236 lines
8.8 KiB
Python
236 lines
8.8 KiB
Python
import logging
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from typing import List, Dict
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from bittrex.bittrex import Bittrex as _Bittrex, API_V2_0, API_V1_1
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from requests.exceptions import ContentDecodingError
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from freqtrade import OperationalException
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from freqtrade.exchange.interface import Exchange
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logger = logging.getLogger(__name__)
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_API: _Bittrex = None
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_API_V2: _Bittrex = None
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_EXCHANGE_CONF: dict = {}
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_cache: dict = dict()
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class Bittrex(Exchange):
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"""
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Bittrex API wrapper.
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"""
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# Base URL and API endpoints
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BASE_URL: str = 'https://www.bittrex.com'
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PAIR_DETAIL_METHOD: str = BASE_URL + '/Market/Index'
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def __init__(self, config: dict) -> None:
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global _API, _API_V2, _EXCHANGE_CONF
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_EXCHANGE_CONF.update(config)
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_API = _Bittrex(
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api_key=_EXCHANGE_CONF['key'],
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api_secret=_EXCHANGE_CONF['secret'],
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calls_per_second=1,
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api_version=API_V1_1,
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)
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_API_V2 = _Bittrex(
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api_key=_EXCHANGE_CONF['key'],
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api_secret=_EXCHANGE_CONF['secret'],
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calls_per_second=1,
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api_version=API_V2_0,
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)
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@staticmethod
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def _validate_response(response) -> None:
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"""
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Validates the given bittrex response
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and raises a ContentDecodingError if a non-fatal issue happened.
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"""
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temp_error_messages = [
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'NO_API_RESPONSE',
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'MIN_TRADE_REQUIREMENT_NOT_MET',
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]
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if response['message'] in temp_error_messages:
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raise ContentDecodingError('Got {}'.format(response['message']))
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@property
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def fee(self) -> float:
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# 0.25 %: See https://bittrex.com/fees
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return 0.0025
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def buy(self, pair: str, rate: float, amount: float) -> str:
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data = _API.buy_limit(pair.replace('_', '-'), amount, rate)
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if not data['success']:
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Bittrex._validate_response(data)
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raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format(
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message=data['message'],
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pair=pair,
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rate=rate,
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amount=amount))
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return data['result']['uuid']
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def sell(self, pair: str, rate: float, amount: float) -> str:
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data = _API.sell_limit(pair.replace('_', '-'), amount, rate)
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if not data['success']:
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Bittrex._validate_response(data)
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raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format(
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message=data['message'],
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pair=pair,
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rate=rate,
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amount=amount))
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return data['result']['uuid']
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def get_balance(self, currency: str) -> float:
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data = _API.get_balance(currency)
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if not data['success']:
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Bittrex._validate_response(data)
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raise OperationalException('{message} params=({currency})'.format(
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message=data['message'],
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currency=currency))
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return float(data['result']['Balance'] or 0.0)
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def get_balances(self):
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data = _API.get_balances()
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if not data['success']:
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Bittrex._validate_response(data)
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raise OperationalException('{message}'.format(message=data['message']))
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return data['result']
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def get_ticker(self, pair: str) -> dict:
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data = _API.get_ticker(pair.replace('_', '-'))
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if not data['success']:
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Bittrex._validate_response(data)
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raise OperationalException('{message} params=({pair})'.format(
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message=data['message'],
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pair=pair))
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if not data.get('result') \
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or not data['result'].get('Bid') \
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or not data['result'].get('Ask') \
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or not data['result'].get('Last'):
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raise ContentDecodingError('{message} params=({pair})'.format(
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message='Got invalid response from bittrex',
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pair=pair))
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return {
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'bid': float(data['result']['Bid']),
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'ask': float(data['result']['Ask']),
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'last': float(data['result']['Last']),
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}
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def update_with_latest_ticker(self, pair: str) -> List[Dict]:
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# pair is in cache retrieve latest candle
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sdata = _API_V2.get_latest_candle(pair.replace('_', '-'), interval)
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if not sdata.get('result'):
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raise ContentDecodingError('{message} params=({pair})'.format(
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message='Got invalid response from bittrex',
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pair=pair))
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data = _cache[pair]
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# this is the latest results we had
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old_ticker = data['result'][-1]
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# check timestamp is newer ...
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if (sdata['result'][0]['T'] > old_ticker['T']):
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data['result'].append(sdata['result'][0])
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# avoid having to much data to analyze
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data['result'].pop(0)
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elif (sdata['result'][0]['T'] == old_ticker['T']):
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# if volume has changed, update the latest result with the new
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# one
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if (sdata['result'][0]['V'] > old_ticker['V']):
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data['result'][-1] = sdata['result'][0]
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return data
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def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]:
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if tick_interval == 1:
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interval = 'oneMin'
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elif tick_interval == 5:
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interval = 'fiveMin'
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else:
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raise ValueError(
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'Cannot parse tick_interval: {}'.format(tick_interval))
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if pair in _cache.keys():
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data = self.update_with_latest_ticker(pair)
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else:
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data = _API_V2.get_candles(pair.replace('_', '-'), interval)
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# These sanity check are necessary because bittrex cannot keep their
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# API stable.
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if not data.get('result'):
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raise ContentDecodingError('{message} params=({pair})'.format(
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message='Got invalid response from bittrex',
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pair=pair))
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# Update the value in cache
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_cache[pair] = data
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for prop in ['C', 'V', 'O', 'H', 'L', 'T']:
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for tick in data['result']:
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if prop not in tick.keys():
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raise ContentDecodingError(
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'{message} params=({pair})'.format(
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message='Required property {} not present in response'.format(prop),
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pair=pair))
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if not data['success']:
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Bittrex._validate_response(data)
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raise OperationalException('{message} params=({pair})'.format(
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message=data['message'],
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pair=pair))
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return data['result']
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def get_order(self, order_id: str) -> Dict:
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data = _API.get_order(order_id)
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if not data['success']:
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Bittrex._validate_response(data)
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raise OperationalException('{message} params=({order_id})'.format(
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message=data['message'],
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order_id=order_id))
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data = data['result']
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return {
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'id': data['OrderUuid'],
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'type': data['Type'],
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'pair': data['Exchange'].replace('-', '_'),
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'opened': data['Opened'],
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'rate': data['PricePerUnit'],
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'amount': data['Quantity'],
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'remaining': data['QuantityRemaining'],
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'closed': data['Closed'],
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}
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def cancel_order(self, order_id: str) -> None:
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data = _API.cancel(order_id)
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if not data['success']:
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Bittrex._validate_response(data)
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raise OperationalException('{message} params=({order_id})'.format(
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message=data['message'],
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order_id=order_id))
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def get_pair_detail_url(self, pair: str) -> str:
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return self.PAIR_DETAIL_METHOD + \
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'?MarketName={}'.format(pair.replace('_', '-'))
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def get_markets(self) -> List[str]:
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data = _API.get_markets()
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if not data['success']:
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Bittrex._validate_response(data)
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raise OperationalException('{message}'.format(message=data['message']))
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return [m['MarketName'].replace('-', '_') for m in data['result']]
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def get_market_summaries(self) -> List[Dict]:
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data = _API.get_market_summaries()
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if not data['success']:
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Bittrex._validate_response(data)
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raise OperationalException('{message}'.format(message=data['message']))
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return data['result']
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def get_wallet_health(self) -> List[Dict]:
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data = _API_V2.get_wallet_health()
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if not data['success']:
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Bittrex._validate_response(data)
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raise OperationalException('{message}'.format(message=data['message']))
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return [{
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'Currency': entry['Health']['Currency'],
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'IsActive': entry['Health']['IsActive'],
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'LastChecked': entry['Health']['LastChecked'],
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'Notice': entry['Currency'].get('Notice'),
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} for entry in data['result']]
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