fix errors

algo/mm.py

@@ -46,19 +46,19 @@ class MM:
     if not lastBuyAgreed and self._lastBuy is not None:
       logging.info(f"cancel buy")
       cancel_orders.append(self._lastBuy)
-      self._lastBuy = None
     elif lastBuyAgreed:
       logging.info(f"agree buy")
 
     if not lastSellAgreed and self._lastSell is not None:
       logging.info(f"cancel sell")
       cancel_orders.append(self._lastSell)
-      self._lastSell = None
     elif lastSellAgreed:
       logging.info(f"agree sell")
 
     if len(cancel_orders) != 0:
       await self._player.cancel(self._pair.names, cancel_orders)
+    self._lastBuy  = None
+    self._lastSell = None
 
     # execute cutting
     if cutting:
@@ -66,7 +66,6 @@ class MM:
         logging.info(f"-cut (change: {change}, pos: {pos} -> 0)")
       if posCut:
         logging.info(f"+cut (change: {change}, pos: {pos} -> 0)")
-      self._lastPrice = None
       self._lastBuy   = None
       self._lastSell  = None
       sell_amount = pos * lot
@@ -77,29 +76,29 @@ class MM:
       return
 
     # execute new cycle
-    buy_amount  = _quad( pos) * lot
-    sell_amount = _quad(-pos) * lot
-
+    self._lastPrice = None
     buy_price  = price * (1 - self._delta);
     sell_price = price * (1 + self._delta);
 
-    order_unit = pow(10, -sales.precision)
+    buy_amount  = min(_quad( pos) * lot, crncy.amount / buy_price)
+    sell_amount = min(_quad(-pos) * lot, sales.amount)
+    order_unit  = pow(10, -sales.precision)
 
     logging.info(f"new cycle (pos: {pos}, price: {price}, buy: {buy_amount}, sell: {sell_amount})")
 
     async def buy():
-      return (None if order_unit > buy_amount else
+      self._lastBuy = (
+          None if order_unit > buy_amount else
           await self._player.orderLimitBuy(
               self._pair.names, amount = buy_amount, price = buy_price))
 
     async def sell():
-      return (None if order_unit > sell_amount else
+      self._lastSell = (
+          None if order_unit > sell_amount else
           await self._player.orderLimitSell(
               self._pair.names, amount = sell_amount, price = sell_price))
 
-    orders = await asyncio.gather(buy(), sell())
-    self._lastBuy   = orders[0]
-    self._lastSell  = orders[1]
+    await asyncio.gather(buy(), sell())
     self._lastPrice = price
 
 # https://kijitora-2018.hatenablog.com/entry/2018/12/23/102913

util/player.py

@@ -1,4 +1,5 @@
 # No copyright
+import asyncio
 import logging
 
 class Player:
@@ -12,7 +13,6 @@ class Player:
       "pair": f"{pair[0]}_{pair[1]}",
       "order_ids": orders
     })
-    self._check(res)
 
   async def orderMarketSell(self, pair, amount):
     res = await self._post("user/spot/order", data={
@@ -21,7 +21,7 @@ class Player:
       "side": "sell",
       "type": "market",
     })
-    return self._check(res)["data"]["order_id"]
+    return res["data"]["order_id"]
 
   async def orderMarketBuy(self, pair, amount):
     res = await self._post("user/spot/order", data={
@@ -30,7 +30,7 @@ class Player:
       "side": "buy",
       "type": "market",
     })
-    return self._check(res)["data"]["order_id"]
+    return res["data"]["order_id"]
 
   async def orderLimitSell(self, pair, amount, price):
     res = await self._post("user/spot/order", data={
@@ -40,7 +40,7 @@ class Player:
       "side": "sell",
       "type": "limit",
     })
-    return self._check(res)["data"]["order_id"]
+    return res["data"]["order_id"]
 
   async def orderLimitBuy(self, pair, amount, price):
     res = await self._post("user/spot/order", data={
@@ -50,7 +50,7 @@ class Player:
       "side": "buy",
       "type": "limit",
     })
-    return self._check(res)["data"]["order_id"]
+    return res["data"]["order_id"]
 
   async def update(self):
     self.assets = {}
@@ -65,12 +65,24 @@ class Player:
       self.orders[order["order_id"]] = Order(order)
 
   async def _post(self, suffix, data):
-    res = await self._pb.post(f"https://api.bitbank.cc/v1/{suffix}", data=data)
-    return self._check(await res.json())
+    for i in range(10):
+      try:
+        res = await self._pb.post(f"https://api.bitbank.cc/v1/{suffix}", data=data)
+        return self._check(await res.json())
+      except Exception as e:
+        err = e
+        await asyncio.sleep(1)
+    raise Exception(f"API error: {suffix} ({err})")
 
   async def _get(self, suffix):
-    res = await self._pb.get(f"https://api.bitbank.cc/v1/{suffix}")
-    return self._check(await res.json())
+    for i in range(10):
+      try:
+        res = await self._pb.get(f"https://api.bitbank.cc/v1/{suffix}")
+        return self._check(await res.json())
+      except Exception as e:
+        err = e
+        await asyncio.sleep(1)
+    raise Exception(f"API error: {suffix} ({err})")
 
   def _check(self, json):
     if "success" not in json or 1 != json["success"]: