Move exchange utilities into separate module

freqtrade/exchange/__init__.py

@@ -9,14 +9,15 @@ from freqtrade.exchange.bitpanda import Bitpanda
 from freqtrade.exchange.bittrex import Bittrex
 from freqtrade.exchange.bybit import Bybit
 from freqtrade.exchange.coinbasepro import Coinbasepro
-from freqtrade.exchange.exchange import (amount_to_contract_precision, amount_to_contracts,
+from freqtrade.exchange.exchange_utils import (amount_to_contract_precision, amount_to_contracts,
-                                         amount_to_precision, available_exchanges, ccxt_exchanges,
+                                               amount_to_precision, available_exchanges,
-                                         contracts_to_amount, date_minus_candles,
+                                               ccxt_exchanges, contracts_to_amount,
-                                         is_exchange_known_ccxt, market_is_active,
+                                               date_minus_candles, is_exchange_known_ccxt,
-                                         price_to_precision, timeframe_to_minutes,
+                                               market_is_active, price_to_precision,
-                                         timeframe_to_msecs, timeframe_to_next_date,
+                                               timeframe_to_minutes, timeframe_to_msecs,
-                                         timeframe_to_prev_date, timeframe_to_seconds,
+                                               timeframe_to_next_date, timeframe_to_prev_date,
-                                         validate_exchange, validate_exchanges)
+                                               timeframe_to_seconds, validate_exchange,
+                                               validate_exchanges)
 from freqtrade.exchange.ftx import Ftx
 from freqtrade.exchange.gateio import Gateio
 from freqtrade.exchange.hitbtc import Hitbtc

freqtrade/exchange/exchange.py

@@ -8,7 +8,6 @@ import inspect
 import logging
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
-from math import ceil
 from threading import Lock
 from typing import Any, Coroutine, Dict, List, Literal, Optional, Tuple, Union
 
@@ -16,7 +15,7 @@ import arrow
 import ccxt
 import ccxt.async_support as ccxt_async
 from cachetools import TTLCache
-from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, decimal_to_precision
+from ccxt import TICK_SIZE
 from dateutil import parser
 from pandas import DataFrame, concat
 
@@ -28,17 +27,19 @@ from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)
-from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
+from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, remove_credentials, retrier,
-                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
+                                       retrier_async)
-                                       remove_credentials, retrier, retrier_async)
+from freqtrade.exchange.exchange_utils import (CcxtModuleType, amount_to_contract_precision,
+                                               amount_to_contracts, amount_to_precision,
+                                               contracts_to_amount, date_minus_candles,
+                                               is_exchange_known_ccxt, market_is_active,
+                                               price_to_precision, timeframe_to_minutes,
+                                               timeframe_to_msecs, timeframe_to_next_date,
+                                               timeframe_to_prev_date, timeframe_to_seconds)
 from freqtrade.exchange.types import Ticker, Tickers
 from freqtrade.misc import (chunks, deep_merge_dicts, file_dump_json, file_load_json,
                             safe_value_fallback2)
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
-from freqtrade.util import FtPrecise
-
-
-CcxtModuleType = Any
 
