Start implementing active management actions

core/trading/active_management.py

@@ -10,6 +10,9 @@ from core.exchanges.convert import (
 from core.trading import assetfilter, checks, market, risk
 from core.trading.crossfilter import crossfilter
 from core.trading.market import get_base_quote, get_trade_size_in_base
+from core.util import logs
+
+log = logs.get_logger("ams")
 
 
 class ActiveManagement(object):
@@ -18,9 +21,30 @@ class ActiveManagement(object):
         self.policy = strategy.active_management_policy
 
         self.trades = []
+        self.actions = {}
         self.balance = None
         self.balance_usd = None
 
+    def add_action(self, action, check_type, trade_id, **kwargs):
+        if action not in self.actions:
+            self.actions[action] = []
+        self.actions[action].append(
+            {"id": trade_id, "check": check_type, "extra": kwargs}
+        )
+
+    def reduce_actions(self):
+        """
+        If a trade is in the close actions, remove it from adjust.
+        """
+        if "close" in self.actions:
+            for close_action in self.actions["close"]:
+                if "adjust" in self.actions:
+                    self.actions["adjust"] = [
+                        action
+                        for action in self.actions["adjust"]
+                        if action["id"] != close_action["id"]
+                    ]
+
     def get_trades(self):
         if not self.trades:
             self.trades = self.strategy.account.client.get_all_open_trades()
@@ -42,8 +66,64 @@ class ActiveManagement(object):
             else:
                 return self.balance
 
-    def handle_violation(self, check_type, action, trade, **kwargs):
-        print("VIOLATION", check_type, action, trade, kwargs)
+    def close_trade(self, trade_id):
+        self.strategy.account.client.close_trade(trade_id)
+
+    def bulk_close_trades(self, trade_ids):
+        for trade_id in trade_ids:
+            self.close_trade(trade_id)
+
+    def bulk_notify(self, action, action_cast_list):
+        print("CALL", action, action_cast_list)
+        msg = ""
+        for action_cast in action_cast_list:
+            msg += f"ACTION: '{action}' on trade ID '{action_cast['id']}'\n"
+            msg += f"VIOLATION: '{action_cast['check']}'\n"
+            if action_cast["extra"]:
+                extra = action_cast["extra"]
+                extra = ", ".join([f"{k}: {v}" for k, v in extra.items()])
+                msg += f"EXTRA: {extra}\n"
+            msg += "=========\n"
+
+        print("NOTIFY", msg)
+
+    def adjust_position_size(self, trade_id, new_size):
+        pass
+
+    def adjust_protection(self, trade_id, new_protection):
+        pass
+
+    def bulk_adjust(self, action_cast_list):
+        for item in action_cast_list:
+            trade_id = item["id"]
+            check = item["check"]
+            if "extra" in item:
+                extra = item["extra"]
+            else:
+                log.error(f"Adjust action missing extra data: {item}")
+                continue
+            if check == "position_size":
+                new_size = extra["size"]
+                self.adjust_position_size(trade_id, new_size)
+            elif check == "protection":
+                self.adjust_protection(trade_id, extra)
+
+    def run_actions(self):
+        for action, action_cast_list in self.actions.items():
+            if action == "none":
+                continue
+            self.bulk_notify(action, action_cast_list)
+            if action == "close":
+                trade_ids = [action_cast["id"] for action_cast in action_cast_list]
+                self.bulk_close_trades(trade_ids)
+            elif action == "adjust":
+                self.bulk_adjust(action_cast_list)
+
+    def handle_violation(self, check_type, action, trade_id, **kwargs):
+        print("VIOLATION", check_type, action, trade_id, kwargs)
+        if action == "none":
+            return
+        self.add_action(action, check_type, trade_id, **kwargs)
         # TODO: close/notify for:
         # - trading time
         # - trends