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exchange.py
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exchange.py
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# -*- coding: utf-8 -*-
"""Base exchange class"""
# -----------------------------------------------------------------------------
__version__ = '1.14.125'
# -----------------------------------------------------------------------------
from ccxt.base.errors import ExchangeError
from ccxt.base.errors import NotSupported
from ccxt.base.errors import AuthenticationError
from ccxt.base.errors import DDoSProtection
from ccxt.base.errors import RequestTimeout
from ccxt.base.errors import ExchangeNotAvailable
from ccxt.base.errors import InvalidAddress
# -----------------------------------------------------------------------------
from ccxt.base.decimal_to_precision import decimal_to_precision
from ccxt.base.decimal_to_precision import DECIMAL_PLACES
# -----------------------------------------------------------------------------
__all__ = [
'Exchange',
]
# -----------------------------------------------------------------------------
# Python 2 & 3
import logging
import base64
import calendar
import collections
import datetime
from email.utils import parsedate
import functools
import gzip
import hashlib
import hmac
import io
import json
import math
from numbers import Number
import re
from requests import Session
from requests.utils import default_user_agent
from requests.exceptions import HTTPError, Timeout, TooManyRedirects, RequestException
# import socket
from ssl import SSLError
# import sys
import time
import uuid
import zlib
from decimal import Decimal
# -----------------------------------------------------------------------------
try:
import urllib.parse as _urlencode # Python 3
except ImportError:
import urllib as _urlencode # Python 2
# -----------------------------------------------------------------------------
try:
basestring # Python 3
except NameError:
basestring = str # Python 2
# -----------------------------------------------------------------------------
class Exchange(object):
"""Base exchange class"""
id = None
version = None
# rate limiter settings
enableRateLimit = False
rateLimit = 2000 # milliseconds = seconds * 1000
timeout = 10000 # milliseconds = seconds * 1000
asyncio_loop = None
aiohttp_proxy = None
session = None # Session () by default
logger = None # logging.getLogger(__name__) by default
userAgent = None
userAgents = {
'chrome': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/62.0.3202.94 Safari/537.36',
'chrome39': 'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.71 Safari/537.36',
}
verbose = False
markets = None
symbols = None
fees = {
'trading': {
'fee_loaded': False,
'percentage': True, # subclasses should rarely have to redefine this
},
'funding': {
'fee_loaded': False,
'withdraw': {},
'deposit': {},
},
}
ids = None
tickers = None
api = None
parseJsonResponse = True
proxy = ''
origin = '*' # CORS origin
proxies = None
apiKey = ''
secret = ''
password = ''
uid = ''
twofa = False
marketsById = None
markets_by_id = None
currencies_by_id = None
precision = None
limits = None
exceptions = None
headers = None
balance = None
orderbooks = None
orders = None
trades = None
currencies = None
options = None # Python does not allow to define properties in run-time with setattr
requiredCredentials = {
'apiKey': True,
'secret': True,
'uid': False,
'login': False,
'password': False,
'twofa': False, # 2-factor authentication (one-time password key)
}
# API method metainfo
has = {
'publicAPI': True,
'privateAPI': True,
'CORS': False,
'cancelOrder': True,
'cancelOrders': False,
'createDepositAddress': False,
'createOrder': True,
'createMarketOrder': True,
'createLimitOrder': True,
'deposit': False,
'editOrder': 'emulated',
'fetchBalance': True,
'fetchClosedOrders': False,
'fetchCurrencies': False,
'fetchDepositAddress': False,
'fetchFundingFees': False,
'fetchL2OrderBook': True,
'fetchMarkets': True,
'fetchMyTrades': False,
'fetchOHLCV': 'emulated',
'fetchOpenOrders': False,
'fetchOrder': False,
'fetchOrderBook': True,
'fetchOrderBooks': False,
'fetchOrders': False,
'fetchTicker': True,
'fetchTickers': False,
'fetchTrades': True,
'fetchTradingFees': False,
'fetchTradingLimits': False,
'withdraw': False,
}
precisionMode = DECIMAL_PLACES
minFundingAddressLength = 1 # used in check_address
substituteCommonCurrencyCodes = True
lastRestRequestTimestamp = 0
lastRestPollTimestamp = 0
restRequestQueue = None
restPollerLoopIsRunning = False
rateLimitTokens = 16
rateLimitMaxTokens = 16
rateLimitUpdateTime = 0
last_http_response = None
last_json_response = None
last_response_headers = None
commonCurrencies = {
'XBT': 'BTC',
'BCC': 'BCH',
'DRK': 'DASH',
}
def __init__(self, config={}):
self.precision = {} if self.precision is None else self.precision
self.limits = {} if self.limits is None else self.limits
self.exceptions = {} if self.exceptions is None else self.exceptions
self.headers = {} if self.headers is None else self.headers
self.balance = {} if self.balance is None else self.balance
self.orderbooks = {} if self.orderbooks is None else self.orderbooks
self.orders = {} if self.orders is None else self.orders
self.trades = {} if self.trades is None else self.trades
self.currencies = {} if self.currencies is None else self.currencies
self.options = {} if self.options is None else self.options # Python does not allow to define properties in run-time with setattr
self.decimalToPrecision = self.decimal_to_precision = decimal_to_precision
# version = '.'.join(map(str, sys.version_info[:3]))
# self.userAgent = {
# 'User-Agent': 'ccxt/' + __version__ + ' (+https://github.com/ccxt/ccxt) Python/' + version
# }
self.userAgent = default_user_agent()
settings = self.deep_extend(self.describe(), config)
for key in settings:
if hasattr(self, key) and isinstance(getattr(self, key), dict):
setattr(self, key, self.deep_extend(getattr(self, key), settings[key]))
else:
setattr(self, key, settings[key])
if self.api:
self.define_rest_api(self.api, 'request')
if self.markets:
self.set_markets(self.markets)
# format camel case
for attr in dir(self):
if attr[0] != '_'and attr[-1] != '_' and '_' in attr:
conv = attr.split('_')
camel_case = conv[0] + ''.join(i[0].upper() + i[1:] for i in conv[1:])
setattr(self, camel_case, getattr(self, attr))
self.tokenBucket = self.extend({
'refillRate': 1.0 / self.rateLimit,
'delay': 1.0,
'capacity': 1.0,
'defaultCost': 1.0,
}, getattr(self, 'tokenBucket') if hasattr(self, 'tokenBucket') else {})
self.session = self.session if self.session else Session()
self.logger = self.logger if self.logger else logging.getLogger(__name__)
def __del__(self):
if self.session:
self.session.close()
def describe(self):
return {}
def define_rest_api(self, api, method_name, options={}):
delimiters = re.compile('[^a-zA-Z0-9]')
for api_type, methods in api.items():
for http_method, urls in methods.items():
for url in urls:
url = url.strip()
split_path = delimiters.split(url)
uppercase_method = http_method.upper()
lowercase_method = http_method.lower()
camelcase_method = lowercase_method.capitalize()
camelcase_suffix = ''.join([Exchange.capitalize(x) for x in split_path])
lowercase_path = [x.strip().lower() for x in split_path]
