X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=blobdiff_plain;f=market.py;h=ce418415ad30e30ab6c9e556ee1a3d2b1c4cd94f;hp=7a37cf622aed28899f4815cd1b388e89e0a98a34;hb=17fd3f752d5e37df906abddf1f13fd7ad1de6c00;hpb=e7d7c0e5645da35adcbfec9e51deb68f012c422f diff --git a/market.py b/market.py index 7a37cf6..ce41841 100644 --- a/market.py +++ b/market.py @@ -2,6 +2,7 @@ from ccxt import ExchangeError, NotSupported, RequestTimeout, InvalidNonce import ccxt_wrapper as ccxt import time import psycopg2 +import redis from store import * from cachetools.func import ttl_cache from datetime import datetime @@ -26,7 +27,7 @@ class Market: self.balances = BalanceStore(self) self.processor = Processor(self) - for key in ["user_id", "market_id", "pg_config"]: + for key in ["user_id", "market_id", "pg_config", "redis_config"]: setattr(self, key, kwargs.get(key, None)) self.report.log_market(self.args) @@ -46,6 +47,8 @@ class Market: self.store_file_report(date) if self.pg_config is not None and self.args.report_db: self.store_database_report(date) + if self.redis_config is not None and self.args.report_redis: + self.store_redis_report(date) def store_file_report(self, date): try: @@ -74,19 +77,28 @@ class Market: except Exception as e: print("impossible to store report to database: {}; {}".format(e.__class__.__name__, e)) + def store_redis_report(self, date): + try: + conn = redis.Redis(**self.redis_config) + for type_, log in self.report.to_json_redis(): + key = "/cryptoportfolio/{}/{}/{}".format(self.market_id, date.isoformat(), type_) + conn.set(key, log, ex=31*24*60*60) + key = "/cryptoportfolio/{}/latest/{}".format(self.market_id, type_) + conn.set(key, log) + key = "/cryptoportfolio/{}/latest/date".format(self.market_id) + conn.set(key, date.isoformat()) + except Exception as e: + print("impossible to store report to redis: {}; {}".format(e.__class__.__name__, e)) + def process(self, actions, before=False, after=False): try: - if len(actions or []) == 0: - if before: - self.processor.process("sell_all", steps="before") - if after: - self.processor.process("sell_all", steps="after") - else: - for action in actions: - if hasattr(self, action): - getattr(self, action)() - else: - self.report.log_error("market_process", message="Unknown action {}".format(action)) + for action in actions: + if bool(before) is bool(after): + self.processor.process(action, steps="all") + elif before: + self.processor.process(action, steps="before") + elif after: + self.processor.process(action, steps="after") except Exception as e: self.report.log_error("market_process", exception=e) finally: @@ -212,16 +224,7 @@ class Market: liquidity=liquidity, repartition=repartition) self.trades.compute_trades(values_in_base, new_repartition, only=only) - # Helpers - def print_orders(self, base_currency="BTC"): - self.report.log_stage("print_orders") - self.balances.fetch_balances(tag="print_orders") - self.prepare_trades(base_currency=base_currency, compute_value="average") - self.trades.prepare_orders(compute_value="average") - - def print_balances(self, base_currency="BTC"): - self.report.log_stage("print_balances") - self.balances.fetch_balances() + def print_tickers(self, base_currency="BTC"): if base_currency is not None: self.report.print_log("total:") self.report.print_log(sum(self.balances.in_currency(base_currency).values())) @@ -237,12 +240,20 @@ class Processor: "wait_for_recent": {}, }, ], + "print_balances": [ + { + "name": "print_balances", + "number": 1, + "fetch_balances": ["begin"], + "print_tickers": { "base_currency": "BTC" }, + } + ], "print_orders": [ { "name": "wait", "number": 1, - "before": False, - "after": True, + "before": True, + "after": False, "wait_for_recent": {}, }, { @@ -328,7 +339,7 @@ class Processor: ordered_actions = [ "wait_for_recent", "prepare_trades", "prepare_orders", "move_balances", "run_orders", "follow_orders", - "close_trades"] + "close_trades", "print_tickers"] def __init__(self, market): self.market = market @@ -337,7 +348,7 @@ class Processor: if step == "all": return scenario elif step == "before" or step == "after": - return list(filter(lambda x: step in x and x[step], scenario)) + return list(filter(lambda x: x.get(step, False), scenario)) elif type(step) == int: return [scenario[step-1]] elif type(step) == str: @@ -345,7 +356,12 @@ class Processor: else: raise TypeError("Unknown step {}".format(step)) + def can_process(self, scenario_name): + return scenario_name in self.scenarios + def process(self, scenario_name, steps="all", **kwargs): + if not self.can_process(scenario_name): + raise TypeError("Unknown scenario {}".format(scenario_name)) scenario = self.scenarios[scenario_name] selected_steps = [] @@ -388,6 +404,8 @@ class Processor: method = self.market.follow_orders elif action == "close_trades": method = self.market.trades.close_trades + elif action == "print_tickers": + method = self.market.print_tickers signature = inspect.getfullargspec(method) defaults = signature.defaults or []