""" Exchange support utils """ from datetime import datetime, timedelta, timezone from math import ceil, floor from typing import Any, Dict, List, Optional, Tuple import ccxt from ccxt import ( DECIMAL_PLACES, ROUND, ROUND_DOWN, ROUND_UP, SIGNIFICANT_DIGITS, TICK_SIZE, TRUNCATE, decimal_to_precision, ) from freqtrade.exchange.common import ( BAD_EXCHANGES, EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, SUPPORTED_EXCHANGES, ) from freqtrade.exchange.exchange_utils_timeframe import timeframe_to_minutes, timeframe_to_prev_date from freqtrade.types import ValidExchangesType from freqtrade.util import FtPrecise CcxtModuleType = Any def is_exchange_known_ccxt( exchange_name: str, ccxt_module: Optional[CcxtModuleType] = None ) -> bool: return exchange_name in ccxt_exchanges(ccxt_module) def ccxt_exchanges(ccxt_module: Optional[CcxtModuleType] = None) -> List[str]: """ Return the list of all exchanges known to ccxt """ return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges def available_exchanges(ccxt_module: Optional[CcxtModuleType] = None) -> List[str]: """ Return exchanges available to the bot, i.e. non-bad exchanges in the ccxt list """ exchanges = ccxt_exchanges(ccxt_module) return [x for x in exchanges if validate_exchange(x)[0]] def validate_exchange(exchange: str) -> Tuple[bool, str]: """ returns: can_use, reason with Reason including both missing and missing_opt """ ex_mod = getattr(ccxt, exchange.lower())() result = True reason = "" if not ex_mod or not ex_mod.has: return False, "" missing = [ k for k, v in EXCHANGE_HAS_REQUIRED.items() if ex_mod.has.get(k) is not True and not (all(ex_mod.has.get(x) for x in v)) ] if missing: result = False reason += f"missing: {', '.join(missing)}" missing_opt = [k for k in EXCHANGE_HAS_OPTIONAL if not ex_mod.has.get(k)] if exchange.lower() in BAD_EXCHANGES: result = False reason = BAD_EXCHANGES.get(exchange.lower(), "") if missing_opt: reason += f"{'. ' if reason else ''}missing opt: {', '.join(missing_opt)}. " return result, reason def _build_exchange_list_entry( exchange_name: str, exchangeClasses: Dict[str, Any] ) -> ValidExchangesType: valid, comment = validate_exchange(exchange_name) result: ValidExchangesType = { "name": exchange_name, "valid": valid, "supported": exchange_name.lower() in SUPPORTED_EXCHANGES, "comment": comment, "trade_modes": [{"trading_mode": "spot", "margin_mode": ""}], } if resolved := exchangeClasses.get(exchange_name.lower()): supported_modes = [{"trading_mode": "spot", "margin_mode": ""}] + [ {"trading_mode": tm.value, "margin_mode": mm.value} for tm, mm in resolved["class"]._supported_trading_mode_margin_pairs ] result.update( { "trade_modes": supported_modes, } ) return result def list_available_exchanges(all_exchanges: bool) -> List[ValidExchangesType]: """ :return: List of tuples with exchangename, valid, reason. """ exchanges = ccxt_exchanges() if all_exchanges else available_exchanges() from freqtrade.resolvers.exchange_resolver import ExchangeResolver subclassed = {e["name"].lower(): e for e in ExchangeResolver.search_all_objects({}, False)} exchanges_valid: List[ValidExchangesType] = [ _build_exchange_list_entry(e, subclassed) for e in exchanges ] return exchanges_valid def date_minus_candles( timeframe: str, candle_count: int, date: Optional[datetime] = None ) -> datetime: """ subtract X candles from a date. :param timeframe: timeframe in string format (e.g. "5m") :param candle_count: Amount of candles to subtract. :param date: date to use. Defaults to now(utc) """ if not date: date = datetime.now(timezone.utc) tf_min = timeframe_to_minutes(timeframe) new_date = timeframe_to_prev_date(timeframe, date) - timedelta(minutes=tf_min * candle_count) return new_date def market_is_active(market: Dict) -> bool: """ Return True if the market is active. """ # "It's active, if the active flag isn't explicitly set to false. If it's missing or # true then it's true. If it's undefined, then it's most likely true, but not 100% )" # See https://github.com/ccxt/ccxt/issues/4874, # https://github.com/ccxt/ccxt/issues/4075#issuecomment-434760520 return market.get("active", True) is not False def amount_to_contracts(amount: float, contract_size: Optional[float]) -> float: """ Convert amount to contracts. :param amount: amount to convert :param contract_size: contract size - taken from exchange.get_contract_size(pair) :return: num-contracts """ if contract_size and contract_size != 1: return float(FtPrecise(amount) / FtPrecise(contract_size)) else: return amount def contracts_to_amount(num_contracts: float, contract_size: Optional[float]) -> float: """ Takes num-contracts and converts it to contract size :param num_contracts: number of contracts :param contract_size: contract size - taken from exchange.get_contract_size(pair) :return: Amount """ if contract_size and contract_size != 1: return float(FtPrecise(num_contracts) * FtPrecise(contract_size)) else: return num_contracts def amount_to_precision( amount: