Merge branch 'feat/objectify-ccxt' into ccxt-objectify-pr1

config.json.example

@@ -13,19 +13,19 @@
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
         "pair_whitelist": [
-            "BTC_ETH",
+            "ETH/BTC",
-            "BTC_LTC",
+            "LTC/BTC",
-            "BTC_ETC",
+            "ETC/BTC",
-            "BTC_DASH",
+            "DASH/BTC",
-            "BTC_ZEC",
+            "ZEC/BTC",
-            "BTC_XLM",
+            "XLM/BTC",
-            "BTC_NXT",
+            "NXT/BTC",
-            "BTC_POWR",
+            "POWR/BTC",
-            "BTC_ADA",
+            "ADA/BTC",
-            "BTC_XMR"
+            "XMR/BTC"
         ],
         "pair_blacklist": [
-            "BTC_DOGE"
+            "DOGE/BTC"
         ]
     },
     "experimental": {

config_full.json.example

@@ -21,19 +21,19 @@
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
         "pair_whitelist": [
-            "BTC_ETH",
+            "ETH/BTC",
-            "BTC_LTC",
+            "LTC/BTC",
-            "BTC_ETC",
+            "ETC/BTC",
-            "BTC_DASH",
+            "DASH/BTC",
-            "BTC_ZEC",
+            "ZEC/BTC",
-            "BTC_XLM",
+            "XLM/BTC",
-            "BTC_NXT",
+            "NXT/BTC",
-            "BTC_POWR",
+            "POWR/BTC",
-            "BTC_ADA",
+            "ADA/BTC",
-            "BTC_XMR"
+            "XMR/BTC"
         ],
         "pair_blacklist": [
-            "BTC_DOGE"
+            "DOGE/BTC"
         ]
     },
     "experimental": {

freqtrade/analyze.py

@@ -44,12 +44,14 @@ class Analyze(object):
         :param ticker: See exchange.get_ticker_history
         :return: DataFrame
         """
-        columns = {'C': 'close', 'V': 'volume', 'O': 'open', 'H': 'high', 'L': 'low', 'T': 'date'}
+        cols = ['date', 'open', 'high', 'low', 'close', 'volume']
-        frame = DataFrame(ticker) \
+        frame = DataFrame(ticker, columns=cols)
-            .rename(columns=columns)
+
-        if 'BV' in frame:
+        frame['date'] = to_datetime(frame['date'],
-            frame.drop('BV', 1, inplace=True)
+                                    unit='ms',
-        frame['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True)
+                                    utc=True,
+                                    infer_datetime_format=True)
+
         frame.sort_values('date', inplace=True)
         return frame
 

freqtrade/exchange/__init__.py

@@ -2,8 +2,11 @@
 """ Cryptocurrency Exchanges support """
 import enum
 import logging
+import ccxt
 from random import randint
 from typing import List, Dict, Any, Optional
+from cachetools import cached, TTLCache
+from datetime import datetime
 
 import ccxt
 import arrow
@@ -11,10 +14,12 @@ from cachetools import cached, TTLCache
 
 from freqtrade import OperationalException, DependencyException, NetworkException
 
+
 logger = logging.getLogger(__name__)
 
 # Current selected exchange
 _API: ccxt.Exchange = None
+
 _CONF: dict = {}
 API_RETRY_COUNT = 4
 
@@ -23,7 +28,6 @@ _DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
 
 _TICKER_CACHE: dict = {}
 
-
 def retrier(f):
     def wrapper(*args, **kwargs):
         count = kwargs.pop('count', API_RETRY_COUNT)
@@ -85,6 +89,10 @@ def validate_pairs(pairs: List[str]) -> None:
     :param pairs: list of pairs
     :return: None
     """
+
+    if not _API.markets:
+        _API.load_markets()
+
     try:
         markets = _API.load_markets()
     except ccxt.BaseError as e:
@@ -314,7 +322,15 @@ def get_markets() -> List[dict]:
 
 
 def get_name() -> str:
-    return _API.name
+    return _API.__class__.__name__.capitalize()
+
+
+def get_fee_maker() -> float:
+    return _API.fees['trading']['maker']
+
+
+def get_fee_taker() -> float:
+    return _API.fees['trading']['taker']
 
 
 def get_fee() -> float:

freqtrade/freqtradebot.py

@@ -193,13 +193,12 @@ class FreqtradeBot(object):
         :return: List of pairs
         """
         summaries = sorted(
-            (s for s in exchange.get_market_summaries() if
+            (v for s, v in exchange.get_market_summaries().items() if v['symbol'].endswith(base_currency)),
-             s['MarketName'].startswith(base_currency)),
+            key=lambda v: v.get('info').get(key) or 0.0,
-            key=lambda s: s.get(key) or 0.0,
             reverse=True
         )
 
