stable/freqtrade/exchanges/bittrex.py

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2017-10-06 10:22:04 +00:00
import logging
from typing import List, Optional
import arrow
import requests
from bittrex.bittrex import Bittrex as _Bittrex
from freqtrade.exchanges import Exchange
logger = logging.getLogger(__name__)
_API: _Bittrex = None
_EXCHANGE_CONF: dict = {}
class Bittrex(Exchange):
"""
Bittrex API wrapper.
"""
# Base URL and API endpoints
BASE_URL: str = 'https://www.bittrex.com'
TICKER_METHOD: str = BASE_URL + '/Api/v2.0/pub/market/GetTicks'
PAIR_DETAIL_METHOD: str = BASE_URL + '/Market/Index'
# Ticker inveral
TICKER_INTERVAL: str = 'fiveMin'
# Sleep time to avoid rate limits, used in the main loop
SLEEP_TIME: float = 25
@property
def name(self) -> str:
return self.__class__.__name__
@property
def sleep_time(self) -> float:
return self.SLEEP_TIME
def __init__(self, config: dict) -> None:
global _API, _EXCHANGE_CONF
_EXCHANGE_CONF.update(config)
_API = _Bittrex(api_key=_EXCHANGE_CONF['key'], api_secret=_EXCHANGE_CONF['secret'])
# Check if all pairs are available
markets = self.get_markets()
exchange_name = self.name
for pair in _EXCHANGE_CONF['pair_whitelist']:
if pair not in markets:
raise RuntimeError('Pair {} is not available at {}'.format(pair, exchange_name))
def buy(self, pair: str, rate: float, amount: float) -> str:
data = _API.buy_limit(pair.replace('_', '-'), amount, rate)
if not data['success']:
raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
return data['result']['uuid']
def sell(self, pair: str, rate: float, amount: float) -> str:
data = _API.sell_limit(pair.replace('_', '-'), amount, rate)
if not data['success']:
raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
return data['result']['uuid']
def get_balance(self, currency: str) -> float:
data = _API.get_balance(currency)
if not data['success']:
raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
return float(data['result']['Balance'] or 0.0)
def get_ticker(self, pair: str) -> dict:
data = _API.get_ticker(pair.replace('_', '-'))
if not data['success']:
raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
return {
'bid': float(data['result']['Bid']),
'ask': float(data['result']['Ask']),
'last': float(data['result']['Last']),
}
def get_ticker_history(self, pair: str, minimum_date: Optional[arrow.Arrow] = None):
url = self.TICKER_METHOD
headers = {
# TODO: Set as global setting
'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/61.0.3163.100 Safari/537.36'
}
params = {
'marketName': pair.replace('_', '-'),
'tickInterval': self.TICKER_INTERVAL,
# TODO: Timestamp has no effect on API response
'_': minimum_date.timestamp * 1000
}
data = requests.get(url, params=params, headers=headers).json()
if not data['success']:
raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
return data
def cancel_order(self, order_id: str) -> None:
data = _API.cancel(order_id)
if not data['success']:
raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
def get_open_orders(self, pair: str) -> List[dict]:
data = _API.get_open_orders(pair.replace('_', '-'))
if not data['success']:
raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
return [{
'id': entry['OrderUuid'],
'type': entry['OrderType'],
'opened': entry['Opened'],
'rate': entry['PricePerUnit'],
'amount': entry['Quantity'],
'remaining': entry['QuantityRemaining'],
} for entry in data['result']]
def get_pair_detail_url(self, pair: str) -> str:
return self.PAIR_DETAIL_METHOD + '?MarketName={}'.format(pair.replace('_', '-'))
def get_markets(self) -> List[str]:
data = _API.get_markets()
if not data['success']:
raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
return [m['MarketName'].replace('-', '_') for m in data['result']]