summaryrefslogtreecommitdiff
path: root/trade_queue.py
blob: ed9902eb7546d3ec668cbac84562c0eb5f5c0a6c (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
from collections import deque
from decimal import Decimal
from typing import Deque, List

from trade import Trade


class FIFOQueue:
    """
    Crypto trading FIFO queue.

    Will track trades.
    """
    def __init__(self) -> None:
        self.queue: Deque[Trade] = deque()

    def add(self, amount: float|Decimal, total_cost: float|Decimal, date: str) -> None:
        """
        Add a trade to the queue.
        """
        trade = Trade(amount, total_cost, date)
        self.queue.append(trade)

    def remove(self, amount: float|Decimal) -> List[Trade]:
        """
        Remove a specified amount from the queue, returning the
        trades used to buy.
        """
        if amount <= 0:
            raise ValueError("The amount to remove must be positive.")

        amount = Decimal(amount)

        remaining: Decimal = amount
        entries: List[Trade] = []

        while remaining > 0:
            if not self.queue:
                raise ValueError(f"Insufficient assets in queue to process sale of {amount}.")

            trade = self.queue[0]
            if trade.amount > remaining:
                trade.remove_coins(remaining)
                entries.append(Trade(remaining, trade.total_cost, trade.date))
                remaining = Decimal(0)
            else:
                remaining -= trade.amount
                entries.append(trade)
                self.queue.popleft()

        return entries

    def get_remaining_amount(self) -> Decimal:
        """
        Calculate the total remaining amount in the queue.
        """
        return sum((trade.amount for trade in self.queue), Decimal(0))