-        return [s['MarketName'].replace('-', '_') for s in summaries]
+        return [s['symbol'] for s in summaries]
 
     def _refresh_whitelist(self, whitelist: List[str]) -> List[str]:
         """
@@ -212,15 +211,15 @@ class FreqtradeBot(object):
         sanitized_whitelist = whitelist
         health = exchange.get_wallet_health()
         known_pairs = set()
-        for status in health:
+        for symbol, status in health.items():
-            pair = '{}_{}'.format(self.config['stake_currency'], status['Currency'])
+            pair = f"{status['base']}/{self.config['stake_currency']}"
             # pair is not int the generated dynamic market, or in the blacklist ... ignore it
             if pair not in whitelist or pair in self.config['exchange'].get('pair_blacklist', []):
                 continue
             # else the pair is valid
             known_pairs.add(pair)
             # Market is not active
-            if not status['IsActive']:
+            if not status['active']:
                 sanitized_whitelist.remove(pair)
                 self.logger.info(
                     'Ignoring %s from whitelist (reason: %s).',
@@ -313,7 +312,7 @@ class FreqtradeBot(object):
             pair=pair,
             stake_amount=stake_amount,
             amount=amount,
-            fee=exchange.get_fee(),
+            fee=exchange.get_fee_maker(),
             open_rate=buy_limit,
             open_date=datetime.utcnow(),
             exchange=exchange.get_name().upper(),

freqtrade/misc.py

@@ -72,3 +72,11 @@ def file_dump_json(filename, data) -> None:
     """
     with open(filename, 'w') as fp:
         json.dump(data, fp, default=str)
+
+
+def format_ms_time(date: str) -> str:
+    """
+    convert MS date to readable format.
+    : epoch-string in ms
+    """
+    return datetime.fromtimestamp(date/1000.0).strftime('%Y-%m-%dT%H:%M:%S')

freqtrade/optimize/__init__.py

@@ -35,7 +35,7 @@ def load_tickerdata_file(
     """
     path = make_testdata_path(datadir)
     file = os.path.join(path, '{pair}-{ticker_interval}.json'.format(
-        pair=pair,
+        pair=pair.replace('/', '_'),
         ticker_interval=ticker_interval,
     ))
     gzipfile = file + '.gz'
@@ -126,7 +126,7 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
         interval
     )
 
-    filepair = pair.replace("-", "_")
+    filepair = pair.replace("/", "_")
     filename = os.path.join(path, '{pair}-{interval}.json'.format(
         pair=filepair,
         interval=interval,
@@ -135,8 +135,8 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
     if os.path.isfile(filename):
         with open(filename, "rt") as file:
             data = json.load(file)
-        logger.debug("Current Start: %s", data[1]['T'])
+        logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]))
-        logger.debug("Current End: %s", data[-1:][0]['T'])
+        logger.debug("Current End: %s", misc.format_ms_time(data[-1:][0][0]))
     else:
         data = []
         logger.debug("Current Start: None")
@@ -146,9 +146,9 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
     for row in new_data:
         if row not in data:
             data.append(row)
-    logger.debug("New Start: %s", data[1]['T'])
+    logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))
-    logger.debug("New End: %s", data[-1:][0]['T'])
+    logger.debug("New End: %s", misc.format_ms_time(data[-1:][0][0]))
-    data = sorted(data, key=lambda data: data['T'])
+    data = sorted(data, key=lambda data: data[0])
 
     misc.file_dump_json(filename, data)
 

freqtrade/optimize/backtesting.py

@@ -12,6 +12,7 @@ from pandas import DataFrame, Series
 from tabulate import tabulate
 
