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100 lines
2.7 KiB
Python
100 lines
2.7 KiB
Python
import os
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from catalyst.constants import LOG_LEVEL
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from catalyst.exchange.ccxt.ccxt_exchange import CCXT
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from catalyst.exchange.exchange import Exchange
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from catalyst.exchange.exchange_errors import ExchangeAuthEmpty
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from catalyst.exchange.utils.exchange_utils import get_exchange_auth, \
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get_exchange_folder, is_blacklist
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from logbook import Logger
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log = Logger('factory', level=LOG_LEVEL)
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exchange_cache = dict()
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def get_exchange(exchange_name, base_currency=None, must_authenticate=False,
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skip_init=False, auth_alias=None):
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key = (exchange_name, base_currency)
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if key in exchange_cache:
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return exchange_cache[key]
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exchange_auth = get_exchange_auth(exchange_name, alias=auth_alias)
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has_auth = (exchange_auth['key'] != '' and exchange_auth['secret'] != '')
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if must_authenticate and not has_auth:
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raise ExchangeAuthEmpty(
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exchange=exchange_name.title(),
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filename=os.path.join(
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get_exchange_folder(exchange_name), 'auth.json'
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)
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)
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exchange = CCXT(
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exchange_name=exchange_name,
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key=exchange_auth['key'],
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secret=exchange_auth['secret'],
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password=exchange_auth['password'] if 'password'
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in exchange_auth.keys() else '',
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base_currency=base_currency,
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)
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exchange_cache[key] = exchange
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if not skip_init:
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exchange.init()
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return exchange
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def get_exchanges(exchange_names):
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exchanges = dict()
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for exchange_name in exchange_names:
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exchanges[exchange_name] = get_exchange(exchange_name)
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return exchanges
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def find_exchanges(features=None, skip_blacklist=True, is_authenticated=False,
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base_currency=None):
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"""
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Find exchanges filtered by a list of feature.
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Parameters
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----------
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features: str
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The list of features.
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skip_blacklist: bool
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is_authenticated: bool
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base_currency: bool
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Returns
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-------
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list[Exchange]
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"""
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exchange_names = CCXT.find_exchanges(features, is_authenticated)
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exchanges = []
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for exchange_name in exchange_names:
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if skip_blacklist and is_blacklist(exchange_name):
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continue
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exchange = get_exchange(
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exchange_name=exchange_name,
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skip_init=True,
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base_currency=base_currency,
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)
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if features is not None:
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if 'dailyBundle' in features \
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and not exchange.has_bundle('daily'):
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continue
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elif 'minuteBundle' in features \
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and not exchange.has_bundle('minute'):
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continue
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exchanges.append(exchange)
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return exchanges
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