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):
+ 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"})
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':
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
"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
+
+
projects / perso / Immae / Projets / Cryptomonnaies / Cryptoportfolio / Trader.git / blobdiff