From a7f79efbe5dbcfe836a1d820905b0f0bd1e800a3 Mon Sep 17 00:00:00 2001
From: Benjamin Thomas Schwertfeger <development@b-schwertfeger.de>
Date: Thu, 9 Jan 2025 06:59:15 +0100
Subject: [PATCH] Do some code optimizations

---
 src/kraken_infinity_grid/gridbot.py          | 16 +++++++++------
 src/kraken_infinity_grid/order_management.py | 17 ++++------------
 tests/test_gridbot.py                        | 21 ++++++++++++++++++++
 tests/test_order_management.py               |  1 +
 4 files changed, 36 insertions(+), 19 deletions(-)

diff --git a/src/kraken_infinity_grid/gridbot.py b/src/kraken_infinity_grid/gridbot.py
index 0eb2744..6ca7596 100644
--- a/src/kraken_infinity_grid/gridbot.py
+++ b/src/kraken_infinity_grid/gridbot.py
@@ -11,6 +11,7 @@
 import traceback
 from datetime import datetime, timedelta
 from decimal import Decimal
+from functools import cache
 from logging import getLogger
 from time import sleep
 from types import SimpleNamespace
@@ -569,12 +570,15 @@ def investment(self: Self) -> float:
             orders=self.orderbook.get_orders(),
         )
 
+    @property
+    @cache  # noqa: B019
+    def amount_per_grid_plus_fee(self: Self) -> float:
+        """Returns the estimated quote volume of a newly placed buy order."""
+        return self.amount_per_grid * (1 + self.fee)
+
     @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)
diff --git a/src/kraken_infinity_grid/order_management.py b/src/kraken_infinity_grid/order_management.py
index 1b97157..9133d26 100644
--- a/src/kraken_infinity_grid/order_management.py
+++ b/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,
                 )
diff --git a/tests/test_gridbot.py b/tests/test_gridbot.py
index 28dad36..b610755 100644
--- a/tests/test_gridbot.py
+++ b/tests/test_gridbot.py
@@ -223,6 +223,27 @@ def test_max_investment_reached(instance: KrakenInfinityGridBot) -> None:
     assert instance.max_investment_reached
 
 
+def test_amount_per_grid_plus_fee(instance: KrakenInfinityGridBot) -> None:
+    """Test the amount_per_grid_plus_fee property."""
+    instance.amount_per_grid = 100
+    instance.fee = 0.01
+    assert instance.amount_per_grid_plus_fee == 101.0
+
+    # Ensure that caching works, i.e., the property is not recomputed
+    instance.amount_per_grid = 1000
+    assert instance.amount_per_grid_plus_fee == 101.0
+
+    type(instance).amount_per_grid_plus_fee.fget.cache_clear()
+    instance.amount_per_grid = 200
+    instance.fee = 0.02
+    assert instance.amount_per_grid_plus_fee == 204.0
+
+    type(instance).amount_per_grid_plus_fee.fget.cache_clear()
+    instance.amount_per_grid = 200
+    instance.fee = 0.00
+    assert instance.amount_per_grid_plus_fee == 200.0
+
+
 # ==============================================================================
 # on_message
 ##
diff --git a/tests/test_order_management.py b/tests/test_order_management.py
index 5e35e72..b29a3b0 100644
--- a/tests/test_order_management.py
+++ b/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