BLD: updated CCXT and temporarily fixed symbol mapping issue

catalyst/exchange/ccxt/ccxt_exchange.py

@@ -61,6 +61,7 @@ class CCXT(Exchange):
                 'apiKey': key,
                 'secret': secret,
             })
+            self.api.enableRateLimit = True
 
         except Exception:
             raise ExchangeNotFoundError(exchange_name=exchange_name)
@@ -1001,6 +1002,7 @@ class CCXT(Exchange):
         for asset in assets:
             symbol = self.get_symbol(asset)
 
+            # Test the CCXT throttling further to see if we need this
             self.ask_request()
 
             # TODO: use fetch_tickers() for efficiency

catalyst/exchange/exchange.py

@@ -234,11 +234,15 @@ class Exchange:
         """
         asset = None
 
+        # TODO: temp mapping, fix to use a single symbol convention
+        og_symbol = symbol
+        symbol = self.get_symbol(symbol) if not is_exchange_symbol else symbol
         log.debug(
             'searching assets for: {} {}'.format(
                 self.name, symbol
             )
         )
+        # TODO: simplify and loose the loop
         for a in self.assets:
             if asset is not None:
                 break
@@ -260,7 +264,8 @@ class Exchange:
 
             # The symbol provided may use the Catalyst or the exchange
             # convention
-            key = a.exchange_symbol if is_exchange_symbol else a.symbol
+            key = a.exchange_symbol if \
+                is_exchange_symbol else self.get_symbol(a)
             if not asset and key.lower() == symbol.lower():
                 if applies:
                     asset = a
@@ -276,7 +281,7 @@ class Exchange:
             supported_symbols = sorted([a.symbol for a in self.assets])
 
             raise SymbolNotFoundOnExchange(
-                symbol=symbol,
+                symbol=og_symbol,
                 exchange=self.name.title(),
                 supported_symbols=supported_symbols
             )

catalyst/support/ccxt_issue_1358.py

@@ -0,0 +1,8 @@
+import ccxt
+
+bitfinex = ccxt.bitfinex()
+bitfinex.verbose = True
+ohlcvs = bitfinex.fetch_ohlcv('ETH/BTC', '30m', 1504224000000)
+
+dt = bitfinex.iso8601(ohlcvs[0][0])
+print(dt)  # should print '2017-09-01T00:00:00.000Z'

etc/requirements.txt

@@ -81,6 +81,6 @@ empyrical==0.2.1
 tables==3.3.0
 
 #Catalyst dependencies
-ccxt==1.10.565
+ccxt==1.10.774
 boto3==1.4.8
 redo==1.6

tests/exchange/test_ccxt.py

@@ -72,14 +72,14 @@ class TestCCXT(BaseExchangeTestCase):
     def test_tickers(self):
         log.info('retrieving tickers')
         assets = [
-            self.exchange.get_asset('eng_eth'),
+            self.exchange.get_asset('iot_usd'),
         ]
         tickers = self.exchange.tickers(assets)
         assert len(tickers) == 1
         pass
 
     def test_my_trades(self):
-        asset = self.exchange.get_asset('eng_eth')
+        asset = self.exchange.get_asset('dsh_btc')
 
         trades = self.exchange.get_trades(asset)
         assert trades

tests/exchange/test_suites/test_suite_bundle.py

@@ -117,7 +117,7 @@ class TestSuiteBundle:
         #     population=exchange_population,
         #     features=[bundle],
         # )  # Type: list[Exchange]
-        exchanges = [get_exchange('bitfinex', skip_init=True)]
+        exchanges = [get_exchange('poloniex', skip_init=True)]
 
         data_portal = TestSuiteBundle.get_data_portal(exchanges)
         for exchange in exchanges:

tests/exchange/test_suites/test_suite_exchange.py

@@ -15,6 +15,7 @@ from catalyst.exchange.utils.test_utils import select_random_exchanges, \
     handle_exchange_error, select_random_assets
 from catalyst.testing import ZiplineTestCase
 from catalyst.testing.fixtures import WithLogger
+from exchange.utils.factory import get_exchanges
 
 log = Logger('TestSuiteExchange')
 
@@ -83,12 +84,13 @@ class TestSuiteExchange(WithLogger, ZiplineTestCase):
 
     def test_tickers(self):
         exchange_population = 3
-        asset_population = 3
+        asset_population = 15
 
-        exchanges = select_random_exchanges(
-            exchange_population,
-            features=['fetchTickers'],
-        )  # Type: list[Exchange]
+        # exchanges = select_random_exchanges(
+        #     exchange_population,
+        #     features=['fetchTickers'],
+        # )  # Type: list[Exchange]
+        exchanges = list(get_exchanges(['bitfinex']).values())
         for exchange in exchanges:
             exchange.init()