 import freqtrade.optimize as optimize
+import freqtrade.exchange as exchange
 from freqtrade import exchange
 from freqtrade.analyze import Analyze
 from freqtrade.arguments import Arguments
@@ -52,7 +53,11 @@ class Backtesting(object):
         self.tickerdata_to_dataframe = self.analyze.tickerdata_to_dataframe
         self.populate_buy_trend = self.analyze.populate_buy_trend
         self.populate_sell_trend = self.analyze.populate_sell_trend
-        exchange._API = ccxt.bittrex({'key': '', 'secret': ''})
+
+        # Reset keys for backtesting
+        self.config['exchange']['key'] = ''
+        self.config['exchange']['secret'] = ''
+        exchange.init(self.config)
 
     @staticmethod
     def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:

freqtrade/tests/conftest.py

@@ -128,32 +128,31 @@ def ticker_sell_down():
 
 @pytest.fixture
 def health():
-    return MagicMock(return_value=[{
+    return MagicMock(return_value={
-        'Currency': 'BTC',
+        "ETH/BTC": {
-        'IsActive': True,
+            'base': 'ETH',
+            'active': True,
             'LastChecked': '2017-11-13T20:15:00.00',
             'Notice': None
-    }, {
+        },
-        'Currency': 'ETH',
+        "TRST/BTC": {
-        'IsActive': True,
+            'base': 'TRST',
+            'active': True,
             'LastChecked': '2017-11-13T20:15:00.00',
             'Notice': None
-    }, {
+        },
-        'Currency': 'TRST',
+        "SWT/BTC": {
-        'IsActive': True,
+            'base': 'SWT',
+            'active': True,
             'LastChecked': '2017-11-13T20:15:00.00',
             'Notice': None
-    }, {
+        },
-        'Currency': 'SWT',
+        "BCC/BTC": {
-        'IsActive': True,
+            'base': 'BCC',
+            'active': False,
             'LastChecked': '2017-11-13T20:15:00.00',
             'Notice': None
-    }, {
+        }})
-        'Currency': 'BCC',
-        'IsActive': False,
-        'LastChecked': '2017-11-13T20:15:00.00',
-        'Notice': None
-    }])
 
 
 @pytest.fixture
@@ -336,4 +335,3 @@ def result():
 # that inserts a trade of some type and open-status
 # return the open-order-id
 # See tests in rpc/main that could use this
-

freqtrade/tests/exchange/test_exchange.py

@@ -334,7 +334,8 @@ def test_get_ticker_history(default_conf, mocker):
     type(api_mock).has = has
     api_mock.fetch_ohlcv = MagicMock(return_value=tick)
     mocker.patch('freqtrade.exchange._API', api_mock)
-
+    mocker.patch('freqtrade.exchange._API.has', {'fetchOHLCV': True})
+    mocker.patch('freqtrade.exchange._API.fetch_ohlcv', return_value=tick)
     # retrieve original ticker
     ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
     assert ticks[0]['O'] == 1

freqtrade/tests/rpc/test_rpc.py

@@ -59,7 +59,7 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None:
     result_message = [
         '*Trade ID:* `1`\n'
         '*Current Pair:* '
-        '[BTC_ETH](https://www.bittrex.com/Market/Index?MarketName=BTC-ETH)\n'
+        '[ETH/BTC](https://bittrex.com/Market/Index?MarketName=BTC-ETH)\n'
         '*Open Since:* `just now`\n'
         '*Amount:* `90.99181074`\n'
         '*Open Rate:* `0.00001099`\n'
@@ -70,7 +70,7 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None:
         '*Open Order:* `(LIMIT_BUY rem=0.00000000)`'
     ]
     assert result == result_message
-    assert trade.find('[BTC_ETH]') >= 0
+    assert trade.find('[ETH/BTC]') >= 0
 
 
 def test_rpc_status_table(default_conf, ticker, mocker) -> None:
@@ -102,7 +102,7 @@ def test_rpc_status_table(default_conf, ticker, mocker) -> None:
     freqtradebot.create_trade()
     (error, result) = rpc.rpc_status_table()
     assert 'just now' in result['Since'].all()
-    assert 'BTC_ETH' in result['Pair'].all()
+    assert 'ETH/BTC' in result['Pair'].all()
     assert '-0.59%' in result['Profit'].all()
 
 
@@ -214,7 +214,7 @@ def test_rpc_trade_statistics(
     assert stats['first_trade_date'] == 'just now'
     assert stats['latest_trade_date'] == 'just now'
     assert stats['avg_duration'] == '0:00:00'
-    assert stats['best_pair'] == 'BTC_ETH'
+    assert stats['best_pair'] == 'ETH/BTC'
     assert prec_satoshi(stats['best_rate'], 6.2)
 
 
@@ -274,7 +274,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u
     assert stats['first_trade_date'] == 'just now'
     assert stats['latest_trade_date'] == 'just now'
     assert stats['avg_duration'] == '0:00:00'
-    assert stats['best_pair'] == 'BTC_ETH'
+    assert stats['best_pair'] == 'ETH/BTC'
     assert prec_satoshi(stats['best_rate'], 6.2)
 
 
@@ -509,7 +509,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order,
     (error, res) = rpc.rpc_performance()
     assert not error
     assert len(res) == 1
-    assert res[0]['pair'] == 'BTC_ETH'
+    assert res[0]['pair'] == 'ETH/BTC'
     assert res[0]['count'] == 1
     assert prec_satoshi(res[0]['profit'], 6.2)
 

freqtrade/tests/rpc/test_rpc_telegram.py

@@ -248,7 +248,8 @@ def test_status(default_conf, update, mocker, ticker) -> None:
     mocker.patch.multiple(
         'freqtrade.freqtradebot.exchange',
         validate_pairs=MagicMock(),
-        get_ticker=ticker
+        get_ticker=ticker,
+        get_pair_detail_url=MagicMock()
     )
     msg_mock = MagicMock()
     status_table = MagicMock()
@@ -319,7 +320,7 @@ def test_status_handle(default_conf, update, ticker, mocker) -> None:
     telegram._status(bot=MagicMock(), update=update)
 
     assert msg_mock.call_count == 1
-    assert '[BTC_ETH]' in msg_mock.call_args_list[0][0][0]
+    assert '[ETH/BTC]' in msg_mock.call_args_list[0][0][0]
 
 
 def test_status_table_handle(default_conf, update, ticker, mocker) -> None:
@@ -369,7 +370,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker) -> None:
     fields = re.sub('[ ]+', ' ', line[2].strip()).split(' ')
 
     assert int(fields[0]) == 1
-    assert fields[1] == 'BTC_ETH'
+    assert fields[1] == 'ETH/BTC'
     assert msg_mock.call_count == 1
 
 
@@ -387,7 +388,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order,
     mocker.patch.multiple(
         'freqtrade.freqtradebot.exchange',
         validate_pairs=MagicMock(),
-        get_ticker=ticker
+        get_ticker=ticker,
+        get_pair_detail_url=MagicMock()
     )
     msg_mock = MagicMock()
     mocker.patch.multiple(
@@ -541,7 +543,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up,
     assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0]
     assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
 
-    assert '*Best Performing:* `BTC_ETH: 6.20%`' in msg_mock.call_args_list[-1][0][0]
+    assert '*Best Performing:* `ETH/BTC: 6.20%`' in msg_mock.call_args_list[-1][0][0]
 
 
 def test_telegram_balance_handle(default_conf, update, mocker) -> None:
@@ -779,7 +781,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker)
 
     assert rpc_mock.call_count == 2
     assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
-    assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
     assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
     assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
     assert 'profit: 6.11%, 0.00006126' in rpc_mock.call_args_list[-1][0][0]
@@ -822,7 +824,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
 
     assert rpc_mock.call_count == 2
     assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
-    assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
     assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
     assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
     assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
@@ -838,6 +840,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker) -> None:
     mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
     rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
+    mocker.patch('freqtrade.exchange.get_pair_detail_url', MagicMock())
     mocker.patch.multiple(
         'freqtrade.freqtradebot.exchange',
         validate_pairs=MagicMock(),
@@ -942,7 +945,7 @@ def test_performance_handle(default_conf, update, ticker, limit_buy_order,
     telegram._performance(bot=MagicMock(), update=update)
     assert msg_mock.call_count == 1
     assert 'Performance' in msg_mock.call_args_list[0][0][0]
-    assert '<code>BTC_ETH\t6.20% (1)</code>' in msg_mock.call_args_list[0][0][0]
+    assert '<code>ETH/BTC\t6.20% (1)</code>' in msg_mock.call_args_list[0][0][0]
 
