def choose_pair(
self,
timestamp: Timestamp,
price_query: Callable[[Asset, Asset, Timestamp], FVal],
) -> TradePair:
"""Choose a random pair to trade from the available pairs at the selected timestamp"""
choices = set(list(self.asset_pairs['result'].keys()))
found = False
while len(choices) != 0:
pair = random.choice(tuple(choices))
choices.remove(pair)
pair = kraken_to_world_pair(pair)
base, quote = pair_get_assets(pair)
kbase = base.to_kraken()
kquote = quote.to_kraken()
if kbase in self.balances_dict or kquote in self.balances_dict:
# Before choosing make sure that at the selected timestamp both of
# the pair assets exist (had a price)
if not assets_exist_at_time(base, quote, timestamp,
price_query):
continue
found = True
break
if not found:
raise ValueError(
'Could not find a pair to trade with the current funds')
return trade_pair_from_assets(base, quote)
def choose_pair(
self,
timestamp: Timestamp,
price_query: Callable[[Asset, Asset, Timestamp], FVal],
) -> TradePair:
"""Choose a random pair to trade from the available pairs at the selected timestamp"""
choices = set(self._symbols_to_pair.keys())
found = False
while len(choices) != 0:
pair = random.choice(tuple(choices))
choices.remove(pair)
binance_pair = self._symbols_to_pair[pair]
bbase = binance_pair.binance_base_asset
bquote = binance_pair.binance_quote_asset
try:
base = asset_from_binance(bbase)
quote = asset_from_binance(bquote)
except UnsupportedAsset:
continue
if bbase in self.balances_dict or bquote in self.balances_dict:
if bbase in DISALLOWED_ASSETS or bquote in DISALLOWED_ASSETS:
continue
# Before choosing make sure that at the selected timestamp both of
# the pair assets exist (had a price)
if not assets_exist_at_time(base, quote, timestamp, price_query):
continue
found = True
break
if not found:
raise ValueError('Could not find a pair to trade with the current funds')
return trade_pair_from_assets(base, quote)
