market.py

   1 import ccxt
   2 import decimal
   3
   4 def exchange_sum(self, *args):
   5     return sum([arg for arg in args if isinstance(arg, (float, int, decimal.Decimal))])
   6 ccxt.Exchange.sum = exchange_sum
   7 def poloniex_fetch_balance(self, params={}):
   8     self.load_markets()
   9     balances = self.privatePostReturnCompleteBalances(self.extend({
  10         'account': 'all',
  11         }, params))
  12     result = {'info': balances}
  13     currencies = list(balances.keys())
  14     for c in range(0, len(currencies)):
  15         id = currencies[c]
  16         balance = balances[id]
  17         currency = self.common_currency_code(id)
  18         account = {
  19                 'free': decimal.Decimal(balance['available']),
  20                 'used': decimal.Decimal(balance['onOrders']),
  21                 'total': decimal.Decimal(0.0),
  22                 }
  23         account['total'] = self.sum(account['free'], account['used'])
  24         result[currency] = account
  25     return self.parse_balance(result)
  26 ccxt.poloniex.fetch_balance = poloniex_fetch_balance
  27
  28 def poloniex_fetch_balance_per_type(self):
  29     balances = self.privatePostReturnAvailableAccountBalances()
  30     result = {'info': balances}
  31     for key, balance in balances.items():
  32         result[key] = {}
  33         for currency, amount in balance.items():
  34             if currency not in result:
  35                 result[currency] = {}
  36             result[currency][key] = decimal.Decimal(amount)
  37             result[key][currency] = decimal.Decimal(amount)
  38     return result
  39 ccxt.poloniex.fetch_balance_per_type = poloniex_fetch_balance_per_type
  40
  41 def poloniex_parse_ticker(self, ticker, market=None):
  42     timestamp = self.milliseconds()
  43     symbol = None
  44     if market:
  45         symbol = market['symbol']
  46     return {
  47         'symbol': symbol,
  48         'timestamp': timestamp,
  49         'datetime': self.iso8601(timestamp),
  50         'high': decimal.Decimal(ticker['high24hr']),
  51         'low': decimal.Decimal(ticker['low24hr']),
  52         'bid': decimal.Decimal(ticker['highestBid']),
  53         'ask': decimal.Decimal(ticker['lowestAsk']),
  54         'vwap': None,
  55         'open': None,
  56         'close': None,
  57         'first': None,
  58         'last': decimal.Decimal(ticker['last']),
  59         'change': decimal.Decimal(ticker['percentChange']),
  60         'percentage': None,
  61         'average': None,
  62         'baseVolume': decimal.Decimal(ticker['quoteVolume']),
  63         'quoteVolume': decimal.Decimal(ticker['baseVolume']),
  64         'info': ticker,
  65     }
  66 ccxt.poloniex.parse_ticker = poloniex_parse_ticker
  67
  68 def poloniex_create_margin_order(self, symbol, type, side, amount, price=None, lending_rate=None, params={}):
  69     if type == 'market':
  70         raise ccxt.ExchangeError(self.id + ' allows limit orders only')
  71     self.load_markets()
  72     method = 'privatePostMargin' + self.capitalize(side)
  73     market = self.market(symbol)
  74     price = float(price)
  75     amount = float(amount)
  76     if lending_rate is not None:
  77         params = self.extend({"lendingRate": lending_rate}, params)
  78     response = getattr(self, method)(self.extend({
  79         'currencyPair': market['id'],
  80         'rate': self.price_to_precision(symbol, price),
  81         'amount': self.amount_to_precision(symbol, amount),
  82     }, params))
  83     timestamp = self.milliseconds()
  84     order = self.parse_order(self.extend({
  85         'timestamp': timestamp,
  86         'status': 'open',
  87         'type': type,
  88         'side': side,
  89         'price': price,
  90         'amount': amount,
  91     }, response), market)
  92     id = order['id']
  93     self.orders[id] = order
  94     return self.extend({'info': response}, order)
  95
  96 def poloniex_create_order(self, symbol, type, side, amount, price=None, account="exchange", lending_rate=None, params={}):
  97     if account == "exchange":
  98         return self.create_exchange_order(symbol, type, side, amount, price=price, params=params)
  99     elif account == "margin":
 100         return self.create_margin_order(symbol, type, side, amount, price=price, lending_rate=lending_rate, params=params)
 101     else:
 102         raise NotImplementedError
 103 ccxt.poloniex.create_exchange_order = ccxt.poloniex.create_order
 104 ccxt.poloniex.create_order = poloniex_create_order
 105
 106 market = ccxt.poloniex({
 107     "apiKey": "XXXXXXXX-XXXXXXXX-XXXXXXXX-XXXXXXXX",
 108     "secret": "1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef1234567890abcdef",
 109     })
 110