1 files changed, 38 insertions, 43 deletions

diff --git a/portfolio.py b/portfolio.py
index f9423b9..43a39c4 100644
--- a/portfolio.py
+++ b/portfolio.py
@@ -1,13 +1,10 @@
 import time
 from datetime import datetime, timedelta
 from decimal import Decimal as D, ROUND_DOWN
-# Put your poloniex api key in market.py
 from json import JSONDecodeError
 from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError
 from ccxt import ExchangeError, ExchangeNotAvailable
 import requests
-import helper as h
-from store import *
 
 # FIXME: correctly handle web call timeouts
 
@@ -18,26 +15,27 @@ class Portfolio:
     last_date = None
 
     @classmethod
-    def wait_for_recent(cls, delta=4):
-        cls.repartition(refetch=True)
+    def wait_for_recent(cls, market, delta=4):
+        cls.repartition(market, refetch=True)
         while cls.last_date is None or datetime.now() - cls.last_date > timedelta(delta):
             time.sleep(30)
-            cls.repartition(refetch=True)
+            market.report.print_log("Attempt to fetch up-to-date cryptoportfolio")
+            cls.repartition(market, refetch=True)
 
     @classmethod
-    def repartition(cls, liquidity="medium", refetch=False):
-        cls.parse_cryptoportfolio(refetch=refetch)
+    def repartition(cls, market, liquidity="medium", refetch=False):
+        cls.parse_cryptoportfolio(market, refetch=refetch)
         liquidities = cls.liquidities[liquidity]
         return liquidities[cls.last_date]
 
     @classmethod
-    def get_cryptoportfolio(cls):
+    def get_cryptoportfolio(cls, market):
         try:
             r = requests.get(cls.URL)
-            ReportStore.log_http_request(r.request.method,
+            market.report.log_http_request(r.request.method,
                     r.request.url, r.request.body, r.request.headers, r)
         except Exception as e:
-            ReportStore.log_error("get_cryptoportfolio", exception=e)
+            market.report.log_error("get_cryptoportfolio", exception=e)
             return
         try:
             cls.data = r.json(parse_int=D, parse_float=D)
@@ -45,9 +43,9 @@ class Portfolio:
             cls.data = None
 
     @classmethod
-    def parse_cryptoportfolio(cls, refetch=False):
+    def parse_cryptoportfolio(cls, market, refetch=False):
         if refetch or cls.data is None:
-            cls.get_cryptoportfolio()
+            cls.get_cryptoportfolio(market)
 
         def filter_weights(weight_hash):
             if weight_hash[1][0] == 0:
@@ -118,7 +116,7 @@ class Amount:
                     self.value * rate,
                     linked_to=self,
                     rate=rate)
-        asset_ticker = h.get_ticker(self.currency, other_currency, market)
+        asset_ticker = market.get_ticker(self.currency, other_currency)
         if asset_ticker is not None:
             rate = Computation.compute_value(asset_ticker, action, compute_value=compute_value)
             return Amount(
@@ -283,7 +281,7 @@ class Balance:
         return "Balance({}".format(self.currency) + "".join([exchange, margin, total]) + ")"
 
 class Trade:
-    def __init__(self, value_from, value_to, currency, market=None):
+    def __init__(self, value_from, value_to, currency, market):
         # We have value_from of currency, and want to finish with value_to of
         # that currency. value_* may not be in currency's terms
         self.currency = currency
@@ -353,18 +351,18 @@ class Trade:
             if tick == 7:
                 update = "market_fallback"
 
-        ReportStore.log_order(order, tick, update=update,
+        self.market.report.log_order(order, tick, update=update,
                 compute_value=compute_value, new_order=new_order)
 
         if new_order is not None:
             order.cancel()
             new_order.run()
-            ReportStore.log_order(order, tick, new_order=new_order)
+            self.market.report.log_order(order, tick, new_order=new_order)
 
     def prepare_order(self, compute_value="default"):
         if self.action is None:
             return None
-        ticker = h.get_ticker(self.currency, self.base_currency, self.market)
+        ticker = self.market.get_ticker(self.currency, self.base_currency)
         inverted = ticker["inverted"]
         if inverted:
             ticker = ticker["original"]
@@ -430,7 +428,7 @@ class Trade:
         close_if_possible = (self.value_to == 0)
 
         if delta <= 0:
-            ReportStore.log_error("prepare_order", message="Less to do than already filled: {}".format(delta))
+            self.market.report.log_error("prepare_order", message="Less to do than already filled: {}".format(delta))
             return None
 
         order = Order(self.order_action(inverted),
@@ -456,11 +454,11 @@ class Trade:
                 self.action)
 
