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Merge pull request #1563 from iuvbio/kraken_support

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Kraken support
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Matthias 2019-02-21 06:41:35 +01:00 committed by GitHub
commit a79ff1c6c9
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14 changed files with 258 additions and 24 deletions
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1
.gitignore vendored
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@ -81,6 +81,7 @@ target/
# Jupyter Notebook
.ipynb_checkpoints
*.ipynb
# pyenv
.python-version

71
config_kraken.json.example Normal file
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@ -0,0 +1,71 @@
{
"max_open_trades": 5,
"stake_currency": "EUR",
"stake_amount": 10,
"fiat_display_currency": "EUR",
"ticker_interval" : "5m",
"dry_run": true,
"db_url": "sqlite:///tradesv3.dryrun.sqlite",
"trailing_stop": false,
"unfilledtimeout": {
"buy": 10,
"sell": 30
},
"bid_strategy": {
"ask_last_balance": 0.0,
"use_order_book": false,
"order_book_top": 1,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"ask_strategy":{
"use_order_book": false,
"order_book_min": 1,
"order_book_max": 9
},
"exchange": {
"name": "kraken",
"key": "",
"secret": "",
"ccxt_config": {"enableRateLimit": true},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 1000
},
"pair_whitelist": [
"ETH/EUR",
"BTC/EUR",
"BCH/EUR"
],
"pair_blacklist": [
]
},
"edge": {
"enabled": false,
"process_throttle_secs": 3600,
"calculate_since_number_of_days": 7,
"capital_available_percentage": 0.5,
"allowed_risk": 0.01,
"stoploss_range_min": -0.01,
"stoploss_range_max": -0.1,
"stoploss_range_step": -0.01,
"minimum_winrate": 0.60,
"minimum_expectancy": 0.20,
"min_trade_number": 10,
"max_trade_duration_minute": 1440,
"remove_pumps": false
},
"telegram": {
"enabled": false,
"token": "",
"chat_id": ""
},
"initial_state": "running",
"forcebuy_enable": false,
"internals": {
"process_throttle_secs": 5
}
}

2
freqtrade/__init__.py
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@ -1,5 +1,5 @@
""" FreqTrade bot """
__version__ = '0.18.1-dev'
__version__ = '0.18.2-dev'
class DependencyException(BaseException):

33
freqtrade/exchange/__init__.py
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@ -67,6 +67,7 @@ def retrier(f):
class Exchange(object):
_conf: Dict = {}
_params: Dict = {}
def __init__(self, config: dict) -> None:
"""
@ -303,11 +304,12 @@ class Exchange(object):
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
if time_in_force == 'gtc':
return self._api.create_order(pair, ordertype, 'buy', amount, rate)
else:
return self._api.create_order(pair, ordertype, 'buy',
amount, rate, {'timeInForce': time_in_force})
params = self._params.copy()
if time_in_force != 'gtc':
params.update({'timeInForce': time_in_force})
return self._api.create_order(pair, ordertype, 'buy',
amount, rate, params)
except ccxt.InsufficientFunds as e:
raise DependencyException(
@ -346,11 +348,12 @@ class Exchange(object):
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
if time_in_force == 'gtc':
return self._api.create_order(pair, ordertype, 'sell', amount, rate)
else:
return self._api.create_order(pair, ordertype, 'sell',
amount, rate, {'timeInForce': time_in_force})
params = self._params.copy()
if time_in_force != 'gtc':
params.update({'timeInForce': time_in_force})
return self._api.create_order(pair, ordertype, 'sell',
amount, rate, params)
except ccxt.InsufficientFunds as e:
raise DependencyException(
@ -402,8 +405,12 @@ class Exchange(object):
return self._dry_run_open_orders[order_id]
try:
params = self._params.copy()
params.update({'stopPrice': stop_price})
order = self._api.create_order(pair, 'stop_loss_limit', 'sell',
amount, rate, {'stopPrice': stop_price})
amount, rate, params)
logger.info('stoploss limit order added for %s. '
'stop price: %s. limit: %s' % (pair, stop_price, rate))
return order
@ -541,8 +548,8 @@ class Exchange(object):
# Gather coroutines to run
for pair, ticker_interval in set(pair_list):
if not ((pair, ticker_interval) in self._klines) \
or self._now_is_time_to_refresh(pair, ticker_interval):
if (not ((pair, ticker_interval) in self._klines)
or self._now_is_time_to_refresh(pair, ticker_interval)):
input_coroutines.append(self._async_get_candle_history(pair, ticker_interval))
else:
logger.debug("Using cached ohlcv data for %s, %s ...", pair, ticker_interval)

