from decimal import Decimal as D, ROUND_DOWN
# Put your poloniex api key in market.py
from market import market
+from json import JSONDecodeError
+import requests
+
+# FIXME: correctly handle web call timeouts
+
class Portfolio:
URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json"
@classmethod
def get_cryptoportfolio(cls):
- import json
- import urllib3
- urllib3.disable_warnings()
- http = urllib3.PoolManager()
-
try:
- r = http.request("GET", cls.URL)
+ r = requests.get(cls.URL)
except Exception:
- return None
+ return
try:
- cls.data = json.loads(r.data,
- parse_int=D,
- parse_float=D)
- except json.JSONDecodeError:
+ cls.data = r.json(parse_int=D, parse_float=D)
+ except JSONDecodeError:
cls.data = None
@classmethod
self.ticker = ticker
self.rate = rate
- self.ticker_cache = {}
- self.ticker_cache_timestamp = time.time()
-
def in_currency(self, other_currency, market, rate=None, action=None, compute_value="average"):
if other_currency == self.currency:
return self
def __truediv__(self, value):
return self.__floordiv__(value)
- def __le__(self, other):
- return self == other or self < other
-
def __lt__(self, other):
if other == 0:
return self.value < 0
raise Exception("Comparing amounts must be done with same currencies")
return self.value < other.value
+ def __le__(self, other):
+ return self == other or self < other
+
def __gt__(self, other):
return not self <= other
"margin_total", "margin_borrowed", "margin_free"]:
setattr(self, key, Amount(currency, hash_.get(key, 0)))
- self.margin_position_type = hash_["margin_position_type"]
+ self.margin_position_type = hash_.get("margin_position_type")
- if hash_["margin_borrowed_base_currency"] is not None:
+ if hash_.get("margin_borrowed_base_currency") is not None:
base_currency = hash_["margin_borrowed_base_currency"]
for key in [
"margin_liquidation_price",
cls.known_balances[currency] = cls(currency, balance)
return cls.known_balances
-
@classmethod
def dispatch_assets(cls, amount, repartition=None):
if repartition is None:
if trade_type == "short":
amounts[currency] = - amounts[currency]
if currency not in cls.known_balances:
- cls.known_balances[currency] = cls(currency, 0, 0, 0)
+ cls.known_balances[currency] = cls(currency, {})
return amounts
@classmethod
- def prepare_trades(cls, market, base_currency="BTC", compute_value="average"):
+ def prepare_trades(cls, market, base_currency="BTC", compute_value="average", debug=False):
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)
# Recompute it in case we have new currencies
values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value)
- Trade.compute_trades(values_in_base, new_repartition, market=market)
+ Trade.compute_trades(values_in_base, new_repartition, market=market, debug=debug)
@classmethod
- def update_trades(cls, market, base_currency="BTC", compute_value="average", only=None):
+ def update_trades(cls, market, base_currency="BTC", compute_value="average", only=None, debug=False):
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)
+ Trade.compute_trades(values_in_base, new_repartition, only=only, market=market, debug=debug)
@classmethod
- def prepare_trades_to_sell_all(cls, market, base_currency="BTC", compute_value="average"):
+ def prepare_trades_to_sell_all(cls, market, base_currency="BTC", compute_value="average", debug=False):
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, repartition={ base_currency: (1, "long") })
- Trade.compute_trades(values_in_base, new_repartition, market=market)
+ Trade.compute_trades(values_in_base, new_repartition, market=market, debug=debug)
def __repr__(self):
if self.exchange_total > 0:
}
class Trade:
+ debug = False
trades = []
def __init__(self, value_from, value_to, currency, market=None):
return cls.get_ticker(c1, c2, market)
@classmethod
- def compute_trades(cls, values_in_base, new_repartition, only=None, market=None):
+ def compute_trades(cls, values_in_base, new_repartition, only=None, market=None, debug=False):
+ cls.debug = cls.debug or debug
base_currency = sum(values_in_base.values()).currency
for currency in Balance.currencies():
if currency == base_currency:
trade.prepare_order(compute_value=compute_value)
@classmethod
