Ejemplo n.º 1
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 def _get_balance(self, event_stream, currency):
     return (event_stream
         .filter(lambda event: isinstance(event, events.BalanceEvent))
         .filter(lambda event: event.currency == currency)
         .map(lambda event: event.value)
         .scan(lambda p, balance: d(balance=balance, change=(Decimal(0) if p.balance is None else balance - p.balance)),
               d(balance=None, change=None)))
Ejemplo n.º 2
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 def _get_completed_orders_singly(self, event_stream, pair):
     return (event_stream
         .filter(lambda event: isinstance(event, events.CompletedOrdersEvent))
         .filter(lambda event: event.pair == pair)
         .map(lambda event: event.orders)
         .scan(lambda p, orders: d(orders=orders, change=(set() if p.orders is None else set(orders) - set(p.orders))),
               d(orders=None, change=None))
         .map(lambda p: p.change)
         .switch_map(Observable.from_iterable))
Ejemplo n.º 3
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 def _subscribe_for_balance(self):
     return (Observable
         .combine_latest(
             self._get_first_currency_balance().map(lambda p: d(balance1=p.balance, change1=p.change)),
             self._get_second_currency_balance().map(lambda p: d(balance2=p.balance, change2=p.change)),
             d('balance1', 'change1', 'balance2', 'change2')
         )
         .distinct_until_changed(lambda p: (p.balance1, p.balance2))
         .subscribe(lambda p: logger.info('[%s] Balance is %s %s (%s) and %s %s (%s)', self._options.pair,
                                          p.balance1, self._options.pair.first, p.change1, p.balance2,
                                          self._options.pair.second, p.change2)))
Ejemplo n.º 4
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 def _subscribe_for_time_and_price(self):
     return (Observable
         .combine_latest(
             self._get_time(),
             self._get_price(),
             d('time', 'price')
         )
         .throttle_first(self.SHOW_TIME_AND_PRICE_INTERVAL, MAIN_THREAD)
         .subscribe(lambda p: logger.info('[%s] Time now is %s, price is %s', self._options.pair, p.time, p.price)))
Ejemplo n.º 5
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 def _get_new_buy_orders(self, event_stream, pair, min_amount):
     return (Observable
         .combine_latest(
             (self._get_new_orders(self._get_completed_orders_singly(event_stream, pair), min_amount)
                 .filter(lambda p: p.order_type == Order.TYPE_BUY)),
             self._get_second_currency_balance().map(lambda p: p.balance),
             d('amount', 'price', 'balance')
         )
         .distinct_until_changed(lambda p: (p.amount, p.price))
         .filter(lambda p: p.amount * p.price <= p.balance))
Ejemplo n.º 6
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 def _subscribe_for_jumping_price(self):
     return CompositeDisposable(
         (Observable
             .combine_latest(
                 self._get_jumping_price().map(partial(self._get_new_price, Order.TYPE_SELL)),
                 self._get_first_currency_balance().map(lambda p: p.balance),
                 d('price', 'balance')
             )
             .distinct_until_changed(lambda p: p.price)
             .filter(lambda p: self._options.deal_amount <= p.balance)
             .subscribe(lambda p: self._create_sell_order(self._options.deal_amount, p.price, self.REASON_PRICE_JUMP))),
         (Observable
             .combine_latest(
                 self._get_jumping_price().map(partial(self._get_new_price, Order.TYPE_BUY)),
                 self._get_second_currency_balance().map(lambda p: p.balance),
                 d('price', 'balance')
             )
             .distinct_until_changed(lambda p: p.price)
             .filter(lambda p: self._options.deal_amount * p.price <= p.balance)
             .subscribe(lambda p: self._create_buy_order(self._options.deal_amount, p.price, self.REASON_PRICE_JUMP))),
     )
Ejemplo n.º 7
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 def provider_get_new_orders():
     return (
         ((1,), None),
         ((3,), d(order_type='order_type', amount=3, price='price')),
     )
Ejemplo n.º 8
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 def provider_get_balance():
     return (
         (('event',), None),
         ((events.BalanceEvent('currency', 'value'),), d(balance='value', change=Decimal(0))),
         ((events.BalanceEvent('currency', 1), events.BalanceEvent('currency', 2)), d(balance=2, change=1)),
     )
Ejemplo n.º 9
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 def _get_new_orders(self, completed_orders, min_amount):
     return (completed_orders
         .map(self._get_type_and_amount_and_price_for_new_order)
         .map(d('order_type', 'amount', 'price'))
         .filter(lambda p: p.amount >= min_amount))