Add processors

Fixes https://git.immae.eu/mantisbt/view.php?id=45

1 files changed, 148 insertions, 41 deletions

diff --git a/helper.py b/helper.py
index be480e2..f14fd58 100644
--- a/helper.py
+++ b/helper.py
@@ -127,10 +127,9 @@ def main_fetch_markets(pg_config, user):
 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)
+            Processor(user_market).process("sell_all", steps="before")
         if after:
-            process_sell_all__2_wait(user_market)
-            process_sell_all__3_all_buy(user_market)
+            Processor(user_market).process("sell_all", steps="after")
     else:
         for action in actions:
             if action in globals():
@@ -160,51 +159,159 @@ def print_balances(market, base_currency="BTC"):
         market.report.print_log("total:")
         market.report.print_log(sum(market.balances.in_currency(base_currency).values()))
 
+class Processor:
+    scenarios = {
+            "sell_needed": [
+                {
+                    "name": "wait",
+                    "number": 0,
+                    "before": False,
+                    "after": True,
+                    "wait_for_recent": {},
+                    },
+                {
+                    "name": "sell",
+                    "number": 1,
+                    "before": False,
+                    "after": True,
+                    "fetch_balances": ["begin", "end"],
+                    "prepare_trades": {},
+                    "prepare_orders": { "only": "dispose", "compute_value": "average" },
+                    "run_orders": {},
+                    "follow_orders": {},
+                    },
+                {
+                    "name": "buy",
+                    "number": 2,
+                    "before": False,
+                    "after": True,
+                    "fetch_balances": ["begin", "end"],
+                    "prepare_trades": { "only": "acquire" },
+                    "prepare_orders": { "only": "acquire", "compute_value": "average" },
+                    "move_balances": {},
+                    "run_orders": {},
+                    "follow_orders": {},
+                    },
+                ],
+            "sell_all": [
+                {
+                    "name": "all_sell",
+                    "number": 1,
+                    "before": True,
+                    "after": False,
+                    "fetch_balances": ["begin", "end"],
+                    "prepare_trades": { "repartition": { "BTC": (1, "long") } },
+                    "prepare_orders": { "compute_value": "average" },
+                    "run_orders": {},
+                    "follow_orders": {},
+                    },
+                {
+                    "name": "wait",
+                    "number": 2,
+                    "before": False,
+                    "after": True,
+                    "wait_for_recent": {},
+                    },
+                {
+                    "name": "all_buy",
+                    "number": 3,
+                    "before": False,
+                    "after": True,
+                    "fetch_balances": ["begin", "end"],
+                    "prepare_trades": {},
+                    "prepare_orders": { "compute_value": "average" },
+                    "move_balances": {},
+                    "run_orders": {},
+                    "follow_orders": {},
+                    },
+                ]
+            }
+
+    allowed_arguments = {
+            "wait_for_recent": ["delta"],
+            "prepare_trades": ["base_currency", "liquidity", "compute_value", "repartition", "only"],
+            "prepare_orders": ["only", "compute_value"],
+            "move_balances": [],
+            "run_orders": [],
+            "follow_orders": ["sleep"],
+            }
+
+    def __init__(self, market):
+        self.market = market
+
+    def select_steps(self, scenario, step):
+        if step == "all":
+            return scenario
+        elif step == "before" or step == "after":
+            return list(filter(lambda x: step in x and x[step], scenario))
+        elif type(step) == int:
+            return [scenario[step-1]]
+        elif type(step) == str:
+            return list(filter(lambda x: x["name"] == step, scenario))
+        else:
+            raise TypeError("Unknown step {}".format(step))
+
+    def process(self, scenario_name, steps="all", **kwargs):
+        scenario = self.scenarios[scenario_name]
+        selected_steps = []
+
+        if type(steps) == str or type(steps) == int:
+            selected_steps += self.select_steps(scenario, steps)
+        else:
+            for step in steps:
+                selected_steps += self.select_steps(scenario, step)
+        for step in selected_steps:
+            self.process_step(scenario_name, step, **kwargs)
+
+    def process_step(self, scenario_name, step, **kwargs):
+        process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"])
+        self.market.report.log_stage("{}_begin".format(process_name))
+        if "begin" in step.get("fetch_balances", []):
+            self.market.balances.fetch_balances(tag="{}_begin".format(process_name))
+
+        for action in ["wait_for_recent", "prepare_trades",
+                "prepare_orders", "move_balances", "run_orders",
+                "follow_orders"]:
+            if action in step:
+                self.run_action(action, step[action], **kwargs)
+
+        if "end" in step.get("fetch_balances", []):
+            self.market.balances.fetch_balances(tag="{}_end".format(process_name))
+        self.market.report.log_stage("{}_end".format(process_name))
+
+    def run_action(self, action, default_args, **kwargs):
+        args = {k: v for k, v in {**default_args, **kwargs}.items() if k in self.allowed_arguments[action] }
+
+        if action == "wait_for_recent":
+            portfolio.Portfolio.wait_for_recent(self.market, **args)
+        if action == "prepare_trades":
+            self.market.prepare_trades(**args)
+        if action == "prepare_orders":
+            self.market.trades.prepare_orders(**args)
+        if action == "move_balances":
+            self.market.move_balances(**args)
+        if action == "run_orders":
+            self.market.trades.run_orders(**args)
+        if action == "follow_orders":
+            self.market.follow_orders(**args)
+
 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")
+    Processor(market).process("sell_needed", steps="sell",
+            liquidity=liquidity, base_currency=base_currency)
 
 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.prepare_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")
+    Processor(market).process("sell_needed", steps="buy",
+            liquidity=liquidity, base_currency=base_currency)
 
 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")
+    Processor(market).process("sell_all", steps="all_sell",
+            liquidity=liquidity, base_currency=base_currency)
 
 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")
+    Processor(market).process("sell_all", steps="wait",
+            liquidity=liquidity, base_currency=base_currency)
 
 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")
-
+    Processor(market).process("sell_all", steps="all_buy",
+            liquidity=liquidity, base_currency=base_currency)