Reorder exchange methods
This commit is contained in:
Matthias
parent
67beda6c92
commit
4c277b3039
@ -550,6 +550,8 @@ class Exchange:
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# See also #2575 at github.
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return max(min_stake_amounts) * amount_reserve_percent
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# Dry-run methods
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def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
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rate: float, params: Dict = {}) -> Dict[str, Any]:
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order_id = f'dry_run_{side}_{datetime.now().timestamp()}'
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@ -604,6 +606,8 @@ class Exchange:
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raise InvalidOrderException(
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f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
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# Order handling
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def create_order(self, pair: str, ordertype: str, side: str, amount: float,
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rate: float, params: Dict = {}) -> Dict:
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try:
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@ -680,6 +684,128 @@ class Exchange:
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raise OperationalException(f"stoploss is not implemented for {self.name}.")
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@retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
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def fetch_order(self, order_id: str, pair: str) -> Dict:
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if self._config['dry_run']:
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return self.fetch_dry_run_order(order_id)
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try:
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return self._api.fetch_order(order_id, pair)
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except ccxt.OrderNotFound as e:
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raise RetryableOrderError(
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f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
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except ccxt.InvalidOrder as e:
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raise InvalidOrderException(
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f'Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}') from e
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except ccxt.DDoSProtection as e:
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raise DDosProtection(e) from 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 get order due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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# Assign method to fetch_stoploss_order to allow easy overriding in other classes
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fetch_stoploss_order = fetch_order
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def fetch_order_or_stoploss_order(self, order_id: str, pair: str,
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stoploss_order: bool = False) -> Dict:
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"""
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Simple wrapper calling either fetch_order or fetch_stoploss_order depending on
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the stoploss_order parameter
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:param stoploss_order: If true, uses fetch_stoploss_order, otherwise fetch_order.
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"""
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if stoploss_order:
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return self.fetch_stoploss_order(order_id, pair)
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return self.fetch_order(order_id, pair)
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def check_order_canceled_empty(self, order: Dict) -> bool:
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"""
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Verify if an order has been cancelled without being partially filled
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:param order: Order dict as returned from fetch_order()
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:return: True if order has been cancelled without being filled, False otherwise.
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"""
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return (order.get('status') in ('closed', 'canceled', 'cancelled')
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and order.get('filled') == 0.0)
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@retrier
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def cancel_order(self, order_id: str, pair: str) -> Dict:
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if self._config['dry_run']:
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try:
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order = self.fetch_dry_run_order(order_id)
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order.update({'status': 'canceled', 'filled': 0.0, 'remaining': order['amount']})
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return order
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except InvalidOrderException:
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return {}
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try:
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return self._api.cancel_order(order_id, pair)
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except ccxt.InvalidOrder as e:
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raise InvalidOrderException(
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f'Could not cancel order. Message: {e}') from e
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except ccxt.DDoSProtection as e:
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raise DDosProtection(e) from 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 cancel order due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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# Assign method to cancel_stoploss_order to allow easy overriding in other classes
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cancel_stoploss_order = cancel_order
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def is_cancel_order_result_suitable(self, corder) -> bool:
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if not isinstance(corder, dict):
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return False
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required = ('fee', 'status', 'amount')
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return all(k in corder for k in required)
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def cancel_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
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"""
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Cancel order returning a result.
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Creates a fake result if cancel order returns a non-usable result
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and fetch_order does not work (certain exchanges don't return cancelled orders)
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:param order_id: Orderid to cancel
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:param pair: Pair corresponding to order_id
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:param amount: Amount to use for fake response
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:return: Result from either cancel_order if usable, or fetch_order
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"""
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try:
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corder = self.cancel_order(order_id, pair)
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if self.is_cancel_order_result_suitable(corder):
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return corder
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except InvalidOrderException:
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logger.warning(f"Could not cancel order {order_id} for {pair}.")
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try:
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order = self.fetch_order(order_id, pair)
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except InvalidOrderException:
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logger.warning(f"Could not fetch cancelled order {order_id}.")
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order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
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return order
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def cancel_stoploss_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
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"""
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Cancel stoploss order returning a result.
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Creates a fake result if cancel order returns a non-usable result
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and fetch_order does not work (certain exchanges don't return cancelled orders)
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:param order_id: stoploss-order-id to cancel
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:param pair: Pair corresponding to order_id
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:param amount: Amount to use for fake response
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:return: Result from either cancel_order if usable, or fetch_order
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"""
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corder = self.cancel_stoploss_order(order_id, pair)
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if self.is_cancel_order_result_suitable(corder):
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return corder
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try:
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order = self.fetch_stoploss_order(order_id, pair)
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except InvalidOrderException:
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logger.warning(f"Could not fetch cancelled stoploss order {order_id}.")
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order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
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return order
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@retrier
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def get_balances(self) -> dict:
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@ -726,6 +852,8 @@ class Exchange:
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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# Pricing info
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@retrier
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def fetch_ticker(self, pair: str) -> dict:
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try:
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@ -742,6 +870,47 @@ class Exchange:
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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@staticmethod
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def get_next_limit_in_list(limit: int, limit_range: Optional[List[int]],
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range_required: bool = True):
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"""
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Get next greater value in the list.
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Used by fetch_l2_order_book if the api only supports a limited range
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"""
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if not limit_range:
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return limit
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result = min([x for x in limit_range if limit <= x] + [max(limit_range)])
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if not range_required and limit > result:
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# Range is not required - we can use None as parameter.
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return None
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return result
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@retrier
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def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
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"""
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Get L2 order book from exchange.
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Can be limited to a certain amount (if supported).
