Orderer/trading_bot.py

import random
from datetime import timedelta, datetime
from math import log2, ceil

import model
from debug import debug

order_expiry = 43200


def place_order(ownable_id):
    """
    places a new order according to the algorithm described in `assets/follower.py`
    :param ownable_id: on which ownable to place the order
    :return: True iff a new order was placed
    """
    cheapest_buy_order, best_sell_order = model.abs_spread(ownable_id)
    if cheapest_buy_order is None or best_sell_order is None:
        return False
    investors_id = model.bank_id()

    orders = model.get_ownable_orders(investors_id, ownable_id)
    orders = [random.choice(orders) for _ in range(int(ceil(log2(len(orders)))))]
    amounts = [order[3] for order in orders]
    amount = sum(amounts) / len(amounts)

    expiry = datetime.strptime(model.current_db_time(), '%Y-%m-%d %H:%M:%S') + timedelta(minutes=order_expiry)

    model.place_order(buy=bool(random.getrandbits(1)),
                      ownership_id=model.get_ownership_id(ownable_id, investors_id),
                      limit=random.uniform(cheapest_buy_order, best_sell_order),
                      stop_loss=False,
                      amount=amount,
                      expiry=expiry)
    return True


def main():  # TODO testen
    """the initial part of the trading bot algorithm"""
    if model.get_user_orders(model.bank_id()):
        raise AssertionError('The trading bot already has some orders.')
    if input('Are you sure you want to place the initial orders? (type in "yes" or something else):') == 'yes':
        for ownable_id in model.ownable_ids():
            if ownable_id != model.currency_id():
                place_order(ownable_id)
    else:
        print('Not placing orders.')
    model.cleanup()


if __name__ == '__main__':
    main()


def notify_expired_orders(orders):
    for order in orders:
        # order_id = order[0]
        ownership_id = order[1]

        # check if that was one of the bots orders
        bank_ownership_id = model.get_ownership_id(ownership_id, model.bank_id())
        if ownership_id != bank_ownership_id:
            continue

        # create a new order
        ownable_id = model.ownable_id_by_ownership_id(ownership_id)
        place_order(ownable_id)


def notify_order_traded(ownable_id):
    """
    Called after a trade has been done and now the auctions are finished.
    :param ownable_id: the ownable that was traded
    :return: True iff a new order was placed
    """
    model.connect()
    if ownable_id == model.currency_id():
        return False
    ownership_id = model.get_ownership_id(ownable_id, model.bank_id())

    if debug:  # the bot should only have one order
        model.cursor.execute('''
        SELECT COUNT(*) <= 1
        FROM orders
        WHERE ownership_id = ? 
        ''', (ownership_id,))
        if not model.cursor.fetchone()[0]:
            raise AssertionError('The bot should have at most one order.')

    model.cursor.execute('''
        SELECT rowid, amount, expiry
        FROM orders 
        WHERE ownership_id = ? 
         -- no need for ORDER since the bot should have only one order
         -- ORDER BY rowid DESC -- equivalent to ordering by time created
         -- LIMIT might still improve performance
        LIMIT 1
    ''', (ownership_id,))
    data = model.cursor.fechtall()
    # TODO Neu überdenken, das geht so nicht, wenn die order schon ausgeführt ist, ist sie nicht mehr in der DB
    if not data:
        return place_order(ownable_id)

    my_last_order = model.cursor.fechtone()
    last_order_id = my_last_order[0]
    last_amount = my_last_order[1]
    expiry = my_last_order[2]
    dt_order_placed = datetime.strptime(expiry, '%Y-%m-%d %H:%M:%S') - timedelta(minutes=order_expiry)

    model.cursor.execute('''
        SELECT 2 * SUM(amount) >= ?
        FROM transactions
        WHERE ownable_id = ? 
          AND dt >= ?
    ''', (last_amount, ownable_id, dt_order_placed))

    if model.cursor.fechtone()[0]:
        model.delete_order(last_order_id)
        return place_order(ownable_id)

    return False