Add USDT rate to balances

[perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git] / store.py

diff --git a/store.py b/store.py
index 072d3a2f02ccbc7dd17c1e92b51a786f57d7c6a5..32c41211050c83d97c554e84ae29d188c457f3e0 100644 (file)
--- a/store.py
+++ b/store.py
@@ -7,6 +7,7 @@ import datetime
 import inspect
 from json import JSONDecodeError
 from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError
+import dbs
 
 __all__ = ["Portfolio", "BalanceStore", "ReportStore", "TradeStore"]
 
@@ -98,7 +99,8 @@ class ReportStore:
             "args": args,
             })
 
-    def log_balances(self, tag=None):
+    def log_balances(self, tag=None, checkpoint=None, tickers=None,
+            ticker_currency=None, compute_value=None, type=None):
         self.print_log("[Balance]")
         for currency, balance in self.market.balances.all.items():
             self.print_log("\t{}".format(balance))
@@ -106,14 +108,26 @@ class ReportStore:
         log = {
                 "type": "balance",
                 "tag": tag,
+                "checkpoint": checkpoint,
                 "balances": self.market.balances.as_json()
                 }
 
+        if tickers is not None:
+            log["tickers"] = self._ticker_hash(tickers, ticker_currency,
+                    compute_value, type)
+
         self.add_log(log.copy())
         self.add_redis_status(log)
 
     def log_tickers(self, amounts, other_currency,
             compute_value, type):
+        log = self._ticker_hash(amounts, other_currency, compute_value,
+                type)
+        log["type"] = "tickers"
+
+        self.add_log(log)
+
+    def _ticker_hash(self, amounts, other_currency, compute_value, type):
         values = {}
         rates = {}
         if callable(compute_value):
@@ -122,8 +136,7 @@ class ReportStore:
         for currency, amount in amounts.items():
             values[currency] = amount.as_json()["value"]
             rates[currency] = amount.rate
-        log = {
-                "type": "tickers",
+        return {
                 "compute_value": compute_value,
                 "balance_type": type,
                 "currency": other_currency,
@@ -132,9 +145,6 @@ class ReportStore:
                 "total": sum(amounts.values()).as_json()["value"]
                 }
 
-        self.add_log(log.copy())
-        self.add_redis_status(log)
-
     def log_dispatch(self, amount, amounts, liquidity, repartition):
         self.add_log({
             "type": "dispatch",
@@ -294,13 +304,26 @@ class BalanceStore:
                 compute_value, type)
         return amounts
 
-    def fetch_balances(self, tag=None):
+    def fetch_balances(self, tag=None, add_portfolio=False,
+            checkpoint=None, log_tickers=False, add_usdt=False,
+            ticker_currency="BTC", ticker_compute_value="average", ticker_type="total"):
         all_balances = self.market.ccxt.fetch_all_balances()
         for currency, balance in all_balances.items():
             if balance["exchange_total"] != 0 or balance["margin_total"] != 0 or \
                     currency in self.all:
                 self.all[currency] = portfolio.Balance(currency, balance)
-        self.market.report.log_balances(tag=tag)
+        if add_portfolio:
+            for currency in Portfolio.repartition(from_cache=True):
+                self.all.setdefault(currency, portfolio.Balance(currency, {}))
+        if add_usdt:
+            self.all.setdefault("USDT", portfolio.Balance("USDT", {}))
+        if log_tickers:
+            tickers = self.in_currency(ticker_currency, compute_value=ticker_compute_value, type=ticker_type)
+            self.market.report.log_balances(tag=tag, checkpoint=checkpoint,
+                    tickers=tickers, ticker_currency=ticker_currency,
+                    compute_value=ticker_compute_value, type=ticker_type)
+        else:
+            self.market.report.log_balances(tag=tag, checkpoint=checkpoint)
 
     def dispatch_assets(self, amount, liquidity="medium", repartition=None):
         if repartition is None:
@@ -493,7 +516,9 @@ class Portfolio:
             cls.get_cryptoportfolio(refetch=True)
 
     @classmethod
-    def repartition(cls, liquidity="medium"):
+    def repartition(cls, liquidity="medium", from_cache=False):
+        if from_cache:
+            cls.retrieve_cryptoportfolio()
         cls.get_cryptoportfolio()
         liquidities = cls.liquidities.get(liquidity)
         return liquidities[cls.last_date.get()]
@@ -515,11 +540,38 @@ class Portfolio:
         try:
             cls.data.set(r.json(parse_int=D, parse_float=D))
             cls.parse_cryptoportfolio()
+            cls.store_cryptoportfolio()
         except (JSONDecodeError, SimpleJSONDecodeError):
             cls.data.set(None)
             cls.last_date.set(None)
             cls.liquidities.set({})
 
+    @classmethod
+    def retrieve_cryptoportfolio(cls):
+        if dbs.redis_connected():
+            repartition = dbs.redis.get("/cryptoportfolio/repartition/latest")
+            date = dbs.redis.get("/cryptoportfolio/repartition/date")
+            if date is not None and repartition is not None:
+                date = datetime.datetime.strptime(date.decode(), "%Y-%m-%d")
+                repartition = json.loads(repartition, parse_int=D, parse_float=D)
+                repartition = { k: { date: v } for k, v in repartition.items() }
+
+                cls.data.set("")
+                cls.last_date.set(date)
+                cls.liquidities.set(repartition)
+
+    @classmethod
+    def store_cryptoportfolio(cls):
+        if dbs.redis_connected():
+            hash_ = {}
+            for liquidity, repartitions in cls.liquidities.items():
+                hash_[liquidity] = repartitions[cls.last_date.get()]
+            dump = json.dumps(hash_)
+            key = "/cryptoportfolio/repartition/latest"
+            dbs.redis.set(key, dump)
+            key = "/cryptoportfolio/repartition/date"
+            dbs.redis.set(key, cls.last_date.date().isoformat())
+
     @classmethod
     def parse_cryptoportfolio(cls):
         def filter_weights(weight_hash):