Files
catalyst/catalyst/exchange/bitfinex/bitfinex.py
T

561 lines
17 KiB
Python

import base64
import numpy as np
import hashlib
import hmac
import json
import re
import time
import pandas as pd
import pytz
import requests
import six
from catalyst.assets._assets import TradingPair
from logbook import Logger
# from websocket import create_connection
from catalyst.exchange.exchange import Exchange
from catalyst.exchange.exchange_errors import (
ExchangeRequestError,
InvalidHistoryFrequencyError,
InvalidOrderType)
from catalyst.finance.execution import (MarketOrder,
LimitOrder,
StopOrder,
StopLimitOrder)
from catalyst.finance.order import Order, ORDER_STATUS
from catalyst.protocol import Account
# Trying to account for REST api instability
# https://stackoverflow.com/questions/15431044/can-i-set-max-retries-for-requests-request
requests.adapters.DEFAULT_RETRIES = 20
BITFINEX_URL = 'https://api.bitfinex.com'
log = Logger('Bitfinex')
warning_logger = Logger('AlgoWarning')
class Bitfinex(Exchange):
def __init__(self, key, secret, base_currency, portfolio=None):
self.url = BITFINEX_URL
self.key = key
self.secret = secret.encode('UTF-8')
self.name = 'bitfinex'
self.assets = {}
self.load_assets()
self.base_currency = base_currency
self._portfolio = portfolio
self.minute_writer = None
self.minute_reader = None
def _request(self, operation, data, version='v1'):
payload_object = {
'request': '/{}/{}'.format(version, operation),
'nonce': '{0:f}'.format(time.time() * 1000000),
# convert to string
'options': {}
}
if data is None:
payload_dict = payload_object
else:
payload_dict = payload_object.copy()
payload_dict.update(data)
payload_json = json.dumps(payload_dict)
if six.PY3:
payload = base64.b64encode(bytes(payload_json, 'utf-8'))
else:
payload = base64.b64encode(payload_json)
m = hmac.new(self.secret, payload, hashlib.sha384)
m = m.hexdigest()
# headers
headers = {
'X-BFX-APIKEY': self.key,
'X-BFX-PAYLOAD': payload,
'X-BFX-SIGNATURE': m
}
if data is None:
request = requests.get(
'{url}/{version}/{operation}'.format(
url=self.url,
version=version,
operation=operation
), data={},
headers=headers)
else:
request = requests.post(
'{url}/{version}/{operation}'.format(
url=self.url,
version=version,
operation=operation
),
headers=headers)
return request
def _get_v2_symbol(self, asset):
pair = asset.symbol.split('_')
symbol = 't' + pair[0].upper() + pair[1].upper()
return symbol
def _get_v2_symbols(self, assets):
"""
Workaround to support Bitfinex v2
TODO: Might require a separate asset dictionary
:param assets:
:return:
"""
v2_symbols = []
for asset in assets:
v2_symbols.append(self._get_v2_symbol(asset))
return v2_symbols
def _create_order(self, order_status):
"""
Create a Catalyst order object from a Bitfinex order dictionary
:param order_status:
:return: Order
"""
if order_status['is_cancelled']:
status = ORDER_STATUS.CANCELLED
elif not order_status['is_live']:
log.info('found executed order {}'.format(order_status))
status = ORDER_STATUS.FILLED
else:
status = ORDER_STATUS.OPEN
amount = float(order_status['original_amount'])
filled = float(order_status['executed_amount'])
is_buy = (amount > 0)
price = float(order_status['price'])
order_type = order_status['type']
stop_price = None
limit_price = None
# TODO: is this comprehensive enough?
if order_type.endswith('limit'):
limit_price = price
elif order_type.endswith('stop'):
stop_price = price
executed_price = float(order_status['avg_execution_price'])
# TODO: bitfinex does not specify comission. I could calculate it but not sure if it's worth it.
commission = None
# TODO: zipline likes rounded dates to match statistics, is this ok?
date = pd.Timestamp.utcfromtimestamp(float(order_status['timestamp']))
date = pytz.utc.localize(date)
order = Order(
dt=date,
asset=self.assets[order_status['symbol']],
amount=amount,
stop=stop_price,
limit=limit_price,
filled=filled,
id=order_status['id'],
commission=commission
)
order.status = status
return order, executed_price
def update_portfolio(self):
"""
Update the portfolio cash and position balances based on the
latest ticker prices.
