WIP: handle more balance information

1 files changed, 104 insertions, 57 deletions

diff --git a/market.py b/market.py
index 1e1e083..979fbbf 100644
--- a/market.py
+++ b/market.py
@@ -26,7 +26,18 @@ def poloniex_fetch_balance(self, params={}):
     return self.parse_balance(result)
 ccxt.poloniex.fetch_balance = poloniex_fetch_balance
 
-def poloniex_fetch_margin_balances(self):
+def poloniex_fetch_margin_balance(self):
+    """
+    portfolio.market.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"})
+    See DASH/BTC positions
+    {'amount': '-0.10000000',          -> DASH empruntés
+     'basePrice': '0.06818560',        -> à ce prix là (0.06828800 demandé * (1-0.15%))
+     'lendingFees': '0.00000000',      -> ce que je dois à mon créditeur
+     'liquidationPrice': '0.15107132', -> prix auquel ça sera liquidé (dépend de ce que j’ai déjà sur mon compte margin)
+     'pl': '-0.00000371',              -> plus-value latente si je rachète tout de suite (négatif = perdu)
+     'total': '0.00681856',            -> valeur totale empruntée en BTC
+     'type': 'short'}
+    """
     positions = self.privatePostGetMarginPosition({"currencyPair": "all"})
     parsed = {}
     for symbol, position in positions.items():
@@ -41,23 +52,10 @@ def poloniex_fetch_margin_balances(self):
                 "liquidationPrice": decimal.Decimal(position["liquidationPrice"]),
                 "type": position["type"],
                 "total": decimal.Decimal(position["total"]),
-                "base_currency": base_currency, 
+                "baseCurrency": base_currency, 
                 }
     return parsed
-ccxt.poloniex.fetch_margin_balances = poloniex_fetch_margin_balances
-
-def poloniex_fetch_balance_with_margin(self, params={}):
-    exchange_balance = self.fetch_balance(params=params)
-    margin_balances = self.fetch_margin_balances()
-
-    for currency, balance in margin_balances.items():
-        assert exchange_balance[currency]["total"] == 0
-        assert balance["type"] == "short"
-        exchange_balance[currency]["total"] = balance["amount"]
-        exchange_balance[currency]["marginPosition"] = balance
-    return exchange_balance
-ccxt.poloniex.fetch_balance_with_margin = poloniex_fetch_balance_with_margin
-
+ccxt.poloniex.fetch_margin_balance = poloniex_fetch_margin_balance
 
 def poloniex_fetch_balance_per_type(self):
     balances = self.privatePostReturnAvailableAccountBalances()
@@ -72,6 +70,49 @@ def poloniex_fetch_balance_per_type(self):
     return result
 ccxt.poloniex.fetch_balance_per_type = poloniex_fetch_balance_per_type
 
+def poloniex_fetch_all_balances(self):
+    exchange_balances = self.fetch_balance()
+    margin_balances = self.fetch_margin_balance()
+    balances_per_type = self.fetch_balance_per_type()
+
+    all_balances = {}
+    in_positions = {}
+
+    for currency, exchange_balance in exchange_balances.items():
+        if currency in ["info", "free", "used", "total"]:
+            continue
+
+        margin_balance = margin_balances.get(currency, {})
+        balance_per_type = balances_per_type.get(currency, {})
+
+        all_balances[currency] = {
+            "total": exchange_balance["total"] + margin_balance.get("amount", 0),
+            "exchange_used": exchange_balance["used"],
+            "exchange_total": exchange_balance["total"] - balance_per_type.get("margin", 0),
+            "exchange_free": exchange_balance["free"] - balance_per_type.get("margin", 0),
+            "margin_free": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0),
+            "margin_borrowed": 0,
+            "margin_total": balance_per_type.get("margin", 0) + margin_balance.get("amount", 0),
+            "margin_lending_fees": margin_balance.get("lendingFees", 0),
+            "margin_pending_gain": margin_balance.get("pl", 0),
+            "margin_position_type": margin_balance.get("type", None),
+            "margin_liquidation_price": margin_balance.get("liquidationPrice", 0),
+            "margin_borrowed_base_price": margin_balance.get("total", 0),
+            "margin_borrowed_base_currency": margin_balance.get("baseCurrency", None),
+            }
+        if len(margin_balance) > 0:
+            if margin_balance["baseCurrency"] not in in_positions:
+                in_positions[margin_balance["baseCurrency"]] = 0
+            in_positions[margin_balance["baseCurrency"]] += margin_balance["total"]
+
+    for currency, in_position in in_positions.items():
+        all_balances[currency]["total"] += in_position
+        all_balances[currency]["margin_total"] += in_position
+        all_balances[currency]["margin_borrowed"] += in_position
+
+    return all_balances
+ccxt.poloniex.fetch_all_balances = poloniex_fetch_all_balances
+
 def poloniex_parse_ticker(self, ticker, market=None):
     timestamp = self.milliseconds()
     symbol = None
@@ -153,48 +194,54 @@ def poloniex_transfer_balance(self, currency, amount, from_account, to_account):
     return result["success"] == 1
 ccxt.poloniex.transfer_balance = poloniex_transfer_balance
 
-# portfolio.market.create_order("DASH/BTC", "limit", "sell", 0.1, price=0.06828800, account="margin")
-
-# portfolio.market.privatePostReturnTradableBalances()
-# Returns tradable balances in margin
-# 'BTC_DASH': {'BTC': '0.01266999', 'DASH': '0.08574839'},
-# Je peux emprunter jusqu’à 0.08574839 DASH ou 0.01266999 BTC (une position est
-# déjà ouverte)
-# 'BTC_CLAM': {'BTC': '0.00585143', 'CLAM': '7.79300395'},
-# Je peux emprunter 7.7 CLAM pour les vendre contre des BTC, ou emprunter
-# 0.00585143 BTC pour acheter des CLAM
-
-# portfolio.market.privatePostReturnMarginAccountSummary()
-# Returns current informations for margin
-# {'currentMargin': '1.49680968',      -> marge (ne doit pas descendre sous 20% / 0.2)
-#                                         = netValue / totalBorrowedValue
-#  'lendingFees': '0.00000000',        -> fees totaux
-#  'netValue': '0.01008254',           -> balance + plus-value
-#  'pl': '0.00008254',                 -> plus value latente (somme des positions)
-#  'totalBorrowedValue': '0.00673602', -> valeur en BTC empruntée
-#  'totalValue': '0.01000000'}         -> valeur totale en compte
-
-
-# portfolio.market.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"})
-# See DASH/BTC positions
-# {'amount': '-0.10000000',          -> DASH empruntés
-#  'basePrice': '0.06818560',        -> à ce prix là (0.06828800 demandé * (1-0.15%))
-#  'lendingFees': '0.00000000',      -> ce que je dois à mon créditeur
-#  'liquidationPrice': '0.15107132', -> prix auquel ça sera liquidé (dépend de ce que j’ai déjà sur mon compte margin)
-#  'pl': '-0.00000371',              -> plus-value latente si je rachète tout de suite (négatif = perdu)
-#  'total': '0.00681856',            -> valeur totale empruntée en BTC
-#  'type': 'short'}
-
-
-# closeMarginPosition({"currencyPair": "BTC_DASH"}) : fermer la position au prix
-# du marché
-# Nécessaire à la fin
-# portfolio.market.create_order("DASH/BTC", "limit", "buy", 0.1, price=0.06726487, account="margin")
-
-# portfolio.market.fetch_balance_per_type()
-# Ne suffit pas pour calculer les positions: ne contient que les 0.01 envoyés
-# TODO: vérifier si fetch_balance marque ces 0.01 comme disponibles -> oui
+def poloniex_close_margin_position(self, currency, base_currency):
+    """
+    closeMarginPosition({"currencyPair": "BTC_DASH"})
+    fermer la position au prix du marché
+    """
+    symbol = "{}_{}".format(base_currency, currency)
+    self.privatePostCloseMarginPosition({"currencyPair": symbol})
+ccxt.poloniex.close_margin_position = poloniex_close_margin_position
+
+def poloniex_tradable_balances(self):
+    """
+    portfolio.market.privatePostReturnTradableBalances()
+    Returns tradable balances in margin
+    'BTC_DASH': {'BTC': '0.01266999', 'DASH': '0.08574839'},
+    Je peux emprunter jusqu’à 0.08574839 DASH ou 0.01266999 BTC (une position est déjà ouverte)
+    'BTC_CLAM': {'BTC': '0.00585143', 'CLAM': '7.79300395'},
+    Je peux emprunter 7.7 CLAM pour les vendre contre des BTC, ou emprunter 0.00585143 BTC pour acheter des CLAM
+    """
+
+    tradable_balances = self.privatePostReturnTradableBalances()
+    for symbol, balances in tradable_balances.items():
+        for currency, balance in balances.items():
+            balances[currency] = decimal.Decimal(balance)
+    return tradable_balances
+ccxt.poloniex.fetch_tradable_balances = poloniex_tradable_balances
+
+def poloniex_margin_summary(self):
+    """
+    portfolio.market.privatePostReturnMarginAccountSummary()
+    Returns current informations for margin
+    {'currentMargin': '1.49680968',      -> marge (ne doit pas descendre sous 20% / 0.2)
+                                            = netValue / totalBorrowedValue
+     'lendingFees': '0.00000000',        -> fees totaux
+     'netValue': '0.01008254',           -> balance + plus-value
+     'pl': '0.00008254',                 -> plus value latente (somme des positions)
+     'totalBorrowedValue': '0.00673602', -> valeur en BTC empruntée
+     'totalValue': '0.01000000'}         -> valeur totale en compte
+    """
+    summary = self.privatePostReturnMarginAccountSummary()
 
+    return {
+            "current_margin": decimal.Decimal(summary["currentMargin"]),
+            "lending_fees": decimal.Decimal(summary["lendingFees"]),
+            "gains": decimal.Decimal(summary["pl"]),
+            "total_borrowed": decimal.Decimal(summary["totalBorrowedValue"]),
+            "total": decimal.Decimal(summary["totalValue"]),
+            }
+ccxt.poloniex.margin_summary = poloniex_margin_summary
 market = ccxt.poloniex({
     "apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX",
     "secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef",