stable/exchange.py

153 lines
4.9 KiB
Python
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2017-05-12 17:11:56 +00:00
import enum
import threading
from bittrex.bittrex import Bittrex
from poloniex import Poloniex
_lock = threading.Condition()
_exchange_api = None
def get_exchange_api(conf):
"""
Returns the current exchange api or instantiates a new one
:return: exchange.ApiWrapper
"""
global _exchange_api
_lock.acquire()
if not _exchange_api:
_exchange_api = ApiWrapper(conf)
_lock.release()
return _exchange_api
class Exchange(enum.Enum):
POLONIEX = 0
BITTREX = 1
class ApiWrapper(object):
"""
Wrapper for exchanges.
Currently implemented:
* Bittrex
* Poloniex (partly)
"""
def __init__(self, config):
"""
Initializes the ApiWrapper with the given config, it does not validate those values.
:param config: dict
"""
self.dry_run = config['dry_run']
use_poloniex = config.get('poloniex', {}).get('enabled', False)
use_bittrex = config.get('bittrex', {}).get('enabled', False)
if use_poloniex:
self.exchange = Exchange.POLONIEX
self.api = Poloniex(
key=config['poloniex']['key'],
secret=config['poloniex']['secret']
)
elif use_bittrex:
self.exchange = Exchange.BITTREX
self.api = Bittrex(
api_key=config['bittrex']['key'],
api_secret=config['bittrex']['secret']
)
else:
self.api = None
def buy(self, pair, rate, amount):
"""
Places a limit buy order.
:param pair: Pair as str, format: BTC_ETH
:param rate: Rate limit for order
:param amount: The amount to purchase
:return: None
"""
if self.dry_run:
pass
elif self.exchange == Exchange.POLONIEX:
self.api.buy(pair, rate, amount)
elif self.exchange == Exchange.BITTREX:
data = self.api.buy_limit(pair.replace('_', '-'), amount, rate)
if not data['success']:
raise RuntimeError('BITTREX: {}'.format(data['message']))
def sell(self, pair, rate, amount):
"""
Places a limit sell order.
:param pair: Pair as str, format: BTC_ETH
:param rate: Rate limit for order
:param amount: The amount to sell
:return: None
"""
if self.dry_run:
pass
elif self.exchange == Exchange.POLONIEX:
self.api.sell(pair, rate, amount)
elif self.exchange == Exchange.BITTREX:
data = self.api.sell_limit(pair.replace('_', '-'), amount, rate)
if not data['success']:
raise RuntimeError('BITTREX: {}'.format(data['message']))
def get_balance(self, currency):
"""
Get account balance.
:param currency: currency as str, format: BTC
:return: float
"""
if self.exchange == Exchange.POLONIEX:
data = self.api.returnBalances()
return float(data[currency])
elif self.exchange == Exchange.BITTREX:
data = self.api.get_balance(currency)
if not data['success']:
raise RuntimeError('BITTREX: {}'.format(data['message']))
return float(data['result']['Balance'] or 0.0)
def get_ticker(self, pair):
"""
Get Ticker for given pair.
:param pair: Pair as str, format: BTC_ETC
:return: dict
"""
if self.exchange == Exchange.POLONIEX:
data = self.api.returnTicker()
return {
'bid': float(data[pair]['highestBid']),
'ask': float(data[pair]['lowestAsk']),
'last': float(data[pair]['last'])
}
elif self.exchange == Exchange.BITTREX:
data = self.api.get_ticker(pair.replace('_', '-'))
if not data['success']:
raise RuntimeError('BITTREX: {}'.format(data['message']))
return {
'bid': float(data['result']['Bid']),
'ask': float(data['result']['Ask']),
'last': float(data['result']['Last']),
}
def get_open_orders(self, pair):
"""
Get all open orders for given pair.
:param pair: Pair as str, format: BTC_ETC
:return: list of dicts
"""
if self.exchange == Exchange.POLONIEX:
raise NotImplemented('Not implemented')
elif self.exchange == Exchange.BITTREX:
data = self.api.get_open_orders(pair.replace('_', '-'))
if not data['success']:
raise RuntimeError('BITTREX: {}'.format(data['message']))
return [{
'type': entry['OrderType'],
'opened': entry['Opened'],
'rate': entry['PricePerUnit'],
'amount': entry['Quantity'],
'remaining': entry['QuantityRemaining'],
} for entry in data['result']]