#31 finish cleaning examples

Author: kruglov-dmitry

dao/deal_utils.py

@@ -81,7 +81,7 @@ def init_deals_with_logging_speedy(trade_pairs, difference, file_name, processor
     msg_queue.add_message(DEAL_INFO_MSG, msg)
     log_to_file(msg, file_name)
 
-    if YES_I_KNOW_WHAT_AM_I_DOING:
+    if not YES_I_KNOW_WHAT_AM_I_DOING:
         die_hard("init_deals_with_logging_speedy called for {f}".format(f=trade_pairs))
 
     parallel_deals = []

legacy_manual_tests/__init__.py renamed to examples/__init__.py

@@ -1,13 +1,22 @@
 from profilehooks import timecall
 
 from utils.time_utils import get_now_seconds_utc
+from utils.key_utils import load_keys
+from utils.debug_utils import LOG_ALL_DEBUG
 
 from data_access.classes.connection_pool import ConnectionPool
+from data.arbitrage_config import ArbitrageConfig
 
 from dao.history_utils import get_history_speedup
 from dao.ohlc_utils import get_ohlc_speedup, get_ohlc
 from dao.order_book_utils import get_order_book_speedup
 from dao.ticker_utils import get_ticker_speedup
+from dao.order_utils import get_open_orders_for_arbitrage_pair
+
+from enums.currency_pair import CURRENCY_PAIR
+from enums.exchange import EXCHANGE
+
+from constants import API_KEY_PATH
 
 
 POLL_PERIOD_SECONDS = 900
@@ -52,3 +61,28 @@ def get_order_book_time_fast():
     processor = ConnectionPool()
     order_book = get_order_book_speedup(end_time, processor)
     return order_book
+
+
+def test_open_orders_retrieval_arbitrage():
+
+    sell_exchange_id = EXCHANGE.BINANCE
+    buy_exchange_id = EXCHANGE.POLONIEX
+    pair_id = CURRENCY_PAIR.BTC_TO_OMG
+    threshold = 2.0
+    reverse_threshold = 2.0
+    balance_threshold = 5.0
+    deal_expire_timeout = 60
+    logging_level = LOG_ALL_DEBUG
+
+    cfg = ArbitrageConfig(sell_exchange_id, buy_exchange_id,
+                          pair_id, threshold,
+                          reverse_threshold, balance_threshold,
+                          deal_expire_timeout,
+                          logging_level)
+    load_keys(API_KEY_PATH)
+    processor = ConnectionPool(pool_size=2)
+    print cfg
+    res = get_open_orders_for_arbitrage_pair(cfg, processor)
+    print "Length:", len(res)
+    for r in res:
+        print r

legacy_manual_tests/async_data_retrieval.py renamed to examples/async_data_retrieval.py

@@ -13,10 +13,12 @@
 from enums.exchange import EXCHANGE
 from enums.currency_pair import CURRENCY_PAIR
 
+from constants import API_KEY_PATH
+
 
 def test_failed_order_placement_huobi():
 
-    load_keys("./secret_keys")
+    load_keys(API_KEY_PATH)
 
     ts = get_now_seconds_utc()
     order = Trade(DEAL_TYPE.SELL, EXCHANGE.HUOBI, CURRENCY_PAIR.BTC_TO_ZIL,
@@ -31,7 +33,7 @@ def test_failed_order_placement_huobi():
 
 
 def test_failed_order_placement_bittrex():
-    load_keys("./secret_keys")
+    load_keys(API_KEY_PATH)
 
     ts = get_now_seconds_utc()
     order = Trade(DEAL_TYPE.SELL, EXCHANGE.BITTREX, CURRENCY_PAIR.BTC_TO_ETH,
@@ -46,7 +48,7 @@ def test_failed_order_placement_bittrex():
 
 
 def test_expired_deal_placement():
-    load_keys("./secret_keys")
+    load_keys(API_KEY_PATH)
     priority_queue = get_priority_queue()
     ts = get_now_seconds_utc()
     order = Trade(DEAL_TYPE.SELL, EXCHANGE.BINANCE, CURRENCY_PAIR.BTC_TO_STRAT, price=0.001, volume=5.0,
@@ -60,7 +62,7 @@ def test_expired_deal_placement():
 
 
 def test_failed_deal_placement():
-    load_keys("./secret_keys")
+    load_keys(API_KEY_PATH)
     msg_queue = get_message_queue()
     ts = 1517938516
     order = Trade(DEAL_TYPE.SELL, EXCHANGE.BITTREX, CURRENCY_PAIR.BTC_TO_STRAT, price=0.000844, volume=5.0,

legacy_manual_tests/kraken_tolerance.py renamed to examples/kraken_tolerance.py

@@ -0,0 +1,37 @@
+import gevent
+
+from data_access.classes.connection_pool import ConnectionPool
+from utils.time_utils import sleep_for
+
+
+def test_pool():
+
+    def heavy_load():
+        sleep_for(3)
+        print "heavy_load"
+
+    def more_heavy_load():
+        sleep_for(30)
+        print "more_heavy_load"
+
+    def batch(iterable, n=1):
+        l = len(iterable)
+        for ndx in range(0, l, n):
+            yield iterable[ndx:min(ndx + n, l)]
+    processor = ConnectionPool(10)
+
+    iters = []
+    for x in xrange(100):
+        iters.append(x)
+
+    for work_batch in batch(iters, 10):
+        futures = []
+        for x in work_batch:
+            futures.append(processor.network_pool.spawn(more_heavy_load))
+        gevent.joinall(futures)
+
+    for work_batch in batch(iters, 10):
+        futures = []
+        for x in work_batch:
+            futures.append(processor.network_pool.spawn(heavy_load))
+        gevent.joinall(futures)

legacy_manual_tests/misc.py renamed to examples/misc.py

@@ -13,7 +13,7 @@
 from dao.db import save_order_into_pg, init_pg_connection, is_order_present_in_order_history, \
     is_trade_present_in_trade_history
 
-from constants import DB_HOST, DB_PORT, DB_NAME
+from constants import DB_HOST, DB_PORT, DB_NAME, API_KEY_PATH
 
 from analysis.data_load_for_profit_report import load_recent_huobi_trades_to_db, \
     wrap_with_progress_bar, save_to_pg_adapter
@@ -83,7 +83,7 @@ def load_trades_from_csv_to_db():
 
 def test_trade_history_huobi_methods():
 
-    load_keys("./secret_keys")
+    load_keys(API_KEY_PATH)
     key = get_key_by_exchange(EXCHANGE.HUOBI)
 
     time_end = get_now_seconds_utc()

legacy_manual_tests/orders_reprocessing.py renamed to examples/orders_reprocessing.py

