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catalyst/catalyst/exchange/ccxt/ccxt_exchange.py
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1140 lines
34 KiB
Python

import json
import os
import re
from collections import defaultdict
import ccxt
import pandas as pd
import six
from ccxt import InvalidOrder, NetworkError, \
ExchangeError
from logbook import Logger
from six import string_types
from catalyst.algorithm import MarketOrder
from catalyst.assets._assets import TradingPair
from catalyst.constants import LOG_LEVEL
from catalyst.exchange.exchange import Exchange
from catalyst.exchange.exchange_bundle import ExchangeBundle
from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError, \
ExchangeSymbolsNotFound, ExchangeRequestError, InvalidOrderStyle, \
ExchangeNotFoundError, CreateOrderError, InvalidHistoryTimeframeError, \
UnsupportedHistoryFrequencyError
from catalyst.exchange.exchange_execution import ExchangeLimitOrder
from catalyst.exchange.utils.exchange_utils import mixin_market_params, \
get_exchange_folder, get_catalyst_symbol, \
get_exchange_auth
from catalyst.exchange.utils.datetime_utils import from_ms_timestamp, \
get_epoch, \
get_periods_range
from catalyst.finance.order import Order, ORDER_STATUS
from catalyst.finance.transaction import Transaction
log = Logger('CCXT', level=LOG_LEVEL)
SUPPORTED_EXCHANGES = dict(
binance=ccxt.binance,
bitfinex=ccxt.bitfinex,
bittrex=ccxt.bittrex,
poloniex=ccxt.poloniex,
bitmex=ccxt.bitmex,
gdax=ccxt.gdax,
)
class CCXT(Exchange):
def __init__(self, exchange_name, key,
secret, password, base_currency):
log.debug(
'finding {} in CCXT exchanges:\n{}'.format(
exchange_name, ccxt.exchanges
)
)
try:
# Making instantiation as explicit as possible for code tracking.
if exchange_name in SUPPORTED_EXCHANGES:
exchange_attr = SUPPORTED_EXCHANGES[exchange_name]
else:
exchange_attr = getattr(ccxt, exchange_name)
self.api = exchange_attr({
'apiKey': key,
'secret': secret,
'password': password,
})
self.api.enableRateLimit = True
except Exception:
raise ExchangeNotFoundError(exchange_name=exchange_name)
self._symbol_maps = [None, None]
self.name = exchange_name
self.base_currency = base_currency
self.transactions = defaultdict(list)
self.num_candles_limit = 2000
self.max_requests_per_minute = 60
self.low_balance_threshold = 0.1
self.request_cpt = dict()
self._common_symbols = dict()
self.bundle = ExchangeBundle(self.name)
self.markets = None
self._is_init = False
def init(self):
if self._is_init:
return
exchange_folder = get_exchange_folder(self.name)
filename = os.path.join(exchange_folder, 'cctx_markets.json')
if os.path.exists(filename):
timestamp = os.path.getmtime(filename)
dt = pd.to_datetime(timestamp, unit='s', utc=True)
if dt >= pd.Timestamp.utcnow().floor('1D'):
with open(filename) as f:
self.markets = json.load(f)
log.debug('loaded markets for {}'.format(self.name))
if self.markets is None:
try:
markets_symbols = self.api.load_markets()
log.debug(
'fetching {} markets:\n{}'.format(
self.name, markets_symbols
)
)
self.markets = self.api.fetch_markets()
with open(filename, 'w+') as f:
json.dump(self.markets, f, indent=4)
except (ExchangeError, NetworkError) as e:
log.warn(
'unable to fetch markets {}: {}'.format(
self.name, e
)
)
raise ExchangeRequestError(error=e)
self.load_assets()
self._is_init = True
@staticmethod
def find_exchanges(features=None, is_authenticated=False):
ccxt_features = []
if features is not None:
for feature in features:
if not feature.endswith('Bundle'):
ccxt_features.append(feature)
exchange_names = []
for exchange_name in ccxt.exchanges:
if is_authenticated:
exchange_auth = get_exchange_auth(exchange_name)
has_auth = (exchange_auth['key'] != ''
and exchange_auth['secret'] != '')
if not has_auth:
continue
log.debug('loading exchange: {}'.format(exchange_name))
exchange = getattr(ccxt, exchange_name)()
if ccxt_features is None:
has_feature = True
else:
try:
has_feature = all(
[exchange.has[feature] for feature in ccxt_features]
)
except Exception:
has_feature = False
if has_feature:
try:
log.info('initializing {}'.format(exchange_name))
exchange_names.append(exchange_name)
except Exception as e:
log.warn(
'unable to initialize exchange {}: {}'.format(
exchange_name, e
)
)
return exchange_names
def account(self):
return None
def time_skew(self):
return None
def get_candle_frequencies(self, data_frequency=None):
frequencies = []
try:
for timeframe in self.api.timeframes:
freq = CCXT.get_frequency(timeframe, raise_error=False)
# TODO: support all frequencies
if data_frequency == 'minute' and not freq.endswith('T'):
continue
elif data_frequency == 'hourly' and not freq.endswith('D'):
continue
elif data_frequency == 'daily' and not freq.endswith('D'):
continue
frequencies.append(freq)
except Exception as e:
log.warn(
'candle frequencies not available for exchange {}'.format(
self.name
)
)
return frequencies
def get_market(self, symbol):
"""
The CCXT market.
Parameters
----------
symbol:
The CCXT symbol.
Returns
-------
dict[str, Object]
"""
s = self.get_symbol(symbol)
market = next(
(market for market in self.markets if market['symbol'] == s),
None,
)
return market
def substitute_currency_code(self, currency, source='catalyst'):
if source == 'catalyst':
currency = currency.upper()
key = self.api.common_currency_code(currency)
self._common_symbols[key] = currency.lower()
return key
else:
if currency in self._common_symbols:
return self._common_symbols[currency]
else:
return currency.lower()
def get_symbol(self, asset_or_symbol, source='catalyst'):
"""
The CCXT symbol.
Parameters
----------
asset_or_symbol
source
Returns
-------
"""
if source == 'ccxt':
if isinstance(asset_or_symbol, string_types):
parts = asset_or_symbol.split('/')
base_currency = self.substitute_currency_code(
parts[0], source
)
quote_currency = self.substitute_currency_code(
parts[1], source
)
return '{}_{}'.format(base_currency, quote_currency)
else:
return asset_or_symbol.symbol
else:
symbol = asset_or_symbol if isinstance(
asset_or_symbol, string_types
) else asset_or_symbol.symbol
parts = symbol.split('_')
base_currency = self.substitute_currency_code(
parts[0], source
)
quote_currency = self.substitute_currency_code(
parts[1], source
)
return '{}/{}'.format(base_currency, quote_currency)
@staticmethod
def map_frequency(value, source='ccxt', raise_error=True):
"""
Map a frequency value between CCXT and Catalyst
Parameters
----------
value: str
source: str
raise_error: bool
Returns
-------
Notes
-----
The Pandas offset aliases supported by Catalyst:
Alias Description
W weekly frequency
M month end frequency
D calendar day frequency
H hourly frequency
T, min minutely frequency
The CCXT timeframes:
'1m': '1minute',
'1h': '1hour',
'1d': '1day',
'1w': '1week',
'1M': '1month',
'1y': '1year',
"""
match = re.match(
r'([0-9].*)?(m|M|d|D|h|H|T|w|W|min)', value, re.M | re.I
)
if match:
candle_size = int(match.group(1)) \
if match.group(1) else 1
unit = match.group(2)
else:
raise ValueError('Unable to parse frequency or timeframe')
if source == 'ccxt':
if unit == 'd':
result = '{}D'.format(candle_size)
elif unit == 'm':
result = '{}T'.format(candle_size)
elif unit == 'h':
result = '{}H'.format(candle_size)
elif unit == 'w':
result = '{}W'.format(candle_size)
elif unit == 'M':
result = '{}M'.format(candle_size)
elif raise_error:
raise InvalidHistoryTimeframeError(timeframe=value)
else:
if unit == 'D':
result = '{}d'.format(candle_size)
elif unit == 'min' or unit == 'T':
result = '{}m'.format(candle_size)
elif unit == 'H':
result = '{}h'.format(candle_size)
elif unit == 'W':
result = '{}w'.format(candle_size)
elif unit == 'M':
result = '{}M'.format(candle_size)
elif raise_error:
raise InvalidHistoryFrequencyError(frequency=value)
return result
@staticmethod
def get_timeframe(freq, raise_error=True):
"""
The CCXT timeframe from the Catalyst frequency.
