stable/freqtrade/exchange/__init__.py

# pragma pylint: disable=W0603
""" Cryptocurrency Exchanges support """
import logging
import ccxt
from random import randint
from typing import List, Dict, Any, Optional
from datetime import datetime

import arrow
from cachetools import cached, TTLCache

from freqtrade import OperationalException

logger = logging.getLogger(__name__)

# Current selected exchange
_API: ccxt.Exchange = None
_CONF: dict = {}

# Holds all open sell orders for dry_run
_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}


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 _CONF, _API

    _CONF.update(config)

    if config['dry_run']:
        logger.info('Instance is running with dry_run enabled')

    exchange_config = config['exchange']

    # Find matching class for the given exchange name
    name = exchange_config['name']

    if name not in ccxt.exchanges:
        raise OperationalException('Exchange {} is not supported'.format(name))

    try:
        _API = getattr(ccxt, name.lower())({
            'apiKey': exchange_config.get('key'),
            'secret': exchange_config.get('secret'),
        })
    except KeyError:
        raise OperationalException('Exchange {} is not supported'.format(name))

    # we need load api markets
    _API.load_markets()

    # Check if all pairs are available
    validate_pairs(config['exchange']['pair_whitelist'])


def validate_pairs(pairs: List[str]) -> None:
    """
    Checks if all given pairs are tradable on the current exchange.
    Raises OperationalException if one pair is not available.
    :param pairs: list of pairs
    :return: None
    """

    try:
        markets = _API.load_markets()
    except ccxt.BaseError as e:
        logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e)
        return

    stake_cur = _CONF['stake_currency']
    for pair in pairs:
        # Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
        # pair = pair.replace('_', '/')

        # TODO: add a support for having coins in BTC/USDT format
        if not pair.endswith(stake_cur):
            raise OperationalException(
                'Pair {} not compatible with stake_currency: {}'.format(pair, stake_cur)
            )
        if pair not in markets:
            raise OperationalException(
                'Pair {} is not available at {}'.format(pair, _API.id.lower()))


def buy(pair: str, rate: float, amount: float) -> str:
    if _CONF['dry_run']:
        global _DRY_RUN_OPEN_ORDERS
        order_id = 'dry_run_buy_{}'.format(randint(0, 10**6))
        _DRY_RUN_OPEN_ORDERS[order_id] = {
            'pair': pair,
            'rate': rate,
            'amount': amount,
            'type': 'LIMIT_BUY',
            'remaining': 0.0,
            'opened': arrow.utcnow().datetime,
            'closed': arrow.utcnow().datetime,
        }
        return order_id

    return _API.buy(pair, rate, amount)


def sell(pair: str, rate: float, amount: float) -> str:
    if _CONF['dry_run']:
        global _DRY_RUN_OPEN_ORDERS
        order_id = 'dry_run_sell_{}'.format(randint(0, 10**6))
        _DRY_RUN_OPEN_ORDERS[order_id] = {
            'pair': pair,
            'rate': rate,
            'amount': amount,
            'type': 'LIMIT_SELL',
            'remaining': 0.0,
            'opened': arrow.utcnow().datetime,
            'closed': arrow.utcnow().datetime,
        }
        return order_id

    return _API.sell(pair, rate, amount)


def get_balance(currency: str) -> float:
    if _CONF['dry_run']:
        return 999.9

    return _API.fetch_balance()[currency]['free']


def get_balances() -> dict:
    if _CONF['dry_run']:
        return {}

    balances = _API.fetch_balance()
    # Remove additional info from ccxt results
    balances.pop("info", None)
    balances.pop("free", None)
    balances.pop("total", None)
    balances.pop("used", None)

    return balances


def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
    # TODO: add caching
    return _API.fetch_ticker(pair)


@cached(TTLCache(maxsize=100, ttl=30))
def get_ticker_history(pair: str, tick_interval: str) -> List[Dict]:
    # TODO: check if exchange supports fetch_ohlcv
    history = _API.fetch_ohlcv(pair, timeframe=tick_interval)
    history_json = []
    try:
        for candlestick in history:
            history_json.append({
                'T': datetime.fromtimestamp(candlestick[0]/1000.0).strftime('%Y-%m-%dT%H:%M:%S.%f'),
                'O': candlestick[1],
                'H': candlestick[2],
                'L': candlestick[3],
                'C': candlestick[4],
                'V': candlestick[5],
            })
        return history_json
    except IndexError as e:
        logger.warning('Empty ticker history. Msg %s', str(e))
        return []


def cancel_order(order_id: str) -> None:
    if _CONF['dry_run']:
        return

    return _API.cancel_order(order_id)


def get_order(order_id: str) -> Dict:
    if _CONF['dry_run']:
        order = _DRY_RUN_OPEN_ORDERS[order_id]
        order.update({
            'id': order_id
        })
        return order

    return _API.get_order(order_id)


# TODO: reimplement, not part of ccxt
def get_pair_detail_url(pair: str) -> str:
    return ""


def get_markets() -> List[dict]:
    return _API.fetch_markets()


def get_name() -> str:
    return _API.name


def get_fee() -> float:
    if not _API.markets:
        _API.load_markets()

    return _API.calculate_fee('ETH/BTC', '', '', 1, 1)['rate']