 
 def test_performance_handle_invalid(default_conf, update, mocker) -> None:

freqtrade/tests/test_acl_pair.py

@@ -12,23 +12,25 @@ def whitelist_conf():
 
     config['stake_currency'] = 'BTC'
     config['exchange']['pair_whitelist'] = [
-        'BTC_ETH',
+        'ETH/BTC',
-        'BTC_TKN',
+        'TKN/BTC',
-        'BTC_TRST',
+        'TRST/BTC',
-        'BTC_SWT',
+        'SWT/BTC',
-        'BTC_BCC'
+        'BCC/BTC'
     ]
 
     config['exchange']['pair_blacklist'] = [
-        'BTC_BLK'
+        'BLK/BTC'
     ]
 
     return config
 
 
 def get_market_summaries():
-    return [{
+    return {
-        'MarketName': 'BTC-TKN',
+        'TKN/BTC': {
+            'symbol': 'TKN/BTC',
+            'info': {
                 'High': 0.00000919,
                 'Low': 0.00000820,
                 'Volume': 74339.61396015,
@@ -42,8 +44,11 @@ def get_market_summaries():
                 'PrevDay': 0.00000821,
                 'Created': '2014-03-20T06:00:00',
                 'DisplayMarketName': ''
-    }, {
+            }
-        'MarketName': 'BTC-ETH',
+        },
+        'ETH/BTC': {
+            'symbol': 'ETH/BTC',
+            'info': {
                 'High': 0.00000072,
                 'Low': 0.00000001,
                 'Volume': 166340678.42280999,
@@ -57,8 +62,11 @@ def get_market_summaries():
                 'PrevDay': 0.00000002,
                 'Created': '2014-05-30T07:57:49.637',
                 'DisplayMarketName': ''
-    }, {
+            }
-        'MarketName': 'BTC-BLK',
+        },
+        'BLK/BTC': {
+            'symbol': 'BLK/BTC',
+            'info': {
                 'High': 0.00000072,
                 'Low': 0.00000001,
                 'Volume': 166340678.42280999,
@@ -72,17 +80,19 @@ def get_market_summaries():
                 'PrevDay': 0.00000002,
                 'Created': '2014-05-30T07:57:49.637',
                 'DisplayMarketName': ''
-    }]
+            }}
+    }
 
 
 def get_health():
-    return [{'Currency': 'ETH', 'IsActive': True},
+    return {
-            {'Currency': 'TKN', 'IsActive': True},
+        'ETH/BTC': {'base': 'ETH', 'active': True},
-            {'Currency': 'BLK', 'IsActive': True}]
+        'TKN/BTC': {'base': 'TKN', 'active': True},
+        'BLK/BTC': {'base': 'BLK', 'active': True}}
 
 
 def get_health_empty():
-    return []
+    return {}
 
 
 def test_refresh_market_pair_not_in_whitelist(mocker):
@@ -92,10 +102,10 @@ def test_refresh_market_pair_not_in_whitelist(mocker):
 
     mocker.patch('freqtrade.freqtradebot.exchange.get_wallet_health', get_health)
     refreshedwhitelist = freqtradebot._refresh_whitelist(
-        conf['exchange']['pair_whitelist'] + ['BTC_XXX']
+        conf['exchange']['pair_whitelist'] + ['XXX/BTC']
     )
     # List ordered by BaseVolume
-    whitelist = ['BTC_ETH', 'BTC_TKN']
+    whitelist = ['ETH/BTC', 'TKN/BTC']
     # Ensure all except those in whitelist are removed
     assert whitelist == refreshedwhitelist
 
@@ -108,7 +118,7 @@ def test_refresh_whitelist(mocker):
     refreshedwhitelist = freqtradebot._refresh_whitelist(conf['exchange']['pair_whitelist'])
 
