freqtrade_origin/freqtrade/exchange/bittrex.py

139 lines
4.8 KiB
Python

import logging
from typing import List, Dict
import requests
from bittrex.bittrex import Bittrex as _Bittrex
from freqtrade.exchange.interface import Exchange
logger = logging.getLogger(__name__)
_API: _Bittrex = None
_EXCHANGE_CONF: dict = {}
class Bittrex(Exchange):
"""
Bittrex API wrapper.
"""
# Base URL and API endpoints
BASE_URL: str = 'https://www.bittrex.com'
TICKER_METHOD: str = BASE_URL + '/Api/v2.0/pub/market/GetTicks'
PAIR_DETAIL_METHOD: str = BASE_URL + '/Market/Index'
# Ticker inveral
TICKER_INTERVAL: str = 'fiveMin'
# Sleep time to avoid rate limits, used in the main loop
SLEEP_TIME: float = 25
@property
def sleep_time(self) -> float:
return self.SLEEP_TIME
def __init__(self, config: dict) -> None:
global _API, _EXCHANGE_CONF
_EXCHANGE_CONF.update(config)
_API = _Bittrex(api_key=_EXCHANGE_CONF['key'], api_secret=_EXCHANGE_CONF['secret'])
@property
def fee(self) -> float:
# See https://bittrex.com/fees
return 0.0025
def buy(self, pair: str, rate: float, amount: float) -> str:
data = _API.buy_limit(pair.replace('_', '-'), amount, rate)
if not data['success']:
raise RuntimeError('{message} params=({pair}, {rate}, {amount})'.format(
message=data['message'],
pair=pair,
rate=rate,
amount=amount))
return data['result']['uuid']
def sell(self, pair: str, rate: float, amount: float) -> str:
data = _API.sell_limit(pair.replace('_', '-'), amount, rate)
if not data['success']:
raise RuntimeError('{message} params=({pair}, {rate}, {amount})'.format(
message=data['message'],
pair=pair,
rate=rate,
amount=amount))
return data['result']['uuid']
def get_balance(self, currency: str) -> float:
data = _API.get_balance(currency)
if not data['success']:
raise RuntimeError('{message} params=({currency})'.format(
message=data['message'],
currency=currency))
return float(data['result']['Balance'] or 0.0)
def get_balances(self):
data = _API.get_balances()
if not data['success']:
raise RuntimeError('{message}'.format(message=data['message']))
return data['result']
def get_ticker(self, pair: str) -> dict:
data = _API.get_ticker(pair.replace('_', '-'))
if not data['success']:
raise RuntimeError('{message} params=({pair})'.format(
message=data['message'],
pair=pair))
return {
'bid': float(data['result']['Bid']),
'ask': float(data['result']['Ask']),
'last': float(data['result']['Last']),
}
def get_ticker_history(self, pair: str):
url = self.TICKER_METHOD
headers = {
# TODO: Set as global setting
'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/61.0.3163.100 Safari/537.36'
}
params = {
'marketName': pair.replace('_', '-'),
'tickInterval': self.TICKER_INTERVAL,
}
data = requests.get(url, params=params, headers=headers).json()
if not data['success']:
raise RuntimeError('{message} params=({pair})'.format(
message=data['message'],
pair=pair))
return data['result']
def get_order(self, order_id: str) -> Dict:
data = _API.get_order(order_id)
if not data['success']:
raise RuntimeError('{message} params=({order_id})'.format(
message=data['message'],
order_id=order_id))
data = data['result']
return {
'id': data['OrderUuid'],
'type': data['Type'],
'pair': data['Exchange'].replace('-', '_'),
'opened': data['Opened'],
'rate': data['PricePerUnit'],
'amount': data['Quantity'],
'remaining': data['QuantityRemaining'],
'closed': data['Closed'],
}
def cancel_order(self, order_id: str) -> None:
data = _API.cancel(order_id)
if not data['success']:
raise RuntimeError('{message} params=({order_id})'.format(
message=data['message'],
order_id=order_id))
def get_pair_detail_url(self, pair: str) -> str:
return self.PAIR_DETAIL_METHOD + '?MarketName={}'.format(pair.replace('_', '-'))
def get_markets(self) -> List[str]:
data = _API.get_markets()
if not data['success']:
raise RuntimeError('{message}'.format(message=data['message']))
return [m['MarketName'].replace('-', '_') for m in data['result']]