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Merge pull request #1680 from hroff-1902/wallets_and_exchange_cleanup

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Minor: Wallet and exchange cleanup
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Matthias 2019-03-20 19:31:02 +01:00 committed by GitHub
commit 65f5aa59e6
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5 changed files with 57 additions and 52 deletions
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2
freqtrade/constants.py
View File

@ -20,6 +20,7 @@ REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
ORDERTYPE_POSSIBILITIES = ['limit', 'market']
ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList']
DRY_RUN_WALLET = 999.9
TICKER_INTERVAL_MINUTES = {
'1m': 1,
@ -60,6 +61,7 @@ CONF_SCHEMA = {
},
'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
'dry_run': {'type': 'boolean'},
'dry_run_wallet': {'type': 'number'},
'process_only_new_candles': {'type': 'boolean'},
'minimal_roi': {
'type': 'object',

24
freqtrade/exchange/exchange.py
View File

@ -66,7 +66,7 @@ def retrier(f):
class Exchange(object):
_conf: Dict = {}
_config: Dict = {}
_params: Dict = {}
# Dict to specify which options each exchange implements
@ -82,7 +82,7 @@ class Exchange(object):
it does basic validation whether the specified exchange and pairs are valid.
:return: None
"""
self._conf.update(config)
self._config.update(config)
self._cached_ticker: Dict[str, Any] = {}
@ -239,7 +239,7 @@ class Exchange(object):
logger.warning('Unable to validate pairs (assuming they are correct).')
# return
stake_cur = self._conf['stake_currency']
stake_cur = self._config['stake_currency']
for pair in pairs:
# Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
# TODO: add a support for having coins in BTC/USDT format
@ -374,7 +374,7 @@ class Exchange(object):
def buy(self, pair: str, ordertype: str, amount: float,
rate: float, time_in_force) -> Dict:
if self._conf['dry_run']:
if self._config['dry_run']:
dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate)
return dry_order
@ -387,7 +387,7 @@ class Exchange(object):
def sell(self, pair: str, ordertype: str, amount: float,
rate: float, time_in_force='gtc') -> Dict:
if self._conf['dry_run']:
if self._config['dry_run']:
dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate)
return dry_order
@ -412,7 +412,7 @@ class Exchange(object):
raise OperationalException(
'In stoploss limit order, stop price should be more than limit price')
if self._conf['dry_run']:
if self._config['dry_run']:
dry_order = self.dry_run_order(
pair, ordertype, "sell", amount, stop_price)
return dry_order
@ -427,8 +427,8 @@ class Exchange(object):
@retrier
def get_balance(self, currency: str) -> float:
if self._conf['dry_run']:
return 999.9
if self._config['dry_run']:
return constants.DRY_RUN_WALLET
# ccxt exception is already handled by get_balances
balances = self.get_balances()
@ -440,7 +440,7 @@ class Exchange(object):
@retrier
def get_balances(self) -> dict:
if self._conf['dry_run']:
if self._config['dry_run']:
return {}
try:
@ -611,7 +611,7 @@ class Exchange(object):
@retrier
def cancel_order(self, order_id: str, pair: str) -> None:
if self._conf['dry_run']:
if self._config['dry_run']:
return
try:
@ -627,7 +627,7 @@ class Exchange(object):
@retrier
def get_order(self, order_id: str, pair: str) -> Dict:
if self._conf['dry_run']:
if self._config['dry_run']:
order = self._dry_run_open_orders[order_id]
return order
try:
@ -664,7 +664,7 @@ class Exchange(object):
@retrier
def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
if self._conf['dry_run']:
if self._config['dry_run']:
return []
if not self.exchange_has('fetchMyTrades'):
return []

2
freqtrade/freqtradebot.py
View File

@ -63,7 +63,7 @@ class FreqtradeBot(object):
exchange_name = self.config.get('exchange', {}).get('name', 'bittrex').title()
self.exchange = ExchangeResolver(exchange_name, self.config).exchange
self.wallets = Wallets(self.exchange)
self.wallets = Wallets(self.config, self.exchange)
self.dataprovider = DataProvider(self.config, self.exchange)
# Attach Dataprovider to Strategy baseclass

