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author | Ismaël Bouya <ismael.bouya@normalesup.org> | 2018-02-19 18:16:43 +0100 |
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committer | Ismaël Bouya <ismael.bouya@normalesup.org> | 2018-02-19 18:16:43 +0100 |
commit | e246023e2b630c0737f1027a5e99f517f874d699 (patch) | |
tree | c6d0a443b0f2e1bd226612a4694c5c6cbde43a3d /helper.py | |
parent | 7eb9cb36c2ef01097fe8e99d40dd17308abdfe37 (diff) | |
download | Trader-e246023e2b630c0737f1027a5e99f517f874d699.tar.gz Trader-e246023e2b630c0737f1027a5e99f517f874d699.tar.zst Trader-e246023e2b630c0737f1027a5e99f517f874d699.zip |
Add liquidity to helper methods
Diffstat (limited to 'helper.py')
-rw-r--r-- | helper.py | 24 |
1 files changed, 12 insertions, 12 deletions
@@ -72,20 +72,20 @@ def fetch_fees(market): | |||
72 | fees_cache[market.__class__] = market.fetch_fees() | 72 | fees_cache[market.__class__] = market.fetch_fees() |
73 | return fees_cache[market.__class__] | 73 | return fees_cache[market.__class__] |
74 | 74 | ||
75 | def prepare_trades(market, base_currency="BTC", compute_value="average", debug=False): | 75 | def prepare_trades(market, base_currency="BTC", liquidity="medium", compute_value="average", debug=False): |
76 | BalanceStore.fetch_balances(market) | 76 | BalanceStore.fetch_balances(market) |
77 | 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) |
78 | total_base_value = sum(values_in_base.values()) | 78 | total_base_value = sum(values_in_base.values()) |
79 | new_repartition = BalanceStore.dispatch_assets(total_base_value) | 79 | new_repartition = BalanceStore.dispatch_assets(total_base_value, liquidity=liquidity) |
80 | # Recompute it in case we have new currencies | 80 | # Recompute it in case we have new currencies |
81 | values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) | 81 | values_in_base = BalanceStore.in_currency(base_currency, market, compute_value=compute_value) |
82 | TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug) | 82 | TradeStore.compute_trades(values_in_base, new_repartition, market=market, debug=debug) |
83 | 83 | ||
84 | def update_trades(market, base_currency="BTC", compute_value="average", only=None, debug=False): | 84 | def update_trades(market, base_currency="BTC", liquidity="medium", compute_value="average", only=None, debug=False): |
85 | BalanceStore.fetch_balances(market) | 85 | BalanceStore.fetch_balances(market) |
86 | 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) |
87 | total_base_value = sum(values_in_base.values()) | 87 | total_base_value = sum(values_in_base.values()) |
88 | new_repartition = BalanceStore.dispatch_assets(total_base_value) | 88 | new_repartition = BalanceStore.dispatch_assets(total_base_value, liquidity=liquidity) |
89 | TradeStore.compute_trades(values_in_base, new_repartition, only=only, market=market, debug=debug) | 89 | TradeStore.compute_trades(values_in_base, new_repartition, only=only, market=market, debug=debug) |
90 | 90 | ||
91 | 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): |
@@ -126,8 +126,8 @@ def print_balances(market, base_currency="BTC"): | |||
126 | print("total:") | 126 | print("total:") |
127 | print(sum(BalanceStore.in_currency(base_currency, market).values())) | 127 | print(sum(BalanceStore.in_currency(base_currency, market).values())) |
128 | 128 | ||
129 | def process_sell_needed__1_sell(market, base_currency="BTC", debug=False): | 129 | def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC", debug=False): |
130 | prepare_trades(market, base_currency=base_currency, debug=debug) | 130 | prepare_trades(market, liquidity=liquidity, base_currency=base_currency, debug=debug) |
131 | TradeStore.prepare_orders(compute_value="average", only="dispose") | 131 | TradeStore.prepare_orders(compute_value="average", only="dispose") |
132 | print("------------------") | 132 | print("------------------") |
133 | for currency, balance in BalanceStore.all.items(): | 133 | for currency, balance in BalanceStore.all.items(): |
@@ -138,8 +138,8 @@ def process_sell_needed__1_sell(market, base_currency="BTC", debug=False): | |||
138 | TradeStore.run_orders() | 138 | TradeStore.run_orders() |
139 | follow_orders() | 139 | follow_orders() |
140 | 140 | ||
141 | def process_sell_needed__2_buy(market, base_currency="BTC", debug=False): | 141 | def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC", debug=False): |
142 | update_trades(market, base_currency=base_currency, debug=debug, only="acquire") | 142 | update_trades(market, base_currency=base_currency, liquidity=liquidity, debug=debug, only="acquire") |
143 | TradeStore.prepare_orders(compute_value="average", only="acquire") | 143 | TradeStore.prepare_orders(compute_value="average", only="acquire") |
144 | print("------------------") | 144 | print("------------------") |
145 | for currency, balance in BalanceStore.all.items(): | 145 | for currency, balance in BalanceStore.all.items(): |
@@ -151,7 +151,7 @@ def process_sell_needed__2_buy(market, base_currency="BTC", debug=False): | |||
151 | TradeStore.run_orders() | 151 | TradeStore.run_orders() |
152 | follow_orders() | 152 | follow_orders() |
153 | 153 | ||
154 | def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False): | 154 | def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False, liquidity="medium"): |
155 | prepare_trades_to_sell_all(market, base_currency=base_currency, debug=debug) | 155 | prepare_trades_to_sell_all(market, base_currency=base_currency, debug=debug) |
156 | TradeStore.prepare_orders(compute_value="average") | 156 | TradeStore.prepare_orders(compute_value="average") |
157 | print("------------------") | 157 | print("------------------") |
@@ -163,9 +163,9 @@ def process_sell_all__1_all_sell(market, base_currency="BTC", debug=False): | |||
163 | TradeStore.run_orders() | 163 | TradeStore.run_orders() |
164 | follow_orders() | 164 | follow_orders() |
165 | 165 | ||
166 | def process_sell_all__2_all_buy(market, base_currency="BTC", debug=False): | 166 | def process_sell_all__2_all_buy(market, base_currency="BTC", debug=False, liquidity="medium"): |
167 | prepare_trades(market, base_currency=base_currency, debug=debug) | 167 | prepare_trades(market, liquidity=liquidity, base_currency=base_currency, debug=debug) |
168 | TradeStore.prepare_orders() | 168 | TradeStore.prepare_orders(compute_value="average") |
169 | print("------------------") | 169 | print("------------------") |
170 | for currency, balance in BalanceStore.all.items(): | 170 | for currency, balance in BalanceStore.all.items(): |
171 | print(balance) | 171 | print(balance) |