def __init__(self):
self.base_currency = "USDT"
self.coins_filename = "spot_tickers"
self.coins: Set[str] = set(read_from_json(self.coins_filename))
self.binance: Client = Binance()
self.spot_order_history: List[Dict[str, Any]] = []
self.spot_trades: Dict[str, List[Dict[str, Any]]] = defaultdict(list)
self.spot_balance: Dict[str, Dict[str, Any]] = []
self.ticker_prices: Dict[str, Dict[str, str]] = defaultdict(dict)
def write_portfolio_stats(trade_history_filename:str) -> None:
'''
write portfolio statistics to a json file
'''
trade_history_dict: Dict[str, List[Dict[str, Any]]] = defaultdict(list)
for spot_trade in read_from_json(trade_history_filename):
if spot_trade["status"] == "FILLED":
trade_history_dict[spot_trade["symbol"]].append(resolve_spot_trade(spot_trade))
write_to_json(trade_history_dict, "portfolio_stats")
def write_portfolio_summary(portfolio_stats_filename: str) -> None:
'''
write portfolio summary to a json file and an excel file
'''
portfolio_summary = []
portfolio_stats = read_from_json(portfolio_stats_filename)
for ticker, trades in portfolio_stats.items():
ticker_summary = create_ticker_summary(ticker, trades)
portfolio_summary.append(ticker_summary)
portfolio_summary = resolve_portfolio_summary_old(portfolio_summary)
write_to_json(portfolio_summary, "portfolio_summary")
write_to_excel(portfolio_summary, "portfolio_summary")
def write_trade_history(symbols: List[str]) -> None:
'''
write the trade history of symbol pairs to a json file and excel file
'''
trade_history: List[Dict[str, Any]] = []
for symbol in symbols:
symbol_order_history = binance.get_all_orders(symbol)
trade_history.extend(symbol_order_history)
format_trade_history(trade_history)
filename = 'spot_order_history'
full_trade_history: List[Dict[str, Any]] = read_from_json(filename)
reduce_trade_history(full_trade_history, trade_history)
write_to_json(full_trade_history, filename)
write_to_excel(full_trade_history, filename)
def _write_spot_order_history(self) -> None:
'''
write the spot trade history of symbol pairs to a json file and excel file
'''
log(LogLevel.INFO, "Starting spot trade order history update.")
for symbol in self.coins:
log(LogLevel.INFO, "Fetching spot order history for symbol: ", symbol)
symbol_order_history = self.binance.get_all_orders(symbol + self.base_currency)
self.spot_order_history.extend(symbol_order_history)
format_trade_history(self.spot_order_history)
filename = 'spot_order_history'
log(LogLevel.INFO, "Fetching old trade order history.")
full_trade_history: List[Dict[str, Any]] = read_from_json(filename)
reduce_trade_history(full_trade_history, self.spot_order_history)
self.spot_order_history = full_trade_history
write_to_json(full_trade_history, filename)
write_to_excel(full_trade_history, filename)
log(LogLevel.INFO, "Success updating spot trade order history.")