Poloshing unit tests and finalizing Bittrex implementation

catalyst/exchange/bitfinex/bitfinex.py

@@ -166,13 +166,8 @@ class Bitfinex(Exchange):
 
         return order, executed_price
 
-    def update_portfolio(self):
-        """
-        Update the portfolio cash and position balances based on the
-        latest ticker prices.
-
-        :return:
-        """
+    def get_balances(self):
+        log.debug('retrieving wallets balances')
         try:
             response = self._request('balances', None)
             balances = response.json()
@@ -184,36 +179,12 @@ class Bitfinex(Exchange):
                 error='unable to fetch balance {}'.format(balances['message'])
             )
 
-        base_position = None
-        for position in balances:
-            if not base_position and position['type'] == 'exchange' \
-                    and position['currency'] == self.base_currency:
-                base_position = position
+        std_balances = dict()
+        for balance in balances:
+            currency = balance['currency'].lower()
+            std_balances[currency] = float(balance['available'])
 
-        if position is None:
-            raise ValueError(
-                error='Base currency %s not found in portfolio' % self.base_currency
-            )
-
-        portfolio = self._portfolio
-        portfolio.cash = float(base_position['available'])
-        if portfolio.starting_cash is None:
-            portfolio.starting_cash = portfolio.cash
-
-        if portfolio.positions:
-            assets = portfolio.positions.keys()
-            tickers = self.tickers(assets)
-            portfolio.positions_value = 0.0
-            for ticker in tickers:
-                # TODO: convert if the position is not in the base currency
-                position = portfolio.positions[ticker['asset']]
-                position.last_sale_price = ticker['last_price']
-                position.last_sale_date = ticker['timestamp']
-
-                portfolio.positions_value += \
-                    position.amount * position.last_sale_price
-                portfolio.portfolio_value = \
-                    portfolio.positions_value + portfolio.cash
+        return std_balances
 
     @property
     def account(self):
@@ -397,17 +368,17 @@ class Bitfinex(Exchange):
         date = pd.Timestamp.utcnow()
         try:
             response = self._request('order/new', req)
-            exchange_order = response.json()
+            order_status = response.json()
         except Exception as e:
             raise ExchangeRequestError(error=e)
 
-        if 'message' in exchange_order:
+        if 'message' in order_status:
             raise ExchangeRequestError(
                 error='unable to create Bitfinex order {}'.format(
-                    exchange_order['message'])
+                    order_status['message'])
             )
 
-        order_id = exchange_order['id']
+        order_id = str(order_status['id'])
         order = Order(
             dt=date,
             asset=asset,
@@ -538,15 +509,14 @@ class Bitfinex(Exchange):
 
         tickers = response.json()
 
-        formatted_tickers = []
+        ticks = dict()
         for index, ticker in enumerate(tickers):
             if not len(ticker) == 11:
                 raise ExchangeRequestError(
                     error='Invalid ticker in response: {}'.format(ticker)
                 )
 
-            tick = dict(
-                asset=assets[index],
+            ticks[assets[index]] = dict(
                 timestamp=pd.Timestamp.utcnow(),
                 bid=ticker[1],
                 ask=ticker[3],
@@ -555,7 +525,6 @@ class Bitfinex(Exchange):
                 high=ticker[9],
                 volume=ticker[8],
             )
-            formatted_tickers.append(tick)
 
-        log.debug('got tickers {}'.format(formatted_tickers))
-        return formatted_tickers
+        log.debug('got tickers {}'.format(ticks))
+        return ticks

catalyst/exchange/bittrex/bittrex.py

@@ -80,8 +80,17 @@ class Bittrex(Exchange):
 
         return symbol_map
 
-    def update_portfolio(self):
-        pass
+    def get_balances(self):
+        try:
+            balances = self.api.getbalances()
+        except Exception as e:
+            raise ExchangeRequestError(error=e)
+
+        std_balances = dict()
+        for balance in balances:
+            currency = balance['Currency'].lower()
+            std_balances[currency] = balance['Available']
+        return std_balances
 
     def create_order(self, asset, amount, is_buy, style):
         log.info('creating order')
@@ -249,9 +258,34 @@ class Bittrex(Exchange):
         return ohlc_map[assets] \
             if isinstance(assets, TradingPair) else ohlc_map
 
