Refactor the store to be more conciliant with multiple marketsv0.2

1 files changed, 104 insertions, 126 deletions

diff --git a/store.py b/store.py
index a7aad22..c6cddab 100644
--- a/store.py
+++ b/store.py
@@ -6,63 +6,59 @@ from datetime import date, datetime
 __all__ = ["BalanceStore", "ReportStore", "TradeStore"]
 
 class ReportStore:
-    logs = []
-    verbose_print = True
+    def __init__(self, market, verbose_print=True):
+        self.market = market
+        self.verbose_print = verbose_print
 
-    @classmethod
-    def print_log(cls, message):
+        self.logs = []
+
+    def print_log(self, message):
         message = str(message)
-        if cls.verbose_print:
+        if self.verbose_print:
             print(message)
 
-    @classmethod
-    def add_log(cls, hash_):
+    def add_log(self, hash_):
         hash_["date"] = datetime.now()
-        cls.logs.append(hash_)
+        self.logs.append(hash_)
 
-    @classmethod
-    def to_json(cls):
+    def to_json(self):
         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)
+        return json.dumps(self.logs, default=default_json_serial)
 
-    @classmethod
-    def set_verbose(cls, verbose_print):
-        cls.verbose_print = verbose_print
+    def set_verbose(self, verbose_print):
+        self.verbose_print = verbose_print
 
-    @classmethod
-    def log_stage(cls, stage):
-        cls.print_log("-" * (len(stage) + 8))
-        cls.print_log("[Stage] {}".format(stage))
+    def log_stage(self, stage):
+        self.print_log("-" * (len(stage) + 8))
+        self.print_log("[Stage] {}".format(stage))
 
-        cls.add_log({
+        self.add_log({
             "type": "stage",
             "stage": stage,
             })
 
-    @classmethod
-    def log_balances(cls, market, tag=None):
-        cls.print_log("[Balance]")
-        for currency, balance in BalanceStore.all.items():
-            cls.print_log("\t{}".format(balance))
+    def log_balances(self, tag=None):
+        self.print_log("[Balance]")
+        for currency, balance in self.market.balances.all.items():
+            self.print_log("\t{}".format(balance))
 
-        cls.add_log({
+        self.add_log({
             "type": "balance",
             "tag": tag,
-            "balances": BalanceStore.as_json()
+            "balances": self.market.balances.as_json()
             })
 
-    @classmethod
-    def log_tickers(cls, market, amounts, other_currency,
+    def log_tickers(self, 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({
+        self.add_log({
             "type": "tickers",
             "compute_value": compute_value,
             "balance_type": type,
@@ -72,9 +68,8 @@ class ReportStore:
             "total": sum(amounts.values()).as_json()["value"]
             })
 
-    @classmethod
-    def log_dispatch(cls, amount, amounts, liquidity, repartition):
-        cls.add_log({
+    def log_dispatch(self, amount, amounts, liquidity, repartition):
+        self.add_log({
             "type": "dispatch",
             "liquidity": liquidity,
             "repartition_ratio": repartition,
@@ -82,26 +77,24 @@ class ReportStore:
             "repartition": { k: v.as_json()["value"] for k, v in amounts.items() }
             })
 
-    @classmethod
-    def log_trades(cls, matching_and_trades, only, debug):
+    def log_trades(self, matching_and_trades, only):
         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({
+        self.add_log({
             "type": "trades",
             "only": only,
-            "debug": debug,
+            "debug": self.market.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({
+    def log_orders(self, orders, tick=None, only=None, compute_value=None):
+        self.print_log("[Orders]")
+        self.market.trades.print_all_with_order(ind="\t")
+        self.add_log({
             "type": "orders",
             "only": only,
             "compute_value": compute_value,
@@ -109,21 +102,20 @@ class ReportStore:
             "orders": [order.as_json() for order in orders if order is not None]
             })
 
-    @classmethod
-    def log_order(cls, order, tick, finished=False, update=None,
+    def log_order(self, order, tick, finished=False, update=None,
             new_order=None, compute_value=None):
         if finished:
-            cls.print_log("[Order] Finished {}".format(order))
+            self.print_log("[Order] Finished {}".format(order))
         elif update == "waiting":
-            cls.print_log("[Order] {}, tick {}, waiting".format(order, tick))
+            self.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))
+            self.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))
+            self.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))
+            self.print_log("[Order] {}, tick {}, market value, cancelling and adjusting to {}".format(order, tick, new_order))
 
-        cls.add_log({
+        self.add_log({
             "type": "order",
             "tick": tick,
             "update": update,
@@ -132,18 +124,16 @@ class ReportStore:
             "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({
+    def log_move_balances(self, needed, moving):
+        self.add_log({
             "type": "move_balances",
-            "debug": debug,
+            "debug": self.market.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({
+    def log_http_request(self, method, url, body, headers, response):
+        self.add_log({
             "type": "http_request",
             "method": method,
             "url": url,
@@ -153,15 +143,14 @@ class ReportStore:
             "response": response.text
             })
 
-    @classmethod
-    def log_error(cls, action, message=None, exception=None):
-        cls.print_log("[Error] {}".format(action))
+    def log_error(self, action, message=None, exception=None):
+        self.print_log("[Error] {}".format(action))
         if exception is not None:
-            cls.print_log(str("\t{}: {}".format(exception.__class__.__name__, exception)))
+            self.print_log(str("\t{}: {}".format(exception.__class__.__name__, exception)))
         if message is not None:
-            cls.print_log("\t{}".format(message))
+            self.print_log("\t{}".format(message))
 
-        cls.add_log({
+        self.add_log({
             "type": "error",
             "action": action,
             "exception_class": exception.__class__.__name__ if exception is not None else None,
@@ -169,132 +158,121 @@ class ReportStore:
             "message": message,
             })
 
-    @classmethod
-    def log_debug_action(cls, action):
-        cls.print_log("[Debug] {}".format(action))
+    def log_debug_action(self, action):
+        self.print_log("[Debug] {}".format(action))
 
-        cls.add_log({
+        self.add_log({
             "type": "debug_action",
             "action": action,
             })
 
 class BalanceStore:
-    all = {}
+    def __init__(self, market):
+        self.market = market
+        self.all = {}
 
-    @classmethod
-    def currencies(cls):
-        return cls.all.keys()
+    def currencies(self):
+        return self.all.keys()
 
-    @classmethod
-    def in_currency(cls, other_currency, market, compute_value="average", type="total"):
+    def in_currency(self, other_currency, compute_value="average", type="total"):
         amounts = {}
-        for currency, balance in cls.all.items():
+        for currency, balance in self.all.items():
             other_currency_amount = getattr(balance, type)\
-                    .in_currency(other_currency, market, compute_value=compute_value)
+                    .in_currency(other_currency, self.market, compute_value=compute_value)
             amounts[currency] = other_currency_amount
-        ReportStore.log_tickers(market, amounts, other_currency,
+        self.market.report.log_tickers(amounts, other_currency,
                 compute_value, type)
         return amounts
 
-    @classmethod
-    def fetch_balances(cls, market, tag=None):
-        all_balances = market.fetch_all_balances()
+    def fetch_balances(self, tag=None):
+        all_balances = self.market.ccxt.fetch_all_balances()
         for currency, balance in all_balances.items():
             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, tag=tag)
+                    currency in self.all:
+                self.all[currency] = portfolio.Balance(currency, balance)
+        self.market.report.log_balances(tag=tag)
 
-    @classmethod
-    def dispatch_assets(cls, amount, liquidity="medium", repartition=None):
+    def dispatch_assets(self, amount, liquidity="medium", repartition=None):
         if repartition is None:
-            repartition = portfolio.Portfolio.repartition(liquidity=liquidity)
+            repartition = portfolio.Portfolio.repartition(self.market, liquidity=liquidity)
         sum_ratio = sum([v[0] for k, v in repartition.items()])
         amounts = {}
         for currency, (ptt, trade_type) in repartition.items():
             amounts[currency] = ptt * amount / sum_ratio
             if trade_type == "short":
                 amounts[currency] = - amounts[currency]
-            if currency not in BalanceStore.all:
-                cls.all[currency] = portfolio.Balance(currency, {})
-        ReportStore.log_dispatch(amount, amounts, liquidity, repartition)
+            if currency not in self.all:
+                self.all[currency] = portfolio.Balance(currency, {})
+        self.market.report.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() }
+    def as_json(self):
+        return { k: v.as_json() for k, v in self.all.items() }
 
 class TradeStore:
-    all = []
-    debug = False
+    def __init__(self, market):
+        self.market = market
+        self.all = []
 
-    @classmethod
-    def compute_trades(cls, values_in_base, new_repartition, only=None, market=None, debug=False):
+    def compute_trades(self, values_in_base, new_repartition, only=None):
         computed_trades = []
-        cls.debug = cls.debug or debug
         base_currency = sum(values_in_base.values()).currency
-        for currency in BalanceStore.currencies():
+        for currency in self.market.balances.currencies():
             if currency == base_currency:
                 continue
             value_from = values_in_base.get(currency, portfolio.Amount(base_currency, 0))
             value_to = new_repartition.get(currency, portfolio.Amount(base_currency, 0))
 
             if value_from.value * value_to.value < 0:
-                computed_trades.append(cls.trade_if_matching(
+                computed_trades.append(self.trade_if_matching(
                         value_from, portfolio.Amount(base_currency, 0),
-                        currency, only=only, market=market))
-                computed_trades.append(cls.trade_if_matching(
+                        currency, only=only))
+                computed_trades.append(self.trade_if_matching(
                         portfolio.Amount(base_currency, 0), value_to,
-                        currency, only=only, market=market))
+                        currency, only=only))
             else:
-                computed_trades.append(cls.trade_if_matching(
+                computed_trades.append(self.trade_if_matching(
                         value_from, value_to,
-                        currency, only=only, market=market))
+                        currency, only=only))
         for matching, trade in computed_trades:
             if matching:
-                cls.all.append(trade)
-        ReportStore.log_trades(computed_trades, only, cls.debug)
+                self.all.append(trade)
+        self.market.report.log_trades(computed_trades, only)
 
-    @classmethod
-    def trade_if_matching(cls, value_from, value_to, currency,
-            only=None, market=None):
+    def trade_if_matching(self, value_from, value_to, currency,
+            only=None):
         trade = portfolio.Trade(value_from, value_to, currency,
-                market=market)
+                self.market)
         matching = only is None or trade.action == only
         return [matching, trade]
 
-    @classmethod
-    def prepare_orders(cls, only=None, compute_value="default"):
+    def prepare_orders(self, only=None, compute_value="default"):
         orders = []
-        for trade in cls.all:
+        for trade in self.all:
             if only is None or trade.action == only:
                 orders.append(trade.prepare_order(compute_value=compute_value))
-        ReportStore.log_orders(orders, only, compute_value)
+        self.market.report.log_orders(orders, only, compute_value)
 
-    @classmethod
-    def print_all_with_order(cls, ind=""):
-        for trade in cls.all:
+    def print_all_with_order(self, ind=""):
+        for trade in self.all:
             trade.print_with_order(ind=ind)
 
-    @classmethod
-    def run_orders(cls):
-        orders = cls.all_orders(state="pending")
+    def run_orders(self):
+        orders = self.all_orders(state="pending")
         for order in orders:
             order.run()
-        ReportStore.log_stage("run_orders")
-        ReportStore.log_orders(orders)
+        self.market.report.log_stage("run_orders")
+        self.market.report.log_orders(orders)
 
-    @classmethod
-    def all_orders(cls, state=None):
-        all_orders = sum(map(lambda v: v.orders, cls.all), [])
+    def all_orders(self, state=None):
+        all_orders = sum(map(lambda v: v.orders, self.all), [])
         if state is None:
             return all_orders
         else:
             return list(filter(lambda o: o.status == state, all_orders))
 
-    @classmethod
-    def update_all_orders_status(cls):
-        for order in cls.all_orders(state="open"):
+    def update_all_orders_status(self):
+        for order in self.all_orders(state="open"):
             order.get_status()