underscore_suffix = '_'.join([k for k in lowercase_path if len(k)])
camelcase = api_type + camelcase_method + Exchange.capitalize(camelcase_suffix)
underscore = api_type + '_' + lowercase_method + '_' + underscore_suffix.lower()
if 'suffixes' in options:
if 'camelcase' in options['suffixes']:
camelcase += options['suffixes']['camelcase']
if 'underscore' in options['suffixes']:
underscore += options['suffixes']['underscore']
partial = functools.partial(getattr(self, method_name), url, api_type, uppercase_method)
setattr(self, camelcase, partial)
setattr(self, underscore, partial)
def raise_error(self, exception_type, url=None, method=None, error=None, details=None):
if error:
error = str(error)
output = ' '.join([self.id] + [var for var in (url, method, error, details) if var is not None])
raise exception_type(output)
def throttle(self):
now = float(self.milliseconds())
elapsed = now - self.lastRestRequestTimestamp
if elapsed < self.rateLimit:
delay = self.rateLimit - elapsed
time.sleep(delay / 1000.0)
def fetch2(self, path, api='public', method='GET', params={}, headers=None, body=None):
"""A better wrapper over request for deferred signing"""
if self.enableRateLimit:
self.throttle()
self.lastRestRequestTimestamp = self.milliseconds()
request = self.sign(path, api, method, params, headers, body)
return self.fetch(request['url'], request['method'], request['headers'], request['body'])
def request(self, path, api='public', method='GET', params={}, headers=None, body=None):
return self.fetch2(path, api, method, params, headers, body)
@staticmethod
def gzip_deflate(response, text):
encoding = response.info().get('Content-Encoding')
if encoding in ('gzip', 'x-gzip', 'deflate'):
if encoding == 'deflate':
return zlib.decompress(text, -zlib.MAX_WBITS)
else:
return gzip.GzipFile('', 'rb', 9, io.BytesIO(text)).read()
return text
def handle_errors(self, code, reason, url, method, headers, body):
pass
def prepare_request_headers(self, headers=None):
headers = headers or {}
headers.update(self.headers)
if self.userAgent:
if type(self.userAgent) is str:
headers.update({'User-Agent': self.userAgent})
elif (type(self.userAgent) is dict) and ('User-Agent' in self.userAgent):
headers.update(self.userAgent)
if self.proxy:
headers.update({'Origin': self.origin})
headers.update({'Accept-Encoding': 'gzip, deflate'})
return headers
def fetch(self, url, method='GET', headers=None, body=None):
"""Perform a HTTP request and return decoded JSON data"""
request_headers = self.prepare_request_headers(headers)
url = self.proxy + url
if self.verbose:
print("\nRequest:", method, url, request_headers, body)
self.logger.debug("%s %s, Request: %s %s", method, url, request_headers, body)
if body:
body = body.encode()
self.session.cookies.clear()
response = None
try:
response = self.session.request(
method,
url,
data=body,
headers=request_headers,
timeout=int(self.timeout / 1000),
proxies=self.proxies
)
self.last_http_response = response.text
self.last_response_headers = response.headers
if self.verbose:
print("\nResponse:", method, url, str(response.status_code), str(response.headers), self.last_http_response)
self.logger.debug("%s %s, Response: %s %s %s", method, url, response.status_code, response.headers, self.last_http_response)
response.raise_for_status()
except Timeout as e:
self.raise_error(RequestTimeout, method, url, e)
except TooManyRedirects as e:
self.raise_error(ExchangeError, url, method, e)
except SSLError as e:
self.raise_error(ExchangeError, url, method, e)
except HTTPError as e:
self.handle_errors(response.status_code, response.reason, url, method, self.last_response_headers, self.last_http_response)
