def read_from_json(filename: str) -> Union[List, Dict]:
'''
reads data from a json file
'''
with open(f"{filename}.json", 'r') as json_file:
log(LogLevel.INFO, f"Reading from JSON file: '{filename}.json'.")
return json.load(json_file)
def _update_tickers(self, balance_tickers: Set[str]) -> None:
'''
update `self.coins` with new coins from the account `balance_tickers`
'''
self.coins |= balance_tickers
write_to_json(list(self.coins), self.coins_filename)
log(LogLevel.INFO, f"Updated set of coins to: {self.coins}")
def func(*args, **kwargs):
try:
response: Response = request_function(*args, **kwargs)
if is_success_response(response.status_code):
return response.json()
raise ClientException(response.json())
except Exception as e:
log(LogLevel.ERROR, str(e))
raise e
def update(self):
'''
Update the portfolio with new data from binance
'''
log(LogLevel.INFO, "Updating Crypto Porfolio.")
self._write_spot_balance()
self._write_spot_order_history()
self._write_refined_spot_trades()
self._write_portfolio_summary()
log(LogLevel.INFO, "Done with Portfolio update.")
def send_get_request(self, url_endpoint: str, *args, **kwargs) -> Any:
''' send HTTP get request to `urlendpoint`'''
log(
LogLevel.INFO,
f"Sending GET request to: {url_endpoint}. With arguments: args={args} kwargs={kwargs}."
)
response = requests.get(url_endpoint, *args, **kwargs)
log(
LogLevel.INFO,
f"Received response from {url_endpoint} with status={response.status_code}: {response.json()}"
)
return response
def _write_refined_spot_trades(self) -> None:
'''
write refined spot trades to a json file
'''
log(LogLevel.INFO, "Starting refinement of spot trades.")
for spot_trade in self.spot_order_history:
if spot_trade["status"] == "FILLED":
self.spot_trades[spot_trade["symbol"]].append(resolve_spot_trade(spot_trade))
write_to_json(self.spot_trades, "spot_trades")
log(LogLevel.INFO, "Successfully refined spot trades.")
def write_to_excel(json_object: Union[List, Dict],
filename: str,
replace_existing: bool = True) -> None:
'''
write a json object to an excel file (*.xlsx).
'''
if not replace_existing:
filename = f"{filename}_{str(timestamp())}"
log(
LogLevel.INFO,
f"Writing to EXCEL file: '{filename}.xlsx' with replace_existing={replace_existing}."
)
pd.DataFrame(json_object).to_excel(f"{filename}.xlsx")
def write_to_json(json_object: Union[List, Dict],
filename: str,
replace_existing: bool = True) -> None:
'''
write a json object to a json file.
'''
if not replace_existing:
filename = f"{filename}_{str(timestamp())}"
with open(f"{filename}.json", 'w') as file:
log(
LogLevel.INFO,
f"Writing to JSON file: '{filename}.json' with replace_existing={replace_existing}."
)
json.dump(json_object, file, indent=4)
def _write_portfolio_summary(self) -> None:
'''
write spot portfolio summary to a json file and an excel file
'''
log(LogLevel.INFO, "Creating spot portfolio summary.")
portfolio_summary = []
for ticker, trades in self.spot_trades.items():
ticker_summary = create_ticker_summary(ticker.split(self.base_currency)[0], trades)
portfolio_summary.append(ticker_summary)
portfolio_summary = resolve_portfolio_summary(portfolio_summary, self.spot_balance)
write_to_json(portfolio_summary, "spot_portfolio_summary")
write_to_excel(portfolio_summary, "spot_portfolio_summary")
log(LogLevel.INFO, "Success creating spot portfolio summary.")
def _write_spot_balance(self) -> None:
'''
write latest daily snapshots of spot account to json and excel
'''
log(LogLevel.INFO, "Starting spot balance update.")
spot_balance_payload = binance.get_spot_account_snapshot()
latest_spot_balance: Dict[str, Union[int, str, Dict]] = spot_balance_payload["snapshotVos"][-1]
self._update_tickers({
balance["asset"] for balance in latest_spot_balance["data"]["balances"]
if balance["asset"] != self.base_currency
})
self._get_current_ticker_prices()
spot_balance: List[Dict[str, Any]] = resolve_spot_balance(
latest_spot_balance["data"]["balances"],
self.ticker_prices
)
self.spot_balance = {balance["symbol"] : balance for balance in spot_balance}
filename = "spot_balance"
write_to_excel(spot_balance, filename)
write_to_json(spot_balance, filename)
log(LogLevel.INFO, "Success updating spot balance.")
def _write_spot_order_history(self) -> None:
'''
write the spot trade history of symbol pairs to a json file and excel file
'''
log(LogLevel.INFO, "Starting spot trade order history update.")
for symbol in self.coins:
log(LogLevel.INFO, "Fetching spot order history for symbol: ", symbol)
symbol_order_history = self.binance.get_all_orders(symbol + self.base_currency)
self.spot_order_history.extend(symbol_order_history)
format_trade_history(self.spot_order_history)
filename = 'spot_order_history'
log(LogLevel.INFO, "Fetching old trade order history.")
full_trade_history: List[Dict[str, Any]] = read_from_json(filename)
reduce_trade_history(full_trade_history, self.spot_order_history)
self.spot_order_history = full_trade_history
write_to_json(full_trade_history, filename)
write_to_excel(full_trade_history, filename)
log(LogLevel.INFO, "Success updating spot trade order history.")
from businessLogic import portfolio
from businessUtils.switchUtils import Switch
from businessUtils.logUtils import LogLevel, log
from businessLogic.portfolio import Portfolio
if __name__ == '__main__':
try:
if Switch.check_switch("use_refactored_code"):
log(LogLevel.INFO,
"Starting Driver... Invoking Portfolio instance...")
portfolio = Portfolio()
portfolio.update()
log(LogLevel.INFO, "Driver destroyed. Exiting ...")
else:
symbols = ("ETHUSDT", "BTCUSDT", "LINKUSDT", "ADAUSDT", "DOTUSDT",
"SXPUSDT", "ENJUSDT", "XRPUSDT", "DOGEUSDT", "AAVEUSDT",
"VETUSDT", "MATICUSDT", "LTCUSDT")
log(LogLevel.INFO, "Starting driver")
portfolio.write_trade_history(symbols)
portfolio.write_spot_balance()
portfolio.write_portfolio_stats("spot_order_history")
portfolio.write_portfolio_summary("portfolio_stats")
except Exception as e:
log(LogLevel.ERROR, str(e))
raise e
