def __init__(self, name: str, starting_assets: list, fee_rate: float,
settlement_currency: str, futures_leverage_mode: str,
futures_leverage: int):
super().__init__(name, starting_assets, fee_rate, 'futures')
self.futures_leverage_mode = futures_leverage_mode
self.futures_leverage = futures_leverage
for item in starting_assets:
self.buy_orders[item['asset']] = DynamicNumpyArray((10, 2))
self.sell_orders[item['asset']] = DynamicNumpyArray((10, 2))
# make sure trading routes exist in starting_assets
from jesse.routes import router
for r in router.routes:
base = jh.base_asset(r.symbol)
if base not in self.assets:
self.assets[base] = 0
self.temp_reduced_amount[base] = 0
if base not in self.buy_orders:
self.buy_orders[base] = DynamicNumpyArray((10, 2))
if base not in self.sell_orders:
self.sell_orders[base] = DynamicNumpyArray((10, 2))
self.starting_assets = self.assets.copy()
self.available_assets = self.assets.copy()
# start from 0 balance for self.available_assets which acts as a temp variable
for k in self.available_assets:
self.available_assets[k] = 0
self.settlement_currency = settlement_currency.upper()
def __init__(self, name: str, starting_assets: list, fee_rate: float,
exchange_type: str, settlement_currency: str):
self.name = name
self.type = exchange_type.lower()
for item in starting_assets:
self.assets[item['asset']] = item['balance']
self.buy_orders[item['asset']] = DynamicNumpyArray((10, 2))
self.sell_orders[item['asset']] = DynamicNumpyArray((10, 2))
self.temp_reduced_amount[item['asset']] = 0
# margin only: make sure trading routes exist in starting_assets
if self.type == 'margin':
from jesse.routes import router
for r in router.routes:
base = jh.base_asset(r.symbol)
if base not in self.assets:
self.assets[base] = 0
if base not in self.buy_orders:
self.buy_orders[base] = DynamicNumpyArray((10, 2))
if base not in self.sell_orders:
self.sell_orders[base] = DynamicNumpyArray((10, 2))
if base not in self.temp_reduced_amount:
self.temp_reduced_amount[base] = 0
self.starting_assets = self.assets.copy()
self.available_assets = self.assets.copy()
# in margin mode, start from 0 balance for self.available_assets
# which acts as a temp variable
if self.type == 'margin':
for k in self.available_assets:
self.available_assets[k] = 0
self.fee_rate = fee_rate
self.settlement_currency = settlement_currency.upper()
def init_storage(self):
"""
"""
for c in config['app']['considering_candles']:
key = jh.key(c[0], c[1])
self.storage[key] = DynamicNumpyArray((60, 6), drop_at=120)
self.temp_storage[key] = DynamicNumpyArray((100, 4))
def __init__(self, length: int, step=1):
self.length = length
self.index = 0
# validation
if self.length <= self.index:
raise ValueError('length must be greater than 0')
self._time = time()
self._execution_times = DynamicNumpyArray((3, 1), 3)
self.step = step
self.is_finished = False
def init_storage(self, bucket_size: int = 1000) -> None:
for c in config['app']['considering_candles']:
exchange, symbol = c[0], c[1]
# initiate the '1m' timeframes
key = jh.key(exchange, symbol, timeframes.MINUTE_1)
self.storage[key] = DynamicNumpyArray((bucket_size, 6))
for timeframe in config['app']['considering_timeframes']:
key = jh.key(exchange, symbol, timeframe)
# ex: 1440 / 60 + 1 (reserve one for forming candle)
total_bigger_timeframe = int((bucket_size / jh.timeframe_to_one_minutes(timeframe)) + 1)
self.storage[key] = DynamicNumpyArray((total_bigger_timeframe, 6))
class Progressbar:
def __init__(self, length: int, step=1):
self.length = length
self.index = 0
# validation
if self.length <= self.index:
raise ValueError('length must be greater than 0')
self._time = time()
self._execution_times = DynamicNumpyArray((3, 1), 3)
self.step = step
self.is_finished = False
def update(self):
if not self.is_finished:
self.index += self.step
if self.index == self.length:
self.is_finished = True
now = time()
self._execution_times.append(np.array([now - self._time]))
self._time = now
@property
def current(self):
if self.is_finished:
return 100
return round(self.index / self.length * 100, 1)
@property
def average_execution_seconds(self):
return self._execution_times[:].mean()
@property
def remaining_index(self):
if self.is_finished:
return 0
return self.length - self.index
@property
def estimated_remaining_seconds(self):
if self.is_finished:
return 0
return self.average_execution_seconds * self.remaining_index / self.step
def finish(self):
self.is_finished = True
def init_storage(self):
for c in config['app']['considering_candles']:
key = jh.key(c[0], c[1])
self.temp_storage[key] = {
'last_updated_timestamp': None,
'asks': [],
'bids': []
}
self.storage[key] = DynamicNumpyArray((60, 2, 50, 2), drop_at=60)
def init_storage(self) -> None:
for c in config['app']['considering_candles']:
key = jh.key(c[0], c[1])
self.storage[key] = DynamicNumpyArray((60, 5), drop_at=120)
