Add Binance exchange support
This commit is contained in:
Ramon Bastiaans
@@ -11,6 +11,7 @@ from cachetools import cached, TTLCache
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from freqtrade import OperationalException
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from freqtrade.exchange.bittrex import Bittrex
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from freqtrade.exchange.binance import Binance
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from freqtrade.exchange.interface import Exchange
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logger = logging.getLogger(__name__)
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@@ -28,6 +29,7 @@ class Exchanges(enum.Enum):
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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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BINANCE = Binance
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def init(config: dict) -> None:
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@@ -143,14 +145,14 @@ def get_ticker_history(pair: str, tick_interval) -> List[Dict]:
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return _API.get_ticker_history(pair, tick_interval)
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def cancel_order(order_id: str) -> None:
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def cancel_order(order_id: str, pair: str) -> None:
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if _CONF['dry_run']:
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return
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return _API.cancel_order(order_id)
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return _API.cancel_order(order_id, pair)
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def get_order(order_id: str) -> Dict:
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def get_order(order_id: str, pair: str) -> Dict:
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if _CONF['dry_run']:
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order = _DRY_RUN_OPEN_ORDERS[order_id]
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order.update({
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@@ -158,7 +160,7 @@ def get_order(order_id: str) -> Dict:
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})
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return order
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return _API.get_order(order_id)
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return _API.get_order(order_id, pair)
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def get_pair_detail_url(pair: str) -> str:
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@@ -183,3 +185,7 @@ def get_fee() -> float:
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def get_wallet_health() -> List[Dict]:
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return _API.get_wallet_health()
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def get_trade_qty(pair: str) -> tuple:
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return _API.get_trade_qty(pair)
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374
freqtrade/exchange/binance.py
Normal file
374
freqtrade/exchange/binance.py
Normal file
@@ -0,0 +1,374 @@
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import logging
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import datetime
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import json
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import http
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from typing import List, Dict, Optional
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from binance.client import Client as _Binance
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from binance.exceptions import BinanceAPIException
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from binance.enums import *
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from decimal import Decimal
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from freqtrade import OperationalException
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from freqtrade.exchange.interface import Exchange
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logger = logging.getLogger(__name__)
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_API: _Binance = None
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_EXCHANGE_CONF: dict = {}
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_CONF: dict = {}
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class Binance(Exchange):
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"""
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Binance API wrapper.
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"""
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# Base URL and API endpoints
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BASE_URL: str = 'https://www.binance.com'
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def __init__(self, config: dict) -> None:
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global _API, _EXCHANGE_CONF, _CONF
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_EXCHANGE_CONF.update(config)
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_API = _Binance(_EXCHANGE_CONF['key'], _EXCHANGE_CONF['secret'])
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def _pair_to_symbol(self, pair, seperator='') -> str:
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"""
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Turns freqtrade pair into Binance symbol
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- Freqtrade pair = <stake_currency>_<currency>
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i.e.: BTC_XALT
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- Binance symbol = <currency><stake_currency>
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i.e.: XALTBTC
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"""
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pair_currencies = pair.split('_')
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return '{0}{1}{2}'.format(pair_currencies[1], seperator, pair_currencies[0])
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def _symbol_to_pair(self, symbol) -> str:
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"""
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Turns Binance symbol into freqtrade pair
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- Freqtrade pair = <stake_currency>_<currency>
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i.e.: BTC_XALT
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- Binance symbol = <currency><stake_currency>
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i.e.: XALTBTC
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"""
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stake = _EXCHANGE_CONF['stake_currency']
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symbol_stake_currency = symbol[-len(stake):]
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symbol_currency = symbol[:-len(stake)]
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return '{0}_{1}'.format(symbol_stake_currency, symbol_currency)
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@staticmethod
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def _handle_exception(excepter) -> None:
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"""
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Validates the given Binance response/exception
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and raises a ContentDecodingError if a non-fatal issue happened.
