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totrader
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reconcile orders, update dashboard, refactor db, refactor trade project

This commit is contained in:
lza_menace 2020-09-08 21:30:49 -07:00
parent 5d06b8ee23
commit 2a1d22646c
5 changed files with 104 additions and 25 deletions
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2
db.py
View File

@ -52,7 +52,7 @@ class Order(Model):
buy = BooleanField()
quantity = DoubleField()
price = DoubleField()
uuid = CharField()
uuid = TextField()
active = BooleanField(default=True)
cancelled = BooleanField(default=False)
date = DateTimeField(default=get_time)

96
grafana/trading.json
View File

@ -16,7 +16,7 @@
"gnetId": null,
"graphTooltip": 0,
"id": 1,
"iteration": 1599453836661,
"iteration": 1599544047350,
"links": [],
"panels": [
{
@ -113,6 +113,11 @@
{
"alias": "B Sell Orders",
"color": "#E0B400"
},
{
"alias": "C Fulfilled Orders",
"color": "rgb(0, 0, 0)",
"pointradius": 3
}
],
"spaceLength": 10,
@ -242,6 +247,65 @@
"type": "expression"
}
]
},
{
"format": "table",
"group": [
{
"params": [
"$__interval",
"NULL"
],
"type": "time"
}
],
"hide": false,
"metricColumn": "uuid",
"rawQuery": false,
"rawSql": "SELECT\n $__timeGroupAlias(date,$__interval,NULL),\n uuid AS metric,\n avg(price) AS \"Fulfilled Orders\"\nFROM \"order\"\nWHERE\n $__timeFilter(date) AND\n active = 'false'\nGROUP BY 1,2\nORDER BY 1,2",
"refId": "C",
"select": [
[
{
"params": [
"price"
],
"type": "column"
},
{
"params": [
"avg"
],
"type": "aggregate"
},
{
"params": [
"Fulfilled Orders"
],
"type": "alias"
}
]
],
"table": "\"order\"",
"timeColumn": "date",
"timeColumnType": "timestamp",
"where": [
{
"name": "$__timeFilter",
"params": [],
"type": "macro"
},
{
"datatype": "bool",
"name": "",
"params": [
"active",
"=",
"'false'"
],
"type": "expression"
}
]
}
],
"thresholds": [],
@ -366,13 +430,13 @@
],
"metricColumn": "none",
"rawQuery": false,
"rawSql": "SELECT\n $__timeGroupAlias(date,$__interval),\n count(id) AS \"id\"\nFROM \"order\"\nWHERE\n $__timeFilter(date) AND\n active = 'false' AND\n cancelled = 'false'\nGROUP BY 1\nORDER BY 1",
"rawSql": "SELECT\n $__timeGroupAlias(date,$__interval),\n count(price) AS \"price\"\nFROM \"order\"\nWHERE\n active = 'false' AND\n cancelled = 'false'\nGROUP BY 1\nORDER BY 1",
"refId": "A",
"select": [
[
{
"params": [
"id"
"price"
],
"type": "column"
},
@ -384,7 +448,7 @@
},
{
"params": [
"id"
"price"
],
"type": "alias"
}
@ -394,11 +458,6 @@
"timeColumn": "date",
"timeColumnType": "timestamp",
"where": [
{
"name": "$__timeFilter",
"params": [],
"type": "macro"
},
{
"datatype": "bool",
"name": "",
@ -516,13 +575,13 @@
],
"metricColumn": "none",
"rawQuery": false,
"rawSql": "SELECT\n $__timeGroupAlias(date,$__interval),\n count(id) AS \"id\"\nFROM \"order\"\nWHERE\n $__timeFilter(date) AND\n active = 'true' AND\n cancelled = 'false'\nGROUP BY 1\nORDER BY 1",
"rawSql": "SELECT\n $__timeGroupAlias(date,$__interval),\n count(price) AS \"price\"\nFROM \"order\"\nWHERE\n active = 'true' AND\n cancelled = 'false'\nGROUP BY 1\nORDER BY 1",
"refId": "A",
"select": [
[
{
"params": [
"id"
"price"
],
"type": "column"
},
@ -534,7 +593,7 @@
},
{
"params": [
"id"
"price"
],
"type": "alias"
}
@ -544,11 +603,6 @@
"timeColumn": "date",
"timeColumnType": "timestamp",
"where": [
{
"name": "$__timeFilter",
"params": [],
"type": "macro"
},
{
"datatype": "bool",
"name": "",
@ -841,7 +895,7 @@
"y": 14
},
"hiddenSeries": false,
"id": 18,
"id": 26,
"legend": {
"alignAsTable": true,
"avg": true,
@ -866,7 +920,7 @@
"renderer": "flot",
"repeat": null,
"repeatDirection": "h",
"repeatIteration": 1599453836661,
"repeatIteration": 1599544047350,
"repeatPanelId": 12,
"scopedVars": {
"currency": {
@ -1813,7 +1867,7 @@
]
},
"time": {
"from": "now-3h",
"from": "now-2d",
"to": "now"
},
"timepicker": {
@ -1833,5 +1887,5 @@
"timezone": "",
"title": "Trading",
"uid": "1KF3M1DGz",
"version": 20
"version": 28
}

1
requirements.txt
View File

@ -1,3 +1,4 @@
requests
peewee
psycopg2-binary
python-dotenv

25
trade.py
View File

@ -3,6 +3,7 @@
import logging
from os import getenv
from argparse import ArgumentParser
from datetime import datetime
from decimal import Decimal
from random import uniform
from time import sleep
@ -21,7 +22,7 @@ class Trader(TradeOgre):
base_currency = 'BTC'
trade_currency = 'WOW'
trade_pair = f'{base_currency}-{trade_currency}'
trade_amount = 100
trade_amount = 250
def get_market_data(self):
logging.info(f'[MARKET] Getting market data for trade pair {self.trade_pair}')
@ -78,6 +79,23 @@ class Trader(TradeOgre):
logging.debug(f'Found {len(orders)} in database')
return orders
def reconcile_orders(self):
logging.info('[ORDERS] Reconciling orders on TradeOgre with local database')
to_orders = self.get_orders(self.trade_pair)
for order in to_orders:
if not Order.filter(Order.uuid==order['uuid']):
o = Order(
trade_pair=order['market'],
trade_type='manual',
buy=order['type'] == 'buy',
quantity=float(order['quantity']),
price=float(order['price']),
uuid=order['uuid'],
date=datetime.utcfromtimestamp(order['date'])
)
o.save()
logging.info(f'[ORDERS] Saved order {order["uuid"]} to the database')
def update_orders(self):
logging.info('[ORDERS] Updating orders in local database against TradeOgre')
for order in self.get_active_orders():
@ -155,6 +173,7 @@ if __name__ == '__main__':
exit()
if args.update_orders:
t.reconcile_orders()
t.update_orders()
exit()
@ -168,8 +187,8 @@ if __name__ == '__main__':
except Exception as e:
logging.info('[ERROR] Unable to store market data!', e)
# update orders every 3 minutes
if orders_counter == 3:
# update orders every 5 minutes
if orders_counter == 5:
try:
t.update_orders()
logging.info('[ORDERS] Resetting orders counter')

5
tradeogre.py
View File

@ -43,3 +43,8 @@ class TradeOgre(object):
def get_order(self, uuid):
route = f'/account/order/{uuid}'
return self.req(route)
def get_orders(self, pair):
route = f'/account/orders'
data = {'market': pair}
return self.req(route, 'post', data)