-    def tickers(self):
+    def tickers(self, assets):
+        """
+        As of v1.1, Bittrex only allows one ticker at the time.
+        So we have to make multiple calls to fetch multiple assets.
+
+        :param assets:
+        :return:
+        """
         log.info('retrieving tickers')
-        pass
+
+        ticks = dict()
+        for asset in assets:
+            symbol = self.get_symbol(asset)
+            try:
+                ticker = self.api.getticker(symbol)
+            except Exception as e:
+                raise ExchangeRequestError(error=e)
+
+            # TODO: catch invalid ticker
+            ticks[asset] = dict(
+                timestamp=pd.Timestamp.utcnow(),
+                bid=ticker['Bid'],
+                ask=ticker['Ask'],
+                last_price=ticker['Last']
+            )
+
+        log.debug('got tickers {}'.format(ticks))
+        return ticks
 
     def get_account(self):
         log.info('retrieving account data')

catalyst/exchange/exchange.py

@@ -14,7 +14,7 @@ from catalyst.errors import (
     SymbolNotFound,
 )
 from catalyst.exchange.exchange_errors import MismatchingBaseCurrencies, \
-    InvalidOrderStyle
+    InvalidOrderStyle, BaseCurrencyNotFoundError
 from catalyst.exchange.exchange_execution import ExchangeStopLimitOrder, \
     ExchangeLimitOrder, ExchangeStopOrder
 from catalyst.exchange.exchange_portfolio import ExchangePortfolio
@@ -35,15 +35,12 @@ class Exchange:
         self._portfolio = None
         self.minute_writer = None
         self.minute_reader = None
+        self.base_currency = None
 
     @abstractproperty
     def positions(self):
         pass
 
-    @abstractproperty
-    def update_portfolio(self):
-        pass
-
     @property
     def portfolio(self):
         """
@@ -113,7 +110,7 @@ class Exchange:
                 asset = self.assets[key]
 
         if not asset:
-            raise SymbolNotFound('Asset not found: %s' % symbol)
+            raise SymbolNotFound(symbol=symbol)
 
         return asset
 
@@ -379,6 +376,55 @@ class Exchange:
         df = pd.concat(series)
         return df
 
+    def update_portfolio(self):
+        """
+        Update the portfolio cash and position balances based on the
+        latest ticker prices.
+
+        :return:
+        """
+        balances = self.get_balances()
+
+        base_position_available = balances[self.base_currency] \
+            if self.base_currency in balances else None
+
+        if base_position_available is None:
+            raise BaseCurrencyNotFoundError(
+                base_currency=self.base_currency,
+                exchange=self.name
+            )
+
+        portfolio = self._portfolio
+        portfolio.cash = base_position_available
+
+        if portfolio.starting_cash is None:
+            portfolio.starting_cash = portfolio.cash
+
+        if portfolio.positions:
+            assets = portfolio.positions.keys()
+            tickers = self.tickers(assets)
+
+            portfolio.positions_value = 0.0
+            for asset in tickers:
+                # TODO: convert if the position is not in the base currency
+                ticker = tickers[asset]
+                position = portfolio.positions[asset]
+                position.last_sale_price = ticker['last_price']
+                position.last_sale_date = ticker['timestamp']
+
+                portfolio.positions_value += \
+                    position.amount * position.last_sale_price
+                portfolio.portfolio_value = \
+                    portfolio.positions_value + portfolio.cash
+
+    @abstractmethod
+    def get_balances(self):
+        """
+        Retrieve wallet balances for the exchange
+        :return balances: A dict of currency => available balance
+        """
+        pass
+
     @abstractmethod
     def create_order(self, asset, amount, is_buy, style):
         pass

catalyst/exchange/exchange_errors.py

@@ -99,6 +99,13 @@ class SidHashError(ZiplineError):
     ).strip()
 
