-
Notifications
You must be signed in to change notification settings - Fork 0
/
async_Analyst.py
188 lines (162 loc) · 6.02 KB
/
async_Analyst.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
import os
import sys
import time
import asyncio
from Manager import Manager
from Worker import Worker
from Strategy import CheckSpread
#from utils import convert_to_quote
from copy import deepcopy
from bitshares import BitShares
from bitshares.account import Account
from bitshares.market import Market
import logging
from decimal import Decimal
class Analyst:
strategies = []
satoshi = Decimal('0.00000001')
def __init__(self,loop, logger, **kwargs):
#
self.loop = loop
self.logger = logger
for key, item in kwargs.items():
setattr(self, key, item)
self.account = Account(self.acc)
self.account.refresh()
my_coins = self.account.balances
self.update()
self.logger.info("Major Coin: {}".format(self.major_coin))
self.logger.info("Major Balance: {}".format(self.major_balance))
self.logger.info("Welcome !")
self.connections = {}
def connect(self, m, worker):
"""
Connect:
Tasks:
if worker not connected with manager, connect
"""
Manager.managers[m.coin].append(worker.queue)
def generate_data(self, coin, amount, **kwargs):
"""
ADJUST THIS SHIT HERE
data = {
'sell' : sell_coin,
'buy' : self.major_coin,
'tradingside' :'sell',
'tsize' : 0 if tsize <= 0.01 else tsize,
'th' : th,
'ob_th' : 0.1,
'toQuote' : False,
'market_key' : "{}:{}".format(sell_coin, self.major_coin),
'instance' : self.instance,
'url' : self.url,
'acc' : self.acc,
'pw' : self.pw,
'orderbooklimit' : 25,
'open_order' : None,
'state' : 0,
'major_coin' : sell_coin
}
"""
data = {'major_coin' : 'BRIDGE.BTC',
'instance' : self.instance,
'url' : self.url,
'acc' : self.acc,
'pw' : self.pw,
'orderbooklimit' : 25,
'open_order' : None,
'state' : 2}
if kwargs['tradingside'] == 'buy':
data['buy'] = coin
data['sell'] = self.major_coin
data['tsize'] = 0.01 # only invest half of our btc at a time
data['th'] = 0.085
data['ob_th'] = 1
if kwargs['tradingside'] == 'sell':
data['sell'] = coin
data['buy'] = self.major_coin
data['th'] = 0.0025
data['tsize'] = 0
data['state'] = 2
data['ob_th'] = 2
kwargs.update(data)
return kwargs
def populate(self):
"""
Populate:
Tasks:
- filter whitelist, blacklist, bts
- initialize worker
"""
## WORKER
self.worker_data = {} # insert all used kwrags dictionary here!!!!!!!!!!!!!!!!!
workers = []
#sellcoins
selling_coins = self.find_sellcoins()
for coin, amount in selling_coins.items():
self.logger.info("Selling {} owning {}".format(coin, amount))
data = self.generate_data(coin, amount, tradingside = 'sell')
self.worker_data["{}:{}".format(coin, self.major_coin, **data)] = data.copy() #different
workers.append(Worker.from_kwargs(self.loop, self.logger, **data))
time.sleep(1)
#generate data
#data['tradingside'] = 'buy'
buying_coins = self.find_buycoins()
for coin, amount in buying_coins.items():
self.logger.info("Buying {} owning {}".format(coin, amount))
data = self.generate_data(coin, amount, tradingside = 'buy')
self.worker_data["{}:{}".format(self.major_coin, coin)] = data.copy()
workers.append(Worker.from_kwargs(self.loop, self.logger,**data))
time.sleep(1)
## MANAGER
ms = []
for w in workers:
ms.append(Manager(self.loop, self.logger, coin = w.market_key.split(':')[0]))
time.sleep(1)
## BUILD GRAPH
for m in ms:
for w in workers:
self.connect(m, w)
return ms, workers
async def run(self):
print("run")
@classmethod
def from_kwargs(cls,loop, logger, **kwargs):
instance = BitShares(kwargs['url'])
account = Account(kwargs['acc'], bitshares_instance = instance, full = True)
account.bitshares.wallet.unlock(kwargs['pw'])
kwargs.update({'account' : account, 'instance': 'instance'})
return cls(loop,logger, **kwargs)
def update(self):
self.account.refresh()
my_coins = self.account.balances
self.balance = dict(zip(map(lambda x: getattr(x,'symbol'),my_coins),my_coins))
self.major_balance = self.balance[self.major_coin]
def find_buycoins(self, **kwargs):
# # #
# kwargs: coins allowed to buy
# get balances and check if it is allowed coin
# #
buycoins = {}
investing_tsize = self.major_balance/len(self.whitelist)
for coin in self.whitelist:
buycoins[coin] = investing_tsize #is in BTC
return buycoins
def find_sellcoins(self, **kwargs):
# # #
# filter
# # #
sellcoins = {}
for coin in self.whitelist:
if coin in self.balance and coin != self.major_coin:
sellcoins[coin] = self.balance[coin]
return sellcoins
def step(self):
#compute difference from one trading episode T = 5 minutes or smth..
pass
async def produce(self,w):
#print("Starting producer.. {}".format(w))
await w.run()
async def consume(self,m,q):
#print("Starting consumer.. {}".format(m))
await m.run(q)