Parameters
----------
freq: str
The Catalyst frequency (Pandas convention)
Returns
-------
str
"""
return CCXT.map_frequency(
freq, source='catalyst', raise_error=raise_error
)
@staticmethod
def get_frequency(timeframe, raise_error=True):
"""
Test Catalyst frequency from the CCXT timeframe
Catalyst uses the Pandas offset alias convention:
http://pandas.pydata.org/pandas-docs/stable/timeseries.html#offset-aliases
Parameters
----------
timeframe
Returns
-------
"""
return CCXT.map_frequency(
timeframe, source='ccxt', raise_error=raise_error
)
def get_candles(self, freq, assets, bar_count=1, start_dt=None,
end_dt=None):
is_single = (isinstance(assets, TradingPair))
if is_single:
assets = [assets]
symbols = self.get_symbols(assets)
timeframe = CCXT.get_timeframe(freq)
if timeframe not in self.api.timeframes:
freqs = [CCXT.get_frequency(t) for t in self.api.timeframes]
raise UnsupportedHistoryFrequencyError(
exchange=self.name,
freq=freq,
freqs=freqs,
)
if start_dt is not None and end_dt is not None:
raise ValueError(
'Please provide either start_dt or end_dt, not both.'
)
if start_dt is None:
if end_dt is None:
end_dt = pd.Timestamp.utcnow()
dt_range = get_periods_range(
end_dt=end_dt,
periods=bar_count,
freq=freq,
)
start_dt = dt_range[0]
delta = start_dt - get_epoch()
since = int(delta.total_seconds()) * 1000
candles = dict()
for index, asset in enumerate(assets):
ohlcvs = self.api.fetch_ohlcv(
symbol=symbols[index],
timeframe=timeframe,
since=since,
limit=bar_count,
params={}
)
candles[asset] = []
for ohlcv in ohlcvs:
candles[asset].append(dict(
last_traded=pd.to_datetime(
ohlcv[0], unit='ms', utc=True
),
open=ohlcv[1],
high=ohlcv[2],
low=ohlcv[3],
close=ohlcv[4],
volume=ohlcv[5]
))
candles[asset] = sorted(
candles[asset], key=lambda c: c['last_traded']
)
if is_single:
return six.next(six.itervalues(candles))
else:
return candles
def _fetch_symbol_map(self, is_local):
try:
return self.fetch_symbol_map(is_local)
except ExchangeSymbolsNotFound:
return None
def get_asset_defs(self, market):
"""
The local and Catalyst definitions of the specified market.
Parameters
----------
market: dict[str, Object]
The CCXT market dicts.
Returns
-------
dict[str, Object]
The asset definition.
"""
asset_defs = []
for is_local in (False, True):
asset_def = self.get_asset_def(market, is_local)
asset_defs.append((asset_def, is_local))
return asset_defs
def get_asset_def(self, market, is_local=False):
"""
The asset definition (in symbols.json files) corresponding
to the the specified market.
Parameters
----------
market: dict[str, Object]
The CCXT market dict.
is_local
Whether to search in local or Catalyst asset definitions.
Returns
-------
dict[str, Object]
The asset definition.
"""
exchange_symbol = market['id']
symbol_map = self._fetch_symbol_map(is_local)
if symbol_map is not None:
assets_lower = {k.lower(): v for k, v in symbol_map.items()}
key = exchange_symbol.lower()
asset = assets_lower[key] if key in assets_lower else None
if asset is not None:
return asset
else:
return None
else:
return None
def create_trading_pair(self, market, asset_def=None, is_local=False):
"""
Creating a TradingPair from market and asset data.
