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Merge branch 'develop' into ccxt-async

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This commit is contained in:
Matthias
2018-08-29 19:43:09 +02:00
parent 66d52c1236 d41f0667b8
commit 54ddd908e6
24 changed files with 646 additions and 137 deletions
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46
freqtrade/exchange/__init__.py
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@@ -154,8 +154,8 @@ class Exchange(object):
api.urls['api'] = api.urls['test']
logger.info("Enabled Sandbox API on %s", name)
else:
logger.warning(self._api.name, "No Sandbox URL in CCXT, exiting. "
"Please check your config.json")
logger.warning(name, "No Sandbox URL in CCXT, exiting. "
"Please check your config.json")
raise OperationalException(f'Exchange {name} does not provide a sandbox api')
def _load_async_markets(self) -> None:
@@ -370,7 +370,7 @@ class Exchange(object):
return data
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
f'Could not load ticker due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
else:
@@ -554,6 +554,37 @@ class Exchange(object):
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_order_book(self, pair: str, limit: int = 100) -> dict:
"""
get order book level 2 from exchange
Notes:
20180619: bittrex doesnt support limits -.-
20180619: binance support limits but only on specific range
"""
try:
if self._api.name == 'Binance':
limit_range = [5, 10, 20, 50, 100, 500, 1000]
# get next-higher step in the limit_range list
limit = min(list(filter(lambda x: limit <= x, limit_range)))
# above script works like loop below (but with slightly better performance):
# for limitx in limit_range:
# if limit <= limitx:
# limit = limitx
# break
return self._api.fetch_l2_order_book(pair, limit)
except ccxt.NotSupported as e:
raise OperationalException(
f'Exchange {self._api.name} does not support fetching order book.'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get order book due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
if self._conf['dry_run']:
@@ -607,12 +638,3 @@ class Exchange(object):
f'Could not get fee info due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
def get_amount_lots(self, pair: str, amount: float) -> float:
"""
get buyable amount rounding, ..
"""
# validate that markets are loaded before trying to get fee
if not self._api.markets:
self._api.load_markets()
return self._api.amount_to_lots(pair, amount)