X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=blobdiff_plain;f=portfolio.py;h=1d291069bfa08c7cb497e90046de010e6d7f2e02;hp=d8a546584afc4549be442e1593030ec82c5f0eef;hb=HEAD;hpb=9eb0de20f243bb78de0bf9118289f01f1ea1f77c diff --git a/portfolio.py b/portfolio.py index d8a5465..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 @@ -582,14 +590,14 @@ class Order: self.mark_finished_order() def mark_dust_amount_remaining_order(self): - if self.market.ccxt.is_dust_trade(self.remaining_amount().value, self.rate): + 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: