stable/freqtrade/exchange/__init__.py

172 lines
4.1 KiB
Python

import enum
import logging
from random import randint
from typing import List, Dict, Any, Optional
import arrow
from cachetools import cached, TTLCache
from freqtrade.exchange.bittrex import Bittrex
from freqtrade.exchange.interface import Exchange
logger = logging.getLogger(__name__)
# Current selected exchange
_API: Exchange = None
_CONF: dict = {}
# Holds all open sell orders for dry_run
_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
class Exchanges(enum.Enum):
"""
Maps supported exchange names to correspondent classes.
"""
BITTREX = Bittrex
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']
try:
exchange_class = Exchanges[name.upper()].value
except KeyError:
raise RuntimeError('Exchange {} is not supported'.format(name))
_API = exchange_class(exchange_config)
# 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 RuntimeError if one pair is not available.
:param pairs: list of pairs
:return: None
"""
markets = _API.get_markets()
stake_cur = _CONF['stake_currency']
for pair in pairs:
if not pair.startswith(stake_cur):
raise RuntimeError(
'Pair {} not compatible with stake_currency: {}'.format(pair, stake_cur)
)
if pair not in markets:
raise RuntimeError('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, 1e6))
_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, 1e6))
_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.get_balance(currency)
def get_balances():
if _CONF['dry_run']:
return []
return _API.get_balances()
def get_ticker(pair: str) -> dict:
return _API.get_ticker(pair)
@cached(TTLCache(maxsize=100, ttl=30))
def get_ticker_history(pair: str, tick_interval: Optional[int] = 5) -> List[Dict]:
return _API.get_ticker_history(pair, tick_interval)
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 _API.get_pair_detail_url(pair)
def get_markets() -> List[str]:
return _API.get_markets()
def get_market_summaries() -> List[Dict]:
return _API.get_market_summaries()
def get_name() -> str:
return _API.name
def get_fee() -> float:
return _API.fee