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Merge pull request #4685 from freqtrade/ft_has

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Use ccxt's has to check which exchanges can work with freqtrade
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Matthias 2021-04-07 10:47:56 +02:00 committed by GitHub
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197
docs/utils.md
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@ -253,13 +253,206 @@ optional arguments:
* Example: see exchanges available for the bot: * Example: see exchanges available for the bot:
``` ```
$ freqtrade list-exchanges $ freqtrade list-exchanges
Exchanges available for Freqtrade: _1btcxe, acx, allcoin, bequant, bibox, binance, binanceje, binanceus, bitbank, bitfinex, bitfinex2, bitkk, bitlish, bitmart, bittrex, bitz, bleutrade, btcalpha, btcmarkets, btcturk, buda, cex, cobinhood, coinbaseprime, coinbasepro, coinex, cointiger, coss, crex24, digifinex, dsx, dx, ethfinex, fcoin, fcoinjp, gateio, gdax, gemini, hitbtc2, huobipro, huobiru, idex, kkex, kraken, kucoin, kucoin2, kuna, lbank, mandala, mercado, oceanex, okcoincny, okcoinusd, okex, okex3, poloniex, rightbtc, theocean, tidebit, upbit, zb Exchanges available for Freqtrade:
Exchange name Valid reason
--------------- ------- --------------------------------------------
aax True
ascendex True missing opt: fetchMyTrades
bequant True
bibox True
bigone True
binance True
binanceus True
bitbank True missing opt: fetchTickers
bitcoincom True
bitfinex True
bitforex True missing opt: fetchMyTrades, fetchTickers
bitget True
bithumb True missing opt: fetchMyTrades
bitkk True missing opt: fetchMyTrades
bitmart True
bitmax True missing opt: fetchMyTrades
bitpanda True
bittrex True
bitvavo True
bitz True missing opt: fetchMyTrades
btcalpha True missing opt: fetchTicker, fetchTickers
btcmarkets True missing opt: fetchTickers
buda True missing opt: fetchMyTrades, fetchTickers
bw True missing opt: fetchMyTrades, fetchL2OrderBook
bybit True
bytetrade True
cdax True
cex True missing opt: fetchMyTrades
coinbaseprime True missing opt: fetchTickers
coinbasepro True missing opt: fetchTickers
coinex True
crex24 True
deribit True
digifinex True
equos True missing opt: fetchTicker, fetchTickers
eterbase True
fcoin True missing opt: fetchMyTrades, fetchTickers
fcoinjp True missing opt: fetchMyTrades, fetchTickers
ftx True
gateio True
gemini True
gopax True
hbtc True
hitbtc True
huobijp True
huobipro True
idex True
kraken True
kucoin True
lbank True missing opt: fetchMyTrades
mercado True missing opt: fetchTickers
ndax True missing opt: fetchTickers
novadax True
okcoin True
okex True
probit True
qtrade True
stex True
timex True
upbit True missing opt: fetchMyTrades
vcc True
zb True missing opt: fetchMyTrades
``` ```
!!! Note "missing opt exchanges"
Values with "missing opt:" might need special configuration (e.g. using orderbook if `fetchTickers` is missing) - but should in theory work (although we cannot guarantee they will).
* Example: see all exchanges supported by the ccxt library (including 'bad' ones, i.e. those that are known to not work with Freqtrade): * Example: see all exchanges supported by the ccxt library (including 'bad' ones, i.e. those that are known to not work with Freqtrade):
``` ```
$ freqtrade list-exchanges -a $ freqtrade list-exchanges -a
All exchanges supported by the ccxt library: _1btcxe, acx, adara, allcoin, anxpro, bcex, bequant, bibox, bigone, binance, binanceje, binanceus, bit2c, bitbank, bitbay, bitfinex, bitfinex2, bitflyer, bitforex, bithumb, bitkk, bitlish, bitmart, bitmex, bitso, bitstamp, bitstamp1, bittrex, bitz, bl3p, bleutrade, braziliex, btcalpha, btcbox, btcchina, btcmarkets, btctradeim, btctradeua, btcturk, buda, bxinth, cex, chilebit, cobinhood, coinbase, coinbaseprime, coinbasepro, coincheck, coinegg, coinex, coinexchange, coinfalcon, coinfloor, coingi, coinmarketcap, coinmate, coinone, coinspot, cointiger, coolcoin, coss, crex24, crypton, deribit, digifinex, dsx, dx, ethfinex, exmo, exx, fcoin, fcoinjp, flowbtc, foxbit, fybse, gateio, gdax, gemini, hitbtc, hitbtc2, huobipro, huobiru, ice3x, idex, independentreserve, indodax, itbit, kkex, kraken, kucoin, kucoin2, kuna, lakebtc, latoken, lbank, liquid, livecoin, luno, lykke, mandala, mercado, mixcoins, negociecoins, nova, oceanex, okcoincny, okcoinusd, okex, okex3, paymium, poloniex, rightbtc, southxchange, stronghold, surbitcoin, theocean, therock, tidebit, tidex, upbit, vaultoro, vbtc, virwox, xbtce, yobit, zaif, zb All exchanges supported by the ccxt library:
