[1/3] Add support for multiple exchanges with ccxt (objectified version) (#585)
* remove obsolete helper functions and make _state a public member. * remove function assertions * revert worker() changes * Update pytest from 3.4.2 to 3.5.0 * Adapt exchange functions to ccxt API Remove get_market_summaries and get_wallet_health, add exception handling * Add NetworkException * Change pair format in constants.py * Add tests for exchange functions that comply with ccxt * Remove bittrex tests * Remove Bittrex and Interface classes * Add retrier decorator * Remove cache from get_ticker * Remove unused and duplicate imports * Add keyword arguments for get_fee * Implement 'get_pair_detail_url' * Change get_ticker_history format to ccxt format * Fix exchange urls dict, don't need to initialize exchanges * Add "Using Exchange ..." logging line
This commit is contained in:
enenn
Samuel Husso
@@ -72,51 +72,6 @@ def default_conf():
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"enabled": True,
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"key": "key",
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"secret": "secret",
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"pair_whitelist": [
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"ETH/BTC",
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"NEO/BTC",
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"LTC/BTC",
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"XRP/BTC"
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]
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},
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"telegram": {
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"enabled": True,
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"token": "token",
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"chat_id": "0"
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},
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"initial_state": "running",
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"loglevel": logging.DEBUG
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}
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validate(configuration, Constants.CONF_SCHEMA)
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return configuration
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@pytest.fixture(scope="module")
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def default_conf_ccxt():
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""" Returns validated configuration suitable for most tests """
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configuration = {
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"max_open_trades": 1,
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"stake_currency": "BTC",
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"stake_amount": 0.001,
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"fiat_display_currency": "USD",
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"ticker_interval": 5,
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"dry_run": True,
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"minimal_roi": {
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"40": 0.0,
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"30": 0.01,
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"20": 0.02,
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"0": 0.04
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},
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"stoploss": -0.10,
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"unfilledtimeout": 600,
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"bid_strategy": {
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"ask_last_balance": 0.0
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},
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"exchange": {
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"name": "ccxt-unittest",
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"enabled": True,
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"key": "key",
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"secret": "secret",
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"pair_whitelist": [
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"ETH/BTC",
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"TKN/BTC",
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@@ -204,13 +159,14 @@ def health():
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def limit_buy_order():
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return {
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'id': 'mocked_limit_buy',
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'type': 'LIMIT_BUY',
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'type': 'limit',
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'side': 'buy',
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'pair': 'mocked',
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'opened': str(arrow.utcnow().datetime),
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'rate': 0.00001099,
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'datetime': arrow.utcnow().isoformat(),
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'price': 0.00001099,
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'amount': 90.99181073,
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'remaining': 0.0,
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'closed': str(arrow.utcnow().datetime),
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'status': 'closed'
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}
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@@ -218,12 +174,14 @@ def limit_buy_order():
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def limit_buy_order_old():
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return {
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'id': 'mocked_limit_buy_old',
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'type': 'LIMIT_BUY',
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'pair': 'ETH/BTC',
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'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
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'rate': 0.00001099,
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'type': 'limit',
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'side': 'buy',
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'pair': 'mocked',
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'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
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'price': 0.00001099,
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'amount': 90.99181073,
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'remaining': 90.99181073,
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'status': 'open'
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}
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@@ -231,12 +189,14 @@ def limit_buy_order_old():
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def limit_sell_order_old():
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return {
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'id': 'mocked_limit_sell_old',
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'type': 'LIMIT_SELL',
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'type': 'limit',
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'side': 'sell',
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'pair': 'ETH/BTC',
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'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
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'rate': 0.00001099,
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'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
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'price': 0.00001099,
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'amount': 90.99181073,
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'remaining': 90.99181073,
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'status': 'open'
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}
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@@ -244,12 +204,14 @@ def limit_sell_order_old():
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def limit_buy_order_old_partial():
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return {
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'id': 'mocked_limit_buy_old_partial',
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'type': 'LIMIT_BUY',
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'type': 'limit',
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'side': 'buy',
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'pair': 'ETH/BTC',
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'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
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'rate': 0.00001099,
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'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
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'price': 0.00001099,
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'amount': 90.99181073,
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'remaining': 67.99181073,
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'status': 'open'
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}
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@@ -257,16 +219,47 @@ def limit_buy_order_old_partial():
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def limit_sell_order():
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return {
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'id': 'mocked_limit_sell',
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'type': 'LIMIT_SELL',
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'type': 'limit',
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'side': 'sell',
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'pair': 'mocked',
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'opened': str(arrow.utcnow().datetime),
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'rate': 0.00001173,
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'datetime': arrow.utcnow().isoformat(),
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'price': 0.00001173,
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'amount': 90.99181073,
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'remaining': 0.0,
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'closed': str(arrow.utcnow().datetime),
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'status': 'closed'
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}
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@pytest.fixture
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def ticker_history_api():
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return [
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[
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1511686200000, # unix timestamp ms
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8.794e-05, # open
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8.948e-05, # high
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8.794e-05, # low
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8.88e-05, # close
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0.0877869, # volume (in quote currency)
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],
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[
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1511686500000,
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8.88e-05,
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8.942e-05,
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8.88e-05,
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8.893e-05,
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0.05874751,
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],
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[
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1511686800,
