-import time
-from datetime import datetime, timedelta
+from datetime import datetime
from decimal import Decimal as D, ROUND_DOWN
-from json import JSONDecodeError
-from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError
-from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached
+from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached, OrderNotFound
from retry import retry
-import requests
# FIXME: correctly handle web call timeouts
-class Portfolio:
- URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json"
- liquidities = {}
- data = None
- last_date = None
-
- @classmethod
- 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)
- market.report.print_log("Attempt to fetch up-to-date cryptoportfolio")
- cls.repartition(market, refetch=True)
-
- @classmethod
- 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, market):
- try:
- r = requests.get(cls.URL)
- market.report.log_http_request(r.request.method,
- r.request.url, r.request.body, r.request.headers, r)
- except Exception as e:
- market.report.log_error("get_cryptoportfolio", exception=e)
- return
- try:
- cls.data = r.json(parse_int=D, parse_float=D)
- except (JSONDecodeError, SimpleJSONDecodeError):
- cls.data = None
-
- @classmethod
- def parse_cryptoportfolio(cls, market, refetch=False):
- if refetch or cls.data is None:
- cls.get_cryptoportfolio(market)
-
- def filter_weights(weight_hash):
- if weight_hash[1][0] == 0:
- return False
- if weight_hash[0] == "_row":
- return False
- return True
-
- def clean_weights(i):
- def clean_weights_(h):
- if h[0].endswith("s"):
- return [h[0][0:-1], (h[1][i], "short")]
- else:
- return [h[0], (h[1][i], "long")]
- return clean_weights_
-
- def parse_weights(portfolio_hash):
- weights_hash = portfolio_hash["weights"]
- weights = {}
- for i in range(len(weights_hash["_row"])):
- date = datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d")
- weights[date] = dict(filter(
- filter_weights,
- map(clean_weights(i), weights_hash.items())))
- return weights
-
- high_liquidity = parse_weights(cls.data["portfolio_1"])
- medium_liquidity = parse_weights(cls.data["portfolio_2"])
-
- cls.liquidities = {
- "medium": medium_liquidity,
- "high": high_liquidity,
- }
- cls.last_date = max(max(medium_liquidity.keys()), max(high_liquidity.keys()))
-
class Computation:
computations = {
"default": lambda x, y: x[y],
self.orders = []
self.market = market
self.closed = False
+ self.inverted = None
assert self.value_from.value * self.value_to.value >= 0
assert self.value_from.currency == self.value_to.currency
if self.value_from != 0:
else:
return "dispose"
- def order_action(self, inverted):
- if (self.value_from < self.value_to) != inverted:
+ def order_action(self):
+ if (self.value_from < self.value_to) != self.inverted:
return "buy"
else:
return "sell"
return not (self.is_fullfiled or self.closed)
def close(self):
+ for order in self.orders:
+ order.cancel()
self.closed = True
@property
def is_fullfiled(self):
- return abs(self.filled_amount(in_base_currency=True)) >= abs(self.delta)
+ return abs(self.filled_amount(in_base_currency=(not self.inverted))) >= abs(self.delta)
def filled_amount(self, in_base_currency=False):
filled_amount = 0
if self.action is None:
return None
ticker = self.market.get_ticker(self.currency, self.base_currency)
- inverted = ticker["inverted"]
- if inverted:
+ self.inverted = ticker["inverted"]
+ if self.inverted:
ticker = ticker["original"]
- rate = Computation.compute_value(ticker, self.order_action(inverted), compute_value=compute_value)
+ rate = Computation.compute_value(ticker, self.order_action(), compute_value=compute_value)
# FIXME: Dust amount should be removed from there if they werent
# honored in other sales
delta_in_base = abs(self.delta)
# 9 BTC's worth of move (10 - 1 or 1 - 10 depending on case)
- if not inverted:
+ if not self.inverted:
base_currency = self.base_currency
# BTC
if self.action == "dispose":
self.market.report.log_error("prepare_order", message="Less to do than already filled: {}".format(delta))
return None
- order = Order(self.order_action(inverted),
+ order = Order(self.order_action(),
delta, rate, base_currency, self.trade_type,
self.market, self, close_if_possible=close_if_possible)
self.orders.append(order)
}
def __repr__(self):
- return "Trade({} -> {} in {}, {})".format(
+ if self.closed and not self.is_fullfiled:
+ closed = " ❌"
+ elif self.is_fullfiled:
+ closed = " ✔"
+ else:
+ closed = ""
+
+ return "Trade({} -> {} in {}, {}{})".format(
self.value_from,
self.value_to,
self.currency,
- self.action)
+ self.action,
+ closed)
def print_with_order(self, ind=""):
self.market.report.print_log("{}{}".format(ind, self))
@property
def finished(self):
- return self.status == "closed" or self.status == "canceled" or self.status == "error"
+ return self.status.startswith("closed") or self.status == "canceled" or self.status == "error"
@retry(InsufficientFunds)
def run(self):
# other states are "closed" and "canceled"
if not self.finished:
self.fetch()
- if self.finished:
- self.mark_finished_order()
return self.status
def mark_finished_order(self):
- if self.market.debug:
+ if self.status.startswith("closed") and self.market.debug:
self.market.report.log_debug_action("Mark {} as finished".format(self))
return
- if self.status == "closed":
+ if self.status.startswith("closed"):
if self.trade_type == "short" and self.action == "buy" and self.close_if_possible:
self.market.ccxt.close_margin_position(self.amount.currency, self.base_currency)
self.market.report.log_debug_action("Fetching {}".format(self))
return
try:
- result = self.market.ccxt.fetch_order(self.id, symbol=self.amount.currency)
+ result = self.market.ccxt.fetch_order(self.id)
self.results.append(result)
self.status = result["status"]
# Time at which the order started
self.fetch_mouvements()
+ self.mark_finished_order()
# FIXME: consider open order with dust remaining as closed
def dust_amount_remaining(self):
self.market.report.log_debug_action("Mark {} as cancelled".format(self))
self.status = "canceled"
return
- self.market.ccxt.cancel_order(self.id)
- self.fetch()
+ if self.open and self.id is not None:
+ try:
+ self.market.ccxt.cancel_order(self.id)
+ except OrderNotFound as e: # Closed inbetween
+ self.market.report.log_error("cancel_order", message="Already cancelled order", exception=e)
+ self.fetch()
class Mouvement:
def __init__(self, currency, base_currency, hash_):
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff