Add some tests and cleanup exchange process

- Acceptance test for the whole exchange process
- Cut exchange two steps:
  - Compute the outcome of the exchange
  - Do all the sells
  - Recompute the buys according to the sells result
  - Do all the buys

1 files changed, 61 insertions, 30 deletions

diff --git a/portfolio.py b/portfolio.py
index 6d51989..acb61b2 100644
--- a/portfolio.py
+++ b/portfolio.py
@@ -4,9 +4,7 @@ from decimal import Decimal as D
 # Put your poloniex api key in market.py
 from market import market
 
-# FIXME: Améliorer le bid/ask
-# FIXME: J'essayais d'utiliser plus de bitcoins que j'en avais à disposition
-# FIXME: better compute moves to avoid rounding errors
+debug = False
 
 class Portfolio:
     URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json"
@@ -78,8 +76,6 @@ class Portfolio:
                 }
 
 class Amount:
-    MAX_DIGITS = 18
-
     def __init__(self, currency, value, linked_to=None, ticker=None, rate=None):
         self.currency = currency
         self.value = D(value)
@@ -202,7 +198,7 @@ class Balance:
         for key in hash_:
             if key in ["info", "free", "used", "total"]:
                 continue
-            if hash_[key]["total"] > 0:
+            if hash_[key]["total"] > 0 or key in cls.known_balances:
                 cls.known_balances[key] = cls.from_hash(key, hash_[key])
 
     @classmethod
@@ -222,14 +218,22 @@ class Balance:
         return amounts
 
     @classmethod
-    def prepare_trades(cls, market, base_currency="BTC", compute_value=None):
+    def prepare_trades(cls, market, base_currency="BTC", compute_value="average"):
         cls.fetch_balances(market)
-        values_in_base = cls.in_currency(base_currency, market)
+        values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value)
         total_base_value = sum(values_in_base.values())
         new_repartition = cls.dispatch_assets(total_base_value)
         # Recompute it in case we have new currencies
-        values_in_base = cls.in_currency(base_currency, market)
-        Trade.compute_trades(values_in_base, new_repartition, market=market, compute_value=compute_value)
+        values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value)
+        Trade.compute_trades(values_in_base, new_repartition, market=market)
+
+    @classmethod
+    def update_trades(cls, market, base_currency="BTC", compute_value="average", only=None):
+        cls.fetch_balances(market)
+        values_in_base = cls.in_currency(base_currency, market, compute_value=compute_value)
+        total_base_value = sum(values_in_base.values())
+        new_repartition = cls.dispatch_assets(total_base_value)
+        Trade.compute_trades(values_in_base, new_repartition, only=only, market=market)
 
     def __repr__(self):
         return "Balance({} [{}/{}/{}])".format(self.currency, str(self.free), str(self.used), str(self.total))
@@ -302,21 +306,27 @@ class Trade:
         return cls.get_ticker(c1, c2, market)
 
     @classmethod
-    def compute_trades(cls, values_in_base, new_repartition, market=None, compute_value=None):
+    def compute_trades(cls, values_in_base, new_repartition, only=None, market=None):
         base_currency = sum(values_in_base.values()).currency
         for currency in Balance.currencies():
             if currency == base_currency:
                 continue
-            cls.trades[currency] = cls(
+            trade = cls(
                 values_in_base.get(currency, Amount(base_currency, 0)), 
                 new_repartition.get(currency, Amount(base_currency, 0)),
                 currency,
                 market=market
                 )
-            if compute_value is not None:
-                cls.trades[currency].prepare_order(compute_value=compute_value)
+            if only is None or trade.action == only:
+                cls.trades[currency] = trade
         return cls.trades
 
+    @classmethod
+    def prepare_orders(cls, only=None, compute_value="default"):
+        for currency, trade in cls.trades.items():
+            if only is None or trade.action == only:
+                trade.prepare_order(compute_value=compute_value)
+
     @property
     def action(self):
         if self.value_from == self.value_to:
@@ -353,7 +363,7 @@ class Trade:
 
         rate = Trade.compute_value(ticker, self.order_action(inverted), compute_value=compute_value)
 
-        self.orders.append(Order(self.order_action(inverted), delta, rate, currency))
+        self.orders.append(Order(self.order_action(inverted), delta, rate, currency, self.market))
 
     @classmethod
     def compute_value(cls, ticker, action, compute_value="default"):
@@ -362,22 +372,33 @@ class Trade:
         return compute_value(ticker, action)
 
     @classmethod
-    def all_orders(cls):
-        return sum(map(lambda v: v.orders, cls.trades.values()), [])
+    def all_orders(cls, state=None):
+        all_orders = sum(map(lambda v: v.orders, cls.trades.values()), [])
+        if state is None:
+            return all_orders
+        else:
+            return list(filter(lambda o: o.status == state, all_orders))
+
+    @classmethod
+    def run_orders(cls):
+        for order in cls.all_orders(state="pending"):
+            order.run()
 
     @classmethod
-    def follow_orders(cls, market):
+    def follow_orders(cls, verbose=True, sleep=30):
         orders = cls.all_orders()
         finished_orders = []
         while len(orders) != len(finished_orders):
-            time.sleep(30)
+            time.sleep(sleep)
             for order in orders:
                 if order in finished_orders:
                     continue
-                if order.get_status(market) != "open":
+                if order.get_status() != "open":
                     finished_orders.append(order)
-                    print("finished {}".format(order))
-        print("All orders finished")
+                    if verbose:
+                        print("finished {}".format(order))
+        if verbose:
+            print("All orders finished")
 
     def __repr__(self):
         return "Trade({} -> {} in {}, {})".format(
@@ -387,15 +408,16 @@ class Trade:
                 self.action)
 
 class Order:
-    DEBUG = True
+    DEBUG = debug
 
-    def __init__(self, action, amount, rate, base_currency):
+    def __init__(self, action, amount, rate, base_currency, market):
         self.action = action
         self.amount = amount
         self.rate = rate
         self.base_currency = base_currency
+        self.market = market
         self.result = None
-        self.status = "not run"
+        self.status = "pending"
 
     def __repr__(self):
         return "Order({} {} at {} {} [{}])".format(
@@ -406,7 +428,15 @@ class Order:
                 self.status
                 )
 
-    def run(self, market):
+    @property
+    def pending(self):
+        return self.status == "pending"
+
+    @property
+    def finished(self):
+        return self.status == "closed" or self.status == "canceled"
+
+    def run(self):
         symbol = "{}/{}".format(self.amount.currency, self.base_currency)
         amount = self.amount.value
 
@@ -415,20 +445,21 @@ class Order:
                 symbol, self.action, amount, self.rate))
         else:
             try:
-                self.result = market.create_order(symbol, 'limit', self.action, amount, price=self.rate)
+                self.result = self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate)
                 self.status = "open"
             except Exception:
                 pass
 
-    def get_status(self, market):
+    def get_status(self):
         # other states are "closed" and "canceled"
         if self.status == "open":
-            result = market.fetch_order(self.result['id'])
+            result = self.market.fetch_order(self.result['id'])
             self.status = result["status"]
         return self.status
 
 def print_orders(market, base_currency="BTC"):
     Balance.prepare_trades(market, base_currency=base_currency, compute_value="average")
+    Trade.prepare_orders(compute_value="average")
     for currency, balance in Balance.known_balances.items():
         print(balance)
     for currency, trade in Trade.trades.items():
@@ -442,7 +473,7 @@ def make_orders(market, base_currency="BTC"):
         print(trade)
         for order in trade.orders:
             print("\t", order, sep="")
-            order.run(market)
+            order.run()
 
 if __name__ == '__main__':
     print_orders(market)