core/bfxbot/utils.py

import re

from bfxbot.bfxwrapper import Balance
from bfxbot.models import PositionWrapper


class CurrencyPair:
    def __init__(self, base: str, quote: str):
        self.base: str = base
        self.quote: str = quote

    @staticmethod
    def from_str(string: str):
        symbol_regex = re.compile("t(?P<base>[a-zA-Z]{3})(?P<quote>[a-zA-Z]{3})")

        match = symbol_regex.match(string)

        if not match:
            return None

        return CurrencyPair(match.group("base"), match.group("quote"))


def average(a):
    return sum(a) / len(a)


def balance_to_json(balance: Balance):
    return {
        'currency': balance.currency().name(),
        'amount': balance.currency().amount(),
        'kind': balance.wallet().value,
        'quote': balance.quote().value,
        'quote_equivalent': balance.quote_equivalent()
    }


def net_pl_percentage(perc: float, reference_fee_perc: float):
    return perc - reference_fee_perc


def pw_to_posprop(pw: PositionWrapper):
    pair = CurrencyPair.from_str(pw.position.symbol)

    if not pair:
        raise ValueError

    return {
        "id": pw.position.id,
        "amount": pw.position.amount,
        "base_price": pw.position.base_price,
        "state": str(pw.state()),
        "pair": {
            "base": pair.base,
            "quote": pair.quote
        },
        "profit_loss": pw.net_profit_loss(),
        "profit_loss_percentage": pw.net_profit_loss_percentage()
    }