self.handle_rest_errors(e, response.status_code, self.last_http_response, url, method)
self.raise_error(ExchangeError, url, method, e, self.last_http_response)
except RequestException as e: # base exception class
self.raise_error(ExchangeError, url, method, e, self.last_http_response)
self.handle_errors(response.status_code, response.reason, url, method, None, self.last_http_response)
return self.handle_rest_response(self.last_http_response, url, method, headers, body)
def handle_rest_errors(self, exception, http_status_code, response, url, method='GET'):
error = None
if http_status_code in [418, 429]:
error = DDoSProtection
elif http_status_code in [404, 409, 500, 501, 502, 520, 521, 522, 525]:
error = ExchangeNotAvailable
elif http_status_code in [422]:
error = ExchangeError
elif http_status_code in [400, 403, 405, 503, 530]:
# special case to detect ddos protection
error = ExchangeNotAvailable
if response:
ddos_protection = re.search('(cloudflare|incapsula)', response, flags=re.IGNORECASE)
if ddos_protection:
error = DDoSProtection
elif http_status_code in [408, 504]:
error = RequestTimeout
elif http_status_code in [401, 511]:
error = AuthenticationError
if error:
self.raise_error(error, url, method, exception if exception else http_status_code, response)
def handle_rest_response(self, response, url, method='GET', headers=None, body=None):
try:
if self.parseJsonResponse:
self.last_json_response = json.loads(response) if len(response) > 1 else None
return self.last_json_response
else:
return response
except ValueError as e: # ValueError == JsonDecodeError
ddos_protection = re.search('(cloudflare|incapsula|overload|ddos)', response, flags=re.IGNORECASE)
exchange_not_available = re.search('(offline|busy|retry|wait|unavailable|maintain|maintenance|maintenancing)', response, flags=re.IGNORECASE)
if ddos_protection:
self.raise_error(DDoSProtection, method, url, None, response)
if exchange_not_available:
message = response + ' exchange downtime, exchange closed for maintenance or offline, DDoS protection or rate-limiting in effect'
self.raise_error(ExchangeNotAvailable, method, url, None, message)
self.raise_error(ExchangeError, method, url, e, response)
@staticmethod
def safe_float(dictionary, key, default_value=None):
value = default_value
try:
if isinstance(dictionary, list) and isinstance(key, int) and len(dictionary) > key:
value = float(dictionary[key])
else:
value = float(dictionary[key]) if (key is not None) and (key in dictionary) and (dictionary[key] is not None) else default_value
except ValueError as e:
value = default_value
return value
@staticmethod
def safe_string(dictionary, key, default_value=None):
return str(dictionary[key]) if key is not None and (key in dictionary) and dictionary[key] is not None else default_value
@staticmethod
def safe_integer(dictionary, key, default_value=None):
if key is None or (key not in dictionary):
return default_value
value = dictionary[key]
if isinstance(value, Number) or (isinstance(value, basestring) and value.isnumeric()):
return int(value)
return default_value
@staticmethod
def safe_value(dictionary, key, default_value=None):
return dictionary[key] if key is not None and (key in dictionary) and dictionary[key] is not None else default_value
@staticmethod
def truncate(num, precision=0):
if precision > 0:
decimal_precision = math.pow(10, precision)
return math.trunc(num * decimal_precision) / decimal_precision
return int(Exchange.truncate_to_string(num, precision))
@staticmethod
def truncate_to_string(num, precision=0):
if precision > 0:
parts = ('%f' % Decimal(num)).split('.')
