stable/exchange.py

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import enum
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import logging
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from typing import List
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from bittrex.bittrex import Bittrex
from poloniex import Poloniex
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logger = logging.getLogger(__name__)
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cur_exchange = None
_api = None
_conf = {}
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class Exchange(enum.Enum):
POLONIEX = 0
BITTREX = 1
def init(config: dict) -> None:
"""
Initializes this module with the given config,
it does basic validation whether the specified
exchange and pairs are valid.
:param config: config to use
:return: None
"""
global _api, cur_exchange
_conf.update(config)
if config['dry_run']:
logger.info('Instance is running with dry_run enabled')
use_poloniex = config.get('poloniex', {}).get('enabled', False)
use_bittrex = config.get('bittrex', {}).get('enabled', False)
if use_poloniex:
cur_exchange = Exchange.POLONIEX
_api = Poloniex(key=config['poloniex']['key'], secret=config['poloniex']['secret'])
elif use_bittrex:
cur_exchange = Exchange.BITTREX
_api = Bittrex(api_key=config['bittrex']['key'], api_secret=config['bittrex']['secret'])
else:
raise RuntimeError('No exchange specified. Aborting!')
# Check if all pairs are available
markets = get_markets()
for pair in config[cur_exchange.name.lower()]['pair_whitelist']:
if pair not in markets:
raise RuntimeError('Pair {} is not available at Poloniex'.format(pair))
def buy(pair: str, rate: float, amount: float) -> str:
"""
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: order_id of the placed buy order
"""
if _conf['dry_run']:
return 'dry_run'
elif cur_exchange == Exchange.POLONIEX:
_api.buy(pair, rate, amount)
# TODO: return order id
elif cur_exchange == Exchange.BITTREX:
data = _api.buy_limit(pair.replace('_', '-'), amount, rate)
if not data['success']:
raise RuntimeError('BITTREX: {}'.format(data['message']))
return data['result']['uuid']
def sell(pair: str, rate: float, amount: float) -> str:
"""
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 _conf['dry_run']:
return 'dry_run'
elif cur_exchange == Exchange.POLONIEX:
_api.sell(pair, rate, amount)
# TODO: return order id
elif cur_exchange == Exchange.BITTREX:
data = _api.sell_limit(pair.replace('_', '-'), amount, rate)
if not data['success']:
raise RuntimeError('BITTREX: {}'.format(data['message']))
return data['result']['uuid']
def get_balance(currency: str) -> float:
"""
Get account balance.
:param currency: currency as str, format: BTC
:return: float
"""
if _conf['dry_run']:
return 999.9
elif cur_exchange == Exchange.POLONIEX:
data = _api.returnBalances()
return float(data[currency])
elif cur_exchange == Exchange.BITTREX:
data = _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(pair: str) -> dict:
"""
Get Ticker for given pair.
:param pair: Pair as str, format: BTC_ETC
:return: dict
"""
if cur_exchange == Exchange.POLONIEX:
data = _api.returnTicker()
return {
'bid': float(data[pair]['highestBid']),
'ask': float(data[pair]['lowestAsk']),
'last': float(data[pair]['last'])
}
elif cur_exchange == Exchange.BITTREX:
data = _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 cancel_order(order_id: str) -> None:
"""
Cancel order for given order_id
:param order_id: id as str
:return: None
"""
if _conf['dry_run']:
pass
elif cur_exchange == Exchange.POLONIEX:
raise NotImplemented('Not implemented')
elif cur_exchange == Exchange.BITTREX:
data = _api.cancel(order_id)
if not data['success']:
raise RuntimeError('BITTREX: {}'.format(data['message']))
def get_open_orders(pair: str) -> List[dict]:
"""
Get all open orders for given pair.
:param pair: Pair as str, format: BTC_ETC
:return: list of dicts
"""
if _conf['dry_run']:
return []
elif cur_exchange == Exchange.POLONIEX:
raise NotImplemented('Not implemented')
elif cur_exchange == Exchange.BITTREX:
data = _api.get_open_orders(pair.replace('_', '-'))
if not data['success']:
raise RuntimeError('BITTREX: {}'.format(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(pair: str) -> str:
"""
Returns the market detail url for the given pair
:param pair: pair as str, format: BTC_ANT
:return: url as str
"""
if cur_exchange == Exchange.POLONIEX:
raise NotImplemented('Not implemented')
elif cur_exchange == Exchange.BITTREX:
return 'https://bittrex.com/Market/Index?MarketName={}'.format(pair.replace('_', '-'))
def get_markets() -> List[str]:
"""
Returns all available markets
:return: list of all available pairs
"""
if cur_exchange == Exchange.POLONIEX:
# TODO: implement
raise NotImplemented('Not implemented')
elif cur_exchange == Exchange. BITTREX:
data = _api.get_markets()
if not data['success']:
raise RuntimeError('BITTREX: {}'.format(data['message']))
return [m['MarketName'].replace('-', '_') for m in data['result']]