Update exchange.py
Automatically buy BNB for fees when in dry-run mode, also variable misnomer fixed at 745
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Noah Gago
GitHub
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c12f2378db
commit
953ed5df3b
@ -110,7 +110,11 @@ class Exchange:
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logger.info('Instance is running with dry_run enabled')
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logger.info(f"Using CCXT {ccxt.__version__}")
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exchange_config = config['exchange']
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self.log_responses = exchange_config.get('log_responses', False)
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self._name = exchange_config['name']
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self._BNB_min = exchange_config['reduced_fees_strategy']['BNB_minimum']
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self._BNB_max = exchange_config['reduced_fees_strategy']['BNB_maximum']
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self._avoid_duplicate_order = False
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self._log_responses = exchange_config.get('log_responses', False)
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# Deep merge ft_has with default ft_has options
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self._ft_has = deep_merge_dicts(self._ft_has, deepcopy(self._ft_has_default))
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@ -181,7 +185,6 @@ class Exchange:
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"""
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# Find matching class for the given exchange name
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name = exchange_config['name']
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if not is_exchange_known_ccxt(name, ccxt_module):
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raise OperationalException(f'Exchange {name} is not supported by ccxt')
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@ -239,7 +242,7 @@ class Exchange:
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def _log_exchange_response(self, endpoint, response) -> None:
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""" Log exchange responses """
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if self.log_responses:
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if self._log_responses:
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logger.info(f"API {endpoint}: {response}")
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def ohlcv_candle_limit(self, timeframe: str) -> int:
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@ -258,7 +261,6 @@ class Exchange:
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"""
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Return exchange ccxt markets, filtered out by base currency and quote currency
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if this was requested in parameters.
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TODO: consider moving it to the Dataprovider
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"""
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markets = self.markets
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@ -685,20 +687,16 @@ class Exchange:
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if not self.exchange_has('fetchL2OrderBook'):
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return True
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ob = self.fetch_l2_order_book(pair, 1)
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try:
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if side == 'buy':
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price = ob['asks'][0][0]
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logger.debug(f"{pair} checking dry buy-order: price={price}, limit={limit}")
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if limit >= price:
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return True
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else:
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price = ob['bids'][0][0]
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logger.debug(f"{pair} checking dry sell-order: price={price}, limit={limit}")
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if limit <= price:
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return True
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except IndexError:
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# Ignore empty orderbooks when filling - can be filled with the next iteration.
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pass
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if side == 'buy':
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price = ob['asks'][0][0]
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logger.debug(f"{pair} checking dry buy-order: price={price}, limit={limit}")
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if limit >= price:
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return True
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else:
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price = ob['bids'][0][0]
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logger.debug(f"{pair} checking dry sell-order: price={price}, limit={limit}")
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if limit <= price:
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return True
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return False
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def check_dry_limit_order_filled(self, order: Dict[str, Any]) -> Dict[str, Any]:
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@ -737,6 +735,15 @@ class Exchange:
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rate: float, time_in_force: str = 'gtc') -> Dict:
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if self._config['dry_run']:
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balances = self._api.fetch_balance(self)
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if (balances["free"] > self._BNB_min and self._name == "binance" and
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self._avoid_duplicate_order is False):
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print("in line 741")
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self.create_order(pair, ordertype, side, (self._BNB_max - balances["free"]), rate)
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self._avoid_duplicate_order = True
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else:
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print("in line 744")
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self._avoid_duplicate_order = False
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dry_order = self.create_dry_run_order(pair, ordertype, side, amount, rate)
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return dry_order
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@ -744,7 +751,6 @@ class Exchange:
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if time_in_force != 'gtc' and ordertype != 'market':
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param = self._ft_has.get('time_in_force_parameter', '')
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params.update({param: time_in_force})
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try:
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.amount_to_precision(pair, amount)
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@ -1103,7 +1109,6 @@ class Exchange:
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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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@ -1194,11 +1199,9 @@ class Exchange:
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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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fee_to_quote_rate = self._config['exchange'].get('unknown_fee_rate', None)
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if not fee_to_quote_rate:
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return None
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return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
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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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@ -1269,7 +1272,7 @@ class Exchange:
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results = await asyncio.gather(*input_coro, return_exceptions=True)
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for res in results:
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if isinstance(res, Exception):
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logger.warning(f"Async code raised an exception: {repr(res)}")
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logger.warning("Async code raised an exception: %s", res.__class__.__name__)
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if raise_:
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raise
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continue
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@ -1300,7 +1303,7 @@ class Exchange:
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cached_pairs = []
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# Gather coroutines to run
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for pair, timeframe in set(pair_list):
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if ((pair, timeframe) not in self._klines or not cache
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if ((pair, timeframe) not in self._klines
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or self._now_is_time_to_refresh(pair, timeframe)):
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if not since_ms and self.required_candle_call_count > 1:
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# Multiple calls for one pair - to get more history
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@ -1323,30 +1326,27 @@ class Exchange:
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)
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cached_pairs.append((pair, timeframe))
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results = asyncio.get_event_loop().run_until_complete(
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asyncio.gather(*input_coroutines, return_exceptions=True))
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results_df = {}
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# Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
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for input_coro in chunks(input_coroutines, 100):
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results = asyncio.get_event_loop().run_until_complete(
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asyncio.gather(*input_coro, return_exceptions=True))
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# handle caching
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for res in results:
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if isinstance(res, Exception):
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logger.warning(f"Async code raised an exception: {repr(res)}")
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continue
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# Deconstruct tuple (has 3 elements)
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pair, timeframe, ticks = res
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# keeping last candle time as last refreshed time of the pair
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if ticks:
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self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
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# keeping parsed dataframe in cache
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ohlcv_df = ohlcv_to_dataframe(
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ticks, timeframe, pair=pair, fill_missing=True,
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drop_incomplete=self._ohlcv_partial_candle)
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results_df[(pair, timeframe)] = ohlcv_df
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if cache:
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self._klines[(pair, timeframe)] = ohlcv_df
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# handle caching
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for res in results:
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if isinstance(res, Exception):
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logger.warning("Async code raised an exception: %s", res.__class__.__name__)
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continue
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# Deconstruct tuple (has 3 elements)
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pair, timeframe, ticks = res
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# keeping last candle time as last refreshed time of the pair
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if ticks:
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self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
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# keeping parsed dataframe in cache
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ohlcv_df = ohlcv_to_dataframe(
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ticks, timeframe, pair=pair, fill_missing=True,
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drop_incomplete=self._ohlcv_partial_candle)
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results_df[(pair, timeframe)] = ohlcv_df
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if cache:
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self._klines[(pair, timeframe)] = ohlcv_df
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# Return cached klines
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for pair, timeframe in cached_pairs:
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results_df[(pair, timeframe)] = self.klines((pair, timeframe), copy=False)
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