# pragma pylint: disable=W0603 """ Cryptocurrency Exchanges support """ import logging import ccxt from random import randint from typing import List, Dict, Any, Optional from datetime import datetime import arrow from cachetools import cached, TTLCache from freqtrade import OperationalException, DependencyException, NetworkException logger = logging.getLogger(__name__) # Current selected exchange _API: ccxt.Exchange = None _CONF: dict = {} # Holds all open sell orders for dry_run _DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {} def init(config: dict) -> None: """ Initializes this module with the given config, it does basic validation whether the specified exchange and pairs are valid. :param config: config to use :return: None """ global _CONF, _API _CONF.update(config) if config['dry_run']: logger.info('Instance is running with dry_run enabled') exchange_config = config['exchange'] # Find matching class for the given exchange name name = exchange_config['name'] if name not in ccxt.exchanges: raise OperationalException('Exchange {} is not supported'.format(name)) try: _API = getattr(ccxt, name.lower())({ 'apiKey': exchange_config.get('key'), 'secret': exchange_config.get('secret'), }) except KeyError: raise OperationalException('Exchange {} is not supported'.format(name)) # Check if all pairs are available validate_pairs(config['exchange']['pair_whitelist']) def validate_pairs(pairs: List[str]) -> None: """ Checks if all given pairs are tradable on the current exchange. Raises OperationalException if one pair is not available. :param pairs: list of pairs :return: None """ try: 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: # Note: ccxt has BaseCurrency/QuoteCurrency format for pairs # pair = pair.replace('_', '/') # 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.id.lower())) 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, 'amount': amount, 'type': 'LIMIT_BUY', 'remaining': 0.0, 'opened': arrow.utcnow().datetime, 'closed': arrow.utcnow().datetime, } return {'id': order_id} 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) -> 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, 'amount': amount, 'type': 'LIMIT_SELL', 'remaining': 0.0, 'opened': arrow.utcnow().datetime, 'closed': arrow.utcnow().datetime, } return {'id': order_id} 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 # ccxt exception is already handled by get_balances balances = get_balances() return balances[currency]['free'] def get_balances() -> dict: if _CONF['dry_run']: return {} 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: try: # TODO: add caching return _API.fetch_ticker(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: str) -> List[Dict]: if not _API.hasFetchOHLCV(): 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': datetime.fromtimestamp(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, pair: str) -> None: if _CONF['dry_run']: return 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, pair: str) -> Dict: if _CONF['dry_run']: order = _DRY_RUN_OPEN_ORDERS[order_id] order.update({ 'id': order_id }) return order 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 "" 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: return _API.name def get_fee() -> float: # validate that markets are loaded before trying to get fee if _API.markets is None or len(_API.markets) == 0: _API.load_markets() return _API.calculate_fee('ETH/BTC', '', '', 1, 1)['rate']