X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=blobdiff_plain;f=portfolio.py;h=1d291069bfa08c7cb497e90046de010e6d7f2e02;hp=c313fd9067cae8e5624620b7a237001ce48082a4;hb=HEAD;hpb=fcb18fead0e92ddc075416e11934b62afa3e2ba3

diff --git a/portfolio.py b/portfolio.py
index c313fd9..1d29106 100644
--- a/portfolio.py
+++ b/portfolio.py
@@ -4,6 +4,10 @@ from decimal import Decimal as D, ROUND_DOWN
 from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached, OrderNotFound, RequestTimeout, InvalidNonce
 
 class Computation:
+    @staticmethod
+    def eat_several(market):
+        return lambda x, y: market.ccxt.fetch_nth_order_book(x["symbol"], y, 15)
+
     computations = {
             "default": lambda x, y: x[y],
             "average": lambda x, y: x["average"],
@@ -48,7 +52,7 @@ class Amount:
                     ticker=asset_ticker,
                     rate=rate)
         else:
-            raise Exception("This asset is not available in the chosen market")
+            return Amount(other_currency, 0, linked_to=self, ticker=None, rate=0)
 
     def as_json(self):
         return {
@@ -261,12 +265,12 @@ class Trade:
 
     @property
     def is_fullfiled(self):
-        return abs(self.filled_amount(in_base_currency=(not self.inverted))) >= abs(self.delta)
+        return abs(self.filled_amount(in_base_currency=(not self.inverted), refetch=True)) >= abs(self.delta)
 
-    def filled_amount(self, in_base_currency=False):
+    def filled_amount(self, in_base_currency=False, refetch=False):
         filled_amount = 0
         for order in self.orders:
-            filled_amount += order.filled_amount(in_base_currency=in_base_currency)
+            filled_amount += order.filled_amount(in_base_currency=in_base_currency, refetch=refetch)
         return filled_amount
 
     tick_actions = {
@@ -288,8 +292,12 @@ class Trade:
         if tick in self.tick_actions:
             update, compute_value = self.tick_actions[tick]
         elif tick % 3 == 1:
-            update = "market_adjust"
-            compute_value = "default"
+            if tick < 20:
+                update = "market_adjust"
+                compute_value = "default"
+            else:
+                update = "market_adjust_eat"
+                compute_value = Computation.eat_several(self.market)
         else:
             update = "waiting"
             compute_value = None
@@ -578,18 +586,18 @@ class Order:
         self.fetch_mouvements()
 
         self.mark_disappeared_order()
-
+        self.mark_dust_amount_remaining_order()
         self.mark_finished_order()
-        # FIXME: consider open order with dust remaining as closed
 
-    def dust_amount_remaining(self):
-        return self.remaining_amount() < Amount(self.amount.currency, D("0.001"))
+    def mark_dust_amount_remaining_order(self):
+        if self.status == "open" and self.market.ccxt.is_dust_trade(self.remaining_amount().value, self.rate):
+            self.status = "closed_dust_remaining"
 
-    def remaining_amount(self):
-        return self.amount - self.filled_amount()
+    def remaining_amount(self, refetch=False):
+        return self.amount - self.filled_amount(refetch=refetch)
 
-    def filled_amount(self, in_base_currency=False):
-        if self.status == "open":
+    def filled_amount(self, in_base_currency=False, refetch=False):
+        if refetch and self.status == "open":
             self.fetch()
         filled_amount = 0
         for mouvement in self.mouvements:
@@ -616,7 +624,7 @@ class Order:
             self.market.report.log_debug_action("Mark {} as cancelled".format(self))
             self.status = "canceled"
             return
-        if self.open and self.id is not None:
+        if (self.status == "closed_dust_remaining" or self.open) and self.id is not None:
             try:
                 self.market.ccxt.cancel_order(self.id)
             except OrderNotFound as e: # Closed inbetween