from decimal import Decimal as D, ROUND_DOWN
# Put your poloniex api key in market.py
from json import JSONDecodeError
+from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError
from ccxt import ExchangeError, ExchangeNotAvailable
import requests
import helper as h
def get_cryptoportfolio(cls):
try:
r = requests.get(cls.URL)
- except Exception:
+ ReportStore.log_http_request(r.request.method,
+ r.request.url, r.request.body, r.request.headers, r)
+ except Exception as e:
+ ReportStore.log_error("get_cryptoportfolio", exception=e)
return
try:
cls.data = r.json(parse_int=D, parse_float=D)
- except JSONDecodeError:
+ except (JSONDecodeError, SimpleJSONDecodeError):
cls.data = None
@classmethod
else:
raise Exception("This asset is not available in the chosen market")
+ def as_json(self):
+ return {
+ "currency": self.currency,
+ "value": round(self).value.normalize(),
+ }
+
def __round__(self, n=8):
return Amount(self.currency, self.value.quantize(D(1)/D(10**n), rounding=ROUND_DOWN))
return "Amount({:.8f} {} -> {})".format(self.value, self.currency, repr(self.linked_to))
class Balance:
+ base_keys = ["total", "exchange_total", "exchange_used",
+ "exchange_free", "margin_total", "margin_borrowed",
+ "margin_free"]
def __init__(self, currency, hash_):
self.currency = currency
- for key in ["total",
- "exchange_total", "exchange_used", "exchange_free",
- "margin_total", "margin_borrowed", "margin_free"]:
+ for key in self.base_keys:
setattr(self, key, Amount(currency, hash_.get(key, 0)))
self.margin_position_type = hash_.get("margin_position_type")
]:
setattr(self, key, Amount(base_currency, hash_.get(key, 0)))
+ def as_json(self):
+ return dict(map(lambda x: (x, getattr(self, x).as_json()["value"]), self.base_keys))
+
def __repr__(self):
if self.exchange_total > 0:
if self.exchange_free > 0 and self.exchange_used > 0:
def update_order(self, order, tick):
new_order = None
if tick in [0, 1, 3, 4, 6]:
- print("{}, tick {}, waiting".format(order, tick))
+ update = "waiting"
+ compute_value = None
elif tick == 2:
+ update = "adjusting"
+ compute_value = 'lambda x, y: (x[y] + x["average"]) / 2'
new_order = self.prepare_order(compute_value=lambda x, y: (x[y] + x["average"]) / 2)
- print("{}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order))
elif tick ==5:
+ update = "adjusting"
+ compute_value = 'lambda x, y: (x[y]*2 + x["average"]) / 3'
new_order = self.prepare_order(compute_value=lambda x, y: (x[y]*2 + x["average"]) / 3)
- 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:
new_order = self.prepare_order(compute_value="default")
- print("{}, tick {}, market value, cancelling and adjusting to {}".format(order, tick, new_order))
+ update = "market_adjust"
+ compute_value = "default"
+ else:
+ update = "waiting"
+ compute_value = None
+ if tick == 7:
+ update = "market_fallback"
+
+ ReportStore.log_order(order, tick, update=update,
+ compute_value=compute_value, new_order=new_order)
if new_order is not None:
order.cancel()
new_order.run()
+ ReportStore.log_order(order, tick, new_order=new_order)
def prepare_order(self, compute_value="default"):
if self.action is None:
close_if_possible = (self.value_to == 0)
if delta <= 0:
- print("Less to do than already filled: {}".format(delta))
+ ReportStore.log_error("prepare_order", message="Less to do than already filled: {}".format(delta))
return None
order = Order(self.order_action(inverted),
self.orders.append(order)
return order
+ def as_json(self):
+ return {
+ "action": self.action,
+ "from": self.value_from.as_json()["value"],
+ "to": self.value_to.as_json()["value"],
+ "currency": self.currency,
+ "base_currency": self.base_currency,
+ }
+
def __repr__(self):
return "Trade({} -> {} in {}, {})".format(
self.value_from,
self.currency,
self.action)
- def print_with_order(self):
- print(self)
+ def print_with_order(self, ind=""):
+ ReportStore.print_log("{}{}".format(ind, self))
for order in self.orders:
- print("\t", order, sep="")
+ ReportStore.print_log("{}\t{}".format(ind, order))
for mouvement in order.mouvements:
- print("\t\t", mouvement, sep="")
+ ReportStore.print_log("{}\t\t{}".format(ind, mouvement))
class Order:
def __init__(self, action, amount, rate, base_currency, trade_type, market,
self.id = None
self.fetch_cache_timestamp = None
+ def as_json(self):
+ return {
+ "action": self.action,
+ "trade_type": self.trade_type,
+ "amount": self.amount.as_json()["value"],
+ "currency": self.amount.as_json()["currency"],
+ "base_currency": self.base_currency,
+ "rate": self.rate,
+ "status": self.status,
+ "close_if_possible": self.close_if_possible,
+ "id": self.id,
+ "mouvements": list(map(lambda x: x.as_json(), self.mouvements))
+ }
+
def __repr__(self):
return "Order({} {} {} at {} {} [{}]{})".format(
self.action,
amount = round(self.amount, self.market.order_precision(symbol)).value
if TradeStore.debug:
- print("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(
+ ReportStore.log_debug_action("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(
symbol, self.action, amount, self.rate, self.account))
self.results.append({"debug": True, "id": -1})
else:
return
except Exception as e:
self.status = "error"
- print("error when running market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(
- symbol, self.action, amount, self.rate, self.account))
- self.error_message = str("{}: {}".format(e.__class__.__name__, e))
- print(self.error_message)
+ action = "market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(symbol, self.action, amount, self.rate, self.account)
+ ReportStore.log_error(action, exception=e)
return
self.id = self.results[0]["id"]
self.status = "open"
def get_status(self):
if TradeStore.debug:
+ ReportStore.log_debug_action("Getting {} status".format(self))
return self.status
# other states are "closed" and "canceled"
if not self.finished:
def mark_finished_order(self):
if TradeStore.debug:
+ ReportStore.log_debug_action("Mark {} as finished".format(self))
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)
def fetch(self, force=False):
- if TradeStore.debug or (not force and self.fetch_cache_timestamp is not None
+ if TradeStore.debug:
+ ReportStore.log_debug_action("Fetching {}".format(self))
+ return
+ if (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()
def cancel(self):
if TradeStore.debug:
+ ReportStore.log_debug_action("Mark {} as cancelled".format(self))
self.status = "canceled"
return
self.market.cancel_order(self.id)
# rate * total = total_in_base
self.total_in_base = Amount(base_currency, hash_.get("total", 0))
+ def as_json(self):
+ return {
+ "fee_rate": self.fee_rate,
+ "date": self.date,
+ "action": self.action,
+ "total": self.total.value,
+ "currency": self.currency,
+ "total_in_base": self.total_in_base.value,
+ "base_currency": self.base_currency
+ }
+
def __repr__(self):
if self.fee_rate > 0:
fee_rate = " fee: {}%".format(self.fee_rate * 100)
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff