Add report store to store messages and logs

1 files changed, 208 insertions, 16 deletions

diff --git a/store.py b/store.py
index abbe5ee..dfadef2 100644
--- a/store.py
+++ b/store.py
@@ -1,6 +1,181 @@
 import portfolio
+import simplejson as json
+from decimal import Decimal as D, ROUND_DOWN
+from datetime import date, datetime
 
-__all__ = ["BalanceStore", "TradeStore"]
+__all__ = ["BalanceStore", "ReportStore", "TradeStore"]
+
+class ReportStore:
+    logs = []
+    verbose_print = True
+
+    @classmethod
+    def print_log(cls, message):
+        message = str(message)
+        if cls.verbose_print:
+            print(message)
+
+    @classmethod
+    def add_log(cls, hash_):
+        hash_["date"] = datetime.now()
+        cls.logs.append(hash_)
+
+    @classmethod
+    def to_json(cls):
+        def default_json_serial(obj):
+            if isinstance(obj, (datetime, date)):
+                return obj.isoformat()
+            raise TypeError ("Type %s not serializable" % type(obj))
+        return json.dumps(cls.logs, default=default_json_serial)
+
+    @classmethod
+    def set_verbose(cls, verbose_print):
+        cls.verbose_print = verbose_print
+
+    @classmethod
+    def log_stage(cls, stage):
+        cls.print_log("-" * (len(stage) + 8))
+        cls.print_log("[Stage] {}".format(stage))
+
+        cls.add_log({
+            "type": "stage",
+            "stage": stage,
+            })
+
+    @classmethod
+    def log_balances(cls, market):
+        cls.print_log("[Balance]")
+        for currency, balance in BalanceStore.all.items():
+            cls.print_log("\t{}".format(balance))
+
+        cls.add_log({
+            "type": "balance",
+            "balances": BalanceStore.as_json()
+            })
+
+    @classmethod
+    def log_tickers(cls, market, amounts, other_currency,
+            compute_value, type):
+        values = {}
+        rates = {}
+        for currency, amount in amounts.items():
+            values[currency] = amount.as_json()["value"]
+            rates[currency] = amount.rate
+        cls.add_log({
+            "type": "tickers",
+            "compute_value": compute_value,
+            "balance_type": type,
+            "currency": other_currency,
+            "balances": values,
+            "rates": rates,
+            "total": sum(amounts.values()).as_json()["value"]
+            })
+
+    @classmethod
+    def log_dispatch(cls, amount, amounts, liquidity, repartition):
+        cls.add_log({
+            "type": "dispatch",
+            "liquidity": liquidity,
+            "repartition_ratio": repartition,
+            "total_amount": amount.as_json(),
+            "repartition": { k: v.as_json()["value"] for k, v in amounts.items() }
+            })
+
+    @classmethod
+    def log_trades(cls, matching_and_trades, only, debug):
+        trades = []
+        for matching, trade in matching_and_trades:
+            trade_json = trade.as_json()
+            trade_json["skipped"] = not matching
+            trades.append(trade_json)
+
+        cls.add_log({
+            "type": "trades",
+            "only": only,
+            "debug": debug,
+            "trades": trades
+            })
+
+    @classmethod
+    def log_orders(cls, orders, tick=None, only=None, compute_value=None):
+        cls.print_log("[Orders]")
+        TradeStore.print_all_with_order(ind="\t")
+        cls.add_log({
+            "type": "orders",
+            "only": only,
+            "compute_value": compute_value,
+            "tick": tick,
+            "orders": [order.as_json() for order in orders if order is not None]
+            })
+
+    @classmethod
+    def log_order(cls, order, tick, finished=False, update=None,
+            new_order=None, compute_value=None):
+        if finished:
+            cls.print_log("[Order] Finished {}".format(order))
+        elif update == "waiting":
+            cls.print_log("[Order] {}, tick {}, waiting".format(order, tick))
+        elif update == "adjusting":
+            cls.print_log("[Order] {}, tick {}, cancelling and adjusting to {}".format(order, tick, new_order))
+        elif update == "market_fallback":
+            cls.print_log("[Order] {}, tick {}, fallbacking to market value".format(order, tick))
+        elif update == "market_adjust":
+            cls.print_log("[Order] {}, tick {}, market value, cancelling and adjusting to {}".format(order, tick, new_order))
+
+        cls.add_log({
+            "type": "order",
+            "tick": tick,
+            "update": update,
+            "order": order.as_json(),
+            "compute_value": compute_value,
+            "new_order": new_order.as_json() if new_order is not None else None
+            })
+
+    @classmethod
+    def log_move_balances(cls, needed, moving, debug):
+        cls.add_log({
+            "type": "move_balances",
+            "debug": debug,
+            "needed": { k: v.as_json()["value"] if isinstance(v, portfolio.Amount) else v for k, v in needed.items() },
+            "moving": { k: v.as_json()["value"] if isinstance(v, portfolio.Amount) else v for k, v in moving.items() },
+            })
+
+    @classmethod
+    def log_http_request(cls, method, url, body, headers, response):
+        cls.add_log({
+            "type": "http_request",
+            "method": method,
+            "url": url,
+            "body": body,
+            "headers": headers,
+            "status": response.status_code,
+            "response": response.text
+            })
+
+    @classmethod
+    def log_error(cls, action, message=None, exception=None):
+        cls.print_log("[Error] {}".format(action))
+        if exception is not None:
+            cls.print_log(str("\t{}: {}".format(exception.__class__.__name__, exception)))
+        if message is not None:
+            cls.print_log("\t{}".format(message))
+
+        cls.add_log({
+            "type": "error",
+            "action": action,
+            "exception_class": exception.__class__.__name__ if exception is not None else None,
+            "exception_message": str(exception) if exception is not None else None,
+            "message": message,
+            })
+
+    @classmethod
+    def log_debug_action(cls, action):
+        cls.print_log("[Debug] {}".format(action))
+
+        cls.add_log({
+            "type": "debug_action",
+            "action": action,
+            })
 
