Merge branch 'develop'

Author: iilunin

Bot/ExchangeInfo.py

@@ -1,3 +1,4 @@
+from datetime import datetime
 from decimal import Decimal, ROUND_DOWN, ROUND_UP
 
 
@@ -67,35 +68,31 @@ def msg_mutliplier_range_error(self, current_price):
 
 class ExchangeInfo:
     __shared_state = {}
+    UPDATE_RATE_S = 30
 
     def __init__(self):
         self.__dict__ = self.__shared_state
         if not self.__dict__:
-            self.exchnage_info = {}
-            self.symbols = set()
+            self.symbols = {}
+            self.last_updated = None
+
+    def need_update(self):
+        if not self.last_updated:
+            return True
+
+        return (datetime.now() - self.last_updated).seconds >= ExchangeInfo.UPDATE_RATE_S
 
     def update(self, info):
-        self.exchnage_info.update(info)
-        self.symbols = set([s['symbol'] for s in self.exchnage_info['symbols']])
+        self.symbols = {s['symbol']: s for s in info['symbols']}
+        self.last_updated = datetime.now()
 
     def symbol_info(self, symbol):
-        symbol_info = None
-
-        for s in self.exchnage_info['symbols']:
-            if s['symbol'] == symbol:
-                symbol_info = s
-                break
+        symbol_info = self.symbols.get(symbol)
 
         props = {}
         if symbol_info is None:
             raise KeyError('Symbol "{}" not found in the Exchnage makrets info'.format(symbol))
 
-        # for f in symbol_info['filters']:
-        #     props.update(f)
-        #
-        # props.pop('filterType', None)
-
-
         for f in symbol_info['filters']:
             filter_type = f['filterType']
             f.pop(filter_type, None)
@@ -106,8 +103,5 @@ def symbol_info(self, symbol):
     def has_symbol(self, symbol):
         return symbol in self.symbols
 
-    def has_all_symbol(self, symbols):
-        return set(symbols) <= self.symbols
-
     def get_all_symbols(self):
-        return [{'s': s['symbol'], 'b': s['baseAsset']} for s in self.exchnage_info['symbols']]
+        return [{'s': s, 'b': info['baseAsset']} for (s, info) in self.symbols.items()]

Bot/Strategy/TradingStrategy.py

@@ -1,4 +1,4 @@
-from os import environ
+from datetime import datetime
 
 from binance.exceptions import BinanceAPIException
 
@@ -14,6 +14,8 @@
 
 
 class TradingStrategy(Logger):
+    EXCHANGE_INFO_REFRESH_S = 60
+
     def __init__(self,
                  trade: Trade,
                  fx: FXConnector,
@@ -25,6 +27,7 @@ def __init__(self,
         self.fx = fx
         self.balance: Balance = balance if balance else Balance()
         self._exchange_info = None
+        self._exchange_info_last_update = datetime.now()
         self.simulate = Utils.is_simulation()
         self.trade_updated = trade_updated
         self.last_execution_price = 0
@@ -41,8 +44,10 @@ def __init__(self,
 
     @property
     def exchange_info(self):
-        if not self._exchange_info:
+        if not self._exchange_info or \
+                (datetime.now() - self._exchange_info_last_update).seconds >= TradingStrategy.EXCHANGE_INFO_REFRESH_S:
             self._exchange_info = ExchangeInfo().symbol_info(self.symbol())
+            self._exchange_info_last_update = datetime.now()
 
         return self._exchange_info
 

Bot/Target.py

@@ -15,7 +15,8 @@ def __init__(self, price, vol='100%', **kvargs):
         self.id = kvargs.get('id')
         self.date = kvargs.get('date')
         self.status = OrderStatus(kvargs.get('status', OrderStatus.NEW.name).lower())
-        self.sl = float(kvargs.get('sl', 0))
+        sl_input = kvargs.get('sl', 0)
+        self.sl = float(sl_input if sl_input else 0)
         self.smart = self.s2b(kvargs.get('smart', None))
         self.parent_smart = kvargs.get('parent_smart', None)
         self.best_price = float(kvargs.get('best_price', 0))

Bot/TradeHandler.py

@@ -110,7 +110,7 @@ def add_new_strategy(self, strategy: TradingStrategy, listen_symbols=True):
 
         # self.balances.update_balances(self.fx.get_all_balances_dict())
 
-        if not ExchangeInfo().has_all_symbol(self.strategies_dict.keys()):
+        if ExchangeInfo().need_update():
             ExchangeInfo().update(self.fx.get_exchange_info())
 
         if listen_symbols:
@@ -194,7 +194,9 @@ def listen_handler(self, msg):
                     return
                 elif d['e'] == '24hrTicker':
                     self.trade_info_ticker_buf[d['s']] = {'b': float(d['b']), 'a': float(d['a'])}
-                    # delta = dt.now() - self.last_ts
+
+            if ExchangeInfo().need_update():
+                ExchangeInfo().update(self.fx.get_exchange_info())
 
             if (delta.seconds * 1000 + (delta).microseconds / 1000) > self.process_delay:
                 self.last_ts = dt.now()