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-rw-r--r--store.py175
1 files changed, 172 insertions, 3 deletions
diff --git a/store.py b/store.py
index d25dd35..f655be5 100644
--- a/store.py
+++ b/store.py
@@ -1,10 +1,14 @@
1import time
2import requests
1import portfolio 3import portfolio
2import simplejson as json 4import simplejson as json
3from decimal import Decimal as D, ROUND_DOWN 5from decimal import Decimal as D, ROUND_DOWN
4from datetime import date, datetime 6from datetime import date, datetime, timedelta
5import inspect 7import inspect
8from json import JSONDecodeError
9from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError
6 10
7__all__ = ["BalanceStore", "ReportStore", "TradeStore"] 11__all__ = ["Portfolio", "BalanceStore", "ReportStore", "TradeStore"]
8 12
9class ReportStore: 13class ReportStore:
10 def __init__(self, market, verbose_print=True): 14 def __init__(self, market, verbose_print=True):
@@ -13,6 +17,10 @@ class ReportStore:
13 17
14 self.logs = [] 18 self.logs = []
15 19
20 def merge(self, other_report):
21 self.logs += other_report.logs
22 self.logs.sort(key=lambda x: x["date"])
23
16 def print_log(self, message): 24 def print_log(self, message):
17 message = str(message) 25 message = str(message)
18 if self.verbose_print: 26 if self.verbose_print:
@@ -213,7 +221,7 @@ class BalanceStore:
213 221
214 def dispatch_assets(self, amount, liquidity="medium", repartition=None): 222 def dispatch_assets(self, amount, liquidity="medium", repartition=None):
215 if repartition is None: 223 if repartition is None:
216 repartition = portfolio.Portfolio.repartition(self.market, liquidity=liquidity) 224 repartition = Portfolio.repartition(liquidity=liquidity)
217 sum_ratio = sum([v[0] for k, v in repartition.items()]) 225 sum_ratio = sum([v[0] for k, v in repartition.items()])
218 amounts = {} 226 amounts = {}
219 for currency, (ptt, trade_type) in repartition.items(): 227 for currency, (ptt, trade_type) in repartition.items():
@@ -301,4 +309,165 @@ class TradeStore:
301 for order in self.all_orders(state="open"): 309 for order in self.all_orders(state="open"):
302 order.get_status() 310 order.get_status()
303 311
312class NoopLock:
313 def __enter__(self, *args):
314 pass
315 def __exit__(self, *args):
316 pass
317
318class LockedVar:
319 def __init__(self, value):
320 self.lock = NoopLock()
321 self.val = value
322
323 def start_lock(self):
324 import threading
325 self.lock = threading.Lock()
326
327 def set(self, value):
328 with self.lock:
329 self.val = value
330
331 def get(self, key=None):
332 with self.lock:
333 if key is not None and isinstance(self.val, dict):
334 return self.val.get(key)
335 else:
336 return self.val
337
338 def __getattr__(self, key):
339 with self.lock:
340 return getattr(self.val, key)
341
342class Portfolio:
343 URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json"
344 data = LockedVar(None)
345 liquidities = LockedVar({})
346 last_date = LockedVar(None)
347 report = LockedVar(ReportStore(None))
348 worker = None
349 worker_started = False
350 worker_notify = None
351 callback = None
352
353 @classmethod
354 def start_worker(cls, poll=30):
355 import threading
356
357 cls.worker = threading.Thread(name="portfolio", daemon=True,
358 target=cls.wait_for_notification, kwargs={"poll": poll})
359 cls.worker_notify = threading.Event()
360 cls.callback = threading.Event()
361
362 cls.last_date.start_lock()
363 cls.liquidities.start_lock()
364 cls.report.start_lock()
365
366 cls.worker_started = True
367 cls.worker.start()
368
369 @classmethod
370 def is_worker_thread(cls):
371 if cls.worker is None:
372 return False
373 else:
374 import threading
375 return cls.worker == threading.current_thread()
376
377 @classmethod
378 def wait_for_notification(cls, poll=30):
379 if not cls.is_worker_thread():
380 raise RuntimeError("This method needs to be ran with the worker")
381 while cls.worker_started:
382 cls.worker_notify.wait()
383 cls.worker_notify.clear()
384 cls.report.print_log("Fetching cryptoportfolio")
385 cls.get_cryptoportfolio(refetch=True)
386 cls.callback.set()
387 time.sleep(poll)
388
389 @classmethod
390 def notify_and_wait(cls):
391 cls.callback.clear()
392 cls.worker_notify.set()
393 cls.callback.wait()
394
395 @classmethod
396 def wait_for_recent(cls, delta=4, poll=30):
397 cls.get_cryptoportfolio()
398 while cls.last_date.get() is None or datetime.now() - cls.last_date.get() > timedelta(delta):
399 if cls.worker is None:
400 time.sleep(poll)
401 cls.report.print_log("Attempt to fetch up-to-date cryptoportfolio")
402 cls.get_cryptoportfolio(refetch=True)
403
404 @classmethod
405 def repartition(cls, liquidity="medium"):
406 cls.get_cryptoportfolio()
407 liquidities = cls.liquidities.get(liquidity)
408 return liquidities[cls.last_date.get()]
409
410 @classmethod
411 def get_cryptoportfolio(cls, refetch=False):
412 if cls.data.get() is not None and not refetch:
413 return
414 if cls.worker is not None and not cls.is_worker_thread():
415 cls.notify_and_wait()
416 return
417 try:
418 r = requests.get(cls.URL)
419 cls.report.log_http_request(r.request.method,
420 r.request.url, r.request.body, r.request.headers, r)
421 except Exception as e:
422 cls.report.log_error("get_cryptoportfolio", exception=e)
423 return
424 try:
425 cls.data.set(r.json(parse_int=D, parse_float=D))
426 cls.parse_cryptoportfolio()
427 except (JSONDecodeError, SimpleJSONDecodeError):
428 cls.data.set(None)
429 cls.last_date.set(None)
430 cls.liquidities.set({})
431
432 @classmethod
433 def parse_cryptoportfolio(cls):
434 def filter_weights(weight_hash):
435 if weight_hash[1][0] == 0:
436 return False
437 if weight_hash[0] == "_row":
438 return False
439 return True
440
441 def clean_weights(i):
442 def clean_weights_(h):
443 if h[0].endswith("s"):
444 return [h[0][0:-1], (h[1][i], "short")]
445 else:
446 return [h[0], (h[1][i], "long")]
447 return clean_weights_
448
449 def parse_weights(portfolio_hash):
450 if "weights" not in portfolio_hash:
451 return {}
452 weights_hash = portfolio_hash["weights"]
453 weights = {}
454 for i in range(len(weights_hash["_row"])):
455 date = datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d")
456 weights[date] = dict(filter(
457 filter_weights,
458 map(clean_weights(i), weights_hash.items())))
459 return weights
460
461 high_liquidity = parse_weights(cls.data.get("portfolio_1"))
462 medium_liquidity = parse_weights(cls.data.get("portfolio_2"))
463
464 cls.liquidities.set({
465 "medium": medium_liquidity,
466 "high": high_liquidity,
467 })
468 cls.last_date.set(max(
469 max(medium_liquidity.keys(), default=datetime(1, 1, 1)),
470 max(high_liquidity.keys(), default=datetime(1, 1, 1))
471 ))
472
304 473