[Portfolio] Manage delta updates

octobot_trading/api/profitability.py

@@ -35,7 +35,7 @@ def get_current_portfolio_value(exchange_manager) -> float:
 
 def get_current_holdings_values(exchange_manager) -> float:
     return exchange_manager.exchange_personal_data.portfolio_manager.\
-        portfolio_profitability.get_current_holdings_values()
+        portfolio_value_holder.get_current_holdings_values()
 
 
 def get_reference_market(config) -> str:
@@ -44,4 +44,4 @@ def get_reference_market(config) -> str:
 
 def get_initializing_currencies_prices(exchange_manager) -> set:
     return exchange_manager.exchange_personal_data.portfolio_manager.\
-        portfolio_profitability.initializing_symbol_prices
+        portfolio_value_holder.initializing_symbol_prices

octobot_trading/channels/balance.py

@@ -24,13 +24,13 @@
 
 
 class BalanceProducer(ExchangeChannelProducer):
-    async def push(self, balance):
-        await self.perform(balance)
+    async def push(self, balance, is_diff_update=False):
+        await self.perform(balance, is_diff_update)
 
-    async def perform(self, balance):
+    async def perform(self, balance, is_diff_update=False):
         try:
             changed = await self.channel.exchange_manager.exchange_personal_data.handle_portfolio_update(
-                balance=balance, should_notify=False)
+                balance=balance, should_notify=False, is_diff_update=is_diff_update)
             if changed:
                 await self.send(balance)
         except CancelledError:
@@ -66,7 +66,7 @@ async def _update_portfolio_from_exchange(self, should_notify=False) -> bool:
         """
         balance = await self.channel.exchange_manager.exchange.get_balance()
         return await self.channel.exchange_manager.exchange_personal_data.handle_portfolio_update(
-            balance=balance, should_notify=should_notify)
+            balance=balance, should_notify=should_notify, is_diff_update=False)
 
 
 class BalanceChannel(ExchangeChannel):

octobot_trading/exchanges/data/exchange_personal_data.py

@@ -59,9 +59,9 @@ async def initialize_impl(self):
                                                f"{self.exchange.name} personal data disabled.")
 
     # updates
-    async def handle_portfolio_update(self, balance, should_notify: bool = True) -> bool:
+    async def handle_portfolio_update(self, balance, should_notify: bool = True, is_diff_update=False) -> bool:
         try:
-            changed: bool = self.portfolio_manager.handle_balance_update(balance)
+            changed: bool = self.portfolio_manager.handle_balance_update(balance, is_diff_update=is_diff_update)
             if should_notify:
                 await get_chan(BALANCE_CHANNEL, self.exchange_manager.id).get_internal_producer().send(balance)
             return changed

octobot_trading/portfolios/portfolio.pxd

@@ -35,7 +35,7 @@ cdef class Portfolio(Initializable):
     # public methods
     cpdef double get_currency_portfolio(self, str currency, str portfolio_type=*)
     cpdef double get_currency_from_given_portfolio(self, str currency, str portfolio_type=*)
-    cpdef bint update_portfolio_from_balance(self, dict balance)
+    cpdef bint update_portfolio_from_balance(self, dict balance, bint force_replace=*)
     cpdef void update_portfolio_available(self, Order order, bint is_new_order=*)
     cpdef void update_portfolio_from_filled_order(self, Order order)
     cpdef void reset_portfolio_available(self, str reset_currency=*, object reset_quantity=*)

octobot_trading/portfolios/portfolio.py

@@ -66,16 +66,21 @@ async def copy(self):
         new_portfolio.portfolio = deepcopy(self.portfolio)
         return new_portfolio
 
-    def update_portfolio_from_balance(self, balance):
+    def update_portfolio_from_balance(self, balance, force_replace=True):
         """
         Update portfolio from a balance dict
         :param balance: the portfolio dict
+        :param force_replace: force to update portfolio. Should be False when using deltas
         :return: True if the portfolio has been updated
         """
         if balance == self.portfolio:
             # when the portfolio shouldn't be updated
             return False
-        self.portfolio = {currency: self._parse_currency_balance(balance[currency]) for currency in balance}
+        new_balance = {currency: self._parse_currency_balance(balance[currency]) for currency in balance}
+        if force_replace:
+            self.portfolio = new_balance
+        else:
+            self.portfolio.update(new_balance)
         self.logger.debug(f"Portfolio updated | {CURRENT_PORTFOLIO_STRING} {self.portfolio}")
         return True
 

octobot_trading/portfolios/portfolio_manager.pxd

@@ -36,7 +36,7 @@ cdef class PortfolioManager(Initializable):
     cdef public PortfolioValueHolder portfolio_value_holder
     cdef public Portfolio portfolio
 
