2017-11-18 07:52:28 +00:00
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# pragma pylint: disable=W0603
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""" Cryptocurrency Exchanges support """
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2017-05-12 17:11:56 +00:00
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import enum
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2017-05-14 12:14:16 +00:00
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import logging
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2017-11-05 14:21:16 +00:00
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from random import randint
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2017-11-07 17:41:48 +00:00
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from typing import List, Dict, Any, Optional
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2017-09-01 19:11:46 +00:00
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2017-10-06 10:22:04 +00:00
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import arrow
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2017-11-18 21:22:45 +00:00
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import requests
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2017-11-11 14:29:31 +00:00
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from cachetools import cached, TTLCache
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2017-10-06 10:22:04 +00:00
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2017-11-20 21:26:32 +00:00
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from freqtrade import OperationalException
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2017-10-07 16:07:29 +00:00
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from freqtrade.exchange.bittrex import Bittrex
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from freqtrade.exchange.interface import Exchange
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2017-05-12 17:11:56 +00:00
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2017-05-14 12:14:16 +00:00
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logger = logging.getLogger(__name__)
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2017-05-12 17:11:56 +00:00
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2017-09-08 21:10:22 +00:00
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# Current selected exchange
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2017-10-31 23:12:18 +00:00
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_API: Exchange = None
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2017-10-06 10:22:04 +00:00
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_CONF: dict = {}
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2017-05-12 17:11:56 +00:00
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2017-11-05 14:21:16 +00:00
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# Holds all open sell orders for dry_run
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2017-11-05 15:12:58 +00:00
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_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
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2017-11-05 14:21:16 +00:00
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2017-05-12 17:11:56 +00:00
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2017-10-06 10:22:04 +00:00
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class Exchanges(enum.Enum):
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"""
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Maps supported exchange names to correspondent classes.
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"""
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BITTREX = Bittrex
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2017-05-12 17:11:56 +00:00
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2017-09-08 13:51:00 +00:00
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def init(config: dict) -> None:
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"""
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Initializes this module with the given config,
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it does basic validation whether the specified
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exchange and pairs are valid.
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:param config: config to use
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:return: None
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"""
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2017-10-31 23:12:18 +00:00
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global _CONF, _API
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2017-09-08 13:51:00 +00:00
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2017-09-08 21:10:22 +00:00
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_CONF.update(config)
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2017-09-08 13:51:00 +00:00
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if config['dry_run']:
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logger.info('Instance is running with dry_run enabled')
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2017-10-06 10:22:04 +00:00
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exchange_config = config['exchange']
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# Find matching class for the given exchange name
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2017-10-07 15:38:33 +00:00
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name = exchange_config['name']
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try:
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exchange_class = Exchanges[name.upper()].value
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except KeyError:
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2017-11-20 21:15:19 +00:00
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raise OperationalException('Exchange {} is not supported'.format(name))
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2017-10-06 10:22:04 +00:00
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2017-10-31 23:12:18 +00:00
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_API = exchange_class(exchange_config)
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2017-09-08 13:51:00 +00:00
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# Check if all pairs are available
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2017-10-06 10:22:04 +00:00
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validate_pairs(config['exchange']['pair_whitelist'])
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2017-10-01 21:28:09 +00:00
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def validate_pairs(pairs: List[str]) -> None:
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"""
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Checks if all given pairs are tradable on the current exchange.
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2017-11-20 21:15:19 +00:00
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Raises OperationalException if one pair is not available.
