[TradingModes] init optimize_initial_portfolio #1073
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GuillaumeDSM
changed the title
Herklos
reviewed
Oct 10, 2023
| # ExchangeError('kucoin This user is not a master user') | ||
| if "not a master user" not in str(err): |
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it's a check to be sure kucoin doesn't change its behavior ^^
| return [], tickers | ||
| async with self.producers[0].producer_exchange_wide_lock(self.exchange_manager): | ||
| self.logger.info(f"Optimizing portfolio: selling {sellable_assets} to buy {target_asset}") | ||
| created_orders, tickers = await trading_modes.convert_assets_to_target_asset( |
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| # 1. cancel open orders | ||
| cancelled_orders = [] | ||
| for symbol in self.exchange_manager.exchange_config.traded_symbol_pairs: | ||
| if producer.get_symbol_trading_config(symbol) is not None: | ||
| configured_pairs.append(symbol) | ||
| pair_bases.add(symbol_util.parse_symbol(symbol).base) | ||
| for order in self.exchange_manager.exchange_personal_data.orders_manager.get_open_orders( | ||
| symbol=symbol | ||
| ): | ||
| if not (order.is_cancelled() or order.is_closed()): | ||
| await self.cancel_order(order) | ||
| cancelled_orders.append(order) |
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Wouldn't there already be a method for canceling all open orders on traded symbols?
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there is but we need to do it with other conditions in if that are irrelevant here and using self.cancel_order so I thing it's better to do it this way
| @@ -251,6 +253,92 @@ def get_is_symbol_wildcard(cls) -> bool: | |||
| def set_default_config(self): | |||
| raise RuntimeError(f"Impossible to start {self.get_name()} without a valid configuration file.") | |||
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| async def optimize_initial_portfolio(self, sellable_assets: list, tickers: dict = None) -> (list, dict): | |||
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I think we should split it into multiple methods to increase readability
| @@ -251,6 +253,92 @@ def get_is_symbol_wildcard(cls) -> bool: | |||
| def set_default_config(self): | |||
| raise RuntimeError(f"Impossible to start {self.get_name()} without a valid configuration file.") | |||
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| async def optimize_initial_portfolio(self, sellable_assets: list, tickers: dict = None) -> (list, dict): | |||
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I also think we should add more exception catching because if something fails it will interrupt the entire process.
GuillaumeDSM
changed the title
Herklos
reviewed
Oct 11, 2023
| return [cancelled_orders, part_1_orders, part_2_orders], tickers | ||
| return [cancelled_orders, part_1_orders, part_2_orders] | ||
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| async def _cancel_associated_orders(self, producer, pair_bases) -> list: |
Herklos
approved these changes
Oct 11, 2023
| @@ -251,6 +253,110 @@ def get_is_symbol_wildcard(cls) -> bool: | |||
| def set_default_config(self): | |||
| raise RuntimeError(f"Impossible to start {self.get_name()} without a valid configuration file.") | |||
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| async def single_exchange_process_optimize_initial_portfolio( | |||
| # check portfolio is rebalanced | ||
| final_portfolio = exchange_manager.exchange_personal_data.portfolio_manager.portfolio.portfolio | ||
| assert final_portfolio["BTC"].available == decimal.Decimal('5.539455') # 5.545 - fees | ||
| assert final_portfolio["USD"].available == decimal.Decimal("5545") |
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requires Drakkar-Software/OctoBot-Trading#984
todo: