Refactor exchange to class
This commit is contained in:
xmatthias
@@ -12,16 +12,8 @@ from freqtrade import constants, OperationalException, DependencyException, Temp
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logger = logging.getLogger(__name__)
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# Current selected exchange
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_API: ccxt.Exchange = None
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_CONF: Dict = {}
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API_RETRY_COUNT = 4
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_CACHED_TICKER: Dict[str, Any] = {}
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# Holds all open sell orders for dry_run
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_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
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# Urls to exchange markets, insert quote and base with .format()
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_EXCHANGE_URLS = {
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@@ -74,364 +66,354 @@ def init_ccxt(exchange_config: dict) -> ccxt.Exchange:
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return api
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def init(config: dict) -> None:
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"""
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Initializes this module with the given config,
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it does basic validation whether the specified
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exchange and pairs are valid.
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:param config: config to use
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:return: None
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"""
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global _CONF, _API
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class Exchange(object):
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_CONF.update(config)
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# Current selected exchange
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_API: ccxt.Exchange = None
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_CONF: Dict = {}
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_CACHED_TICKER: Dict[str, Any] = {}
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if config['dry_run']:
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logger.info('Instance is running with dry_run enabled')
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# Holds all open sell orders for dry_run
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_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
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exchange_config = config['exchange']
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_API = init_ccxt(exchange_config)
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def __init__(self, config: dict) -> None:
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"""
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Initializes this module with the given config,
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it does basic validation whether the specified
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exchange and pairs are valid.
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:param config: config to use
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:return: None
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"""
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self._API
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logger.info('Using Exchange "%s"', get_name())
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self._CONF.update(config)
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# Check if all pairs are available
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validate_pairs(config['exchange']['pair_whitelist'])
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if config['dry_run']:
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logger.info('Instance is running with dry_run enabled')
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exchange_config = config['exchange']
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self._API = init_ccxt(exchange_config)
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def validate_pairs(pairs: List[str]) -> None:
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"""
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Checks if all given pairs are tradable on the current exchange.
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Raises OperationalException if one pair is not available.
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:param pairs: list of pairs
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:return: None
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"""
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logger.info('Using Exchange "%s"', self.get_name())
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try:
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markets = _API.load_markets()
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except ccxt.BaseError as e:
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logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e)
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return
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# Check if all pairs are available
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self.validate_pairs(config['exchange']['pair_whitelist'])
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stake_cur = _CONF['stake_currency']
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for pair in pairs:
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# Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
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# TODO: add a support for having coins in BTC/USDT format
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if not pair.endswith(stake_cur):
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raise OperationalException(
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f'Pair {pair} not compatible with stake_currency: {stake_cur}')
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if pair not in markets:
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raise OperationalException(
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f'Pair {pair} is not available at {get_name()}')
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def get_name(self) -> str:
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return self._API.name
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def get_id(self) -> str:
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return self._API.id
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def exchange_has(endpoint: str) -> bool:
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"""
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Checks if exchange implements a specific API endpoint.
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Wrapper around ccxt 'has' attribute
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:param endpoint: Name of endpoint (e.g. 'fetchOHLCV', 'fetchTickers')
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:return: bool
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"""
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return endpoint in _API.has and _API.has[endpoint]
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def validate_pairs(self, pairs: List[str]) -> None:
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"""
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Checks if all given pairs are tradable on the current exchange.
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Raises OperationalException if one pair is not available.
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:param pairs: list of pairs
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:return: None
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"""
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def buy(pair: str, rate: float, amount: float) -> Dict:
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if _CONF['dry_run']:
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global _DRY_RUN_OPEN_ORDERS
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order_id = f'dry_run_buy_{randint(0, 10**6)}'
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_DRY_RUN_OPEN_ORDERS[order_id] = {
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'pair': pair,
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'price': rate,
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'amount': amount,
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'type': 'limit',
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'side': 'buy',
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'remaining': 0.0,
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'datetime': arrow.utcnow().isoformat(),
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'status': 'closed',
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'fee': None
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}
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return {'id': order_id}
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try:
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return _API.create_limit_buy_order(pair, amount, rate)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to create limit buy order on market {pair}.'
