440 lines
14 KiB
Python
440 lines
14 KiB
Python
# 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__)
|
|
|
|
# Current selected exchange
|
|
_API: ccxt.Exchange = None
|
|
|
|
_CONF: Dict = {}
|
|
API_RETRY_COUNT = 4
|
|
|
|
# Holds all open sell orders for dry_run
|
|
_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
|
|
|
|
# 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 init_ccxt(exchange_config: dict) -> ccxt.Exchange:
|
|
"""
|
|
Initialize ccxt with given config and return valid
|
|
ccxt instance.
|
|
:param config: config to use
|
|
:return: ccxt
|
|
"""
|
|
# Find matching class for the given exchange name
|
|
name = exchange_config['name']
|
|
|
|
if name not in ccxt.exchanges:
|
|
raise OperationalException('Exchange {} is not supported'.format(name))
|
|
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('Exchange {} is not supported'.format(name))
|
|
|
|
return api
|
|
|
|
|
|
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']
|
|
_API = init_ccxt(exchange_config)
|
|
|
|
logger.info('Using Exchange "%s"', get_name())
|
|
|
|
# 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 OperationalException if one pair is not available.
|
|
:param pairs: list of pairs
|
|
:return: None
|
|
"""
|
|
|
|
try:
|
|
markets = _API.load_markets()
|
|
except ccxt.BaseError as e:
|
|
logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e)
|
|
return
|
|
|
|
stake_cur = _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(
|
|
'Pair {} not compatible with stake_currency: {}'.format(pair, stake_cur)
|
|
)
|
|
if pair not in markets:
|
|
raise OperationalException(
|
|
'Pair {} is not available at {}'.format(pair, get_name()))
|
|
|
|
|
|
def exchange_has(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 _API.has and _API.has[endpoint]
|
|
|
|
|
|
def buy(pair: str, rate: float, amount: float) -> Dict:
|
|
if _CONF['dry_run']:
|
|
global _DRY_RUN_OPEN_ORDERS
|
|
order_id = 'dry_run_buy_{}'.format(randint(0, 10**6))
|
|
_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 _API.create_limit_buy_order(pair, amount, rate)
|
|
except ccxt.InsufficientFunds as e:
|
|
raise DependencyException(
|
|
'Insufficient funds to create limit buy order on market {}.'
|
|
'Tried to buy amount {} at rate {} (total {}).'
|
|
'Message: {}'.format(pair, amount, rate, rate*amount, e)
|
|
)
|
|
except ccxt.InvalidOrder as e:
|
|
raise DependencyException(
|
|
'Could not create limit buy order on market {}.'
|
|
'Tried to buy amount {} at rate {} (total {}).'
|
|
'Message: {}'.format(pair, amount, rate, rate*amount, e)
|
|
)
|
|
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
|
raise TemporaryError(
|
|
'Could not place buy order due to {}. Message: {}'.format(
|
|
e.__class__.__name__, e))
|
|
except ccxt.BaseError as e:
|
|
raise OperationalException(e)
|
|
|
|
|
|
def sell(pair: str, rate: float, amount: float) -> Dict:
|
|
if _CONF['dry_run']:
|
|
global _DRY_RUN_OPEN_ORDERS
|
|
order_id = 'dry_run_sell_{}'.format(randint(0, 10**6))
|
|
_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 _API.create_limit_sell_order(pair, amount, rate)
|
|
except ccxt.InsufficientFunds as e:
|
|
raise DependencyException(
|
|
'Insufficient funds to create limit sell order on market {}.'
|
|
'Tried to sell amount {} at rate {} (total {}).'
|
|
'Message: {}'.format(pair, amount, rate, rate*amount, e)
|
|
)
|
|
except ccxt.InvalidOrder as e:
|
|
raise DependencyException(
|
|
'Could not create limit sell order on market {}.'
|
|
'Tried to sell amount {} at rate {} (total {}).'
|
|
'Message: {}'.format(pair, amount, rate, rate*amount, e)
|
|
)
|
|
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
|
raise TemporaryError(
|
|
'Could not place sell order due to {}. Message: {}'.format(
|
|
e.__class__.__name__, e))
|
|
except ccxt.BaseError as e:
|
|
raise OperationalException(e)
|
|
|
|
|
|
@retrier
|
|
def get_balance(currency: str) -> float:
|
|
if _CONF['dry_run']:
|
|
return 999.9
|
|
|
|
# ccxt exception is already handled by get_balances
|
|
balances = get_balances()
|
|
balance = balances.get(currency)
|
|
if balance is None:
|
|
raise TemporaryError(
|
|
'Could not get {} balance due to malformed exchange response: {}'.format(
|
|
currency, balances))
|
|
return balance['free']
|
|
|
|
|
|
@retrier
|
|
def get_balances() -> dict:
|
|
if _CONF['dry_run']:
|
|
return {}
|
|
|
|
try:
|
|
balances = _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(
|
|
'Could not get balance due to {}. Message: {}'.format(
|
|
e.__class__.__name__, e))
|
|
except ccxt.BaseError as e:
|
|
raise OperationalException(e)
|
|
|
|
|
|
@retrier
|
|
def get_tickers() -> Dict:
|
|
try:
|
|
return _API.fetch_tickers()
|
|
except ccxt.NotSupported as e:
|
|
raise OperationalException(
|
|
'Exchange {} does not support fetching tickers in batch.'
