Merge branch 'dev'

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

diff --git a/portfolio.py b/portfolio.py
index 9c586769575cf1ef33794856a161be40274fce01..535aaa843c22789dacc50d9eaf3a2371e6766297 100644 (file)
--- a/portfolio.py
+++ b/portfolio.py
@@ -1,7 +1,7 @@
 from datetime import datetime
 from retry import retry
 from decimal import Decimal as D, ROUND_DOWN
-from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached, OrderNotFound, RequestTimeout
+from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached, OrderNotFound, RequestTimeout, InvalidNonce
 
 class Computation:
     computations = {
@@ -269,20 +269,24 @@ class Trade:
             filled_amount += order.filled_amount(in_base_currency=in_base_currency)
         return filled_amount
 
-    def update_order(self, order, tick):
-        actions = {
-                0: ["waiting", None],
-                1: ["waiting", None],
-                2: ["adjusting", lambda x, y: (x[y] + x["average"]) / 2],
-                3: ["waiting", None],
-                4: ["waiting", None],
-                5: ["adjusting", lambda x, y: (x[y]*2 + x["average"]) / 3],
-                6: ["waiting", None],
-                7: ["market_fallback", "default"],
-                }
+    tick_actions = {
+            0: ["waiting", None],
+            1: ["waiting", None],
+            2: ["adjusting", lambda x, y: (x[y] + x["average"]) / 2],
+            3: ["waiting", None],
+            4: ["waiting", None],
+            5: ["adjusting", lambda x, y: (x[y]*2 + x["average"]) / 3],
+            6: ["waiting", None],
+            7: ["market_fallback", "default"],
+            }
 
-        if tick in actions:
-            update, compute_value = actions[tick]
+    def tick_actions_recreate(self, tick, default="average"):
+        return ([default] + \
+                [ y[1] for x, y in self.tick_actions.items() if x <= tick and y[1] is not None ])[-1]
+
+    def update_order(self, order, tick):
+        if tick in self.tick_actions:
+            update, compute_value = self.tick_actions[tick]
         elif tick % 3 == 1:
             update = "market_adjust"
             compute_value = "default"
@@ -477,7 +481,7 @@ class Order:
     def finished(self):
         return self.status.startswith("closed") or self.status == "canceled" or self.status == "error"
 
-    @retry((InsufficientFunds, RetryException))
+    @retry((InsufficientFunds, RetryException, InvalidNonce))
     def run(self):
         self.tries += 1
         symbol = "{}/{}".format(self.amount.currency, self.base_currency)
@@ -496,6 +500,14 @@ class Order:
                 self.status = "closed"
                 self.mark_finished_order()
                 return
+            except InvalidNonce as e:
+                if self.tries < 5:
+                    self.market.report.log_error(action, message="Retrying after invalid nonce", exception=e)
+                    raise e
+                else:
+                    self.market.report.log_error(action, message="Giving up {} after invalid nonce".format(self), exception=e)
+                    self.status = "error"
+                    return
             except RequestTimeout as e:
                 if not self.retrieve_order():
                     if self.tries < 5:
@@ -534,6 +546,12 @@ class Order:
             self.fetch()
         return self.status
 
+    def mark_disappeared_order(self):
+        if self.status.startswith("closed") and \
+                len(self.mouvements) > 0 and \
+                self.mouvements[-1].total_in_base == 0:
+            self.status = "error_disappeared"
+
     def mark_finished_order(self):
         if self.status.startswith("closed") and self.market.debug:
             self.market.report.log_debug_action("Mark {} as finished".format(self))
@@ -557,6 +575,8 @@ class Order:
 
         self.fetch_mouvements()
 
+        self.mark_disappeared_order()
+
         self.mark_finished_order()
         # FIXME: consider open order with dust remaining as closed
 
@@ -587,6 +607,7 @@ class Order:
         for mouvement_hash in mouvements:
             self.mouvements.append(Mouvement(self.amount.currency,
                 self.base_currency, mouvement_hash))
+        self.mouvements.sort(key= lambda x: x.date)
 
     def cancel(self):
         if self.market.debug: