def query_poloniex_history(self, history, asset_movements, start_ts, end_ts, end_at_least_ts):
log.info(
'Starting poloniex history query',
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
poloniex_margin_trades = list()
polo_loans = list()
if self.poloniex is not None:
polo_history = self.poloniex.query_trade_history(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
for pair, trades in polo_history.items():
for trade in trades:
category = trade['category']
if category == 'exchange' or category == 'settlement':
history.append(trade_from_poloniex(trade, pair))
elif category == 'marginTrade':
if not self.read_manual_margin_positions:
poloniex_margin_trades.append(trade_from_poloniex(trade, pair))
else:
raise ValueError('Unexpected poloniex trade category: {}'.format(category))
if self.read_manual_margin_positions:
# Just read the manual positions log and make virtual trades that
# correspond to the profits
assert poloniex_margin_trades == list(), (
'poloniex margin trades list should be empty here'
)
poloniex_margin_trades = do_read_manual_margin_positions(
self.user_directory,
)
else:
poloniex_margin_trades.sort(key=lambda trade: trade.timestamp)
poloniex_margin_trades = limit_trade_list_to_period(
poloniex_margin_trades,
start_ts,
end_ts,
)
polo_loans = self.poloniex.query_loan_history(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
from_csv=True,
)
polo_loans = process_polo_loans(polo_loans, start_ts, end_ts)
polo_asset_movements = self.poloniex.query_deposits_withdrawals(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
asset_movements.extend(polo_asset_movements)
return history, asset_movements, poloniex_margin_trades, polo_loans
def test_trade_from_poloniex():
amount = FVal(613.79427133)
rate = FVal(0.00022999)
perc_fee = FVal(0.0015)
cost = amount * rate
poloniex_trade = {
'globalTradeID': 192167,
'tradeID': FVal(3727.0),
'date': '2017-07-22 21:18:37',
'rate': rate,
'amount': amount,
'total': FVal(0.14116654),
'fee': perc_fee,
'orderNumber': FVal(2315432.0),
'type': 'sell',
'category': 'exchange',
}
trade = trade_from_poloniex(poloniex_trade, 'BTC_ETH')
assert isinstance(trade, Trade)
assert isinstance(trade.timestamp, int)
assert trade.timestamp == 1500758317
assert trade.type == 'sell'
assert trade.rate == rate
assert trade.amount == amount
assert trade.cost == cost
assert trade.cost_currency == 'BTC'
assert trade.fee == cost * perc_fee
assert trade.fee_currency == 'BTC'
assert trade.location == 'poloniex'
def test_trade_from_poloniex():
amount = FVal(TEST_AMOUNT_STR)
rate = FVal(TEST_RATE_STR)
perc_fee = FVal(TEST_PERC_FEE_STR)
cost = amount * rate
trade = trade_from_poloniex(TEST_POLO_TRADE, 'BTC_ETH')
assert isinstance(trade, Trade)
assert isinstance(trade.timestamp, int)
assert trade.timestamp == 1500758317
assert trade.trade_type == TradeType.SELL
assert trade.rate == rate
assert trade.amount == amount
assert trade.pair == 'ETH_BTC'
assert trade.fee == cost * perc_fee
assert trade.fee_currency == 'BTC'
assert trade.location == 'poloniex'
def test_poloniex_trade_with_asset_needing_conversion():
amount = FVal(613.79427133)
rate = FVal(0.00022999)
perc_fee = FVal(0.0015)
poloniex_trade = {
'globalTradeID': 192167,
'tradeID': FVal(3727.0),
'date': '2017-07-22 21:18:37',
'rate': rate,
'amount': amount,
'total': FVal(0.14116654),
'fee': perc_fee,
'orderNumber': FVal(2315432.0),
'type': 'sell',
'category': 'exchange',
}
trade = trade_from_poloniex(poloniex_trade, 'AIR_BTC')
assert trade.pair == 'BTC_AIR-2'
assert trade.location == 'poloniex'
def query_poloniex_history(
self,
history: List[Trade],
asset_movements: List[AssetMovement],
start_ts: Timestamp,
end_ts: Timestamp,
end_at_least_ts: Timestamp,
) -> Tuple[List[Trade], List[AssetMovement], Union[
List[MarginPosition], List[Trade]], List[Loan], ]:
# The poloniex margin trades list can either be normal trades list or
# if we read manual margin positions a List or MarginPosition
# TODO: This is pretty ugly. Simply remove the manual MarginPosition trades
# possibility from poloniex. Will make it easier to maintain
poloniex_margin_trades: List[Trade] = []
poloniex_manual_margin_positions: List[MarginPosition] = []
polo_loans: List[Loan] = list()
if not self.poloniex:
return history, asset_movements, poloniex_margin_trades, polo_loans
log.info(
'Starting poloniex history query',
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
polo_history = self.poloniex.query_trade_history(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
for pair, trades in polo_history.items():
for trade in trades:
category = trade['category']
try:
if category == 'exchange' or category == 'settlement':
history.append(trade_from_poloniex(trade, pair))