Parameters
----------
market: dict[str, Object]
asset_def: dict[str, Object]
is_local: bool
Returns
-------
"""
data_source = 'local' if is_local else 'catalyst'
params = dict(
exchange=self.name,
data_source=data_source,
exchange_symbol=market['id'],
)
mixin_market_params(self.name, params, market)
if asset_def is not None:
params['symbol'] = asset_def['symbol']
params['start_date'] = asset_def['start_date'] \
if 'start_date' in asset_def else None
params['end_date'] = asset_def['end_date'] \
if 'end_date' in asset_def else None
params['leverage'] = asset_def['leverage'] \
if 'leverage' in asset_def else 1.0
params['asset_name'] = asset_def['asset_name'] \
if 'asset_name' in asset_def else None
params['end_daily'] = asset_def['end_daily'] \
if 'end_daily' in asset_def \
and asset_def['end_daily'] != 'N/A' else None
params['end_minute'] = asset_def['end_minute'] \
if 'end_minute' in asset_def \
and asset_def['end_minute'] != 'N/A' else None
else:
params['symbol'] = get_catalyst_symbol(market)
# TODO: add as an optional column
params['leverage'] = 1.0
return TradingPair(**params)
def load_assets(self):
log.debug('loading assets for {}'.format(self.name))
self.assets = []
for market in self.markets:
if 'id' not in market:
log.warn('invalid market: {}'.format(market))
continue
asset_defs = self.get_asset_defs(market)
asset = None
for asset_def in asset_defs:
if asset_def[0] is not None or not asset_defs[1]:
try:
asset = self.create_trading_pair(
market=market,
asset_def=asset_def[0],
is_local=asset_def[1]
)
self.assets.append(asset)
except TypeError as e:
log.warn('unable to add asset: {}'.format(e))
if asset is None:
asset = self.create_trading_pair(market=market)
self.assets.append(asset)
def get_balances(self):
try:
log.debug('retrieving wallets balances')
balances = self.api.fetch_balance()
balances_lower = dict()
for key in balances:
balances_lower[key.lower()] = balances[key]
except (ExchangeError, NetworkError) as e:
log.warn(
'unable to fetch balance {}: {}'.format(
self.name, e
)
)
raise ExchangeRequestError(error=e)
return balances_lower
def _create_order(self, order_status):
"""
Create a Catalyst order object from a CCXT order dictionary
Parameters
----------
order_status: dict[str, Object]
The order dict from the CCXT api.
Returns
-------
Order
The Catalyst order object
"""
order_id = order_status['id']
symbol = self.get_symbol(order_status['symbol'], source='ccxt')
asset = self.get_asset(symbol)
s = order_status['status']
amount = order_status['amount']
filled = order_status['filled']
if s == 'canceled' or (s == 'closed' and filled == 0):
status = ORDER_STATUS.CANCELLED
elif s == 'closed' and filled > 0:
if filled < amount:
log.warn(
'order {id} is executed but only partially filled:'
' {filled} {symbol} out of {amount}'.format(
id=order_status['status'],
filled=order_status['filled'],
symbol=asset.symbol,
amount=order_status['amount'],
)
)
else:
log.info(
'order {id} executed in full: {filled} {symbol}'.format(
id=order_id,
filled=filled,
symbol=asset.symbol,
)
)
status = ORDER_STATUS.FILLED
elif s == 'open':
status = ORDER_STATUS.OPEN
elif filled > 0:
log.info(
'order {id} partially filled: {filled} {symbol} out of '
'{amount}, waiting for complete execution'.format(
id=order_id,
filled=filled,
symbol=asset.symbol,
amount=amount,
)
)
status = ORDER_STATUS.OPEN
else:
log.warn(
'invalid state {} for order {}'.format(
s, order_id
)
)
status = ORDER_STATUS.OPEN
if order_status['side'] == 'sell':
amount = -amount
filled = -filled
price = order_status['price']
order_type = order_status['type']
limit_price = price if order_type == 'limit' else None
executed_price = order_status['cost'] / order_status['amount']
commission = order_status['fee']
date = from_ms_timestamp(order_status['timestamp'])
order = Order(
dt=date,
asset=asset,
amount=amount,
stop=None,
limit=limit_price,
filled=filled,
id=order_id,
commission=commission
)
order.status = status
return order, executed_price
def create_order(self, asset, amount, is_buy, style):
symbol = self.get_symbol(asset)
if isinstance(style, ExchangeLimitOrder):
price = style.get_limit_price(is_buy)
order_type = 'limit'
elif isinstance(style, MarketOrder):
price = None
order_type = 'market'
else:
raise InvalidOrderStyle(
exchange=self.name,
style=style.__class__.__name__
)
side = 'buy' if amount > 0 else 'sell'
if hasattr(self.api, 'amount_to_lots'):