42
freqtrade/tests/test_wallets.py
View File

@ -23,13 +23,13 @@ def test_sync_wallet_at_boot(mocker, default_conf):
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert len(freqtrade.wallets.wallets) == 2
assert freqtrade.wallets.wallets['BNT'].free == 1.0
assert freqtrade.wallets.wallets['BNT'].used == 2.0
assert freqtrade.wallets.wallets['BNT'].total == 3.0
assert freqtrade.wallets.wallets['GAS'].free == 0.260739
assert freqtrade.wallets.wallets['GAS'].used == 0.0
assert freqtrade.wallets.wallets['GAS'].total == 0.260739
assert len(freqtrade.wallets._wallets) == 2
assert freqtrade.wallets._wallets['BNT'].free == 1.0
assert freqtrade.wallets._wallets['BNT'].used == 2.0
assert freqtrade.wallets._wallets['BNT'].total == 3.0
assert freqtrade.wallets._wallets['GAS'].free == 0.260739
assert freqtrade.wallets._wallets['GAS'].used == 0.0
assert freqtrade.wallets._wallets['GAS'].total == 0.260739
assert freqtrade.wallets.get_free('BNT') == 1.0
mocker.patch.multiple(
@ -50,13 +50,13 @@ def test_sync_wallet_at_boot(mocker, default_conf):
freqtrade.wallets.update()
assert len(freqtrade.wallets.wallets) == 2
assert freqtrade.wallets.wallets['BNT'].free == 1.2
assert freqtrade.wallets.wallets['BNT'].used == 1.9
assert freqtrade.wallets.wallets['BNT'].total == 3.5
assert freqtrade.wallets.wallets['GAS'].free == 0.270739
assert freqtrade.wallets.wallets['GAS'].used == 0.1
assert freqtrade.wallets.wallets['GAS'].total == 0.260439
assert len(freqtrade.wallets._wallets) == 2
assert freqtrade.wallets._wallets['BNT'].free == 1.2
assert freqtrade.wallets._wallets['BNT'].used == 1.9
assert freqtrade.wallets._wallets['BNT'].total == 3.5
assert freqtrade.wallets._wallets['GAS'].free == 0.270739
assert freqtrade.wallets._wallets['GAS'].used == 0.1
assert freqtrade.wallets._wallets['GAS'].total == 0.260439
assert freqtrade.wallets.get_free('GAS') == 0.270739
assert freqtrade.wallets.get_used('GAS') == 0.1
assert freqtrade.wallets.get_total('GAS') == 0.260439
@ -81,11 +81,11 @@ def test_sync_wallet_missing_data(mocker, default_conf):
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert len(freqtrade.wallets.wallets) == 2
assert freqtrade.wallets.wallets['BNT'].free == 1.0
assert freqtrade.wallets.wallets['BNT'].used == 2.0
assert freqtrade.wallets.wallets['BNT'].total == 3.0
assert freqtrade.wallets.wallets['GAS'].free == 0.260739
assert freqtrade.wallets.wallets['GAS'].used is None
assert freqtrade.wallets.wallets['GAS'].total == 0.260739
assert len(freqtrade.wallets._wallets) == 2
assert freqtrade.wallets._wallets['BNT'].free == 1.0
assert freqtrade.wallets._wallets['BNT'].used == 2.0
assert freqtrade.wallets._wallets['BNT'].total == 3.0
assert freqtrade.wallets._wallets['GAS'].free == 0.260739
assert freqtrade.wallets._wallets['GAS'].used is None
assert freqtrade.wallets._wallets['GAS'].total == 0.260739
assert freqtrade.wallets.get_free('GAS') == 0.260739

39
freqtrade/wallets.py
View File

@ -1,15 +1,16 @@
# pragma pylint: disable=W0603
""" Wallet """
import logging
from typing import Dict, Any, NamedTuple
from typing import Dict, NamedTuple
from freqtrade.exchange import Exchange
from freqtrade import constants
logger = logging.getLogger(__name__)
# wallet data structure
class Wallet(NamedTuple):
exchange: str
currency: str
free: float = 0
used: float = 0
@ -18,17 +19,19 @@ class Wallet(NamedTuple):
class Wallets(object):
def __init__(self, exchange: Exchange) -> None:
self.exchange = exchange
self.wallets: Dict[str, Any] = {}
def __init__(self, config: dict, exchange: Exchange) -> None:
self._config = config
self._exchange = exchange
self._wallets: Dict[str, Wallet] = {}
self.update()
def get_free(self, currency) -> float:
if self.exchange._conf['dry_run']:
return 999.9
if self._config['dry_run']:
return self._config.get('dry_run_wallet', constants.DRY_RUN_WALLET)
balance = self.wallets.get(currency)
balance = self._wallets.get(currency)
if balance and balance.free:
return balance.free
else:
@ -36,10 +39,10 @@ class Wallets(object):
def get_used(self, currency) -> float:
if self.exchange._conf['dry_run']:
return 999.9
if self._config['dry_run']:
return self._config.get('dry_run_wallet', constants.DRY_RUN_WALLET)
balance = self.wallets.get(currency)
balance = self._wallets.get(currency)
if balance and balance.used:
return balance.used
else:
@ -47,25 +50,25 @@ class Wallets(object):
def get_total(self, currency) -> float:
if self.exchange._conf['dry_run']:
return 999.9
if self._config['dry_run']:
return self._config.get('dry_run_wallet', constants.DRY_RUN_WALLET)
balance = self.wallets.get(currency)
balance = self._wallets.get(currency)
if balance and balance.total:
return balance.total
else:
return 0
def update(self) -> None:
balances = self.exchange.get_balances()
balances = self._exchange.get_balances()
for currency in balances:
self.wallets[currency] = Wallet(
self.exchange.id,
self._wallets[currency] = Wallet(
currency,
balances[currency].get('free', None),
balances[currency].get('used', None),
balances[currency].get('total', None)
)
logger.info('Wallets synced ...')
logger.info('Wallets synced.')