X-Git-Url: https://git.immae.eu/?a=blobdiff_plain;f=market.py;h=08838a7f971537975037790a63ef665cd0a82c05;hb=c31df868c655612b8387a25111e69882f0fe6344;hp=1601e2dce82ec6d3e2b63624bd355755bd565b8e;hpb=ecba11139e357567c46f7ba2a0cf8dbd98266fe8;p=perso%2FImmae%2FProjets%2FCryptomonnaies%2FCryptoportfolio%2FTrader.git diff --git a/market.py b/market.py index 1601e2d..08838a7 100644 --- a/market.py +++ b/market.py @@ -1,110 +1,24 @@ -import ccxt -import decimal +import ccxt_wrapper as ccxt -def exchange_sum(self, *args): - return sum([arg for arg in args if isinstance(arg, (float, int, decimal.Decimal))]) -ccxt.Exchange.sum = exchange_sum -def poloniex_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) -ccxt.poloniex.fetch_balance = poloniex_fetch_balance - -def poloniex_fetch_balance_per_type(self): - balances = self.privatePostReturnAvailableAccountBalances() - result = {'info': balances} - for key, balance in balances.items(): - result[key] = {} - for currency, amount in balance.items(): - if currency not in result: - result[currency] = {} - result[currency][key] = decimal.Decimal(amount) - result[key][currency] = decimal.Decimal(amount) - return result -ccxt.poloniex.fetch_balance_per_type = poloniex_fetch_balance_per_type - -def poloniex_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, - } -ccxt.poloniex.parse_ticker = poloniex_parse_ticker - -def poloniex_create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}): - if type == 'market': - raise ccxt.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 poloniex_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 -ccxt.poloniex.create_exchange_order = ccxt.poloniex.create_order -ccxt.poloniex.create_order = poloniex_create_order - -market = ccxt.poloniex({ +market = ccxt.poloniexE({ "apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX", "secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef", }) + +# For requests logging +requests = [] +market.session.origin_request = market.session.request + +def request_wrap(self, *args, **kwargs): + r = self.origin_request(*args, **kwargs) + requests.append({ + "method": args[0], + "url": args[1], + "body": kwargs["data"], + "headers": kwargs["headers"], + "status": r.status_code, + "response": r.text, + }) + return r +market.session.request = request_wrap.__get__(market.session, market.session.__class__)