# TODO: is this right?
if self.api.markets is None:
self.api.load_markets()
# https://github.com/ccxt/ccxt/issues/1483
adj_amount = round(abs(amount), asset.decimals)
market = self.api.markets[symbol]
if 'lots' in market and market['lots'] > amount:
raise CreateOrderError(
exchange=self.name,
e='order amount lower than the smallest lot: {}'.format(
amount
)
)
else:
adj_amount = round(abs(amount), asset.decimals)
try:
result = self.api.create_order(
symbol=symbol,
type=order_type,
side=side,
amount=adj_amount,
price=price
)
except InvalidOrder as e:
log.warn('the exchange rejected the order: {}'.format(e))
raise CreateOrderError(exchange=self.name, error=e)
except (ExchangeError, NetworkError) as e:
log.warn(
'unable to create order {} / {}: {}'.format(
self.name, symbol, e
)
)
raise ExchangeRequestError(error=e)
exchange_amount = None
if 'amount' in result and result['amount'] != adj_amount:
exchange_amount = result['amount']
elif 'info' in result:
if 'origQty' in result['info']:
exchange_amount = float(result['info']['origQty'])
if exchange_amount:
log.info(
'order amount adjusted by {} from {} to {}'.format(
self.name, adj_amount, exchange_amount
)
)
adj_amount = exchange_amount
if 'info' not in result:
raise ValueError('cannot use order without info attribute')
final_amount = adj_amount if side == 'buy' else -adj_amount
order_id = result['id']
order = Order(
dt=pd.Timestamp.utcnow(),
asset=asset,
amount=final_amount,
stop=style.get_stop_price(is_buy),
limit=style.get_limit_price(is_buy),
id=order_id
)
return order
def get_open_orders(self, asset):
try:
symbol = self.get_symbol(asset)
result = self.api.fetch_open_orders(
symbol=symbol,
since=None,
limit=None,
params=dict()
)
except (ExchangeError, NetworkError) as e:
log.warn(
'unable to fetch open orders {} / {}: {}'.format(
self.name, asset.symbol, e
)
)
raise ExchangeRequestError(error=e)
orders = []
for order_status in result:
order, _ = self._create_order(order_status)
if asset is None or asset == order.sid:
orders.append(order)
return orders
def _process_order_fallback(self, order):
"""
Fallback method for exchanges which do not play nice with
fetch-my-trades. Apparently, about 60% of exchanges will return
the correct executed values with this method. Others will support
fetch-my-trades.
Parameters
----------
order: Order
Returns
-------
float
"""
exc_order, price = self.get_order(
order.id, order.asset, return_price=True
)
order.status = exc_order.status
order.commission = exc_order.commission
order.filled = exc_order.amount
transactions = []
if exc_order.status == ORDER_STATUS.FILLED:
if order.amount > exc_order.amount:
log.warn(
'executed order amount {} differs '
'from original'.format(
exc_order.amount, order.amount
)
)
order.check_triggers(
price=price,
dt=exc_order.dt,
)
transaction = Transaction(
asset=order.asset,
amount=order.amount,
dt=pd.Timestamp.utcnow(),
price=price,
order_id=order.id,
commission=order.commission,
)
transactions.append(transaction)
return transactions
def process_order(self, order):
# TODO: move to parent class after tracking features in the parent
if not self.api.has['fetchMyTrades']:
return self._process_order_fallback(order)
try:
all_trades = self.get_trades(order.asset)
except ExchangeRequestError as e:
log.warn(
'unable to fetch account trades, trying an alternate '
'method to find executed order {} / {}: {}'.format(
order.id, order.asset.symbol, e
)
)
return self._process_order_fallback(order)
transactions = []
trades = [t for t in all_trades if t['order'] == order.id]
if not trades:
log.debug(
'order {} / {} not found in trades'.format(
order.id, order.asset.symbol
)
)
return transactions
trades.sort(key=lambda t: t['timestamp'], reverse=False)
order.filled = 0
order.commission = 0
for trade in trades:
# status property will update automatically
filled = trade['amount'] * order.direction
order.filled += filled
commission = 0
if 'fee' in trade and 'cost' in trade['fee']:
commission = trade['fee']['cost']
order.commission += commission
order.check_triggers(
price=trade['price'],
dt=pd.to_datetime(trade['timestamp'], unit='ms', utc=True),
)
transaction = Transaction(
asset=order.asset,
amount=filled,
dt=pd.Timestamp.utcnow(),
price=trade['price'],
order_id=order.id,
commission=commission
)
transactions.append(transaction)
order.broker_order_id = ', '.join([t['id'] for t in trades])
return transactions
def get_order(self, order_id, asset_or_symbol=None, return_price=False):
if asset_or_symbol is None:
log.debug(
'order not found in memory, the request might fail '
'on some exchanges.'
