Reduce number of calculating the quote value of new positions (#39)

src/kraken_infinity_grid/gridbot.py

@@ -136,7 +136,7 @@ def __init__(
     ) -> None:
         super().__init__(key=key, secret=secret)
         LOG.info("Initiate the Kraken Infinity Grid Algorithm instance...")
-        LOG.info("Config: %s", config)
+        LOG.debug("Config: %s", config)
         self.init_done: bool = False
         self.dry_run: bool = dry_run
 
@@ -150,6 +150,9 @@ def __init__(
         ##
         self.interval: float = float(config["interval"])
         self.amount_per_grid: float = float(config["amount_per_grid"])
+
+        self.amount_per_grid_plus_fee: float | None = None
+
         self.max_investment: float = config["max_investment"]
         self.n_open_buy_orders: int = config["n_open_buy_orders"]
         self.fee: float | None = None
@@ -572,9 +575,6 @@ def investment(self: Self) -> float:
     @property
     def max_investment_reached(self: Self) -> bool:
         """Returns True if the maximum investment is reached."""
-        # TODO: put this as class variable
-        new_position_value = self.amount_per_grid + self.amount_per_grid * self.fee
-
-        return (self.max_investment <= self.investment + new_position_value) or (
-            self.max_investment <= self.investment
-        )
+        return (
+            self.max_investment <= self.investment + self.amount_per_grid_plus_fee
+        ) or (self.max_investment <= self.investment)

src/kraken_infinity_grid/order_management.py

@@ -160,10 +160,7 @@ def __check_n_open_buy_orders(self: OrderManager) -> None:
         ):
 
             fetched_balances: dict[str, float] = self.__s.get_balances()
-            if (
-                fetched_balances["quote_available"]
-                > self.__s.amount_per_grid + self.__s.amount_per_grid * self.__s.fee
-            ):
+            if fetched_balances["quote_available"] > self.__s.amount_per_grid_plus_fee:
                 order_price: float = self.__s.get_order_price(
                     side="buy",
                     last_price=(
@@ -236,7 +233,7 @@ def __check_extra_sell_order(self: OrderManager) -> None:
 
             if (
                 fetched_balances["base_available"] * self.__s.ticker.last
-                > self.__s.amount_per_grid + self.__s.amount_per_grid * self.__s.fee
+                > self.__s.amount_per_grid_plus_fee
             ):
                 order_price = self.__s.get_order_price(
                     side="sell",
@@ -367,14 +364,9 @@ def new_buy_order(
             ),
         )
 
-        # Compute the quote volume for the upcoming buy order.
-        new_position_value = (
-            self.__s.amount_per_grid + self.__s.amount_per_grid * self.__s.fee
-        )
-
         # ======================================================================
         # Check if there is enough quote balance available to place a buy order.
-        if current_balances["quote_available"] > new_position_value:
+        if current_balances["quote_available"] > self.__s.amount_per_grid_plus_fee:
             LOG.info(
                 "Placing order to buy %s %s @ %s %s.",
                 volume,
@@ -460,8 +452,7 @@ def new_sell_order(  # noqa: C901
                     corresponding_buy_order,
                 )
                 sleep(1)
-                self.__s.om.handle_arbitrage(
-                    side="sell",
+                self.__s.om.new_sell_order(
                     order_price=order_price,
                     txid_id_to_delete=txid_id_to_delete,
                 )

src/kraken_infinity_grid/setup.py

@@ -197,11 +197,15 @@ def __check_asset_pair_parameter(self: Self) -> None:
 
         self.__s.xsymbol = next(iter(pair_data.keys()))
         data = pair_data[self.__s.xsymbol]
-        self.__s.fee = float(data["fees_maker"][0][1]) / 100
+
         self.__s.altname = data["altname"]
         self.__s.zbase_currency = data["base"]  # XXBT
         self.__s.xquote_currency = data["quote"]  # ZEUR
         self.__s.cost_decimals = data["cost_decimals"]  # 5, i.e., 0.00001 EUR
+        self.__s.fee = float(data["fees_maker"][0][1]) / 100
+        self.__s.amount_per_grid_plus_fee = self.__s.amount_per_grid * (
+            1 + self.__s.fee
+        )
 
     def __check_configuration_changes(self: Self) -> None:
         """

tests/test_gridbot.py

@@ -207,6 +207,7 @@ def test_max_investment_reached(instance: KrakenInfinityGridBot) -> None:
     instance.amount_per_grid = 1000.0
     instance.fee = 0.01
     instance.max_investment = 20000.0
+    instance.amount_per_grid_plus_fee = instance.amount_per_grid * (1 + instance.fee)
 
     # Case where max investment is not reached
     instance.orderbook.get_orders.return_value = [

tests/test_order_management.py

@@ -49,6 +49,7 @@ def strategy() -> mock.Mock:
     strategy.ticker = mock.Mock()
     strategy.ticker.last = 50000.0
     strategy.save_exit = sys.exit
+    strategy.amount_per_grid_plus_fee = strategy.amount_per_grid * (1 + strategy.fee)
     return strategy
 
 

tests/test_setup.py

@@ -245,6 +245,7 @@ def test_check_asset_pair_parameter(
         },
     }
     strategy.symbol = "BTC/USD"
+    strategy.amount_per_grid = 100
 
     setup_manager._SetupManager__check_asset_pair_parameter()
 
@@ -253,6 +254,7 @@ def test_check_asset_pair_parameter(
     assert strategy.zbase_currency == "XXBT"
     assert strategy.xquote_currency == "ZEUR"
     assert strategy.cost_decimals == 5
+    assert strategy.amount_per_grid_plus_fee == pytest.approx(100.26)
 
 
 def test_check_configuration_changes(