path: root/helper.py

import time
from ccxt import ExchangeError
from store import *

def move_balances(market, debug=False):
    needed_in_margin = {} 
    moving_to_margin = {}

    for currency in BalanceStore.all:
        if BalanceStore.all[currency].margin_free != 0:
            needed_in_margin[currency] = 0
    for trade in TradeStore.all:
        if trade.value_to.currency not in needed_in_margin:
            needed_in_margin[trade.value_to.currency] = 0
        if trade.trade_type == "short":
            needed_in_margin[trade.value_to.currency] += abs(trade.value_to)
    for currency, needed in needed_in_margin.items():
        current_balance = BalanceStore.all[currency].margin_free
        moving_to_margin[currency] = (needed - current_balance)
        delta = moving_to_margin[currency].value
        if debug:
            ReportStore.log_debug_action("Moving {} from exchange to margin".format(moving_to_margin[currency]))
            continue
        if delta > 0:
            market.transfer_balance(currency, delta, "exchange", "margin")
        elif delta < 0:
            market.transfer_balance(currency, -delta, "margin", "exchange")
    ReportStore.log_move_balances(needed_in_margin, moving_to_margin, debug)

    BalanceStore.fetch_balances(market)

ticker_cache = {}
ticker_cache_timestamp = time.time()
def get_ticker(c1, c2, market, refresh=False):
    global ticker_cache, ticker_cache_timestamp
    def invert(ticker):
        return {
                "inverted": True,
                "average": (1/ticker["bid"] + 1/ticker["ask"]) / 2,
                "original": ticker,
                }
    def augment_ticker(ticker):
        ticker.update({
            "inverted": False,
            "average": (ticker["bid"] + ticker["ask"] ) / 2,
            })

    if time.time() - ticker_cache_timestamp > 5:
        ticker_cache = {}
        ticker_cache_timestamp = time.time()
    elif not refresh:
        if (c1, c2, market.__class__) in ticker_cache:
            return ticker_cache[(c1, c2, market.__class__)]
        if (c2, c1, market.__class__) in ticker_cache:
            return invert(ticker_cache[(c2, c1, market.__class__)])

    try:
        ticker_cache[(c1, c2, market.__class__)] = market.fetch_ticker("{}/{}".format(c1, c2))
        augment_ticker(ticker_cache[(c1, c2, market.__class__)])
    except ExchangeError:
        try:
            ticker_cache[(c2, c1, market.__class__)] = market.fetch_ticker("{}/{}".format(c2, c1))
            augment_ticker(ticker_cache[(c2, c1, market.__class__)])
        except ExchangeError:
            ticker_cache[(c1, c2, market.__class__)] = None
    return get_ticker(c1, c2, market)

fees_cache = {}
def fetch_fees(market):
    global fees_cache
    if market.__class__ not in fees_cache:
        fees_cache[market.__class__] = market.fetch_fees()
    return fees_cache[market.__class__]

def prepare_trades(market, base_currency="BTC", liquidity="medium", compute_value="average", debug=False):
    ReportStore.log_stage("prepare_trades")
    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, 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", liquidity="medium", compute_value="average", only=None, debug=False):
    ReportStore.log_stage("update_trades")
    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, 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):
    ReportStore.log_stage("prepare_trades_to_sell_all")
    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, repartition={ base_currency: (1, "long") })
    TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug)

def follow_orders(sleep=None):
    if sleep is None:
        sleep = 7 if TradeStore.debug else 30
        if TradeStore.debug:
            ReportStore.log_debug_action("Set follow_orders tick to {}s".format(sleep))
    tick = 0
    ReportStore.log_stage("follow_orders_begin")
    while len(TradeStore.all_orders(state="open")) > 0:
        time.sleep(sleep)
        tick += 1
        open_orders = TradeStore.all_orders(state="open")
        ReportStore.log_stage("follow_orders_tick_{}".format(tick))
        ReportStore.log_orders(open_orders, tick=tick)
        for order in open_orders:
            if order.get_status() != "open":
                ReportStore.log_order(order, tick, finished=True)
            else:
                order.trade.update_order(order, tick)
    ReportStore.log_stage("follow_orders_end")

def print_orders(market, base_currency="BTC"):
    ReportStore.log_stage("print_orders")
    prepare_trades(market, base_currency=base_currency, compute_value="average", debug=True)
    TradeStore.prepare_orders(compute_value="average")

def print_balances(market, base_currency="BTC"):
    BalanceStore.fetch_balances(market)
    if base_currency is not None:
        ReportStore.print_log("total:")
        ReportStore.print_log(sum(BalanceStore.in_currency(base_currency, market).values()))

def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC", debug=False):
    ReportStore.log_stage("process_sell_needed__1_sell_begin")
    prepare_trades(market, liquidity=liquidity, base_currency=base_currency, debug=debug)
    TradeStore.prepare_orders(compute_value="average", only="dispose")
    TradeStore.run_orders()
    follow_orders()
    ReportStore.log_stage("process_sell_needed__1_sell_end")

def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC", debug=False):
    ReportStore.log_stage("process_sell_needed__2_buy_begin")
    update_trades(market, base_currency=base_currency, liquidity=liquidity, debug=debug, only="acquire")
    TradeStore.prepare_orders(compute_value="average", only="acquire")
    move_balances(market, debug=debug)
    TradeStore.run_orders()
    follow_orders()
    ReportStore.log_stage("process_sell_needed__2_buy_end")

def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False, liquidity="medium"):
    ReportStore.log_stage("process_sell_all__1_all_sell_begin")
    prepare_trades_to_sell_all(market, base_currency=base_currency, debug=debug)
    TradeStore.prepare_orders(compute_value="average")
    TradeStore.run_orders()
    follow_orders()
    ReportStore.log_stage("process_sell_all__1_all_sell_end")

def process_sell_all__2_all_buy(market, base_currency="BTC", debug=False, liquidity="medium"):
    ReportStore.log_stage("process_sell_all__2_all_buy_begin")
    prepare_trades(market, liquidity=liquidity, base_currency=base_currency, debug=debug)
    TradeStore.prepare_orders(compute_value="average")
    move_balances(market, debug=debug)
    TradeStore.run_orders()
    follow_orders()
    ReportStore.log_stage("process_sell_all__2_all_buy_end")