class AccountUtil:
def __init__(self, exchange, isTest=False):
logging.debug("Initialising AccountUtil()")
self.exchange = exchange
self.isTest = isTest
self.P = Pull()
def _calcValue(self, accountDetails):
logging.debug("Starting AccountUtil._calcValue")
value = 0
for coin in [c for c in list(accountDetails) if c != "BTC"]:
value += accountDetails[coin] * (
self.P.assetPrice(
exchange=self.exchange, asset="%sBTC" % coin, dir="sell"
)
if not self.isTest
else self.isTest[coin]
)
return value
def getValue(self, initCapital, isTest=False):
logging.debug("Starting AccountValue.getValue")
capDict = {"initialCapital": initCapital}
accountDetails = (
self.P.getAccount(exchange=self.exchange) if not isTest else isTest
)
capDict["liquidCurrent"] = round(accountDetails["BTC"], 8)
capDict["paperCurrent"] = round(
capDict["liquidCurrent"] + self._calcValue(accountDetails), 8
)
capDict["paperPnL"] = round(
capDict["paperCurrent"] / capDict["initialCapital"], 2
)
capDict["percentAllocated"] = round(
(capDict["paperCurrent"] - capDict["liquidCurrent"])
/ capDict["paperCurrent"],
2,
)
return capDict
class Enter:
def __init__(self, stratName, isTest=False, testAssets=None):
logging.debug("Initialising Enter()")
self.compPath = "%s/Pipeline/resources/%s" % (Settings.BASE_PATH, stratName)
self.stratName = stratName
self.isTest = isTest
with open("%s/config.yml" % self.compPath) as stratFile:
self.config = yaml.load(stratFile)
self.assetList = Select(stratName).assets() if not isTest else testAssets
self.enterStrat = eval(self.config["enter"]["name"])(
stratName=stratName, assetList=self.assetList, isTest=isTest
)
self.OT = (
OpenTrade(stratName=stratName, isLive=self.config["isLive"])
if not isTest
else None
)
self.pull = Pull()
self.col = MongoClient("localhost", 27017)[stratName]["currentPositions"]
def run(self):
try:
logging.info("Starting Enter.run: %s" % datetime.now())
startTime = time.time()
openList = []
currentPositions = [
val["assetName"] for val in list(self.col.find({}, {"assetName": 1}))
]
self.OT.initRun() if not self.isTest else None
self.enterStrat.before() if not self.isTest else None
for asset, exchange in [
val
for val in self.assetList
if "%sBTC" % val[0] not in currentPositions
]:
logging.debug("Starting asset: %s" % asset)
if self.enterStrat.run(asset):
logging.info("Entering trade: %s" % asset)
openPrice = (
self.pull.assetPrice(
exchange=exchange, asset="%sBTC" % asset, dir="buy"
)
if not self.isTest
else 1
)
if openPrice != -1:
openList.append(asset)
self.OT.open(
assetVals=("%sBTC" % asset, exchange, openPrice)
) if not self.isTest else None
self.OT.updateBooks() if not self.isTest else None
logging.info(
"Ending Enter run. Took: %s seconds" % round(time.time() - startTime)
)
logging.info("%s assets analysed" % len(self.assetList))
logging.info(
"Entering trades: \n %s" % openList
if len(openList) != 0
else "0 trades entered"
)
return openList if self.isTest else None
except Exception as e:
EmailUtil(strat=self.stratName).errorExit(
file=self.stratName,
funct="Enter.run()",
message=f"Error message: {e}, \n Asset: {asset}",
)
raise Exception