12
freqtrade/exchange/kraken.py Normal file
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@ -0,0 +1,12 @@
""" Kraken exchange subclass """
import logging
from typing import Dict
from freqtrade.exchange import Exchange
logger = logging.getLogger(__name__)
class Kraken(Exchange):
_params: Dict = {"trading_agreement": "agree"}

8
freqtrade/freqtradebot.py
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@ -17,10 +17,9 @@ from freqtrade import (DependencyException, OperationalException,
from freqtrade.data.converter import order_book_to_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.edge import Edge
from freqtrade.exchange import Exchange
from freqtrade.persistence import Trade
from freqtrade.rpc import RPCManager, RPCMessageType
from freqtrade.resolvers import StrategyResolver, PairListResolver
from freqtrade.resolvers import ExchangeResolver, StrategyResolver, PairListResolver
from freqtrade.state import State
from freqtrade.strategy.interface import SellType, IStrategy
from freqtrade.wallets import Wallets
@ -55,7 +54,10 @@ class FreqtradeBot(object):
self.strategy: IStrategy = StrategyResolver(self.config).strategy
self.rpc: RPCManager = RPCManager(self)
self.exchange = Exchange(self.config)
exchange_name = self.config.get('exchange', {}).get('name', 'bittrex').title()
self.exchange = ExchangeResolver(exchange_name, self.config).exchange
self.wallets = Wallets(self.exchange)
self.dataprovider = DataProvider(self.config, self.exchange)

1
freqtrade/resolvers/__init__.py
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@ -1,4 +1,5 @@
from freqtrade.resolvers.iresolver import IResolver # noqa: F401
from freqtrade.resolvers.exchange_resolver import ExchangeResolver # noqa: F401
from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver # noqa: F401
from freqtrade.resolvers.pairlist_resolver import PairListResolver # noqa: F401
from freqtrade.resolvers.strategy_resolver import StrategyResolver # noqa: F401

55
freqtrade/resolvers/exchange_resolver.py Normal file
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@ -0,0 +1,55 @@
"""
This module loads custom exchanges
"""
import logging
from pathlib import Path
from freqtrade.exchange import Exchange
from freqtrade.resolvers import IResolver
logger = logging.getLogger(__name__)
class ExchangeResolver(IResolver):
"""
This class contains all the logic to load a custom exchange class
"""
__slots__ = ['exchange']
def __init__(self, exchange_name: str, config: dict) -> None:
"""
Load the custom class from config parameter
:param config: configuration dictionary or None
"""
try:
self.exchange = self._load_exchange(exchange_name, kwargs={'config': config})
except ImportError:
logger.info(
f"No {exchange_name} specific subclass found. Using the generic class instead.")
self.exchange = Exchange(config)
def _load_exchange(
self, exchange_name: str, kwargs: dict) -> Exchange:
"""
Search and loads the specified exchange.
:param exchange_name: name of the module to import
:param extra_dir: additional directory to search for the given exchange
:return: Exchange instance or None
"""
abs_path = Path(__file__).parent.parent.joinpath('exchange').resolve()
try:
exchange = self._search_object(directory=abs_path, object_type=Exchange,
object_name=exchange_name,
kwargs=kwargs)
if exchange:
logger.info("Using resolved exchange %s from '%s'", exchange_name, abs_path)
return exchange
except FileNotFoundError:
logger.warning('Path "%s" does not exist', abs_path.relative_to(Path.cwd()))
raise ImportError(
"Impossible to load Exchange '{}'. This class does not exist"
" or contains Python code errors".format(exchange_name)
)

2
freqtrade/resolvers/hyperopt_resolver.py
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@ -63,7 +63,7 @@ class HyperOptResolver(IResolver):
hyperopt = self._search_object(directory=_path, object_type=IHyperOpt,
object_name=hyperopt_name)
if hyperopt:
logger.info('Using resolved hyperopt %s from \'%s\'', hyperopt_name, _path)
logger.info("Using resolved hyperopt %s from '%s'", hyperopt_name, _path)
return hyperopt
except FileNotFoundError:
logger.warning('Path "%s" does not exist', _path.relative_to(Path.cwd()))

