def read(reloadable_config: ReloadableConfig, spread_feed: Feed,
control_feed: Feed, history: History):
assert (isinstance(reloadable_config, ReloadableConfig))
assert (isinstance(spread_feed, Feed))
assert (isinstance(control_feed, Feed))
assert (isinstance(history, History))
try:
config = reloadable_config.get_config(spread_feed.get()[0])
control_feed_value = control_feed.get()[0]
buy_bands = list(map(BuyBand, config['buyBands']))
buy_limits = SideLimits(
config['buyLimits'] if 'buyLimits' in config else [],
history.buy_history)
sell_bands = list(map(SellBand, config['sellBands']))
sell_limits = SideLimits(
config['sellLimits'] if 'sellLimits' in config else [],
history.sell_history)
if 'canBuy' not in control_feed_value or 'canSell' not in control_feed_value:
logging.getLogger().warning(
"Control feed expired. Assuming no buy bands and no sell bands."
)
buy_bands = []
sell_bands = []
else:
if not control_feed_value['canBuy']:
logging.getLogger().warning(
"Control feed says we shall not buy. Assuming no buy bands."
)
buy_bands = []
if not control_feed_value['canSell']:
logging.getLogger().warning(
"Control feed says we shall not sell. Assuming no sell bands."
)
sell_bands = []
except Exception as e:
logging.getLogger().exception(
f"Config file is invalid ({e}). Treating the config file as it has no bands."
)
buy_bands = []
buy_limits = SideLimits([], history.buy_history)
sell_bands = []
sell_limits = SideLimits([], history.buy_history)
return Bands(buy_bands=buy_bands,
buy_limits=buy_limits,
sell_bands=sell_bands,
sell_limits=sell_limits)
def read(reloadable_config: ReloadableConfig, spread_feed: Feed,
history: History):
assert (isinstance(reloadable_config, ReloadableConfig))
assert (isinstance(history, History))
try:
config = reloadable_config.get_config(spread_feed.get()[0])
buy_bands = list(map(BuyBand, config['buyBands']))
buy_limits = SideLimits(
config['buyLimits'] if 'buyLimits' in config else [],
history.buy_history)
sell_bands = list(map(SellBand, config['sellBands']))
sell_limits = SideLimits(
config['sellLimits'] if 'sellLimits' in config else [],
history.sell_history)
except Exception as e:
logging.getLogger().warning(
f"Config file is invalid ({e}). Treating the config file as it has no bands."
)
buy_bands = []
buy_limits = SideLimits([], history.buy_history)
sell_bands = []
sell_limits = SideLimits([], history.buy_history)
return Bands(buy_bands=buy_bands,
buy_limits=buy_limits,
sell_bands=sell_bands,
sell_limits=sell_limits)
def __init__(self, reloadable_config: ReloadableConfig, spread_feed: Feed, history: History):
assert(isinstance(reloadable_config, ReloadableConfig))
assert(isinstance(history, History))
try:
config = reloadable_config.get_config(spread_feed.get()[0])
self.buy_bands = list(map(BuyBand, config['buyBands']))
self.buy_limits = SideLimits(config['buyLimits'] if 'buyLimits' in config else [], history.buy_history)
self.sell_bands = list(map(SellBand, config['sellBands']))
self.sell_limits = SideLimits(config['sellLimits'] if 'sellLimits' in config else [], history.sell_history)
except Exception as e:
self.logger.warning(f"Config file is invalid ({e}). Treating the config file as it has no bands.")
self.buy_bands = []
self.buy_limits = SideLimits([], history.buy_history)
self.sell_bands = []
self.sell_limits = SideLimits([], history.buy_history)
if self._bands_overlap(self.buy_bands) or self._bands_overlap(self.sell_bands):
self.logger.warning("Bands in the config file overlap. Treating the config file as it has no bands.")
self.buy_bands = []
self.sell_bands = []