-    cpdef bint handle_balance_update(self, dict balance)
+    cpdef bint handle_balance_update(self, dict balance, bint is_diff_update=*)
     cpdef void clear(self)
 
     cdef void _load_portfolio(self)

octobot_trading/portfolios/portfolio_manager.py

@@ -47,14 +47,15 @@ async def initialize_impl(self):
         """
         await self._reset_portfolio()
 
-    def handle_balance_update(self, balance):
+    def handle_balance_update(self, balance, is_diff_update=False):
         """
         Handle a balance update request
         :param balance: the new balance
+        :param is_diff_update: True when the update is a partial portfolio
         :return: True if the portfolio was updated
         """
         if self.trader.is_enabled and balance is not None:
-            return self.portfolio.update_portfolio_from_balance(balance)
+            return self.portfolio.update_portfolio_from_balance(balance, force_replace=not is_diff_update)
         return False
 
     async def handle_balance_update_from_order(self, order) -> bool:

octobot_trading/portfolios/sub_portfolio.py

@@ -26,8 +26,8 @@ def __init__(self, config, trader, parent_portfolio, percent, is_relative=True):
         super().__init__(config, trader)
 
     # overwrite parent update_portfolio_balance
-    async def update_portfolio_from_balance(self, balance):
-        modified = self.parent_portfolio.update_portfolio_from_balance(balance)
+    def update_portfolio_from_balance(self, balance, force_replace=True):
+        modified = self.parent_portfolio.update_portfolio_from_balance(balance, force_replace=force_replace)
         self.update_from_parent()
         return modified
 

tests/portfolios/test_portfolio.py

@@ -79,6 +79,42 @@ async def test_update_portfolio_from_balance(backtesting_trader):
     assert not portfolio_manager.portfolio.update_portfolio_from_balance(test_portfolio)
 
 
+async def test_update_portfolio_from_balance_with_deltas(backtesting_trader):
+    config, exchange_manager, trader = backtesting_trader
+    portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager
+    test_portfolio = {"BTC": {PORTFOLIO_AVAILABLE: 1,
+                              PORTFOLIO_TOTAL: 1}}
+
+    assert portfolio_manager.portfolio.update_portfolio_from_balance(test_portfolio, force_replace=False)
+    assert portfolio_manager.portfolio.portfolio == {
+        'BTC': {PORTFOLIO_AVAILABLE: 1, PORTFOLIO_TOTAL: 1},
+        'USDT': {PORTFOLIO_AVAILABLE: 1000, PORTFOLIO_TOTAL: 1000}
+    }
+
+    test_portfolio_2 = {"NANO": {PORTFOLIO_AVAILABLE: 1, PORTFOLIO_TOTAL: 2}}
+
+    assert portfolio_manager.portfolio.update_portfolio_from_balance(test_portfolio_2, force_replace=False)
+    assert portfolio_manager.portfolio.portfolio == {
+        'BTC': {PORTFOLIO_AVAILABLE: 1, PORTFOLIO_TOTAL: 1},
+        'USDT': {PORTFOLIO_AVAILABLE: 1000, PORTFOLIO_TOTAL: 1000},
+        'NANO': {PORTFOLIO_AVAILABLE: 1, PORTFOLIO_TOTAL: 2}
+    }
+
+    test_portfolio_3 = {"USDT": {PORTFOLIO_AVAILABLE: 250, PORTFOLIO_TOTAL: 500}}
+
+    assert portfolio_manager.portfolio.update_portfolio_from_balance(test_portfolio_3, force_replace=False)
+    assert portfolio_manager.portfolio.portfolio == {
+        'BTC': {PORTFOLIO_AVAILABLE: 1, PORTFOLIO_TOTAL: 1},
+        'USDT': {PORTFOLIO_AVAILABLE: 250, PORTFOLIO_TOTAL: 500},
+        'NANO': {PORTFOLIO_AVAILABLE: 1, PORTFOLIO_TOTAL: 2}
+    }
+
+    test_portfolio_4 = {"USDT": {PORTFOLIO_AVAILABLE: 100, PORTFOLIO_TOTAL: 100}}
+
+    assert portfolio_manager.portfolio.update_portfolio_from_balance(test_portfolio_4, force_replace=True)
+    assert portfolio_manager.portfolio.portfolio == test_portfolio_4
+
+
 async def test_update_portfolio_available_from_order(backtesting_trader):
     config, exchange_manager, trader = backtesting_trader
     portfolio_manager = exchange_manager.exchange_personal_data.portfolio_manager