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WIP: Poloniex exchange - create order
This commit is contained in:
Victor Grau Serrat
@@ -251,8 +251,6 @@ class Poloniex(Exchange):
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def create_order(self, asset, amount, is_buy, style):
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pass
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'''
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"""
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Creating order on the exchange.
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@@ -263,59 +261,43 @@ class Poloniex(Exchange):
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:return:
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"""
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exchange_symbol = self.get_symbol(asset)
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if isinstance(style, ExchangeLimitOrder) \
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or isinstance(style, ExchangeStopLimitOrder):
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if isinstance(style, ExchangeLimitOrder) or isinstance(style, ExchangeStopLimitOrder):
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if isinstance(style, ExchangeStopLimitOrder):
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log.warn('{} will ignore the stop price'.format(self.name))
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price = style.get_limit_price(is_buy)
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order_type = 'limit'
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elif isinstance(style, ExchangeStopOrder):
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price = style.get_stop_price(is_buy)
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order_type = 'stop'
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try:
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if(is_buy):
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response = self.api.buy(exchange_symbol, amount, price)
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else:
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reponse = self.api.sell(exchange_symbol, amount, price)
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except Exception as e:
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raise ExchangeRequestError(error=e)
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date = pd.Timestamp.utcnow()
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print(response)
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if('orderNumber' in response):
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order_id = str(response['orderNumber'])
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order = Order(
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dt=date,
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asset=asset,
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amount=amount,
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stop=style.get_stop_price(is_buy),
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limit=style.get_limit_price(is_buy),
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id=order_id
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)
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return order
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else:
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log.warn('{} order failed: {}'.format('buy' if is_buy else 'sell', response['error']))
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return None
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else:
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raise InvalidOrderStyle(exchange=self.name,
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style=style.__class__.__name__)
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req = dict(
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symbol=exchange_symbol,
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amount=str(float(abs(amount))),
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price="{:.20f}".format(float(price)),
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side='buy' if is_buy else 'sell',
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type='exchange ' + order_type, # TODO: support margin trades
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exchange=self.name,
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is_hidden=False,
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is_postonly=False,
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use_all_available=0,
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ocoorder=False,
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buy_price_oco=0,
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sell_price_oco=0
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)
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date = pd.Timestamp.utcnow()
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try:
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response = self._request('order/new', req)
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order_status = response.json()
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except Exception as e:
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raise ExchangeRequestError(error=e)
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if 'message' in order_status:
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raise ExchangeRequestError(
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error='unable to create Bitfinex order {}'.format(
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order_status['message'])
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)
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order_id = str(order_status['id'])
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order = Order(
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dt=date,
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asset=asset,
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amount=amount,
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stop=style.get_stop_price(is_buy),
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limit=style.get_limit_price(is_buy),
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id=order_id
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)
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return order
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'''
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def get_open_orders(self, asset='all'):
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"""Retrieve all of the current open orders.
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@@ -420,51 +402,40 @@ class Poloniex(Exchange):
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:param assets:
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:return:
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"""
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pass
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'''
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symbols = self._get_v2_symbols(assets)
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"""
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symbols = []
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for asset in assets:
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symbols.append(self.get_symbol(asset))
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log.debug('fetching tickers {}'.format(symbols))
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try:
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response = requests.get(
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'{url}/v2/tickers?symbols={symbols}'.format(
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url=self.url,
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symbols=','.join(symbols),
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)
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)
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response = self.api.returnticker()
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except Exception as e:
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raise ExchangeRequestError(error=e)
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if 'error' in response.content:
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if 'error' in response:
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raise ExchangeRequestError(
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error='Unable to retrieve tickers: {}'.format(
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response.content)
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response['error'])
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)
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tickers = response.json()
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ticks = dict()
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for index, ticker in enumerate(tickers):
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if not len(ticker) == 11:
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raise ExchangeRequestError(
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error='Invalid ticker in response: {}'.format(ticker)
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)
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for index, symbol in enumerate(symbols):
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ticks[assets[index]] = dict(
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timestamp=pd.Timestamp.utcnow(),
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bid=ticker[1],
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ask=ticker[3],
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last_price=ticker[7],
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low=ticker[10],
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high=ticker[9],
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volume=ticker[8],
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bid=float(response[symbol]['highestBid']),
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ask=float(response[symbol]['lowestAsk']),
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last_price=float(response[symbol]['last']),
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low=float(response[symbol]['lowestAsk']), #TODO: Polo does not provide low
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high=float(response[symbol]['highestBid']), #TODO: Polo does not provide high
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volume=float(response[symbol]['baseVolume']),
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)
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log.debug('got tickers {}'.format(ticks))
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return ticks
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'''
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def generate_symbols_json(self, filename=None):
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symbol_map = {}
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@@ -49,10 +49,10 @@ class Poloniex_api(object):
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return json.loads(urlopen(req).read())
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def returnticker(self):
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return self.query('returnTicker')
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return self.query('returnTicker', {})
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def return24volume(self):
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return self.query('return24Volume')
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return self.query('return24Volume', {})
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def returnOrderBook(self, market='all'):
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return self.query('returnOrderBook', {'currencyPair': market})
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@@ -69,7 +69,7 @@ class Poloniex_api(object):
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'start': start, 'end': end})
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def returncurrencies(self):
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return self.query('returnCurrencies')
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return self.query('returnCurrencies', {})
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def returnloadorders(self, market):
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return self.query('returnLoanOrders', {'currency': market})
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@@ -77,52 +77,65 @@ class Poloniex_api(object):
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def returnbalances(self):
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return self.query('returnBalances')
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def returncompletebalances(self, account):
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if(account):
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return self.query('returnCompleteBalances', {'account': account})
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else:
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return self.query('returnCompleteBalances')
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def returndepositaddresses(self):
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return self.query('returnDepositAddresses')
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def generatenewaddress(self, currency):
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return self.query('generateNewAddress', {'currency': currency})
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def returnDepositsWithdrawals(self, start, end):
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return self.query('returnDepositsWithdrawals', {'start': start, 'end': end})
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def returnopenorders(self, market):
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return self.query('returnOpenOrders', {'currencyPair': market})
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def returntradehistory(self, market):
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#TODO: optional start and/or end and limit
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return self.query('returnTradeHistory', {'currencyPair': market})
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def returnordertrades(self, ordernumber):
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return self.query('returnOrderTrades', {'orderNumber': ordernumber})
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def buy(self, market, amount, rate, fillorkill=0, immediateorcancel=0, postonly=0):
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if(fillorkill):
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return self.query('buy', {'currencyPair': market, 'rate':rate, 'amount': amount,
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'fillOrKill': fillorkill, })
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elif(immediateorcancel):
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return self.query('buy', {'currencyPair': market, 'rate':rate, 'amount': amount,
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'immediateOrCancel': immediateorcancel, })
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elif(postonly):
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return self.query('buy', {'currencyPair': market, 'rate':rate, 'amount': amount,
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'postOnly': postonly, })
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else:
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return self.query('buy', {'currencyPair': market, 'rate':rate, 'amount': amount, })
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def sell(self, market, amount, rate, fillorkill=0, immediateorcancel=0, postonly=0):
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if(fillorkill):
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return self.query('sell', {'currencyPair': market, 'rate':rate, 'amount': amount,
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'fillOrKill': fillorkill, })
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elif(immediateorcancel):
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return self.query('sell', {'currencyPair': market, 'rate':rate, 'amount': amount,
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'immediateOrCancel': immediateorcancel, })
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elif(postonly):
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return self.query('sell', {'currencyPair': market, 'rate':rate, 'amount': amount,
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'postOnly': postonly, })
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else:
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return self.query('sell', {'currencyPair': market, 'rate':rate, 'amount': amount, })
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def cancelorder(self, ordernumber):
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return self.query('cancelOrder', {'orderNumber': ordernumber})
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'''
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def buylimit(self, market, quantity, rate):
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return self.query('buylimit', {'market': market, 'quantity': quantity,
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'rate': rate})
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def buymarket(self, market, quantity):
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return self.query('buymarket',
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{'market': market, 'quantity': quantity})
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def selllimit(self, market, quantity, rate):
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return self.query('selllimit', {'market': market, 'quantity': quantity,
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'rate': rate})
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def sellmarket(self, market, quantity):
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return self.query('sellmarket',
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{'market': market, 'quantity': quantity})
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def getbalance(self, currency):
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return self.query('getbalance', {'currency': currency})
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def getdepositaddress(self, currency):
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return self.query('getdepositaddress', {'currency': currency})
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def withdraw(self, currency, quantity, address):
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return self.query('withdraw',
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{'currency': currency, 'quantity': quantity,
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{'currency': currency, 'amount': quantity,
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'address': address})
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def getorder(self, uuid):
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return self.query('getorder', {'uuid': uuid})
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def returnfeeinfo(self):
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return self.query('returnFeeInfo')
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def getorderhistory(self, market, count):
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return self.query('getorderhistory',
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{'market': market, 'count': count})
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def getwithdrawalhistory(self, currency, count):
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return self.query('getwithdrawalhistory',
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{'currency': currency, 'count': count})
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def getdeposithistory(self, currency, count):
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return self.query('getdeposithistory',
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{'currency': currency, 'count': count})
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'''
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