bfxbot/bfxbot.py

@@ -1,5 +1,6 @@
 from time import sleep
 from typing import Dict, List
+
 from bfxbot.bfxwrapper import BfxWrapper
 from bfxbot.currency import Symbol
 from bfxbot.models import SymbolStatus, Ticker, EventHandler, Strategy, Event, EventKind
@@ -15,9 +16,9 @@ class BfxBot:
             print("API_SECRET is not set!")
             raise ValueError
 
-        self.bfx: BfxWrapper = BfxWrapper(api_key, api_secret)
-        self.status: Dict[Symbol, SymbolStatus] = {}
-        self.ticker: Ticker = Ticker(tick_duration)
+        self.__bfx: BfxWrapper = BfxWrapper(api_key, api_secret)
+        self.__ticker: Ticker = Ticker(tick_duration)
+        self.__status: Dict[Symbol, SymbolStatus] = {}
 
         if isinstance(symbols, Symbol):
             symbols = [symbols]
@@ -26,57 +27,57 @@ class BfxBot:
 
         # init symbol statuses
         for s in self.symbols:
-            self.status[s] = SymbolStatus(s)
+            self.__status[s] = SymbolStatus(s)
 
     async def __update_status__(self):
-        active_positions = await self.bfx.get_active_position()
+        active_positions = await self.__bfx.get_active_position()
 
-        for symbol in self.status:
+        for symbol in self.__status:
             # updating tick
-            self.status[symbol].current_tick = self.ticker.current_tick
+            self.__status[symbol].current_tick = self.__ticker.current_tick
 
             # updating last price
-            last_price = await self.bfx.get_current_prices(symbol)
+            last_price = await self.__bfx.get_current_prices(symbol)
             last_price = last_price[0]
 
-            self.status[symbol].set_price(self.ticker.current_tick, last_price)
+            self.__status[symbol].set_tick_price(self.__ticker.current_tick, last_price)
 
             # updating positions
-            for p in [x for x in active_positions if x.symbol == str(symbol)]:
-                await self.status[Symbol.from_str(p.symbol)].add_position(p)
+            symbol_positions = [x for x in active_positions if x.symbol == str(symbol)]
+            for p in symbol_positions:
+                await self.__status[Symbol.from_str(p.symbol)].add_position(p)
 
-            # # updating orders
-            # active_orders = await self.bfx.get_active_orders(symbol)
-            #
-            # for o in active_orders:
-            #     self.status[symbol].add_order(o)
+            # updating orders
+            active_orders = await self.__bfx.get_active_orders(str(symbol))
 
-            # emitting event
-            await self.status[symbol].__add_event__(Event(EventKind.NEW_TICK, 0, self.ticker.current_tick))
+            for o in active_orders:
+                self.__status[symbol].add_order(o)
 
+            # emitting new tick event
+            await self.__status[symbol].__add_event__(Event(EventKind.NEW_TICK, self.__ticker.current_tick))
 
-    def event_handler(self, symbol) -> EventHandler:
-        if symbol not in self.status:
+    def symbol_event_handler(self, symbol) -> EventHandler:
+        if symbol not in self.__status:
             return None
 
-        return self.status[symbol].eh
+        return self.__status[symbol].eh
 
-    def status(self, symbol: Symbol) -> SymbolStatus:
-        if symbol not in self.status:
+    def symbol_status(self, symbol: Symbol) -> SymbolStatus:
+        if symbol not in self.__status:
             return None
 
-        return self.status[symbol]
+        return self.__status[symbol]
 
     async def start(self):
         await self.__update_status__()
 
     async def update(self):
-        self.ticker.inc()
-        sleep(self.ticker.seconds)
+        sleep(self.__ticker.seconds)
+        self.__ticker.inc()
         await self.__update_status__()
 
     def set_strategy(self, symbol, strategy: Strategy):
-        if symbol in self.status:
-            self.status[symbol].strategy = strategy
+        if symbol in self.__status:
+            self.__status[symbol].strategy = strategy
         else:
-            self.status[symbol] = SymbolStatus(symbol, strategy)
+            self.__status[symbol] = SymbolStatus(symbol, strategy)

bfxbot/models.py

@@ -58,14 +58,12 @@ class Ticker:
 
 
 class Event:
-    def __init__(self, kind: EventKind, pid: int, tick: int) -> None:
+    def __init__(self, kind: EventKind, tick: int) -> None:
         self.kind: EventKind = kind
         self.tick: int = tick
-        # position ID
-        self.pid: int = pid
 
     def __repr__(self) -> str:
-        return f"[{self.pid}]: {self.kind.name} @ Tick {self.tick}"
+        return f"{self.kind.name} @ Tick {self.tick}"
 
 
 class PositionWrapper:
@@ -151,9 +149,10 @@ class SymbolStatus:
         pw.set_state(state)
         await self.eh.call_state(self, pw)
 
-    def set_price(self, tick, price):
+    def set_tick_price(self, tick, price):
         self.prices[tick] = price
 
+
 class Strategy:
     """
     Defines new position state and events after tick.
@@ -236,10 +235,12 @@ class EventHandler:
         def registerhandle(handler):
             self.any_events.append(handler)
             return handler
+
         return registerhandle
 
     def on_any_state(self):
         def registerhandle(handler):
             self.any_state.append(handler)
             return handler
+
         return registerhandle

main.py

@@ -3,6 +3,7 @@
 import asyncio
 import os
 import threading
+from time import sleep
 from typing import List
 
 import dotenv
@@ -34,7 +35,7 @@ socketio = SocketIO(app, async_mode="threading")
 bot = BfxBot(api_key=API_KEY, api_secret=API_SECRET,
              symbols=[Symbol.BTC], tick_duration=20)
 bot.set_strategy(Symbol.BTC, TrailingStopStrategy())
-btc_eh = bot.event_handler(Symbol.BTC)
+btc_eh = bot.symbol_event_handler(Symbol.BTC)
 
 # initializing and starting bot on other thread
 threading.Thread(target=lambda: asyncio.run(bot_loop())).start()
@@ -62,9 +63,19 @@ def on_message(message: dict):
 
 @socketio.on('connect')
 def on_connect():
+    # sleeping on exception to avoid race condition
+    ticks, prices = [], []
+
+    while not ticks or not prices:
+        try:
+            ticks = bot.symbol_status(Symbol.BTC).all_ticks()
+            prices = bot.symbol_status(Symbol.BTC).all_prices()
+        except KeyError:
+            sleep(1)
+
     socketio.emit("first_connect",
-                  {"ticks": bot.status[Symbol.BTC].all_ticks(),
-                   "prices": bot.status[Symbol.BTC].all_prices()})
+                  {"ticks": ticks,
+                   "prices": prices})
 
 
 ###################################

requirements.txt

@@ -1,2 +1,4 @@
 python-dotenv~=0.15.0
-sympy~=1.7
+sympy~=1.7
+asyncio~=3.4.3
+Flask~=1.1.2