Introduce BaseExchange class
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hroff-1902
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31389b38f1
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b556891bf2
@ -1,3 +1,4 @@
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from freqtrade.exchange.exchange import BaseExchange # noqa: F401
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from freqtrade.exchange.exchange import Exchange # noqa: F401
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from freqtrade.exchange.exchange import (get_exchange_bad_reason, # noqa: F401
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is_exchange_bad,
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@ -139,9 +139,121 @@ def retrier(f):
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return wrapper
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class Exchange:
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class BaseExchange:
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_config: Dict = {}
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def __init__(self, config: dict) -> None:
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"""
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Initializes this module with the given config,
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it does basic validation whether the specified exchange and pairs are valid.
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:return: None
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"""
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self._api: ccxt.Exchange = None
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self._api_async: ccxt_async.Exchange = None
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self._config.update(config)
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exchange_config = config['exchange']
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# Initialize ccxt objects
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self._api = self._init_ccxt(
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exchange_config, ccxt_kwargs=exchange_config.get('ccxt_config'))
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self._api_async = self._init_ccxt(
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exchange_config, ccxt_async, ccxt_kwargs=exchange_config.get('ccxt_async_config'))
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logger.info('Using Exchange "%s"', self.name)
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# Check if timeframes is available
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self.validate_timeframes()
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def _init_ccxt(self, exchange_config: dict, ccxt_module=ccxt,
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ccxt_kwargs: dict = None) -> ccxt.Exchange:
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"""
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Initialize ccxt with given config and return valid
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ccxt instance.
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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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ex_config = {
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'apiKey': exchange_config.get('key'),
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'secret': exchange_config.get('secret'),
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'password': exchange_config.get('password'),
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'uid': exchange_config.get('uid', ''),
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}
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if ccxt_kwargs:
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logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
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ex_config.update(ccxt_kwargs)
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try:
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api = getattr(ccxt_module, name.lower())(ex_config)
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except (KeyError, AttributeError) as e:
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raise OperationalException(f'Exchange {name} is not supported') from e
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except ccxt.BaseError as e:
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raise OperationalException(f"Initialization of ccxt failed. Reason: {e}") from e
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self.set_sandbox(api, exchange_config, name)
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return api
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def __del__(self):
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"""
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Destructor - clean up async stuff
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"""
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logger.debug("Exchange object destroyed, closing async loop")
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if self._api_async and inspect.iscoroutinefunction(self._api_async.close):
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asyncio.get_event_loop().run_until_complete(self._api_async.close())
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@property
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def name(self) -> str:
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"""exchange Name (from ccxt)"""
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return self._api.name
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@property
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def id(self) -> str:
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"""exchange ccxt id"""
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return self._api.id
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def set_sandbox(self, api, exchange_config: dict, name: str):
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if exchange_config.get('sandbox'):
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if api.urls.get('test'):
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api.urls['api'] = api.urls['test']
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logger.info("Enabled Sandbox API on %s", name)
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else:
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logger.warning(name, "No Sandbox URL in CCXT, exiting. "
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"Please check your config.json")
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raise OperationalException(f'Exchange {name} does not provide a sandbox api')
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def exchange_has(self, endpoint: str) -> bool:
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"""
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Checks if exchange implements a specific API endpoint.
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Wrapper around ccxt 'has' attribute
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:param endpoint: Name of endpoint (e.g. 'fetchOHLCV', 'fetchTickers')
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:return: bool
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"""
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return endpoint in self._api.has and self._api.has[endpoint]
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@property
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def timeframes(self) -> List[str]:
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return list((self._api.timeframes or {}).keys())
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def validate_timeframes(self) -> None:
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if not hasattr(self._api, "timeframes") or self._api.timeframes is None:
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# If timeframes attribute is missing (or is None), the exchange probably
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# has no fetchOHLCV method.
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# Therefore we also show that.
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raise OperationalException(
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f"The ccxt library does not provide the list of timeframes "
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f"for the exchange \"{self.name}\" and this exchange "
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f"is therefore not supported. ccxt fetchOHLCV: {self.exchange_has('fetchOHLCV')}")
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class Exchange(BaseExchange):
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_params: Dict = {}
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# Dict to specify which options each exchange implements
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@ -161,10 +273,8 @@ class Exchange:
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it does basic validation whether the specified exchange and pairs are valid.
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:return: None
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"""
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self._api: ccxt.Exchange = None
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self._api_async: ccxt_async.Exchange = None
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self._config.update(config)
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BaseExchange.__init__(self, config)
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self._cached_ticker: Dict[str, Any] = {}
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@ -195,16 +305,8 @@ class Exchange:
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self._ohlcv_candle_limit = self._ft_has['ohlcv_candle_limit']
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self._ohlcv_partial_candle = self._ft_has['ohlcv_partial_candle']
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# Initialize ccxt objects
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self._api = self._init_ccxt(
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exchange_config, ccxt_kwargs=exchange_config.get('ccxt_config'))
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self._api_async = self._init_ccxt(
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exchange_config, ccxt_async, ccxt_kwargs=exchange_config.get('ccxt_async_config'))
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logger.info('Using Exchange "%s"', self.name)
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# Check if timeframe is available
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self.validate_timeframes(config.get('ticker_interval'))
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self.validate_timeframe(config.get('ticker_interval'))
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# Converts the interval provided in minutes in config to seconds
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self.markets_refresh_interval: int = exchange_config.get(
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@ -217,61 +319,6 @@ class Exchange:
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self.validate_ordertypes(config.get('order_types', {}))
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self.validate_order_time_in_force(config.get('order_time_in_force', {}))
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def __del__(self):
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"""
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Destructor - clean up async stuff
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"""
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logger.debug("Exchange object destroyed, closing async loop")
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if self._api_async and inspect.iscoroutinefunction(self._api_async.close):
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asyncio.get_event_loop().run_until_complete(self._api_async.close())
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def _init_ccxt(self, exchange_config: dict, ccxt_module=ccxt,
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ccxt_kwargs: dict = None) -> ccxt.Exchange:
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"""
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Initialize ccxt with given config and return valid
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ccxt instance.