     def print_with_order(self, ind=""):
-        ReportStore.print_log("{}{}".format(ind, self))
+        self.market.report.print_log("{}{}".format(ind, self))
         for order in self.orders:
-            ReportStore.print_log("{}\t{}".format(ind, order))
+            self.market.report.print_log("{}\t{}".format(ind, order))
             for mouvement in order.mouvements:
-                ReportStore.print_log("{}\t\t{}".format(ind, mouvement))
+                self.market.report.print_log("{}\t\t{}".format(ind, mouvement))
 
 class Order:
     def __init__(self, action, amount, rate, base_currency, trade_type, market,
@@ -525,15 +523,15 @@ class Order:
 
     def run(self):
         symbol = "{}/{}".format(self.amount.currency, self.base_currency)
-        amount = round(self.amount, self.market.order_precision(symbol)).value
+        amount = round(self.amount, self.market.ccxt.order_precision(symbol)).value
 
-        if TradeStore.debug:
-            ReportStore.log_debug_action("market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(
+        if self.market.debug:
+            self.market.report.log_debug_action("market.ccxt.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(
                 symbol, self.action, amount, self.rate, self.account))
             self.results.append({"debug": True, "id": -1})
         else:
             try:
-                self.results.append(self.market.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account))
+                self.results.append(self.market.ccxt.create_order(symbol, 'limit', self.action, amount, price=self.rate, account=self.account))
             except ExchangeNotAvailable:
                 # Impossible to honor the order (dust amount)
                 self.status = "closed"
@@ -541,15 +539,15 @@ class Order:
                 return
             except Exception as e:
                 self.status = "error"
-                action = "market.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(symbol, self.action, amount, self.rate, self.account)
-                ReportStore.log_error(action, exception=e)
+                action = "market.ccxt.create_order('{}', 'limit', '{}', {}, price={}, account={})".format(symbol, self.action, amount, self.rate, self.account)
+                self.market.report.log_error(action, exception=e)
                 return
         self.id = self.results[0]["id"]
         self.status = "open"
 
     def get_status(self):
-        if TradeStore.debug:
-            ReportStore.log_debug_action("Getting {} status".format(self))
+        if self.market.debug:
+            self.market.report.log_debug_action("Getting {} status".format(self))
             return self.status
         # other states are "closed" and "canceled"
         if not self.finished:
@@ -559,23 +557,23 @@ class Order:
         return self.status
 
     def mark_finished_order(self):
-        if TradeStore.debug:
-            ReportStore.log_debug_action("Mark {} as finished".format(self))
+        if self.market.debug:
+            self.market.report.log_debug_action("Mark {} as finished".format(self))
             return
         if self.status == "closed":
             if self.trade_type == "short" and self.action == "buy" and self.close_if_possible:
-                self.market.close_margin_position(self.amount.currency, self.base_currency)
+                self.market.ccxt.close_margin_position(self.amount.currency, self.base_currency)
 
     def fetch(self, force=False):
-        if TradeStore.debug:
-            ReportStore.log_debug_action("Fetching {}".format(self))
+        if self.market.debug:
+            self.market.report.log_debug_action("Fetching {}".format(self))
             return
         if (not force and self.fetch_cache_timestamp is not None
                 and time.time() - self.fetch_cache_timestamp < 10):
             return
         self.fetch_cache_timestamp = time.time()
 
-        result = self.market.fetch_order(self.id)
+        result = self.market.ccxt.fetch_order(self.id)
         self.results.append(result)
 
         self.status = result["status"]
@@ -606,7 +604,7 @@ class Order:
 
     def fetch_mouvements(self):
         try:
-            mouvements = self.market.privatePostReturnOrderTrades({"orderNumber": self.id})
+            mouvements = self.market.ccxt.privatePostReturnOrderTrades({"orderNumber": self.id})
         except ExchangeError:
             mouvements = []
         self.mouvements = []
@@ -616,11 +614,11 @@ class Order:
                 self.base_currency, mouvement_hash))
 
     def cancel(self):
-        if TradeStore.debug:
-            ReportStore.log_debug_action("Mark {} as cancelled".format(self))
+        if self.market.debug:
+            self.market.report.log_debug_action("Mark {} as cancelled".format(self))
             self.status = "canceled"
             return
-        self.market.cancel_order(self.id)
+        self.market.ccxt.cancel_order(self.id)
         self.fetch()
 
 class Mouvement:
@@ -663,6 +661,3 @@ class Mouvement:
                 date, self.action, self.total, self.total_in_base,
                 fee_rate)
 
-if __name__ == '__main__': # pragma: no cover
-    from market import market
-    h.print_orders(market)