w

Author: GuillaumeDSM

packages/copy/octobot_copy/constants.py

@@ -0,0 +1,29 @@
+#  Drakkar-Software OctoBot
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General Public License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.
+import decimal
+
+# Rebalance planner thresholds
+ALLOWED_1_TO_1_SWAP_COUNTS = 1
+MIN_RATIO_TO_SELL = decimal.Decimal("0.0001")  # 1/10000
+QUOTE_ASSET_TO_TARGETED_SWAP_RATIO_THRESHOLD = decimal.Decimal("0.1")  # 10%
+
+# Index / rebalancing trading config keys (shared by planner, index trading mode, profiles).
+CONFIG_INDEX_CONTENT = "index_content"
+CONFIG_REBALANCE_TRIGGER_MIN_PERCENT = "rebalance_trigger_min_percent"
+CONFIG_REBALANCE_TRIGGER_PROFILES = "rebalance_trigger_profiles"
+CONFIG_SELECTED_REBALANCE_TRIGGER_PROFILE = "selected_rebalance_trigger_profile"
+CONFIG_REBALANCE_TRIGGER_PROFILE_NAME = "name"
+CONFIG_REBALANCE_TRIGGER_PROFILE_MIN_PERCENT = "min_percent"

packages/copy/octobot_copy/exchange/__init__.py

@@ -0,0 +1,5 @@
+from octobot_copy.exchange.exchange_interface import ExchangeInterface
+
+__all__ = [
+    "ExchangeInterface",
+]

packages/copy/octobot_copy/exchange/exchange_interface.py

@@ -0,0 +1,20 @@
+import typing
+
+import octobot_commons.symbols
+
+if typing.TYPE_CHECKING:
+    import octobot_trading.exchanges
+
+class ExchangeInterface:
+    def __init__(self, exchange_manager: "octobot_trading.exchanges.ExchangeManager"):
+        self._exchange_manager: "octobot_trading.exchanges.ExchangeManager" = exchange_manager
+
+    @property
+    def exchange_name(self) -> str:
+        return self._exchange_manager.exchange_name
+
+    def get_traded_symbols(self) -> typing.Iterable[octobot_commons.symbols.Symbol]:
+        return self._exchange_manager.exchange_config.traded_symbols
+
+    def get_time(self) -> float:
+        return self._exchange_manager.exchange.get_exchange_current_time()

packages/copy/octobot_copy/rebalancing/planner/__init__.py

@@ -15,5 +15,9 @@
 #  License along with this library.
 
 from octobot_copy.rebalancing.planner.rebalance_actions_planner import RebalanceActionsPlanner
+from octobot_copy.rebalancing.planner.distributions import get_uniform_distribution
 
-__all__ = ["RebalanceActionsPlanner"]
+__all__ = [
+    "RebalanceActionsPlanner",
+    "get_uniform_distribution",
+]

packages/copy/octobot_copy/rebalancing/planner/distributions.py

@@ -0,0 +1,46 @@
+#  Drakkar-Software OctoBot
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General Public License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.
+import decimal
+import typing
+
+import octobot_copy.enums as copy_enums
+import octobot_trading.constants
+
+MAX_DISTRIBUTION_AFTER_COMMA_DIGITS = 1
+
+
+def get_uniform_distribution(
+    coins,
+    price_by_coin: typing.Optional[dict[str, decimal.Decimal]] = None,
+) -> typing.List:
+    if not coins:
+        return []
+    ratio = float(
+        round(
+            octobot_trading.constants.ONE / decimal.Decimal(str(len(coins))) * octobot_trading.constants.ONE_HUNDRED,
+            MAX_DISTRIBUTION_AFTER_COMMA_DIGITS,
+        )
+    )
+    if not ratio:
+        return []
+    return [
+        {
+            copy_enums.DistributionKeys.NAME.value: coin,
+            copy_enums.DistributionKeys.VALUE.value: ratio,
+            copy_enums.DistributionKeys.PRICE.value: price_by_coin.get(coin) if price_by_coin else None,
+        }
+        for coin in coins
+    ]