 
 logger = logging.getLogger(__name__)
@@ -2810,240 +2811,3 @@ class Exchange:
             # describes the min amt for a tier, and the lowest tier will always go down to 0
         else:
             raise OperationalException(f"Cannot get maintenance ratio using {self.name}")
-
-
-def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
-    return exchange_name in ccxt_exchanges(ccxt_module)
-
-
-def ccxt_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:
-    """
-    Return the list of all exchanges known to ccxt
-    """
-    return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges
-
-
-def available_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:
-    """
-    Return exchanges available to the bot, i.e. non-bad exchanges in the ccxt list
-    """
-    exchanges = ccxt_exchanges(ccxt_module)
-    return [x for x in exchanges if validate_exchange(x)[0]]
-
-
-def validate_exchange(exchange: str) -> Tuple[bool, str]:
-    ex_mod = getattr(ccxt, exchange.lower())()
-    if not ex_mod or not ex_mod.has:
-        return False, ''
-    missing = [k for k in EXCHANGE_HAS_REQUIRED if ex_mod.has.get(k) is not True]
-    if missing:
-        return False, f"missing: {', '.join(missing)}"
-
-    missing_opt = [k for k in EXCHANGE_HAS_OPTIONAL if not ex_mod.has.get(k)]
-
-    if exchange.lower() in BAD_EXCHANGES:
-        return False, BAD_EXCHANGES.get(exchange.lower(), '')
-    if missing_opt:
-        return True, f"missing opt: {', '.join(missing_opt)}"
-
-    return True, ''
-
-
-def validate_exchanges(all_exchanges: bool) -> List[Tuple[str, bool, str]]:
-    """
-    :return: List of tuples with exchangename, valid, reason.
-    """
-    exchanges = ccxt_exchanges() if all_exchanges else available_exchanges()
-    exchanges_valid = [
-        (e, *validate_exchange(e)) for e in exchanges
-    ]
-    return exchanges_valid
-
-
-def timeframe_to_seconds(timeframe: str) -> int:
-    """
-    Translates the timeframe interval value written in the human readable
-    form ('1m', '5m', '1h', '1d', '1w', etc.) to the number
-    of seconds for one timeframe interval.
-    """
-    return ccxt.Exchange.parse_timeframe(timeframe)
-
-
-def timeframe_to_minutes(timeframe: str) -> int:
-    """
-    Same as timeframe_to_seconds, but returns minutes.
-    """
-    return ccxt.Exchange.parse_timeframe(timeframe) // 60
-
-
-def timeframe_to_msecs(timeframe: str) -> int:
-    """
-    Same as timeframe_to_seconds, but returns milliseconds.
-    """
-    return ccxt.Exchange.parse_timeframe(timeframe) * 1000
-
-
-def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:
-    """
-    Use Timeframe and determine the candle start date for this date.
-    Does not round when given a candle start date.
-    :param timeframe: timeframe in string format (e.g. "5m")
-    :param date: date to use. Defaults to now(utc)
-    :returns: date of previous candle (with utc timezone)
-    """
-    if not date:
-        date = datetime.now(timezone.utc)
-
-    new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
-                                                  ROUND_DOWN) // 1000
-    return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
-
-
-def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
-    """
-    Use Timeframe and determine next candle.
-    :param timeframe: timeframe in string format (e.g. "5m")
-    :param date: date to use. Defaults to now(utc)
-    :returns: date of next candle (with utc timezone)
-    """
-    if not date:
-        date = datetime.now(timezone.utc)
-    new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
-                                                  ROUND_UP) // 1000
-    return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
-
-
-def date_minus_candles(
-        timeframe: str, candle_count: int, date: Optional[datetime] = None) -> datetime:
-    """
-    subtract X candles from a date.
-    :param timeframe: timeframe in string format (e.g. "5m")
-    :param candle_count: Amount of candles to subtract.
-    :param date: date to use. Defaults to now(utc)
-
-    """
-    if not date:
-        date = datetime.now(timezone.utc)
-
-    tf_min = timeframe_to_minutes(timeframe)
-    new_date = timeframe_to_prev_date(timeframe, date) - timedelta(minutes=tf_min * candle_count)
-    return new_date
-
-
-def market_is_active(market: Dict) -> bool:
-    """
-    Return True if the market is active.
-    """
-    # "It's active, if the active flag isn't explicitly set to false. If it's missing or
-    # true then it's true. If it's undefined, then it's most likely true, but not 100% )"
-    # See https://github.com/ccxt/ccxt/issues/4874,
-    # https://github.com/ccxt/ccxt/issues/4075#issuecomment-434760520
-    return market.get('active', True) is not False
-
-
-def amount_to_contracts(amount: float, contract_size: Optional[float]) -> float:
-    """
-    Convert amount to contracts.
-    :param amount: amount to convert
