def get_change(current, previous, provide_abs=True):
"""
:param provide_abs:
:param current:
:param previous:
:return: difference in percentage between current & previous
"""
tot = Decimal(0.5) * Decimal(current + previous)
if provide_abs:
diff = Decimal(abs(current - previous))
else:
diff = Decimal(current - previous)
# FIXME NOTE: What if price would be different in multiple times?
percent = 0.001
if tot != 0:
z = diff / tot
if z > 0.001:
percent = truncate_float((z * 100), 2)
return percent
def round_volume(exchange_id, min_volume, pair_id):
if exchange_id == EXCHANGE.BINANCE:
return round_volume_by_binance_rules(volume=min_volume,
pair_id=pair_id)
elif exchange_id == EXCHANGE.HUOBI:
return round_volume_by_huobi_rules(volume=min_volume, pair_id=pair_id)
return truncate_float(min_volume, 8)
def round_volume_by_huobi_rules(volume, pair_id):
pair_name = get_currency_pair_to_huobi(pair_id)
base_currency_id, dst_currency_id = split_currency_pairs(pair_id)
if pair_name in PRECISION_NUMBER[base_currency_id]:
return truncate_float(volume, PRECISION_NUMBER[base_currency_id][pair_name])
return volume
def round_volume_by_exchange_rules(sell_exchange_id, buy_exchange_id,
min_volume, pair_id):
if EXCHANGE.BINANCE in {sell_exchange_id, buy_exchange_id}:
return round_volume_by_binance_rules(volume=min_volume,
pair_id=pair_id)
elif EXCHANGE.HUOBI in {sell_exchange_id, buy_exchange_id}:
return round_volume_by_huobi_rules(volume=min_volume, pair_id=pair_id)
return truncate_float(min_volume, 8)
def __str__(self):
str_repr = """
Trade at Exchange: {exch}
Type: {deal_type}
Pair: {pair} for volume {vol} with price {price}
order_book_time {ob_time} create_time {ct_time} execute_time {ex_time}
Executed at: {dt}
order_id {order_id} trade_id {trade_id} executed_volume {ex_volume}
arbitrage_id {a_id}
""".format(exch=get_exchange_name_by_id(self.exchange_id),
deal_type=get_order_type_by_id(self.trade_type),
pair=get_pair_name_by_id(self.pair_id),
vol=truncate_float(self.volume, 8),
price=truncate_float(self.price, 8),
ob_time=self.order_book_time,
ct_time=self.create_time,
ex_time=self.execute_time,
dt=ts_to_string_local(self.execute_time),
order_id=self.order_id,
trade_id=self.trade_id,
ex_volume=self.executed_volume,
a_id=self.arbitrage_id)
return str_repr