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f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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f'Could not create limit buy order on market {pair}.'
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f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place buy order due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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def sell(pair: str, rate: float, amount: float) -> Dict:
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if _CONF['dry_run']:
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global _DRY_RUN_OPEN_ORDERS
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order_id = f'dry_run_sell_{randint(0, 10**6)}'
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_DRY_RUN_OPEN_ORDERS[order_id] = {
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'pair': pair,
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'price': rate,
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'amount': amount,
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'type': 'limit',
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'side': 'sell',
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'remaining': 0.0,
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'datetime': arrow.utcnow().isoformat(),
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'status': 'closed'
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}
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return {'id': order_id}
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try:
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return _API.create_limit_sell_order(pair, amount, rate)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to create limit sell order on market {pair}.'
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f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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f'Could not create limit sell order on market {pair}.'
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f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place sell order due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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@retrier
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def get_balance(currency: str) -> float:
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if _CONF['dry_run']:
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return 999.9
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# ccxt exception is already handled by get_balances
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balances = get_balances()
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balance = balances.get(currency)
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if balance is None:
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raise TemporaryError(
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f'Could not get {currency} balance due to malformed exchange response: {balances}')
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return balance['free']
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@retrier
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def get_balances() -> dict:
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if _CONF['dry_run']:
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return {}
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try:
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balances = _API.fetch_balance()
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# Remove additional info from ccxt results
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balances.pop("info", None)
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balances.pop("free", None)
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balances.pop("total", None)
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balances.pop("used", None)
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return balances
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not get balance due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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@retrier
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def get_tickers() -> Dict:
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try:
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return _API.fetch_tickers()
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except ccxt.NotSupported as e:
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raise OperationalException(
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f'Exchange {_API.name} does not support fetching tickers in batch.'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not load tickers due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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@retrier
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def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
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global _CACHED_TICKER
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if refresh or pair not in _CACHED_TICKER.keys():
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try:
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data = _API.fetch_ticker(pair)
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markets = self._API.load_markets()
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except ccxt.BaseError as e:
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logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e)
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return
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stake_cur = self._CONF['stake_currency']
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for pair in pairs:
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# Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
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# TODO: add a support for having coins in BTC/USDT format
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if not pair.endswith(stake_cur):
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raise OperationalException(
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f'Pair {pair} not compatible with stake_currency: {stake_cur}')
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if pair not in markets:
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raise OperationalException(
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f'Pair {pair} is not available at {self.get_name()}')
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def exchange_has(self, endpoint: str) -> bool:
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"""
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Checks if exchange implements a specific API endpoint.
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Wrapper around ccxt 'has' attribute
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:param endpoint: Name of endpoint (e.g. 'fetchOHLCV', 'fetchTickers')
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:return: bool
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"""
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return endpoint in self._API.has and self._API.has[endpoint]
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def buy(self, pair: str, rate: float, amount: float) -> Dict:
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if self._CONF['dry_run']:
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order_id = f'dry_run_buy_{randint(0, 10**6)}'
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self._DRY_RUN_OPEN_ORDERS[order_id] = {
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'pair': pair,
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'price': rate,
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'amount': amount,
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'type': 'limit',
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'side': 'buy',
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'remaining': 0.0,
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'datetime': arrow.utcnow().isoformat(),
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'status': 'closed',
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'fee': None
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}
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return {'id': order_id}
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try:
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return self._API.create_limit_buy_order(pair, amount, rate)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to create limit buy order on market {pair}.'
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f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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f'Could not create limit buy order on market {pair}.'
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f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place buy order due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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def sell(self, pair: str, rate: float, amount: float) -> Dict:
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if self._CONF['dry_run']:
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order_id = f'dry_run_sell_{randint(0, 10**6)}'
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self._DRY_RUN_OPEN_ORDERS[order_id] = {
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'pair': pair,
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'price': rate,
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'amount': amount,
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'type': 'limit',
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'side': 'sell',
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'remaining': 0.0,
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'datetime': arrow.utcnow().isoformat(),
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'status': 'closed'
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}
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return {'id': order_id}
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try:
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return self._API.create_limit_sell_order(pair, amount, rate)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to create limit sell order on market {pair}.'