Exchange name Valid reason
------------------ ------- ---------------------------------------------------------------------------------------
aax True
aofex False missing: fetchOrder
ascendex True missing opt: fetchMyTrades
bequant True
bibox True
bigone True
binance True
binanceus True
bit2c False missing: fetchOrder, fetchOHLCV
bitbank True missing opt: fetchTickers
bitbay False missing: fetchOrder
bitcoincom True
bitfinex True
bitfinex2 False missing: fetchOrder
bitflyer False missing: fetchOrder, fetchOHLCV
bitforex True missing opt: fetchMyTrades, fetchTickers
bitget True
bithumb True missing opt: fetchMyTrades
bitkk True missing opt: fetchMyTrades
bitmart True
bitmax True missing opt: fetchMyTrades
bitmex False Various reasons.
bitpanda True
bitso False missing: fetchOHLCV
bitstamp False Does not provide history. Details in https://github.com/freqtrade/freqtrade/issues/1983
bitstamp1 False missing: fetchOrder, fetchOHLCV
bittrex True
bitvavo True
bitz True missing opt: fetchMyTrades
bl3p False missing: fetchOrder, fetchOHLCV
bleutrade False missing: fetchOrder
braziliex False missing: fetchOHLCV
btcalpha True missing opt: fetchTicker, fetchTickers
btcbox False missing: fetchOHLCV
btcmarkets True missing opt: fetchTickers
btctradeua False missing: fetchOrder, fetchOHLCV
btcturk False missing: fetchOrder
buda True missing opt: fetchMyTrades, fetchTickers
bw True missing opt: fetchMyTrades, fetchL2OrderBook
bybit True
bytetrade True
cdax True
cex True missing opt: fetchMyTrades
chilebit False missing: fetchOrder, fetchOHLCV
coinbase False missing: fetchOrder, cancelOrder, createOrder, fetchOHLCV
coinbaseprime True missing opt: fetchTickers
coinbasepro True missing opt: fetchTickers
coincheck False missing: fetchOrder, fetchOHLCV
coinegg False missing: fetchOHLCV
coinex True
coinfalcon False missing: fetchOHLCV
coinfloor False missing: fetchOrder, fetchOHLCV
coingi False missing: fetchOrder, fetchOHLCV
coinmarketcap False missing: fetchOrder, cancelOrder, createOrder, fetchBalance, fetchOHLCV
coinmate False missing: fetchOHLCV
coinone False missing: fetchOHLCV
coinspot False missing: fetchOrder, cancelOrder, fetchOHLCV
crex24 True
currencycom False missing: fetchOrder
delta False missing: fetchOrder
deribit True
digifinex True
equos True missing opt: fetchTicker, fetchTickers
eterbase True
exmo False missing: fetchOrder
exx False missing: fetchOHLCV
fcoin True missing opt: fetchMyTrades, fetchTickers
fcoinjp True missing opt: fetchMyTrades, fetchTickers
flowbtc False missing: fetchOrder, fetchOHLCV
foxbit False missing: fetchOrder, fetchOHLCV
ftx True
gateio True
gemini True
gopax True
hbtc True
hitbtc True
hollaex False missing: fetchOrder
huobijp True
huobipro True
idex True
independentreserve False missing: fetchOHLCV
indodax False missing: fetchOHLCV
itbit False missing: fetchOHLCV
kraken True
kucoin True
kuna False missing: fetchOHLCV
lakebtc False missing: fetchOrder, fetchOHLCV
latoken False missing: fetchOrder, fetchOHLCV
lbank True missing opt: fetchMyTrades
liquid False missing: fetchOHLCV
luno False missing: fetchOHLCV
lykke False missing: fetchOHLCV
mercado True missing opt: fetchTickers
mixcoins False missing: fetchOrder, fetchOHLCV
ndax True missing opt: fetchTickers
novadax True
oceanex False missing: fetchOHLCV
okcoin True
okex True
paymium False missing: fetchOrder, fetchOHLCV
phemex False Does not provide history.
poloniex False missing: fetchOrder
probit True
qtrade True
rightbtc False missing: fetchOrder
ripio False missing: fetchOHLCV
southxchange False missing: fetchOrder, fetchOHLCV
stex True
surbitcoin False missing: fetchOrder, fetchOHLCV
therock False missing: fetchOHLCV
tidebit False missing: fetchOrder
tidex False missing: fetchOHLCV
timex True
upbit True missing opt: fetchMyTrades
vbtc False missing: fetchOrder, fetchOHLCV
vcc True
wavesexchange False missing: fetchOrder
whitebit False missing: fetchOrder, cancelOrder, createOrder, fetchBalance
xbtce False missing: fetchOrder, fetchOHLCV
xena False missing: fetchOrder
yobit False missing: fetchOHLCV
zaif False missing: fetchOrder, fetchOHLCV
zb True missing opt: fetchMyTrades
``` ```
## List Timeframes ## List Timeframes

14
freqtrade/commands/list_commands.py
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@ -13,7 +13,7 @@ from tabulate import tabulate
from freqtrade.configuration import setup_utils_configuration from freqtrade.configuration import setup_utils_configuration
from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange import available_exchanges, ccxt_exchanges, market_is_active from freqtrade.exchange import market_is_active, validate_exchanges
from freqtrade.misc import plural from freqtrade.misc import plural
from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.state import RunMode from freqtrade.state import RunMode
@ -28,14 +28,18 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
:param args: Cli args from Arguments() :param args: Cli args from Arguments()
:return: None :return: None
""" """
exchanges = ccxt_exchanges() if args['list_exchanges_all'] else available_exchanges() exchanges = validate_exchanges(args['list_exchanges_all'])
if args['print_one_column']: if args['print_one_column']:
print('\n'.join(exchanges)) print('\n'.join([e[0] for e in exchanges]))
else: else:
if args['list_exchanges_all']: if args['list_exchanges_all']:
print(f"All exchanges supported by the ccxt library: {', '.join(exchanges)}") print("All exchanges supported by the ccxt library:")
else: else:
print(f"Exchanges available for Freqtrade: {', '.join(exchanges)}") print("Exchanges available for Freqtrade:")
exchanges = [e for e in exchanges if e[1] is not False]
print(tabulate(exchanges, headers=['Exchange name', 'Valid', 'reason']))
def _print_objs_tabular(objs: List, print_colorized: bool) -> None: def _print_objs_tabular(objs: List, print_colorized: bool) -> None:

14
freqtrade/configuration/check_exchange.py
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@ -2,8 +2,8 @@ import logging
from typing import Any, Dict from typing import Any, Dict
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange import (available_exchanges, get_exchange_bad_reason, is_exchange_bad, from freqtrade.exchange import (available_exchanges, is_exchange_known_ccxt,
is_exchange_known_ccxt, is_exchange_officially_supported) is_exchange_officially_supported, validate_exchange)
from freqtrade.state import RunMode from freqtrade.state import RunMode
@ -57,9 +57,13 @@ def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
f'{", ".join(available_exchanges())}' f'{", ".join(available_exchanges())}'
) )
if check_for_bad and is_exchange_bad(exchange): valid, reason = validate_exchange(exchange)
raise OperationalException(f'Exchange "{exchange}" is known to not work with the bot yet. ' if not valid:
f'Reason: {get_exchange_bad_reason(exchange)}') if check_for_bad:
raise OperationalException(f'Exchange "{exchange}" will not work with Freqtrade. '
f'Reason: {reason}')
else:
logger.warning(f'Exchange "{exchange}" will not work with Freqtrade. Reason: {reason}')
if is_exchange_officially_supported(exchange): if is_exchange_officially_supported(exchange):
logger.info(f'Exchange "{exchange}" is officially supported ' logger.info(f'Exchange "{exchange}" is officially supported '