decimal_digits = parts[1][:precision].rstrip('0')
decimal_digits = decimal_digits if len(decimal_digits) else '0'
return parts[0] + '.' + decimal_digits
return ('%d' % num)
@staticmethod
def uuid():
return str(uuid.uuid4())
@staticmethod
def capitalize(string): # first character only, rest characters unchanged
# the native pythonic .capitalize() method lowercases all other characters
# which is an unwanted behaviour, therefore we use this custom implementation
# check it yourself: print('foobar'.capitalize(), 'fooBar'.capitalize())
if len(string) > 1:
return "%s%s" % (string[0].upper(), string[1:])
return string.upper()
@staticmethod
def keysort(dictionary):
return collections.OrderedDict(sorted(dictionary.items(), key=lambda t: t[0]))
@staticmethod
def extend(*args):
if args is not None:
result = None
if type(args[0]) is collections.OrderedDict:
result = collections.OrderedDict()
else:
result = {}
for arg in args:
result.update(arg)
return result
return {}
@staticmethod
def deep_extend(*args):
result = None
for arg in args:
if isinstance(arg, dict):
if not isinstance(result, dict):
result = {}
for key in arg:
result[key] = Exchange.deep_extend(result[key] if key in result else None, arg[key])
else:
result = arg
return result
@staticmethod
def filter_by(array, key, value=None):
if value:
grouped = Exchange.group_by(array, key)
if value in grouped:
return grouped[value]
return []
return array
@staticmethod
def filterBy(self, array, key, value=None):
return Exchange.filter_by(array, key, value)
@staticmethod
def group_by(array, key):
result = {}
array = Exchange.to_array(array)
array = [entry for entry in array if (key in entry) and (entry[key] is not None)]
for entry in array:
if entry[key] not in result:
result[entry[key]] = []
result[entry[key]].append(entry)
return result
@staticmethod
def groupBy(array, key):
return Exchange.group_by(array, key)
@staticmethod
def index_by(array, key):
result = {}
if type(array) is dict:
array = Exchange.keysort(array).values()
for element in array:
if (key in element) and (element[key] is not None):
k = element[key]
result[k] = element
return result
@staticmethod
def sort_by(array, key, descending=False):
return sorted(array, key=lambda k: k[key] if k[key] is not None else "", reverse=descending)
@staticmethod
def array_concat(a, b):
return a + b
@staticmethod
def in_array(needle, haystack):
return needle in haystack
@staticmethod
def extract_params(string):
return re.findall(r'{([\w-]+)}', string)
@staticmethod
def implode_params(string, params):
for key in params:
string = string.replace('{' + key + '}', str(params[key]))
return string
@staticmethod
def url(path, params={}):
result = Exchange.implode_params(path, params)
query = Exchange.omit(params, Exchange.extract_params(path))
if query:
result += '?' + _urlencode.urlencode(query)
return result
@staticmethod
def urlencode(params={}):
if (type(params) is dict) or isinstance(params, collections.OrderedDict):
return _urlencode.urlencode(params)
return params
@staticmethod
def rawencode(params={}):
return _urlencode.unquote(Exchange.urlencode(params))
@staticmethod
def encode_uri_component(uri):
return _urlencode.quote(uri, safe="~()*!.'")
@staticmethod
def omit(d, *args):
result = d.copy()
for arg in args:
if type(arg) is list:
for key in arg:
if key in result:
del result[key]
else:
if arg in result:
del result[arg]
return result
@staticmethod
def unique(array):
return list(set(array))
@staticmethod
def pluck(array, key):
return [
element[key]
for element in array
if (key in element) and (element[key] is not None)
]
@staticmethod
def sum(*args):
return sum([arg for arg in args if isinstance(arg, (float, int))])
@staticmethod
def ordered(array):
return collections.OrderedDict(array)
@staticmethod
def aggregate(bidasks):
ordered = Exchange.ordered({})
for [price, volume] in bidasks:
if volume > 0:
ordered[price] = (ordered[price] if price in ordered else 0) + volume
result = []
items = list(ordered.items())
for price, volume in items:
result.append([price, volume])
return result
@staticmethod
def sec():
return Exchange.seconds()
@staticmethod
def msec():
return Exchange.milliseconds()
@staticmethod
def usec():
return Exchange.microseconds()
@staticmethod
def seconds():
return int(time.time())
@staticmethod
def milliseconds():
return int(time.time() * 1000)
@staticmethod
def microseconds():
return int(time.time() * 1000000)
@staticmethod
def iso8601(timestamp):
if timestamp is None:
return timestamp
utc = datetime.datetime.utcfromtimestamp(int(round(timestamp / 1000)))
return utc.strftime('%Y-%m-%dT%H:%M:%S.%f')[:-6] + "{:<03d}".format(int(timestamp) % 1000) + 'Z'
@staticmethod
def dmy(timestamp, infix='-'):
utc_datetime = datetime.datetime.utcfromtimestamp(int(round(timestamp / 1000)))
return utc_datetime.strftime('%m' + infix + '%d' + infix + '%Y')
@staticmethod
def ymd(timestamp, infix='-'):
utc_datetime = datetime.datetime.utcfromtimestamp(int(round(timestamp / 1000)))
return utc_datetime.strftime('%Y' + infix + '%m' + infix + '%d')
@staticmethod
def ymdhms(timestamp, infix=' '):
utc_datetime = datetime.datetime.utcfromtimestamp(int(round(timestamp / 1000)))
return utc_datetime.strftime('%Y-%m-%d' + infix + '%H:%M:%S')
@staticmethod
def parse_date(timestamp):
if timestamp is None:
return timestamp
if 'GMT' in timestamp:
string = ''.join([str(value) for value in parsedate(timestamp)[:6]]) + '.000Z'
dt = datetime.datetime.strptime(string, "%Y%m%d%H%M%S.%fZ")
return calendar.timegm(dt.utctimetuple()) * 1000
else:
return Exchange.parse8601(timestamp)
@staticmethod
def parse8601(timestamp):
yyyy = '([0-9]{4})-?'
