__all__ = ["BalanceStore", "ReportStore", "TradeStore"]
class ReportStore:
- logs = []
- verbose_print = True
+ def __init__(self, market, verbose_print=True):
+ self.market = market
+ self.verbose_print = verbose_print
- @classmethod
- def print_log(cls, message):
+ self.logs = []
+
+ def print_log(self, message):
message = str(message)
- if cls.verbose_print:
+ if self.verbose_print:
print(message)
- @classmethod
- def add_log(cls, hash_):
+ def add_log(self, hash_):
hash_["date"] = datetime.now()
- cls.logs.append(hash_)
+ self.logs.append(hash_)
- @classmethod
- def to_json(cls):
+ def to_json(self):
def default_json_serial(obj):
if isinstance(obj, (datetime, date)):
return obj.isoformat()
raise TypeError ("Type %s not serializable" % type(obj))
- return json.dumps(cls.logs, default=default_json_serial)
+ return json.dumps(self.logs, default=default_json_serial)
- @classmethod
- def set_verbose(cls, verbose_print):
- cls.verbose_print = verbose_print
+ def set_verbose(self, verbose_print):
+ self.verbose_print = verbose_print
- @classmethod
- def log_stage(cls, stage):
- cls.print_log("-" * (len(stage) + 8))
- cls.print_log("[Stage] {}".format(stage))
+ def log_stage(self, stage):
+ self.print_log("-" * (len(stage) + 8))
+ self.print_log("[Stage] {}".format(stage))
- cls.add_log({
+ self.add_log({
"type": "stage",
"stage": stage,
})
- @classmethod
- def log_balances(cls, market, tag=None):
- cls.print_log("[Balance]")
- for currency, balance in BalanceStore.all.items():
- cls.print_log("\t{}".format(balance))
+ def log_balances(self, tag=None):
+ self.print_log("[Balance]")
+ for currency, balance in self.market.balances.all.items():
+ self.print_log("\t{}".format(balance))
- cls.add_log({
+ self.add_log({
"type": "balance",
"tag": tag,
- "balances": BalanceStore.as_json()
+ "balances": self.market.balances.as_json()
})
- @classmethod
- def log_tickers(cls, market, amounts, other_currency,
+ def log_tickers(self, amounts, other_currency,
compute_value, type):
values = {}
rates = {}
for currency, amount in amounts.items():
values[currency] = amount.as_json()["value"]
rates[currency] = amount.rate
- cls.add_log({
+ self.add_log({
"type": "tickers",
"compute_value": compute_value,
"balance_type": type,
"total": sum(amounts.values()).as_json()["value"]
})
- @classmethod
- def log_dispatch(cls, amount, amounts, liquidity, repartition):
- cls.add_log({
+ def log_dispatch(self, amount, amounts, liquidity, repartition):
+ self.add_log({
"type": "dispatch",
"liquidity": liquidity,
"repartition_ratio": repartition,
"repartition": { k: v.as_json()["value"] for k, v in amounts.items() }
})
- @classmethod
- def log_trades(cls, matching_and_trades, only, debug):
+ def log_trades(self, matching_and_trades, only):
trades = []
for matching, trade in matching_and_trades:
trade_json = trade.as_json()
trade_json["skipped"] = not matching
trades.append(trade_json)
- cls.add_log({
+ self.add_log({
"type": "trades",
"only": only,
- "debug": debug,
+ "debug": self.market.debug,
"trades": trades
})
- @classmethod
- def log_orders(cls, orders, tick=None, only=None, compute_value=None):
- cls.print_log("[Orders]")
- TradeStore.print_all_with_order(ind="\t")
- cls.add_log({
+ def log_orders(self, orders, tick=None, only=None, compute_value=None):
+ self.print_log("[Orders]")
+ self.market.trades.print_all_with_order(ind="\t")
+ self.add_log({
"type": "orders",
"only": only,
"compute_value": compute_value,
"orders": [order.as_json() for order in orders if order is not None]
})
- @classmethod
- def log_order(cls, order, tick, finished=False, update=None,
+ def log_order(self, order, tick, finished=False, update=None,
new_order=None, compute_value=None):
if finished:
- cls.print_log("[Order] Finished {}".format(order))
+ self.print_log("[Order] Finished {}".format(order))
elif update == "waiting":
- cls.print_log("[Order] {}, tick {}, waiting".format(order, tick))
+ self.print_log("[Order] {}, tick {}, waiting".format(order, tick))
elif update == "adjusting":
- cls.print_log("[Order] {}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order))
