major refactoring to allow proper testing
This commit includes: * Reducing complexity of modules * Remove unneeded wrapper classes * Implement init() for each module which initializes everything based on the config * Implement some basic tests
This commit is contained in:
gcarq
+174
-180
@@ -4,11 +4,13 @@ from typing import List
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from bittrex.bittrex import Bittrex
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from poloniex import Poloniex
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from wrapt import synchronized
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logger = logging.getLogger(__name__)
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_exchange_api = None
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cur_exchange = None
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_api = None
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_conf = {}
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class Exchange(enum.Enum):
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@@ -16,192 +18,184 @@ class Exchange(enum.Enum):
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BITTREX = 1
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class ApiWrapper(object):
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def init(config: dict) -> None:
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"""
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Wrapper for exchanges.
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Currently implemented:
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* Bittrex
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* Poloniex (partly)
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Initializes this module with the given config,
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it does basic validation whether the specified
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exchange and pairs are valid.
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:param config: config to use
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:return: None
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"""
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def __init__(self, config: dict):
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"""
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Initializes the ApiWrapper with the given config,
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it does basic validation whether the specified
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exchange and pairs are valid.
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:param config: dict
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"""
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self.dry_run = config['dry_run']
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if self.dry_run:
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logger.info('Instance is running with dry_run enabled')
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global _api, cur_exchange
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use_poloniex = config.get('poloniex', {}).get('enabled', False)
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use_bittrex = config.get('bittrex', {}).get('enabled', False)
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_conf.update(config)
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if use_poloniex:
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self.exchange = Exchange.POLONIEX
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self.api = Poloniex(key=config['poloniex']['key'], secret=config['poloniex']['secret'])
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elif use_bittrex:
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self.exchange = Exchange.BITTREX
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self.api = Bittrex(api_key=config['bittrex']['key'], api_secret=config['bittrex']['secret'])
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else:
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self.api = None
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raise RuntimeError('No exchange specified. Aborting!')
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if config['dry_run']:
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logger.info('Instance is running with dry_run enabled')
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# Check if all pairs are available
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markets = self.get_markets()
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for pair in config[self.exchange.name.lower()]['pair_whitelist']:
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if pair not in markets:
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raise RuntimeError('Pair {} is not available at Poloniex'.format(pair))
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use_poloniex = config.get('poloniex', {}).get('enabled', False)
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use_bittrex = config.get('bittrex', {}).get('enabled', False)
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def buy(self, pair: str, rate: float, amount: float) -> str:
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"""
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Places a limit buy order.
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:param pair: Pair as str, format: BTC_ETH
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:param rate: Rate limit for order
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:param amount: The amount to purchase
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:return: order_id of the placed buy order
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"""
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if self.dry_run:
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pass
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elif self.exchange == Exchange.POLONIEX:
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self.api.buy(pair, rate, amount)
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# TODO: return order id
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elif self.exchange == Exchange.BITTREX:
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data = self.api.buy_limit(pair.replace('_', '-'), amount, rate)
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if not data['success']:
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raise RuntimeError('BITTREX: {}'.format(data['message']))
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return data['result']['uuid']
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if use_poloniex:
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cur_exchange = Exchange.POLONIEX
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_api = Poloniex(key=config['poloniex']['key'], secret=config['poloniex']['secret'])
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elif use_bittrex:
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cur_exchange = Exchange.BITTREX
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_api = Bittrex(api_key=config['bittrex']['key'], api_secret=config['bittrex']['secret'])
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else:
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raise RuntimeError('No exchange specified. Aborting!')
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def sell(self, pair: str, rate: float, amount: float) -> str:
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"""
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Places a limit sell order.
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:param pair: Pair as str, format: BTC_ETH
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:param rate: Rate limit for order
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:param amount: The amount to sell
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:return: None
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"""
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if self.dry_run:
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pass
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elif self.exchange == Exchange.POLONIEX:
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self.api.sell(pair, rate, amount)
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# TODO: return order id
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elif self.exchange == Exchange.BITTREX:
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data = self.api.sell_limit(pair.replace('_', '-'), amount, rate)
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if not data['success']:
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raise RuntimeError('BITTREX: {}'.format(data['message']))
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return data['result']['uuid']
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def get_balance(self, currency: str) -> float:
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"""
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Get account balance.
