Adapt exchange functions to ccxt API
Remove get_market_summaries and get_wallet_health, add exception handling
This commit is contained in:
enenn
parent
19928fb6f0
commit
d387b68b85
@ -5,23 +5,25 @@ import logging
|
||||
from random import randint
|
||||
from typing import List, Dict, Any, Optional
|
||||
|
||||
import ccxt
|
||||
import arrow
|
||||
import requests
|
||||
from cachetools import cached, TTLCache
|
||||
|
||||
from freqtrade import OperationalException
|
||||
from freqtrade import OperationalException, DependencyException, NetworkException
|
||||
from freqtrade.exchange.bittrex import Bittrex
|
||||
from freqtrade.exchange.interface import Exchange
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
# Current selected exchange
|
||||
_API: Exchange = None
|
||||
_API: ccxt.Exchange = None
|
||||
_CONF: dict = {}
|
||||
|
||||
# Holds all open sell orders for dry_run
|
||||
_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
|
||||
|
||||
_TICKER_CACHE: dict = {}
|
||||
|
||||
|
||||
class Exchanges(enum.Enum):
|
||||
"""
|
||||
@ -49,12 +51,19 @@ def init(config: dict) -> None:
|
||||
|
||||
# Find matching class for the given exchange name
|
||||
name = exchange_config['name']
|
||||
try:
|
||||
exchange_class = Exchanges[name.upper()].value
|
||||
except KeyError:
|
||||
|
||||
if name not in ccxt.exchanges:
|
||||
raise OperationalException('Exchange {} is not supported'.format(name))
|
||||
|
||||
_API = exchange_class(exchange_config)
|
||||
try:
|
||||
_API = getattr(ccxt, name.lower())({
|
||||
'apiKey': exchange_config.get('key'),
|
||||
'secret': exchange_config.get('secret'),
|
||||
'password': exchange_config.get('password'),
|
||||
'uid': exchange_config.get('uid'),
|
||||
})
|
||||
except KeyError:
|
||||
raise OperationalException('Exchange {} is not supported'.format(name))
|
||||
|
||||
# Check if all pairs are available
|
||||
validate_pairs(config['exchange']['pair_whitelist'])
|
||||
@ -68,109 +77,230 @@ def validate_pairs(pairs: List[str]) -> None:
|
||||
:return: None
|
||||
"""
|
||||
try:
|
||||
markets = _API.get_markets()
|
||||
except requests.exceptions.RequestException as e:
|
||||
markets = _API.load_markets()
|
||||
except ccxt.BaseError as e:
|
||||
logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e)
|
||||
return
|
||||
|
||||
stake_cur = _CONF['stake_currency']
|
||||
for pair in pairs:
|
||||
if not pair.startswith(stake_cur):
|
||||
# Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
|
||||
# TODO: add a support for having coins in BTC/USDT format
|
||||
if not pair.endswith(stake_cur):
|
||||
raise OperationalException(
|
||||
'Pair {} not compatible with stake_currency: {}'.format(pair, stake_cur)
|
||||
)
|
||||
if pair not in markets:
|
||||
raise OperationalException(
|
||||
'Pair {} is not available at {}'.format(pair, _API.name.lower()))
|
||||
'Pair {} is not available at {}'.format(pair, _API.id.lower()))
|
||||
|
||||
|
||||
def buy(pair: str, rate: float, amount: float) -> str:
|
||||
def buy(pair: str, rate: float, amount: float) -> Dict:
|
||||
if _CONF['dry_run']:
|
||||
global _DRY_RUN_OPEN_ORDERS
|
||||
order_id = 'dry_run_buy_{}'.format(randint(0, 10**6))
|
||||
_DRY_RUN_OPEN_ORDERS[order_id] = {
|
||||
'pair': pair,
|
||||
'rate': rate,
|
||||
'price': rate,
|
||||
'amount': amount,
|
||||
'type': 'LIMIT_BUY',
|
||||
'type': 'limit',
|
||||
'side': 'buy',
|
||||
'remaining': 0.0,
|
||||
'opened': arrow.utcnow().datetime,
|
||||
'closed': arrow.utcnow().datetime,
|
||||
'datetime': arrow.utcnow().isoformat(),
|
||||
'status': 'closed'
|
||||
}
|
||||
return order_id
|
||||
return {'id': order_id}
|
||||
|
||||
return _API.buy(pair, rate, amount)
|
||||
try:
|
||||
return _API.create_limit_buy_order(pair, amount, rate)
|
||||
except ccxt.InsufficientFunds as e:
|
||||
raise DependencyException(
|
||||
'Insufficient funds to create limit buy order on market {}.'
