticker = self.market.get_ticker(self.currency, self.base_currency)
inverted = ticker["inverted"]
if inverted:
ticker = ticker["original"]
close_if_possible = (self.value_to == 0)
if delta <= 0:
- ReportStore.log_error("prepare_order", message="Less to do than already filled: {}".format(delta))
+ self.market.report.log_error("prepare_order", message="Less to do than already filled: {}".format(delta))
return None
order = Order(self.order_action(inverted),
self.action)
def print_with_order(self, ind=""):
- ReportStore.print_log("{}{}".format(ind, self))
+ self.market.report.print_log("{}{}".format(ind, self))
for order in self.orders:
- ReportStore.print_log("{}\t{}".format(ind, order))
+ self.market.report.print_log("{}\t{}".format(ind, order))
for mouvement in order.mouvements:
- ReportStore.print_log("{}\t\t{}".format(ind, mouvement))
+ self.market.report.print_log("{}\t\t{}".format(ind, mouvement))
class Order:
def __init__(self, action, amount, rate, base_currency, trade_type, market,
def run(self):
symbol = "{}/{}".format(self.amount.currency, self.base_currency)
- amount = round(self.amount, self.market.order_precision(symbol)).value
+ amount = round(self.amount, self.market.ccxt.order_precision(symbol)).value
- if TradeStore.debug:
- ReportStore.log_debug_action("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(
+ if self.market.debug:
+ self.market.report.log_debug_action("market.ccxt.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(
symbol, self.action, amount, self.rate, self.account))
self.results.append({"debug": True, "id": -1})
else:
try:
- self.results.append(self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account))
+ self.results.append(self.market.ccxt.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account))
except ExchangeNotAvailable:
# Impossible to honor the order (dust amount)
self.status = "closed"
return
except Exception as e:
self.status = "error"
- action = "market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(symbol, self.action, amount, self.rate, self.account)
- ReportStore.log_error(action, exception=e)
+ action = "market.ccxt.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(symbol, self.action, amount, self.rate, self.account)
+ self.market.report.log_error(action, exception=e)
return
self.id = self.results[0]["id"]
self.status = "open"
def get_status(self):
- if TradeStore.debug:
- ReportStore.log_debug_action("Getting {} status".format(self))
+ if self.market.debug:
+ self.market.report.log_debug_action("Getting {} status".format(self))
return self.status
# other states are "closed" and "canceled"
if not self.finished:
return self.status
def mark_finished_order(self):
- if TradeStore.debug:
- ReportStore.log_debug_action("Mark {} as finished".format(self))
+ if self.market.debug:
+ self.market.report.log_debug_action("Mark {} as finished".format(self))
return
if self.status == "closed":
if self.trade_type == "short" and self.action == "buy" and self.close_if_possible:
- self.market.close_margin_position(self.amount.currency, self.base_currency)
+ self.market.ccxt.close_margin_position(self.amount.currency, self.base_currency)
def fetch(self, force=False):
- if TradeStore.debug:
- ReportStore.log_debug_action("Fetching {}".format(self))
+ if self.market.debug:
+ self.market.report.log_debug_action("Fetching {}".format(self))
return
if (not force and self.fetch_cache_timestamp is not None
and time.time() - self.fetch_cache_timestamp < 10):
return
self.fetch_cache_timestamp = time.time()
- result = self.market.fetch_order(self.id)
+ result = self.market.ccxt.fetch_order(self.id)
self.results.append(result)
self.status = result["status"]
def fetch_mouvements(self):
try:
- mouvements = self.market.privatePostReturnOrderTrades({"orderNumber": self.id})
+ mouvements = self.market.ccxt.privatePostReturnOrderTrades({"orderNumber": self.id})
except ExchangeError:
mouvements = []
self.mouvements = []
self.base_currency, mouvement_hash))
def cancel(self):
- if TradeStore.debug:
- ReportStore.log_debug_action("Mark {} as cancelled".format(self))
+ if self.market.debug:
+ self.market.report.log_debug_action("Mark {} as cancelled".format(self))
self.status = "canceled"
return
- self.market.cancel_order(self.id)
+ self.market.ccxt.cancel_order(self.id)
self.fetch()
class Mouvement:
date, self.action, self.total, self.total_in_base,
fee_rate)
-if __name__ == '__main__': # pragma: no cover
- from market import market
- h.print_orders(market)
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff