incidentals

Author: timkpaine

Makefile

@@ -37,8 +37,8 @@ docs:  ## Build the sphinx docs
 	make -C docs html
 
 clean: ## clean the repository
-	find . -name "__pycache__" -exec rm -rf {} \;
-	find . -name "*.pyc" -exec rm -rf {} \;
+	find . -name "__pycache__" | xargs rm -rf
+	find . -name "*.pyc" | xargs rm -rf
 	rm -rf .coverage cover htmlcov logs build dist *.egg-info
 
 install: ## install the package

algocoin/lib/exchanges/gdax.py

@@ -2,6 +2,7 @@
 import json
 from websocket import create_connection
 from ..config import ExchangeConfig
+from ..define import EXCHANGE_ORDER_ENDPOINT
 from ..enums import TradingType, ExchangeType
 from ..exchange import Exchange
 from ..structs import TradeRequest, TradeResponse, Account
@@ -26,10 +27,11 @@ def __init__(self, options: ExchangeConfig) -> None:
 
         elif options.trading_type == TradingType.SANDBOX:
             self._key, self._secret, self._passphrase = get_keys_from_environment('GDAX_SANDBOX')
+            import ipdb; ipdb.set_trace()
             self._client = gdax.AuthenticatedClient(self._key,
                                                     self._secret,
                                                     self._passphrase,
-                                                    api_url=self._oe_url
+                                                    api_url=EXCHANGE_ORDER_ENDPOINT(ExchangeType.GDAX, TradingType.SANDBOX)
                                                     )
 
         val = self._client.get_accounts() if hasattr(self, '_client') else []

algocoin/lib/parser.py

@@ -82,7 +82,7 @@ def _parse_strategy(strategy, config) -> None:
 def _parse_risk(risk, config) -> None:
     config.risk_options.max_drawdown = float(risk.get('max_drawdown', config.risk_options.max_drawdown))
     config.risk_options.max_risk = float(risk.get('max_drawdown', config.risk_options.max_risk))
-    config.risk_options.total_funds = float(risk.get('max_drawdown', config.risk_options.total_funds))
+    config.risk_options.total_funds = float(risk.get('total_funds', config.risk_options.total_funds))
 
 
 def _parse_default(default, config) -> None:
@@ -114,28 +114,39 @@ def _parse_args_to_dict(argv: list) -> dict:
 
 def _parse_live_options(argv, config: TradingEngineConfig) -> None:
     log.critical("WARNING: Live trading. money will be lost ;^)")
-    config.exchange_options.exchange_type = \
-        str_to_exchange(argv.get('exchange', ''))
+    if argv.get('exchange'):
+        config.exchange_options.exchange_type = str_to_exchange(argv['exchange'])
+    elif argv.get('exchanges'):
+        config.exchange_options.exchange_types = [str_to_exchange(x) for x in argv['exchanges'].split(',') if x]
+    else:
+        config.exchange_options.exchange_type = str_to_exchange('')
+        log.critical('No Exchange set, using default: %s', config.exchange_options.exchange_type)
 
 
 def _parse_sandbox_options(argv, config) -> None:
     log.critical("Sandbox trading")
-    config.exchange_options.exchange_type = \
-        str_to_exchange(argv.get('exchange', ''))
+    if argv.get('exchange'):
+        config.exchange_options.exchange_type = str_to_exchange(argv['exchange'])
+    elif argv.get('exchanges'):
+        config.exchange_options.exchange_types = [str_to_exchange(x) for x in argv['exchanges'].split(',') if x]
+    else:
+        config.exchange_options.exchange_type = str_to_exchange('')
+        log.critical('No Exchange set, using default: %s', config.exchange_options.exchange_type)
 
 
 def _parse_backtest_options(argv, config) -> None:
     log.critical("Backtesting")
 
     config.backtest_options = BacktestConfig()
 
