Merge pull request #1750 from hroff-1902/ccxt-to-exchange-only

minor: limit usage of ccxt to freqtrade/exchange only

freqtrade/configuration.py

@@ -9,14 +9,15 @@ from argparse import Namespace
 from logging.handlers import RotatingFileHandler
 from typing import Any, Dict, List, Optional
 
-import ccxt
 from jsonschema import Draft4Validator, validate
 from jsonschema.exceptions import ValidationError, best_match
 
 from freqtrade import OperationalException, constants
+from freqtrade.exchange import is_exchange_supported, supported_exchanges
 from freqtrade.misc import deep_merge_dicts
 from freqtrade.state import RunMode
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -384,10 +385,11 @@ class Configuration(object):
         :return: True or raised an exception if the exchange if not supported
         """
         exchange = config.get('exchange', {}).get('name').lower()
-        if exchange not in ccxt.exchanges:
+        if not is_exchange_supported(exchange):
 
             exception_msg = f'Exchange "{exchange}" not supported.\n' \
-                            f'The following exchanges are supported: {", ".join(ccxt.exchanges)}'
+                            f'The following exchanges are supported: ' \
+                            f'{", ".join(supported_exchanges())}'
 
             logger.critical(exception_msg)
             raise OperationalException(

freqtrade/data/converter.py

@@ -2,9 +2,9 @@
 Functions to convert data from one format to another
 """
 import logging
+
 import pandas as pd
 from pandas import DataFrame, to_datetime
-from freqtrade.misc import timeframe_to_minutes
 
 
 logger = logging.getLogger(__name__)
@@ -58,6 +58,8 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str) -> Da
     using the previous close as price for "open", "high" "low" and "close", volume is set to 0
 
     """
+    from freqtrade.exchange import timeframe_to_minutes
+
     ohlc_dict = {
         'open': 'first',
         'high': 'max',

freqtrade/data/history.py

@@ -1,10 +1,10 @@
 """
 Handle historic data (ohlcv).
-includes:
+
+Includes:
 * load data for a pair (or a list of pairs) from disk
 * download data from exchange and store to disk
 """
-
 import logging
 from pathlib import Path
 from typing import Optional, List, Dict, Tuple, Any
@@ -15,8 +15,7 @@ from pandas import DataFrame
 from freqtrade import misc, OperationalException
 from freqtrade.arguments import TimeRange
 from freqtrade.data.converter import parse_ticker_dataframe
-from freqtrade.exchange import Exchange
-from freqtrade.misc import timeframe_to_minutes
+from freqtrade.exchange import Exchange, timeframe_to_minutes
 
 
 logger = logging.getLogger(__name__)

freqtrade/exchange/__init__.py

@@ -1,3 +1,8 @@
 from freqtrade.exchange.exchange import Exchange  # noqa: F401
+from freqtrade.exchange.exchange import (is_exchange_supported,  # noqa: F401
+                                         supported_exchanges)
+from freqtrade.exchange.exchange import (timeframe_to_seconds,  # noqa: F401
+                                         timeframe_to_minutes,
+                                         timeframe_to_msecs)
 from freqtrade.exchange.kraken import Kraken  # noqa: F401
 from freqtrade.exchange.binance import Binance  # noqa: F401

freqtrade/exchange/exchange.py

@@ -1,5 +1,7 @@
 # pragma pylint: disable=W0603
-""" Cryptocurrency Exchanges support """
+"""
+Cryptocurrency Exchanges support
+"""
 import logging
 import inspect
 from random import randint
@@ -16,7 +18,6 @@ from pandas import DataFrame
 from freqtrade import (constants, DependencyException, OperationalException,
                        TemporaryError, InvalidOrderException)
 from freqtrade.data.converter import parse_ticker_dataframe
-from freqtrade.misc import timeframe_to_seconds, timeframe_to_msecs
 
 
 logger = logging.getLogger(__name__)
@@ -138,7 +139,7 @@ class Exchange(object):
         # Find matching class for the given exchange name
         name = exchange_config['name']
 
-        if name not in ccxt_module.exchanges:
+        if not is_exchange_supported(name, ccxt_module):
             raise OperationalException(f'Exchange {name} is not supported')
 
         ex_config = {
@@ -689,3 +690,34 @@ class Exchange(object):
                 f'Could not get fee info due to {e.__class__.__name__}. Message: {e}')
         except ccxt.BaseError as e:
             raise OperationalException(e)
+
+
+def is_exchange_supported(exchange: str, ccxt_module=None) -> bool:
+    return exchange in supported_exchanges(ccxt_module)
+
+
+def supported_exchanges(ccxt_module=None) -> List[str]:
+    return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges
+
+
+def timeframe_to_seconds(ticker_interval: str) -> int:
+    """
+    Translates the timeframe interval value written in the human readable
+    form ('1m', '5m', '1h', '1d', '1w', etc.) to the number
+    of seconds for one timeframe interval.
+    """
+    return ccxt.Exchange.parse_timeframe(ticker_interval)
+
+
+def timeframe_to_minutes(ticker_interval: str) -> int:
+    """
+    Same as above, but returns minutes.
+    """
+    return ccxt.Exchange.parse_timeframe(ticker_interval) // 60
+
+
+def timeframe_to_msecs(ticker_interval: str) -> int:
+    """
+    Same as above, but returns milliseconds.
+    """
+    return ccxt.Exchange.parse_timeframe(ticker_interval) * 1000

