From: Ismaël Bouya Date: Sun, 25 Mar 2018 17:08:48 +0000 (+0200) Subject: Handle timeouts for move_balances X-Git-Tag: v1.0^2^2~1 X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=commitdiff_plain;h=337c8286cc31d81ffdad06a225996f86c46c46f0 Handle timeouts for move_balances --- diff --git a/market.py b/market.py index 055967c..ca65bca 100644 --- a/market.py +++ b/market.py @@ -1,10 +1,11 @@ -from ccxt import ExchangeError, NotSupported +from ccxt import ExchangeError, NotSupported, RequestTimeout import ccxt_wrapper as ccxt import time import psycopg2 from store import * from cachetools.func import ttl_cache from datetime import datetime +from retry import retry import portfolio class Market: @@ -88,6 +89,7 @@ class Market: finally: self.store_report() + @retry(RequestTimeout, tries=5) def move_balances(self): needed_in_margin = {} moving_to_margin = {} @@ -102,13 +104,21 @@ class Market: current_balance = self.balances.all[currency].margin_available moving_to_margin[currency] = (needed - current_balance) delta = moving_to_margin[currency].value + action = "Moving {} from exchange to margin".format(moving_to_margin[currency]) + if self.debug and delta != 0: - self.report.log_debug_action("Moving {} from exchange to margin".format(moving_to_margin[currency])) + self.report.log_debug_action(action) continue - if delta > 0: - self.ccxt.transfer_balance(currency, delta, "exchange", "margin") - elif delta < 0: - self.ccxt.transfer_balance(currency, -delta, "margin", "exchange") + try: + if delta > 0: + self.ccxt.transfer_balance(currency, delta, "exchange", "margin") + elif delta < 0: + self.ccxt.transfer_balance(currency, -delta, "margin", "exchange") + except RequestTimeout as e: + self.report.log_error(action, message="Retrying", exception=e) + self.report.log_move_balances(needed_in_margin, moving_to_margin) + self.balances.fetch_balances() + raise e self.report.log_move_balances(needed_in_margin, moving_to_margin) self.balances.fetch_balances() diff --git a/test.py b/test.py index 18616c1..ea1fd9a 100644 --- a/test.py +++ b/test.py @@ -1444,6 +1444,139 @@ class MarketTest(WebMockTestCase): self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") + m.report.reset_mock() + fetch_balances.reset_mock() + with self.subTest(retry=True): + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, self.market_args()) + + value_from = portfolio.Amount("BTC", "0.0") + value_from.linked_to = portfolio.Amount("ETH", "0.0") + value_to = portfolio.Amount("BTC", "-3.0") + trade = portfolio.Trade(value_from, value_to, "ETH", m) + + m.trades.all = [trade] + balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) + m.balances.all = {"BTC": balance} + + m.ccxt.transfer_balance.side_effect = [ + market.ccxt.RequestTimeout, + True + ] + m.move_balances() + self.ccxt.transfer_balance.assert_has_calls([ + mock.call("BTC", 3, "exchange", "margin"), + mock.call("BTC", 3, "exchange", "margin") + ]) + self.assertEqual(2, fetch_balances.call_count) + m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) + self.assertEqual(2, m.report.log_move_balances.call_count) + + self.ccxt.transfer_balance.reset_mock() + m.report.reset_mock() + fetch_balances.reset_mock() + with self.subTest(retry=True, too_much=True): + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, self.market_args()) + + value_from = portfolio.Amount("BTC", "0.0") + value_from.linked_to = portfolio.Amount("ETH", "0.0") + value_to = portfolio.Amount("BTC", "-3.0") + trade = portfolio.Trade(value_from, value_to, "ETH", m) + + m.trades.all = [trade] + balance = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) + m.balances.all = {"BTC": balance} + + m.ccxt.transfer_balance.side_effect = [ + market.ccxt.RequestTimeout, + market.ccxt.RequestTimeout, + market.ccxt.RequestTimeout, + market.ccxt.RequestTimeout, + market.ccxt.RequestTimeout, + ] + with self.assertRaises(market.ccxt.RequestTimeout): + m.move_balances() + + self.ccxt.transfer_balance.reset_mock() + m.report.reset_mock() + fetch_balances.reset_mock() + with self.subTest(retry=True, partial_result=True): + with mock.patch("market.ReportStore"): + m = market.Market(self.ccxt, self.market_args()) + + value_from = portfolio.Amount("BTC", "1.0") + value_from.linked_to = portfolio.Amount("ETH", "10.0") + value_to = portfolio.Amount("BTC", "10.0") + trade1 = portfolio.Trade(value_from, value_to, "ETH", m) + + value_from = portfolio.Amount("BTC", "0.0") + value_from.linked_to = portfolio.Amount("ETH", "0.0") + value_to = portfolio.Amount("BTC", "-3.0") + trade2 = portfolio.Trade(value_from, value_to, "ETH", m) + + value_from = portfolio.Amount("USDT", "0.0") + value_from.linked_to = portfolio.Amount("XVG", "0.0") + value_to = portfolio.Amount("USDT", "-50.0") + trade3 = portfolio.Trade(value_from, value_to, "XVG", m) + + m.trades.all = [trade1, trade2, trade3] + balance1 = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "0" }) + balance2 = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "50" }) + balance3 = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "15" }) + m.balances.all = {"BTC": balance1, "USDT": balance2, "ETC": balance3} + + call_counts = { "BTC": 0, "USDT": 0, "ETC": 0 } + def _transfer_balance(currency, amount, from_, to_): + call_counts[currency] += 1 + if currency == "BTC": + m.balances.all["BTC"] = portfolio.Balance("BTC", { "margin_in_position": "0", "margin_available": "3" }) + if currency == "USDT": + if call_counts["USDT"] == 1: + raise market.ccxt.RequestTimeout + else: + m.balances.all["USDT"] = portfolio.Balance("USDT", { "margin_in_position": "100", "margin_available": "150" }) + if currency == "ETC": + m.balances.all["ETC"] = portfolio.Balance("ETC", { "margin_in_position": "10", "margin_available": "10" }) + + + m.ccxt.transfer_balance.side_effect = _transfer_balance + + m.move_balances() + self.ccxt.transfer_balance.assert_has_calls([ + mock.call("BTC", 3, "exchange", "margin"), + mock.call('USDT', 100, 'exchange', 'margin'), + mock.call('USDT', 100, 'exchange', 'margin'), + mock.call("ETC", 5, "margin", "exchange") + ]) + self.assertEqual(2, fetch_balances.call_count) + m.report.log_error.assert_called_with(mock.ANY, message="Retrying", exception=mock.ANY) + self.assertEqual(2, m.report.log_move_balances.call_count) + m.report.log_move_balances.asser_has_calls([ + mock.call( + { + 'BTC': portfolio.Amount("BTC", "3"), + 'USDT': portfolio.Amount("USDT", "150"), + 'ETC': portfolio.Amount("ETC", "10"), + }, + { + 'BTC': portfolio.Amount("BTC", "3"), + 'USDT': portfolio.Amount("USDT", "100"), + }), + mock.call( + { + 'BTC': portfolio.Amount("BTC", "3"), + 'USDT': portfolio.Amount("USDT", "150"), + 'ETC': portfolio.Amount("ETC", "10"), + }, + { + 'BTC': portfolio.Amount("BTC", "0"), + 'USDT': portfolio.Amount("USDT", "100"), + 'ETC': portfolio.Amount("ETC", "-5"), + }), + ]) + + def test_store_file_report(self): file_open = mock.mock_open() m = market.Market(self.ccxt, self.market_args(), report_path="present", user_id=1)