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exchange.py
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exchange.py
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# -*- coding: utf-8 -*-
# -----------------------------------------------------------------------------
__version__ = '1.14.112'
# -----------------------------------------------------------------------------
import asyncio
import concurrent
import socket
import time
import math
import random
import certifi
import aiohttp
import ssl
import yarl
# -----------------------------------------------------------------------------
from ccxt.async.base.throttle import throttle
# -----------------------------------------------------------------------------
from ccxt.base.errors import ExchangeError
from ccxt.base.errors import ExchangeNotAvailable
from ccxt.base.errors import RequestTimeout
from ccxt.base.errors import NotSupported
# -----------------------------------------------------------------------------
from ccxt.base.exchange import Exchange as BaseExchange
# -----------------------------------------------------------------------------
__all__ = [
'BaseExchange',
'Exchange',
]
# -----------------------------------------------------------------------------
class Exchange(BaseExchange):
def __init__(self, config={}):
if 'asyncio_loop' in config:
self.asyncio_loop = config['asyncio_loop']
self.asyncio_loop = self.asyncio_loop or asyncio.get_event_loop()
self.own_session = 'session' not in config
if self.own_session:
# Create out SSL context object with our CA cert file
context = ssl.create_default_context(cafile=certifi.where())
# Pass this SSL context to aiohttp and create a TCPConnector
connector = aiohttp.TCPConnector(ssl_context=context, loop=self.asyncio_loop)
self.session = aiohttp.ClientSession(loop=self.asyncio_loop, connector=connector)
super(Exchange, self).__init__(config)
self.init_rest_rate_limiter()
def init_rest_rate_limiter(self):
self.throttle = throttle(self.extend({
'loop': self.asyncio_loop,
}, self.tokenBucket))
def __del__(self):
if self.session is not None:
self.logger.warning(self.id + ' requires to release all resources with an explicit call to the .close() coroutine.')
async def close(self):
if self.session is not None:
if self.own_session:
await self.session.close()
self.session = None
async def wait_for_token(self):
while self.rateLimitTokens <= 1:
# if self.verbose:
# print('Waiting for tokens: Exchange: {0}'.format(self.id))
self.add_new_tokens()
seconds_delays = [0.001, 0.005, 0.022, 0.106, 0.5]
delay = random.choice(seconds_delays)
await asyncio.sleep(delay)
self.rateLimitTokens -= 1
def add_new_tokens(self):
# if self.verbose:
# print('Adding new tokens: Exchange: {0}'.format(self.id))
now = time.monotonic()
time_since_update = now - self.rateLimitUpdateTime
new_tokens = math.floor((0.8 * 1000.0 * time_since_update) / self.rateLimit)
if new_tokens > 1:
self.rateLimitTokens = min(self.rateLimitTokens + new_tokens, self.rateLimitMaxTokens)
self.rateLimitUpdateTime = now
async def fetch2(self, path, api='public', method='GET', params={}, headers=None, body=None):
"""A better wrapper over request for deferred signing"""
if self.enableRateLimit:
await self.throttle()
self.lastRestRequestTimestamp = self.milliseconds()
request = self.sign(path, api, method, params, headers, body)
return await self.fetch(request['url'], request['method'], request['headers'], request['body'])
async def fetch(self, url, method='GET', headers=None, body=None):
"""Perform a HTTP request and return decoded JSON data"""
headers = self.prepare_request_headers(headers)
url = self.proxy + url
if self.verbose:
print("\nRequest:", method, url, headers, body)
self.logger.debug("%s %s, Request: %s %s", method, url, headers, body)
encoded_body = body.encode() if body else None
session_method = getattr(self.session, method.lower())
http_status_code = None
try:
async with session_method(yarl.URL(url, encoded=True),
data=encoded_body,
headers=headers,
timeout=(self.timeout / 1000),
proxy=self.aiohttp_proxy) as response:
http_status_code = response.status
text = await response.text()
self.last_http_response = text
self.last_response_headers = response.headers
self.handle_errors(http_status_code, text, url, method, self.last_response_headers, text)
self.handle_rest_errors(None, http_status_code, text, url, method)
if self.verbose:
print("\nResponse:", method, url, str(http_status_code), str(response.headers), self.last_http_response)
self.logger.debug("%s %s, Response: %s %s %s", method, url, response.status, response.headers, self.last_http_response)
except socket.gaierror as e:
self.raise_error(ExchangeNotAvailable, url, method, e, None)
except concurrent.futures._base.TimeoutError as e:
self.raise_error(RequestTimeout, method, url, e, None)
except aiohttp.client_exceptions.ClientConnectionError as e:
self.raise_error(ExchangeNotAvailable, url, method, e, None)
except aiohttp.client_exceptions.ClientError as e:
self.raise_error(ExchangeError, url, method, e, None)
self.handle_errors(http_status_code, text, url, method, self.last_response_headers, text)
return self.handle_rest_response(text, url, method, headers, body)
async 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 = await self.fetch_markets()
currencies = None
if self.has['fetchCurrencies']:
currencies = await self.fetch_currencies()
return self.set_markets(markets, currencies)
async def load_fees(self):
await 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
async def fetch_markets(self):
return self.markets
async def fetch_order_status(self, id, market=None):
order = await self.fetch_order(id)
return order['status']
async def fetch_partial_balance(self, part, params={}):
balance = await self.fetch_balance(params)
return balance[part]
async def fetch_l2_order_book(self, symbol, limit=None, params={}):
orderbook = await self.fetch_order_book(symbol, limit, params)
return self.extend(orderbook, {
'bids': self.sort_by(self.aggregate(orderbook['bids']), 0, True),
'asks': self.sort_by(self.aggregate(orderbook['asks']), 0),
})
async def perform_order_book_request(self, market, limit=None, params={}):
raise NotSupported(self.id + ' performOrderBookRequest not supported yet')
async def fetch_order_book(self, symbol, limit=None, params={}):
await self.load_markets()
market = self.market(symbol)
orderbook = await self.perform_order_book_request(market, limit, params)
return self.parse_order_book(orderbook, market, limit, params)
async def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=None, params={}):
if not self.has['fetchTrades']:
self.raise_error(NotSupported, details='fetch_ohlcv() not implemented yet')
await self.load_markets()
trades = await self.fetch_trades(symbol, since, limit, params)
return self.build_ohlcv(trades, timeframe, since, limit)
async def fetch_full_tickers(self, symbols=None, params={}):
tickers = await self.fetch_tickers(symbols, params)
return tickers
async def edit_order(self, id, symbol, *args):
if not self.enableRateLimit:
self.raise_error(ExchangeError, details='updateOrder() requires enableRateLimit = true')
await self.cancel_order(id, symbol)
return await self.create_order(symbol, *args)
async def load_trading_limits(self, symbols=None, reload=False, params={}):
if self.has['fetchTradingLimits']:
if reload or not('limitsLoaded' in list(self.options.keys())):
response = await self.fetch_trading_limits(symbols)
limits = response['limits']
keys = list(limits.keys())
for i in range(0, len(keys)):
symbol = keys[i]
self.markets[symbol] = self.deep_extend(self.markets[symbol], {
'limits': limits[symbol],
})
self.options['limitsLoaded'] = self.milliseconds()
return self.markets