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Returns a dict in the format
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{'asks': [price, volume], 'bids': [price, volume]}
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"""
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limit1 = self.get_next_limit_in_list(limit, self._ft_has['l2_limit_range'],
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self._ft_has['l2_limit_range_required'])
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try:
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return self._api.fetch_l2_order_book(pair, limit1)
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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 order book.'
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f'Message: {e}') from e
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except ccxt.DDoSProtection as e:
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raise DDosProtection(e) from 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 get order book due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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def get_historic_ohlcv(self, pair: str, timeframe: str,
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since_ms: int) -> List:
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"""
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@ -1067,169 +1236,6 @@ class Exchange:
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self._async_get_trade_history(pair=pair, since=since,
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until=until, from_id=from_id))
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def check_order_canceled_empty(self, order: Dict) -> bool:
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"""
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Verify if an order has been cancelled without being partially filled
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:param order: Order dict as returned from fetch_order()
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:return: True if order has been cancelled without being filled, False otherwise.
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"""
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return (order.get('status') in ('closed', 'canceled', 'cancelled')
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and order.get('filled') == 0.0)
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@retrier
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def cancel_order(self, order_id: str, pair: str) -> Dict:
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if self._config['dry_run']:
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try:
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order = self.fetch_dry_run_order(order_id)
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order.update({'status': 'canceled', 'filled': 0.0, 'remaining': order['amount']})
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return order
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except InvalidOrderException:
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return {}
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try:
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return self._api.cancel_order(order_id, pair)
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except ccxt.InvalidOrder as e:
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raise InvalidOrderException(
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f'Could not cancel order. Message: {e}') from e
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except ccxt.DDoSProtection as e:
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raise DDosProtection(e) from 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 cancel order due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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# Assign method to cancel_stoploss_order to allow easy overriding in other classes
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cancel_stoploss_order = cancel_order
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def is_cancel_order_result_suitable(self, corder) -> bool:
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if not isinstance(corder, dict):
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return False
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required = ('fee', 'status', 'amount')
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return all(k in corder for k in required)
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def cancel_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
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"""
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Cancel order returning a result.
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Creates a fake result if cancel order returns a non-usable result
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and fetch_order does not work (certain exchanges don't return cancelled orders)
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:param order_id: Orderid to cancel
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:param pair: Pair corresponding to order_id
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:param amount: Amount to use for fake response
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:return: Result from either cancel_order if usable, or fetch_order
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"""
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try:
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corder = self.cancel_order(order_id, pair)
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if self.is_cancel_order_result_suitable(corder):
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return corder
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except InvalidOrderException:
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logger.warning(f"Could not cancel order {order_id} for {pair}.")
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try:
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order = self.fetch_order(order_id, pair)
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except InvalidOrderException:
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logger.warning(f"Could not fetch cancelled order {order_id}.")
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order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
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return order
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def cancel_stoploss_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
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"""
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Cancel stoploss order returning a result.
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Creates a fake result if cancel order returns a non-usable result
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and fetch_order does not work (certain exchanges don't return cancelled orders)
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:param order_id: stoploss-order-id to cancel
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:param pair: Pair corresponding to order_id
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:param amount: Amount to use for fake response
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:return: Result from either cancel_order if usable, or fetch_order
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"""
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corder = self.cancel_stoploss_order(order_id, pair)
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if self.is_cancel_order_result_suitable(corder):
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return corder
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try:
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order = self.fetch_stoploss_order(order_id, pair)
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except InvalidOrderException:
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logger.warning(f"Could not fetch cancelled stoploss order {order_id}.")
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order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
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return order
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@retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
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def fetch_order(self, order_id: str, pair: str) -> Dict:
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if self._config['dry_run']:
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return self.fetch_dry_run_order(order_id)
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try:
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return self._api.fetch_order(order_id, pair)
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except ccxt.OrderNotFound as e:
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raise RetryableOrderError(
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f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
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except ccxt.InvalidOrder as e:
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raise InvalidOrderException(
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f'Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}') from e
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except ccxt.DDoSProtection as e:
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raise DDosProtection(e) from 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 get order due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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# Assign method to fetch_stoploss_order to allow easy overriding in other classes
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fetch_stoploss_order = fetch_order
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def fetch_order_or_stoploss_order(self, order_id: str, pair: str,
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stoploss_order: bool = False) -> Dict:
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"""
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Simple wrapper calling either fetch_order or fetch_stoploss_order depending on
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the stoploss_order parameter
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:param stoploss_order: If true, uses fetch_stoploss_order, otherwise fetch_order.
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"""
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if stoploss_order:
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return self.fetch_stoploss_order(order_id, pair)
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return self.fetch_order(order_id, pair)
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@staticmethod
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def get_next_limit_in_list(limit: int, limit_range: Optional[List[int]],
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range_required: bool = True):
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"""
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Get next greater value in the list.
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Used by fetch_l2_order_book if the api only supports a limited range
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"""
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if not limit_range:
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return limit
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result = min([x for x in limit_range if limit <= x] + [max(limit_range)])
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if not range_required and limit > result:
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# Range is not required - we can use None as parameter.
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return None
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return result
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@retrier
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def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
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"""
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Get L2 order book from exchange.
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Can be limited to a certain amount (if supported).
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Returns a dict in the format
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{'asks': [price, volume], 'bids': [price, volume]}
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"""
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limit1 = self.get_next_limit_in_list(limit, self._ft_has['l2_limit_range'],
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self._ft_has['l2_limit_range_required'])
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try:
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return self._api.fetch_l2_order_book(pair, limit1)
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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 order book.'
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f'Message: {e}') from e
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except ccxt.DDoSProtection as e:
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raise DDosProtection(e) from 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 get order book due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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@retrier
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def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
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"""
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