diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py index e3a8a5f4..77079ecb 100644 --- a/catalyst/exchange/ccxt/ccxt_exchange.py +++ b/catalyst/exchange/ccxt/ccxt_exchange.py @@ -4,8 +4,14 @@ from collections import defaultdict import ccxt import pandas as pd import six -from catalyst.algorithm import MarketOrder from catalyst.assets._assets import TradingPair +from ccxt import InvalidOrder, NetworkError, \ + ExchangeError +from logbook import Logger +from redo import retry +from six import string_types + +from catalyst.algorithm import MarketOrder from catalyst.constants import LOG_LEVEL from catalyst.exchange.exchange import Exchange from catalyst.exchange.exchange_bundle import ExchangeBundle @@ -19,13 +25,9 @@ from catalyst.exchange.utils.ccxt_utils import get_exchange_config from catalyst.exchange.utils.datetime_utils import from_ms_timestamp, \ get_epoch, \ get_periods_range +from catalyst.exchange.utils.exchange_utils import get_catalyst_symbol from catalyst.finance.order import Order, ORDER_STATUS from catalyst.finance.transaction import Transaction -from ccxt import InvalidOrder, NetworkError, \ - ExchangeError -from logbook import Logger -from redo import retry -from six import string_types log = Logger('CCXT', level=LOG_LEVEL) @@ -488,8 +490,8 @@ class CCXT(Exchange): params['taker'] = 0.002 elif 'maker' in market and 'taker' in market \ - and market['maker'] is not None \ - and market['taker'] is not None: + and market['maker'] is not None \ + and market['taker'] is not None: params['maker'] = market['maker'] params['taker'] = market['taker'] diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py index 7593c491..28dfdbfe 100644 --- a/catalyst/exchange/exchange.py +++ b/catalyst/exchange/exchange.py @@ -5,6 +5,7 @@ from time import sleep import numpy as np import pandas as pd +from logbook import Logger from catalyst.constants import LOG_LEVEL from catalyst.data.data_portal import BASE_FIELDS @@ -19,7 +20,6 @@ from catalyst.exchange.utils.datetime_utils import get_delta, \ get_periods, get_start_dt, get_frequency from catalyst.exchange.utils.exchange_utils import \ resample_history_df, has_bundle -from logbook import Logger log = Logger('Exchange', level=LOG_LEVEL) diff --git a/catalyst/exchange/exchange_algorithm.py b/catalyst/exchange/exchange_algorithm.py index 1f8d40f4..92c307d3 100644 --- a/catalyst/exchange/exchange_algorithm.py +++ b/catalyst/exchange/exchange_algorithm.py @@ -18,9 +18,11 @@ from datetime import timedelta from os import listdir from os.path import isfile, join, exists -import catalyst.protocol as zp import logbook import pandas as pd +from redo import retry + +import catalyst.protocol as zp from catalyst.algorithm import TradingAlgorithm from catalyst.constants import LOG_LEVEL from catalyst.exchange.exchange_blotter import ExchangeBlotter @@ -50,7 +52,6 @@ from catalyst.utils.api_support import api_method from catalyst.utils.input_validation import error_keywords, ensure_upper_case from catalyst.utils.math_utils import round_nearest from catalyst.utils.preprocess import preprocess -from redo import retry log = logbook.Logger('exchange_algorithm', level=LOG_LEVEL)