# pragma pylint: disable=W0603 """ Cryptocurrency Exchanges support """ import enum import logging import ccxt from random import randint from typing import List, Dict, Any, Optional from cachetools import cached, TTLCache import arrow import requests from freqtrade import OperationalException logger = logging.getLogger(__name__) # Current selected exchange _API = None _CONF: dict = {} API_RETRY_COUNT = 4 # Holds all open sell orders for dry_run _DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {} def retrier(f): def wrapper(*args, **kwargs): count = kwargs.pop('count', API_RETRY_COUNT) try: return f(*args, **kwargs) # TODO dont be a gotta-catch-them-all pokemon collector except Exception as ex: logger.warn('%s returned exception: "%s"', f, ex) if count > 0: count -= 1 kwargs.update({'count': count}) logger.warn('retrying %s still for %s times', f, count) return wrapper(*args, **kwargs) else: raise OperationalException('Giving up retrying: %s', f) return wrapper def _get_market_url(exchange): "get market url for exchange" # TODO: PR to ccxt base = exchange.urls.get('www') market = "" if 'bittrex' in get_name(): market = base + '/Market/Index?MarketName={}' if 'binance' in get_name(): market = base + '/trade.html?symbol={}' return market 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'] # TODO add check for a list of supported exchanges try: # exchange_class = Exchanges[name.upper()].value _API = getattr(ccxt, name.lower())({ 'apiKey': exchange_config.get('key'), 'secret': exchange_config.get('secret'), }) logger.info('Using Exchange %s', name.capitalize()) except KeyError: raise OperationalException('Exchange {} is not supported'.format(name)) # we need load api markets _API.load_markets() # 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 """ if not _API.markets: _API.load_markets() try: markets = _API.markets except requests.exceptions.RequestException 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.name.lower())) def buy(pair: str, rate: float, amount: float) -> str: 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 order_id return _API.buy(pair, rate, amount) def sell(pair: str, rate: float, amount: float) -> str: 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 order_id return _API.sell(pair, rate, amount) def get_balance(currency: str) -> float: if _CONF['dry_run']: return 999.9 return _API.fetch_balance()[currency] def get_balances(): if _CONF['dry_run']: return [] return _API.fetch_balance() # @cached(TTLCache(maxsize=100, ttl=30)) @retrier def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict: return _API.fetch_ticker(pair) # @cached(TTLCache(maxsize=100, ttl=30)) @retrier def get_ticker_history(pair: str, tick_interval) -> List[Dict]: # TODO: tickers need to be in format 1m,5m # fetch_ohlcv returns an [[datetime,o,h,l,c,v]] if not _API.markets: _API.load_markets() ohlcv = _API.fetch_ohlcv(pair, str(tick_interval)+'m') return ohlcv def cancel_order(order_id: str) -> None: if _CONF['dry_run']: return return _API.cancel_order(order_id) def get_order(order_id: 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) def get_pair_detail_url(pair: str) -> str: return _get_market_url(_API).format( _API.markets[pair]['id'] ) def get_markets() -> List[str]: return _API.get_markets() def get_market_summaries() -> List[Dict]: return _API.fetch_tickers() def get_name() -> str: return _API.__class__.__name__ def get_fee_maker() -> float: return _API.fees['trading']['maker'] def get_fee_taker() -> float: return _API.fees['trading']['taker'] def get_fee() -> float: return _API.fees['trading'] def get_wallet_health() -> List[Dict]: if not _API.markets: _API.load_markets() return _API.markets