self.ticker_cache = {}
self.ticker_cache_timestamp = time.time()
- def in_currency(self, other_currency, market, action="average"):
+ def in_currency(self, other_currency, market, action=None, compute_value="average"):
if other_currency == self.currency:
return self
asset_ticker = Trade.get_ticker(self.currency, other_currency, market)
if asset_ticker is not None:
return Amount(
other_currency,
- self.value * asset_ticker[action],
+ self.value * Trade.compute_value(asset_ticker, action, compute_value=compute_value),
linked_to=self,
ticker=asset_ticker)
else:
return cls(currency, hash_["total"], hash_["free"], hash_["used"])
@classmethod
- def in_currency(cls, other_currency, market, action="average", type="total"):
+ def in_currency(cls, other_currency, market, compute_value="average", type="total"):
amounts = {}
for currency in cls.known_balances:
balance = cls.known_balances[currency]
other_currency_amount = getattr(balance, type)\
- .in_currency(other_currency, market, action=action)
+ .in_currency(other_currency, market, compute_value=compute_value)
amounts[currency] = other_currency_amount
return amounts
return amounts
@classmethod
- def prepare_trades(cls, market, base_currency="BTC"):
+ def prepare_trades(cls, market, base_currency="BTC", compute_value=None):
cls.fetch_balances(market)
values_in_base = cls.in_currency(base_currency, market)
total_base_value = sum(values_in_base.values())
new_repartition = cls.dispatch_assets(total_base_value)
- Trade.compute_trades(values_in_base, new_repartition, market=market)
+ # Recompute it in case we have new currencies
+ values_in_base = cls.in_currency(base_currency, market)
+ Trade.compute_trades(values_in_base, new_repartition, market=market, compute_value=compute_value)
def __repr__(self):
return "Balance({} [{}/{}/{}])".format(self.currency, str(self.free), str(self.used), str(self.total))
+class Computation:
+ def average_inverse(ticker, action):
+ if ticker["inverted"]:
+ return 1/ticker["original"]["average"]
+ else:
+ return ticker["average"]
+
+ computations = {
+ "default": lambda x, y: x[y],
+ "average_inverse": average_inverse,
+ "average": lambda x, y: x["average"],
+ "bid": lambda x, y: x["bid"],
+ "ask": lambda x, y: x["ask"],
+ }
+
+
class Trade:
trades = {}
return cls.get_ticker(c1, c2, market)
@classmethod
- def compute_trades(cls, values_in_base, new_repartition, market=None):
+ def compute_trades(cls, values_in_base, new_repartition, market=None, compute_value=None):
base_currency = sum(values_in_base.values()).currency
for currency in Balance.currencies():
if currency == base_currency:
currency,
market=market
)
- cls.trades[currency].prepare_order()
+ if compute_value is not None:
+ cls.trades[currency].prepare_order(compute_value=compute_value)
return cls.trades
@property
else:
return "bid" if not inverted else "ask"
- def prepare_order(self):
+ def prepare_order(self, compute_value="default"):
if self.action is None:
return
ticker = self.value_from.ticker
if not inverted:
value_from = self.value_from.linked_to
- value_to = self.value_to.in_currency(self.currency, self.market)
+ # The ticker will most probably be inverted, but we want the average
+ # of the initial value
+ value_to = self.value_to.in_currency(self.currency, self.market, compute_value="average_inverse")
delta = abs(value_to - value_from)
currency = self.base_currency
else:
delta = abs(self.value_to - self.value_from)
currency = self.currency
- rate = ticker[self.order_action(inverted)]
+ rate = Trade.compute_value(ticker, self.order_action(inverted), compute_value=compute_value)
self.orders.append(Order(self.order_action(inverted), delta, rate, currency))
+ @classmethod
+ def compute_value(cls, ticker, action, compute_value="default"):
+ if type(compute_value) == str:
+ compute_value = Computation.computations[compute_value]
+ return compute_value(ticker, action)
+
@classmethod
def all_orders(cls):
return sum(map(lambda v: v.orders, cls.trades.values()), [])
return self.status
def print_orders(market, base_currency="BTC"):
- Balance.prepare_trades(market, base_currency=base_currency)
+ Balance.prepare_trades(market, base_currency=base_currency, compute_value="average")
for currency, balance in Balance.known_balances.items():
print(balance)
for currency, trade in Trade.trades.items():