def run_inner_or_outer_ocat(self, set_point_market: str,
target_currency: str, is_inner_ocat: bool):
if is_inner_ocat:
# create combination of coin that is injected by validating if the exchange has that coin
logging.critical("Set Point Market is: [%s]" %
set_point_market.upper())
inner_ocat_list = Global.get_inner_ocat_combination(
set_point_market, target_currency)
logging.critical("--------Conducting Inner OCAT--------")
ocat_final_result = self.otc_all_combination_by_one_coin(
target_currency, inner_ocat_list)
elif not is_inner_ocat:
logging.critical("--------Conducting Outer OCAT--------")
ocat_final_result = []
for outer_ocat_coin in list(Global.get_avail_coin_in_list()):
logging.warning("Now conducting [%s]" %
outer_ocat_coin.upper())
outer_ocat_list = Global.get_rfab_combination_tuples(
outer_ocat_coin)
ocat_result = self.otc_all_combination_by_one_coin(
outer_ocat_coin, outer_ocat_list)
ocat_final_result.extend(ocat_result)
# save this setting for updating IYO setting in future ref
self.ocat_final_result = ocat_final_result
else:
raise Exception("Please indicate if it is Inner OCAT or not")
descending_order_result = OTCScheduler.sort_by_logest_oppty_time_to_lowest(
ocat_final_result)
top_ten_descend_order_result = descending_order_result[:10]
for result in top_ten_descend_order_result:
new_percent = (result["new"] / self.INITIATION_REWEIND_TIME) * 100
rev_percent = (result["rev"] / self.INITIATION_REWEIND_TIME) * 100
new_spread_strength = result["new_spread_ratio"] * 100
rev_spread_strength = result["rev_spread_ratio"] * 100
logging.warning(
"[%s] NEW: %.2f%%, REV: %.2f%% // NEW_SPREAD_STRENGTH: %.2f%%, REV_SPREAD_STRENGTH: %.2f%%"
% (result["combination"], new_percent, rev_percent,
new_spread_strength, rev_spread_strength))
def _actual_run_in_loop(self):
now_date = int(time.time())
publish_epoch_date_set = self.get_publish_epoch_date_set()
for publish_epoch_date in publish_epoch_date_set:
if (now_date >= publish_epoch_date) \
and (now_date <= publish_epoch_date + (self.interval_time_sec * 2)):
start_time = publish_epoch_date - self.time_dur_to_anal
end_time = publish_epoch_date
logging.critical("OTC activated start_time: %d" % now_date)
# loop through all possible coins and run
final_result = []
for target_currency in list(Global.get_avail_coin_in_list()):
logging.critical("Now conducting %s" %
target_currency.upper())
result_by_one_coin = self.otc_all_mm_comb_by_one_coin(
target_currency, start_time, end_time)
final_result.extend(result_by_one_coin)
# sort by highest to lowest oppty duration
descending_order_result = self.sort_by_logest_oppty_time_to_lowest(
final_result)
top_twenty_descend_order_result = descending_order_result[:20]
# send this final result to slack in form of str
start_local_date = Global.convert_epoch_to_local_datetime(
start_time)
publish_local_date = Global.convert_epoch_to_local_datetime(
publish_epoch_date, timezone="kr")
self.send_result_nicely_to_slack(
top_twenty_descend_order_result, start_local_date,
publish_local_date)
else:
continue
pass
def _actual_run_in_loop(self):
start_time = int(time.time()) - self.interval_time_sec
end_time = int(time.time())
for target_currency in list(Global.get_avail_coin_in_list()):
self.iyo_result_to_mongo_db(target_currency, start_time, end_time)