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:param currency: currency as str, format: BTC
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:return: float
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"""
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if self.dry_run:
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return 999.9
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elif self.exchange == Exchange.POLONIEX:
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data = self.api.returnBalances()
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return float(data[currency])
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elif self.exchange == Exchange.BITTREX:
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data = self.api.get_balance(currency)
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if not data['success']:
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raise RuntimeError('BITTREX: {}'.format(data['message']))
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return float(data['result']['Balance'] or 0.0)
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def get_ticker(self, pair: str) -> dict:
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"""
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Get Ticker for given pair.
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:param pair: Pair as str, format: BTC_ETC
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:return: dict
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"""
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if self.exchange == Exchange.POLONIEX:
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data = self.api.returnTicker()
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return {
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'bid': float(data[pair]['highestBid']),
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'ask': float(data[pair]['lowestAsk']),
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'last': float(data[pair]['last'])
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}
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elif self.exchange == Exchange.BITTREX:
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data = self.api.get_ticker(pair.replace('_', '-'))
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if not data['success']:
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raise RuntimeError('BITTREX: {}'.format(data['message']))
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return {
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'bid': float(data['result']['Bid']),
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'ask': float(data['result']['Ask']),
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'last': float(data['result']['Last']),
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}
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def cancel_order(self, order_id: str) -> None:
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"""
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Cancel order for given order_id
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:param order_id: id as str
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:return: None
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"""
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if self.dry_run:
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pass
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elif self.exchange == Exchange.POLONIEX:
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raise NotImplemented('Not implemented')
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elif self.exchange == Exchange.BITTREX:
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data = self.api.cancel(order_id)
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if not data['success']:
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raise RuntimeError('BITTREX: {}'.format(data['message']))
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def get_open_orders(self, pair: str) -> List[dict]:
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"""
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Get all open orders for given pair.
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:param pair: Pair as str, format: BTC_ETC
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:return: list of dicts
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"""
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if self.dry_run:
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return []
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elif self.exchange == Exchange.POLONIEX:
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raise NotImplemented('Not implemented')
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elif self.exchange == Exchange.BITTREX:
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data = self.api.get_open_orders(pair.replace('_', '-'))
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if not data['success']:
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raise RuntimeError('BITTREX: {}'.format(data['message']))
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return [{
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'id': entry['OrderUuid'],
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'type': entry['OrderType'],
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'opened': entry['Opened'],
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'rate': entry['PricePerUnit'],
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'amount': entry['Quantity'],
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'remaining': entry['QuantityRemaining'],
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} for entry in data['result']]
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def get_pair_detail_url(self, pair: str) -> str:
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"""
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Returns the market detail url for the given pair
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:param pair: pair as str, format: BTC_ANT
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:return: url as str
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"""
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if self.exchange == Exchange.POLONIEX:
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raise NotImplemented('Not implemented')
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elif self.exchange == Exchange.BITTREX:
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return 'https://bittrex.com/Market/Index?MarketName={}'.format(pair.replace('_', '-'))
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def get_markets(self) -> List[str]:
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"""
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Returns all available markets
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:return: list of all available pairs
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"""
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if self.exchange == Exchange.POLONIEX:
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# TODO: implement
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raise NotImplemented('Not implemented')
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elif self.exchange == Exchange. BITTREX:
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data = self.api.get_markets()
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if not data['success']:
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raise RuntimeError('BITTREX: {}'.format(data['message']))
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return [m['MarketName'].replace('-', '_') for m in data['result']]
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# Check if all pairs are available
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markets = get_markets()
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for pair in config[cur_exchange.name.lower()]['pair_whitelist']:
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if pair not in markets:
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raise RuntimeError('Pair {} is not available at Poloniex'.format(pair))
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@synchronized
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def get_exchange_api(conf: dict) -> ApiWrapper:
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def buy(pair: str, rate: float, amount: float) -> str:
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"""
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Returns the current exchange api or instantiates a new one
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:return: exchange.ApiWrapper
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Places a limit buy order.
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:param pair: Pair as str, format: BTC_ETH
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:param rate: Rate limit for order
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:param amount: The amount to purchase
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:return: order_id of the placed buy order
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"""
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global _exchange_api
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if not _exchange_api:
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_exchange_api = ApiWrapper(conf)
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return _exchange_api
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if _conf['dry_run']:
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return 'dry_run'
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elif cur_exchange == Exchange.POLONIEX:
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_api.buy(pair, rate, amount)
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# TODO: return order id
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elif cur_exchange == Exchange.BITTREX:
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data = _api.buy_limit(pair.replace('_', '-'), amount, rate)
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if not data['success']:
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raise RuntimeError('BITTREX: {}'.format(data['message']))
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return data['result']['uuid']
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def sell(pair: str, rate: float, amount: float) -> str:
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"""
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Places a limit sell order.
