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https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
exhcange now uses ccxt in dry_run, update config
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@ -91,7 +91,7 @@ class Constants(object):
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'type': 'array',
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'items': {
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'type': 'string',
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'pattern': '^[0-9A-Z]+_[0-9A-Z]+$'
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'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
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},
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'uniqueItems': True
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},
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@ -99,7 +99,7 @@ class Constants(object):
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'type': 'array',
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'items': {
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'type': 'string',
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'pattern': '^[0-9A-Z]+_[0-9A-Z]+$'
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'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
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},
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'uniqueItems': True
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}
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@ -2,32 +2,56 @@
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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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import arrow
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import requests
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from cachetools import cached, TTLCache
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from freqtrade import OperationalException
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from freqtrade.exchange.bittrex import Bittrex
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from freqtrade.exchange.interface import Exchange
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logger = logging.getLogger(__name__)
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# Current selected exchange
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_API: Exchange = None
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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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class Exchanges(enum.Enum):
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"""
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Maps supported exchange names to correspondent classes.
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"""
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BITTREX = Bittrex
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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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@ -49,12 +73,21 @@ def init(config: dict) -> None:
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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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# 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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_API = exchange_class(exchange_config)
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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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@ -67,15 +100,22 @@ def validate_pairs(pairs: List[str]) -> None:
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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.get_markets()
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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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if not pair.startswith(stake_cur):
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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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@ -124,23 +164,31 @@ 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.get_balance(currency)
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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.get_balances()
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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.get_ticker(pair, refresh)
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return _API.fetch_ticker(pair)
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@cached(TTLCache(maxsize=100, ttl=30))
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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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return _API.get_ticker_history(pair, tick_interval)
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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 not _API.markets:
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_API.load_markets()
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ohlcv = _API.fetch_ohlcv(pair, str(tick_interval)+'m')
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return ohlcv
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def cancel_order(order_id: str) -> None:
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@ -162,7 +210,9 @@ def get_order(order_id: str) -> Dict:
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def get_pair_detail_url(pair: str) -> str:
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return _API.get_pair_detail_url(pair)
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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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@ -170,16 +220,27 @@ def get_markets() -> List[str]:
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def get_market_summaries() -> List[Dict]:
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return _API.get_market_summaries()
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return _API.fetch_tickers()
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def get_name() -> str:
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return _API.name
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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 _API.fee
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return _API.fees['trading']
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def get_wallet_health() -> List[Dict]:
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return _API.get_wallet_health()
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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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