+ self.print_log("[Order] {}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order))
elif update == "market_fallback":
- cls.print_log("[Order] {}, tick {}, fallbacking to market value".format(order, tick))
+ self.print_log("[Order] {}, tick {}, fallbacking to market value".format(order, tick))
elif update == "market_adjust":
- cls.print_log("[Order] {}, tick {}, market value, cancelling and adjusting to {}".format(order, tick, new_order))
+ self.print_log("[Order] {}, tick {}, market value, cancelling and adjusting to {}".format(order, tick, new_order))
- cls.add_log({
+ self.add_log({
"type": "order",
"tick": tick,
"update": update,
"new_order": new_order.as_json() if new_order is not None else None
})
- @classmethod
- def log_move_balances(cls, needed, moving, debug):
- cls.add_log({
+ def log_move_balances(self, needed, moving):
+ self.add_log({
"type": "move_balances",
- "debug": debug,
+ "debug": self.market.debug,
"needed": { k: v.as_json()["value"] if isinstance(v, portfolio.Amount) else v for k, v in needed.items() },
"moving": { k: v.as_json()["value"] if isinstance(v, portfolio.Amount) else v for k, v in moving.items() },
})
- @classmethod
- def log_http_request(cls, method, url, body, headers, response):
- cls.add_log({
+ def log_http_request(self, method, url, body, headers, response):
+ self.add_log({
"type": "http_request",
"method": method,
"url": url,
"response": response.text
})
- @classmethod
- def log_error(cls, action, message=None, exception=None):
- cls.print_log("[Error] {}".format(action))
+ def log_error(self, action, message=None, exception=None):
+ self.print_log("[Error] {}".format(action))
if exception is not None:
- cls.print_log(str("\t{}: {}".format(exception.__class__.__name__, exception)))
+ self.print_log(str("\t{}: {}".format(exception.__class__.__name__, exception)))
if message is not None:
- cls.print_log("\t{}".format(message))
+ self.print_log("\t{}".format(message))
- cls.add_log({
+ self.add_log({
"type": "error",
"action": action,
"exception_class": exception.__class__.__name__ if exception is not None else None,
"message": message,
})
- @classmethod
- def log_debug_action(cls, action):
- cls.print_log("[Debug] {}".format(action))
+ def log_debug_action(self, action):
+ self.print_log("[Debug] {}".format(action))
- cls.add_log({
+ self.add_log({
"type": "debug_action",
"action": action,
})
class BalanceStore:
- all = {}
+ def __init__(self, market):
+ self.market = market
+ self.all = {}
- @classmethod
- def currencies(cls):
- return cls.all.keys()
+ def currencies(self):
+ return self.all.keys()
- @classmethod
- def in_currency(cls, other_currency, market, compute_value="average", type="total"):
+ def in_currency(self, other_currency, compute_value="average", type="total"):
amounts = {}
- for currency, balance in cls.all.items():
+ for currency, balance in self.all.items():
other_currency_amount = getattr(balance, type)\
- .in_currency(other_currency, market, compute_value=compute_value)
+ .in_currency(other_currency, self.market, compute_value=compute_value)
amounts[currency] = other_currency_amount
- ReportStore.log_tickers(market, amounts, other_currency,
+ self.market.report.log_tickers(amounts, other_currency,
compute_value, type)
return amounts
- @classmethod
- def fetch_balances(cls, market, tag=None):
- all_balances = market.fetch_all_balances()
+ def fetch_balances(self, tag=None):
+ 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 cls.all:
- cls.all[currency] = portfolio.Balance(currency, balance)
- ReportStore.log_balances(market, tag=tag)
+ currency in self.all:
+ self.all[currency] = portfolio.Balance(currency, balance)
+ self.market.report.log_balances(tag=tag)
- @classmethod
- def dispatch_assets(cls, amount, liquidity="medium", repartition=None):
+ def dispatch_assets(self, amount, liquidity="medium", repartition=None):
if repartition is None:
- repartition = portfolio.Portfolio.repartition(liquidity=liquidity)
+ repartition = portfolio.Portfolio.repartition(self.market, liquidity=liquidity)
sum_ratio = sum([v[0] for k, v in repartition.items()])
