move exchange module content to exchange package and the interface to a new module

freqtrade/exchange/bittrex.py

@@ -0,0 +1,120 @@
+import logging
+from typing import List, Optional
+
+import arrow
+import requests
+from bittrex.bittrex import Bittrex as _Bittrex
+
+from freqtrade.exchange.interface import Exchange
+
+logger = logging.getLogger(__name__)
+
+_API: _Bittrex = None
+_EXCHANGE_CONF: dict = {}
+
+
+class Bittrex(Exchange):
+    """
+    Bittrex API wrapper.
+    """
+    # Base URL and API endpoints
+    BASE_URL: str = 'https://www.bittrex.com'
+    TICKER_METHOD: str = BASE_URL + '/Api/v2.0/pub/market/GetTicks'
+    PAIR_DETAIL_METHOD: str = BASE_URL + '/Market/Index'
+    # Ticker inveral
+    TICKER_INTERVAL: str = 'fiveMin'
+    # Sleep time to avoid rate limits, used in the main loop
+    SLEEP_TIME: float = 25
+
+    @property
+    def name(self) -> str:
+        return self.__class__.__name__
+
+    @property
+    def sleep_time(self) -> float:
+        return self.SLEEP_TIME
+
+    def __init__(self, config: dict) -> None:
+        global _API, _EXCHANGE_CONF
+
+        _EXCHANGE_CONF.update(config)
+        _API = _Bittrex(api_key=_EXCHANGE_CONF['key'], api_secret=_EXCHANGE_CONF['secret'])
+
+        # Check if all pairs are available
+        markets = self.get_markets()
+        exchange_name = self.name
+        for pair in _EXCHANGE_CONF['pair_whitelist']:
+            if pair not in markets:
+                raise RuntimeError('Pair {} is not available at {}'.format(pair, exchange_name))
+
+    def buy(self, pair: str, rate: float, amount: float) -> str:
+        data = _API.buy_limit(pair.replace('_', '-'), amount, rate)
+        if not data['success']:
+            raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
+        return data['result']['uuid']
+
+    def sell(self, pair: str, rate: float, amount: float) -> str:
+        data = _API.sell_limit(pair.replace('_', '-'), amount, rate)
+        if not data['success']:
+            raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
+        return data['result']['uuid']
+
+    def get_balance(self, currency: str) -> float:
+        data = _API.get_balance(currency)
+        if not data['success']:
+            raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
+        return float(data['result']['Balance'] or 0.0)
+
+    def get_ticker(self, pair: str) -> dict:
+        data = _API.get_ticker(pair.replace('_', '-'))
+        if not data['success']:
+            raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
+        return {
+            'bid': float(data['result']['Bid']),
+            'ask': float(data['result']['Ask']),
+            'last': float(data['result']['Last']),
+        }
+
+    def get_ticker_history(self, pair: str, minimum_date: Optional[arrow.Arrow] = None):
+        url = self.TICKER_METHOD
+        headers = {
+            # TODO: Set as global setting
+            'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/61.0.3163.100 Safari/537.36'
+        }
+        params = {
+            'marketName': pair.replace('_', '-'),
+            'tickInterval': self.TICKER_INTERVAL,
+            # TODO: Timestamp has no effect on API response
+            '_': minimum_date.timestamp * 1000
+        }
+        data = requests.get(url, params=params, headers=headers).json()
+        if not data['success']:
+            raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
+        return data
+
+    def cancel_order(self, order_id: str) -> None:
+        data = _API.cancel(order_id)
+        if not data['success']:
+            raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
+
+    def get_open_orders(self, pair: str) -> List[dict]:
+        data = _API.get_open_orders(pair.replace('_', '-'))
+        if not data['success']:
+            raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
+        return [{
+            'id': entry['OrderUuid'],
+            'type': entry['OrderType'],
+            'opened': entry['Opened'],
+            'rate': entry['PricePerUnit'],
+            'amount': entry['Quantity'],
+            'remaining': entry['QuantityRemaining'],
+        } for entry in data['result']]
+
+    def get_pair_detail_url(self, pair: str) -> str:
+        return self.PAIR_DETAIL_METHOD + '?MarketName={}'.format(pair.replace('_', '-'))
+
+    def get_markets(self) -> List[str]:
+        data = _API.get_markets()
+        if not data['success']:
+            raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
+        return [m['MarketName'].replace('-', '_') for m in data['result']]