-    :param contract_size: contract size - taken from exchange.get_contract_size(pair)
-    :return: num-contracts
-    """
-    if contract_size and contract_size != 1:
-        return float(FtPrecise(amount) / FtPrecise(contract_size))
-    else:
-        return amount
-
-
-def contracts_to_amount(num_contracts: float, contract_size: Optional[float]) -> float:
-    """
-    Takes num-contracts and converts it to contract size
-    :param num_contracts: number of contracts
-    :param contract_size: contract size - taken from exchange.get_contract_size(pair)
-    :return: Amount
-    """
-
-    if contract_size and contract_size != 1:
-        return float(FtPrecise(num_contracts) * FtPrecise(contract_size))
-    else:
-        return num_contracts
-
-
-def amount_to_precision(amount: float, amount_precision: Optional[float],
-                        precisionMode: Optional[int]) -> float:
-    """
-    Returns the amount to buy or sell to a precision the Exchange accepts
-    Re-implementation of ccxt internal methods - ensuring we can test the result is correct
-    based on our definitions.
-    :param amount: amount to truncate
-    :param amount_precision: amount precision to use.
-                             should be retrieved from markets[pair]['precision']['amount']
-    :param precisionMode: precision mode to use. Should be used from precisionMode
-                          one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
-    :return: truncated amount
-    """
-    if amount_precision is not None and precisionMode is not None:
-        precision = int(amount_precision) if precisionMode != TICK_SIZE else amount_precision
-        # precision must be an int for non-ticksize inputs.
-        amount = float(decimal_to_precision(amount, rounding_mode=TRUNCATE,
-                                            precision=precision,
-                                            counting_mode=precisionMode,
-                                            ))
-
-    return amount
-
-
-def amount_to_contract_precision(
-        amount, amount_precision: Optional[float], precisionMode: Optional[int],
-        contract_size: Optional[float]) -> float:
-    """
-    Returns the amount to buy or sell to a precision the Exchange accepts
-    including calculation to and from contracts.
-    Re-implementation of ccxt internal methods - ensuring we can test the result is correct
-    based on our definitions.
-    :param amount: amount to truncate
-    :param amount_precision: amount precision to use.
-                             should be retrieved from markets[pair]['precision']['amount']
-    :param precisionMode: precision mode to use. Should be used from precisionMode
-                          one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
-    :param contract_size: contract size - taken from exchange.get_contract_size(pair)
-    :return: truncated amount
-    """
-    if amount_precision is not None and precisionMode is not None:
-        contracts = amount_to_contracts(amount, contract_size)
-        amount_p = amount_to_precision(contracts, amount_precision, precisionMode)
-        return contracts_to_amount(amount_p, contract_size)
-    return amount
-
-
-def price_to_precision(price: float, price_precision: Optional[float],
-                       precisionMode: Optional[int]) -> float:
-    """
-    Returns the price rounded up to the precision the Exchange accepts.
-    Partial Re-implementation of ccxt internal method decimal_to_precision(),
-    which does not support rounding up
-    TODO: If ccxt supports ROUND_UP for decimal_to_precision(), we could remove this and
-    align with amount_to_precision().
-    !!! Rounds up
-    :param price: price to convert
-    :param price_precision: price precision to use. Used from markets[pair]['precision']['price']
-    :param precisionMode: precision mode to use. Should be used from precisionMode
-                          one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
-    :return: price rounded up to the precision the Exchange accepts
-
-    """
-    if price_precision is not None and precisionMode is not None:
-        # price = float(decimal_to_precision(price, rounding_mode=ROUND,
-        #                                    precision=price_precision,
-        #                                    counting_mode=self.precisionMode,
-        #                                    ))
-        if precisionMode == TICK_SIZE:
-            precision = FtPrecise(price_precision)
-            price_str = FtPrecise(price)
-            missing = price_str % precision
-            if not missing == FtPrecise("0"):
-                price = round(float(str(price_str - missing + precision)), 14)
-        else:
-            symbol_prec = price_precision
-            big_price = price * pow(10, symbol_prec)
-            price = ceil(big_price) / pow(10, symbol_prec)
-    return price