elif category == 'marginTrade':
if not self.read_manual_margin_positions:
poloniex_margin_trades.append(
trade_from_poloniex(trade, pair))
else:
raise ValueError(
f'Unexpected poloniex trade category: {category}',
)
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found poloniex trade with unsupported asset'
f' {e.asset_name}. Ignoring it.', )
continue
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found poloniex trade with unknown asset'
f' {e.asset_name}. Ignoring it.', )
continue
except DeserializationError as e:
self.msg_aggregator.add_error(
'Error deserializing a poloniex trade. Check the logs '
'and open a bug report.', )
log.error(
'Error deserializing poloniex trade',
trade=trade,
error=str(e),
)
margin_return_list: Union[List[MarginPosition], List[Trade]]
if self.read_manual_margin_positions:
# Just read the manual positions log and make virtual trades that
# correspond to the profits
poloniex_manual_margin_positions = do_read_manual_margin_positions(
self.user_directory, )
margin_return_list = poloniex_manual_margin_positions
else:
poloniex_margin_trades.sort(key=lambda trade: trade.timestamp)
poloniex_margin_trades = limit_trade_list_to_period(
poloniex_margin_trades,
start_ts,
end_ts,
)
margin_return_list = poloniex_margin_trades
polo_loans_data = self.poloniex.query_loan_history(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
from_csv=True,
)
polo_loans = process_polo_loans(self.msg_aggregator, polo_loans_data,
start_ts, end_ts)
polo_asset_movements = self.poloniex.query_deposits_withdrawals(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
asset_movements.extend(polo_asset_movements)
return history, asset_movements, margin_return_list, polo_loans
def test_poloniex_trade_deserialization_errors():
test_trade = TEST_POLO_TRADE.copy()
test_trade['date'] = '2017/07/22 1:18:37'
with pytest.raises(DeserializationError):
trade_from_poloniex(test_trade, 'BTC_ETH')
test_trade = TEST_POLO_TRADE.copy()
test_trade['type'] = 'lololol'
with pytest.raises(DeserializationError):
trade_from_poloniex(test_trade, 'BTC_ETH')
test_trade = TEST_POLO_TRADE.copy()
test_trade['amount'] = None
with pytest.raises(DeserializationError):
trade_from_poloniex(test_trade, 'BTC_ETH')
test_trade = TEST_POLO_TRADE.copy()
test_trade['rate'] = None
with pytest.raises(DeserializationError):
trade_from_poloniex(test_trade, 'BTC_ETH')
test_trade = TEST_POLO_TRADE.copy()
test_trade['fee'] = ['a']
with pytest.raises(DeserializationError):
trade_from_poloniex(test_trade, 'BTC_ETH')
test_trade = TEST_POLO_TRADE.copy()
del test_trade['rate']
with pytest.raises(DeserializationError):
trade_from_poloniex(test_trade, 'BTC_ETH')
def query_poloniex_history(self, history, asset_movements, start_ts,
end_ts, end_at_least_ts):
if not self.poloniex:
return history, asset_movements, [], []
log.info(
'Starting poloniex history query',
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
poloniex_margin_trades = list()
polo_loans = list()
polo_history = self.poloniex.query_trade_history(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
for pair, trades in polo_history.items():
for trade in trades:
category = trade['category']
try:
if category == 'exchange' or category == 'settlement':
history.append(trade_from_poloniex(trade, pair))
elif category == 'marginTrade':
if not self.read_manual_margin_positions:
poloniex_margin_trades.append(
trade_from_poloniex(trade, pair))
else:
raise ValueError(
f'Unexpected poloniex trade category: {category}',
)
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found poloniex trade with unsupported asset'
f' {e.asset_name}. Ignoring it.', )
continue
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found poloniex trade with unknown asset'
f' {e.asset_name}. Ignoring it.', )
continue
if self.read_manual_margin_positions:
# Just read the manual positions log and make virtual trades that
# correspond to the profits
assert poloniex_margin_trades == list(), (
'poloniex margin trades list should be empty here')
poloniex_margin_trades = do_read_manual_margin_positions(
self.user_directory, )
else:
poloniex_margin_trades.sort(key=lambda trade: trade.timestamp)
poloniex_margin_trades = limit_trade_list_to_period(
poloniex_margin_trades,
start_ts,
end_ts,
)
polo_loans = self.poloniex.query_loan_history(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
from_csv=True,
)
polo_loans = self.process_polo_loans(polo_loans, start_ts, end_ts)
polo_asset_movements = self.poloniex.query_deposits_withdrawals(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
asset_movements.extend(polo_asset_movements)
return history, asset_movements, poloniex_margin_trades, polo_loans