mm = '([0-9]{2})-?'
dd = '([0-9]{2})(?:T|[\\s])?'
h = '([0-9]{2}):?'
m = '([0-9]{2}):?'
s = '([0-9]{2})'
ms = '(\\.[0-9]{1,3})?'
tz = '(?:(\\+|\\-)([0-9]{2})\\:?([0-9]{2})|Z)?'
regex = r'' + yyyy + mm + dd + h + m + s + ms + tz
match = re.search(regex, timestamp, re.IGNORECASE)
yyyy, mm, dd, h, m, s, ms, sign, hours, minutes = match.groups()
ms = ms or '.000'
msint = int(ms[1:])
sign = sign or ''
sign = int(sign + '1')
hours = int(hours or 0) * sign
minutes = int(minutes or 0) * sign
offset = datetime.timedelta(hours=hours, minutes=minutes)
string = yyyy + mm + dd + h + m + s + ms + 'Z'
dt = datetime.datetime.strptime(string, "%Y%m%d%H%M%S.%fZ")
dt = dt + offset
return calendar.timegm(dt.utctimetuple()) * 1000 + msint
@staticmethod
def hash(request, algorithm='md5', digest='hex'):
h = hashlib.new(algorithm, request)
if digest == 'hex':
return h.hexdigest()
elif digest == 'base64':
return base64.b64encode(h.digest())
return h.digest()
@staticmethod
def hmac(request, secret, algorithm=hashlib.sha256, digest='hex'):
h = hmac.new(secret, request, algorithm)
if digest == 'hex':
return h.hexdigest()
elif digest == 'base64':
return base64.b64encode(h.digest())
return h.digest()
@staticmethod
def binary_concat(*args):
result = bytes()
for arg in args:
result = result + arg
return result
@staticmethod
def binary_to_string(s):
return s.decode('ascii')
@staticmethod
def base64urlencode(s):
return Exchange.decode(base64.urlsafe_b64encode(s)).replace('=', '')
@staticmethod
def jwt(request, secret, algorithm=hashlib.sha256, alg='HS256'):
header = Exchange.encode(Exchange.json({
'alg': alg,
'typ': 'JWT',
}))
encodedHeader = Exchange.base64urlencode(header)
encodedData = Exchange.base64urlencode(Exchange.encode(Exchange.json(request)))
token = encodedHeader + '.' + encodedData
hmac = Exchange.hmac(Exchange.encode(token), Exchange.encode(secret), algorithm, 'binary')
signature = Exchange.base64urlencode(hmac)
return token + '.' + signature
@staticmethod
def unjson(input):
return json.loads(input)
@staticmethod
def json(data, params=None):
return json.dumps(data, separators=(',', ':'))
@staticmethod
def encode(string):
return string.encode()
@staticmethod
def decode(string):
return string.decode()
@staticmethod
def to_array(value):
return list(value.values()) if type(value) is dict else value
def nonce(self):
return Exchange.seconds()
def check_required_credentials(self):
keys = list(self.requiredCredentials.keys())
for key in keys:
if self.requiredCredentials[key] and not getattr(self, key):
self.raise_error(AuthenticationError, details='requires `' + key + '`')
def check_address(self, address):
"""Checks an address is not the same character repeated or an empty sequence"""
if address is None:
self.raise_error(InvalidAddress, details='address is None')
if all(letter == address[0] for letter in address) or len(address) < self.minFundingAddressLength or ' ' in address:
self.raise_error(InvalidAddress, details='address is invalid or has less than ' + str(self.minFundingAddressLength) + ' characters: "' + str(address) + '"')
return address
def account(self):
return {
'free': 0.0,
'used': 0.0,
'total': 0.0,
}
def common_currency_code(self, currency):
if not self.substituteCommonCurrencyCodes:
return currency
