]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/blobdiff - portfolio.py
Fix mark finished order not alway called when necessary
[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / portfolio.py
index f27e84f0953200bf64606734f827ec30a2a25de6..ed50b570ea2c31d310c6a3d271f37f7f413c43c0 100644 (file)
@@ -3,7 +3,7 @@ from datetime import datetime, timedelta
 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
 
@@ -291,6 +291,7 @@ class Trade:
         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:
@@ -315,8 +316,8 @@ class Trade:
         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"
@@ -333,11 +334,13 @@ class Trade:
         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
@@ -383,17 +386,17 @@ class Trade:
         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":
@@ -451,7 +454,7 @@ class Trade:
             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)
@@ -467,11 +470,19 @@ class Trade:
                 }
 
     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))
@@ -539,7 +550,7 @@ class Order:
 
     @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):
@@ -583,15 +594,13 @@ class Order:
         # 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)
 
@@ -600,7 +609,7 @@ class Order:
             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
@@ -610,6 +619,7 @@ class Order:
 
         self.fetch_mouvements()
 
+        self.mark_finished_order()
         # FIXME: consider open order with dust remaining as closed
 
     def dust_amount_remaining(self):
@@ -645,8 +655,12 @@ class Order:
             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_):