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"""
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# Could to alternate exception handling for specific exceptions/errors
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# See: http://python-binance.readthedocs.io/en/latest/binance.html#module-binance.exceptions
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if type(excepter) == http.client.RemoteDisconnected:
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logger.info(
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'Got HTTP error from Binance: %s' % excepter
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)
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return True
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if type(excepter) == json.decoder.JSONDecodeError:
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logger.info(
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'Got JSON error from Binance: %s' % excepter
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)
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return True
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if type(excepter) == BinanceAPIException:
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logger.info(
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'Got API error from Binance: %s' % excepter
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)
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return True
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raise type(excepter)(excepter.args)
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@property
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def fee(self) -> float:
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# 0.1 %: See https://support.binance.com/hc/en-us
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# /articles/115000429332-Fee-Structure-on-Binance
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return 0.001
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def buy(self, pair: str, rate: float, amount: float) -> str:
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symbol = self._pair_to_symbol(pair)
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try:
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data = _API.order_limit_buy(
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symbol=symbol,
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quantity="{0:.8f}".format(amount),
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price="{0:.8f}".format(rate))
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except Exception as e:
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Binance._handle_exception(e)
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raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format(
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message=str(e),
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pair=pair,
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rate=Decimal(rate),
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amount=Decimal(amount)))
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return data['orderId']
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def sell(self, pair: str, rate: float, amount: float) -> str:
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symbol = self._pair_to_symbol(pair)
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try:
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data = _API.order_limit_sell(
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symbol=symbol,
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quantity="{0:.8f}".format(amount),
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price="{0:.8f}".format(rate))
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except Exception as e:
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Binance._handle_exception(e)
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raise OperationalException(
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'{message} params=({pair}, {rate}, {amount})'.format(
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message=str(e),
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pair=pair,
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rate=rate,
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amount=amount))
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return data['orderId']
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def get_balance(self, currency: str) -> float:
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try:
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data = _API.get_asset_balance(asset=currency)
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except Exception as e:
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Binance._handle_exception(e)
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raise OperationalException('{message} params=({currency})'.format(
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message=str(e),
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currency=currency))
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return float(data['free'] or 0.0)
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def get_balances(self) -> List[Dict]:
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try:
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data = _API.get_account()
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except Exception as e:
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Binance._handle_exception(e)
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raise OperationalException('{message}'.format(message=str(e)))
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balances = data['balances']
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currency_balances = []
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for currency in balances:
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balance = {}
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if float(currency['free']) == 0 and float(currency['locked']) == 0:
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continue
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balance['Currency'] = currency.pop('asset')
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balance['Available'] = currency.pop('free')
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balance['Pending'] = currency.pop('locked')
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balance['Balance'] = float(balance['Available']) + float(balance['Pending'])
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currency_balances.append(balance)
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return currency_balances
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def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
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symbol = self._pair_to_symbol(pair)
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try:
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data = _API.get_ticker(symbol=symbol)
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except Exception as e:
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Binance._handle_exception(e)
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raise OperationalException('{message} params=({pair})'.format(
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message=str(e),
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pair=pair))
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return {
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'bid': float(data['bidPrice']),
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'ask': float(data['askPrice']),
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'last': float(data['lastPrice']),
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}
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def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]:
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INTERVAL_ENUM = eval('KLINE_INTERVAL_' + str(tick_interval) + 'MINUTE')
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if INTERVAL_ENUM in ['', None]:
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raise ValueError('Cannot parse tick_interval: {}'.format(tick_interval))
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symbol = self._pair_to_symbol(pair)
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try:
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data = _API.get_klines(symbol=symbol, interval=INTERVAL_ENUM)
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except Exception as e:
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Binance._handle_exception(e)
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raise OperationalException('{message} params=({pair})'.format(
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message=str(e),
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pair=pair))
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tick_data = []
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for tick in data:
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t = {}
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t['O'] = float(tick[1])
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t['H'] = float(tick[2])
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t['L'] = float(tick[3])
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t['C'] = float(tick[4])
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t['V'] = float(tick[5])
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t['T'] = datetime.datetime.fromtimestamp(int(tick[6])/1000).isoformat()
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t['BV'] = float(tick[7])
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tick_data.append(t)
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return tick_data
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def get_order(self, order_id: str, pair: str) -> Dict:
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symbol = self._pair_to_symbol(pair)
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try:
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data = _API.get_all_orders(symbol=symbol, orderId=order_id)
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except Exception as e:
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Binance._handle_exception(e)
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raise OperationalException(
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'{message} params=({symbol},{order_id})'.format(
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message=str(e),
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symbol=symbol,
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order_id=order_id))
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order = {}
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for o in data:
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if o['orderId'] == int(order_id):
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order['id'] = o['orderId']
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order['type'] = "{}_{}".format(o['type'], o['side'])
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order['pair'] = self._symbol_to_pair(o['symbol'])
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order['opened'] = datetime.datetime.fromtimestamp(
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int(o['time'])/1000).isoformat()
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order['closed'] = datetime.datetime.fromtimestamp(
