def iyo_result_to_mongo_db(coin_name: str, start_time: int, end_time: int):
Global.configure_default_root_logging(should_log_to_file=False,
log_level=logging.CRITICAL)
SharedMongoClient.initialize(should_use_localhost_db=True)
db_client = SharedMongoClient.instance()
# convert epoch time to local_time and log
local_st = Global.convert_epoch_to_local_datetime(start_time,
timezone="kr")
local_et = Global.convert_epoch_to_local_datetime(end_time,
timezone="kr")
# create combination of coin that is injected by validating if the exchange has that coin
rfab_combi_list = Global.get_rfab_combination_tuples(coin_name)
for _combi in rfab_combi_list:
logging.critical(
"[%s-%s-%s] IYO conducting -> start_time: %s, end_time: %s" %
(coin_name.upper(), str(_combi[0]).upper(), str(
_combi[1]).upper(), local_st, local_et))
# draw iyo_config for bal & factor_setting
iyo_config = Global.read_iyo_setting_config(coin_name)
settings = TradeSettingConfig.get_settings(
mm1_name=_combi[0],
mm2_name=_combi[1],
target_currency=coin_name,
start_time=start_time,
end_time=end_time,
division=iyo_config["division"],
depth=iyo_config["depth"],
consecution_time=iyo_config["consecution_time"],
is_virtual_mm=True)
# todo
bal_factor_settings = TradeSettingConfig.get_bal_fact_settings(
iyo_config["krw_seq_end"], iyo_config["coin_seq_end"])
factor_settings = TradeSettingConfig.get_factor_settings(
_combi[0], _combi[1], coin_name,
iyo_config["max_trade_coin_end"], iyo_config["threshold_end"],
iyo_config["appx_unit_coin_price"])
try:
iyo_result = IntegratedYieldOptimizer.run(
settings, bal_factor_settings, factor_settings)
# finally save to mongoDB
if len(iyo_result) > 0:
db_client["statistics"]["iyo"].insert_many(iyo_result)
else:
logging.critical(
"There was no oppty!! Skipping to next combination!")
continue
except TypeError as e:
Global.send_to_slack_channel(
Global.SLACK_BOT_STATUS_URL,
"Something went wrong in IYO Schduler! >> %s" % e)
pass
def main(coin_name: str, mm1_name: str, mm2_name: str):
Global.configure_default_root_logging(should_log_to_file=False,
log_level=logging.INFO)
SharedMongoClient.initialize(should_use_localhost_db=False)
start_time = Global.convert_local_datetime_to_epoch("2018.08.20 09:00:00",
timezone="kr")
end_time = Global.convert_local_datetime_to_epoch("2018.08.20 13:00:00",
timezone="kr")
iyo_config = Global.read_iyo_setting_config(coin_name)
# set settings // fix manually if you need to
settings = TradeSettingConfig.get_settings(
mm1_name=mm1_name,
mm2_name=mm2_name,
target_currency=coin_name,
start_time=start_time,
end_time=end_time,
division=iyo_config["division"],
depth=iyo_config["depth"],
consecution_time=iyo_config["consecution_time"],
is_virtual_mm=True)
bal_factor_settings = TradeSettingConfig.get_bal_fact_settings(
iyo_config["krw_seq_end"], iyo_config["coin_seq_end"])
ibo_result = InitialBalanceOptimizer.run(settings, bal_factor_settings)
print(ibo_result)
def main(coin_name: str, mm1_name: str, mm2_name: str, start_time: str,
end_time: str):
Global.configure_default_root_logging(should_log_to_file=False,
log_level=logging.INFO)
SharedMongoClient.initialize(should_use_localhost_db=False)
logging.warning("Nohup conducting -> start_time: %s, end_time: %s" %
(start_time, end_time))
# Global.send_to_slack_channel("IYO Initiated!! start_time: %s, end_time: %s" % (prev_time, cur_time))
start_time = Global.convert_local_datetime_to_epoch(start_time,
timezone="kr")