float, amount_precision: Optional[float], precisionMode: Optional[int] ) -> float: """ Returns the amount to buy or sell to a precision the Exchange accepts Re-implementation of ccxt internal methods - ensuring we can test the result is correct based on our definitions. :param amount: amount to truncate :param amount_precision: amount precision to use. should be retrieved from markets[pair]['precision']['amount'] :param precisionMode: precision mode to use. Should be used from precisionMode one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE :return: truncated amount """ if amount_precision is not None and precisionMode is not None: precision = int(amount_precision) if precisionMode != TICK_SIZE else amount_precision # precision must be an int for non-ticksize inputs. amount = float( decimal_to_precision( amount, rounding_mode=TRUNCATE, precision=precision, counting_mode=precisionMode, ) ) return amount def amount_to_contract_precision( amount, amount_precision: Optional[float], precisionMode: Optional[int], contract_size: Optional[float], ) -> float: """ Returns the amount to buy or sell to a precision the Exchange accepts including calculation to and from contracts. Re-implementation of ccxt internal methods - ensuring we can test the result is correct based on our definitions. :param amount: amount to truncate :param amount_precision: amount precision to use. should be retrieved from markets[pair]['precision']['amount'] :param precisionMode: precision mode to use. Should be used from precisionMode one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE :param contract_size: contract size - taken from exchange.get_contract_size(pair) :return: truncated amount """ if amount_precision is not None and precisionMode is not None: contracts = amount_to_contracts(amount, contract_size) amount_p = amount_to_precision(contracts, amount_precision, precisionMode) return contracts_to_amount(amount_p, contract_size) return amount def __price_to_precision_significant_digits( price: float, price_precision: float, *, rounding_mode: int = ROUND, ) -> float: """ Implementation of ROUND_UP/Round_down for significant digits mode. """ from decimal import ROUND_DOWN as dec_ROUND_DOWN from decimal import ROUND_UP as dec_ROUND_UP from decimal import Decimal dec = Decimal(str(price)) string = f"{dec:f}" precision = round(price_precision) q = precision - dec.adjusted() - 1 sigfig = Decimal("10") ** -q if q < 0: string_to_precision = string[:precision] # string_to_precision is '' when we have zero precision below = sigfig * Decimal(string_to_precision if string_to_precision else "0") above = below + sigfig res = above if rounding_mode == ROUND_UP else below precise = f"{res:f}" else: precise = "{:f}".format( dec.quantize( sigfig, rounding=dec_ROUND_DOWN if rounding_mode == ROUND_DOWN else dec_ROUND_UP ) ) return float(precise) def price_to_precision( price: float, price_precision: Optional[float], precisionMode: Optional[int], *, rounding_mode: int = ROUND, ) -> float: """ Returns the price rounded to the precision the Exchange accepts. Partial Re-implementation of ccxt internal method decimal_to_precision(), which does not support rounding up. For stoploss calculations, must use ROUND_UP for longs, and ROUND_DOWN for shorts. TODO: If ccxt supports ROUND_UP for decimal_to_precision(), we could remove this and align with amount_to_precision(). :param price: price to convert :param price_precision: price precision to use. Used from markets[pair]['precision']['price'] :param precisionMode: precision mode to use. Should be used from precisionMode one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE :param rounding_mode: rounding mode to use. Defaults to ROUND :return: price rounded up to the precision the Exchange accepts """ if price_precision is not None and precisionMode is not None: if rounding_mode not in (ROUND_UP, ROUND_DOWN): # Use CCXT code where possible. return float( decimal_to_precision( price, rounding_mode=rounding_mode, precision=price_precision, counting_mode=precisionMode, ) ) if precisionMode == TICK_SIZE: precision = FtPrecise(price_precision) price_str = FtPrecise(price) missing = price_str % precision if not missing == FtPrecise("0"): if rounding_mode == ROUND_UP: res = price_str - missing + precision elif rounding_mode == ROUND_DOWN: res = price_str - missing return round(float(str(res)), 14) return price elif precisionMode == DECIMAL_PLACES: ndigits = round(price_precision) ticks = price * (10**ndigits) if rounding_mode == ROUND_UP: return ceil(ticks) / (10**ndigits) if rounding_mode == ROUND_DOWN: return floor(ticks) / (10**ndigits) raise ValueError(f"Unknown rounding_mode {rounding_mode}") elif precisionMode == SIGNIFICANT_DIGITS: if rounding_mode in (ROUND_UP, ROUND_DOWN): return __price_to_precision_significant_digits( price, price_precision, rounding_mode=rounding_mode ) raise ValueError(f"Unknown precisionMode {precisionMode}") return price