@@ -0,0 +1,102 @@
+"""
+        Routine that demonstrate usage of some sub-set of functionality
+"""
+
+from binance.buy_utils import add_buy_order_binance
+
+from dao.deal_utils import init_deals_with_logging_speedy
+from data.trade import Trade
+from data.trade_pair import TradePair
+from data_access.classes.connection_pool import ConnectionPool
+
+from enums.currency_pair import CURRENCY_PAIR
+from enums.deal_type import DEAL_TYPE
+from enums.exchange import EXCHANGE
+
+from poloniex.buy_utils import add_buy_order_poloniex
+
+from bittrex.buy_utils import add_buy_order_bittrex
+from bittrex.sell_utils import add_sell_order_bittrex
+
+from utils.key_utils import load_keys, get_key_by_exchange
+from utils.time_utils import get_now_seconds_utc
+from utils.currency_utils import get_currency_pair_name_by_exchange_id
+from utils.system_utils import die_hard
+
+from data_access.message_queue import get_message_queue
+
+from constants import YES_I_KNOW_WHAT_AM_I_DOING, API_KEY_PATH
+
+
+def check_deal_placements():
+    if not YES_I_KNOW_WHAT_AM_I_DOING:
+        die_hard("check_deal_placements may issue a real trade!")
+
+    create_time = get_now_seconds_utc()
+    fake_order_book_time1 = -10
+    fake_order_book_time2 = -20
+    deal_volume = 5
+    pair_id = CURRENCY_PAIR.BTC_TO_ARDR
+
+    sell_exchange_id = EXCHANGE.POLONIEX
+    buy_exchange_id = EXCHANGE.BITTREX
+
+    difference = "difference is HUGE"
+    file_name = "test.log"
+
+    msg_queue = get_message_queue()
+
+    processor = ConnectionPool(pool_size=2)
+
+    trade_at_first_exchange = Trade(DEAL_TYPE.SELL, sell_exchange_id, pair_id,
+                                    0.00000001, deal_volume, fake_order_book_time1,
+                                    create_time)
+
+    trade_at_second_exchange = Trade(DEAL_TYPE.BUY, buy_exchange_id, pair_id,
+                                     0.00004, deal_volume, fake_order_book_time2,
+                                     create_time)
+
+    trade_pairs = TradePair(trade_at_first_exchange, trade_at_second_exchange, fake_order_book_time1, fake_order_book_time2, DEAL_TYPE.DEBUG)
+
+    init_deals_with_logging_speedy(trade_pairs, difference, file_name, processor, msg_queue)
+
+#
+#       For testing new currency pair
+#
+
+
+def test_binance_xlm():
+    if not YES_I_KNOW_WHAT_AM_I_DOING:
+        die_hard("test_binance_xlm may issue a real trade!")
+
+    load_keys(API_KEY_PATH)
+    key = get_key_by_exchange(EXCHANGE.BINANCE)
+    pair_id = CURRENCY_PAIR.BTC_TO_XLM
+    pair_name = get_currency_pair_name_by_exchange_id(pair_id, EXCHANGE.BINANCE)
+    err, json_repr = add_buy_order_binance(key, pair_name, price=0.00003000, amount=100)
+    print json_repr
+
+
+def test_poloniex_doge():
+    if not YES_I_KNOW_WHAT_AM_I_DOING:
+        die_hard("test_poloniex_doge may issue a real trade!")
+
+    load_keys(API_KEY_PATH)
+    key = get_key_by_exchange(EXCHANGE.POLONIEX)
+    pair_id = CURRENCY_PAIR.BTC_TO_DGB
+    pair_name = get_currency_pair_name_by_exchange_id(pair_id, EXCHANGE.POLONIEX)
+    err, json_repr = add_buy_order_poloniex(key, pair_name, price=0.00000300, amount=100)
+    print json_repr
+
+
+def test_bittrex_strat():
+    if not YES_I_KNOW_WHAT_AM_I_DOING:
+        die_hard("test_bittrex_strat may issue a real trade!")
+
+    key = get_key_by_exchange(EXCHANGE.BITTREX)
+    pair_id = CURRENCY_PAIR.BTC_TO_STRAT
+    pair_name = get_currency_pair_name_by_exchange_id(pair_id, EXCHANGE.BITTREX)
+    err, json_repr = add_buy_order_bittrex(key, pair_name, price=0.0007, amount=10)
+    print json_repr
+    err, json_repr = add_sell_order_bittrex(key, pair_name, price=0.0015, amount=10)
+    print json_repr

examples/pool_execution_example.py

@@ -35,7 +35,7 @@ def get_order_book_huobi(pair_name, timest):
 
 def get_order_book_huobi_result_processor(json_document, pair_name, timest):
 
-    if is_error(json_document) or json_document["tick"] is None:
+    if is_error(json_document) or json_document.get("tick") is None:
 
         msg = "get_order_book_huobi_result_processor - error response - {er}".format(er=json_document)
         log_to_file(msg, ERROR_LOG_FILE_NAME)

legacy_manual_tests/postgres_related.py renamed to examples/postgres_related.py

@@ -35,7 +35,7 @@ def get_ticker_huobi(pair_name, timest):
 
 
 def get_ticker_huobi_result_processor(json_document, pair_name, timest):
-    if is_error(json_document) or json_document["tick"] is None:
+    if is_error(json_document) or json_document.get("tick") is None:
 
         msg = "get_ticker_huobi_result_processor - error response - {er}".format(er=json_document)
         log_to_file(msg, ERROR_LOG_FILE_NAME)