return self.safe_string(self.commonCurrencies, currency, currency)
def currency_id(self, commonCode):
currencyIds = {v: k for k, v in self.commonCurrencies.items()}
return self.safe_string(currencyIds, commonCode, commonCode)
def precision_from_string(self, string):
parts = re.sub(r'0+$', '', string).split('.')
return len(parts[1]) if len(parts) > 1 else 0
def cost_to_precision(self, symbol, cost):
return ('{:.' + str(self.markets[symbol]['precision']['price']) + 'f}').format(float(cost))
def price_to_precision(self, symbol, price):
return ('{:.' + str(self.markets[symbol]['precision']['price']) + 'f}').format(float(price))
def amount_to_precision(self, symbol, amount):
return self.truncate(amount, self.markets[symbol]['precision']['amount'])
def amount_to_string(self, symbol, amount):
return self.truncate_to_string(amount, self.markets[symbol]['precision']['amount'])
def amount_to_lots(self, symbol, amount):
lot = self.markets[symbol]['lot']
return self.amount_to_precision(symbol, math.floor(amount / lot) * lot)
def fee_to_precision(self, symbol, fee):
return ('{:.' + str(self.markets[symbol]['precision']['price']) + 'f}').format(float(fee))
def set_markets(self, markets, currencies=None):
values = list(markets.values()) if type(markets) is dict else markets
for i in range(0, len(values)):
values[i] = self.extend(
self.fees['trading'],
{'precision': self.precision, 'limits': self.limits},
values[i]
)
self.markets = self.index_by(values, 'symbol')
self.markets_by_id = self.index_by(values, 'id')
self.marketsById = self.markets_by_id
self.symbols = sorted(list(self.markets.keys()))
self.ids = sorted(list(self.markets_by_id.keys()))
if currencies:
self.currencies = self.deep_extend(currencies, self.currencies)
else:
base_currencies = [{
'id': market['baseId'] if 'baseId' in market else market['base'],
'numericId': market['baseNumericId'] if 'baseNumericId' in market else None,
'code': market['base'],
'precision': (
market['precision']['base'] if 'base' in market['precision'] else (
market['precision']['amount'] if 'amount' in market['precision'] else None
)
) if 'precision' in market else 8,
} for market in values if 'base' in market]
quote_currencies = [{
'id': market['quoteId'] if 'quoteId' in market else market['quote'],
'numericId': market['quoteNumericId'] if 'quoteNumericId' in market else None,
'code': market['quote'],
'precision': (
market['precision']['quote'] if 'quote' in market['precision'] else (
market['precision']['price'] if 'price' in market['precision'] else None
)
) if 'precision' in market else 8,
} for market in values if 'quote' in market]
currencies = self.sort_by(base_currencies + quote_currencies, 'code')
self.currencies = self.deep_extend(self.index_by(currencies, 'code'), self.currencies)
self.currencies_by_id = self.index_by(list(self.currencies.values()), 'id')
return self.markets
def load_markets(self, reload=False):
if not reload:
if self.markets:
if not self.markets_by_id:
return self.set_markets(self.markets)
return self.markets
markets = self.fetch_markets()
currencies = None
if self.has['fetchCurrencies']:
currencies = self.fetch_currencies()
return self.set_markets(markets, currencies)
def populate_fees(self):
if not (hasattr(self, 'markets') or hasattr(self, 'currencies')):
return
