def test_trade_from_bitmex():
margin_positions = [
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536580800,
profit_loss=FVal('0.00000003'),
pl_currency=A_BTC,
notes='XBTZ18',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536580800,
profit_loss=FVal('0.0000004'),
pl_currency=A_BTC,
notes='XBTUSD',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536580800,
profit_loss=FVal('0.00000183'),
pl_currency=A_BTC,
notes='XBTJPY',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536580800,
profit_loss=FVal('0.00000683'),
pl_currency=A_BTC,
notes='ETHUSD',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536494400,
profit_loss=FVal('0.00000002'),
pl_currency=A_BTC,
notes='XRPU18',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536494400,
profit_loss=FVal('0.00000003'),
pl_currency=A_BTC,
notes='XBTUSD',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536494400,
profit_loss=FVal('0.00000003'),
pl_currency=A_BTC,
notes='XBTJPY',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536494400,
profit_loss=FVal('0.00000005'),
pl_currency=A_BTC,
notes='ETHUSD',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536494400,
profit_loss=FVal('-0.00007992'),
pl_currency=A_BTC,
notes='ETHU18',
),
]
assert len(BITMEX_FIRST_9_TRADES) == len(margin_positions)
for idx, trade in enumerate(BITMEX_FIRST_9_TRADES):
position = trade_from_bitmex(trade)
assert position == margin_positions[idx]
assert isinstance(position.pl_currency, Asset)
def create_history(self, start_ts, end_ts, end_at_least_ts):
"""Creates trades and loans history from start_ts to end_ts or if
`end_at_least` is given and we have a cache history for that particular source
which satisfies it we return the cache
"""
log.info(
'Starting trade history creation',
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
# start creating the all trades history list
history = list()
asset_movements = list()
empty_or_error = ''
if self.kraken is not None:
try:
kraken_history = self.kraken.query_trade_history(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
history.extend(kraken_history)
kraken_asset_movements = self.kraken.query_deposits_withdrawals(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
asset_movements.extend(kraken_asset_movements)
except RemoteError as e:
empty_or_error += '\n' + str(e)
poloniex_query_error = False
poloniex_margin_trades = []
polo_loans = []
try:
(
history,
asset_movements,
poloniex_margin_trades,
polo_loans,
) = self.query_poloniex_history(
history,
asset_movements,
start_ts,
end_ts,
end_at_least_ts,
)
except RemoteError as e:
empty_or_error += '\n' + str(e)
poloniex_query_error = True
if self.bittrex is not None:
try:
bittrex_history = self.bittrex.query_trade_history(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
history.extend(bittrex_history)
except RemoteError as e:
empty_or_error += '\n' + str(e)
if self.bitmex is not None:
try:
bitmex_history = self.bitmex.query_trade_history(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
for trade in bitmex_history:
history.append(trade_from_bitmex(trade))
bitmex_asset_movements = self.bitmex.query_deposits_withdrawals(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
asset_movements.extend(bitmex_asset_movements)
except RemoteError as e:
empty_or_error += '\n' + str(e)
if self.binance is not None:
try:
binance_history = self.binance.query_trade_history(
start_ts=start_ts,
end_ts=end_ts,
end_at_least_ts=end_at_least_ts,
)
history.extend(binance_history)
except RemoteError as e:
empty_or_error += '\n' + str(e)
try:
eth_transactions = query_etherscan_for_transactions(
self.eth_accounts)
except RemoteError as e:
empty_or_error += '\n' + str(e)
# We sort it here ... but when accounting runs through the entire actions list,
# it resorts, so unless the fact that we sort is used somewhere else too, perhaps
# we can skip it?
history.sort(key=lambda trade: trade.timestamp)
history = limit_trade_list_to_period(history, start_ts, end_ts)
# Write to files
historyfile_path = os.path.join(self.user_directory,
TRADES_HISTORYFILE)
write_tupledata_history_in_file(history, historyfile_path, start_ts,
end_ts)
if self.poloniex is not None:
if not self.read_manual_margin_positions and not poloniex_query_error:
marginfile_path = os.path.join(self.user_directory,
MARGIN_HISTORYFILE)
write_tupledata_history_in_file(
poloniex_margin_trades,
marginfile_path,
start_ts,
end_ts,
)
if not poloniex_query_error:
loansfile_path = os.path.join(self.user_directory,
LOANS_HISTORYFILE)
write_history_data_in_file(polo_loans, loansfile_path, start_ts,
end_ts)
assetmovementsfile_path = os.path.join(self.user_directory,
ASSETMOVEMENTS_HISTORYFILE)
write_tupledata_history_in_file(asset_movements,
assetmovementsfile_path, start_ts,
end_ts)
eth_tx_log_path = os.path.join(self.user_directory,
ETHEREUM_TX_LOGFILE)
write_tupledata_history_in_file(eth_transactions, eth_tx_log_path,
start_ts, end_ts)
# After writting everything to files include the external trades in the history
history = maybe_add_external_trades_to_history(
db=self.db,
start_ts=start_ts,
end_ts=end_ts,
history=history,
msg_aggregator=self.msg_aggregator,
)
return (
empty_or_error,
history,
poloniex_margin_trades,
polo_loans,
asset_movements,
eth_transactions,
)