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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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ex_config = {
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'apiKey': exchange_config.get('key'),
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'secret': exchange_config.get('secret'),
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'password': exchange_config.get('password'),
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'uid': exchange_config.get('uid', ''),
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}
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if ccxt_kwargs:
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logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
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ex_config.update(ccxt_kwargs)
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try:
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api = getattr(ccxt_module, name.lower())(ex_config)
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except (KeyError, AttributeError) as e:
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raise OperationalException(f'Exchange {name} is not supported') from e
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except ccxt.BaseError as e:
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raise OperationalException(f"Initialization of ccxt failed. Reason: {e}") from e
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self.set_sandbox(api, exchange_config, name)
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return api
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@property
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def name(self) -> str:
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"""exchange Name (from ccxt)"""
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return self._api.name
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@property
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def id(self) -> str:
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"""exchange ccxt id"""
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return self._api.id
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@property
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def timeframes(self) -> List[str]:
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return list((self._api.timeframes or {}).keys())
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@property
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def markets(self) -> Dict:
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"""exchange ccxt markets"""
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@ -286,16 +333,6 @@ class Exchange:
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else:
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return DataFrame()
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def set_sandbox(self, api, exchange_config: dict, name: str):
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if exchange_config.get('sandbox'):
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if api.urls.get('test'):
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api.urls['api'] = api.urls['test']
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logger.info("Enabled Sandbox API on %s", name)
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else:
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logger.warning(name, "No Sandbox URL in CCXT, exiting. "
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"Please check your config.json")
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raise OperationalException(f'Exchange {name} does not provide a sandbox api')
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def _load_async_markets(self, reload=False) -> None:
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try:
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if self._api_async:
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@ -364,19 +401,11 @@ class Exchange:
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return pair
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raise DependencyException(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
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def validate_timeframes(self, timeframe: Optional[str]) -> None:
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def validate_timeframe(self, timeframe: Optional[str]) -> None:
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"""
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Checks if ticker interval from config is a supported timeframe on the exchange
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"""
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if not hasattr(self._api, "timeframes") or self._api.timeframes is None:
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# If timeframes attribute is missing (or is None), the exchange probably
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# has no fetchOHLCV method.
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# Therefore we also show that.
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raise OperationalException(
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f"The ccxt library does not provide the list of timeframes "
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f"for the exchange \"{self.name}\" and this exchange "
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f"is therefore not supported. ccxt fetchOHLCV: {self.exchange_has('fetchOHLCV')}")
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# self.validate_timeframes()
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if timeframe and (timeframe not in self.timeframes):
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raise OperationalException(
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f"Invalid ticker interval '{timeframe}'. This exchange supports: {self.timeframes}")
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@ -405,15 +434,6 @@ class Exchange:
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raise OperationalException(
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f'Time in force policies are not supported for {self.name} yet.')
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def exchange_has(self, endpoint: str) -> bool:
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"""
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Checks if exchange implements a specific API endpoint.
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Wrapper around ccxt 'has' attribute
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:param endpoint: Name of endpoint (e.g. 'fetchOHLCV', 'fetchTickers')
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:return: bool
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"""
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return endpoint in self._api.has and self._api.has[endpoint]
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def symbol_amount_prec(self, pair, amount: float):
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'''
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Returns the amount to buy or sell to a precision the Exchange accepts
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@ -3,7 +3,7 @@ This module loads custom exchanges
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"""
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import logging
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from freqtrade.exchange import Exchange
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from freqtrade.exchange import BaseExchange, Exchange
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import freqtrade.exchange as exchanges
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from freqtrade.resolvers import IResolver
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@ -17,11 +17,14 @@ class ExchangeResolver(IResolver):
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__slots__ = ['exchange']
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def __init__(self, exchange_name: str, config: dict) -> None:
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def __init__(self, exchange_name: str, config: dict, base: bool = False) -> None:
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"""
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Load the custom class from config parameter
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:param config: configuration dictionary
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"""
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if base:
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self.exchange = BaseExchange(config)
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else:
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exchange_name = exchange_name.title()
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try:
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self.exchange = self._load_exchange(exchange_name, kwargs={'config': config})
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@ -106,11 +106,9 @@ def start_list_timeframes(args: Dict[str, Any]) -> None:
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Print ticker intervals (timeframes) available on Exchange
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"""
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config = setup_utils_configuration(args, RunMode.OTHER)
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# Do not use ticker_interval set in the config
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config['ticker_interval'] = None
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# Init exchange
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exchange = ExchangeResolver(config['exchange']['name'], config).exchange
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exchange = ExchangeResolver(config['exchange']['name'], config, base=True).exchange
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if args['print_one_column']:
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print('\n'.join(exchange.timeframes))
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