     # List ordered by BaseVolume
-    whitelist = ['BTC_ETH', 'BTC_TKN']
+    whitelist = ['ETH/BTC', 'TKN/BTC']
     # Ensure all except those in whitelist are removed
     assert whitelist == refreshedwhitelist
 
@@ -123,7 +133,7 @@ def test_refresh_whitelist_dynamic(mocker):
     )
 
     # argument: use the whitelist dynamically by exchange-volume
-    whitelist = ['BTC_TKN', 'BTC_ETH']
+    whitelist = ['TKN/BTC', 'ETH/BTC']
 
     refreshedwhitelist = freqtradebot._refresh_whitelist(
         freqtradebot._gen_pair_whitelist(conf['stake_currency'])

freqtrade/tests/test_freqtradebot.py

@@ -213,15 +213,15 @@ def test_gen_pair_whitelist(mocker, default_conf, get_market_summaries_data) ->
 
     # Test to retrieved BTC sorted on BaseVolume
     whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC')
-    assert whitelist == ['BTC_ZCL', 'BTC_ZEC', 'BTC_XZC', 'BTC_XWC']
+    assert whitelist == ['ZCL/BTC', 'ZEC/BTC', 'XZC/BTC', 'XWC/BTC']
 
     # Test to retrieved BTC sorted on OpenBuyOrders
     whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='OpenBuyOrders')
-    assert whitelist == ['BTC_XWC', 'BTC_ZCL', 'BTC_ZEC', 'BTC_XZC']
+    assert whitelist == ['XWC/BTC', 'ZCL/BTC', 'ZEC/BTC', 'XZC/BTC']
 
     # Test with USDT sorted on BaseVolume
     whitelist = freqtrade._gen_pair_whitelist(base_currency='USDT')
-    assert whitelist == ['USDT_XRP', 'USDT_XVG', 'USDT_XMR', 'USDT_ZEC']
+    assert whitelist == ['XRP/USDT', 'XVG/USDT', 'XMR/USDT', 'ZEC/USDT']
 
     # Test with ETH (our fixture does not have ETH, but Bittrex returns them)
     whitelist = freqtrade._gen_pair_whitelist(base_currency='ETH')
@@ -330,8 +330,8 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker) -> None:
     )
 
     conf = deepcopy(default_conf)
-    conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
+    conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
-    conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
+    conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
     freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
 
     freqtrade.create_trade()
@@ -355,8 +355,8 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker) ->
     )
 
     conf = deepcopy(default_conf)
-    conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
+    conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
-    conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
+    conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
     freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
 
     freqtrade.create_trade()
@@ -790,7 +790,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mo
     freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
 
     trade_buy = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         open_rate=0.00001099,
         exchange='BITTREX',
         open_order_id='123456789',
@@ -829,7 +829,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
 
     trade_sell = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         open_rate=0.00001099,
         exchange='BITTREX',
         open_order_id='123456789',
@@ -868,7 +868,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
     freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
 
     trade_buy = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         open_rate=0.00001099,
         exchange='BITTREX',
         open_order_id='123456789',
@@ -915,7 +915,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
     freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
 
     trade_buy = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         open_rate=0.00001099,
         exchange='BITTREX',
         open_order_id='123456789',
@@ -928,7 +928,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
 
     Trade.session.add(trade_buy)
     regexp = re.compile(
-        'Cannot query order for Trade(id=1, pair=BTC_ETH, amount=90.99181073, '
+        'Cannot query order for Trade(id=1, pair=ETH/BTC, amount=90.99181073, '
         'open_rate=0.00001099, open_since=10 hours ago) due to Traceback (most '
         'recent call last):\n.*'
     )
@@ -1021,7 +1021,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None:
 
     assert rpc_mock.call_count == 2
     assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
-    assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
     assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
     assert 'Profit' in rpc_mock.call_args_list[-1][0][0]
     assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
@@ -1061,7 +1061,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker) -> No
 
     assert rpc_mock.call_count == 2
     assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
-    assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
     assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
     assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
     assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
@@ -1100,7 +1100,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up,
 
