270 lines
8.1 KiB
Python
270 lines
8.1 KiB
Python
# pragma pylint: disable=W0603
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""" Cryptocurrency Exchanges support """
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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 datetime import datetime
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import arrow
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from cachetools import cached, TTLCache
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from freqtrade import OperationalException, DependencyException, NetworkException
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logger = logging.getLogger(__name__)
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# Current selected exchange
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_API: ccxt.Exchange = None
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_CONF: dict = {}
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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 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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if name not in ccxt.exchanges:
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raise OperationalException('Exchange {} is not supported'.format(name))
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try:
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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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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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try:
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markets = _API.load_markets()
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except ccxt.BaseError 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.id.lower()))
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def buy(pair: str, rate: float, amount: float) -> Dict:
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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 {'id': order_id}
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try:
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return _API.create_limit_buy_order(pair, amount, rate)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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'Insufficient funds to create limit buy order on market {}.'
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'Tried to buy amount {} at rate {} (total {}).'
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'Message: {}'.format(pair, amount, rate, rate*amount, e)
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)
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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'Could not create limit buy order on market {}.'
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'Tried to buy amount {} at rate {} (total {}).'
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'Message: {}'.format(pair, amount, rate, rate*amount, e)
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)
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not place buy order 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(e)
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def sell(pair: str, rate: float, amount: float) -> Dict:
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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 {'id': order_id}
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try:
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return _API.create_limit_sell_order(pair, amount, rate)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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'Insufficient funds to create limit sell order on market {}.'
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'Tried to sell amount {} at rate {} (total {}).'
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'Message: {}'.format(pair, amount, rate, rate*amount, e)
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)
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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'Could not create limit sell order on market {}.'
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'Tried to sell amount {} at rate {} (total {}).'
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'Message: {}'.format(pair, amount, rate, rate*amount, e)
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)
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not place sell order 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(e)
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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]['free']
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def get_balances() -> dict:
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if _CONF['dry_run']:
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return {}
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balances = _API.fetch_balance()
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# Remove additional info from ccxt results
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balances.pop("info", None)
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balances.pop("free", None)
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balances.pop("total", None)
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balances.pop("used", None)
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return balances
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def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
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# TODO: add caching
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return _API.fetch_ticker(pair)
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@cached(TTLCache(maxsize=100, ttl=30))
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def get_ticker_history(pair: str, tick_interval: str) -> List[Dict]:
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# TODO: check if exchange supports fetch_ohlcv
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history = _API.fetch_ohlcv(pair, timeframe=tick_interval)
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history_json = []
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try:
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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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def cancel_order(order_id: str, pair: str) -> None:
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if _CONF['dry_run']:
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return
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try:
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return _API.cancel_order(order_id, pair)
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not get order due to networking error. Message: {}'.format(e)
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)
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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'Could not cancel order. Message: {}'.format(e)
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)
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except ccxt.BaseError as e:
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raise OperationalException(e)
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def get_order(order_id: str, pair: 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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try:
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return _API.fetch_order(order_id, pair)
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except ccxt.NetworkError as e:
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raise NetworkException(
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'Could not get order due to networking error. Message: {}'.format(e)
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)
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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'Could not get order. Message: {}'.format(e)
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)
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except ccxt.BaseError as e:
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raise OperationalException(e)
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# TODO: reimplement, not part of ccxt
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def get_pair_detail_url(pair: str) -> str:
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return ""
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def get_markets() -> List[dict]:
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return _API.fetch_markets()
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def get_name() -> str:
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return _API.name
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def get_fee() -> float:
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# validate that markets are loaded before trying to get fee
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if _API.markets is None or len(_API.markets) == 0:
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_API.load_markets()
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return _API.calculate_fee('ETH/BTC', '', '', 1, 1)['rate']
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