)
try:
symbol = self.get_symbol(asset_or_symbol) \
if asset_or_symbol is not None else None
order_status = self.api.fetch_order(id=order_id, symbol=symbol)
order, executed_price = self._create_order(order_status)
if return_price:
return order, executed_price
else:
return order
except (ExchangeError, NetworkError) as e:
log.warn(
'unable to fetch order {} / {}: {}'.format(
self.name, order_id, e
)
)
raise ExchangeRequestError(error=e)
def cancel_order(self, order_param,
asset_or_symbol=None, params={}):
order_id = order_param.id \
if isinstance(order_param, Order) else order_param
if asset_or_symbol is None:
log.debug(
'order not found in memory, cancelling order might fail '
'on some exchanges.'
)
try:
symbol = self.get_symbol(asset_or_symbol) \
if asset_or_symbol is not None else None
self.api.cancel_order(id=order_id,
symbol=symbol, params= params)
except (ExchangeError, NetworkError) as e:
log.warn(
'unable to cancel order {} / {}: {}'.format(
self.name, order_id, e
)
)
raise ExchangeRequestError(error=e)
def tickers(self, assets, on_ticker_error='raise'):
"""
Retrieve current tick data for the given assets
Parameters
----------
assets: list[TradingPair]
Returns
-------
list[dict[str, float]
"""
if len(assets) == 1:
try:
symbol = self.get_symbol(assets[0])
log.debug('fetching single ticker: {}'.format(symbol))
results = dict()
results[symbol] = self.api.fetch_ticker(symbol=symbol)
except (ExchangeError, NetworkError,) as e:
log.warn(
'unable to fetch ticker {} / {}: {}'.format(
self.name, symbol, e
)
)
raise ExchangeRequestError(error=e)
elif len(assets) > 1:
symbols = self.get_symbols(assets)
try:
log.debug('fetching multiple tickers: {}'.format(symbols))
results = self.api.fetch_tickers(symbols=symbols)
except (ExchangeError, NetworkError) as e:
log.warn(
'unable to fetch tickers {} / {}: {}'.format(
self.name, symbols, e
)
)
raise ExchangeRequestError(error=e)
else:
raise ValueError('Cannot request tickers with not assets.')
tickers = dict()
for asset in assets:
symbol = self.get_symbol(asset)
if symbol not in results:
msg = 'ticker not found {} / {}'.format(
self.name, symbol
)
log.warn(msg)
if on_ticker_error == 'warn':
continue
else:
raise ExchangeRequestError(error=msg)
ticker = results[symbol]
ticker['last_traded'] = from_ms_timestamp(ticker['timestamp'])
if 'last_price' not in ticker:
# TODO: any more exceptions?
ticker['last_price'] = ticker['last']
if 'baseVolume' in ticker and ticker['baseVolume'] is not None:
# Using the volume represented in the base currency
ticker['volume'] = ticker['baseVolume']
elif 'info' in ticker and 'bidQty' in ticker['info'] \
and 'askQty' in ticker['info']:
ticker['volume'] = float(ticker['info']['bidQty']) + \
float(ticker['info']['askQty'])
else:
ticker['volume'] = 0
tickers[asset] = ticker
return tickers
def get_account(self):
return None
def get_orderbook(self, asset, order_type='all', limit=None):
ccxt_symbol = self.get_symbol(asset)
params = dict()
if limit is not None:
params['depth'] = limit
order_book = self.api.fetch_order_book(ccxt_symbol, params)
order_types = ['bids', 'asks'] if order_type == 'all' else [order_type]
result = dict(last_traded=from_ms_timestamp(order_book['timestamp']))
for index, order_type in enumerate(order_types):
if limit is not None and index > limit - 1:
break
result[order_type] = []
for entry in order_book[order_type]:
result[order_type].append(dict(
rate=float(entry[0]),
quantity=float(entry[1])
))
return result
def get_trades(self, asset, my_trades=True, start_dt=None, limit=100):
if not my_trades:
raise NotImplemented(
'get_trades only supports "my trades"'
)
# TODO: is it possible to sort this? Limit is useless otherwise.
ccxt_symbol = self.get_symbol(asset)
try:
trades = self.api.fetch_my_trades(
symbol=ccxt_symbol,
since=start_dt,
limit=limit,
)
except (ExchangeError, NetworkError) as e:
log.warn(
'unable to fetch trades {} / {}: {}'.format(
self.name, asset.symbol, e
)
)
raise ExchangeRequestError(error=e)
return trades