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f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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f'Could not create limit sell order on market {pair}.'
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f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place sell order due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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@retrier
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def get_balance(self, currency: str) -> float:
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if self._CONF['dry_run']:
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return 999.9
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# ccxt exception is already handled by get_balances
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balances = self.get_balances()
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balance = balances.get(currency)
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if balance is None:
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raise TemporaryError(
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f'Could not get {currency} balance due to malformed exchange response: {balances}')
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return balance['free']
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@retrier
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def get_balances(self) -> dict:
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if self._CONF['dry_run']:
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return {}
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try:
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balances = self._API.fetch_balance()
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# Remove additional info from ccxt results
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balances.pop("info", None)
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balances.pop("free", None)
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balances.pop("total", None)
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balances.pop("used", None)
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return balances
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not get balance due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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@retrier
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def get_tickers(self) -> Dict:
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try:
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return self._API.fetch_tickers()
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except ccxt.NotSupported as e:
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raise OperationalException(
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f'Exchange {self._API.name} does not support fetching tickers in batch.'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not load tickers due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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@retrier
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def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
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if refresh or pair not in self._CACHED_TICKER.keys():
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try:
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_CACHED_TICKER[pair] = {
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'bid': float(data['bid']),
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'ask': float(data['ask']),
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}
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except KeyError:
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logger.debug("Could not cache ticker data for %s", pair)
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data = self._API.fetch_ticker(pair)
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try:
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self._CACHED_TICKER[pair] = {
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'bid': float(data['bid']),
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'ask': float(data['ask']),
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}
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except KeyError:
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logger.debug("Could not cache ticker data for %s", pair)
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return data
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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else:
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logger.info("returning cached ticker-data for %s", pair)
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return self._CACHED_TICKER[pair]
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@retrier
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def get_ticker_history(self, pair: str, tick_interval: str,
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since_ms: Optional[int] = None) -> List[Dict]:
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try:
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# last item should be in the time interval [now - tick_interval, now]
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till_time_ms = arrow.utcnow().shift(
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minutes=-constants.TICKER_INTERVAL_MINUTES[tick_interval]
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).timestamp * 1000
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# it looks as if some exchanges return cached data
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# and they update it one in several minute, so 10 mins interval
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# is necessary to skeep downloading of an empty array when all
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# chached data was already downloaded
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till_time_ms = min(till_time_ms, arrow.utcnow().shift(minutes=-10).timestamp * 1000)
