# 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 ccxt.async_support as ccxt_async import arrow import asyncio 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 def run_async_task(f, **kwargs): """ Run async task and its kwargs. Usage: run_async_task(async_f, arg1='foo', arg2='bar') """ logger.info('Running async task method %s with args %s', f, kwargs) return asyncio.get_event_loop().run_until_complete(f(**kwargs)) class Exchange(object): # Current selected exchange _api: ccxt.Exchange = None _api_async: ccxt_async.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) self._api_async = self._init_ccxt(exchange_config, ccxt_async) 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']) self.__loop = None self._ticker_history = {} self._fetching_progress = False for _pair in config['exchange']['pair_whitelist']: print(f'initting {_pair} for history cache') self._ticker_history[_pair] = {} logger.info('Ticker_history cache for given pairs%s', self._ticker_history) @property def loop(self): return self.__loop @loop.setter def loop(self, loop): if not self.__loop: logger.info('** Setting exchange asyncio loop **') self.__loop = loop def _init_ccxt(self, exchange_config: dict, ccxt_module=ccxt) -> 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_module.exchanges: raise OperationalException(f'Exchange {name} is not supported') try: api = getattr(ccxt_module, 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') 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] async def get_ticker_history_async(self, tick_interval: str, since_ms: Optional[int] = None): """Fetch exchange ticker history for configured pairs""" if self._fetching_progress: return self._ticker_history data = [] self._fetching_progress = True for _pair in self._ticker_history: logger.info('*'*20) logger.info('Async: Fetching history for pair %s', _pair) logger.info('*'*20) data = await self._api_async.fetch_ohlcv(_pair, timeframe=tick_interval) logger.info('Async data fetched len %s', len(data)) print(f'***{_pair} Some data appears...... {data[0]}') return data @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)