|
|
'Message: {}'.format(_API.name, e)
|
|
)
|
|
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
|
raise TemporaryError(
|
|
'Could not load tickers due to {}. Message: {}'.format(
|
|
e.__class__.__name__, e))
|
|
except ccxt.BaseError as e:
|
|
raise OperationalException(e)
|
|
|
|
|
|
# TODO: remove refresh argument, keeping it to keep track of where it was intended to be used
|
|
@retrier
|
|
def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
|
|
try:
|
|
return _API.fetch_ticker(pair)
|
|
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
|
raise TemporaryError(
|
|
'Could not load ticker history due to {}. Message: {}'.format(
|
|
e.__class__.__name__, e))
|
|
except ccxt.BaseError as e:
|
|
raise OperationalException(e)
|
|
|
|
|
|
@retrier
|
|
def get_ticker_history(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 = _API.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms)
|
|
|
|
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(
|
|
'Exchange {} does not support fetching historical candlestick data.'
|
|
'Message: {}'.format(_API.name, e)
|
|
)
|
|
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
|
raise TemporaryError(
|
|
'Could not load ticker history due to {}. Message: {}'.format(
|
|
e.__class__.__name__, e))
|
|
except ccxt.BaseError as e:
|
|
raise OperationalException('Could not fetch ticker data. Msg: {}'.format(e))
|
|
|
|
|
|
@retrier
|
|
def cancel_order(order_id: str, pair: str) -> None:
|
|
if _CONF['dry_run']:
|
|
return
|
|
|
|
try:
|
|
return _API.cancel_order(order_id, pair)
|
|
except ccxt.InvalidOrder as e:
|
|
raise DependencyException(
|
|
'Could not cancel order. Message: {}'.format(e)
|
|
)
|
|
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
|
raise TemporaryError(
|
|
'Could not cancel order due to {}. Message: {}'.format(
|
|
e.__class__.__name__, e))
|
|
except ccxt.BaseError as e:
|
|
raise OperationalException(e)
|
|
|
|
|
|
@retrier
|
|
def get_order(order_id: str, pair: str) -> Dict:
|
|
if _CONF['dry_run']:
|
|
order = _DRY_RUN_OPEN_ORDERS[order_id]
|
|
order.update({
|
|
'id': order_id
|
|
})
|
|
return order
|
|
try:
|
|
return _API.fetch_order(order_id, pair)
|
|
except ccxt.InvalidOrder as e:
|
|
raise DependencyException(
|
|
'Could not get order. Message: {}'.format(e)
|
|
)
|
|
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
|
raise TemporaryError(
|
|
'Could not get order due to {}. Message: {}'.format(
|
|
e.__class__.__name__, e))
|
|
except ccxt.BaseError as e:
|
|
raise OperationalException(e)
|
|
|
|
|
|
@retrier
|
|
def get_trades_for_order(order_id: str, pair: str, since: datetime) -> List:
|
|
if _CONF['dry_run']:
|
|
return []
|
|
if not exchange_has('fetchMyTrades'):
|
|
return []
|
|
try:
|
|
my_trades = _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(
|
|
'Could not get trades due to networking error. Message: {}'.format(e)
|
|
)
|
|
except ccxt.BaseError as e:
|
|
raise OperationalException(e)
|
|
|
|
|
|
def get_pair_detail_url(pair: str) -> str:
|
|
try:
|
|
url_base = _API.urls.get('www')
|
|
base, quote = pair.split('/')
|
|
|
|
return url_base + _EXCHANGE_URLS[_API.id].format(base=base, quote=quote)
|
|
except KeyError:
|
|
logger.warning('Could not get exchange url for %s', get_name())
|
|
return ""
|
|
|
|
|
|
@retrier
|
|
def get_markets() -> List[dict]:
|
|
try:
|
|
return _API.fetch_markets()
|
|
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
|
raise TemporaryError(
|
|
'Could not load markets due to {}. Message: {}'.format(
|
|
e.__class__.__name__, e))
|
|
except ccxt.BaseError as e:
|
|
raise OperationalException(e)
|
|
|
|
|
|
def get_name() -> str:
|
|
return _API.name
|
|
|
|
|
|
def get_id() -> str:
|
|
return _API.id
|
|
|
|
|
|
@retrier
|
|
def get_fee(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 _API.markets is None or len(_API.markets) == 0:
|
|
_API.load_markets()
|
|
|
|
return _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(
|
|
'Could not get fee info due to {}. Message: {}'.format(
|
|
e.__class__.__name__, e))
|
|
except ccxt.BaseError as e:
|
|
raise OperationalException(e)
|
|
|
|
|
|
def get_amount_lots(pair: str, amount: float) -> float:
|
|
"""
|
|
get buyable amount rounding, ..
|
|
"""
|
|
# validate that markets are loaded before trying to get fee
|
|
if not _API.markets:
|
|
_API.load_markets()
|
|
return _API.amount_to_lots(pair, amount)
|