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int(o['time'])/1000).isoformat()\
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if o['status'] == 'FILLED' else None
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order['rate'] = float(o['price'])
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order['amount'] = float(o['origQty'])
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order['remaining'] = int(float(o['origQty']) - float(o['executedQty']))
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return order
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def cancel_order(self, order_id: str, pair: str) -> None:
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symbol = self._pair_to_symbol(pair)
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try:
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data = _API.cancel_order(symbol=symbol, orderId=order_id)
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except Exception as e:
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Binance._handle_exception(e)
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raise OperationalException('{message} params=({order_id})'.format(
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message=str(e),
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order_id=order_id))
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return data
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def get_pair_detail_url(self, pair: str) -> str:
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symbol = self._pair_to_symbol(pair, '_')
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return 'https://www.binance.com/indexSpa.html#/trade/index?symbol={}'.format(symbol)
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def get_markets(self) -> List[str]:
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try:
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data = _API.get_all_tickers()
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except Exception as e:
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Binance._handle_exception(e)
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raise OperationalException('{message}'.format(message=str(e)))
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markets = []
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stake = _EXCHANGE_CONF['stake_currency']
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for t in data:
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symbol = t['symbol']
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symbol_stake_currency = symbol[-len(stake):]
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if symbol_stake_currency == stake:
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pair = self._symbol_to_pair(symbol)
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markets.append(pair)
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return markets
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def get_market_summaries(self) -> List[Dict]:
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try:
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data = _API.get_ticker()
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except Exception as e:
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Binance._handle_exception(e)
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raise OperationalException('{message}'.format(message=str(e)))
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market_summaries = []
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for t in data:
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market = {}
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# Looks like this one is only one actually used
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market['MarketName'] = self._symbol_to_pair(t['symbol'])
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market['High'] = t['highPrice']
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market['Low'] = t['lowPrice']
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market['Volume'] = t['volume']
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market['Last'] = t['lastPrice']
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market['TimeStamp'] = t['closeTime']
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market['BaseVolume'] = t['volume']
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market['Bid'] = t['bidPrice']
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market['Ask'] = t['askPrice']
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market['OpenBuyOrders'] = None # TODO: Implement me (or dont care)
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market['OpenSellOrders'] = None # TODO: Implement me (or dont care)
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market['PrevDay'] = t['prevClosePrice']
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market['Created'] = None # TODO: Implement me (or don't care)
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market_summaries.append(market)
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return market_summaries
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def get_trade_qty(self, pair: str) -> tuple:
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try:
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data = _API.get_exchange_info()
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except Exception as e:
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Binance._handle_exception(e)
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raise OperationalException('{message}'.format(message=str(e)))
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symbol = self._pair_to_symbol(pair)
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for s in data['symbols']:
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if symbol == s['symbol']:
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for f in s['filters']:
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if f['filterType'] == 'LOT_SIZE':
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return (float(f['minQty']), float(f['maxQty']), float(f['stepSize']))
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return (None, None, None)
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def get_wallet_health(self) -> List[Dict]:
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try:
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data = _API.get_exchange_info()
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except Exception as e:
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Binance._handle_exception(e)
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raise OperationalException('{message}'.format(message=str(e)))
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wallet_health = []
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for s in data['symbols']:
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wallet = {}
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wallet['Currency'] = s['baseAsset']
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wallet['IsActive'] = True if s['status'] == 'TRADING' else False
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wallet['LastChecked'] = None # TODO
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wallet['Notice'] = s['status'] if s['status'] != 'TRADING' else ''
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wallet_health.append(wallet)
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return wallet_health
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@@ -157,7 +157,8 @@ class Bittrex(Exchange):
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return data['result']
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def get_order(self, order_id: str) -> Dict:
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def get_order(self, order_id: str, pair: str) -> Dict:
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data = _API.get_order(order_id)
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if not data['success']:
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Bittrex._validate_response(data)
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@@ -176,7 +177,8 @@ class Bittrex(Exchange):
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'closed': data['Closed'],
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}
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def cancel_order(self, order_id: str) -> None:
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def cancel_order(self, order_id: str, pair: str) -> None:
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data = _API.cancel(order_id)
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if not data['success']:
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Bittrex._validate_response(data)
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@@ -212,3 +214,6 @@ class Bittrex(Exchange):
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'LastChecked': entry['Health']['LastChecked'],
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'Notice': entry['Currency'].get('Notice'),
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} for entry in data['result']]
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def get_trade_qty(self, pair: str) -> tuple:
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return (None, None, None)
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@@ -94,7 +94,7 @@ class Exchange(ABC):
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]
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"""
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def get_order(self, order_id: str) -> Dict:
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def get_order(self, order_id: str, pair: str) -> Dict:
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"""
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Get order details for the given order_id.
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:param order_id: ID as str
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@@ -111,7 +111,7 @@ class Exchange(ABC):
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"""
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@abstractmethod
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def cancel_order(self, order_id: str) -> None:
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def cancel_order(self, order_id: str, pair: str) -> None:
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"""
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Cancels order for given order_id.
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:param order_id: ID as str
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@@ -170,3 +170,11 @@ class Exchange(ABC):
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},
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...
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"""
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@abstractmethod
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def get_trade_qty(self, pair: str) -> tuple:
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"""
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Returns a tuple of trade quantity limits
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:return: tuple, format: ( min_qty: str, max_qty: str, step_qty: str )
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...
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"""
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