# pragma pylint: disable=W0603 """ Cryptocurrency Exchanges support """ import logging from random import randint from typing import List, Dict, Any, Optional from datetime import datetime import ccxt import arrow from freqtrade import constants, OperationalException, DependencyException, TemporaryError logger = logging.getLogger(__name__) API_RETRY_COUNT = 4 # Urls to exchange markets, insert quote and base with .format() _EXCHANGE_URLS = { ccxt.bittrex.__name__: '/Market/Index?MarketName={quote}-{base}', ccxt.binance.__name__: '/tradeDetail.html?symbol={base}_{quote}' } def retrier(f): def wrapper(*args, **kwargs): count = kwargs.pop('count', API_RETRY_COUNT) try: return f(*args, **kwargs) except (TemporaryError, DependencyException) as ex: logger.warning('%s() returned exception: "%s"', f.__name__, ex) if count > 0: count -= 1 kwargs.update({'count': count}) logger.warning('retrying %s() still for %s times', f.__name__, count) return wrapper(*args, **kwargs) else: logger.warning('Giving up retrying: %s()', f.__name__) raise ex return wrapper class Exchange(object): # Current selected exchange _api: ccxt.Exchange = None _conf: Dict = {} _cached_ticker: Dict[str, Any] = {} # Holds all open sell orders for dry_run _dry_run_open_orders: Dict[str, Any] = {} def __init__(self, config: dict) -> None: """ Initializes this module with the given config, it does basic validation whether the specified exchange and pairs are valid. :return: None """ self._conf.update(config) if config['dry_run']: logger.info('Instance is running with dry_run enabled') exchange_config = config['exchange'] self._api = self._init_ccxt(exchange_config) logger.info('Using Exchange "%s"', self.name) # Check if all pairs are available self.validate_pairs(config['exchange']['pair_whitelist']) if config.get('ticker_interval'): # Check if timeframe is available self.validate_timeframes(config['ticker_interval']) def _init_ccxt(self, exchange_config: dict) -> ccxt.Exchange: """ Initialize ccxt with given config and return valid ccxt instance. """ # Find matching class for the given exchange name name = exchange_config['name'] if name not in ccxt.exchanges: raise OperationalException(f'Exchange {name} is not supported') 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', ''), 'enableRateLimit': True, }) except (KeyError, AttributeError): raise OperationalException(f'Exchange {name} is not supported') # check if config requests sanbox, if so use ['test'] from url if (exchange_config.get('sandbox')): api.urls['api'] = api.urls['test'] return api @property def name(self) -> str: """exchange Name (from ccxt)""" return self._api.name @property def id(self) -> str: """exchange ccxt id""" return self._api.id def validate_pairs(self, 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 = self._api.load_markets() except ccxt.BaseError as e: logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e) return stake_cur = self._conf['stake_currency'] for pair in pairs: # 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( f'Pair {pair} not compatible with stake_currency: {stake_cur}') if pair not in markets: raise OperationalException( f'Pair {pair} is not available at {self.name}') def validate_timeframes(self, timeframe: List[str]) -> None: """ Checks if ticker interval from config is a supported timeframe on the exchange """ timeframes = self._api.timeframes if timeframe not in timeframes: raise OperationalException( f'Invalid ticker {timeframe}, this Exchange supports {timeframes}') def exchange_has(self, endpoint: str) -> bool: """ Checks if exchange implements a specific API endpoint. Wrapper around ccxt 'has' attribute :param endpoint: Name of endpoint (e.g. 'fetchOHLCV', 'fetchTickers') :return: bool """ return endpoint in self._api.has and self._api.has[endpoint] def buy(self, pair: str, rate: float, amount: float) -> Dict: if self._conf['dry_run']: order_id = f'dry_run_buy_{randint(0, 10**6)}' self._dry_run_open_orders[order_id] = { 'pair': pair, 'price': rate, 'amount': amount, 'type': 'limit', 'side': 'buy', 'remaining': 0.0, 'datetime': arrow.utcnow().isoformat(), 'status': 'closed', 'fee': None } return {'id': order_id} try: return self._api.create_limit_buy_order(pair, amount, rate) except ccxt.InsufficientFunds as e: raise DependencyException( f'Insufficient funds to create limit buy order on market {pair}.' f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).' f'Message: {e}') except ccxt.InvalidOrder as e: raise DependencyException( f'Could not create limit buy order on market {pair}.' f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).' f'Message: {e}') except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not place buy order due to {e.__class__.__name__}. Message: {e}') except ccxt.BaseError as e: raise OperationalException(e) def sell(self, pair: str, rate: float, amount: float) -> Dict: if self._conf['dry_run']: order_id = f'dry_run_sell_{randint(0, 10**6)}' self._dry_run_open_orders[order_id] = { 'pair': pair, 'price': rate, 'amount': amount, 'type': 'limit', 'side': 'sell', 'remaining': 0.0, 'datetime': arrow.utcnow().isoformat(), 'status': 'closed' } return {'id': order_id} try: return self._api.create_limit_sell_order(pair, amount, rate) except ccxt.InsufficientFunds as e: raise DependencyException( f'Insufficient funds to create limit sell order on market {pair}.' f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).' f'Message: {e}') except ccxt.InvalidOrder as e: raise DependencyException( f'Could not create limit sell order on market {pair}.' f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).' f'Message: {e}') except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') except ccxt.BaseError as e: raise OperationalException(e) @retrier def get_balance(self, currency: str) -> float: if self._conf['dry_run']: return 999.9 # ccxt exception is already handled by get_balances balances = self.get_balances() balance = balances.get(currency) if balance is None: raise TemporaryError( f'Could not get {currency} balance due to malformed exchange response: {balances}') return balance['free'] @retrier def get_balances(self) -> dict: if self._conf['dry_run']: return {} try: balances = self._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, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not get balance due to {e.