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)))
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))
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)))
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)))
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))
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))),
)
def provider_get_new_orders():
return (
((1,), None),
((3,), d(order_type='order_type', amount=3, price='price')),
)
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)),
)
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))