- def move_balances(cls, market, debug=False):
+ def move_balances(cls, market):
needed_in_margin = {}
for trade in cls.trades:
if trade.trade_type == "short":
delta = (needed - current_balance).value
# FIXME: don't remove too much if there are open margin position
if delta > 0:
- if debug:
+ if cls.debug:
print("market.transfer_balance({}, {}, 'exchange', 'margin')".format(currency, delta))
else:
market.transfer_balance(currency, delta, "exchange", "margin")
elif delta < 0:
- if debug:
+ if cls.debug:
print("market.transfer_balance({}, {}, 'margin', 'exchange')".format(currency, -delta))
else:
market.transfer_balance(currency, -delta, "margin", "exchange")
else:
return "long"
+ @property
+ def filled_amount(self):
+ filled_amount = 0
+ for order in self.orders:
+ filled_amount += order.filled_amount
+ return filled_amount
+
+ def update_order(self, order, tick):
+ new_order = None
+ if tick in [0, 1, 3, 4, 6]:
+ print("{}, tick {}, waiting".format(order, tick))
+ elif tick == 2:
+ self.prepare_order(compute_value=lambda x, y: (x[y] + x["average"]) / 2)
+ new_order = self.orders[-1]
+ print("{}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order))
+ elif tick ==5:
+ self.prepare_order(compute_value=lambda x, y: (x[y]*2 + x["average"]) / 3)
+ new_order = self.orders[-1]
+ print("{}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order))
+ elif tick >= 7:
+ if tick == 7:
+ print("{}, tick {}, fallbacking to market value".format(order, tick))
+ if (tick - 7) % 3 == 0:
+ self.prepare_order(compute_value="default")
+ new_order = self.orders[-1]
+ print("{}, tick {}, market value, cancelling and adjusting to {}".format(order, tick, new_order))
+
+ if new_order is not None:
+ order.cancel()
+ new_order.run()
+
def prepare_order(self, compute_value="default"):
if self.action is None:
return
# buy:
# I want to buy 9 / 0.1 FOO
# Action: "sell" "9 BTC" at rate "1/0.1" "FOO" on "market"
+ if self.value_to == 0:
+ rate = self.value_from.linked_to.value / self.value_from.value
+ # Recompute the rate to avoid any rounding error
close_if_possible = (self.value_to == 0)
+ if delta <= self.filled_amount:
+ print("Less to do than already filled: {} <= {}".format(delta,
+ self.filled_amount))
+ return
+
self.orders.append(Order(self.order_action(inverted),
- delta, rate, currency, self.trade_type, self.market,
- close_if_possible=close_if_possible))
+ delta - self.filled_amount, rate, currency, self.trade_type,
+ self.market, self, close_if_possible=close_if_possible))
@classmethod
def compute_value(cls, ticker, action, compute_value="default"):
order.run()
@classmethod
- def follow_orders(cls, verbose=True, sleep=30):
- orders = cls.all_orders()
- finished_orders = []
- while len(orders) != len(finished_orders):
+ def follow_orders(cls, verbose=True, sleep=None):
+ if sleep is None:
+ sleep = 7 if cls.debug else 30
+ tick = 0
+ while len(cls.all_orders(state="open")) > 0:
time.sleep(sleep)
- for order in orders:
- if order in finished_orders:
- continue
+ tick += 1
+ for order in cls.all_orders(state="open"):
if order.get_status() != "open":
- finished_orders.append(order)
if verbose:
print("finished {}".format(order))
+ else:
+ order.trade.update_order(order, tick)
if verbose:
print("All orders finished")
class Order:
def __init__(self, action, amount, rate, base_currency, trade_type, market,
- close_if_possible=False):
+ trade, close_if_possible=False):
self.action = action
self.amount = amount
self.rate = rate
self.base_currency = base_currency
self.market = market
self.trade_type = trade_type
- self.result = None
+ self.results = []
+ self.mouvements = []
self.status = "pending"
+ self.trade = trade
self.close_if_possible = close_if_possible
+ self.debug = trade.debug
def __repr__(self):
return "Order({} {} {} at {} {} [{}]{})".format(
def finished(self):
return self.status == "closed" or self.status == "canceled" or self.status == "error"
- def run(self, debug=False):
+ @property
+ def id(self):
+ return self.results[0]["id"]
+
+ def run(self):
symbol = "{}/{}".format(self.amount.currency, self.base_currency)
amount = round(self.amount, self.market.order_precision(symbol)).value
- if debug:
+ if self.debug:
