X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=blobdiff_plain;f=market.py;h=9612b17406de5b45bec1e6dabb59e3e3c870d16d;hp=3b6543ad051411d6c97f879244127fd6c661198d;hb=HEAD;hpb=4ae84fb7861938f7d98802a5621b1bbd6745c914 diff --git a/market.py b/market.py index 3b6543a..9612b17 100644 --- a/market.py +++ b/market.py @@ -1,4 +1,4 @@ -from ccxt import ExchangeError, NotSupported, RequestTimeout, InvalidNonce +from ccxt import AuthenticationError, ExchangeError, NotSupported, RequestTimeout, InvalidNonce import ccxt_wrapper as ccxt import time import dbs @@ -15,6 +15,7 @@ class Market: report = None trades = None balances = None + options = None def __init__(self, ccxt_instance, args, **kwargs): self.args = args @@ -26,6 +27,7 @@ class Market: self.balances = BalanceStore(self) self.processor = Processor(self) + self.options = kwargs.get("options", {}) for key in ["user_id", "market_id"]: setattr(self, key, kwargs.get(key, None)) @@ -88,13 +90,16 @@ class Market: def process(self, actions, before=False, after=False): try: + self.ccxt.check_required_credentials() for action in actions: if bool(before) is bool(after): - self.processor.process(action, steps="all") + self.processor.process(action, steps="all", options=self.options) elif before: - self.processor.process(action, steps="before") + self.processor.process(action, steps="before", options=self.options) elif after: - self.processor.process(action, steps="after") + self.processor.process(action, steps="after", options=self.options) + except AuthenticationError: + self.report.log_error("market_authentication", message="Impossible to authenticate to market") except Exception as e: import traceback self.report.log_error("market_process", exception=e, message=traceback.format_exc()) @@ -201,8 +206,11 @@ class Market: if status == "error_disappeared": self.report.log_error("follow_orders", message="{} disappeared, recreating it".format(order)) - order.trade.prepare_order( + new_order = order.trade.prepare_order( compute_value=order.trade.tick_actions_recreate(tick)) + if new_order is not None: + new_order.run() + self.report.log_order(order, tick, new_order=new_order) self.report.log_stage("follow_orders_end") @@ -215,23 +223,20 @@ class Market: compute_value=compute_value, only=only, repartition=repartition, available_balance_only=available_balance_only) - values_in_base = self.balances.in_currency(base_currency, - compute_value=compute_value) if available_balance_only: - balance = self.balances.all.get(base_currency) - if balance is None: - total_base_value = portfolio.Amount(base_currency, 0) - else: - total_base_value = balance.exchange_free + balance.margin_available + repartition, total_base_value, values_in_base = self.balances.available_balances_for_repartition( + base_currency=base_currency, liquidity=liquidity, + repartition=repartition, compute_value=compute_value) else: + values_in_base = self.balances.in_currency(base_currency, + compute_value=compute_value) total_base_value = sum(values_in_base.values()) new_repartition = self.balances.dispatch_assets(total_base_value, liquidity=liquidity, repartition=repartition) if available_balance_only: for currency, amount in values_in_base.items(): - if currency != base_currency: - new_repartition.setdefault(currency, portfolio.Amount(base_currency, 0)) - new_repartition[currency] += amount + if currency != base_currency and currency not in new_repartition: + new_repartition[currency] = amount self.trades.compute_trades(values_in_base, new_repartition, only=only) @@ -255,7 +260,11 @@ class Processor: { "name": "print_balances", "number": 1, - "fetch_balances_begin": { "log_tickers": True, "add_portfolio": True }, + "fetch_balances_begin": { + "log_tickers": True, + "add_usdt": True, + "add_portfolio": True + }, "print_tickers": { "base_currency": "BTC" }, } ], @@ -286,6 +295,7 @@ class Processor: "fetch_balances_begin": { "checkpoint": "end", "log_tickers": True, + "add_usdt": True, "add_portfolio": True }, }, @@ -317,6 +327,7 @@ class Processor: "fetch_balances_begin": {}, "fetch_balances_end": { "checkpoint": "begin", + "add_usdt": True, "log_tickers": True }, "prepare_trades": { "only": "acquire", "available_balance_only": True }, @@ -336,6 +347,7 @@ class Processor: "fetch_balances_begin": { "checkpoint": "end", "log_tickers": True, + "add_usdt": True, "add_portfolio": True }, "fetch_balances_end": {}, @@ -360,6 +372,7 @@ class Processor: "fetch_balances_begin": {}, "fetch_balances_end": { "checkpoint": "begin", + "add_usdt": True, "log_tickers": True }, "prepare_trades": { "available_balance_only": True }, @@ -395,7 +408,7 @@ class Processor: def can_process(self, scenario_name): return scenario_name in self.scenarios - def process(self, scenario_name, steps="all", **kwargs): + def process(self, scenario_name, steps="all", options={}): if not self.can_process(scenario_name): raise TypeError("Unknown scenario {}".format(scenario_name)) scenario = self.scenarios[scenario_name] @@ -407,23 +420,23 @@ class Processor: for step in steps: selected_steps += self.select_steps(scenario, step) for step in selected_steps: - self.process_step(scenario_name, step, kwargs) + self.process_step(scenario_name, step, options) - def process_step(self, scenario_name, step, kwargs): + def process_step(self, scenario_name, step, options): process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"]) self.market.report.log_stage("{}_begin".format(process_name)) if "fetch_balances_begin" in step: - self.market.balances.fetch_balances(tag="{}_begin".format(process_name), - **step["fetch_balances_begin"]) + self.run_action("fetch_balances", step["fetch_balances_begin"], + dict(options, tag="{}_begin".format(process_name))) for action in self.ordered_actions: if action in step: - self.run_action(action, step[action], kwargs) + self.run_action(action, step[action], options) if "fetch_balances_end" in step: - self.market.balances.fetch_balances(tag="{}_end".format(process_name), - **step["fetch_balances_end"]) + self.run_action("fetch_balances", step["fetch_balances_end"], + dict(options, tag="{}_end".format(process_name))) self.market.report.log_stage("{}_end".format(process_name)) @@ -446,6 +459,8 @@ class Processor: method = self.market.trades.close_trades elif action == "print_tickers": method = self.market.print_tickers + elif action == "fetch_balances": + method = self.market.balances.fetch_balances signature = inspect.getfullargspec(method) defaults = signature.defaults or [] @@ -453,9 +468,9 @@ class Processor: return [method, kwargs] - def parse_args(self, action, default_args, kwargs): + def parse_args(self, action, default_args, options): method, allowed_arguments = self.method_arguments(action) - args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments } + args = {k: v for k, v in {**default_args, **options}.items() if k in allowed_arguments } if "repartition" in args and "base_currency" in args["repartition"]: r = args["repartition"] @@ -463,7 +478,7 @@ class Processor: return method, args - def run_action(self, action, default_args, kwargs): - method, args = self.parse_args(action, default_args, kwargs) + def run_action(self, action, default_args, options): + method, args = self.parse_args(action, default_args, options) method(**args)