order creation cleanup
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iuvbio
parent
e495ffec78
commit
b5758e67f9
@ -284,9 +284,9 @@ class Exchange(object):
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return price
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def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
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rate: float, params: Dict = {}) -> Dict:
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order_id = f'dry_run_buy_{randint(0, 10**6)}'
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dry_order = {
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rate: float, params: Dict = {}) -> Tuple[str, Dict[str, Any]]:
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order_id = f'dry_run_{side}_{randint(0, 10**6)}'
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dry_order = { # TODO: ad additional entry should be added for stoploss limit
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"id": order_id,
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'pair': pair,
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'price': rate,
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@ -302,84 +302,68 @@ class Exchange(object):
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def create_order(self, pair: str, ordertype: str, side: str, amount: float,
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rate: float, params: Dict = {}) -> Dict:
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pass # TODO: finish this
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try:
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return self._api.create_order(pair, ordertype, side,
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amount, rate, params)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to create {ordertype} {side} order on market {pair}.'
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f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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f'Could not create {ordertype} {side} order on market {pair}.'
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f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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def buy(self, pair: str, ordertype: str, amount: float,
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rate: float, time_in_force) -> Dict:
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if self._conf['dry_run']:
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order_id, dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate)
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self._dry_run_open_orders[order_id] = dry_order
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return {'id': order_id}
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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.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
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params = self._params.copy()
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if time_in_force != 'gtc':
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params.update({'timeInForce': time_in_force})
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params = self._params.copy()
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if time_in_force != 'gtc':
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params.update({'timeInForce': time_in_force})
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return self._api.create_order(pair, ordertype, 'buy',
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amount, rate, params)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to create limit buy order on market {pair}.'
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f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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f'Could not create limit buy order on market {pair}.'
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f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place buy order due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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return self.create_order(pair, ordertype, 'buy', amount, rate, params)
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def sell(self, pair: str, ordertype: str, amount: float,
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rate: float, time_in_force='gtc') -> Dict:
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if self._conf['dry_run']:
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order_id, dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate)
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self._dry_run_open_orders[order_id] = dry_order
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return {'id': order_id}
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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.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
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params = self._params.copy()
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if time_in_force != 'gtc':
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params.update({'timeInForce': time_in_force})
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params = self._params.copy()
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if time_in_force != 'gtc':
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params.update({'timeInForce': time_in_force})
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return self._api.create_order(pair, ordertype, 'sell',
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amount, rate, params)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to create limit sell order on market {pair}.'
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f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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f'Could not create limit sell order on market {pair}.'
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f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place sell order due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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return self.create_order(pair, ordertype, 'sell', amount, rate, params)
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def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
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"""
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creates a stoploss limit order.
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NOTICE: it is not supported by all exchanges. only binance is tested for now.
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"""
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ordertype = "stop_loss_limit"
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate)
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@ -392,39 +376,18 @@ class Exchange(object):
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if self._conf['dry_run']:
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order_id, dry_order = self.dry_run_order(
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pair, "stop_loss_limit", "sell", amount, stop_price, rate)
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pair, ordertype, "sell", amount, stop_price)
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dry_order.update({"info": {}, "remaining": amount, "status": "open"})
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self._dry_run_open_orders[order_id] = dry_order
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return dry_order
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try:
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params = self._params.copy()
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params.update({'stopPrice': stop_price})
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params = self._params.copy()
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params.update({'stopPrice': stop_price})
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order = self._api.create_order(pair, 'stop_loss_limit', 'sell',
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amount, rate, params)
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logger.info('stoploss limit order added for %s. '
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'stop price: %s. limit: %s' % (pair, stop_price, rate))
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return order
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to place stoploss limit order on market {pair}. '
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f'Tried to put a stoploss amount {amount} with '
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f'stop {stop_price} and limit {rate} (total {rate*amount}).'
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f'Message: {e}')
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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f'Could not place stoploss limit order on market {pair}.'
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f'Tried to place stoploss amount {amount} with '
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f'stop {stop_price} and limit {rate} (total {rate*amount}).'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place stoploss limit order due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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order = self.create_order(pair, ordertype, 'sell', amount, rate, params)
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logger.info('stoploss limit order added for %s. '
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'stop price: %s. limit: %s' % (pair, stop_price, rate))
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return order
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@retrier
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def get_balance(self, currency: str) -> float:
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