print("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(
symbol, self.action, amount, self.rate, self.account))
+ self.status = "open"
+ self.results.append({"debug": True, "id": -1})
else:
try:
- self.result = self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account)
+ self.results.append(self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account))
self.status = "open"
except Exception as e:
self.status = "error"
print(self.error_message)
def get_status(self):
+ if self.debug:
+ return self.status
# other states are "closed" and "canceled"
if self.status == "open":
- result = self.market.fetch_order(self.result['id'])
- if result["status"] != "open":
- self.mark_finished_order(result["status"])
+ self.fetch()
+ if self.status != "open":
+ self.mark_finished_order()
return self.status
- def mark_finished_order(self, status):
- if status == "closed":
+ def mark_finished_order(self):
+ if self.debug:
+ return
+ if self.status == "closed":
if self.trade_type == "short" and self.action == "buy" and self.close_if_possible:
self.market.close_margin_position(self.amount.currency, self.base_currency)
+ fetch_cache_timestamp = None
+ def fetch(self, force=False):
+ if self.debug or (not force and self.fetch_cache_timestamp is not None
+ and time.time() - self.fetch_cache_timestamp < 10):
+ return
+ self.fetch_cache_timestamp = time.time()
+
+ self.results.append(self.market.fetch_order(self.id))
+ result = self.results[-1]
self.status = result["status"]
+ # Time at which the order started
+ self.timestamp = result["datetime"]
+ self.fetch_mouvements()
+
+ # FIXME: consider open order with dust remaining as closed
+
+ @property
+ def dust_amount_remaining(self):
+ return self.remaining_amount < 0.001
+
+ @property
+ def remaining_amount(self):
+ if self.status == "open":
+ self.fetch()
+ return self.amount - self.filled_amount
+
+ @property
+ def filled_amount(self):
+ if self.status == "open":
+ self.fetch()
+ filled_amount = Amount(self.amount.currency, 0)
+ for mouvement in self.mouvements:
+ filled_amount += mouvement.total
+ return filled_amount
+
+ def fetch_mouvements(self):
+ mouvements = self.market.privatePostReturnOrderTrades({"orderNumber": self.id})
+ self.mouvements = []
+
+ for mouvement_hash in mouvements:
+ self.mouvements.append(Mouvement(self.amount.currency,
+ self.base_currency, mouvement_hash))
def cancel(self):
+ if self.debug:
+ self.status = "canceled"
+ return
self.market.cancel_order(self.result['id'])
+ self.fetch()
+
+class Mouvement:
+ def __init__(self, currency, base_currency, hash_):
+ self.currency = currency
+ self.base_currency = base_currency
+ self.id = hash_["id"]
+ self.action = hash_["type"]
+ self.fee_rate = D(hash_["fee"])
+ self.date = datetime.strptime(hash_["date"], '%Y-%m-%d %H:%M:%S')
+ self.rate = D(hash_["rate"])
+ self.total = Amount(currency, hash_["amount"])
+ # rate * total = total_in_base
+ self.total_in_base = Amount(base_currency, hash_["total"])
def print_orders(market, base_currency="BTC"):
Balance.prepare_trades(market, base_currency=base_currency, compute_value="average")
print("\t", order, sep="")
order.run()
-def sell_all(market, base_currency="BTC"):
- Balance.prepare_trades_to_sell_all(market)
+def process_sell_all_sell(market, base_currency="BTC", debug=False):
+ Balance.prepare_trades_to_sell_all(market, debug=debug)
Trade.prepare_orders(compute_value="average")
+ print("------------------")
+ for currency, balance in Balance.known_balances.items():
+ print(balance)
+ print("------------------")
+ Trade.print_all_with_order()
+ print("------------------")
Trade.run_orders()
Trade.follow_orders()
- Balance.update_trades(market, only="acquire")
- Trade.prepare_orders(only="acquire")
+def process_sell_all_buy(market, base_currency="BTC", debug=False):
+ Balance.prepare_trades(market, debug=debug)
+ Trade.prepare_orders()
+ print("------------------")
+ for currency, balance in Balance.known_balances.items():
+ print(balance)
+ print("------------------")
+ Trade.print_all_with_order()
+ print("------------------")
Trade.move_balances(market)
Trade.run_orders()
Trade.follow_orders()
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff