Further reorder exchange methods
This commit is contained in:
Matthias
parent
4c277b3039
commit
4e1425023e
@ -911,6 +911,128 @@ class Exchange:
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except ccxt.BaseError as e:
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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raise OperationalException(e) from e
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# Fee handling
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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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Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
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The "since" argument passed in is coming from the database and is in UTC,
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as timezone-native datetime object.
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From the python documentation:
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> Naive datetime instances are assumed to represent local time
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Therefore, calling "since.timestamp()" will get the UTC timestamp, after applying the
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transformation from local timezone to UTC.
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This works for timezones UTC+ since then the result will contain trades from a few hours
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instead of from the last 5 seconds, however fails for UTC- timezones,
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since we're then asking for trades with a "since" argument in the future.
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:param order_id order_id: Order-id as given when creating the order
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:param pair: Pair the order is for
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:param since: datetime object of the order creation time. Assumes object is in UTC.
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"""
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if self._config['dry_run']:
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return []
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if not self.exchange_has('fetchMyTrades'):
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return []
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try:
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# Allow 5s offset to catch slight time offsets (discovered in #1185)
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# since needs to be int in milliseconds
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my_trades = self._api.fetch_my_trades(
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pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000))
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matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
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return matched_trades
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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 trades 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_order_id_conditional(self, order: Dict[str, Any]) -> str:
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return order['id']
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@retrier
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def get_fee(self, symbol: str, type: str = '', side: str = '', amount: float = 1,
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price: float = 1, taker_or_maker: str = 'maker') -> float:
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try:
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if self._config['dry_run'] and self._config.get('fee', None) is not None:
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return self._config['fee']
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# validate that markets are loaded before trying to get fee
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if self._api.markets is None or len(self._api.markets) == 0:
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self._api.load_markets()
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return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
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price=price, takerOrMaker=taker_or_maker)['rate']
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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 fee info 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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@staticmethod
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def order_has_fee(order: Dict) -> bool:
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"""
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Verifies if the passed in order dict has the needed keys to extract fees,
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and that these keys (currency, cost) are not empty.
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:param order: Order or trade (one trade) dict
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:return: True if the fee substructure contains currency and cost, false otherwise
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"""
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if not isinstance(order, dict):
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return False
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return ('fee' in order and order['fee'] is not None
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and (order['fee'].keys() >= {'currency', 'cost'})
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and order['fee']['currency'] is not None
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and order['fee']['cost'] is not None
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)
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def calculate_fee_rate(self, order: Dict) -> Optional[float]:
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"""
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Calculate fee rate if it's not given by the exchange.
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:param order: Order or trade (one trade) dict
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"""
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if order['fee'].get('rate') is not None:
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return order['fee'].get('rate')
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fee_curr = order['fee']['currency']
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# Calculate fee based on order details
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if fee_curr in self.get_pair_base_currency(order['symbol']):
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# Base currency - divide by amount
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return round(
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order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
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elif fee_curr in self.get_pair_quote_currency(order['symbol']):
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# Quote currency - divide by cost
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return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None
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else:
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# If Fee currency is a different currency
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if not order['cost']:
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# If cost is None or 0.0 -> falsy, return None
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return None
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try:
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comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency'])
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tick = self.fetch_ticker(comb)
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fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask')
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return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
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except ExchangeError:
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return None
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def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
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"""
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Extract tuple of cost, currency, rate.
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Requires order_has_fee to run first!
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:param order: Order or trade (one trade) dict
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:return: Tuple with cost, currency, rate of the given fee dict
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"""
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return (order['fee']['cost'],
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order['fee']['currency'],
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self.calculate_fee_rate(order))
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# Historic data
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def get_historic_ohlcv(self, pair: str, timeframe: str,
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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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since_ms: int) -> List:
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"""
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"""
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@ -1078,6 +1200,8 @@ class Exchange:
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raise OperationalException(f'Could not fetch historical candle (OHLCV) data '
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raise OperationalException(f'Could not fetch historical candle (OHLCV) data '
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f'for pair {pair}. Message: {e}') from e
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f'for pair {pair}. Message: {e}') from e
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# Fetch historic trades
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@retrier_async
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@retrier_async
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async def _async_fetch_trades(self, pair: str,
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async def _async_fetch_trades(self, pair: str,
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since: Optional[int] = None,
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since: Optional[int] = None,
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@ -1236,124 +1360,6 @@ class Exchange:
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self._async_get_trade_history(pair=pair, since=since,
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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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until=until, from_id=from_id))
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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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Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
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The "since" argument passed in is coming from the database and is in UTC,
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as timezone-native datetime object.
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From the python documentation:
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> Naive datetime instances are assumed to represent local time
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Therefore, calling "since.timestamp()" will get the UTC timestamp, after applying the
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transformation from local timezone to UTC.
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This works for timezones UTC+ since then the result will contain trades from a few hours
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instead of from the last 5 seconds, however fails for UTC- timezones,
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since we're then asking for trades with a "since" argument in the future.
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:param order_id order_id: Order-id as given when creating the order
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:param pair: Pair the order is for
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:param since: datetime object of the order creation time. Assumes object is in UTC.
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"""
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if self._config['dry_run']:
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return []
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if not self.exchange_has('fetchMyTrades'):
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return []
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try:
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# Allow 5s offset to catch slight time offsets (discovered in #1185)
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# since needs to be int in milliseconds
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my_trades = self._api.fetch_my_trades(
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pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000))
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matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
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return matched_trades
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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 trades 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_order_id_conditional(self, order: Dict[str, Any]) -> str:
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return order['id']
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@retrier
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def get_fee(self, symbol: str, type: str = '', side: str = '', amount: float = 1,
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price: float = 1, taker_or_maker: str = 'maker') -> float:
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try:
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if self._config['dry_run'] and self._config.get('fee', None) is not None:
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return self._config['fee']
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# validate that markets are loaded before trying to get fee
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if self._api.markets is None or len(self._api.markets) == 0:
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self._api.load_markets()
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return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
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price=price, takerOrMaker=taker_or_maker)['rate']
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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 fee info 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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@staticmethod
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def order_has_fee(order: Dict) -> bool:
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"""
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Verifies if the passed in order dict has the needed keys to extract fees,
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and that these keys (currency, cost) are not empty.
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:param order: Order or trade (one trade) dict
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:return: True if the fee substructure contains currency and cost, false otherwise
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"""
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if not isinstance(order, dict):
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return False
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return ('fee' in order and order['fee'] is not None
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and (order['fee'].keys() >= {'currency', 'cost'})
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and order['fee']['currency'] is not None
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and order['fee']['cost'] is not None
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)
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def calculate_fee_rate(self, order: Dict) -> Optional[float]:
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"""
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Calculate fee rate if it's not given by the exchange.
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:param order: Order or trade (one trade) dict
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"""
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if order['fee'].get('rate') is not None:
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return order['fee'].get('rate')
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fee_curr = order['fee']['currency']
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# Calculate fee based on order details
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if fee_curr in self.get_pair_base_currency(order['symbol']):
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# Base currency - divide by amount
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return round(
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order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
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elif fee_curr in self.get_pair_quote_currency(order['symbol']):
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# Quote currency - divide by cost
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return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None
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else:
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# If Fee currency is a different currency
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if not order['cost']:
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# If cost is None or 0.0 -> falsy, return None
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return None
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try:
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comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency'])
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tick = self.fetch_ticker(comb)
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fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask')
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return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
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except ExchangeError:
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return None
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def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
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"""
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Extract tuple of cost, currency, rate.
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Requires order_has_fee to run first!
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:param order: Order or trade (one trade) dict
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:return: Tuple with cost, currency, rate of the given fee dict
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"""
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return (order['fee']['cost'],
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order['fee']['currency'],
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self.calculate_fee_rate(order))
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def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
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def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
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return exchange_name in ccxt_exchanges(ccxt_module)
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return exchange_name in ccxt_exchanges(ccxt_module)
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