def choose_pair(
self,
timestamp: Timestamp,
price_query: Callable[[Asset, Asset, Timestamp], FVal],
) -> TradePair:
"""Choose a random pair to trade from the available pairs at the selected timestamp"""
choices = set(list(self.asset_pairs['result'].keys()))
found = False
while len(choices) != 0:
pair = random.choice(tuple(choices))
choices.remove(pair)
pair = kraken_to_world_pair(pair)
base, quote = pair_get_assets(pair)
kbase = base.to_kraken()
kquote = quote.to_kraken()
if kbase in self.balances_dict or kquote in self.balances_dict:
# Before choosing make sure that at the selected timestamp both of
# the pair assets exist (had a price)
if not assets_exist_at_time(base, quote, timestamp,
price_query):
continue
found = True
break
if not found:
raise ValueError(
'Could not find a pair to trade with the current funds')
return trade_pair_from_assets(base, quote)
def test_kraken_to_world_pair():
assert kraken_to_world_pair('QTUMXBT') == 'QTUM_BTC'
assert kraken_to_world_pair('ADACAD') == 'ADA_CAD'
assert kraken_to_world_pair('BCHUSD') == 'BCH_USD'
assert kraken_to_world_pair('DASHUSD') == 'DASH_USD'
assert kraken_to_world_pair('XTZETH') == 'XTZ_ETH'
assert kraken_to_world_pair('XXBTZGBP.d') == 'BTC_GBP'
with pytest.raises(ValueError):
kraken_to_world_pair('GABOOBABOO')
def trade_from_kraken(kraken_trade):
"""Turn a kraken trade returned from kraken trade history to our common trade
history format"""
currency_pair = kraken_to_world_pair(kraken_trade['pair'])
quote_currency = get_pair_position(currency_pair, 'second')
return Trade(
# Kraken timestamps have floating point ...
timestamp=convert_to_int(kraken_trade['time'], accept_only_exact=False),
pair=currency_pair,
type=kraken_trade['type'],
rate=FVal(kraken_trade['price']),
cost=FVal(kraken_trade['cost']),
cost_currency=quote_currency,
fee=FVal(kraken_trade['fee']),
fee_currency=quote_currency,
amount=FVal(kraken_trade['vol']),
location='kraken'
)