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2017-10-01 21:28:09 +00:00
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:param pairs: list of pairs
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:return: None
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"""
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2017-11-18 21:22:45 +00:00
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try:
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markets = _API.get_markets()
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except requests.exceptions.RequestException as e:
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logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e)
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return
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2017-11-09 20:47:47 +00:00
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stake_cur = _CONF['stake_currency']
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2017-10-01 21:28:09 +00:00
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for pair in pairs:
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if not pair.startswith(stake_cur):
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raise OperationalException(
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2017-11-09 20:47:47 +00:00
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'Pair {} not compatible with stake_currency: {}'.format(pair, stake_cur)
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)
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2017-09-08 13:51:00 +00:00
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if pair not in markets:
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2017-11-20 21:15:19 +00:00
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raise OperationalException(
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'Pair {} is not available at {}'.format(pair, _API.name.lower()))
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2017-09-08 13:51:00 +00:00
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def buy(pair: str, rate: float, amount: float) -> str:
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2017-09-08 21:10:22 +00:00
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if _CONF['dry_run']:
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2017-11-05 14:21:16 +00:00
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global _DRY_RUN_OPEN_ORDERS
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2017-11-18 07:52:28 +00:00
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order_id = 'dry_run_buy_{}'.format(randint(0, 10**6))
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2017-11-05 14:21:16 +00:00
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_DRY_RUN_OPEN_ORDERS[order_id] = {
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'pair': pair,
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'rate': rate,
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'amount': amount,
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'type': 'LIMIT_BUY',
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'remaining': 0.0,
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'opened': arrow.utcnow().datetime,
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'closed': arrow.utcnow().datetime,
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}
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return order_id
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2017-10-06 10:22:04 +00:00
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2017-10-31 23:12:18 +00:00
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return _API.buy(pair, rate, amount)
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2017-09-08 13:51:00 +00:00
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def sell(pair: str, rate: float, amount: float) -> str:
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2017-09-08 21:10:22 +00:00
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if _CONF['dry_run']:
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2017-11-05 14:21:16 +00:00
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global _DRY_RUN_OPEN_ORDERS
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2017-11-18 07:52:28 +00:00
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order_id = 'dry_run_sell_{}'.format(randint(0, 10**6))
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2017-11-05 14:21:16 +00:00
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_DRY_RUN_OPEN_ORDERS[order_id] = {
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'pair': pair,
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'rate': rate,
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'amount': amount,
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'type': 'LIMIT_SELL',
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'remaining': 0.0,
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'opened': arrow.utcnow().datetime,
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'closed': arrow.utcnow().datetime,
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}
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return order_id
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2017-10-06 10:22:04 +00:00
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2017-10-31 23:12:18 +00:00
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return _API.sell(pair, rate, amount)
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2017-09-08 13:51:00 +00:00
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def get_balance(currency: str) -> float:
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2017-09-08 21:10:22 +00:00
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if _CONF['dry_run']:
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2017-09-08 13:51:00 +00:00
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return 999.9
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2017-10-06 10:22:04 +00:00
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2017-10-31 23:12:18 +00:00
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return _API.get_balance(currency)
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2017-09-08 13:51:00 +00:00
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2017-10-30 23:36:35 +00:00
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2017-10-28 05:44:49 +00:00
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def get_balances():
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2017-11-01 00:25:48 +00:00
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if _CONF['dry_run']:
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return []
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2017-10-31 23:12:18 +00:00
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return _API.get_balances()
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2017-09-08 13:51:00 +00:00
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2017-10-30 23:36:35 +00:00
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2018-01-02 09:56:42 +00:00
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def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
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return _API.get_ticker(pair, refresh)
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2017-10-06 10:22:04 +00:00
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2018-01-01 18:32:58 +00:00
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@cached(TTLCache(maxsize=100, ttl=30))
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2017-11-13 18:54:09 +00:00
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def get_ticker_history(pair: str, tick_interval: Optional[int] = 5) -> List[Dict]:
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2017-11-07 17:41:48 +00:00
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return _API.get_ticker_history(pair, tick_interval)
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2017-09-08 13:51:00 +00:00
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def cancel_order(order_id: str) -> None:
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2017-09-08 21:10:22 +00:00
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if _CONF['dry_run']:
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2017-10-06 10:22:04 +00:00
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return
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2017-10-31 23:12:18 +00:00
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return _API.cancel_order(order_id)
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2017-09-08 13:51:00 +00:00
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2017-10-31 23:12:18 +00:00
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def get_order(order_id: str) -> Dict:
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2017-09-08 21:10:22 +00:00
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if _CONF['dry_run']:
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2017-11-05 15:13:20 +00:00
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order = _DRY_RUN_OPEN_ORDERS[order_id]
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2017-11-05 14:21:16 +00:00
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order.update({
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'id': order_id
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})
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return order
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2017-10-31 23:12:18 +00:00
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return _API.get_order(order_id)
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2017-09-08 13:51:00 +00:00
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def get_pair_detail_url(pair: str) -> str:
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2017-10-31 23:12:18 +00:00
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return _API.get_pair_detail_url(pair)
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2017-09-08 13:51:00 +00:00
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def get_markets() -> List[str]:
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2017-10-31 23:12:18 +00:00
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return _API.get_markets()
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2017-11-11 18:20:16 +00:00
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def get_market_summaries() -> List[Dict]:
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return _API.get_market_summaries()
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2017-10-31 23:12:18 +00:00
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def get_name() -> str:
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return _API.name
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def get_fee() -> float:
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return _API.fee
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2017-11-13 20:34:47 +00:00
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def get_wallet_health() -> List[Dict]:
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return _API.get_wallet_health()
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