     assert rpc_mock.call_count == 2
     assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
-    assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
     assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
     assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
     assert '(profit: 6.11%, 0.00006126)' in rpc_mock.call_args_list[-1][0][0]
@@ -1140,7 +1140,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker,
 
     assert rpc_mock.call_count == 2
     assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
-    assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
+    assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
     assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
     assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
 

freqtrade/tests/test_persistence.py

@@ -145,7 +145,7 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order):
 
 def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         fee=0.0025,
         exchange='bittrex',
@@ -167,7 +167,7 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order):
 
 def test_calc_close_trade_price_exception(limit_buy_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         fee=0.0025,
         exchange='bittrex',
@@ -180,7 +180,7 @@ def test_calc_close_trade_price_exception(limit_buy_order):
 
 def test_update_open_order(limit_buy_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=1.00,
         fee=0.1,
         exchange='bittrex',
@@ -202,7 +202,7 @@ def test_update_open_order(limit_buy_order):
 
 def test_update_invalid_order(limit_buy_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=1.00,
         fee=0.1,
         exchange='bittrex',
@@ -214,7 +214,7 @@ def test_update_invalid_order(limit_buy_order):
 
 def test_calc_open_trade_price(limit_buy_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         fee=0.0025,
         exchange='bittrex',
@@ -231,7 +231,7 @@ def test_calc_open_trade_price(limit_buy_order):
 
 def test_calc_close_trade_price(limit_buy_order, limit_sell_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         fee=0.0025,
         exchange='bittrex',
@@ -252,7 +252,7 @@ def test_calc_close_trade_price(limit_buy_order, limit_sell_order):
 
 def test_calc_profit(limit_buy_order, limit_sell_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         fee=0.0025,
         exchange='bittrex',
@@ -282,7 +282,7 @@ def test_calc_profit(limit_buy_order, limit_sell_order):
 
 def test_calc_profit_percent(limit_buy_order, limit_sell_order):
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         fee=0.0025,
         exchange='bittrex',
@@ -309,35 +309,35 @@ def test_clean_dry_run_db(default_conf):
 
     # Simulate dry_run entries
     trade = Trade(
-        pair='BTC_ETH',
+        pair='ETH/BTC',
         stake_amount=0.001,
         amount=123.0,
         fee=0.0025,
         open_rate=0.123,
-        exchange='BITTREX',
+        exchange='bittrex',
         open_order_id='dry_run_buy_12345'
     )
     Trade.session.add(trade)
 
     trade = Trade(
-        pair='BTC_ETC',
+        pair='ETC/BTC',
         stake_amount=0.001,
         amount=123.0,
         fee=0.0025,
         open_rate=0.123,
-        exchange='BITTREX',
+        exchange='bittrex',
         open_order_id='dry_run_sell_12345'
     )
     Trade.session.add(trade)
 
     # Simulate prod entry
     trade = Trade(
-        pair='BTC_ETC',
+        pair='ETC/BTC',
         stake_amount=0.001,
         amount=123.0,
         fee=0.0025,
         open_rate=0.123,
-        exchange='BITTREX',
+        exchange='bittrex',
         open_order_id='prod_buy_12345'
     )
     Trade.session.add(trade)

requirements.txt

@@ -1,4 +1,4 @@
-python-bittrex==0.3.0
+ccxt==1.11.149
 SQLAlchemy==1.2.5
 python-telegram-bot==10.0.1
 arrow==0.12.1

scripts/plot_dataframe.py

@@ -55,7 +55,7 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
     if args.live:
         logger.info('Downloading pair.')
         # Init Bittrex to use public API
-        exchange._API = exchange.Bittrex({'key': '', 'secret': ''})
+        exchange.init({'key': '', 'secret': ''})
         tickers[pair] = exchange.get_ticker_history(pair, tick_interval)
     else:
         tickers = optimize.load_data(

setup.py

@@ -21,7 +21,7 @@ setup(name='freqtrade',
       setup_requires=['pytest-runner'],
       tests_require=['pytest', 'pytest-mock', 'pytest-cov'],
       install_requires=[
-          'python-bittrex',
+          'ccxt',
           'SQLAlchemy',
           'python-telegram-bot',
           'arrow',