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8.891e-05,
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8.893e-05,
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8.875e-05,
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8.877e-05,
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0.7039405
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]
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]
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@pytest.fixture
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def ticker_history():
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return [
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@@ -342,158 +335,3 @@ def result():
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# that inserts a trade of some type and open-status
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# return the open-order-id
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# See tests in rpc/main that could use this
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@pytest.fixture
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def get_market_summaries_data():
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"""
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This fixture is a real result from exchange.get_market_summaries() but reduced to only
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8 entries. 4 BTC, 4 USTD
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:return: JSON market summaries
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"""
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return {
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'XWC/BTC': {
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'symbol': 'XWC/BTC',
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'info': {
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'Ask': 1.316e-05,
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'BaseVolume': 5.72599471,
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'Bid': 1.3e-05,
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'Created': '2014-04-14T00:00:00',
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'High': 1.414e-05,
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'Last': 1.298e-05,
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'Low': 1.282e-05,
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'MarketName': 'BTC-XWC',
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'OpenBuyOrders': 2000,
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'OpenSellOrders': 1484,
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'PrevDay': 1.376e-05,
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'TimeStamp': '2018-02-05T01:32:40.493',
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'Volume': 424041.21418375
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}
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},
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'XZC/BTC': {
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'symbol': 'XZC/BTC',
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'info': {
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'Ask': 0.00627051,
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'BaseVolume': 93.23302388,
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'Bid': 0.00618192,
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'Created': '2016-10-20T04:48:30.387',
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'High': 0.00669897,
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'Last': 0.00618192,
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'Low': 0.006,
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'MarketName': 'BTC-XZC',
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'OpenBuyOrders': 343,
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'OpenSellOrders': 2037,
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'PrevDay': 0.00668229,
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'TimeStamp': '2018-02-05T01:32:43.383',
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'Volume': 14863.60730702
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}
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},
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'ZCL/BTC': {
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'symbol': 'ZCL/BTC',
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'info': {
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'Ask': 0.01137247,
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'BaseVolume': 383.55922657,
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'Bid': 0.01136006,
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'Created': '2016-11-15T20:29:59.73',
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'High': 0.012,
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'Last': 0.01137247,
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'Low': 0.01119883,
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'MarketName': 'BTC-ZCL',
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'OpenBuyOrders': 1332,
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'OpenSellOrders': 5317,
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'PrevDay': 0.01179603,
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'TimeStamp': '2018-02-05T01:32:42.773',
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'Volume': 33308.07358285
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}
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},
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'ZEC/BTC': {
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'symbol': 'ZEC/BTC',
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'info': {
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'Ask': 0.04155821,
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'BaseVolume': 274.75369074,
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'Bid': 0.04130002,
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'Created': '2016-10-28T17:13:10.833',
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'High': 0.04354429,
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'Last': 0.041585,
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'Low': 0.0413,
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'MarketName': 'BTC-ZEC',
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'OpenBuyOrders': 863,
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'OpenSellOrders': 5579,
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'PrevDay': 0.0429,
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'TimeStamp': '2018-02-05T01:32:43.21',
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'Volume': 6479.84033259
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}
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},
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'XMR/USDT': {
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'symbol': 'XMR/USDT',
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'info': {
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'Ask': 210.99999999,
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'BaseVolume': 615132.70989532,
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'Bid': 210.05503736,
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'Created': '2017-07-21T01:08:49.397',
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'High': 257.396,
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'Last': 211.0,
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'Low': 209.05333589,
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'MarketName': 'USDT-XMR',
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'OpenBuyOrders': 180,
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'OpenSellOrders': 1203,
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'PrevDay': 247.93528899,
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'TimeStamp': '2018-02-05T01:32:43.117',
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'Volume': 2688.17410793
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}
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},
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'XRP/USDT': {
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'symbol': 'XRP/USDT',
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'info': {
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'Ask': 0.79589979,
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'BaseVolume': 9349557.01853031,
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'Bid': 0.789226,
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'Created': '2017-07-14T17:10:10.737',
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'High': 0.977,
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'Last': 0.79589979,
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'Low': 0.781,
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'MarketName': 'USDT-XRP',
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'OpenBuyOrders': 1075,
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'OpenSellOrders': 6508,
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'PrevDay': 0.93300218,
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'TimeStamp': '2018-02-05T01:32:42.383',
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'Volume': 10801663.00788851
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}
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},
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'XVG/USDT': {
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'symbol': 'XVG/USDT',
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'info': {
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'Ask': 0.05154982,
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'BaseVolume': 2311087.71232136,
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'Bid': 0.05040107,
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'Created': '2017-12-29T19:29:18.357',
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'High': 0.06668561,
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'Last': 0.0508,
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'Low': 0.05006731,
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'MarketName': 'USDT-XVG',
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'OpenBuyOrders': 655,
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'OpenSellOrders': 5544,
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'PrevDay': 0.0627,
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'TimeStamp': '2018-02-05T01:32:41.507',
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'Volume': 40031424.2152716
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}
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},
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'ZEC/USDT': {
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'symbol': 'ZEC/USDT',
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'info': {
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'Ask': 332.65500022,
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'BaseVolume': 562911.87455665,
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'Bid': 330.00000001,
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'Created': '2017-07-14T17:10:10.673',
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'High': 401.59999999,
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'Last': 332.65500019,
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'Low': 330.0,
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'MarketName': 'USDT-ZEC',
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'OpenBuyOrders': 161,
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'OpenSellOrders': 1731,
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'PrevDay': 391.42,
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'TimeStamp': '2018-02-05T01:32:42.947',
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'Volume': 1571.09647946
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}
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}
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}
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