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data: List[Dict[Any, Any]] = []
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while not since_ms or since_ms < till_time_ms:
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data_part = self._API.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms)
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# Because some exchange sort Tickers ASC and other DESC.
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# Ex: Bittrex returns a list of tickers ASC (oldest first, newest last)
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# when GDAX returns a list of tickers DESC (newest first, oldest last)
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data_part = sorted(data_part, key=lambda x: x[0])
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if not data_part:
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break
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logger.debug('Downloaded data for %s time range [%s, %s]',
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pair,
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arrow.get(data_part[0][0] / 1000).format(),
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arrow.get(data_part[-1][0] / 1000).format())
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data.extend(data_part)
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since_ms = data[-1][0] + 1
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return data
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except ccxt.NotSupported as e:
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raise OperationalException(
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f'Exchange {self._API.name} does not support fetching historical candlestick data.'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(f'Could not fetch ticker data. Msg: {e}')
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@retrier
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def cancel_order(self, order_id: str, pair: str) -> None:
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if self._CONF['dry_run']:
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return
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try:
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||||
return self._API.cancel_order(order_id, pair)
|
||||
except ccxt.InvalidOrder as e:
|
||||
raise DependencyException(
|
||||
f'Could not cancel order. Message: {e}')
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
f'Could not cancel order due to {e.__class__.__name__}. Message: {e}')
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
else:
|
||||
logger.info("returning cached ticker-data for %s", pair)
|
||||
return _CACHED_TICKER[pair]
|
||||
|
||||
@retrier
|
||||
def get_order(self, order_id: str, pair: str) -> Dict:
|
||||
if self._CONF['dry_run']:
|
||||
order = self._DRY_RUN_OPEN_ORDERS[order_id]
|
||||
order.update({
|
||||
'id': order_id
|
||||
})
|
||||
return order
|
||||
try:
|
||||
return self._API.fetch_order(order_id, pair)
|
||||
except ccxt.InvalidOrder as e:
|
||||
raise DependencyException(
|
||||
f'Could not get order. Message: {e}')
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
f'Could not get order due to {e.__class__.__name__}. Message: {e}')
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
@retrier
|
||||
def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] = None) -> List[Dict]:
|
||||
try:
|
||||
# last item should be in the time interval [now - tick_interval, now]
|
||||
till_time_ms = arrow.utcnow().shift(
|
||||
minutes=-constants.TICKER_INTERVAL_MINUTES[tick_interval]
|
||||
).timestamp * 1000
|
||||
# it looks as if some exchanges return cached data
|
||||
# and they update it one in several minute, so 10 mins interval
|
||||
# is necessary to skeep downloading of an empty array when all
|
||||
# chached data was already downloaded
|
||||
till_time_ms = min(till_time_ms, arrow.utcnow().shift(minutes=-10).timestamp * 1000)
|
||||
@retrier
|
||||
def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
|
||||
if self._CONF['dry_run']:
|
||||
return []
|
||||
if not self.exchange_has('fetchMyTrades'):
|
||||
return []
|
||||
try:
|
||||
my_trades = self._API.fetch_my_trades(pair, since.timestamp())
|
||||
matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
|
||||
|
||||
data: List[Dict[Any, Any]] = []
|
||||
while not since_ms or since_ms < till_time_ms:
|
||||
data_part = _API.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms)
|
||||
return matched_trades
|
||||
|
||||
# Because some exchange sort Tickers ASC and other DESC.
|
||||
# Ex: Bittrex returns a list of tickers ASC (oldest first, newest last)
|
||||
# when GDAX returns a list of tickers DESC (newest first, oldest last)
|
||||
data_part = sorted(data_part, key=lambda x: x[0])
|
||||
except ccxt.NetworkError as e:
|
||||
raise TemporaryError(
|
||||
f'Could not get trades due to networking error. Message: {e}')
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
if not data_part:
|
||||
break
|
||||
def get_pair_detail_url(self, pair: str) -> str:
|
||||
try:
|
||||
url_base = self._API.urls.get('www')
|
||||
base, quote = pair.split('/')
|
||||
|
||||
logger.debug('Downloaded data for %s time range [%s, %s]',
|
||||
pair,
|
||||
arrow.get(data_part[0][0] / 1000).format(),
|
||||
arrow.get(data_part[-1][0] / 1000).format())
|
||||
return url_base + _EXCHANGE_URLS[self._API.id].format(base=base, quote=quote)
|
||||
except KeyError:
|
||||
logger.warning('Could not get exchange url for %s', self.get_name())
|
||||
return ""
|
||||
|
||||
data.extend(data_part)
|
||||
since_ms = data[-1][0] + 1
|
||||
@retrier
|
||||
def get_markets(self) -> List[dict]:
|
||||
try:
|
||||
return self._API.fetch_markets()
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
f'Could not load markets due to {e.__class__.__name__}. Message: {e}')
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
return data
|
||||
except ccxt.NotSupported as e:
|
||||
raise OperationalException(
|
||||
f'Exchange {_API.name} does not support fetching historical candlestick data.'
|
||||
f'Message: {e}')
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(f'Could not fetch ticker data. Msg: {e}')
|
||||
@retrier
|
||||
def get_fee(self, symbol='ETH/BTC', type='', side='', amount=1,
|
||||
price=1, taker_or_maker='maker') -> float:
|
||||
try:
|
||||
# validate that markets are loaded before trying to get fee
|
||||
if self._API.markets is None or len(self._API.markets) == 0:
|
||||
self._API.load_markets()
|
||||
|
||||
return self._API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
|
||||
price=price, takerOrMaker=taker_or_maker)['rate']
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
f'Could not get fee info due to {e.__class__.__name__}. Message: {e}')
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
@retrier
|
||||
def cancel_order(order_id: str, pair: str) -> None:
|
||||
if _CONF['dry_run']:
|
||||
return
|
||||
|
||||
try:
|
||||
return _API.cancel_order(order_id, pair)
|
||||
except ccxt.InvalidOrder as e:
|
||||
raise DependencyException(
|
||||
f'Could not cancel order. Message: {e}')
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
f'Could not cancel order due to {e.__class__.__name__}. Message: {e}')
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
@retrier
|
||||
def get_order(order_id: str, pair: str) -> Dict:
|
||||
if _CONF['dry_run']:
|
||||
order = _DRY_RUN_OPEN_ORDERS[order_id]
|
||||
order.update({
|
||||
'id': order_id
|
||||
})
|
||||
return order
|
||||
try:
|
||||
return _API.fetch_order(order_id, pair)
|
||||
except ccxt.InvalidOrder as e:
|
||||
raise DependencyException(
|
||||
f'Could not get order. Message: {e}')
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
f'Could not get order due to {e.__class__.__name__}. Message: {e}')
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
@retrier
|
||||
def get_trades_for_order(order_id: str, pair: str, since: datetime) -> List:
|
||||
if _CONF['dry_run']:
|
||||
return []
|
||||
if not exchange_has('fetchMyTrades'):
|
||||
return []
|
||||
try:
|
||||
my_trades = _API.fetch_my_trades(pair, since.timestamp())
|
||||
matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
|
||||
|
||||
return matched_trades
|
||||
|
||||
except ccxt.NetworkError as e:
|
||||
raise TemporaryError(
|
||||
f'Could not get trades due to networking error. Message: {e}')
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
def get_pair_detail_url(pair: str) -> str:
|
||||
try:
|
||||
url_base = _API.urls.get('www')
|
||||
base, quote = pair.split('/')
|
||||
|
||||
return url_base + _EXCHANGE_URLS[_API.id].format(base=base, quote=quote)
|
||||
except KeyError:
|
||||
logger.warning('Could not get exchange url for %s', get_name())
|
||||
return ""
|
||||
|
||||
|
||||
@retrier
|
||||
def get_markets() -> List[dict]:
|
||||
try:
|
||||
return _API.fetch_markets()
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
f'Could not load markets due to {e.__class__.__name__}. Message: {e}')
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
def get_name() -> str:
|
||||
return _API.name
|
||||
|
||||
|
||||
def get_id() -> str:
|
||||
return _API.id
|
||||
|
||||
|
||||
@retrier
|
||||
def get_fee(symbol='ETH/BTC', type='', side='', amount=1,
|
||||
price=1, taker_or_maker='maker') -> float:
|
||||
try:
|
||||
def get_amount_lots(self, pair: str, amount: float) -> float:
|
||||
"""
|
||||
get buyable amount rounding, ..
|
||||
"""
|
||||
# validate that markets are loaded before trying to get fee
|
||||
if _API.markets is None or len(_API.markets) == 0:
|
||||
_API.load_markets()
|
||||
|
||||
return _API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
|
||||
price=price, takerOrMaker=taker_or_maker)['rate']
|
||||
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||||
raise TemporaryError(
|
||||
f'Could not get fee info due to {e.__class__.__name__}. Message: {e}')
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
def get_amount_lots(pair: str, amount: float) -> float:
|
||||
"""
|
||||
get buyable amount rounding, ..
|
||||
"""
|
||||
# validate that markets are loaded before trying to get fee
|
||||
if not _API.markets:
|
||||
_API.load_markets()
|
||||
return _API.amount_to_lots(pair, amount)
|
||||
if not self._API.markets:
|
||||
self._API.load_markets()
|
||||
return self._API.amount_to_lots(pair, amount)
|
||||
|
||||
Reference in New Issue
Block a user