freqtrade/exchange/exchange_utils.py

@@ -0,0 +1,252 @@
+"""
+Exchange support utils
+"""
+from datetime import datetime, timedelta, timezone
+from math import ceil
+from typing import Any, Dict, List, Optional, Tuple
+
+import ccxt
+from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, decimal_to_precision
+
+from freqtrade.exchange.common import BAD_EXCHANGES, EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED
+from freqtrade.util import FtPrecise
+
+
+CcxtModuleType = Any
+
+
+def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
+    return exchange_name in ccxt_exchanges(ccxt_module)
+
+
+def ccxt_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:
+    """
+    Return the list of all exchanges known to ccxt
+    """
+    return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges
+
+
+def available_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:
+    """
+    Return exchanges available to the bot, i.e. non-bad exchanges in the ccxt list
+    """
+    exchanges = ccxt_exchanges(ccxt_module)
+    return [x for x in exchanges if validate_exchange(x)[0]]
+
+
+def validate_exchange(exchange: str) -> Tuple[bool, str]:
+    ex_mod = getattr(ccxt, exchange.lower())()
+    if not ex_mod or not ex_mod.has:
+        return False, ''
+    missing = [k for k in EXCHANGE_HAS_REQUIRED if ex_mod.has.get(k) is not True]
+    if missing:
+        return False, f"missing: {', '.join(missing)}"
+
+    missing_opt = [k for k in EXCHANGE_HAS_OPTIONAL if not ex_mod.has.get(k)]
+
+    if exchange.lower() in BAD_EXCHANGES:
+        return False, BAD_EXCHANGES.get(exchange.lower(), '')
+    if missing_opt:
+        return True, f"missing opt: {', '.join(missing_opt)}"
+
+    return True, ''
+
+
+def validate_exchanges(all_exchanges: bool) -> List[Tuple[str, bool, str]]:
+    """
+    :return: List of tuples with exchangename, valid, reason.
+    """
+    exchanges = ccxt_exchanges() if all_exchanges else available_exchanges()
+    exchanges_valid = [
+        (e, *validate_exchange(e)) for e in exchanges
+    ]
+    return exchanges_valid
+
+
+def timeframe_to_seconds(timeframe: str) -> int:
+    """
+    Translates the timeframe interval value written in the human readable
+    form ('1m', '5m', '1h', '1d', '1w', etc.) to the number
+    of seconds for one timeframe interval.
+    """
+    return ccxt.Exchange.parse_timeframe(timeframe)
+
+
+def timeframe_to_minutes(timeframe: str) -> int:
+    """
+    Same as timeframe_to_seconds, but returns minutes.
+    """
+    return ccxt.Exchange.parse_timeframe(timeframe) // 60
+
+
+def timeframe_to_msecs(timeframe: str) -> int:
+    """
+    Same as timeframe_to_seconds, but returns milliseconds.
+    """
+    return ccxt.Exchange.parse_timeframe(timeframe) * 1000
+
+
+def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:
+    """
+    Use Timeframe and determine the candle start date for this date.
+    Does not round when given a candle start date.
+    :param timeframe: timeframe in string format (e.g. "5m")
+    :param date: date to use. Defaults to now(utc)
+    :returns: date of previous candle (with utc timezone)
+    """
+    if not date:
+        date = datetime.now(timezone.utc)
+
+    new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
+                                                  ROUND_DOWN) // 1000
+    return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
+
+
+def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
+    """
+    Use Timeframe and determine next candle.
+    :param timeframe: timeframe in string format (e.g. "5m")
+    :param date: date to use. Defaults to now(utc)
+    :returns: date of next candle (with utc timezone)
+    """
+    if not date:
+        date = datetime.now(timezone.utc)
+    new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
+                                                  ROUND_UP) // 1000
+    return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
+
+
+def date_minus_candles(
+        timeframe: str, candle_count: int, date: Optional[datetime] = None) -> datetime:
+    """
+    subtract X candles from a date.
+    :param timeframe: timeframe in string format (e.g. "5m")
+    :param candle_count: Amount of candles to subtract.
+    :param date: date to use. Defaults to now(utc)
+
+    """
+    if not date:
+        date = datetime.now(timezone.utc)
+
+    tf_min = timeframe_to_minutes(timeframe)
+    new_date = timeframe_to_prev_date(timeframe, date) - timedelta(minutes=tf_min * candle_count)
+    return new_date
+
+
+def market_is_active(market: Dict) -> bool:
+    """
+    Return True if the market is active.
+    """
+    # "It's active, if the active flag isn't explicitly set to false. If it's missing or
+    # true then it's true. If it's undefined, then it's most likely true, but not 100% )"
+    # See https://github.com/ccxt/ccxt/issues/4874,
+    # https://github.com/ccxt/ccxt/issues/4075#issuecomment-434760520
+    return market.get('active', True) is not False
+
+
+def amount_to_contracts(amount: float, contract_size: Optional[float]) -> float:
