From c698956f9f5bc98ce9b24e8addbe3f271a64081b Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Sat, 16 Dec 2017 21:36:20 -0500
Subject: [PATCH] BUG: worked around CCXT issue with fetch_tickers, see:
 https://github.com/ccxt/ccxt/issues/870

---
 catalyst/exchange/ccxt/ccxt_exchange.py | 11 ++++++-----
 catalyst/exchange/exchange.py           | 18 ++++++++++++++----
 catalyst/exchange/exchange_utils.py     |  8 ++++++--
 tests/exchange/test_ccxt.py             | 11 ++++++-----
 4 files changed, 32 insertions(+), 16 deletions(-)

diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index 3bfebfb6..56ca3909 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -701,18 +701,19 @@ class CCXT(Exchange):
         """
         tickers = dict()
         try:
-            symbols = [self.get_symbol(asset) for asset in assets]
-            ccxt_tickers = self.api.fetch_tickers(symbols)
-
             for asset in assets:
                 symbol = self.get_symbol(asset)
-                if symbol not in ccxt_tickers:
+                # TODO: use fetch_tickers() for efficiency
+                # I tried using fetch_tickers() but noticed some
+                # inconsistencies, see issue:
+                # https://github.com/ccxt/ccxt/issues/870
+                ticker = self.api.fetch_ticker(symbol=symbol)
+                if not ticker:
                     log.warn('ticker not found for {} {}'.format(
                         self.name, symbol
                     ))
                     continue
 
-                ticker = ccxt_tickers[symbol]
                 ticker['last_traded'] = from_ms_timestamp(ticker['timestamp'])
 
                 if 'last_price' not in ticker:
diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py
index 87185fd1..873ac29e 100644
--- a/catalyst/exchange/exchange.py
+++ b/catalyst/exchange/exchange.py
@@ -236,10 +236,10 @@ class Exchange:
 
             elif data_frequency is not None:
                 applies = (
-                        (
-                                data_frequency == 'minute' and a.end_minute is not None)
-                        or (
-                                data_frequency == 'daily' and a.end_daily is not None)
+                    (
+                        data_frequency == 'minute' and a.end_minute is not None)
+                    or (
+                        data_frequency == 'daily' and a.end_daily is not None)
                 )
 
             else:
@@ -281,6 +281,16 @@ class Exchange:
             self._symbol_maps[index] = symbol_map
             return symbol_map
 
+    @abstractmethod
+    def init(self):
+        """
+        Load the asset list from the network.
+
+        Returns
+        -------
+
+        """
+
     @abstractmethod
     def load_assets(self, is_local=False):
         """
diff --git a/catalyst/exchange/exchange_utils.py b/catalyst/exchange/exchange_utils.py
index ac992c2f..20bd09e8 100644
--- a/catalyst/exchange/exchange_utils.py
+++ b/catalyst/exchange/exchange_utils.py
@@ -678,7 +678,7 @@ def get_catalyst_symbol(market_or_symbol):
         )
 
 
-def save_asset_data(folder, df):
+def save_asset_data(folder, df, decimals=8):
     symbols = df.index.get_level_values('symbol')
     for symbol in symbols:
         symbol_df = df.loc[(symbols == symbol)]  # Type: pd.DataFrame
@@ -691,4 +691,8 @@ def save_asset_data(folder, df):
             print_headers = True
 
         with open(filename, 'a') as f:
-            symbol_df.to_csv(f, header=print_headers)
+            symbol_df.to_csv(
+                path_or_buf=f,
+                header=print_headers,
+                float_format='%.{}f'.format(decimals),
+            )
diff --git a/tests/exchange/test_ccxt.py b/tests/exchange/test_ccxt.py
index 3ff44a8b..3d9d37f9 100644
--- a/tests/exchange/test_ccxt.py
+++ b/tests/exchange/test_ccxt.py
@@ -12,15 +12,15 @@ log = Logger('test_ccxt')
 class TestCCXT(BaseExchangeTestCase):
     @classmethod
     def setup(self):
-        exchange_name = 'gdax'
+        exchange_name = 'binance'
         auth = get_exchange_auth(exchange_name)
         self.exchange = CCXT(
             exchange_name=exchange_name,
             key=auth['key'],
             secret=auth['secret'],
             base_currency='eth',
-            portfolio=None
         )
+        self.exchange.init()
 
     def test_order(self):
         log.info('creating order')
@@ -68,9 +68,10 @@ class TestCCXT(BaseExchangeTestCase):
 
     def test_tickers(self):
         log.info('retrieving tickers')
-        tickers = self.exchange.tickers([
-            self.exchange.get_asset('eth_btc'),
-        ])
+        assets = [
+            self.exchange.get_asset('eng_eth'),
+        ]
+        tickers = self.exchange.tickers(assets)
         assert len(tickers) == 1
         pass