for currency, data in self.currencies.items(): # try load withdrawal fees from currencies
if 'fee' in data and data['fee'] is not None:
self.fees['funding']['withdraw'][currency] = data['fee']
self.fees['funding']['fee_loaded'] = True
# find a way to populate trading fees from markets
def load_fees(self):
self.load_markets()
self.populate_fees()
if not (self.has['fetchTradingFees'] or self.has['fetchFundingFees']):
return self.fees
fetched_fees = self.fetch_fees()
if fetched_fees['funding']:
self.fees['funding']['fee_loaded'] = True
if fetched_fees['trading']:
self.fees['trading']['fee_loaded'] = True
self.fees = self.deep_extend(self.fees, fetched_fees)
return self.fees
def fetch_markets(self):
return self.to_array(self.markets)
def fetch_fees(self):
trading = {}
funding = {}
try:
trading = self.fetch_trading_fees()
except AuthenticationError:
pass
except AttributeError:
pass
try:
funding = self.fetch_funding_fees()
except AuthenticationError:
pass
except AttributeError:
pass
return {
'trading': trading,
'funding': funding,
}
def create_order(self, symbol, type, side, amount, price=None, params={}):
self.raise_error(NotSupported, details='create_order() not implemented yet')
def cancel_order(self, id, symbol=None, params={}):
self.raise_error(NotSupported, details='cancel_order() not implemented yet')
def fetch_bids_asks(self, symbols=None, params={}):
self.raise_error(NotSupported, details='API does not allow to fetch all prices at once with a single call to fetch_bid_asks() for now')
def fetch_tickers(self, symbols=None, params={}):
self.raise_error(NotSupported, details='API does not allow to fetch all tickers at once with a single call to fetch_tickers() for now')
def fetch_order_status(self, id, market=None):
order = self.fetch_order(id)
return order['status']
def purge_cached_orders(self, before):
orders = self.to_array(self.orders)
orders = [order for order in orders if (order['status'] == 'open') or (order['timestamp'] >= before)]
self.orders = self.index_by(orders, 'id')
return self.orders
def fetch_order(self, id, symbol=None, params={}):
self.raise_error(NotSupported, details='fetch_order() is not implemented yet')
def fetch_orders(self, symbol=None, since=None, limit=None, params={}):
self.raise_error(NotSupported, details='fetch_orders() is not implemented yet')
def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}):
self.raise_error(NotSupported, details='fetch_open_orders() is not implemented yet')
def fetch_closed_orders(self, symbol=None, since=None, limit=None, params={}):
self.raise_error(NotSupported, details='fetch_closed_orders() is not implemented yet')
def fetch_my_trades(self, symbol=None, since=None, limit=None, params={}):
self.raise_error(NotSupported, details='fetch_my_trades() is not implemented yet')
def fetch_order_trades(self, id, symbol=None, params={}):
self.raise_error(NotSupported, details='fetch_order_trades() is not implemented yet')
def parse_ohlcv(self, ohlcv, market=None, timeframe='1m', since=None, limit=None):
return ohlcv[0:6] if isinstance(ohlcv, list) else ohlcv
def parse_ohlcvs(self, ohlcvs, market=None, timeframe='1m', since=None, limit=None):
ohlcvs = self.to_array(ohlcvs)
num_ohlcvs = len(ohlcvs)
result = []
i = 0
while i < num_ohlcvs:
if limit and (len(result) >= limit):