summaryrefslogtreecommitdiff
path: root/trade_queue.py
blob: 4cfc9da4d37db40d89c9dfb38a3e677a817c690b (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
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
import logging
from collections import deque
from decimal import Decimal
from typing import Deque, List
from trade import Trade

# Set up a dedicated logger for FIFOQueue
logger = logging.getLogger(__name__)

class FIFOQueue:
    """
    Crypto trading FIFO queue.

    Will track trades.
    """
    def __init__(self) -> None:
        self.__queue: Deque[Trade] = deque()
        self._cached_total: Decimal = Decimal(0)
        self._cache_valid: bool = True
        logger.info("FIFOQueue initialized with empty queue.")
    
    def __len__(self) -> int:
        return len(self.__queue)

    def get_copy(self) -> List[Trade]:
        return [t for t in self.__queue]

    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)
        self._cache_valid = False
        logger.info(f"Added trade: {trade}.")

    def remove_coins(self, amount: float | Decimal) -> List[Trade]:
        """
        Remove a specified amount of coins from the queue, returning the
        trades used to buy. This can be used to calculate profit/loss.
        """
        if amount <= 0:
            logger.error("Attempted to remove non-positive amount.")
            raise ValueError("The amount to remove must be positive.")

        amount = Decimal(amount)

        if amount > self.get_remaining_amount():
            logger.error(f"Insufficient assets to process sale of {amount}.")
            raise ValueError(f"Insufficient assets in queue to process sale of {amount}.")

        logger.debug(f"Removing {amount:.2f} coins from the queue.")
        logger.info("Cache invalidated before removing coins.")
        self._cache_valid = False

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

        while remaining > 0:
            trade = self.__queue[0]
            logger.debug(f"Processing trade: {trade}")

            if trade.amount > remaining:
                ppc = trade.price_per_coin
                trade.remove_coins(remaining)
                entries.append(Trade(remaining, remaining * ppc, trade.date))
                logger.info(f"Partial removal from trade: {remaining:.2f} coins.")
                break
            else:
                remaining -= trade.amount
                entries.append(trade)
                self.__queue.popleft()
                logger.info(f"Removed full trade: {trade}. Remaining coins to remove: {remaining}")

        return entries

    def get_remaining_amount(self) -> Decimal:
        """
        Calculate the total remaining amount in the queue.
        """
        if not self._cache_valid:
            logger.debug("Cache invalid, recalculating remaining amount.")
            self._cached_total = sum((trade.amount for trade in self.__queue), Decimal(0))
            self._cache_valid = True
            logger.info(f"Cache recalculated: {self._cached_total:.2f}")

        logger.debug(f"Returning cached remaining amount: {self._cached_total:.2f}")
        return self._cached_total