from datetime import datetime
import argparse
import configparser
import psycopg2
import os
import sys
import portfolio
def make_order(market, value, currency, action="acquire",
close_if_possible=False, base_currency="BTC", follow=True,
compute_value="average"):
"""
Make an order on market
"market": The market on which to place the order
"value": The value in *base_currency* to acquire,
or in *currency* to dispose.
use negative for margin trade.
"action": "acquire" or "dispose".
"acquire" will buy long or sell short,
"dispose" will sell long or buy short.
"currency": The currency to acquire or dispose
"base_currency": The base currency. The value is expressed in that
currency (default: BTC)
"follow": Whether to follow the order once run (default: True)
"close_if_possible": Whether to try to close the position at the end
of the trade, i.e. reach exactly 0 at the end
(only meaningful in "dispose"). May have
unwanted effects if the end value of the
currency is not 0.
"compute_value": Compute value to place the order
"""
market.report.log_stage("make_order_begin")
market.balances.fetch_balances(tag="make_order_begin")
if action == "acquire":
trade = portfolio.Trade(
portfolio.Amount(base_currency, 0),
portfolio.Amount(base_currency, value),
currency, market)
else:
amount = portfolio.Amount(currency, value)
trade = portfolio.Trade(
amount.in_currency(base_currency, market, compute_value=compute_value),
portfolio.Amount(base_currency, 0),
currency, market)
market.trades.all.append(trade)
order = trade.prepare_order(
close_if_possible=close_if_possible,
compute_value=compute_value)
market.report.log_orders([order], None, compute_value)
market.trades.run_orders()
if follow:
market.follow_orders()
market.balances.fetch_balances(tag="make_order_end")
else:
market.report.log_stage("make_order_end_not_followed")
return order
market.report.log_stage("make_order_end")
def get_user_market(config_path, user_id, debug=False):
import market
pg_config, report_path = main_parse_config(config_path)
market_config = list(main_fetch_markets(pg_config, str(user_id)))[0][0]
return market.Market.from_config(market_config, debug=debug)
def main_parse_args(argv):
parser = argparse.ArgumentParser(
description="Run the trade bot")
parser.add_argument("-c", "--config",
default="config.ini",
required=False,
help="Config file to load (default: config.ini)")
parser.add_argument("--before",
default=False, action='store_const', const=True,
help="Run the steps before the cryptoportfolio update")
parser.add_argument("--after",
default=False, action='store_const', const=True,
help="Run the steps after the cryptoportfolio update")
parser.add_argument("--debug",
default=False, action='store_const', const=True,
help="Run in debug mode")
parser.add_argument("--user",
default=None, required=False, help="Only run for that user")
parser.add_argument("--action",
action='append',
help="Do a different action than trading (add several times to chain)")
args = parser.parse_args(argv)
if not os.path.exists(args.config):
print("no config file found, exiting")
sys.exit(1)
return args
def main_parse_config(config_file):
config = configparser.ConfigParser()
config.read(config_file)
if "postgresql" not in config:
print("no configuration for postgresql in config file")
sys.exit(1)
if "app" in config and "report_path" in config["app"]:
report_path = config["app"]["report_path"]
if not os.path.exists(report_path):
os.makedirs(report_path)
else:
report_path = None
return [config["postgresql"], report_path]
def main_fetch_markets(pg_config, user):
connection = psycopg2.connect(**pg_config)
cursor = connection.cursor()
if user is None:
cursor.execute("SELECT config,user_id FROM market_configs")
else:
cursor.execute("SELECT config,user_id FROM market_configs WHERE user_id = %s", user)
for row in cursor:
yield row
def main_process_market(user_market, actions, before=False, after=False):
if len(actions or []) == 0:
if before:
process_sell_all__1_all_sell(user_market)
if after:
process_sell_all__2_wait(user_market)
process_sell_all__3_all_buy(user_market)
else:
for action in actions:
if action in globals():
(globals()[action])(user_market)
else:
raise NotImplementedError("Unknown action {}".format(action))
def main_store_report(report_path, user_id, user_market):
try:
if report_path is not None:
report_file = "{}/{}_{}.json".format(report_path, datetime.now().isoformat(), user_id)
with open(report_file, "w") as f:
f.write(user_market.report.to_json())
except Exception as e:
print("impossible to store report file: {}; {}".format(e.__class__.__name__, e))
def print_orders(market, base_currency="BTC"):
market.report.log_stage("print_orders")
market.balances.fetch_balances(tag="print_orders")
market.prepare_trades(base_currency=base_currency, compute_value="average")
market.trades.prepare_orders(compute_value="average")
def print_balances(market, base_currency="BTC"):
market.report.log_stage("print_balances")
market.balances.fetch_balances()
if base_currency is not None:
market.report.print_log("total:")
market.report.print_log(sum(market.balances.in_currency(base_currency).values()))
def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC"):
market.report.log_stage("process_sell_needed__1_sell_begin")
market.balances.fetch_balances(tag="process_sell_needed__1_sell_begin")
market.prepare_trades(liquidity=liquidity, base_currency=base_currency)
market.trades.prepare_orders(compute_value="average", only="dispose")
market.trades.run_orders()
market.follow_orders()
market.balances.fetch_balances(tag="process_sell_needed__1_sell_end")
market.report.log_stage("process_sell_needed__1_sell_end")
def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC"):
market.report.log_stage("process_sell_needed__2_buy_begin")
market.balances.fetch_balances(tag="process_sell_needed__2_buy_begin")
market.update_trades(base_currency=base_currency, liquidity=liquidity, only="acquire")
market.trades.prepare_orders(compute_value="average", only="acquire")
market.move_balances()
market.trades.run_orders()
market.follow_orders()
market.balances.fetch_balances(tag="process_sell_needed__2_buy_end")
market.report.log_stage("process_sell_needed__2_buy_end")
def process_sell_all__1_all_sell(market, base_currency="BTC", liquidity="medium"):
market.report.log_stage("process_sell_all__1_all_sell_begin")
market.balances.fetch_balances(tag="process_sell_all__1_all_sell_begin")
market.prepare_trades_to_sell_all(base_currency=base_currency)
market.trades.prepare_orders(compute_value="average")
market.trades.run_orders()
market.follow_orders()
market.balances.fetch_balances(tag="process_sell_all__1_all_sell_end")
market.report.log_stage("process_sell_all__1_all_sell_end")
def process_sell_all__2_wait(market, liquidity="medium", base_currency="BTC"):
market.report.log_stage("process_sell_all__2_wait_begin")
portfolio.Portfolio.wait_for_recent(market)
market.report.log_stage("process_sell_all__2_wait_end")
def process_sell_all__3_all_buy(market, base_currency="BTC", liquidity="medium"):
market.report.log_stage("process_sell_all__3_all_buy_begin")
market.balances.fetch_balances(tag="process_sell_all__3_all_buy_begin")
market.prepare_trades(liquidity=liquidity, base_currency=base_currency)
market.trades.prepare_orders(compute_value="average")
market.move_balances()
market.trades.run_orders()
market.follow_orders()
market.balances.fetch_balances(tag="process_sell_all__3_all_buy_end")
market.report.log_stage("process_sell_all__3_all_buy_end")
