def main(coin_name: str, mm1_name: str, mm2_name: str, start_time: str,
end_time: str, slicing_interval: int):
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_sliced_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=True,
slicing_interval=slicing_interval)
logging.critical("Final IYO result: %s" % iyo_result)
return iyo_result
def launch_oppty_sliced_iyo(self, anal_start_time: int,
rewinded_time: int):
st_local = Global.convert_epoch_to_local_datetime(rewinded_time,
timezone="kr")
et_local = Global.convert_epoch_to_local_datetime(anal_start_time,
timezone="kr")
logging.critical(
"[%s-%s-%s] Sliced IYO conducting -> , start_time: %s, end_time: %s"
% (self.target_currency.upper(), self.mm1_name.upper(),
self.mm2_name.upper(), st_local, et_local))
# draw iyo_config for bal & factor_setting
sliced_iyo_config = Global.read_sliced_iyo_setting_config(
self.target_currency)
# set settings, bal_fact_settings, factor_settings
settings = TradeSettingConfig.get_settings(
mm1_name=self.mm1_name,
mm2_name=self.mm2_name,
target_currency=self.target_currency,
start_time=rewinded_time,
end_time=anal_start_time,
division=sliced_iyo_config["division"],
depth=sliced_iyo_config["depth"],
consecution_time=sliced_iyo_config["consecution_time"],
is_virtual_mm=True)
bal_factor_settings = TradeSettingConfig.get_bal_fact_settings(
sliced_iyo_config["krw_seq_end"],
sliced_iyo_config["coin_seq_end"])
factor_settings = TradeSettingConfig.get_factor_settings(
self.mm1_name, self.mm2_name, self.target_currency,
sliced_iyo_config["max_trade_coin_end"],
sliced_iyo_config["threshold_end"],
sliced_iyo_config["appx_unit_coin_price"])
try:
slicied_iyo_result = IntegratedYieldOptimizer.run(
settings,
bal_factor_settings,
factor_settings,
is_stat_appender=False,
is_slicing_dur=True,
slicing_interval=sliced_iyo_config["slicing_interval"])
# FIXME: type error는 커서 에러때문에...
except IndexError or TypeError:
slicied_iyo_result = None
return slicied_iyo_result
def run_iyo_by_sliced_oppty(coin_name: str, mm1_name: str, mm2_name: str,
local_st: str, local_et):
start_time = Global.convert_local_datetime_to_epoch(local_st,
timezone="kr")
end_time = Global.convert_local_datetime_to_epoch(local_et,
timezone="kr")
# draw iyo_config for bal & factor_setting
sliced_iyo_config = Global.read_sliced_iyo_setting_config(coin_name)
logging.critical(
"[%s-%s-%s] Sliced 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=sliced_iyo_config["division"],
depth=sliced_iyo_config["depth"],
consecution_time=sliced_iyo_config["consecution_time"],
is_virtual_mm=True)
bal_factor_settings = TradeSettingConfig.get_bal_fact_settings(
sliced_iyo_config["krw_seq_end"],
sliced_iyo_config["coin_seq_end"])
factor_settings = TradeSettingConfig.get_factor_settings(
mm1_name, mm2_name, coin_name,
sliced_iyo_config["max_trade_coin_end"],
sliced_iyo_config["threshold_end"],
sliced_iyo_config["appx_unit_coin_price"])
sliced_iyo_list = IntegratedYieldOptimizer.run(settings,
bal_factor_settings,
factor_settings,
is_stat_appender=False,
is_slicing_dur=True)
logging.critical("Final IYO result: %s" % sliced_iyo_list)
return sliced_iyo_list, settings
def __init__(self, target_currency: str, mm1: MarketManager,
mm2: MarketManager, is_initiation_mode: bool,
is_trading_mode: bool):
self.streamer_db = SharedMongoClient.get_streamer_db()
self.is_initiation_mode = is_initiation_mode
self.is_trading_mode = is_trading_mode
self.ocat_final_result = None
self.mm1 = mm1
self.mm2 = mm2
self.mm1_name = self.mm1.get_market_name().lower()
self.mm2_name = self.mm2.get_market_name().lower()
self.mm1_krw_bal = float(self.mm1.balance.get_available_coin("krw"))
self.mm2_krw_bal = float(self.mm2.balance.get_available_coin("krw"))
self.mm1_coin_bal = float(
self.mm1.balance.get_available_coin(target_currency))
self.mm2_coin_bal = float(
self.mm2.balance.get_available_coin(target_currency))
self.target_currency = target_currency
self.slicing_interval = Global.read_sliced_iyo_setting_config(
self.target_currency)["slicing_interval"]
self.streamer_start_time = int(time.time())
self.init_s_iyo_rewined_time = int(self.streamer_start_time -
self.INITIATION_REWEIND_TIME)
self.trading_mode_start_time = None
self.trading_mode_s_iyo_rewined_time = None
self._settlement_time = None
self.cur_exhaust_ctrl_stage = 0
self.init_exhaust_ctrl_currency_bal = None
self.cur_exhaust_ctrl_currency_bal = None
