Move ticker to Trade class and add tests

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

diff --git a/portfolio.py b/portfolio.py
index 1d8bfd5f122775df881bcbbdd3a76e8422740896..576a2286847abacabe7525161bf9e11be4170e91 100644 (file)
--- a/portfolio.py
+++ b/portfolio.py
@@ -102,7 +102,7 @@ class Amount:
     def in_currency(self, other_currency, market, action="average"):
         if other_currency == self.currency:
             return self
-        asset_ticker = self.get_ticker(other_currency, market)
+        asset_ticker = Trade.get_ticker(self.currency, other_currency, market)
         if asset_ticker is not None:
             return Amount(
                     other_currency,
@@ -113,41 +113,6 @@ class Amount:
         else:
             raise Exception("This asset is not available in the chosen market")
 
-    def get_ticker(self, c2, market, refresh=False):
-        c1 = self.currency
-
-        def invert(ticker):
-            return {
-                    "inverted": True,
-                    "average": (float(1/ticker["bid"]) + float(1/ticker["ask"]) ) / 2,
-                    "notInverted": ticker,
-                    }
-        def augment_ticker(ticker):
-            ticker.update({
-                "inverted": False,
-                "average": (ticker["bid"] + ticker["ask"] ) / 2,
-                })
-
-        if time.time() - self.ticker_cache_timestamp > 5:
-            self.ticker_cache = {}
-            self.ticker_cache_timestamp = time.time()
-        elif not refresh:
-            if (c1, c2, market.__class__) in self.ticker_cache:
-                return self.ticker_cache[(c1, c2, market.__class__)]
-            if (c2, c1, market.__class__) in self.ticker_cache:
-                return invert(self.ticker_cache[(c2, c1, market.__class__)])
-
-        try:
-            self.ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2))
-            augment_ticker(self.ticker_cache[(c1, c2, market.__class__)])
-        except ccxt.ExchangeError:
-            try:
-                self.ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1))
-                augment_ticker(self.ticker_cache[(c2, c1, market.__class__)])
-            except ccxt.ExchangeError:
-                self.ticker_cache[(c1, c2, market.__class__)] = None
-        return self.get_ticker(c2, market)
-
     def __abs__(self):
         return Amount(self.currency, 0, int_val=abs(self._value))
 
@@ -212,7 +177,6 @@ class Amount:
 
 class Balance:
     known_balances = {}
-    trades = {}
 
     def __init__(self, currency, total_value, free_value, used_value):
         self.currency = currency
@@ -288,8 +252,52 @@ class Trade:
         self.base_currency = self.value_from.currency
 
         if market is not None:
+            self.market = market
             self.prepare_order(market)
 
+    fees_cache = {}
+    @classmethod
+    def fetch_fees(cls, market):
+        if market.__class__ not in cls.fees_cache:
+            cls.fees_cache[market.__class__] = market.fetch_fees()
+        return cls.fees_cache[market.__class__]
+
+    ticker_cache = {}
+    ticker_cache_timestamp = time.time()
+    @classmethod
+    def get_ticker(cls, c1, c2, market, refresh=False):
+        def invert(ticker):
+            return {
+                    "inverted": True,
+                    "average": (float(1/ticker["bid"]) + float(1/ticker["ask"]) ) / 2,
+                    "original": ticker,
+                    }
+        def augment_ticker(ticker):
+            ticker.update({
+                "inverted": False,
+                "average": (ticker["bid"] + ticker["ask"] ) / 2,
+                })
+
+        if time.time() - cls.ticker_cache_timestamp > 5:
+            cls.ticker_cache = {}
+            cls.ticker_cache_timestamp = time.time()
+        elif not refresh:
+            if (c1, c2, market.__class__) in cls.ticker_cache:
+                return cls.ticker_cache[(c1, c2, market.__class__)]
+            if (c2, c1, market.__class__) in cls.ticker_cache:
+                return invert(cls.ticker_cache[(c2, c1, market.__class__)])
+
+        try:
+            cls.ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2))
+            augment_ticker(cls.ticker_cache[(c1, c2, market.__class__)])
+        except ccxt.ExchangeError:
+            try:
+                cls.ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1))
+                augment_ticker(cls.ticker_cache[(c2, c1, market.__class__)])
+            except ccxt.ExchangeError:
+                cls.ticker_cache[(c1, c2, market.__class__)] = None
+        return cls.get_ticker(c1, c2, market)
+
     @classmethod
     def compute_trades(cls, values_in_base, new_repartition, market=None):
         base_currency = sum(values_in_base.values()).currency
@@ -316,7 +324,7 @@ class Trade:
         else:
             return "sell"
 
-    def ticker_action(self, inverted):
+    def order_action(self, inverted):
         if self.value_from < self.value_to:
             return "ask" if not inverted else "bid"
         else:
@@ -334,13 +342,13 @@ class Trade:
             delta = abs(value_to - value_from)
             currency = self.base_currency
         else:
-            ticker = ticker["notInverted"]
+            ticker = ticker["original"]
             delta = abs(self.value_to - self.value_from)
             currency = self.currency
 
-        rate = ticker[self.ticker_action(inverted)]
+        rate = ticker[self.order_action(inverted)]
 
-        self.orders.append(Order(self.ticker_action(inverted), delta, rate, currency))
+        self.orders.append(Order(self.order_action(inverted), delta, rate, currency))
 
     @classmethod
     def all_orders(cls):
@@ -408,12 +416,6 @@ class Order:
             self.status = result["status"]
         return self.status
 
-@static_var("cache", {})
-def fetch_fees(market):
-    if market.__class__ not in fetch_fees.cache:
-        fetch_fees.cache[market.__class__] = market.fetch_fees()
-    return fetch_fees.cache[market.__class__]
-
 def print_orders(market, base_currency="BTC"):
     Balance.prepare_trades(market, base_currency=base_currency)
     for currency, trade in Trade.trades.items():