]> git.immae.eu Git - perso/Immae/Projets/Cryptomonnaies/Cryptoportfolio/Trader.git/commitdiff
Add comments to explain the trade -> order conversion
authorIsmaël Bouya <ismael.bouya@normalesup.org>
Wed, 24 Jan 2018 07:20:21 +0000 (08:20 +0100)
committerIsmaël Bouya <ismael.bouya@normalesup.org>
Wed, 24 Jan 2018 07:20:21 +0000 (08:20 +0100)
portfolio.py

index fc468c28d5bfed892c9e48290d5fd4ec4ef64edb..cb14c5d6223d44751f6f99d1f886e9a8aa5de7c2 100644 (file)
@@ -13,8 +13,8 @@ class Portfolio:
     def repartition_pertenthousand(cls, liquidity="medium"):
         cls.parse_cryptoportfolio()
         liquidities = cls.liquidities[liquidity]
-        last_date = sorted(liquidities.keys())[-1]
-        return liquidities[last_date]
+        cls.last_date = sorted(liquidities.keys())[-1]
+        return liquidities[cls.last_date]
 
     @classmethod
     def get_cryptoportfolio(cls):
@@ -360,24 +360,52 @@ class Trade:
         if inverted:
             ticker = ticker["original"]
         rate = Trade.compute_value(ticker, self.order_action(inverted), compute_value=compute_value)
+        # 0.1
 
-        # We can use that amount of BTC:
         delta_in_base = abs(self.value_from - self.value_to)
+        # 9 BTC's worth of move (10 - 1 or 1 - 10 depending on case)
 
         if not inverted:
             if self.action == "sell":
+                # I have 10 BTC worth of FOO, and I want to sell 9 BTC worth of it
+                # At rate 1 Foo = 0.1 BTC
                 value_from = self.value_from.linked_to
+                # value_from = 100 FOO
                 value_to = self.value_to.in_currency(self.currency, self.market, rate=1/self.value_from.rate)
+                # value_to   = 10 FOO (1 BTC * 1/0.1)
                 delta = abs(value_to - value_from)
+                # delta      = 90 FOO
+                # Action: "sell" "90 FOO" at rate "0.1" "BTC" on "market"
+
+                # Note: no rounding error possible: if we have value_to == 0, then delta == value_from
             else:
                 delta = delta_in_base.in_currency(self.currency, self.market, rate=1/rate)
+                # I want to buy 9 / 0.1 FOO
+                # Action: "buy" "90 FOO" at rate "0.1" "BTC" on "market"
+
+                # FIXME: Need to round up to the correct amount of FOO in case
+                # we want to use all BTC
             currency = self.base_currency
+            # BTC
         else:
             if self.action == "sell":
-                delta = delta_in_base.in_currency(self.base_currency, self.market, rate=rate)
+                # I have 10 BTC worth of FOO, and I want to sell 9 BTC worth of it
+                # At rate 1 Foo = 0.1 BTC
+                delta = delta_in_base
+                # Action: "buy" "9 BTC" at rate "1/0.1" "FOO" on market
+
+                # FIXME: Need to round up to the correct amount of FOO in case
+                # we want to sell all
             else:
                 delta = delta_in_base
+                # I want to buy 9 / 0.1 FOO
+                # Action: "sell" "9 BTC" at rate "1/0.1" "FOO" on "market"
+
+                # FIXME: Need to round up to the correct amount of FOO in case
+                # we want to use all BTC
+
             currency = self.currency
+            # FOO
 
         self.orders.append(Order(self.order_action(inverted), delta, rate, currency, self.market))