 
+class BaseCurrencyNotFoundError(ZiplineError):
+    msg = (
+        'Algorithm base currency {base_currency} not found in exchange '
+        '{exchange}.'
+    ).strip()
+
+
 class MismatchingBaseCurrencies(ZiplineError):
     msg = (
         'Unable to trade with base currency {base_currency} when the '

tests/exchange/base.py

@@ -30,5 +30,9 @@ class BaseExchangeTestCase():
         pass
 
     @abstractmethod
-    def get_account(self):
+    def test_get_balances(self):
+        pass
+
+    @abstractmethod
+    def test_get_account(self):
         pass

tests/exchange/test_bitfinex.py

@@ -37,6 +37,7 @@ class BitfinexTestCase(BaseExchangeTestCase):
 
     def test_open_orders(self):
         log.info('retrieving open orders')
+        orders = self.exchange.get_open_orders()
         pass
 
     def test_get_order(self):
@@ -53,12 +54,21 @@ class BitfinexTestCase(BaseExchangeTestCase):
 
     def test_tickers(self):
         log.info('retrieving tickers')
+        tickers = self.exchange.tickers([
+            self.exchange.get_asset('eth_usd'),
+            self.exchange.get_asset('btc_usd')
+        ])
         pass
 
-    def get_account(self):
+    def test_get_account(self):
         log.info('retrieving account data')
         pass
 
+    def test_get_balances(self):
+        log.info('testing exchange balances')
+        balances = self.exchange.get_balances()
+        pass
+
         # def test_order(self):
         #     log.info('ordering from bitfinex')
         #     bitfinex = Bitfinex()

tests/exchange/test_bittrex.py

@@ -1,11 +1,7 @@
 from catalyst.exchange.bittrex.bittrex import Bittrex
+from catalyst.finance.order import Order
 from .base import BaseExchangeTestCase
 from logbook import Logger
-import pandas as pd
-from catalyst.finance.execution import (MarketOrder,
-                                        LimitOrder,
-                                        StopOrder,
-                                        StopLimitOrder)
 from catalyst.exchange.exchange_utils import get_exchange_auth
 
 log = Logger('test_bittrex')
@@ -31,6 +27,7 @@ class BittrexTestCase(BaseExchangeTestCase):
             amount=1,
         )
         log.info('order created {}'.format(order_id))
+        assert order_id is not None
         pass
 
     def test_open_orders(self):
@@ -39,10 +36,12 @@ class BittrexTestCase(BaseExchangeTestCase):
 
     def test_get_order(self):
         log.info('retrieving order')
-        order = self.exchange.get_order(u'2c584020-9caf-4af5-bde0-332c0bba17e2')
+        order = self.exchange.get_order(
+            u'2c584020-9caf-4af5-bde0-332c0bba17e2')
+        assert isinstance(order, Order)
         pass
 
-    def test_cancel_order(self,):
+    def test_cancel_order(self, ):
         log.info('cancel order')
         self.exchange.cancel_order(u'dc7bcca2-5219-4145-8848-8a593d2a72f9')
         pass
@@ -65,8 +64,18 @@ class BittrexTestCase(BaseExchangeTestCase):
 
     def test_tickers(self):
         log.info('retrieving tickers')
+        tickers = self.exchange.tickers([
+            self.exchange.get_asset('ubq_btc'),
+            self.exchange.get_asset('neo_btc')
+        ])
+        assert len(tickers) == 2
         pass
 
-    def get_account(self):
-        log.info('retrieving account data')
+    def test_get_balances(self):
+        log.info('testing wallet balances')
+        balances = self.exchange.get_balances()
+        pass
+
+    def test_get_account(self):
+        log.info('testing account data')
         pass