import configargparse
import psycopg2
import os
import sys
import market
import portfolio
__all__ = ["make_order", "get_user_market"]
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):
args = ["--config", config_path]
if debug:
args.append("--debug")
args = parse_args(args)
pg_config = parse_config(args)
market_id, market_config, user_id = list(fetch_markets(pg_config, str(user_id)))[0]
return market.Market.from_config(market_config, args,
pg_config=pg_config, market_id=market_id,
user_id=user_id)
def fetch_markets(pg_config, user):
connection = psycopg2.connect(**pg_config)
cursor = connection.cursor()
if user is None:
cursor.execute("SELECT id,config,user_id FROM market_configs")
else:
cursor.execute("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", user)
for row in cursor:
yield row
def parse_config(args):
pg_config = {
"host": args.db_host,
"port": args.db_port,
"user": args.db_user,
"password": args.db_password,
"database": args.db_database,
}
del(args.db_host)
del(args.db_port)
del(args.db_user)
del(args.db_password)
del(args.db_database)
redis_config = {
"host": args.redis_host,
"port": args.redis_port,
"db": args.redis_database,
}
if redis_config["host"].startswith("/"):
redis_config["unix_socket_path"] = redis_config.pop("host")
del(redis_config["port"])
del(args.redis_host)
del(args.redis_port)
del(args.redis_database)
report_path = args.report_path
if report_path is not None and not \
os.path.exists(report_path):
os.makedirs(report_path)
return pg_config, redis_config
def parse_args(argv):
parser = configargparse.ArgumentParser(
description="Run the trade bot.")
parser.add_argument("-c", "--config",
default="config.ini",
required=False, is_config_file=True,
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("--quiet",
default=False, action='store_const', const=True,
help="Don't print messages")
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)")
parser.add_argument("--parallel", action='store_true', default=True, dest="parallel")
parser.add_argument("--no-parallel", action='store_false', dest="parallel")
parser.add_argument("--report-db", action='store_true', default=True, dest="report_db",
help="Store report to database (default)")
parser.add_argument("--no-report-db", action='store_false', dest="report_db",
help="Don't store report to database")
parser.add_argument("--report-redis", action='store_true', default=False, dest="report_redis",
help="Store report to redis")
parser.add_argument("--no-report-redis", action='store_false', dest="report_redis",
help="Don't store report to redis (default)")
parser.add_argument("--report-path", required=False,
help="Where to store the reports (default: absent, don't store)")
parser.add_argument("--no-report-path", action='store_const', dest='report_path', const=None,
help="Don't store the report to file (default)")
parser.add_argument("--db-host", default="localhost",
help="Host access to database (default: localhost)")
parser.add_argument("--db-port", default=5432,
help="Port access to database (default: 5432)")
parser.add_argument("--db-user", default="cryptoportfolio",
help="User access to database (default: cryptoportfolio)")
parser.add_argument("--db-password", default="cryptoportfolio",
help="Password access to database (default: cryptoportfolio)")
parser.add_argument("--db-database", default="cryptoportfolio",
help="Database access to database (default: cryptoportfolio)")
parser.add_argument("--redis-host", default="localhost",
help="Host access to database (default: localhost). Use path for socket")
parser.add_argument("--redis-port", default=6379,
help="Port access to redis (default: 6379)")
parser.add_argument("--redis-database", default=0,
help="Redis database to use (default: 0)")
parsed = parser.parse_args(argv)
if parsed.action is None:
parsed.action = ["sell_all"]
return parsed
def process(market_config, market_id, user_id, args, pg_config, redis_config):
try:
market.Market\
.from_config(market_config, args, market_id=market_id,
pg_config=pg_config, redis_config=redis_config,
user_id=user_id)\
.process(args.action, before=args.before, after=args.after)
except Exception as e:
print("{}: {}".format(e.__class__.__name__, e))
def main(argv):
args = parse_args(argv)
pg_config, redis_config = parse_config(args)
market.Portfolio.report.set_verbose(not args.quiet)
if args.parallel:
import threading
market.Portfolio.start_worker()
threads = []
def process_(*args):
thread = threading.Thread(target=process, args=args)
thread.start()
threads.append(thread)
else:
process_ = process
for market_id, market_config, user_id in fetch_markets(pg_config, args.user):
process_(market_config, market_id, user_id, args, pg_config, redis_config)
if args.parallel:
for thread in threads:
thread.join()
market.Portfolio.stop_worker()
if __name__ == '__main__': # pragma: no cover
main(sys.argv[1:])