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):
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))