139 lines
4.8 KiB
Python
139 lines
4.8 KiB
Python
import logging
|
|
from typing import List, Dict
|
|
|
|
import requests
|
|
from bittrex.bittrex import Bittrex as _Bittrex
|
|
|
|
from freqtrade.exchange.interface import Exchange
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
_API: _Bittrex = None
|
|
_EXCHANGE_CONF: dict = {}
|
|
|
|
|
|
class Bittrex(Exchange):
|
|
"""
|
|
Bittrex API wrapper.
|
|
"""
|
|
# Base URL and API endpoints
|
|
BASE_URL: str = 'https://www.bittrex.com'
|
|
TICKER_METHOD: str = BASE_URL + '/Api/v2.0/pub/market/GetTicks'
|
|
PAIR_DETAIL_METHOD: str = BASE_URL + '/Market/Index'
|
|
# Ticker inveral
|
|
TICKER_INTERVAL: str = 'fiveMin'
|
|
# Sleep time to avoid rate limits, used in the main loop
|
|
SLEEP_TIME: float = 25
|
|
|
|
@property
|
|
def sleep_time(self) -> float:
|
|
return self.SLEEP_TIME
|
|
|
|
def __init__(self, config: dict) -> None:
|
|
global _API, _EXCHANGE_CONF
|
|
|
|
_EXCHANGE_CONF.update(config)
|
|
_API = _Bittrex(api_key=_EXCHANGE_CONF['key'], api_secret=_EXCHANGE_CONF['secret'])
|
|
|
|
@property
|
|
def fee(self) -> float:
|
|
# See https://bittrex.com/fees
|
|
return 0.0025
|
|
|
|
def buy(self, pair: str, rate: float, amount: float) -> str:
|
|
data = _API.buy_limit(pair.replace('_', '-'), amount, rate)
|
|
if not data['success']:
|
|
raise RuntimeError('{message} params=({pair}, {rate}, {amount})'.format(
|
|
message=data['message'],
|
|
pair=pair,
|
|
rate=rate,
|
|
amount=amount))
|
|
return data['result']['uuid']
|
|
|
|
def sell(self, pair: str, rate: float, amount: float) -> str:
|
|
data = _API.sell_limit(pair.replace('_', '-'), amount, rate)
|
|
if not data['success']:
|
|
raise RuntimeError('{message} params=({pair}, {rate}, {amount})'.format(
|
|
message=data['message'],
|
|
pair=pair,
|
|
rate=rate,
|
|
amount=amount))
|
|
return data['result']['uuid']
|
|
|
|
def get_balance(self, currency: str) -> float:
|
|
data = _API.get_balance(currency)
|
|
if not data['success']:
|
|
raise RuntimeError('{message} params=({currency})'.format(
|
|
message=data['message'],
|
|
currency=currency))
|
|
return float(data['result']['Balance'] or 0.0)
|
|
|
|
def get_balances(self):
|
|
data = _API.get_balances()
|
|
if not data['success']:
|
|
raise RuntimeError('{message}'.format(message=data['message']))
|
|
return data['result']
|
|
|
|
def get_ticker(self, pair: str) -> dict:
|
|
data = _API.get_ticker(pair.replace('_', '-'))
|
|
if not data['success']:
|
|
raise RuntimeError('{message} params=({pair})'.format(
|
|
message=data['message'],
|
|
pair=pair))
|
|
return {
|
|
'bid': float(data['result']['Bid']),
|
|
'ask': float(data['result']['Ask']),
|
|
'last': float(data['result']['Last']),
|
|
}
|
|
|
|
def get_ticker_history(self, pair: str):
|
|
url = self.TICKER_METHOD
|
|
headers = {
|
|
# TODO: Set as global setting
|
|
'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/61.0.3163.100 Safari/537.36'
|
|
}
|
|
params = {
|
|
'marketName': pair.replace('_', '-'),
|
|
'tickInterval': self.TICKER_INTERVAL,
|
|
}
|
|
data = requests.get(url, params=params, headers=headers).json()
|
|
if not data['success']:
|
|
raise RuntimeError('{message} params=({pair})'.format(
|
|
message=data['message'],
|
|
pair=pair))
|
|
return data['result']
|
|
|
|
def get_order(self, order_id: str) -> Dict:
|
|
data = _API.get_order(order_id)
|
|
if not data['success']:
|
|
raise RuntimeError('{message} params=({order_id})'.format(
|
|
message=data['message'],
|
|
order_id=order_id))
|
|
data = data['result']
|
|
return {
|
|
'id': data['OrderUuid'],
|
|
'type': data['Type'],
|
|
'pair': data['Exchange'].replace('-', '_'),
|
|
'opened': data['Opened'],
|
|
'rate': data['PricePerUnit'],
|
|
'amount': data['Quantity'],
|
|
'remaining': data['QuantityRemaining'],
|
|
'closed': data['Closed'],
|
|
}
|
|
|
|
def cancel_order(self, order_id: str) -> None:
|
|
data = _API.cancel(order_id)
|
|
if not data['success']:
|
|
raise RuntimeError('{message} params=({order_id})'.format(
|
|
message=data['message'],
|
|
order_id=order_id))
|
|
|
|
def get_pair_detail_url(self, pair: str) -> str:
|
|
return self.PAIR_DETAIL_METHOD + '?MarketName={}'.format(pair.replace('_', '-'))
|
|
|
|
def get_markets(self) -> List[str]:
|
|
data = _API.get_markets()
|
|
if not data['success']:
|
|
raise RuntimeError('{message}'.format(message=data['message']))
|
|
return [m['MarketName'].replace('-', '_') for m in data['result']]
|