X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=ccxt_wrapper.py;h=d2c9b4ce26550b0074f6632ddc2bdc972eb17bd2;hb=17fd3f752d5e37df906abddf1f13fd7ad1de6c00;hp=903bfc489958a4539f69ae2deb5183bda6c2a29d;hpb=aca4d4372553110ab5d76740ff536de83d5617b2;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/ccxt_wrapper.py b/ccxt_wrapper.py index 903bfc4..d2c9b4c 100644 --- a/ccxt_wrapper.py +++ b/ccxt_wrapper.py @@ -1,39 +1,71 @@ 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 fetch_margin_balance(self): """ portfolio.market.privatePostGetMarginPosition({"currencyPair": "BTC_DASH"}) @@ -200,31 +232,8 @@ class poloniexE(poloniex): 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_exchange_order(self, symbol, type, side, amount, price=None, params={}): + return super().create_order(symbol, type, side, amount, price=price, params=params) def create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}): if type == 'market': @@ -254,17 +263,6 @@ class poloniexE(poloniex): 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 @@ -324,3 +322,83 @@ class poloniexE(poloniex): "total": decimal.Decimal(summary["totalValue"]), } + 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 + """ + 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 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