from ccxt import *
import decimal
import time
+from retry.api import retry_call
+import re
+from requests.exceptions import RequestException
+from ssl import SSLError
def _cw_exchange_sum(self, *args):
return sum([arg for arg in args if isinstance(arg, (float, int, decimal.Decimal))])
Exchange.sum = _cw_exchange_sum
class poloniexE(poloniex):
+ RETRIABLE_CALLS = [
+ re.compile(r"^return"),
+ re.compile(r"^cancel"),
+ re.compile(r"^closeMarginPosition$"),
+ re.compile(r"^getMarginPosition$"),
+ ]
+
+ def request(self, path, api='public', method='GET', params={}, headers=None, body=None):
+ """
+ Wrapped to allow retry of non-posting requests"
+ """
+
+ origin_request = super().request
+ kwargs = {
+ "api": api,
+ "method": method,
+ "params": params,
+ "headers": headers,
+ "body": body
+ }
+
+ retriable = any(re.match(call, path) for call in self.RETRIABLE_CALLS)
+ if api == "public" or method == "GET" or retriable:
+ return retry_call(origin_request, fargs=[path], fkwargs=kwargs,
+ tries=10, delay=1, exceptions=(RequestTimeout, InvalidNonce))
+ else:
+ return origin_request(path, **kwargs)
+
+ def __init__(self, *args, **kwargs):
+ super().__init__(*args, **kwargs)
+
+ # For requests logging
+ self.session.origin_request = self.session.request
+ self.session._parent = self
+
+ def request_wrap(self, *args, **kwargs):
+ kwargs["headers"]["X-market-id"] = str(self._parent._market.market_id)
+ kwargs["headers"]["X-user-id"] = str(self._parent._market.user_id)
+ try:
+ r = self.origin_request(*args, **kwargs)
+ self._parent._market.report.log_http_request(args[0],
+ args[1], kwargs["data"], kwargs["headers"], r)
+ return r
+ except (SSLError, RequestException) as e:
+ self._parent._market.report.log_http_request(args[0],
+ args[1], kwargs["data"], kwargs["headers"], e)
+ raise e
+
+ self.session.request = request_wrap.__get__(self.session,
+ self.session.__class__)
+
@staticmethod
def nanoseconds():
return int(time.time() * 1000000000)
- def nonce(self):
- return self.nanoseconds()
-
- def fetch_balance(self, params={}):
- self.load_markets()
- balances = self.privatePostReturnCompleteBalances(self.extend({
- 'account': 'all',
- }, params))
- result = {'info': balances}
- currencies = list(balances.keys())
- for c in range(0, len(currencies)):
- id = currencies[c]
- balance = balances[id]
- currency = self.common_currency_code(id)
- account = {
- 'free': decimal.Decimal(balance['available']),
- 'used': decimal.Decimal(balance['onOrders']),
- 'total': decimal.Decimal(0.0),
- }
- account['total'] = self.sum(account['free'], account['used'])
- result[currency] = account
- return self.parse_balance(result)
+ def is_dust_trade(self, amount, rate):
+ if abs(amount) < decimal.Decimal("0.000001"):
+ return True
+ if abs(amount * rate) < decimal.Decimal("0.0001"):
+ return True
+ return False
def fetch_margin_balance(self):
"""
return all_balances
- def parse_ticker(self, ticker, market=None):
- timestamp = self.milliseconds()
- symbol = None
- if market:
- symbol = market['symbol']
- return {
- 'symbol': symbol,
- 'timestamp': timestamp,
- 'datetime': self.iso8601(timestamp),
- 'high': decimal.Decimal(ticker['high24hr']),
- 'low': decimal.Decimal(ticker['low24hr']),
- 'bid': decimal.Decimal(ticker['highestBid']),
- 'ask': decimal.Decimal(ticker['lowestAsk']),
- 'vwap': None,
- 'open': None,
- 'close': None,
- 'first': None,
- 'last': decimal.Decimal(ticker['last']),
- 'change': decimal.Decimal(ticker['percentChange']),
- 'percentage': None,
- 'average': None,
- 'baseVolume': decimal.Decimal(ticker['quoteVolume']),
- 'quoteVolume': decimal.Decimal(ticker['baseVolume']),
- 'info': ticker,
- }
-
- def create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}):
- if type == 'market':
- raise ExchangeError(self.id + ' allows limit orders only')
- self.load_markets()
- method = 'privatePostMargin' + self.capitalize(side)
- market = self.market(symbol)
- price = float(price)
- amount = float(amount)
- if lending_rate is not None:
- params = self.extend({"lendingRate": lending_rate}, params)
- response = getattr(self, method)(self.extend({
- 'currencyPair': market['id'],
- 'rate': self.price_to_precision(symbol, price),
- 'amount': self.amount_to_precision(symbol, amount),
- }, params))
- timestamp = self.milliseconds()
- order = self.parse_order(self.extend({
- 'timestamp': timestamp,
- 'status': 'open',
- 'type': type,
- 'side': side,
- 'price': price,
- 'amount': amount,
- }, response), market)
- id = order['id']
- self.orders[id] = order
- return self.extend({'info': response}, order)
-
- def create_exchange_order(self, symbol, type, side, amount, price=None, params={}):
- return super(poloniexE, self).create_order(symbol, type, side, amount, price=price, params=params)
-
- def create_order(self, symbol, type, side, amount, price=None, account="exchange", lending_rate=None, params={}):
- if account == "exchange":
- return self.create_exchange_order(symbol, type, side, amount, price=price, params=params)
- elif account == "margin":
- return self.create_margin_order(symbol, type, side, amount, price=price, lending_rate=lending_rate, params=params)
- else:
- raise NotImplementedError
-
def order_precision(self, symbol):
- return 8
+ self.load_markets()
+ return self.markets[symbol]['precision']['price']
def transfer_balance(self, currency, amount, from_account, to_account):
result = self.privatePostTransferBalance({
"total": decimal.Decimal(summary["totalValue"]),
}
+ def fetch_nth_order_book(self, symbol, action, number):
+ book = self.fetch_order_book(symbol, limit=number)
+ return decimal.Decimal(book[action + "s"][-1][0])
+
+ def nonce(self):
+ """
+ Wrapped to allow nonce with other libraries
+ """
+ return self.nanoseconds()
+
+ def fetch_balance(self, params={}):
+ """
+ Wrapped to get decimals
+ """
+ self.load_markets()
+ balances = self.privatePostReturnCompleteBalances(self.extend({
+ 'account': 'all',
+ }, params))
+ result = {'info': balances}
+ currencies = list(balances.keys())
+ for c in range(0, len(currencies)):
+ id = currencies[c]
+ balance = balances[id]
+ currency = self.common_currency_code(id)
+ account = {
+ 'free': decimal.Decimal(balance['available']),
+ 'used': decimal.Decimal(balance['onOrders']),
+ 'total': decimal.Decimal(0.0),
+ }
+ account['total'] = self.sum(account['free'], account['used'])
+ result[currency] = account
+ return self.parse_balance(result)
+
+ def parse_ticker(self, ticker, market=None):
+ """
+ Wrapped to get decimals
+ """
+ timestamp = self.milliseconds()
+ symbol = None
+ if market:
+ symbol = market['symbol']
+ return {
+ 'symbol': symbol,
+ 'timestamp': timestamp,
+ 'datetime': self.iso8601(timestamp),
+ 'high': decimal.Decimal(ticker['high24hr']),
+ 'low': decimal.Decimal(ticker['low24hr']),
+ 'bid': decimal.Decimal(ticker['highestBid']),
+ 'ask': decimal.Decimal(ticker['lowestAsk']),
+ 'vwap': None,
+ 'open': None,
+ 'close': None,
+ 'first': None,
+ 'last': decimal.Decimal(ticker['last']),
+ 'change': decimal.Decimal(ticker['percentChange']),
+ 'percentage': None,
+ 'average': None,
+ 'baseVolume': decimal.Decimal(ticker['quoteVolume']),
+ 'quoteVolume': decimal.Decimal(ticker['baseVolume']),
+ 'info': ticker,
+ }
+
+ def create_order(self, symbol, type, side, amount, price=None, account="exchange", lending_rate=None, params={}):
+ """
+ Wrapped to handle margin and exchange accounts, and get decimals
+ """
+ if type == 'market':
+ raise ExchangeError(self.id + ' allows limit orders only')
+ self.load_markets()
+ if account == "exchange":
+ method = 'privatePost' + self.capitalize(side)
+ elif account == "margin":
+ method = 'privatePostMargin' + self.capitalize(side)
+ if lending_rate is not None:
+ params = self.extend({"lendingRate": lending_rate}, params)
+ else:
+ raise NotImplementedError
+ market = self.market(symbol)
+ response = getattr(self, method)(self.extend({
+ 'currencyPair': market['id'],
+ 'rate': self.price_to_precision(symbol, price),
+ 'amount': self.amount_to_precision(symbol, amount),
+ }, params))
+ timestamp = self.milliseconds()
+ order = self.parse_order(self.extend({
+ 'timestamp': timestamp,
+ 'status': 'open',
+ 'type': type,
+ 'side': side,
+ 'price': price,
+ 'amount': amount,
+ }, response), market)
+ id = order['id']
+ self.orders[id] = order
+ return self.extend({'info': response}, order)
+
+ def price_to_precision(self, symbol, price):
+ """
+ Wrapped to avoid float
+ """
+ return ('{:.' + str(self.markets[symbol]['precision']['price']) + 'f}').format(price).rstrip("0").rstrip(".")
+
+ def amount_to_precision(self, symbol, amount):
+ """
+ Wrapped to avoid float
+ """
+ return ('{:.' + str(self.markets[symbol]['precision']['amount']) + 'f}').format(amount).rstrip("0").rstrip(".")
+
+ def common_currency_code(self, currency):
+ """
+ Wrapped to avoid the currency translation
+ """
+ return currency
+
+ def currency_id(self, currency):
+ """
+ Wrapped to avoid the currency translation
+ """
+ return currency