|
||||
'Tried to buy amount {} at rate {} (total {}).'
|
||||
'Message: {}'.format(pair, amount, rate, rate*amount, e)
|
||||
)
|
||||
except ccxt.InvalidOrder as e:
|
||||
raise DependencyException(
|
||||
'Could not create limit buy order on market {}.'
|
||||
'Tried to buy amount {} at rate {} (total {}).'
|
||||
'Message: {}'.format(pair, amount, rate, rate*amount, e)
|
||||
)
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not place buy order due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
def sell(pair: str, rate: float, amount: float) -> str:
|
||||
def sell(pair: str, rate: float, amount: float) -> Dict:
|
||||
if _CONF['dry_run']:
|
||||
global _DRY_RUN_OPEN_ORDERS
|
||||
order_id = 'dry_run_sell_{}'.format(randint(0, 10**6))
|
||||
_DRY_RUN_OPEN_ORDERS[order_id] = {
|
||||
'pair': pair,
|
||||
'rate': rate,
|
||||
'price': rate,
|
||||
'amount': amount,
|
||||
'type': 'LIMIT_SELL',
|
||||
'type': 'limit',
|
||||
'side': 'sell',
|
||||
'remaining': 0.0,
|
||||
'opened': arrow.utcnow().datetime,
|
||||
'closed': arrow.utcnow().datetime,
|
||||
'datetime': arrow.utcnow().isoformat(),
|
||||
'status': 'closed'
|
||||
}
|
||||
return order_id
|
||||
return {'id': order_id}
|
||||
|
||||
return _API.sell(pair, rate, amount)
|
||||
try:
|
||||
return _API.create_limit_sell_order(pair, amount, rate)
|
||||
except ccxt.InsufficientFunds as e:
|
||||
raise DependencyException(
|
||||
'Insufficient funds to create limit sell order on market {}.'
|
||||
'Tried to sell amount {} at rate {} (total {}).'
|
||||
'Message: {}'.format(pair, amount, rate, rate*amount, e)
|
||||
)
|
||||
except ccxt.InvalidOrder as e:
|
||||
raise DependencyException(
|
||||
'Could not create limit sell order on market {}.'
|
||||
'Tried to sell amount {} at rate {} (total {}).'
|
||||
'Message: {}'.format(pair, amount, rate, rate*amount, e)
|
||||
)
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not place sell order due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
def get_balance(currency: str) -> float:
|
||||
if _CONF['dry_run']:
|
||||
return 999.9
|
||||
|
||||
return _API.get_balance(currency)
|
||||
# ccxt exception is already handled by get_balances
|
||||
balances = get_balances()
|
||||
return balances[currency]['free']
|
||||
|
||||
|
||||
def get_balances():
|
||||
def get_balances() -> dict:
|
||||
if _CONF['dry_run']:
|
||||
return []
|
||||
return {}
|
||||
|
||||
return _API.get_balances()
|
||||
try:
|
||||
balances = _API.fetch_balance()
|
||||
# Remove additional info from ccxt results
|
||||
balances.pop("info", None)
|
||||
balances.pop("free", None)
|
||||
balances.pop("total", None)
|
||||
balances.pop("used", None)
|
||||
|
||||
return balances
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not get balance due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
|
||||
return _API.get_ticker(pair, refresh)
|
||||
global _TICKER_CACHE
|
||||
try:
|
||||
if not refresh:
|
||||
if _TICKER_CACHE and pair in _TICKER_CACHE:
|
||||
return _TICKER_CACHE[pair]
|
||||
_TICKER_CACHE[pair] = _API.fetch_ticker(pair)
|
||||
return _TICKER_CACHE[pair]
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not load tickers due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
@cached(TTLCache(maxsize=100, ttl=30))
|
||||
def get_ticker_history(pair: str, tick_interval) -> List[Dict]:
|
||||