amounts = {}
for currency, (ptt, trade_type) in repartition.items():
amounts[currency] = ptt * amount / sum_ratio
if trade_type == "short":
amounts[currency] = - amounts[currency]
- if currency not in BalanceStore.all:
- cls.all[currency] = portfolio.Balance(currency, {})
- ReportStore.log_dispatch(amount, amounts, liquidity, repartition)
+ if currency not in self.all:
+ self.all[currency] = portfolio.Balance(currency, {})
+ self.market.report.log_dispatch(amount, amounts, liquidity, repartition)
return amounts
- @classmethod
- def as_json(cls):
- return { k: v.as_json() for k, v in cls.all.items() }
+ def as_json(self):
+ return { k: v.as_json() for k, v in self.all.items() }
class TradeStore:
- all = []
- debug = False
+ def __init__(self, market):
+ self.market = market
+ self.all = []
- @classmethod
- def compute_trades(cls, values_in_base, new_repartition, only=None, market=None, debug=False):
+ def compute_trades(self, values_in_base, new_repartition, only=None):
computed_trades = []
- cls.debug = cls.debug or debug
base_currency = sum(values_in_base.values()).currency
- for currency in BalanceStore.currencies():
+ for currency in self.market.balances.currencies():
if currency == base_currency:
continue
value_from = values_in_base.get(currency, portfolio.Amount(base_currency, 0))
value_to = new_repartition.get(currency, portfolio.Amount(base_currency, 0))
if value_from.value * value_to.value < 0:
- computed_trades.append(cls.trade_if_matching(
+ computed_trades.append(self.trade_if_matching(
value_from, portfolio.Amount(base_currency, 0),
- currency, only=only, market=market))
- computed_trades.append(cls.trade_if_matching(
+ currency, only=only))
+ computed_trades.append(self.trade_if_matching(
portfolio.Amount(base_currency, 0), value_to,
- currency, only=only, market=market))
+ currency, only=only))
else:
- computed_trades.append(cls.trade_if_matching(
+ computed_trades.append(self.trade_if_matching(
value_from, value_to,
- currency, only=only, market=market))
+ currency, only=only))
for matching, trade in computed_trades:
if matching:
- cls.all.append(trade)
- ReportStore.log_trades(computed_trades, only, cls.debug)
+ self.all.append(trade)
+ self.market.report.log_trades(computed_trades, only)
- @classmethod
- def trade_if_matching(cls, value_from, value_to, currency,
- only=None, market=None):
+ def trade_if_matching(self, value_from, value_to, currency,
+ only=None):
trade = portfolio.Trade(value_from, value_to, currency,
- market=market)
+ self.market)
matching = only is None or trade.action == only
return [matching, trade]
- @classmethod
- def prepare_orders(cls, only=None, compute_value="default"):
+ def prepare_orders(self, only=None, compute_value="default"):
orders = []
- for trade in cls.all:
+ for trade in self.all:
if only is None or trade.action == only:
orders.append(trade.prepare_order(compute_value=compute_value))
- ReportStore.log_orders(orders, only, compute_value)
+ self.market.report.log_orders(orders, only, compute_value)
- @classmethod
- def print_all_with_order(cls, ind=""):
- for trade in cls.all:
+ def print_all_with_order(self, ind=""):
+ for trade in self.all:
trade.print_with_order(ind=ind)
- @classmethod
- def run_orders(cls):
- orders = cls.all_orders(state="pending")
+ def run_orders(self):
+ orders = self.all_orders(state="pending")
for order in orders:
order.run()
- ReportStore.log_stage("run_orders")
- ReportStore.log_orders(orders)
+ self.market.report.log_stage("run_orders")
+ self.market.report.log_orders(orders)
- @classmethod
- def all_orders(cls, state=None):
- all_orders = sum(map(lambda v: v.orders, cls.all), [])
+ def all_orders(self, state=None):
+ all_orders = sum(map(lambda v: v.orders, self.all), [])
if state is None:
return all_orders
else:
return list(filter(lambda o: o.status == state, all_orders))
- @classmethod
- def update_all_orders_status(cls):
- for order in cls.all_orders(state="open"):
+ def update_all_orders_status(self):
+ for order in self.all_orders(state="open"):
order.get_status()
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff