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

db.py

@@ -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)

grafana/trading.json

@@ -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
 }

requirements.txt

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

trade.py

@@ -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
+        # update orders every 5 minutes
-        if orders_counter == 3:
+        if orders_counter == 5:
             try:
                 t.update_orders()
                 logging.info('[ORDERS] Resetting orders counter')

tradeogre.py

@@ -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)