__class__.__name__}. Message: {e}') except ccxt.BaseError as e: raise OperationalException(e) @retrier def get_tickers(self) -> Dict: try: return self._api.fetch_tickers() except ccxt.NotSupported as e: raise OperationalException( f'Exchange {self._api.name} does not support fetching tickers in batch.' f'Message: {e}') except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not load tickers due to {e.__class__.__name__}. Message: {e}') except ccxt.BaseError as e: raise OperationalException(e) @retrier def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict: if refresh or pair not in self._cached_ticker.keys(): try: data = self._api.fetch_ticker(pair) try: self._cached_ticker[pair] = { 'bid': float(data['bid']), 'ask': float(data['ask']), } except KeyError: logger.debug("Could not cache ticker data for %s", pair) return data except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}') except ccxt.BaseError as e: raise OperationalException(e) else: logger.info("returning cached ticker-data for %s", pair) return self._cached_ticker[pair] @retrier def get_ticker_history(self, pair: str, tick_interval: str, since_ms: Optional[int] = None) -> List[Dict]: try: # last item should be in the time interval [now - tick_interval, now] till_time_ms = arrow.utcnow().shift( minutes=-constants.TICKER_INTERVAL_MINUTES[tick_interval] ).timestamp * 1000 # it looks as if some exchanges return cached data # and they update it one in several minute, so 10 mins interval # is necessary to skeep downloading of an empty array when all # chached data was already downloaded till_time_ms = min(till_time_ms, arrow.utcnow().shift(minutes=-10).timestamp * 1000) data: List[Dict[Any, Any]] = [] while not since_ms or since_ms < till_time_ms: data_part = self._api.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms) # Because some exchange sort Tickers ASC and other DESC. # Ex: Bittrex returns a list of tickers ASC (oldest first, newest last) # when GDAX returns a list of tickers DESC (newest first, oldest last) data_part = sorted(data_part, key=lambda x: x[0]) if not data_part: break logger.debug('Downloaded data for %s time range [%s, %s]', pair, arrow.get(data_part[0][0] / 1000).format(), arrow.get(data_part[-1][0] / 1000).format()) data.extend(data_part) since_ms = data[-1][0] + 1 return data except ccxt.NotSupported as e: raise OperationalException( f'Exchange {self._api.name} does not support fetching historical candlestick data.' f'Message: {e}') except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}') except ccxt.BaseError as e: raise OperationalException(f'Could not fetch ticker data. Msg: {e}') @retrier def cancel_order(self, order_id: str, pair: str) -> None: if self._conf['dry_run']: return try: return self._api.cancel_order(order_id, pair) except ccxt.InvalidOrder as e: raise DependencyException( f'Could not cancel order. Message: {e}') except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') except ccxt.BaseError as e: raise OperationalException(e) @retrier def get_order(self, order_id: str, pair: str) -> Dict: if self._conf['dry_run']: order = self._dry_run_open_orders[order_id] order.update({ 'id': order_id }) return order try: return self._api.fetch_order(order_id, pair) except ccxt.InvalidOrder as e: raise DependencyException( f'Could not get order. Message: {e}') except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not get order due to {e.__class__.__name__}. Message: {e}') except ccxt.BaseError as e: raise OperationalException(e) @retrier def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List: if self._conf['dry_run']: return [] if not self.exchange_has('fetchMyTrades'): return [] try: my_trades = self._api.fetch_my_trades(pair, since.timestamp()) matched_trades = [trade for trade in my_trades if trade['order'] == order_id] return matched_trades except ccxt.NetworkError as e: raise TemporaryError( f'Could not get trades due to networking error. Message: {e}') except ccxt.BaseError as e: raise OperationalException(e) def get_pair_detail_url(self, pair: str) -> str: try: url_base = self._api.urls.get('www') base, quote = pair.split('/') return url_base + _EXCHANGE_URLS[self._api.id].format(base=base, quote=quote) except KeyError: logger.warning('Could not get exchange url for %s', self.name) return "" @retrier def get_markets(self) -> List[dict]: try: return self._api.fetch_markets() except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not load markets due to {e.__class__.__name__}. Message: {e}') except ccxt.BaseError as e: raise OperationalException(e) @retrier def get_fee(self, symbol='ETH/BTC', type='', side='', amount=1, price=1, taker_or_maker='maker') -> float: try: # validate that markets are loaded before trying to get fee if self._api.markets is None or len(self._api.markets) == 0: self._api.load_markets() return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount, price=price, takerOrMaker=taker_or_maker)['rate'] except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') except ccxt.BaseError as e: raise OperationalException(e) def get_amount_lots(self, pair: str, amount: float) -> float: """ get buyable amount rounding, .. """ # validate that markets are loaded before trying to get fee if not self._api.markets: self._api.load_markets() return self._api.amount_to_lots(pair, amount)