freqtrade/freqtradebot.py

@@ -16,7 +16,7 @@ from freqtrade import (DependencyException, OperationalException, InvalidOrderEx
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
-from freqtrade.misc import timeframe_to_minutes
+from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCManager, RPCMessageType
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver, PairListResolver
@@ -460,7 +460,7 @@ class FreqtradeBot(object):
     def get_real_amount(self, trade: Trade, order: Dict) -> float:
         """
         Get real amount for the trade
-        Necessary for self.exchanges which charge fees in base currency (e.g. binance)
+        Necessary for exchanges which charge fees in base currency (e.g. binance)
         """
         order_amount = order['amount']
         # Only run for closed orders

freqtrade/misc.py

@@ -1,18 +1,17 @@
 """
 Various tool function for Freqtrade and scripts
 """
-
 import gzip
 import logging
 import re
 from datetime import datetime
 from typing import Dict
 
-from ccxt import Exchange
 import numpy as np
 from pandas import DataFrame
 import rapidjson
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -132,26 +131,3 @@ def deep_merge_dicts(source, destination):
             destination[key] = value
 
     return destination
-
-
-def timeframe_to_seconds(ticker_interval: str) -> int:
-    """
-    Translates the timeframe interval value written in the human readable
-    form ('1m', '5m', '1h', '1d', '1w', etc.) to the number
-    of seconds for one timeframe interval.
-    """
-    return Exchange.parse_timeframe(ticker_interval)
-
-
-def timeframe_to_minutes(ticker_interval: str) -> int:
-    """
-    Same as above, but returns minutes.
-    """
-    return Exchange.parse_timeframe(ticker_interval) // 60
-
-
-def timeframe_to_msecs(ticker_interval: str) -> int:
-    """
-    Same as above, but returns milliseconds.
-    """
-    return Exchange.parse_timeframe(ticker_interval) * 1000

freqtrade/optimize/backtesting.py

@@ -19,12 +19,14 @@ from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
 from freqtrade.data import history
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.misc import file_dump_json, timeframe_to_minutes
+from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.misc import file_dump_json
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
 from freqtrade.strategy.interface import SellType, IStrategy
 
+
 logger = logging.getLogger(__name__)
 
 

freqtrade/strategy/__init__.py

@@ -6,6 +6,7 @@ from freqtrade.strategy.interface import IStrategy
 # Import Default-Strategy to have hyperopt correctly resolve
 from freqtrade.strategy.default_strategy import DefaultStrategy  # noqa: F401
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -16,7 +17,6 @@ def import_strategy(strategy: IStrategy, config: dict) -> IStrategy:
     """
 
     # Copy all attributes from base class and class
-
     comb = {**strategy.__class__.__dict__, **strategy.__dict__}
 
     # Delete '_abc_impl' from dict as deepcopy fails on 3.7 with
@@ -26,6 +26,7 @@ def import_strategy(strategy: IStrategy, config: dict) -> IStrategy:
         del comb['_abc_impl']
 
     attr = deepcopy(comb)
+
     # Adjust module name
     attr['__module__'] = 'freqtrade.strategy'
 

freqtrade/strategy/interface.py

@@ -13,10 +13,11 @@ import arrow
 from pandas import DataFrame
 
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.misc import timeframe_to_minutes
+from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.persistence import Trade
 from freqtrade.wallets import Wallets
 
+
 logger = logging.getLogger(__name__)
 
 

freqtrade/tests/optimize/__init__.py

@@ -3,7 +3,7 @@ from typing import NamedTuple, List
 import arrow
 from pandas import DataFrame
 
-from freqtrade.misc import timeframe_to_minutes
+from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.strategy.interface import SellType
 
 ticker_start_time = arrow.get(2018, 10, 3)

freqtrade/tests/optimize/test_optimize.py

@@ -2,7 +2,7 @@
 from freqtrade import optimize
 from freqtrade.arguments import TimeRange
 from freqtrade.data import history
-from freqtrade.misc import timeframe_to_minutes
+from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.strategy.default_strategy import DefaultStrategy
 from freqtrade.tests.conftest import log_has, patch_exchange
 

scripts/plot_profit.py

@@ -27,10 +27,12 @@ from plotly.offline import plot
 from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
 from freqtrade.data import history
-from freqtrade.misc import common_datearray, timeframe_to_seconds
+from freqtrade.exchange import timeframe_to_seconds
+from freqtrade.misc import common_datearray
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.state import RunMode
 
+
 logger = logging.getLogger(__name__)