Improve fix of vanishing orders

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

diff --git a/portfolio.py b/portfolio.py
index 9e98c43ab3e3b656eed3db87208d5a626370a228..535aaa843c22789dacc50d9eaf3a2371e6766297 100644 (file)
--- a/portfolio.py
+++ b/portfolio.py
@@ -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"
@@ -381,14 +385,6 @@ class Trade:
         self.orders.append(order)
         return order
 
-    def reopen_same_order(self, order):
-        new_order = Order(order.action, order.amount, order.rate,
-                order.base_currency, order.trade_type, self.market,
-                self, close_if_possible=order.close_if_possible)
-        self.orders.append(new_order)
-        new_order.run()
-        return new_order
-
     def as_json(self):
         return {
                 "action": self.action,
@@ -550,14 +546,11 @@ class Order:
             self.fetch()
         return self.status
 
-    def fix_disappeared_order(self):
+    def mark_disappeared_order(self):
         if self.status.startswith("closed") and \
-                len(self.mouvements) == 1 and \
-                self.mouvements[0].total_in_base == 0:
+                len(self.mouvements) > 0 and \
+                self.mouvements[-1].total_in_base == 0:
             self.status = "error_disappeared"
-            new_order = self.trade.reopen_same_order(self)
-            self.market.report.log_error("fetch",
-                    message="Order {} disappeared, recreating it as {}".format(self, new_order))
 
     def mark_finished_order(self):
         if self.status.startswith("closed") and self.market.debug:
@@ -582,7 +575,7 @@ class Order:
 
         self.fetch_mouvements()
 
-        self.fix_disappeared_order()
+        self.mark_disappeared_order()
 
         self.mark_finished_order()
         # FIXME: consider open order with dust remaining as closed
@@ -614,6 +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: