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BUG: fixed issue #120 with currency substitution

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This commit is contained in:
Frederic Fortier
2018-01-15 23:19:18 -05:00
parent 6d28e289c4
commit 7569f7eb7c
1 changed files with 31 additions and 2 deletions
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catalyst/exchange/ccxt/ccxt_exchange.py
+31 -2
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@@ -73,6 +73,7 @@ class CCXT(Exchange):
self.max_requests_per_minute = 60
self.low_balance_threshold = 0.1
self.request_cpt = dict()
self._common_symbols = dict()
self.bundle = ExchangeBundle(self.name)
self.markets = None
@@ -218,6 +219,21 @@ class CCXT(Exchange):
)
return market
def substitute_currency_code(self, currency, source='catalyst'):
if source == 'catalyst':
currency = currency.upper()
key = self.api.common_currency_code(currency)
self._common_symbols[key] = currency.lower()
return key
else:
if currency in self._common_symbols:
return self._common_symbols[currency]
else:
return currency.lower()
def get_symbol(self, asset_or_symbol, source='catalyst'):
"""
The CCXT symbol.
@@ -225,6 +241,7 @@ class CCXT(Exchange):
Parameters
----------
asset_or_symbol
source
Returns
-------
@@ -234,7 +251,13 @@ class CCXT(Exchange):
if source == 'ccxt':
if isinstance(asset_or_symbol, string_types):
parts = asset_or_symbol.split('/')
return '{}_{}'.format(parts[0].lower(), parts[1].lower())
base_currency = self.substitute_currency_code(
parts[0], source
)
quote_currency = self.substitute_currency_code(
parts[1], source
)
return '{}_{}'.format(base_currency, quote_currency)
else:
return asset_or_symbol.symbol
@@ -245,7 +268,13 @@ class CCXT(Exchange):
) else asset_or_symbol.symbol
parts = symbol.split('_')
return '{}/{}'.format(parts[0].upper(), parts[1].upper())
base_currency = self.substitute_currency_code(
parts[0], source
)
quote_currency = self.substitute_currency_code(
parts[1], source
)
return '{}/{}'.format(base_currency, quote_currency)
@staticmethod
def map_frequency(value, source='ccxt', raise_error=True):