end_time = Global.convert_local_datetime_to_epoch(end_time, timezone="kr")
# draw iyo_config for bal & factor_setting
iyo_config = Global.read_iyo_setting_config(coin_name)
logging.critical(
"[%s-%s-%s] IYO conducting -> start_time: %s, end_time: %s" %
(coin_name.upper(), mm1_name.upper(), mm2_name.upper(), start_time,
end_time))
# set settings, bal_fact_settings, factor_settings
settings = TradeSettingConfig.get_settings(
mm1_name=mm1_name,
mm2_name=mm2_name,
target_currency=coin_name,
start_time=start_time,
end_time=end_time,
division=iyo_config["division"],
depth=iyo_config["depth"],
consecution_time=iyo_config["consecution_time"],
is_virtual_mm=True)
bal_factor_settings = TradeSettingConfig.get_bal_fact_settings(
iyo_config["krw_seq_end"], iyo_config["coin_seq_end"])
factor_settings = TradeSettingConfig.get_factor_settings(
mm1_name, mm2_name, coin_name, iyo_config["max_trade_coin_end"],
iyo_config["threshold_end"], iyo_config["appx_unit_coin_price"])
iyo_result = IntegratedYieldOptimizer.run(settings,
bal_factor_settings,
factor_settings,
is_stat_appender=False,
is_slicing_dur=False)
logging.critical("Final IYO result: %s" % iyo_result)
return iyo_result
def get_otc_result_init_mode(self, rewined_time: int, anal_end_time: int):
# OTC target combination
iyo_config = Global.read_iyo_setting_config(self.target_currency)
target_settings = TradeSettingConfig.get_settings(mm1_name=self.mm1_name,
mm2_name=self.mm2_name,
target_currency=self.target_currency,
start_time=rewined_time,
end_time=anal_end_time,
division=iyo_config["division"],
depth=iyo_config["depth"],
consecution_time=iyo_config["consecution_time"],
is_virtual_mm=True)
target_settings["mm1"]["krw_balance"] = self.mm1_krw_bal
target_settings["mm1"]["coin_balance"] = self.mm1_coin_bal
target_settings["mm2"]["krw_balance"] = self.mm2_krw_bal
target_settings["mm2"]["coin_balance"] = self.mm2_coin_bal
return OpptyTimeCollector.run(settings=target_settings)
def otc_all_combination_by_one_coin(self, target_currency: str,
combination_list: list):
all_ocat_result_by_one_coin = []
for _combi in combination_list:
# draw iyo_config for settings
iyo_config = Global.read_iyo_setting_config(target_currency)
settings = TradeSettingConfig.get_settings(
mm1_name=_combi[0],
mm2_name=_combi[1],
target_currency=target_currency,
start_time=self.init_s_iyo_rewined_time,
end_time=self.streamer_start_time,
division=iyo_config["division"],
depth=iyo_config["depth"],
consecution_time=iyo_config["consecution_time"],
is_virtual_mm=True)
try:
otc_result_dict = OpptyTimeCollector.run(settings=settings)
total_dur_dict = OpptyTimeCollector.get_total_duration_time(
otc_result_dict)
total_dur_dict["new_spread_ratio"] = otc_result_dict[
"new_spread_ratio"]
total_dur_dict["rev_spread_ratio"] = otc_result_dict[
"rev_spread_ratio"]
total_dur_dict["new_max_unit_spread"] = otc_result_dict[
"new_max_unit_spread"]
total_dur_dict["rev_max_unit_spread"] = otc_result_dict[
"rev_max_unit_spread"]
total_dur_dict["avg_new_mid_price"] = otc_result_dict[
"avg_new_mid_price"]
total_dur_dict["avg_rev_mid_price"] = otc_result_dict[
"avg_rev_mid_price"]
total_dur_dict["combination"] = \
"%s-%s-%s" % (target_currency.upper(), str(_combi[0]).upper(), str(_combi[1]).upper())
all_ocat_result_by_one_coin.append(total_dur_dict)
except TypeError as e:
logging.error("Something went wrong in OTC scheduler", e)
continue
return all_ocat_result_by_one_coin
def otc_all_mm_comb_by_one_coin(coin_name: str, start_time: int,