return _API.get_ticker_history(pair, tick_interval)
|
||||
def get_ticker_history(pair: str, tick_interval: str) -> List[Dict]:
|
||||
if 'fetchOHLCV' not in _API.has or not _API.has['fetchOHLCV']:
|
||||
raise OperationalException(
|
||||
'Exhange {} does not support fetching historical candlestick data.'.format(_API.name)
|
||||
)
|
||||
|
||||
try:
|
||||
history = _API.fetch_ohlcv(pair, timeframe=tick_interval)
|
||||
history_json = []
|
||||
for candlestick in history:
|
||||
history_json.append({
|
||||
'T': arrow.get(candlestick[0]/1000.0).strftime('%Y-%m-%dT%H:%M:%S.%f'),
|
||||
'O': candlestick[1],
|
||||
'H': candlestick[2],
|
||||
'L': candlestick[3],
|
||||
'C': candlestick[4],
|
||||
'V': candlestick[5],
|
||||
})
|
||||
return history_json
|
||||
except IndexError as e:
|
||||
logger.warning('Empty ticker history. Msg %s', str(e))
|
||||
return []
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not load ticker history due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException('Could not fetch ticker data. Msg: {}'.format(e))
|
||||
|
||||
|
||||
def cancel_order(order_id: str) -> None:
|
||||
def cancel_order(order_id: str, pair: str) -> None:
|
||||
if _CONF['dry_run']:
|
||||
return
|
||||
|
||||
return _API.cancel_order(order_id)
|
||||
try:
|
||||
return _API.cancel_order(order_id, pair)
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not get order due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.InvalidOrder as e:
|
||||
raise DependencyException(
|
||||
'Could not cancel order. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
def get_order(order_id: str) -> Dict:
|
||||
def get_order(order_id: str, pair: str) -> Dict:
|
||||
if _CONF['dry_run']:
|
||||
order = _DRY_RUN_OPEN_ORDERS[order_id]
|
||||
order.update({
|
||||
'id': order_id
|
||||
})
|
||||
return order
|
||||
|
||||
return _API.get_order(order_id)
|
||||
try:
|
||||
return _API.fetch_order(order_id, pair)
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not get order due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.InvalidOrder as e:
|
||||
raise DependencyException(
|
||||
'Could not get order. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
# TODO: reimplement, not part of ccxt
|
||||
def get_pair_detail_url(pair: str) -> str:
|
||||
return _API.get_pair_detail_url(pair)
|
||||
return ""
|
||||
|
||||
|
||||
def get_markets() -> List[str]:
|
||||
return _API.get_markets()
|
||||
|
||||
|
||||
def get_market_summaries() -> List[Dict]:
|
||||
return _API.get_market_summaries()
|
||||
def get_markets() -> List[dict]:
|
||||
try:
|
||||
return _API.fetch_markets()
|
||||
except ccxt.NetworkError as e:
|
||||
raise NetworkException(
|
||||
'Could not load markets due to networking error. Message: {}'.format(e)
|
||||
)
|
||||
except ccxt.BaseError as e:
|
||||
raise OperationalException(e)
|
||||
|
||||
|
||||
def get_name() -> str:
|
||||
@ -178,8 +308,8 @@ def get_name() -> str:
|
||||
|
||||
|
||||
def get_fee() -> float:
|
||||
return _API.fee
|
||||
# validate that markets are loaded before trying to get fee
|
||||
if _API.markets is None or len(_API.markets) == 0:
|
||||
_API.load_markets()
|
||||
|
||||
|
||||
def get_wallet_health() -> List[Dict]:
|
||||
return _API.get_wallet_health()
|
||||
return _API.calculate_fee('ETH/BTC', '', '', 1, 1)['rate']
|
||||
|
||||
Loading…
Reference in New Issue
Block a user