+    """
+    Convert amount to contracts.
+    :param amount: amount to convert
+    :param contract_size: contract size - taken from exchange.get_contract_size(pair)
+    :return: num-contracts
+    """
+    if contract_size and contract_size != 1:
+        return float(FtPrecise(amount) / FtPrecise(contract_size))
+    else:
+        return amount
+
+
+def contracts_to_amount(num_contracts: float, contract_size: Optional[float]) -> float:
+    """
+    Takes num-contracts and converts it to contract size
+    :param num_contracts: number of contracts
+    :param contract_size: contract size - taken from exchange.get_contract_size(pair)
+    :return: Amount
+    """
+
+    if contract_size and contract_size != 1:
+        return float(FtPrecise(num_contracts) * FtPrecise(contract_size))
+    else:
+        return num_contracts
+
+
+def amount_to_precision(amount: float, amount_precision: Optional[float],
+                        precisionMode: Optional[int]) -> float:
+    """
+    Returns the amount to buy or sell to a precision the Exchange accepts
+    Re-implementation of ccxt internal methods - ensuring we can test the result is correct
+    based on our definitions.
+    :param amount: amount to truncate
+    :param amount_precision: amount precision to use.
+                             should be retrieved from markets[pair]['precision']['amount']
+    :param precisionMode: precision mode to use. Should be used from precisionMode
+                          one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
+    :return: truncated amount
+    """
+    if amount_precision is not None and precisionMode is not None:
+        precision = int(amount_precision) if precisionMode != TICK_SIZE else amount_precision
+        # precision must be an int for non-ticksize inputs.
+        amount = float(decimal_to_precision(amount, rounding_mode=TRUNCATE,
+                                            precision=precision,
+                                            counting_mode=precisionMode,
+                                            ))
+
+    return amount
+
+
+def amount_to_contract_precision(
+        amount, amount_precision: Optional[float], precisionMode: Optional[int],
+        contract_size: Optional[float]) -> float:
+    """
+    Returns the amount to buy or sell to a precision the Exchange accepts
+    including calculation to and from contracts.
+    Re-implementation of ccxt internal methods - ensuring we can test the result is correct
+    based on our definitions.
+    :param amount: amount to truncate
+    :param amount_precision: amount precision to use.
+                             should be retrieved from markets[pair]['precision']['amount']
+    :param precisionMode: precision mode to use. Should be used from precisionMode
+                          one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
+    :param contract_size: contract size - taken from exchange.get_contract_size(pair)
+    :return: truncated amount
+    """
+    if amount_precision is not None and precisionMode is not None:
+        contracts = amount_to_contracts(amount, contract_size)
+        amount_p = amount_to_precision(contracts, amount_precision, precisionMode)
+        return contracts_to_amount(amount_p, contract_size)
+    return amount
+
+
+def price_to_precision(price: float, price_precision: Optional[float],
+                       precisionMode: Optional[int]) -> float:
+    """
+    Returns the price rounded up to the precision the Exchange accepts.
+    Partial Re-implementation of ccxt internal method decimal_to_precision(),
+    which does not support rounding up
+    TODO: If ccxt supports ROUND_UP for decimal_to_precision(), we could remove this and
+    align with amount_to_precision().
+    !!! Rounds up
+    :param price: price to convert
+    :param price_precision: price precision to use. Used from markets[pair]['precision']['price']
+    :param precisionMode: precision mode to use. Should be used from precisionMode
+                          one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
+    :return: price rounded up to the precision the Exchange accepts
+
+    """
+    if price_precision is not None and precisionMode is not None:
+        # price = float(decimal_to_precision(price, rounding_mode=ROUND,
+        #                                    precision=price_precision,
+        #                                    counting_mode=self.precisionMode,
+        #                                    ))
+        if precisionMode == TICK_SIZE:
+            precision = FtPrecise(price_precision)
+            price_str = FtPrecise(price)
+            missing = price_str % precision
+            if not missing == FtPrecise("0"):
+                price = round(float(str(price_str - missing + precision)), 14)
+        else:
+            symbol_prec = price_precision
+            big_price = price * pow(10, symbol_prec)
+            price = ceil(big_price) / pow(10, symbol_prec)
+    return price