4
freqtrade/exchange/__init__.py
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@ -8,10 +8,10 @@ from freqtrade.exchange.binance import Binance
from freqtrade.exchange.bittrex import Bittrex from freqtrade.exchange.bittrex import Bittrex
from freqtrade.exchange.bybit import Bybit from freqtrade.exchange.bybit import Bybit
from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges, from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges,
get_exchange_bad_reason, is_exchange_bad,
is_exchange_known_ccxt, is_exchange_officially_supported, is_exchange_known_ccxt, is_exchange_officially_supported,
market_is_active, timeframe_to_minutes, timeframe_to_msecs, market_is_active, timeframe_to_minutes, timeframe_to_msecs,
timeframe_to_next_date, timeframe_to_prev_date, timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_seconds) timeframe_to_seconds, validate_exchange,
validate_exchanges)
from freqtrade.exchange.ftx import Ftx from freqtrade.exchange.ftx import Ftx
from freqtrade.exchange.kraken import Kraken from freqtrade.exchange.kraken import Kraken

93
freqtrade/exchange/common.py
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@ -18,78 +18,8 @@ BAD_EXCHANGES = {
"bitmex": "Various reasons.", "bitmex": "Various reasons.",
"bitstamp": "Does not provide history. " "bitstamp": "Does not provide history. "
"Details in https://github.com/freqtrade/freqtrade/issues/1983", "Details in https://github.com/freqtrade/freqtrade/issues/1983",
"hitbtc": "This API cannot be used with Freqtrade. "
"Use `hitbtc2` exchange id to access this exchange.",
"phemex": "Does not provide history. ", "phemex": "Does not provide history. ",
"poloniex": "Does not provide fetch_order endpoint to fetch both open and closed orders.", "poloniex": "Does not provide fetch_order endpoint to fetch both open and closed orders.",
**dict.fromkeys([
'adara',
'anxpro',
'bigone',
'coinbase',
'coinexchange',
'coinmarketcap',
'lykke',
'xbtce',
], "Does not provide timeframes. ccxt fetchOHLCV: False"),
**dict.fromkeys([
'bcex',
'bit2c',
'bitbay',
'bitflyer',
'bitforex',
'bithumb',
'bitso',
'bitstamp1',
'bl3p',
'braziliex',
'btcbox',
'btcchina',
'btctradeim',
'btctradeua',
'bxinth',
'chilebit',
'coincheck',
'coinegg',
'coinfalcon',
'coinfloor',
'coingi',
'coinmate',
'coinone',
'coinspot',
'coolcoin',
'crypton',
'deribit',
'exmo',
'exx',
'flowbtc',
'foxbit',
'fybse',
# 'hitbtc',
'ice3x',
'independentreserve',
'indodax',
'itbit',
'lakebtc',
'latoken',
'liquid',
'livecoin',
'luno',
'mixcoins',
'negociecoins',
'nova',
'paymium',
'southxchange',
'stronghold',
'surbitcoin',
'therock',
'tidex',
'vaultoro',
'vbtc',
'virwox',
'yobit',
'zaif',
], "Does not provide timeframes. ccxt fetchOHLCV: emulated"),
} }
MAP_EXCHANGE_CHILDCLASS = { MAP_EXCHANGE_CHILDCLASS = {
@ -98,6 +28,29 @@ MAP_EXCHANGE_CHILDCLASS = {
} }
EXCHANGE_HAS_REQUIRED = [
# Required / private
'fetchOrder',
'cancelOrder',
'createOrder',
# 'createLimitOrder', 'createMarketOrder',
'fetchBalance',
# Public endpoints
'loadMarkets',
'fetchOHLCV',
]
EXCHANGE_HAS_OPTIONAL = [
# Private
'fetchMyTrades', # Trades for order - fee detection
# Public
'fetchOrderBook', 'fetchL2OrderBook', 'fetchTicker', # OR for pricing
'fetchTickers', # For volumepairlist?
'fetchTrades', # Downloading trades data
]
def calculate_backoff(retrycount, max_retries): def calculate_backoff(retrycount, max_retries):
""" """
Calculate backoff Calculate backoff

