From: Ismaël Bouya Date: Mon, 19 Feb 2018 17:16:43 +0000 (+0100) Subject: Add liquidity to helper methods X-Git-Tag: v0.1~4 X-Git-Url: https://git.immae.eu/?p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git;a=commitdiff_plain;h=e246023e2b630c0737f1027a5e99f517f874d699 Add liquidity to helper methods --- diff --git a/helper.py b/helper.py index 3e39785..23b2d0b 100644 --- a/helper.py +++ b/helper.py @@ -72,20 +72,20 @@ def fetch_fees(market): fees_cache[market.__class__] = market.fetch_fees() return fees_cache[market.__class__] -def prepare_trades(market, base_currency="BTC", compute_value="average", debug=False): +def prepare_trades(market, base_currency="BTC", liquidity="medium", compute_value="average", debug=False): BalanceStore.fetch_balances(market) values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) total_base_value = sum(values_in_base.values()) - new_repartition = BalanceStore.dispatch_assets(total_base_value) + new_repartition = BalanceStore.dispatch_assets(total_base_value, liquidity=liquidity) # Recompute it in case we have new currencies values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug) -def update_trades(market, base_currency="BTC", compute_value="average", only=None, debug=False): +def update_trades(market, base_currency="BTC", liquidity="medium", compute_value="average", only=None, debug=False): BalanceStore.fetch_balances(market) values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) total_base_value = sum(values_in_base.values()) - new_repartition = BalanceStore.dispatch_assets(total_base_value) + new_repartition = BalanceStore.dispatch_assets(total_base_value, liquidity=liquidity) TradeStore.compute_trades(values_in_base, new_repartition, only=only, market=market, debug=debug) def prepare_trades_to_sell_all(market, base_currency="BTC", compute_value="average", debug=False): @@ -126,8 +126,8 @@ def print_balances(market, base_currency="BTC"): print("total:") print(sum(BalanceStore.in_currency(base_currency, market).values())) -def process_sell_needed__1_sell(market, base_currency="BTC", debug=False): - prepare_trades(market, base_currency=base_currency, debug=debug) +def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC", debug=False): + prepare_trades(market, liquidity=liquidity, base_currency=base_currency, debug=debug) TradeStore.prepare_orders(compute_value="average", only="dispose") print("------------------") for currency, balance in BalanceStore.all.items(): @@ -138,8 +138,8 @@ def process_sell_needed__1_sell(market, base_currency="BTC", debug=False): TradeStore.run_orders() follow_orders() -def process_sell_needed__2_buy(market, base_currency="BTC", debug=False): - update_trades(market, base_currency=base_currency, debug=debug, only="acquire") +def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC", debug=False): + update_trades(market, base_currency=base_currency, liquidity=liquidity, debug=debug, only="acquire") TradeStore.prepare_orders(compute_value="average", only="acquire") print("------------------") for currency, balance in BalanceStore.all.items(): @@ -151,7 +151,7 @@ def process_sell_needed__2_buy(market, base_currency="BTC", debug=False): TradeStore.run_orders() follow_orders() -def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False): +def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False, liquidity="medium"): prepare_trades_to_sell_all(market, base_currency=base_currency, debug=debug) TradeStore.prepare_orders(compute_value="average") print("------------------") @@ -163,9 +163,9 @@ def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False): TradeStore.run_orders() follow_orders() -def process_sell_all__2_all_buy(market, base_currency="BTC", debug=False): - prepare_trades(market, base_currency=base_currency, debug=debug) - TradeStore.prepare_orders() +def process_sell_all__2_all_buy(market, base_currency="BTC", debug=False, liquidity="medium"): + prepare_trades(market, liquidity=liquidity, base_currency=base_currency, debug=debug) + TradeStore.prepare_orders(compute_value="average") print("------------------") for currency, balance in BalanceStore.all.items(): print(balance) diff --git a/test.py b/test.py index d58b203..93809ed 100644 --- a/test.py +++ b/test.py @@ -870,7 +870,7 @@ class HelperTest(WebMockTestCase): } helper.process_sell_needed__1_sell(market) prepare_trades.assert_called_with(market, base_currency="BTC", - debug=False) + liquidity="medium", debug=False) prepare_orders.assert_called_with(compute_value="average", only="dispose") print_all_with_order.assert_called() @@ -903,7 +903,7 @@ class HelperTest(WebMockTestCase): } helper.process_sell_needed__2_buy(market) update_trades.assert_called_with(market, base_currency="BTC", - debug=False, only="acquire") + debug=False, liquidity="medium", only="acquire") prepare_orders.assert_called_with(compute_value="average", only="acquire") print_all_with_order.assert_called() @@ -968,8 +968,8 @@ class HelperTest(WebMockTestCase): } helper.process_sell_all__2_all_buy(market) prepare_trades.assert_called_with(market, base_currency="BTC", - debug=False) - prepare_orders.assert_called_with() + liquidity="medium", debug=False) + prepare_orders.assert_called_with(compute_value="average") print_all_with_order.assert_called() move_balances.assert_called_with(market, debug=False) run_orders.assert_called()