end_time: int) -> list:
# create combination of coin that is injected by validating if the exchange has that coin
rfab_combi_list = Global.get_rfab_combination_tuples(coin_name)
all_comb_result_by_one_coin = []
for _combi in rfab_combi_list:
logging.critical(
"[%s-%s-%s] OTC conducting -> start_time: %s, end_time: %s" %
(coin_name.upper(), str(_combi[0]).upper(), str(
_combi[1]).upper(), start_time, end_time))
# draw iyo_config for settings
iyo_config = Global.read_iyo_setting_config(coin_name)
settings = TradeSettingConfig.get_settings(
mm1_name=_combi[0],
mm2_name=_combi[1],
target_currency=coin_name,
start_time=start_time,
end_time=end_time,
division=iyo_config["division"],
depth=iyo_config["depth"],
consecution_time=iyo_config["consecution_time"],
is_virtual_mm=True)
try:
otc_result_dict = OpptyTimeCollector.run(settings=settings)
total_dur_dict = OpptyTimeCollector.get_total_duration_time(
otc_result_dict)
total_dur_dict["combination"] = \
"%s-%s-%s" % (coin_name.upper(), str(_combi[0]).upper(), str(_combi[1]).upper())
all_comb_result_by_one_coin.append(total_dur_dict)
except TypeError as e:
logging.error("Something went wrong in OTC scheduler", e)
continue
return all_comb_result_by_one_coin
def main(coin_name: str, init_time: str, final_time: str):
Global.configure_default_root_logging(should_log_to_file=False,
log_level=logging.INFO)
SharedMongoClient.initialize(should_use_localhost_db=False)
db_client = SharedMongoClient.instance()
time_list = make_time_list(init_time, final_time)
prev_time = None
for cur_time in time_list:
if prev_time is None:
prev_time = cur_time
continue
logging.warning("Nohup conducting -> start_time: %s, end_time: %s" %
(prev_time, cur_time))
# Global.send_to_slack_channel("IYO Initiated!! start_time: %s, end_time: %s" % (prev_time, cur_time))
start_time = Global.convert_local_datetime_to_epoch(prev_time,
timezone="kr")
end_time = Global.convert_local_datetime_to_epoch(cur_time,
timezone="kr")
# draw iyo_config for bal & factor_setting
iyo_config = Global.read_iyo_setting_config(coin_name)
# FIXME: 빗썸 등등 거래소 생긴 날부터는 밑에 주석 쓰기
# rfab_combi_list = Global.get_rfab_combination_list(coin_name)
rfab_combi_list = list(it.combinations(["okcoin", "coinnest"], 2))
for _combi in rfab_combi_list:
logging.critical(
"[%s-%s-%s] IYO conducting -> start_time: %s, end_time: %s" %
(coin_name.upper(), str(_combi[0]).upper(), str(
_combi[1]).upper(), start_time, end_time))
# set settings, bal_fact_settings, factor_settings
settings = TradeSettingConfig.get_settings(
mm1_name=_combi[0],
mm2_name=_combi[1],
target_currency=coin_name,
start_time=start_time,
end_time=end_time,
division=iyo_config["division"],
depth=iyo_config["depth"],
consecution_time=iyo_config["consecution_time"],
is_virtual_mm=True)
bal_factor_settings = TradeSettingConfig.get_bal_fact_settings(
iyo_config["krw_seq_end"], iyo_config["coin_seq_end"])
factor_settings = TradeSettingConfig.get_factor_settings(
_combi[0], _combi[1], coin_name,
iyo_config["max_trade_coin_end"], iyo_config["threshold_end"],
iyo_config["appx_unit_coin_price"])
iyo_result = IntegratedYieldOptimizer.run(settings,
bal_factor_settings,
factor_settings)
# finally save to mongoDB
if len(iyo_result) > 0:
db_client["statistics"]["iyo"].insert_many(iyo_result)
else:
logging.critical(
"There was no oppty!! Skipping to next combination!")
continue
logging.warning("Nohup done, now conducting next time set!!")
prev_time = cur_time