:return:
"""
try:
response = self._request('balances', None)
balances = response.json()
except Exception as e:
raise ExchangeRequestError(error=e)
if 'message' in balances:
raise ExchangeRequestError(
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
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
@property
def account(self):
account = Account()
account.settled_cash = None
account.accrued_interest = None
account.buying_power = None
account.equity_with_loan = None
account.total_positions_value = None
account.total_positions_exposure = None
account.regt_equity = None
account.regt_margin = None
account.initial_margin_requirement = None
account.maintenance_margin_requirement = None
account.available_funds = None
account.excess_liquidity = None
account.cushion = None
account.day_trades_remaining = None
account.leverage = None
account.net_leverage = None
account.net_liquidation = None
return account
@property
def positions(self):
return self.portfolio.positions
@property
def time_skew(self):
# TODO: research the time skew conditions
return pd.Timedelta('0s')
def get_account(self):
# TODO: fetch account data and keep in cache
return None
def get_candles(self, data_frequency, assets, bar_count=None):
"""
Retrieve OHLVC candles from Bitfinex
:param data_frequency:
:param assets:
:param bar_count:
:return:
Available Frequencies
---------------------
'1m', '5m', '15m', '30m', '1h', '3h', '6h', '12h', '1D', '7D', '14D',
'1M'
"""
# TODO: use BcolzMinuteBarReader to read from cache
freq_match = re.match(r'([0-9].*)(m|h|d)', data_frequency, re.M | re.I)
if freq_match:
number = int(freq_match.group(1))
unit = freq_match.group(2)
if unit == 'd':
converted_unit = 'D'
else:
converted_unit = unit
frequency = '{}{}'.format(number, converted_unit)
allowed_frequencies = ['1m', '5m', '15m', '30m', '1h', '3h', '6h',
'12h', '1D', '7D', '14D', '1M']
if frequency not in allowed_frequencies:
raise InvalidHistoryFrequencyError(
frequency=data_frequency
)
elif data_frequency == 'minute':
frequency = '1m'
elif data_frequency == 'daily':
frequency = '1D'
else:
raise InvalidHistoryFrequencyError(
frequency=data_frequency
)
# Making sure that assets are iterable
asset_list = [assets] if isinstance(assets, TradingPair) else assets
ohlc_map = dict()
for asset in asset_list:
symbol = self._get_v2_symbol(asset)
url = '{url}/v2/candles/trade:{frequency}:{symbol}'.format(
url=self.url,
frequency=frequency,
symbol=symbol
)
if bar_count:
is_list = True
url += '/hist?limit={}'.format(int(bar_count))
else:
is_list = False
url += '/last'
try:
response = requests.get(url)
except Exception as e:
raise ExchangeRequestError(error=e)
if 'error' in response.content:
raise ExchangeRequestError(
error='Unable to retrieve candles: {}'.format(
response.content)
)
candles = response.json()
def ohlc_from_candle(candle):
ohlc = dict(
open=np.float64(candle[1]),
high=np.float64(candle[3]),
low=np.float64(candle[4]),
close=np.float64(candle[2]),
volume=np.float64(candle[5]),
price=np.float64(candle[2]),
last_traded=pd.Timestamp.utcfromtimestamp(
candle[0] / 1000.0)
)
return ohlc
if is_list:
ohlc_bars = []
# We can to list candles from old to new
for candle in reversed(candles):
ohlc = ohlc_from_candle(candle)
ohlc_bars.append(ohlc)
ohlc_map[asset] = ohlc_bars
else:
ohlc = ohlc_from_candle(candles)
ohlc_map[asset] = ohlc
return ohlc_map[assets] \
if isinstance(assets, TradingPair) else ohlc_map
def create_order(self, asset, amount, is_buy, style):
"""
Creating order on the exchange.
:param asset:
:param amount:
:param is_buy:
:param style:
:return:
"""
exchange_symbol = self.get_symbol(asset)
if isinstance(style, LimitOrder) or isinstance(style, StopLimitOrder):
price = style.get_limit_price(is_buy)
order_type = 'limit'
elif isinstance(style, StopOrder):
price = style.get_stop_price(is_buy)
order_type = 'stop'
else:
raise InvalidOrderType()
req = dict(
symbol=exchange_symbol,
amount=str(float(abs(amount))),
price=str(float(price)),
side='buy' if is_buy else 'sell',
type='exchange ' + order_type, # TODO: support margin trades
exchange=self.name,
is_hidden=False,
is_postonly=False,
use_all_available=0,
ocoorder=False,
buy_price_oco=0,
sell_price_oco=0
)
date = pd.Timestamp.utcnow()
try:
response = self._request('order/new', req)
exchange_order = response.json()
except Exception as e:
raise ExchangeRequestError(error=e)
if 'message' in exchange_order:
raise ExchangeRequestError(
error='unable to create Bitfinex order {}'.format(
exchange_order['message'])
)
order_id = exchange_order['id']
order = Order(
dt=date,
asset=asset,
amount=amount,
stop=style.get_stop_price(is_buy),
limit=style.get_limit_price(is_buy),
id=order_id
)
self.portfolio.create_order(order)
return order_id
def get_open_orders(self, asset=None):
"""Retrieve all of the current open orders.
Parameters
----------
asset : Asset
If passed and not None, return only the open orders for the given
asset instead of all open orders.
Returns
-------
open_orders : dict[list[Order]] or list[Order]
If no asset is passed this will return a dict mapping Assets
to a list containing all the open orders for the asset.
If an asset is passed then this will return a list of the open
orders for this asset.
"""
try:
response = self._request('orders', None)
order_statuses = response.json()
except Exception as e:
raise ExchangeRequestError(error=e)
if 'message' in order_statuses:
raise ExchangeRequestError(
error='Unable to retrieve open orders: {}'.format(
order_statuses['message'])
)
orders = list()
for order_status in order_statuses:
order, = self._create_order(order_status)
if asset is None or asset == order.sid:
orders.append(order)
return orders
def get_order(self, order_id):
"""Lookup an order based on the order id returned from one of the
order functions.
Parameters
----------
order_id : str
The unique identifier for the order.
Returns
-------
order : Order
The order object.
"""
try:
response = self._request(
'order/status', {'order_id': int(order_id)})
order_status = response.json()
except Exception as e:
raise ExchangeRequestError(error=e)
if 'message' in order_status:
raise ExchangeRequestError(
error='Unable to retrieve order status: {}'.format(
order_status['message'])
)
return self._create_order(order_status)
def cancel_order(self, order_param):
"""Cancel an open order.
Parameters
----------
order_param : str or Order
The order_id or order object to cancel.
"""
order_id = order_param.id \
if isinstance(order_param, Order) else order_param
try:
response = self._request('order/cancel', {'order_id': order_id})
status = response.json()
except Exception as e:
raise ExchangeRequestError(error=e)
if 'message' in status:
raise ExchangeRequestError(
error='Unable to cancel order: {} {}'.format(
order_id, status['message'])
)
def tickers(self, assets):
"""
Fetch ticket data for assets
https://docs.bitfinex.com/v2/reference#rest-public-tickers
:param assets:
:return:
"""
symbols = self._get_v2_symbols(assets)
log.debug('fetching tickers {}'.format(symbols))
try:
response = requests.get(
'{url}/v2/tickers?symbols={symbols}'.format(
url=self.url,
symbols=','.join(symbols),
)
)
except Exception as e:
raise ExchangeRequestError(error=e)
if 'error' in response.content:
raise ExchangeRequestError(
error='Unable to retrieve tickers: {}'.format(
response.content)
)
tickers = response.json()
formatted_tickers = []
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],
timestamp=pd.Timestamp.utcnow(),
bid=ticker[1],
ask=ticker[3],
last_price=ticker[7],
low=ticker[10],
high=ticker[9],
volume=ticker[8],
)
formatted_tickers.append(tick)
log.debug('got tickers {}'.format(formatted_tickers))
return formatted_tickers