 class BalanceStore:
     all = {}
@@ -16,6 +191,8 @@ class BalanceStore:
             other_currency_amount = getattr(balance, type)\
                     .in_currency(other_currency, market, compute_value=compute_value)
             amounts[currency] = other_currency_amount
+        ReportStore.log_tickers(market, amounts, other_currency,
+                compute_value, type)
         return amounts
 
     @classmethod
@@ -25,6 +202,7 @@ class BalanceStore:
             if balance["exchange_total"] != 0 or balance["margin_total"] != 0 or \
                     currency in cls.all:
                 cls.all[currency] = portfolio.Balance(currency, balance)
+        ReportStore.log_balances(market)
 
     @classmethod
     def dispatch_assets(cls, amount, liquidity="medium", repartition=None):
@@ -38,14 +216,20 @@ class BalanceStore:
                 amounts[currency] = - amounts[currency]
             if currency not in BalanceStore.all:
                 cls.all[currency] = portfolio.Balance(currency, {})
+        ReportStore.log_dispatch(amount, amounts, liquidity, repartition)
         return amounts
 
+    @classmethod
+    def as_json(cls):
+        return { k: v.as_json() for k, v in cls.all.items() }
+
 class TradeStore:
     all = []
     debug = False
 
     @classmethod
     def compute_trades(cls, values_in_base, new_repartition, only=None, market=None, debug=False):
+        computed_trades = []
         cls.debug = cls.debug or debug
         base_currency = sum(values_in_base.values()).currency
         for currency in BalanceStore.currencies():
@@ -55,41 +239,49 @@ class TradeStore:
             value_to = new_repartition.get(currency, portfolio.Amount(base_currency, 0))
 
             if value_from.value * value_to.value < 0:
-                cls.add_trade_if_matching(
+                computed_trades.append(cls.trade_if_matching(
                         value_from, portfolio.Amount(base_currency, 0),
-                        currency, only=only, market=market)
-                cls.add_trade_if_matching(
+                        currency, only=only, market=market))
+                computed_trades.append(cls.trade_if_matching(
                         portfolio.Amount(base_currency, 0), value_to,
-                        currency, only=only, market=market)
+                        currency, only=only, market=market))
             else:
-                cls.add_trade_if_matching(value_from, value_to,
-                        currency, only=only, market=market)
+                computed_trades.append(cls.trade_if_matching(
+                        value_from, value_to,
+                        currency, only=only, market=market))
+        for matching, trade in computed_trades:
+            if matching:
+                cls.all.append(trade)
+        ReportStore.log_trades(computed_trades, only, cls.debug)
 
     @classmethod
-    def add_trade_if_matching(cls, value_from, value_to, currency,
+    def trade_if_matching(cls, value_from, value_to, currency,
             only=None, market=None):
         trade = portfolio.Trade(value_from, value_to, currency,
                 market=market)
-        if only is None or trade.action == only:
-            cls.all.append(trade)
-            return True
-        return False
+        matching = only is None or trade.action == only
+        return [matching, trade]
 
     @classmethod
     def prepare_orders(cls, only=None, compute_value="default"):
+        orders = []
         for trade in cls.all:
             if only is None or trade.action == only:
-                trade.prepare_order(compute_value=compute_value)
+                orders.append(trade.prepare_order(compute_value=compute_value))
+        ReportStore.log_orders(orders, only, compute_value)
 
     @classmethod
-    def print_all_with_order(cls):
+    def print_all_with_order(cls, ind=""):
         for trade in cls.all:
-            trade.print_with_order()
+            trade.print_with_order(ind=ind)
 
     @classmethod
     def run_orders(cls):
-        for order in cls.all_orders(state="pending"):
+        orders = cls.all_orders(state="pending")
+        for order in orders:
             order.run()
+        ReportStore.log_stage("run_orders")
+        ReportStore.log_orders(orders)
 
     @classmethod
     def all_orders(cls, state=None):