def create_order(self, asset, amount, is_buy, style):
log.info('creating {} order'.format('buy' if is_buy else 'sell'))
exchange_symbol = self.get_symbol(asset)
if isinstance(style, LimitOrder) or isinstance(style, StopLimitOrder):
if isinstance(style, StopLimitOrder):
log.warn('{} will ignore the stop price'.format(self.name))
price = style.get_limit_price(is_buy)
try:
if is_buy:
order_status = self.api.buylimit(exchange_symbol, amount,
price)
else:
order_status = self.api.selllimit(exchange_symbol,
abs(amount), price)
except Exception as e:
raise ExchangeRequestError(error=e)
if 'uuid' in order_status:
order_id = order_status['uuid']
order = Order(dt=pd.Timestamp.utcnow(),
asset=asset,
amount=amount,
stop=style.get_stop_price(is_buy),
limit=style.get_limit_price(is_buy),
id=order_id)
return order
else:
raise CreateOrderError(exchange=self.name, error=order_status)
else:
raise InvalidOrderStyle(exchange=self.name,
style=style.__class__.__name__)
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'):
adj_amount = self.api.amount_to_lots(
symbol=symbol,
amount=abs(amount),
)
if adj_amount != abs(amount):
log.info(
'adjusted order amount {} to {} based on lot size'.format(
abs(amount),
adj_amount,
))
else:
adj_amount = abs(amount)
try:
result = self.api.create_order(symbol=symbol,
type=order_type,
side=side,
amount=adj_amount,
price=price)
except ExchangeNotAvailable as e:
log.debug('unable to create order: {}'.format(e))
raise ExchangeRequestError(error=e)
except InvalidOrder as e:
log.warn('the exchange rejected the order: {}'.format(e))
raise CreateOrderError(exchange=self.name, error=e)
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 create_order(self, asset, amount, is_buy, style):
log.info('creating {} order'.format('buy' if is_buy else 'sell'))
exchange_symbol = self.get_symbol(asset)
if isinstance(style, LimitOrder) or isinstance(style, StopLimitOrder):
if isinstance(style, StopLimitOrder):
log.warn('{} will ignore the stop price'.format(self.name))
price = style.get_limit_price(is_buy)
try:
self.ask_request()
if is_buy:
order_status = self.api.buylimit(exchange_symbol, amount,
price)
else:
order_status = self.api.selllimit(exchange_symbol,
abs(amount), price)
except Exception as e:
raise ExchangeRequestError(error=e)
if 'uuid' in order_status:
order_id = order_status['uuid']
order = Order(dt=pd.Timestamp.utcnow(),
asset=asset,
amount=amount,
stop=style.get_stop_price(is_buy),
limit=style.get_limit_price(is_buy),
id=order_id)
return order
else:
if order_status == 'INSUFFICIENT_FUNDS':
log.warn('not enough funds to create order')
return None
elif order_status == 'DUST_TRADE_DISALLOWED_MIN_VALUE_50K_SAT':
log.warn('Your order is too small, order at least 50K'
' Satoshi')
return None
else:
raise CreateOrderError(exchange=self.name,
error=order_status)
else:
raise InvalidOrderStyle(exchange=self.name,
style=style.__class__.__name__)
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)
before_order_dt = pd.Timestamp.utcnow()
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 RequestTimeout as e:
log.info('received a RequestTimeout exception while creating '
'an order on {} / {}\n Checking if an order was filled '
'during the timeout'.format(self.name, symbol))
missing_order = self._handle_request_timeout(
before_order_dt, asset, amount, is_buy, style, adj_amount)
if missing_order is None:
# no order was found
log.warn(
'no order was identified during timeout exception.'
'Please double check for inconsistency with the exchange. '
'We encourage you to report any issue on GitHub: '
'https://github.com/enigmampc/catalyst/issues')
raise ExchangeRequestError(error=e)
else:
return missing_order
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 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