2
freqtrade/resolvers/iresolver.py
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@ -47,7 +47,7 @@ class IResolver(object):
:param directory: relative or absolute directory path
:return: object instance
"""
logger.debug('Searching for %s %s in \'%s\'', object_type.__name__, object_name, directory)
logger.debug("Searching for %s %s in '%s'", object_type.__name__, object_name, directory)
for entry in directory.iterdir():
# Only consider python files
if not str(entry).endswith('.py'):

2
freqtrade/resolvers/pairlist_resolver.py
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@ -48,7 +48,7 @@ class PairListResolver(IResolver):
object_name=pairlist_name,
kwargs=kwargs)
if pairlist:
logger.info('Using resolved pairlist %s from \'%s\'', pairlist_name, _path)
logger.info("Using resolved pairlist %s from '%s'", pairlist_name, _path)
return pairlist
except FileNotFoundError:
logger.warning('Path "%s" does not exist', _path.relative_to(Path.cwd()))

2
freqtrade/resolvers/strategy_resolver.py
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@ -149,7 +149,7 @@ class StrategyResolver(IResolver):
strategy = self._search_object(directory=_path, object_type=IStrategy,
object_name=strategy_name, kwargs={'config': config})
if strategy:
logger.info('Using resolved strategy %s from \'%s\'', strategy_name, _path)
logger.info("Using resolved strategy %s from '%s'", strategy_name, _path)
strategy._populate_fun_len = len(
getfullargspec(strategy.populate_indicators).args)
strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)

7
freqtrade/tests/conftest.py
View File

@ -16,6 +16,7 @@ from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.exchange import Exchange
from freqtrade.edge import Edge, PairInfo
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.resolvers import ExchangeResolver
logging.getLogger('').setLevel(logging.INFO)
@ -49,7 +50,11 @@ def patch_exchange(mocker, api_mock=None, id='bittrex') -> None:
def get_patched_exchange(mocker, config, api_mock=None, id='bittrex') -> Exchange:
patch_exchange(mocker, api_mock, id)
exchange = Exchange(config)
config["exchange"]["name"] = id
try:
exchange = ExchangeResolver(id.title(), config).exchange
except ImportError:
exchange = Exchange(config)
return exchange

84
freqtrade/tests/exchange/test_exchange.py
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@ -13,7 +13,8 @@ from pandas import DataFrame
from freqtrade import DependencyException, OperationalException, TemporaryError
from freqtrade.exchange import API_RETRY_COUNT, Exchange
from freqtrade.tests.conftest import get_patched_exchange, log_has
from freqtrade.tests.conftest import get_patched_exchange, log_has, log_has_re
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
# Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines
@ -106,6 +107,23 @@ def test_init_exception(default_conf, mocker):
Exchange(default_conf)
def test_exchange_resolver(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=MagicMock()))
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
exchange = ExchangeResolver('Binance', default_conf).exchange
assert isinstance(exchange, Exchange)
assert log_has_re(r"No .* specific subclass found. Using the generic class instead.",
caplog.record_tuples)
caplog.clear()
exchange = ExchangeResolver('Kraken', default_conf).exchange
assert isinstance(exchange, Exchange)
assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
caplog.record_tuples)
def test_symbol_amount_prec(default_conf, mocker):
'''
Test rounds down to 4 Decimal places
@ -531,6 +549,67 @@ def test_buy_considers_time_in_force(default_conf, mocker):
assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc'}
def test_buy_kraken_trading_agreement(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'market'
time_in_force = 'ioc'
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'buy'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc',
'trading_agreement': 'agree'}
def test_sell_kraken_trading_agreement(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
order_type = 'market'
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'sell'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
assert api_mock.create_order.call_args[0][5] == {'trading_agreement': 'agree'}
def test_sell_dry_run(default_conf, mocker):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf)
@ -552,11 +631,12 @@ def test_sell_prod(default_conf, mocker):
})
default_conf['dry_run'] = False
exchange = get_patched_exchange(mocker, default_conf, api_mock)
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id