270 lines
7.3 KiB
Python
270 lines
7.3 KiB
Python
# pragma pylint: disable=W0603
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""" Cryptocurrency Exchanges support """
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import enum
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import logging
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import ccxt
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from random import randint
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from typing import List, Dict, Any, Optional
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from cachetools import cached, TTLCache
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from datetime import datetime
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import arrow
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import requests
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from freqtrade import OperationalException, NetworkException
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logger = logging.getLogger(__name__)
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# Current selected exchange
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_API = None
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_CONF: dict = {}
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API_RETRY_COUNT = 4
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# Holds all open sell orders for dry_run
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_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
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def retrier(f):
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def wrapper(*args, **kwargs):
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count = kwargs.pop('count', API_RETRY_COUNT)
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try:
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return f(*args, **kwargs)
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# TODO dont be a gotta-catch-them-all pokemon collector
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except Exception as ex:
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logger.warn('%s returned exception: "%s"', f, ex)
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if count > 0:
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count -= 1
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kwargs.update({'count': count})
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logger.warn('retrying %s still for %s times', f, count)
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return wrapper(*args, **kwargs)
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else:
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raise OperationalException('Giving up retrying: %s', f)
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return wrapper
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def _get_market_url(exchange):
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"get market url for exchange"
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# TODO: PR to ccxt
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base = exchange.urls.get('www')
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market = ""
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if 'bittrex' in get_name():
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market = base + '/Market/Index?MarketName={}'
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if 'binance' in get_name():
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market = base + '/trade.html?symbol={}'
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return market
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def init(config: dict) -> None:
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"""
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Initializes this module with the given config,
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it does basic validation whether the specified
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exchange and pairs are valid.
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:param config: config to use
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:return: None
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"""
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global _CONF, _API
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_CONF.update(config)
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if config['dry_run']:
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logger.info('Instance is running with dry_run enabled')
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exchange_config = config['exchange']
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# Find matching class for the given exchange name
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name = exchange_config['name']
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# TODO add check for a list of supported exchanges
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try:
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# exchange_class = Exchanges[name.upper()].value
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_API = getattr(ccxt, name.lower())({
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'apiKey': exchange_config.get('key'),
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'secret': exchange_config.get('secret'),
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})
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logger.info('Using Exchange %s', name.capitalize())
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except KeyError:
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raise OperationalException('Exchange {} is not supported'.format(name))
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# we need load api markets
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_API.load_markets()
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# Check if all pairs are available
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validate_pairs(config['exchange']['pair_whitelist'])
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def validate_pairs(pairs: List[str]) -> None:
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"""
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Checks if all given pairs are tradable on the current exchange.
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Raises OperationalException if one pair is not available.
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:param pairs: list of pairs
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:return: None
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"""
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if not _API.markets:
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_API.load_markets()
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try:
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markets = _API.markets
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except requests.exceptions.RequestException as e:
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logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e)
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return
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stake_cur = _CONF['stake_currency']
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for pair in pairs:
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# Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
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pair = pair.replace('_', '/')
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# TODO: add a support for having coins in BTC/USDT format
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if not pair.endswith(stake_cur):
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raise OperationalException(
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'Pair {} not compatible with stake_currency: {}'.format(pair, stake_cur)
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)
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if pair not in markets:
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raise OperationalException(
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'Pair {} is not available at {}'.format(pair, _API.name.lower()))
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def buy(pair: str, rate: float, amount: float) -> str:
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if _CONF['dry_run']:
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global _DRY_RUN_OPEN_ORDERS
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order_id = 'dry_run_buy_{}'.format(randint(0, 10**6))
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_DRY_RUN_OPEN_ORDERS[order_id] = {
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'pair': pair,
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'rate': rate,
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'amount': amount,
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'type': 'LIMIT_BUY',
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'remaining': 0.0,
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'opened': arrow.utcnow().datetime,
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'closed': arrow.utcnow().datetime,
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}
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return order_id
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return _API.buy(pair, rate, amount)
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def sell(pair: str, rate: float, amount: float) -> str:
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if _CONF['dry_run']:
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global _DRY_RUN_OPEN_ORDERS
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order_id = 'dry_run_sell_{}'.format(randint(0, 10**6))
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_DRY_RUN_OPEN_ORDERS[order_id] = {
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'pair': pair,
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'rate': rate,
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'amount': amount,
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'type': 'LIMIT_SELL',
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'remaining': 0.0,
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'opened': arrow.utcnow().datetime,
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'closed': arrow.utcnow().datetime,
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}
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return order_id
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return _API.sell(pair, rate, amount)
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def get_balance(currency: str) -> float:
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if _CONF['dry_run']:
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return 999.9
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return _API.fetch_balance()[currency]
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def get_balances():
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if _CONF['dry_run']:
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return []
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return _API.fetch_balance()
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# @cached(TTLCache(maxsize=100, ttl=30))
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@retrier
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def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
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return _API.fetch_ticker(pair)
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# @cached(TTLCache(maxsize=100, ttl=30))
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@retrier
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def get_ticker_history(pair: str, tick_interval) -> List[Dict]:
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# TODO: tickers need to be in format 1m,5m
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# fetch_ohlcv returns an [[datetime,o,h,l,c,v]]
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if 'fetchOHLCV' not in _API.has or not _API.has['fetchOHLCV']:
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raise OperationalException(
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'Exhange {} does not support fetching historical candlestick data.'.format(
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_API.name)
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)
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try:
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history = _API.fetch_ohlcv(pair, timeframe=str(tick_interval)+"m")
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history_json = []
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for candlestick in history:
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history_json.append({
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'T': datetime.fromtimestamp(candlestick[0]/1000.0).strftime('%Y-%m-%dT%H:%M:%S.%f'),
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'O': candlestick[1],
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'H': candlestick[2],
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'L': candlestick[3],
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'C': candlestick[4],
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'V': candlestick[5],
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})
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return history_json
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except IndexError as e:
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logger.warning('Empty ticker history. Msg %s', str(e))
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return []
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not load ticker history due to networking error. Message: {}'.format(e)
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)
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except ccxt.BaseError as e:
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raise OperationalException('Could not fetch ticker data. Msg: {}'.format(e))
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def cancel_order(order_id: str) -> None:
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if _CONF['dry_run']:
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return
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return _API.cancel_order(order_id)
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def get_order(order_id: str) -> Dict:
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if _CONF['dry_run']:
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order = _DRY_RUN_OPEN_ORDERS[order_id]
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order.update({
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'id': order_id
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})
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return order
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return _API.get_order(order_id)
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def get_pair_detail_url(pair: str) -> str:
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return _get_market_url(_API).format(
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_API.markets[pair]['id']
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)
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def get_markets() -> List[str]:
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return _API.get_markets()
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def get_market_summaries() -> List[Dict]:
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return _API.fetch_tickers()
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def get_name() -> str:
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return _API.__class__.__name__
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def get_fee_maker() -> float:
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return _API.fees['trading']['maker']
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def get_fee_taker() -> float:
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return _API.fees['trading']['taker']
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def get_fee() -> float:
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return get_fee_taker()
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def get_wallet_health() -> List[Dict]:
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if not _API.markets:
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_API.load_markets()
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return _API.markets
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