From: Ismaël Bouya Date: Sat, 20 Jan 2018 12:44:30 +0000 (+0100) Subject: Change integer to decimals X-Git-Tag: v0.1~38 X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=commitdiff_plain;h=5ab23e1c86de4caf0a34b9b91e5b9eddb0efa222 Change integer to decimals --- diff --git a/market.py b/market.py index a34636e..63eff5a 100644 --- a/market.py +++ b/market.py @@ -1,5 +1,56 @@ import ccxt +import decimal +def exchange_sum(self, *args): + return sum([arg for arg in args if isinstance(arg, (float, int, decimal.Decimal))]) +ccxt.Exchange.sum = exchange_sum +def poloniex_fetch_balance(self, params={}): + self.load_markets() + balances = self.privatePostReturnCompleteBalances(self.extend({ + 'account': 'all', + }, params)) + result = {'info': balances} + currencies = list(balances.keys()) + for c in range(0, len(currencies)): + id = currencies[c] + balance = balances[id] + currency = self.common_currency_code(id) + account = { + 'free': decimal.Decimal(balance['available']), + 'used': decimal.Decimal(balance['onOrders']), + 'total': decimal.Decimal(0.0), + } + account['total'] = self.sum(account['free'], account['used']) + result[currency] = account + return self.parse_balance(result) +ccxt.poloniex.fetch_balance = poloniex_fetch_balance + +def poloniex_parse_ticker(self, ticker, market=None): + timestamp = self.milliseconds() + symbol = None + if market: + symbol = market['symbol'] + return { + 'symbol': symbol, + 'timestamp': timestamp, + 'datetime': self.iso8601(timestamp), + 'high': decimal.Decimal(ticker['high24hr']), + 'low': decimal.Decimal(ticker['low24hr']), + 'bid': decimal.Decimal(ticker['highestBid']), + 'ask': decimal.Decimal(ticker['lowestAsk']), + 'vwap': None, + 'open': None, + 'close': None, + 'first': None, + 'last': decimal.Decimal(ticker['last']), + 'change': decimal.Decimal(ticker['percentChange']), + 'percentage': None, + 'average': None, + 'baseVolume': decimal.Decimal(ticker['quoteVolume']), + 'quoteVolume': decimal.Decimal(ticker['baseVolume']), + 'info': ticker, + } +ccxt.poloniex.parse_ticker = poloniex_parse_ticker market = ccxt.poloniex({ "apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX", "secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef", diff --git a/portfolio.py b/portfolio.py index b0f9256..e1ee1f8 100644 --- a/portfolio.py +++ b/portfolio.py @@ -1,5 +1,6 @@ import ccxt import time +from decimal import Decimal as D # Put your poloniex api key in market.py from market import market @@ -37,7 +38,9 @@ class Portfolio: except Exception: return try: - cls.data = json.loads(r.data) + cls.data = json.loads(r.data, + parse_int=D, + parse_float=D) except json.JSONDecodeError: cls.data = None @@ -83,22 +86,15 @@ class Portfolio: class Amount: MAX_DIGITS = 18 - def __init__(self, currency, value, int_val=None, linked_to=None, ticker=None): + def __init__(self, currency, value, linked_to=None, ticker=None): self.currency = currency - if int_val is None: - self._value = int(value * 10**self.MAX_DIGITS) - else: - self._value = int_val + self.value = D(value) self.linked_to = linked_to self.ticker = ticker self.ticker_cache = {} self.ticker_cache_timestamp = time.time() - @property - def value(self): - return self._value / 10 ** self.MAX_DIGITS - def in_currency(self, other_currency, market, action="average"): if other_currency == self.currency: return self @@ -106,20 +102,19 @@ class Amount: if asset_ticker is not None: return Amount( other_currency, - 0, - int_val=int(self._value * asset_ticker[action]), + self.value * asset_ticker[action], linked_to=self, ticker=asset_ticker) else: raise Exception("This asset is not available in the chosen market") def __abs__(self): - return Amount(self.currency, 0, int_val=abs(self._value)) + return Amount(self.currency, abs(self.value)) def __add__(self, other): - if other.currency != self.currency and other._value * self._value != 0: + if other.currency != self.currency and other.value * self.value != 0: raise Exception("Summing amounts must be done with same currencies") - return Amount(self.currency, 0, int_val=self._value + other._value) + return Amount(self.currency, self.value + other.value) def __radd__(self, other): if other == 0: @@ -128,25 +123,22 @@ class Amount: return self.__add__(other) def __sub__(self, other): - if other.currency != self.currency and other._value * self._value != 0: + if other.currency != self.currency and other.value * self.value != 0: raise Exception("Summing amounts must be done with same currencies") - return Amount(self.currency, 0, int_val=self._value - other._value) - - def __int__(self): - return self._value + return Amount(self.currency, self.value - other.value) def __mul__(self, value): - if type(value) != int and type(value) != float: + if type(value) != int and type(value) != float and type(value) != D: raise TypeError("Amount may only be multiplied by numbers") - return Amount(self.currency, 0, int_val=(self._value * value)) + return Amount(self.currency, self.value * value) def __rmul__(self, value): return self.__mul__(value) def __floordiv__(self, value): - if type(value) != int: + if type(value) != int and type(value) != float and type(value) != D: raise TypeError("Amount may only be multiplied by integers") - return Amount(self.currency, 0, int_val=(self._value // value)) + return Amount(self.currency, self.value / value) def __truediv__(self, value): return self.__floordiv__(value) @@ -154,14 +146,14 @@ class Amount: def __lt__(self, other): if self.currency != other.currency: raise Exception("Comparing amounts must be done with same currencies") - return self._value < other._value + return self.value < other.value def __eq__(self, other): if other == 0: - return self._value == 0 + return self.value == 0 if self.currency != other.currency: raise Exception("Comparing amounts must be done with same currencies") - return self._value == other._value + return self.value == other.value def __str__(self): if self.linked_to is None: @@ -266,7 +258,7 @@ class Trade: def invert(ticker): return { "inverted": True, - "average": (float(1/ticker["bid"]) + float(1/ticker["ask"]) ) / 2, + "average": (1/ticker["bid"] + 1/ticker["ask"]) / 2, "original": ticker, } def augment_ticker(ticker): @@ -416,6 +408,8 @@ class Order: def print_orders(market, base_currency="BTC"): Balance.prepare_trades(market, base_currency=base_currency) + for currency, balance in Balance.known_balances.items(): + print(balance) for currency, trade in Trade.trades.items(): print(trade) for order in trade.orders: diff --git a/test.py b/test.py index 7608061..fde3a06 100644 --- a/test.py +++ b/test.py @@ -1,16 +1,14 @@ import portfolio import unittest +from decimal import Decimal as D from unittest import mock class AmountTest(unittest.TestCase): def test_values(self): - amount = portfolio.Amount("BTC", 0.65) - self.assertEqual(0.65, amount.value) + amount = portfolio.Amount("BTC", "0.65") + self.assertEqual(D("0.65"), amount.value) self.assertEqual("BTC", amount.currency) - amount = portfolio.Amount("BTC", 10, int_val=2000000000000000) - self.assertEqual(0.002, amount.value) - def test_in_currency(self): amount = portfolio.Amount("ETC", 10) @@ -24,12 +22,12 @@ class AmountTest(unittest.TestCase): with mock.patch.object(portfolio.Trade, 'get_ticker', new=ticker_mock): ticker_mock.return_value = { - "average": 0.3, + "average": D("0.3"), "foo": "bar", } converted_amount = amount.in_currency("ETH", None) - self.assertEqual(3.0, converted_amount.value) + self.assertEqual(D("3.0"), converted_amount.value) self.assertEqual("ETH", converted_amount.currency) self.assertEqual(amount, converted_amount.linked_to) self.assertEqual("bar", converted_amount.ticker["foo"]) @@ -44,13 +42,13 @@ class AmountTest(unittest.TestCase): self.assertEqual("SC", abs(amount).currency) def test__add(self): - amount1 = portfolio.Amount("XVG", 12.9) - amount2 = portfolio.Amount("XVG", 13.1) + amount1 = portfolio.Amount("XVG", "12.9") + amount2 = portfolio.Amount("XVG", "13.1") self.assertEqual(26, (amount1 + amount2).value) self.assertEqual("XVG", (amount1 + amount2).currency) - amount3 = portfolio.Amount("ETH", 1.6) + amount3 = portfolio.Amount("ETH", "1.6") with self.assertRaises(Exception): amount1 + amount3 @@ -58,35 +56,31 @@ class AmountTest(unittest.TestCase): self.assertEqual(amount1, amount1 + amount4) def test__radd(self): - amount = portfolio.Amount("XVG", 12.9) + amount = portfolio.Amount("XVG", "12.9") self.assertEqual(amount, 0 + amount) with self.assertRaises(Exception): 4 + amount def test__sub(self): - amount1 = portfolio.Amount("XVG", 13.3) - amount2 = portfolio.Amount("XVG", 13.1) + amount1 = portfolio.Amount("XVG", "13.3") + amount2 = portfolio.Amount("XVG", "13.1") - self.assertEqual(0.2, (amount1 - amount2).value) + self.assertEqual(D("0.2"), (amount1 - amount2).value) self.assertEqual("XVG", (amount1 - amount2).currency) - amount3 = portfolio.Amount("ETH", 1.6) + amount3 = portfolio.Amount("ETH", "1.6") with self.assertRaises(Exception): amount1 - amount3 amount4 = portfolio.Amount("ETH", 0.0) self.assertEqual(amount1, amount1 - amount4) - def test__int(self): - amount = portfolio.Amount("XMR", 0.1) - self.assertEqual(100000000000000000, int(amount)) - def test__mul(self): amount = portfolio.Amount("XEM", 11) - self.assertEqual(38.5, (amount * 3.5).value) - self.assertEqual(33, (amount * 3).value) + self.assertEqual(D("38.5"), (amount * D("3.5")).value) + self.assertEqual(D("33"), (amount * 3).value) with self.assertRaises(Exception): amount * amount @@ -94,24 +88,20 @@ class AmountTest(unittest.TestCase): def test__rmul(self): amount = portfolio.Amount("XEM", 11) - self.assertEqual(38.5, (3.5 * amount).value) - self.assertEqual(33, (3 * amount).value) + self.assertEqual(D("38.5"), (D("3.5") * amount).value) + self.assertEqual(D("33"), (3 * amount).value) def test__floordiv(self): amount = portfolio.Amount("XEM", 11) - self.assertEqual(5.5, (amount // 2).value) - with self.assertRaises(TypeError): - amount // 2.5 - self.assertEqual(1571428571428571428, (amount // 7)._value) + self.assertEqual(D("5.5"), (amount / 2).value) + self.assertEqual(D("4.4"), (amount / D("2.5")).value) def test__div(self): amount = portfolio.Amount("XEM", 11) - with self.assertRaises(TypeError): - amount / 2.5 - self.assertEqual(5.5, (amount / 2).value) - self.assertEqual(1571428571428571428, (amount / 7)._value) + self.assertEqual(D("5.5"), (amount / 2).value) + self.assertEqual(D("4.4"), (amount / D("2.5")).value) def test__lt(self): amount1 = portfolio.Amount("BTD", 11.3) @@ -290,32 +280,32 @@ class BalanceTest(unittest.TestCase): @mock.patch.object(portfolio.Trade, "get_ticker") def test_in_currency(self, get_ticker): portfolio.Balance.known_balances = { - "BTC": portfolio.Balance("BTC", 0.65, 0.35, 0.30), + "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), "ETH": portfolio.Balance("ETH", 3, 3, 0), } market = mock.Mock() get_ticker.return_value = { - "bid": 0.09, - "ask": 0.11, - "average": 0.1, + "bid": D("0.09"), + "ask": D("0.11"), + "average": D("0.1"), } amounts = portfolio.Balance.in_currency("BTC", market) self.assertEqual("BTC", amounts["ETH"].currency) - self.assertEqual(0.65, amounts["BTC"].value) - self.assertEqual(0.30, amounts["ETH"].value) + self.assertEqual(D("0.65"), amounts["BTC"].value) + self.assertEqual(D("0.30"), amounts["ETH"].value) amounts = portfolio.Balance.in_currency("BTC", market, action="bid") - self.assertEqual(0.65, amounts["BTC"].value) - self.assertEqual(0.27, amounts["ETH"].value) + self.assertEqual(D("0.65"), amounts["BTC"].value) + self.assertEqual(D("0.27"), amounts["ETH"].value) amounts = portfolio.Balance.in_currency("BTC", market, action="bid", type="used") - self.assertEqual(0.30, amounts["BTC"].value) + self.assertEqual(D("0.30"), amounts["BTC"].value) self.assertEqual(0, amounts["ETH"].value) def test_currencies(self): portfolio.Balance.known_balances = { - "BTC": portfolio.Balance("BTC", 0.65, 0.35, 0.30), + "BTC": portfolio.Balance("BTC", "0.65", "0.35", "0.30"), "ETH": portfolio.Balance("ETH", 3, 3, 0), } self.assertListEqual(["BTC", "ETH"], list(portfolio.Balance.currencies())) @@ -341,10 +331,10 @@ class BalanceTest(unittest.TestCase): "BTC": 2600, } - amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", 10.1)) + amounts = portfolio.Balance.dispatch_assets(portfolio.Amount("BTC", "10.1")) self.assertIn("XEM", portfolio.Balance.currencies()) - self.assertEqual(2.6, amounts["BTC"].value) - self.assertEqual(7.5, amounts["XEM"].value) + self.assertEqual(D("2.6"), amounts["BTC"].value) + self.assertEqual(D("7.5"), amounts["XEM"].value) @mock.patch.object(portfolio.Portfolio, "repartition_pertenthousand") @mock.patch.object(portfolio.Trade, "get_ticker") @@ -355,20 +345,20 @@ class BalanceTest(unittest.TestCase): "BTC": 2500, } get_ticker.side_effect = [ - { "average": 0.0001 }, - { "average": 0.000001 } + { "average": D("0.0001") }, + { "average": D("0.000001") } ] market = mock.Mock() market.fetch_balance.return_value = { "USDT": { - "free": 10000.0, - "used": 0.0, - "total": 10000.0 + "free": D("10000.0"), + "used": D("0.0"), + "total": D("10000.0") }, "XVG": { - "free": 10000.0, - "used": 0.0, - "total": 10000.0 + "free": D("10000.0"), + "used": D("0.0"), + "total": D("10000.0") }, } portfolio.Balance.prepare_trades(market) @@ -377,9 +367,9 @@ class BalanceTest(unittest.TestCase): call = compute_trades.call_args self.assertEqual(market, call[1]["market"]) self.assertEqual(1, call[0][0]["USDT"].value) - self.assertEqual(0.01, call[0][0]["XVG"].value) - self.assertEqual(0.2525, call[0][1]["BTC"].value) - self.assertEqual(0.7575, call[0][1]["XEM"].value) + self.assertEqual(D("0.01"), call[0][0]["XVG"].value) + self.assertEqual(D("0.2525"), call[0][1]["BTC"].value) + self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) def test__repr(self): balance = portfolio.Balance("BTX", 3, 1, 2)