42
freqtrade/exchange/exchange.py
View File

@ -23,7 +23,8 @@ from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError, from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, RetryableOrderError, InvalidOrderException, OperationalException, RetryableOrderError,
TemporaryError) TemporaryError)
from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES, retrier, from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
retrier_async) retrier_async)
from freqtrade.misc import deep_merge_dicts, safe_value_fallback2 from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@ -1306,14 +1307,6 @@ class Exchange:
self.calculate_fee_rate(order)) self.calculate_fee_rate(order))
def is_exchange_bad(exchange_name: str) -> bool:
return exchange_name in BAD_EXCHANGES
def get_exchange_bad_reason(exchange_name: str) -> str:
return BAD_EXCHANGES.get(exchange_name, "")
def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool: def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
return exchange_name in ccxt_exchanges(ccxt_module) return exchange_name in ccxt_exchanges(ccxt_module)
@ -1334,7 +1327,36 @@ def available_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:
Return exchanges available to the bot, i.e. non-bad exchanges in the ccxt list Return exchanges available to the bot, i.e. non-bad exchanges in the ccxt list
""" """
exchanges = ccxt_exchanges(ccxt_module) exchanges = ccxt_exchanges(ccxt_module)
return [x for x in exchanges if not is_exchange_bad(x)] 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: def timeframe_to_seconds(timeframe: str) -> int:

10
tests/commands/test_commands.py
View File

@ -66,8 +66,8 @@ def test_list_exchanges(capsys):
start_list_exchanges(get_args(args)) start_list_exchanges(get_args(args))
captured = capsys.readouterr() captured = capsys.readouterr()
assert re.match(r"Exchanges available for Freqtrade.*", captured.out) assert re.match(r"Exchanges available for Freqtrade.*", captured.out)
assert re.match(r".*binance,.*", captured.out) assert re.search(r".*binance.*", captured.out)
assert re.match(r".*bittrex,.*", captured.out) assert re.search(r".*bittrex.*", captured.out)
# Test with --one-column # Test with --one-column
args = [ args = [
@ -89,9 +89,9 @@ def test_list_exchanges(capsys):
start_list_exchanges(get_args(args)) start_list_exchanges(get_args(args))
captured = capsys.readouterr() captured = capsys.readouterr()
assert re.match(r"All exchanges supported by the ccxt library.*", captured.out) assert re.match(r"All exchanges supported by the ccxt library.*", captured.out)
assert re.match(r".*binance,.*", captured.out) assert re.search(r".*binance.*", captured.out)
assert re.match(r".*bittrex,.*", captured.out) assert re.search(r".*bittrex.*", captured.out)
assert re.match(r".*bitmex,.*", captured.out) assert re.search(r".*bitmex.*", captured.out)
# Test with --one-column --all # Test with --one-column --all
args = [ args = [

2
tests/test_configuration.py
View File

@ -565,7 +565,7 @@ def test_check_exchange(default_conf, caplog) -> None:
# Test a 'bad' exchange, which known to have serious problems # Test a 'bad' exchange, which known to have serious problems
default_conf.get('exchange').update({'name': 'bitmex'}) default_conf.get('exchange').update({'name': 'bitmex'})
with pytest.raises(OperationalException, with pytest.raises(OperationalException,
match=r"Exchange .* is known to not work with the bot yet.*"): match=r"Exchange .* will not work with Freqtrade\..*"):
check_exchange(default_conf) check_exchange(default_conf)
caplog.clear() caplog.clear()

4
tests/test_main.py
View File

@ -118,7 +118,7 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
def test_main_operational_exception1(mocker, default_conf, caplog) -> None: def test_main_operational_exception1(mocker, default_conf, caplog) -> None:
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch( mocker.patch(
'freqtrade.commands.list_commands.available_exchanges', 'freqtrade.commands.list_commands.validate_exchanges',
MagicMock(side_effect=ValueError('Oh snap!')) MagicMock(side_effect=ValueError('Oh snap!'))
) )
patched_configuration_load_config_file(mocker, default_conf) patched_configuration_load_config_file(mocker, default_conf)
@ -132,7 +132,7 @@ def test_main_operational_exception1(mocker, default_conf, caplog) -> None:
assert log_has('Fatal exception!', caplog) assert log_has('Fatal exception!', caplog)
assert not log_has_re(r'SIGINT.*', caplog) assert not log_has_re(r'SIGINT.*', caplog)
mocker.patch( mocker.patch(
'freqtrade.commands.list_commands.available_exchanges', 'freqtrade.commands.list_commands.validate_exchanges',
MagicMock(side_effect=KeyboardInterrupt) MagicMock(side_effect=KeyboardInterrupt)
) )
with pytest.raises(SystemExit): with pytest.raises(SystemExit):