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:param pair: Pair as str, format: BTC_ETH
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:param rate: Rate limit for order
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:param amount: The amount to sell
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:return: None
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"""
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if _conf['dry_run']:
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return 'dry_run'
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elif cur_exchange == Exchange.POLONIEX:
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_api.sell(pair, rate, amount)
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# TODO: return order id
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elif cur_exchange == Exchange.BITTREX:
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data = _api.sell_limit(pair.replace('_', '-'), amount, rate)
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if not data['success']:
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raise RuntimeError('BITTREX: {}'.format(data['message']))
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return data['result']['uuid']
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def get_balance(currency: str) -> float:
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"""
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Get account balance.
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:param currency: currency as str, format: BTC
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:return: float
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"""
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if _conf['dry_run']:
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return 999.9
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elif cur_exchange == Exchange.POLONIEX:
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data = _api.returnBalances()
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return float(data[currency])
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elif cur_exchange == Exchange.BITTREX:
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data = _api.get_balance(currency)
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if not data['success']:
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raise RuntimeError('BITTREX: {}'.format(data['message']))
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return float(data['result']['Balance'] or 0.0)
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def get_ticker(pair: str) -> dict:
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"""
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Get Ticker for given pair.
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:param pair: Pair as str, format: BTC_ETC
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:return: dict
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"""
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if cur_exchange == Exchange.POLONIEX:
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data = _api.returnTicker()
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return {
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'bid': float(data[pair]['highestBid']),
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'ask': float(data[pair]['lowestAsk']),
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'last': float(data[pair]['last'])
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}
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elif cur_exchange == Exchange.BITTREX:
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data = _api.get_ticker(pair.replace('_', '-'))
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if not data['success']:
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raise RuntimeError('BITTREX: {}'.format(data['message']))
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return {
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'bid': float(data['result']['Bid']),
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'ask': float(data['result']['Ask']),
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'last': float(data['result']['Last']),
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}
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def cancel_order(order_id: str) -> None:
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"""
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Cancel order for given order_id
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:param order_id: id as str
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:return: None
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"""
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if _conf['dry_run']:
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pass
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elif cur_exchange == Exchange.POLONIEX:
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raise NotImplemented('Not implemented')
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elif cur_exchange == Exchange.BITTREX:
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data = _api.cancel(order_id)
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if not data['success']:
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raise RuntimeError('BITTREX: {}'.format(data['message']))
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def get_open_orders(pair: str) -> List[dict]:
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"""
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Get all open orders for given pair.
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:param pair: Pair as str, format: BTC_ETC
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:return: list of dicts
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"""
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if _conf['dry_run']:
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return []
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elif cur_exchange == Exchange.POLONIEX:
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raise NotImplemented('Not implemented')
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elif cur_exchange == Exchange.BITTREX:
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data = _api.get_open_orders(pair.replace('_', '-'))
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if not data['success']:
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raise RuntimeError('BITTREX: {}'.format(data['message']))
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return [{
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'id': entry['OrderUuid'],
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'type': entry['OrderType'],
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'opened': entry['Opened'],
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'rate': entry['PricePerUnit'],
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'amount': entry['Quantity'],
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'remaining': entry['QuantityRemaining'],
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} for entry in data['result']]
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def get_pair_detail_url(pair: str) -> str:
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"""
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Returns the market detail url for the given pair
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:param pair: pair as str, format: BTC_ANT
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:return: url as str
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"""
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if cur_exchange == Exchange.POLONIEX:
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raise NotImplemented('Not implemented')
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elif cur_exchange == Exchange.BITTREX:
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return 'https://bittrex.com/Market/Index?MarketName={}'.format(pair.replace('_', '-'))
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def get_markets() -> List[str]:
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"""
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Returns all available markets
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:return: list of all available pairs
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"""
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if cur_exchange == Exchange.POLONIEX:
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# TODO: implement
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raise NotImplemented('Not implemented')
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elif cur_exchange == Exchange. BITTREX:
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data = _api.get_markets()
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if not data['success']:
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raise RuntimeError('BITTREX: {}'.format(data['message']))
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return [m['MarketName'].replace('-', '_') for m in data['result']]
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