Files
catalyst/catalyst/exchange/utils/factory.py
T

92 lines
2.4 KiB
Python

import os
from catalyst.constants import LOG_LEVEL
from catalyst.exchange.ccxt.ccxt_exchange import CCXT
from catalyst.exchange.exchange import Exchange
from catalyst.exchange.exchange_errors import ExchangeAuthEmpty
from catalyst.exchange.utils.ccxt_utils import find_exchange_configs
from catalyst.exchange.utils.exchange_utils import get_exchange_auth, \
get_exchange_folder
from logbook import Logger
log = Logger('factory', level=LOG_LEVEL)
exchange_cache = dict()
def get_exchange(exchange_name, base_currency=None, must_authenticate=False,
skip_init=False, auth_alias=None, config=None):
key = (exchange_name, base_currency)
if key in exchange_cache:
return exchange_cache[key]
exchange_auth = get_exchange_auth(exchange_name, alias=auth_alias)
has_auth = (exchange_auth['key'] != '' and exchange_auth['secret'] != '')
if must_authenticate and not has_auth:
raise ExchangeAuthEmpty(
exchange=exchange_name.title(),
filename=os.path.join(
get_exchange_folder(exchange_name), 'auth.json'
)
)
exchange = CCXT(
exchange_name=exchange_name,
key=exchange_auth['key'],
secret=exchange_auth['secret'],
base_currency=base_currency,
config=config,
)
exchange_cache[key] = exchange
if not skip_init:
exchange.init()
return exchange
def get_exchanges(exchange_names):
exchanges = dict()
for exchange_name in exchange_names:
exchanges[exchange_name] = get_exchange(exchange_name)
return exchanges
def find_exchanges(features=None, history=None, skip_blacklist=True, path=None,
is_authenticated=False, base_currency=None):
"""
Find exchanges filtered by a list of feature.
Parameters
----------
features: str
The list of features.
skip_blacklist: bool
is_authenticated: bool
base_currency: bool
Returns
-------
list[Exchange]
"""
exchange_configs = find_exchange_configs(
features, history, is_authenticated, path
)
exchanges = []
for config in exchange_configs:
if skip_blacklist and (config is None or 'error' in config):
continue
exchange = get_exchange(
exchange_name=config['id'],
skip_init=True,
base_currency=base_currency,
config=config,
)
exchanges.append(exchange)
return exchanges