Exchange refactoring
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xsmile
127
freqtrade/exchanges/__init__.py
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127
freqtrade/exchanges/__init__.py
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from abc import ABC, abstractmethod
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from typing import List, Optional
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import arrow
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class Exchange(ABC):
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@property
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def name(self) -> str:
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"""
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Name of the exchange.
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:return: str representation of the class name
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"""
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return self.__class__.__name__
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@property
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@abstractmethod
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def sleep_time(self) -> float:
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"""
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Sleep time in seconds for the main loop to avoid API rate limits.
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:return: float
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"""
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@abstractmethod
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def buy(self, pair: str, rate: float, amount: float) -> str:
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"""
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Places a limit buy order.
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:param pair: Pair as str, format: BTC_ETH
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:param rate: Rate limit for order
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:param amount: The amount to purchase
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:return: order_id of the placed buy order
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"""
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@abstractmethod
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def sell(self, pair: str, rate: float, amount: float) -> str:
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"""
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Places a limit sell order.
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:param pair: Pair as str, format: BTC_ETH
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:param rate: Rate limit for order
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:param amount: The amount to sell
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:return: order_id of the placed sell order
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"""
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@abstractmethod
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def get_balance(self, currency: str) -> float:
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"""
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Gets account balance.
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:param currency: Currency as str, format: BTC
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:return: float
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"""
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@abstractmethod
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def get_ticker(self, pair: str) -> dict:
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"""
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Gets ticker for given pair.
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:param pair: Pair as str, format: BTC_ETC
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:return: dict, format: {
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'bid': float,
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'ask': float,
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'last': float
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}
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"""
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@abstractmethod
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def get_ticker_history(self, pair: str, minimum_date: Optional[arrow.Arrow] = None) -> dict:
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"""
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Gets ticker history for given pair.
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:param pair: Pair as str, format: BTC_ETC
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:param minimum_date: Minimum date (optional)
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:return: dict, format: {
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'success': bool,
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'message': str,
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'result': [
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{
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'O': float, (Open)
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'H': float, (High)
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'L': float, (Low)
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'C': float, (Close)
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'V': float, (Volume)
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'T': datetime, (Time)
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'BV': float, (Base Volume)
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},
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...
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]
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}
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"""
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@abstractmethod
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def cancel_order(self, order_id: str) -> None:
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"""
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Cancels order for given order_id.
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:param order_id: ID as str
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:return: None
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"""
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@abstractmethod
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def get_open_orders(self, pair: str) -> List[dict]:
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"""
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Gets all open orders for given pair.
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:param pair: Pair as str, format: BTC_ETC
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:return: List of dicts, format: [
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{
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'id': str,
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'type': str,
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'opened': datetime,
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'rate': float,
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'amount': float,
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'remaining': int,
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},
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...
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]
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"""
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@abstractmethod
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def get_pair_detail_url(self, pair: str) -> str:
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"""
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Returns the market detail url for the given pair.
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:param pair: Pair as str, format: BTC_ETC
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:return: URL as str
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"""
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@abstractmethod
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def get_markets(self) -> List[str]:
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"""
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Returns all available markets.
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:return: List of all available pairs
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"""
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120
freqtrade/exchanges/bittrex.py
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120
freqtrade/exchanges/bittrex.py
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import logging
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from typing import List, Optional
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import arrow
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import requests
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from bittrex.bittrex import Bittrex as _Bittrex
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from freqtrade.exchanges import Exchange
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logger = logging.getLogger(__name__)
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_API: _Bittrex = None
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_EXCHANGE_CONF: dict = {}
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class Bittrex(Exchange):
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"""
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Bittrex API wrapper.
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"""
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# Base URL and API endpoints
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BASE_URL: str = 'https://www.bittrex.com'
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TICKER_METHOD: str = BASE_URL + '/Api/v2.0/pub/market/GetTicks'
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PAIR_DETAIL_METHOD: str = BASE_URL + '/Market/Index'
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# Ticker inveral
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TICKER_INTERVAL: str = 'fiveMin'
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# Sleep time to avoid rate limits, used in the main loop
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SLEEP_TIME: float = 25
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@property
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def name(self) -> str:
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return self.__class__.__name__
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@property
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def sleep_time(self) -> float:
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return self.SLEEP_TIME
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def __init__(self, config: dict) -> None:
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global _API, _EXCHANGE_CONF
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_EXCHANGE_CONF.update(config)
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_API = _Bittrex(api_key=_EXCHANGE_CONF['key'], api_secret=_EXCHANGE_CONF['secret'])
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# Check if all pairs are available
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markets = self.get_markets()
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exchange_name = self.name
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for pair in _EXCHANGE_CONF['pair_whitelist']:
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if pair not in markets:
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raise RuntimeError('Pair {} is not available at {}'.format(pair, exchange_name))
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def buy(self, pair: str, rate: float, amount: float) -> str:
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data = _API.buy_limit(pair.replace('_', '-'), amount, rate)
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if not data['success']:
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raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
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return data['result']['uuid']
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def sell(self, pair: str, rate: float, amount: float) -> str:
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data = _API.sell_limit(pair.replace('_', '-'), amount, rate)
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if not data['success']:
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raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
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return data['result']['uuid']
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def get_balance(self, currency: str) -> float:
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data = _API.get_balance(currency)
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if not data['success']:
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raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
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return float(data['result']['Balance'] or 0.0)
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def get_ticker(self, pair: str) -> dict:
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data = _API.get_ticker(pair.replace('_', '-'))
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if not data['success']:
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raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
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return {
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'bid': float(data['result']['Bid']),
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'ask': float(data['result']['Ask']),
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'last': float(data['result']['Last']),
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}
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def get_ticker_history(self, pair: str, minimum_date: Optional[arrow.Arrow] = None):
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url = self.TICKER_METHOD
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headers = {
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# TODO: Set as global setting
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'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/61.0.3163.100 Safari/537.36'
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}
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params = {
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'marketName': pair.replace('_', '-'),
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'tickInterval': self.TICKER_INTERVAL,
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# TODO: Timestamp has no effect on API response
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'_': minimum_date.timestamp * 1000
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}
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data = requests.get(url, params=params, headers=headers).json()
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if not data['success']:
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raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
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return data
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def cancel_order(self, order_id: str) -> None:
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data = _API.cancel(order_id)
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if not data['success']:
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raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
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def get_open_orders(self, pair: str) -> List[dict]:
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data = _API.get_open_orders(pair.replace('_', '-'))
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if not data['success']:
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raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
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return [{
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'id': entry['OrderUuid'],
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'type': entry['OrderType'],
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'opened': entry['Opened'],
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'rate': entry['PricePerUnit'],
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'amount': entry['Quantity'],
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'remaining': entry['QuantityRemaining'],
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} for entry in data['result']]
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def get_pair_detail_url(self, pair: str) -> str:
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return self.PAIR_DETAIL_METHOD + '?MarketName={}'.format(pair.replace('_', '-'))
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def get_markets(self) -> List[str]:
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data = _API.get_markets()
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if not data['success']:
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raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
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return [m['MarketName'].replace('-', '_') for m in data['result']]
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