-    config.backtest_options.file = \
-        exchange_to_file(str_to_exchange(argv.get('exchange', '')))
-
-    config.exchange_options.exchange_type = \
-        str_to_exchange(argv.get('exchange', ''))
-
-    config.risk_options.total_funds = 20000.0  # FIXME
+    if argv.get('exchange'):
+        config.backtest_options.file = exchange_to_file(str_to_exchange(argv['exchange']))
+        config.exchange_options.exchange_type = str_to_exchange(argv['exchange'])
+    elif argv.get('exchanges'):
+        config.exchange_options.exchange_types = [str_to_exchange(x) for x in argv['exchanges'].split(',') if x]
+    else:
+        config.exchange_options.exchange_type = str_to_exchange('')
+        log.critical('No Exchange set, using default: %s', config.exchange_options.exchange_type)
 
 
 def parse_command_line_config(argv: list) -> TradingEngineConfig:

algocoin/lib/utils.py

@@ -72,14 +72,13 @@ def config(cls):
                 isinstance(v[0][0], type) and \
                 isinstance(v[1], list):
             # v is a pair,  ([type], [instance?])
-            if len(v[1]) > 0 and isinstance(v[1][0], v[0][0]): # TODO check all
+            if len(v[1]) > 0 and isinstance(v[1][0], v[0][0]):  # TODO check all
                 v = create_pair(k, v[0][0], v[1], container=list)
                 vars.append(k)
             elif v[1] == []:
                 v = create_pair(k, v[0][0], v[1], container=list)
                 vars.append(k)
             else:
-                print(v)
                 raise Exception('Unexpected list instance: %s' % v[1][0])
 
         new_cls_dict[k] = v

algocoin/trading.py

@@ -1,6 +1,6 @@
 from typing import Callable
 from .backtest import Backtest
-from .lib.callback import Callback, Print
+from .lib.callback import Print
 from .lib.config import TradingEngineConfig
 from .lib.enums import TradingType, Side, CurrencyType, TradeResult, OrderType
 from .execution import Execution
@@ -15,19 +15,28 @@ class TradingEngine(object):
     def __init__(self, options: TradingEngineConfig) -> None:
         # running live?
         self._live = options.type == TradingType.LIVE
+
         # running sandbox?
         self._sandbox = options.type == TradingType.SANDBOX
+
         # running backtest?
         self._backtest = options.type == TradingType.BACKTEST
 
-        # running print callback for debug?
-        self._print = options.print
-
         # the strategies to run
         self._strats = []
 
-        self._ex = ex_type_to_ex(options.exchange_options.exchange_type)(options.exchange_options) if self._live or self._sandbox else None
-        # self._exchanges = [ex_type_to_ex(o.exchange_options.exchange_type)(o.exchange_options) if self._live or self._sandbox else None for o in options]
+        # instantiate exchange instance
+        if options.exchange_options.exchange_types:
+            # multiple exchanges
+            # TODO
+            # FIXME
+            self._ex = [ex_type_to_ex(o)(options.exchange_options) if self._live or self._sandbox else None for o in options.exchange_options.exchange_types]
+            # FIXME
+            # TODO
+
+        else:
+            # single exchange
+            self._ex = ex_type_to_ex(options.exchange_options.exchange_type)(options.exchange_options) if self._live or self._sandbox else None
 
         self._exchanges = []
 
@@ -56,18 +65,14 @@ def __init__(self, options: TradingEngineConfig) -> None:
         # sanity check
         assert not (self._live and self._sandbox and self._backtest)
 
-        if self._print:
+        # running print callback for debug?
+        if options.print:
             log.warn('WARNING: Running in print mode')
 
+            # register a printer callback that prints every message
             if self._live or self._sandbox:
                 self._ex.registerCallback(
-                    Print(onTrade=True,
-                          onReceived=True,
-                          onOpen=True,
-                          onDone=True,
-                          onChange=True,
-                          onError=False))
-
+                    Print(onTrade=True, onReceived=True, onOpen=True, onDone=True, onChange=True, onError=False))
             if self._backtest:
                 self._bt.registerCallback(Print())