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author | Ismaël Bouya <ismael.bouya@normalesup.org> | 2018-02-24 22:12:29 +0100 |
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committer | Ismaël Bouya <ismael.bouya@normalesup.org> | 2018-02-24 22:12:29 +0100 |
commit | 18167a3c502e9d61828067c3f6e56b5182584249 (patch) | |
tree | 9c0fedd7e1e66bf25dfec9515c576d5b9dcdd3f3 /helper.py | |
parent | 3d0247f944d7510943dfaa64eeb0e15a43b6c989 (diff) | |
download | Trader-18167a3c502e9d61828067c3f6e56b5182584249.tar.gz Trader-18167a3c502e9d61828067c3f6e56b5182584249.tar.zst Trader-18167a3c502e9d61828067c3f6e56b5182584249.zip |
Add tags to balance log
Diffstat (limited to 'helper.py')
-rw-r--r-- | helper.py | 12 |
1 files changed, 9 insertions, 3 deletions
@@ -74,7 +74,6 @@ def fetch_fees(market): | |||
74 | 74 | ||
75 | def prepare_trades(market, base_currency="BTC", liquidity="medium", compute_value="average", debug=False): | 75 | def prepare_trades(market, base_currency="BTC", liquidity="medium", compute_value="average", debug=False): |
76 | ReportStore.log_stage("prepare_trades") | 76 | ReportStore.log_stage("prepare_trades") |
77 | BalanceStore.fetch_balances(market) | ||
78 | values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) | 77 | values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) |
79 | total_base_value = sum(values_in_base.values()) | 78 | total_base_value = sum(values_in_base.values()) |
80 | new_repartition = BalanceStore.dispatch_assets(total_base_value, liquidity=liquidity) | 79 | new_repartition = BalanceStore.dispatch_assets(total_base_value, liquidity=liquidity) |
@@ -84,7 +83,6 @@ def prepare_trades(market, base_currency="BTC", liquidity="medium", compute_valu | |||
84 | 83 | ||
85 | def update_trades(market, base_currency="BTC", liquidity="medium", compute_value="average", only=None, debug=False): | 84 | def update_trades(market, base_currency="BTC", liquidity="medium", compute_value="average", only=None, debug=False): |
86 | ReportStore.log_stage("update_trades") | 85 | ReportStore.log_stage("update_trades") |
87 | BalanceStore.fetch_balances(market) | ||
88 | values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) | 86 | values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) |
89 | total_base_value = sum(values_in_base.values()) | 87 | total_base_value = sum(values_in_base.values()) |
90 | new_repartition = BalanceStore.dispatch_assets(total_base_value, liquidity=liquidity) | 88 | new_repartition = BalanceStore.dispatch_assets(total_base_value, liquidity=liquidity) |
@@ -92,7 +90,6 @@ def update_trades(market, base_currency="BTC", liquidity="medium", compute_value | |||
92 | 90 | ||
93 | def prepare_trades_to_sell_all(market, base_currency="BTC", compute_value="average", debug=False): | 91 | def prepare_trades_to_sell_all(market, base_currency="BTC", compute_value="average", debug=False): |
94 | ReportStore.log_stage("prepare_trades_to_sell_all") | 92 | ReportStore.log_stage("prepare_trades_to_sell_all") |
95 | BalanceStore.fetch_balances(market) | ||
96 | values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) | 93 | values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) |
97 | total_base_value = sum(values_in_base.values()) | 94 | total_base_value = sum(values_in_base.values()) |
98 | new_repartition = BalanceStore.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") }) | 95 | new_repartition = BalanceStore.dispatch_assets(total_base_value, repartition={ base_currency: (1, "long") }) |
@@ -120,6 +117,7 @@ def follow_orders(sleep=None): | |||
120 | 117 | ||
121 | def print_orders(market, base_currency="BTC"): | 118 | def print_orders(market, base_currency="BTC"): |
122 | ReportStore.log_stage("print_orders") | 119 | ReportStore.log_stage("print_orders") |
120 | BalanceStore.fetch_balances(market, tag="print_orders") | ||
123 | prepare_trades(market, base_currency=base_currency, compute_value="average", debug=True) | 121 | prepare_trades(market, base_currency=base_currency, compute_value="average", debug=True) |
124 | TradeStore.prepare_orders(compute_value="average") | 122 | TradeStore.prepare_orders(compute_value="average") |
125 | 123 | ||
@@ -131,36 +129,44 @@ def print_balances(market, base_currency="BTC"): | |||
131 | 129 | ||
132 | def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC", debug=False): | 130 | def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC", debug=False): |
