import portfolio
+import simplejson as json
+from decimal import Decimal as D, ROUND_DOWN
+from datetime import date, datetime
-__all__ = ["BalanceStore", "TradeStore"]
+__all__ = ["BalanceStore", "ReportStore", "TradeStore"]
+
+class ReportStore:
+ logs = []
+ verbose_print = True
+
+ @classmethod
+ def print_log(cls, message):
+ message = str(message)
+ if cls.verbose_print:
+ print(message)
+
+ @classmethod
+ def add_log(cls, hash_):
+ hash_["date"] = datetime.now()
+ cls.logs.append(hash_)
+
+ @classmethod
+ def to_json(cls):
+ 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)
+
+ @classmethod
+ def set_verbose(cls, verbose_print):
+ cls.verbose_print = verbose_print
+
+ @classmethod
+ def log_stage(cls, stage):
+ cls.print_log("-" * (len(stage) + 8))
+ cls.print_log("[Stage] {}".format(stage))
+
+ cls.add_log({
+ "type": "stage",
+ "stage": stage,
+ })
+
+ @classmethod
+ def log_balances(cls, market):
+ cls.print_log("[Balance]")
+ for currency, balance in BalanceStore.all.items():
+ cls.print_log("\t{}".format(balance))
+
+ cls.add_log({
+ "type": "balance",
+ "balances": BalanceStore.as_json()
+ })
+
+ @classmethod
+ def log_tickers(cls, market, 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({
+ "type": "tickers",
+ "compute_value": compute_value,
+ "balance_type": type,
+ "currency": other_currency,
+ "balances": values,
+ "rates": rates,
+ "total": sum(amounts.values()).as_json()["value"]
+ })
+
+ @classmethod
+ def log_dispatch(cls, amount, amounts, liquidity, repartition):
+ cls.add_log({
+ "type": "dispatch",
+ "liquidity": liquidity,
+ "repartition_ratio": repartition,
+ "total_amount": amount.as_json(),
+ "repartition": { k: v.as_json()["value"] for k, v in amounts.items() }
+ })
+
+ @classmethod
+ def log_trades(cls, matching_and_trades, only, debug):
+ 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({
+ "type": "trades",
+ "only": only,
+ "debug": 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({
+ "type": "orders",
+ "only": only,
+ "compute_value": compute_value,
+ "tick": tick,
+ "orders": [order.as_json() for order in orders if order is not None]
+ })
+
+ @classmethod
+ def log_order(cls, order, tick, finished=False, update=None,
+ new_order=None, compute_value=None):
+ if finished:
+ cls.print_log("[Order] Finished {}".format(order))
+ elif update == "waiting":
+ cls.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))
+ elif update == "market_fallback":
+ cls.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))
+
+ cls.add_log({
+ "type": "order",
+ "tick": tick,
+ "update": update,
+ "order": order.as_json(),
+ "compute_value": compute_value,
+ "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({
+ "type": "move_balances",
+ "debug": 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({
+ "type": "http_request",
+ "method": method,
+ "url": url,
+ "body": body,
+ "headers": headers,
+ "status": response.status_code,
+ "response": response.text
+ })
+
+ @classmethod
+ def log_error(cls, action, message=None, exception=None):
+ cls.print_log("[Error] {}".format(action))
+ if exception is not None:
+ cls.print_log(str("\t{}: {}".format(exception.__class__.__name__, exception)))
+ if message is not None:
+ cls.print_log("\t{}".format(message))
+
+ cls.add_log({
+ "type": "error",
+ "action": action,
+ "exception_class": exception.__class__.__name__ if exception is not None else None,
+ "exception_message": str(exception) if exception is not None else None,
+ "message": message,
+ })
+
+ @classmethod
+ def log_debug_action(cls, action):
+ cls.print_log("[Debug] {}".format(action))
+
+ cls.add_log({
+ "type": "debug_action",
+ "action": action,
+ })
class BalanceStore:
all = {}
other_currency_amount = getattr(balance, type)\
.in_currency(other_currency, market, compute_value=compute_value)
amounts[currency] = other_currency_amount
+ ReportStore.log_tickers(market, amounts, other_currency,
+ compute_value, type)
return amounts
@classmethod
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)
@classmethod
def dispatch_assets(cls, amount, liquidity="medium", repartition=None):
amounts[currency] = - amounts[currency]
if currency not in BalanceStore.all:
cls.all[currency] = portfolio.Balance(currency, {})
+ ReportStore.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() }
+
class TradeStore:
all = []
debug = False
@classmethod
def compute_trades(cls, values_in_base, new_repartition, only=None, market=None, debug=False):
+ computed_trades = []
cls.debug = cls.debug or debug
base_currency = sum(values_in_base.values()).currency
for currency in BalanceStore.currencies():
value_to = new_repartition.get(currency, portfolio.Amount(base_currency, 0))
if value_from.value * value_to.value < 0:
- cls.add_trade_if_matching(
+ computed_trades.append(cls.trade_if_matching(
value_from, portfolio.Amount(base_currency, 0),
- currency, only=only, market=market)
- cls.add_trade_if_matching(
+ currency, only=only, market=market))
+ computed_trades.append(cls.trade_if_matching(
portfolio.Amount(base_currency, 0), value_to,
- currency, only=only, market=market)
+ currency, only=only, market=market))
else:
- cls.add_trade_if_matching(value_from, value_to,
- currency, only=only, market=market)
+ computed_trades.append(cls.trade_if_matching(
+ value_from, value_to,
+ currency, only=only, market=market))
+ for matching, trade in computed_trades:
+ if matching:
+ cls.all.append(trade)
+ ReportStore.log_trades(computed_trades, only, cls.debug)
@classmethod
- def add_trade_if_matching(cls, value_from, value_to, currency,
+ def trade_if_matching(cls, value_from, value_to, currency,
only=None, market=None):
trade = portfolio.Trade(value_from, value_to, currency,
market=market)
- if only is None or trade.action == only:
- cls.all.append(trade)
- return True
- return False
+ matching = only is None or trade.action == only
+ return [matching, trade]
@classmethod
def prepare_orders(cls, only=None, compute_value="default"):
+ orders = []
for trade in cls.all:
if only is None or trade.action == only:
- trade.prepare_order(compute_value=compute_value)
+ orders.append(trade.prepare_order(compute_value=compute_value))
+ ReportStore.log_orders(orders, only, compute_value)
@classmethod
- def print_all_with_order(cls):
+ def print_all_with_order(cls, ind=""):
for trade in cls.all:
- trade.print_with_order()
+ trade.print_with_order(ind=ind)
@classmethod
def run_orders(cls):
- for order in cls.all_orders(state="pending"):
+ orders = cls.all_orders(state="pending")
+ for order in orders:
order.run()
+ ReportStore.log_stage("run_orders")
+ ReportStore.log_orders(orders)
@classmethod
def all_orders(cls, state=None):
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff