diff options
Diffstat (limited to 'helper.py')
-rw-r--r-- | helper.py | 96 |
1 files changed, 48 insertions, 48 deletions
@@ -202,7 +202,7 @@ class Processor: | |||
202 | "before": True, | 202 | "before": True, |
203 | "after": False, | 203 | "after": False, |
204 | "fetch_balances": ["begin", "end"], | 204 | "fetch_balances": ["begin", "end"], |
205 | "prepare_trades": { "repartition": { "BTC": (1, "long") } }, | 205 | "prepare_trades": { "repartition": { "base_currency": (1, "long") } }, |
206 | "prepare_orders": { "compute_value": "average" }, | 206 | "prepare_orders": { "compute_value": "average" }, |
207 | "run_orders": {}, | 207 | "run_orders": {}, |
208 | "follow_orders": {}, | 208 | "follow_orders": {}, |
@@ -226,18 +226,15 @@ class Processor: | |||
226 | "move_balances": {}, | 226 | "move_balances": {}, |
227 | "run_orders": {}, | 227 | "run_orders": {}, |
228 | "follow_orders": {}, | 228 | "follow_orders": {}, |
229 | "close_trades": {}, | ||
229 | }, | 230 | }, |
230 | ] | 231 | ] |
231 | } | 232 | } |
232 | 233 | ||
233 | allowed_arguments = { | 234 | ordered_actions = [ |
234 | "wait_for_recent": ["delta"], | 235 | "wait_for_recent", "prepare_trades", "prepare_orders", |
235 | "prepare_trades": ["base_currency", "liquidity", "compute_value", "repartition", "only"], | 236 | "move_balances", "run_orders", "follow_orders", |
236 | "prepare_orders": ["only", "compute_value"], | 237 | "close_trades"] |
237 | "move_balances": [], | ||
238 | "run_orders": [], | ||
239 | "follow_orders": ["sleep"], | ||
240 | } | ||
241 | 238 | ||
242 | def __init__(self, market): | 239 | def __init__(self, market): |
243 | self.market = market | 240 | self.market = market |
@@ -264,57 +261,60 @@ class Processor: | |||
264 | for step in steps: | 261 | for step in steps: |
265 | selected_steps += self.select_steps(scenario, step) | 262 | selected_steps += self.select_steps(scenario, step) |
266 | for step in selected_steps: | 263 | for step in selected_steps: |
267 | self.process_step(scenario_name, step, **kwargs) | 264 | self.process_step(scenario_name, step, kwargs) |
268 | 265 | ||
269 | def process_step(self, scenario_name, step, **kwargs): | 266 | def process_step(self, scenario_name, step, kwargs): |
270 | process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"]) | 267 | process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"]) |
271 | self.market.report.log_stage("{}_begin".format(process_name)) | 268 | self.market.report.log_stage("{}_begin".format(process_name)) |
272 | if "begin" in step.get("fetch_balances", []): | 269 | if "begin" in step.get("fetch_balances", []): |
273 | self.market.balances.fetch_balances(tag="{}_begin".format(process_name)) | 270 | self.market.balances.fetch_balances(tag="{}_begin".format(process_name)) |
274 | 271 | ||
275 | for action in ["wait_for_recent", "prepare_trades", | 272 | for action in self.ordered_actions: |
276 | "prepare_orders", "move_balances", "run_orders", | ||
277 | "follow_orders"]: | ||
278 | if action in step: | 273 | if action in step: |
279 | self.run_action(action, step[action], **kwargs) | 274 | self.run_action(action, step[action], kwargs) |
280 | 275 | ||
281 | if "end" in step.get("fetch_balances", []): | 276 | if "end" in step.get("fetch_balances", []): |
282 | self.market.balances.fetch_balances(tag="{}_end".format(process_name)) | 277 | self.market.balances.fetch_balances(tag="{}_end".format(process_name)) |
283 | self.market.report.log_stage("{}_end".format(process_name)) | 278 | self.market.report.log_stage("{}_end".format(process_name)) |
284 | 279 | ||
285 | def run_action(self, action, default_args, **kwargs): | 280 | def method_arguments(self, action): |
286 | args = {k: v for k, v in {**default_args, **kwargs}.items() if k in self.allowed_arguments[action] } | 281 | import inspect |
287 | 282 | ||
288 | if action == "wait_for_recent": | 283 | if action == "wait_for_recent": |
289 | portfolio.Portfolio.wait_for_recent(self.market, **args) | 284 | method = portfolio.Portfolio.wait_for_recent |
290 | if action == "prepare_trades": | 285 | elif action == "prepare_trades": |
291 | self.market.prepare_trades(**args) | 286 | method = self.market.prepare_trades |
292 | if action == "prepare_orders": | 287 | elif action == "prepare_orders": |
293 | self.market.trades.prepare_orders(**args) | 288 | method = self.market.trades.prepare_orders |
294 | if action == "move_balances": | 289 | elif action == "move_balances": |
295 | self.market.move_balances(**args) | 290 | method = self.market.move_balances |
296 | if action == "run_orders": | 291 | elif action == "run_orders": |
297 | self.market.trades.run_orders(**args) | 292 | method = self.market.trades.run_orders |
298 | if action == "follow_orders": | 293 | elif action == "follow_orders": |
299 | self.market.follow_orders(**args) | 294 | method = self.market.follow_orders |
300 | 295 | elif action == "close_trades": | |
301 | def process_sell_needed__1_sell(market, liquidity="medium", base_currency="BTC"): | 296 | method = self.market.trades.close_trades |
302 | Processor(market).process("sell_needed", steps="sell", | 297 | |
303 | liquidity=liquidity, base_currency=base_currency) | 298 | signature = inspect.getfullargspec(method) |
304 | 299 | defaults = signature.defaults or [] | |
305 | def process_sell_needed__2_buy(market, liquidity="medium", base_currency="BTC"): | 300 | kwargs = signature.args[-len(defaults):] |
306 | Processor(market).process("sell_needed", steps="buy", | 301 | |
307 | liquidity=liquidity, base_currency=base_currency) | 302 | return [method, kwargs] |
308 | 303 | ||
309 | def process_sell_all__1_all_sell(market, base_currency="BTC", liquidity="medium"): | 304 | def parse_args(self, action, default_args, kwargs): |
310 | Processor(market).process("sell_all", steps="all_sell", | 305 | method, allowed_arguments = self.method_arguments(action) |
311 | liquidity=liquidity, base_currency=base_currency) | 306 | args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments } |
312 | 307 | ||
313 | def process_sell_all__2_wait(market, liquidity="medium", base_currency="BTC"): | 308 | if "repartition" in args and "base_currency" in args["repartition"]: |
314 | Processor(market).process("sell_all", steps="wait", | 309 | r = args["repartition"] |
315 | liquidity=liquidity, base_currency=base_currency) | 310 | r[args.get("base_currency", "BTC")] = r.pop("base_currency") |
316 | 311 | ||
317 | def process_sell_all__3_all_buy(market, base_currency="BTC", liquidity="medium"): | 312 | return method, args |
318 | Processor(market).process("sell_all", steps="all_buy", | 313 | |
319 | liquidity=liquidity, base_currency=base_currency) | 314 | def run_action(self, action, default_args, kwargs): |
315 | method, args = self.parse_args(action, default_args, kwargs) | ||
320 | 316 | ||
317 | if action == "wait_for_recent": | ||
318 | method(self.market, **args) | ||
319 | else: | ||
320 | method(**args) | ||