133 | ReportStore.log_stage("process_sell_needed__1_sell_begin") | 131 | ReportStore.log_stage("process_sell_needed__1_sell_begin") |
132 | BalanceStore.fetch_balances(market, tag="process_sell_needed__1_sell_begin") | ||
134 | prepare_trades(market, liquidity=liquidity, base_currency=base_currency, debug=debug) | 133 | prepare_trades(market, liquidity=liquidity, base_currency=base_currency, debug=debug) |
135 | TradeStore.prepare_orders(compute_value="average", only="dispose") | 134 | TradeStore.prepare_orders(compute_value="average", only="dispose") |
136 | TradeStore.run_orders() | 135 | TradeStore.run_orders() |
137 | follow_orders() | 136 | follow_orders() |
137 | BalanceStore.fetch_balances(market, tag="process_sell_needed__1_sell_end") | ||
138 | ReportStore.log_stage("process_sell_needed__1_sell_end") | 138 | ReportStore.log_stage("process_sell_needed__1_sell_end") |
139 | 139 | ||
140 | def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC", debug=False): | 140 | def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC", debug=False): |
141 | ReportStore.log_stage("process_sell_needed__2_buy_begin") | 141 | ReportStore.log_stage("process_sell_needed__2_buy_begin") |
142 | BalanceStore.fetch_balances(market, tag="process_sell_needed__2_buy_begin") | ||
142 | update_trades(market, base_currency=base_currency, liquidity=liquidity, debug=debug, only="acquire") | 143 | update_trades(market, base_currency=base_currency, liquidity=liquidity, debug=debug, only="acquire") |
143 | TradeStore.prepare_orders(compute_value="average", only="acquire") | 144 | TradeStore.prepare_orders(compute_value="average", only="acquire") |
144 | move_balances(market, debug=debug) | 145 | move_balances(market, debug=debug) |
145 | TradeStore.run_orders() | 146 | TradeStore.run_orders() |
146 | follow_orders() | 147 | follow_orders() |
148 | BalanceStore.fetch_balances(market, tag="process_sell_needed__2_buy_end") | ||
147 | ReportStore.log_stage("process_sell_needed__2_buy_end") | 149 | ReportStore.log_stage("process_sell_needed__2_buy_end") |
148 | 150 | ||
149 | def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False, liquidity="medium"): | 151 | def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False, liquidity="medium"): |
150 | ReportStore.log_stage("process_sell_all__1_all_sell_begin") | 152 | ReportStore.log_stage("process_sell_all__1_all_sell_begin") |
153 | BalanceStore.fetch_balances(market, tag="process_sell_all__1_all_sell_begin") | ||
151 | prepare_trades_to_sell_all(market, base_currency=base_currency, debug=debug) | 154 | prepare_trades_to_sell_all(market, base_currency=base_currency, debug=debug) |
152 | TradeStore.prepare_orders(compute_value="average") | 155 | TradeStore.prepare_orders(compute_value="average") |
153 | TradeStore.run_orders() | 156 | TradeStore.run_orders() |
154 | follow_orders() | 157 | follow_orders() |
158 | BalanceStore.fetch_balances(market, tag="process_sell_all__1_all_sell_end") | ||
155 | ReportStore.log_stage("process_sell_all__1_all_sell_end") | 159 | ReportStore.log_stage("process_sell_all__1_all_sell_end") |
156 | 160 | ||
157 | def process_sell_all__2_all_buy(market, base_currency="BTC", debug=False, liquidity="medium"): | 161 | def process_sell_all__2_all_buy(market, base_currency="BTC", debug=False, liquidity="medium"): |
158 | ReportStore.log_stage("process_sell_all__2_all_buy_begin") | 162 | ReportStore.log_stage("process_sell_all__2_all_buy_begin") |
163 | BalanceStore.fetch_balances(market, tag="process_sell_all__2_all_buy_begin") | ||
159 | prepare_trades(market, liquidity=liquidity, base_currency=base_currency, debug=debug) | 164 | prepare_trades(market, liquidity=liquidity, base_currency=base_currency, debug=debug) |
160 | TradeStore.prepare_orders(compute_value="average") | 165 | TradeStore.prepare_orders(compute_value="average") |
161 | move_balances(market, debug=debug) | 166 | move_balances(market, debug=debug) |
162 | TradeStore.run_orders() | 167 | TradeStore.run_orders() |
163 | follow_orders() | 168 | follow_orders() |
169 | BalanceStore.fetch_balances(market, tag="process_sell_all__2_all_buy_end") | ||
164 | ReportStore.log_stage("process_sell_all__2_all_buy_end") | 170 | ReportStore.log_stage("process_sell_all__2_all_buy_end") |
165 | 171 | ||
166 | 172 | ||