# Put your poloniex api key in market.py
from market import market
-# FIXME: Améliorer le bid/ask
-# FIXME: J'essayais d'utiliser plus de bitcoins que j'en avais à disposition
-# FIXME: better compute moves to avoid rounding errors
+debug = False
class Portfolio:
URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json"
}
class Amount:
- MAX_DIGITS = 18
-
def __init__(self, currency, value, linked_to=None, ticker=None, rate=None):
self.currency = currency
self.value = D(value)
for key in hash_:
if key in ["info", "free", "used", "total"]:
continue
- if hash_[key]["total"] > 0:
+ if hash_[key]["total"] > 0 or key in cls.known_balances:
cls.known_balances[key] = cls.from_hash(key, hash_[key])
@classmethod
return amounts
@classmethod
- def prepare_trades(cls, market, base_currency="BTC", compute_value=None):
+ def prepare_trades(cls, market, base_currency="BTC", compute_value="average"):
cls.fetch_balances(market)
- values_in_base = cls.in_currency(base_currency, market)
+ values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value)
total_base_value = sum(values_in_base.values())
new_repartition = cls.dispatch_assets(total_base_value)
# 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)
+ values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value)
+ Trade.compute_trades(values_in_base, new_repartition, market=market)
+
+ @classmethod
+ def update_trades(cls, market, base_currency="BTC", compute_value="average", only=None):
+ cls.fetch_balances(market)
+ values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value)
+ total_base_value = sum(values_in_base.values())
+ new_repartition = cls.dispatch_assets(total_base_value)
+ Trade.compute_trades(values_in_base, new_repartition, only=only, market=market)
def __repr__(self):
return "Balance({} [{}/{}/{}])".format(self.currency, str(self.free), str(self.used), str(self.total))
return cls.get_ticker(c1, c2, market)
@classmethod
- def compute_trades(cls, values_in_base, new_repartition, market=None, compute_value=None):
+ def compute_trades(cls, values_in_base, new_repartition, only=None, market=None):
base_currency = sum(values_in_base.values()).currency
for currency in Balance.currencies():
if currency == base_currency:
continue
- cls.trades[currency] = cls(
+ trade = cls(
values_in_base.get(currency, Amount(base_currency, 0)),
new_repartition.get(currency, Amount(base_currency, 0)),
currency,
market=market
)
- if compute_value is not None:
- cls.trades[currency].prepare_order(compute_value=compute_value)
+ if only is None or trade.action == only:
+ cls.trades[currency] = trade
return cls.trades
+ @classmethod
+ def prepare_orders(cls, only=None, compute_value="default"):
+ for currency, trade in cls.trades.items():
+ if only is None or trade.action == only:
+ trade.prepare_order(compute_value=compute_value)
+
@property
def action(self):
if self.value_from == self.value_to:
rate = Trade.compute_value(ticker, self.order_action(inverted), compute_value=compute_value)
- self.orders.append(Order(self.order_action(inverted), delta, rate, currency))
+ self.orders.append(Order(self.order_action(inverted), delta, rate, currency, self.market))
@classmethod
def compute_value(cls, ticker, action, compute_value="default"):
return compute_value(ticker, action)
@classmethod
- def all_orders(cls):
- return sum(map(lambda v: v.orders, cls.trades.values()), [])
+ def all_orders(cls, state=None):
+ all_orders = sum(map(lambda v: v.orders, cls.trades.values()), [])
+ if state is None:
+ return all_orders
+ else:
+ return list(filter(lambda o: o.status == state, all_orders))
+
+ @classmethod
+ def run_orders(cls):
+ for order in cls.all_orders(state="pending"):
+ order.run()
@classmethod
- def follow_orders(cls, market):
+ def follow_orders(cls, verbose=True, sleep=30):
orders = cls.all_orders()
finished_orders = []
while len(orders) != len(finished_orders):
- time.sleep(30)
+ time.sleep(sleep)
for order in orders:
if order in finished_orders:
continue
- if order.get_status(market) != "open":
+ if order.get_status() != "open":
finished_orders.append(order)
- print("finished {}".format(order))
- print("All orders finished")
+ if verbose:
+ print("finished {}".format(order))
+ if verbose:
+ print("All orders finished")
def __repr__(self):
return "Trade({} -> {} in {}, {})".format(
self.action)
class Order:
- DEBUG = True
+ DEBUG = debug
- def __init__(self, action, amount, rate, base_currency):
+ def __init__(self, action, amount, rate, base_currency, market):
self.action = action
self.amount = amount
self.rate = rate
self.base_currency = base_currency
+ self.market = market
self.result = None
- self.status = "not run"
+ self.status = "pending"
def __repr__(self):
return "Order({} {} at {} {} [{}])".format(
self.status
)
- def run(self, market):
+ @property
+ def pending(self):
+ return self.status == "pending"
+
+ @property
+ def finished(self):
+ return self.status == "closed" or self.status == "canceled"
+
+ def run(self):
symbol = "{}/{}".format(self.amount.currency, self.base_currency)
amount = self.amount.value
symbol, self.action, amount, self.rate))
else:
try:
- self.result = market.create_order(symbol, 'limit', self.action, amount, price=self.rate)
+ self.result = self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate)
self.status = "open"
except Exception:
pass
- def get_status(self, market):
+ def get_status(self):
# other states are "closed" and "canceled"
if self.status == "open":
- result = market.fetch_order(self.result['id'])
+ result = self.market.fetch_order(self.result['id'])
self.status = result["status"]
return self.status
def print_orders(market, base_currency="BTC"):
Balance.prepare_trades(market, base_currency=base_currency, compute_value="average")
+ Trade.prepare_orders(compute_value="average")
for currency, balance in Balance.known_balances.items():
print(balance)
for currency, trade in Trade.trades.items():
print(trade)
for order in trade.orders:
print("\t", order, sep="")
- order.run(market)
+ order.run()
if __name__ == '__main__':
print_orders(market)
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff