def choose_pair(
self,
timestamp: Timestamp,
price_query: Callable[[Asset, Asset, Timestamp], FVal],
) -> TradePair:
"""Choose a random pair to trade from the available pairs at the selected timestamp"""
choices = set(list(self.asset_pairs['result'].keys()))
found = False
while len(choices) != 0:
pair = random.choice(tuple(choices))
choices.remove(pair)
pair = kraken_to_world_pair(pair)
base, quote = pair_get_assets(pair)
kbase = base.to_kraken()
kquote = quote.to_kraken()
if kbase in self.balances_dict or kquote in self.balances_dict:
# Before choosing make sure that at the selected timestamp both of
# the pair assets exist (had a price)
if not assets_exist_at_time(base, quote, timestamp,
price_query):
continue
found = True
break
if not found:
raise ValueError(
'Could not find a pair to trade with the current funds')
return trade_pair_from_assets(base, quote)
def kraken_to_world_pair(pair: str) -> TradePair:
"""Turns a pair from kraken to our pair type
Can throw:
- UknownAsset if one of the assets of the pair are not known
- UnprocessableKrakenPair if the pair can't be processed and
split into its base/quote assets
"""
# handle dark pool pairs
if pair[-2:] == '.d':
pair = pair[:-2]
if pair[0:3] in KRAKEN_ASSETS:
base_asset_str = pair[0:3]
quote_asset_str = pair[3:]
elif pair[0:4] in KRAKEN_ASSETS:
base_asset_str = pair[0:4]
quote_asset_str = pair[4:]
else:
raise UnprocessableTradePair(pair)
base_asset = asset_from_kraken(base_asset_str)
quote_asset = asset_from_kraken(quote_asset_str)
return trade_pair_from_assets(base_asset, quote_asset)
def choose_pair(
self,
timestamp: Timestamp,
price_query: Callable[[Asset, Asset, Timestamp], FVal],
) -> TradePair:
"""Choose a random pair to trade from the available pairs at the selected timestamp"""
choices = set(self._symbols_to_pair.keys())
found = False
while len(choices) != 0:
pair = random.choice(tuple(choices))
choices.remove(pair)
binance_pair = self._symbols_to_pair[pair]
bbase = binance_pair.binance_base_asset
bquote = binance_pair.binance_quote_asset
try:
base = asset_from_binance(bbase)
quote = asset_from_binance(bquote)
except UnsupportedAsset:
continue
if bbase in self.balances_dict or bquote in self.balances_dict:
if bbase in DISALLOWED_ASSETS or bquote in DISALLOWED_ASSETS:
continue
# Before choosing make sure that at the selected timestamp both of
# the pair assets exist (had a price)
if not assets_exist_at_time(base, quote, timestamp, price_query):
continue
found = True
break
if not found:
raise ValueError('Could not find a pair to trade with the current funds')
return trade_pair_from_assets(base, quote)
def kraken_to_world_pair(pair: str) -> TradePair:
"""Turns a pair from kraken to our pair type
Can throw:
- UknownAsset if one of the assets of the pair are not known
- DeserializationError if one of the assets is not a sting
- UnprocessableTradePair if the pair can't be processed and
split into its base/quote assets
"""
# handle dark pool pairs
if pair[-2:] == '.d':
pair = pair[:-2]
if len(pair) == 6 and pair[0:3] in ('EUR', 'USD', 'AUD'):
# This is for the FIAT to FIAT pairs that kraken introduced
base_asset_str = pair[0:3]
quote_asset_str = pair[3:]
elif pair == 'ETHDAI':
return trade_pair_from_assets(base=A_ETH, quote=A_DAI)
elif pair == 'ETH2.SETH':
return trade_pair_from_assets(base=A_ETH2, quote=A_ETH)
elif pair[0:2] in KRAKEN_TO_WORLD:
base_asset_str = pair[0:2]
quote_asset_str = pair[2:]
elif pair[0:3] in KRAKEN_TO_WORLD:
base_asset_str = pair[0:3]
quote_asset_str = pair[3:]
elif pair[0:3] in ('XBT', 'ETH', 'XDG', 'LTC', 'XRP'):
# Some assets can have the 'X' prefix omitted for some pairs
base_asset_str = pair[0:3]
quote_asset_str = pair[3:]
elif pair[0:4] in KRAKEN_TO_WORLD:
base_asset_str = pair[0:4]
quote_asset_str = pair[4:]
elif pair[0:5] in KRAKEN_TO_WORLD:
base_asset_str = pair[0:5]
quote_asset_str = pair[5:]
else:
raise UnprocessableTradePair(pair)
base_asset = asset_from_kraken(base_asset_str)
quote_asset = asset_from_kraken(quote_asset_str)
return trade_pair_from_assets(base_asset, quote_asset)
def kraken_to_world_pair(pair: str) -> TradePair:
"""Turns a pair from kraken to our pair type
Can throw:
- UknownAsset if one of the assets of the pair are not known
- UnprocessableKrakenPair if the pair can't be processed and
split into its base/quote assets
"""
# handle dark pool pairs
if pair[-2:] == '.d':
pair = pair[:-2]
if pair == 'ETHDAI':
return trade_pair_from_assets(base=A_ETH, quote=A_DAI)
elif pair[0:2] in KRAKEN_TO_WORLD:
base_asset_str = pair[0:2]
quote_asset_str = pair[2:]
elif pair[0:3] in KRAKEN_TO_WORLD:
base_asset_str = pair[0:3]
quote_asset_str = pair[3:]
elif pair[0:3] in ('XBT', 'ETH', 'XDG'):
# Some assets can have the 'X' prefix omitted for some pairs
base_asset_str = pair[0:3]
quote_asset_str = pair[3:]
elif pair[0:4] in KRAKEN_TO_WORLD:
base_asset_str = pair[0:4]
quote_asset_str = pair[4:]
elif pair[0:5] in KRAKEN_TO_WORLD:
base_asset_str = pair[0:5]
quote_asset_str = pair[5:]
else:
raise UnprocessableTradePair(pair)
base_asset = asset_from_kraken(base_asset_str)
quote_asset = asset_from_kraken(quote_asset_str)
return trade_pair_from_assets(base_asset, quote_asset)
def bittrex_pair_to_world(given_pair: str) -> TradePair:
"""
Turns a pair written in the bittrex way to Rotkehlchen way
Throws:
- UnsupportedAsset due to asset_from_bittrex()
- UnprocessableTradePair if the pair can't be split into its parts
"""
if not isinstance(given_pair, str):
raise DeserializationError(
f'Could not deserialize bittrex trade pair. Expected a string '
f'but found {type(given_pair)}', )
pair = TradePair(given_pair.replace('-', '_'))
base_currency = asset_from_bittrex(get_pair_position_str(pair, 'first'))
quote_currency = asset_from_bittrex(get_pair_position_str(pair, 'second'))
# Since in Bittrex the base currency is the cost currency, iow in Bittrex
# for BTC_ETH we buy ETH with BTC and sell ETH for BTC, we need to turn it
# into the Rotkehlchen way which is following the base/quote approach.
pair = trade_pair_from_assets(quote_currency, base_currency)
return pair
def trade_from_binance(
binance_trade: Dict,
binance_symbols_to_pair: Dict[str, BinancePair],
) -> Trade:
"""Turn a binance trade returned from trade history to our common trade
history format
From the official binance api docs (01/09/18):
https://github.com/binance-exchange/binance-official-api-docs/blob/62ff32d27bb32d9cc74d63d547c286bb3c9707ef/rest-api.md#terminology
base asset refers to the asset that is the quantity of a symbol.
quote asset refers to the asset that is the price of a symbol.
Throws:
- UnsupportedAsset due to asset_from_binance
- DeserializationError due to unexpected format of dict entries
- KeyError due to dict entries missing an expected entry
"""
amount = deserialize_asset_amount(binance_trade['qty'])
rate = deserialize_price(binance_trade['price'])
if binance_trade['symbol'] not in binance_symbols_to_pair:
raise DeserializationError(
f'Error reading a binance trade. Could not find '
f'{binance_trade["symbol"]} in binance_symbols_to_pair',
)
binance_pair = binance_symbols_to_pair[binance_trade['symbol']]
timestamp = deserialize_timestamp_from_binance(binance_trade['time'])
base_asset = asset_from_binance(binance_pair.binance_base_asset)
quote_asset = asset_from_binance(binance_pair.binance_quote_asset)
if binance_trade['isBuyer']:
order_type = TradeType.BUY
# e.g. in RDNETH we buy RDN by paying ETH
else:
order_type = TradeType.SELL
fee_currency = asset_from_binance(binance_trade['commissionAsset'])
fee = deserialize_fee(binance_trade['commission'])
log.debug(
'Processing binance Trade',
sensitive_log=True,
amount=amount,
rate=rate,
timestamp=timestamp,
pair=binance_trade['symbol'],
base_asset=base_asset,
quote=quote_asset,
order_type=order_type,
commision_asset=binance_trade['commissionAsset'],
fee=fee,
)
return Trade(
timestamp=timestamp,
location=Location.BINANCE,
pair=trade_pair_from_assets(base_asset, quote_asset),
trade_type=order_type,
amount=amount,
rate=rate,
fee=fee,
fee_currency=fee_currency,
link=str(binance_trade['id']),
)
def trade_from_poloniex(poloniex_trade: Dict[str, Any], pair: TradePair) -> Trade:
"""Turn a poloniex trade returned from poloniex trade history to our common trade
history format
Throws:
- UnsupportedAsset due to asset_from_poloniex()
- DeserializationError due to the data being in unexpected format
- UnprocessableTradePair due to the pair data being in an unexpected format
"""
try:
trade_type = deserialize_trade_type(poloniex_trade['type'])
amount = deserialize_asset_amount(poloniex_trade['amount'])
rate = deserialize_price(poloniex_trade['rate'])
perc_fee = deserialize_fee(poloniex_trade['fee'])
base_currency = asset_from_poloniex(get_pair_position_str(pair, 'first'))
quote_currency = asset_from_poloniex(get_pair_position_str(pair, 'second'))
timestamp = deserialize_timestamp_from_poloniex_date(poloniex_trade['date'])
except KeyError as e:
raise DeserializationError(
f'Poloniex trade deserialization error. Missing key entry for {str(e)} in trade dict',
)
cost = rate * amount
if trade_type == TradeType.BUY:
fee = Fee(amount * perc_fee)
fee_currency = quote_currency
elif trade_type == TradeType.SELL:
fee = Fee(cost * perc_fee)
fee_currency = base_currency
else:
raise DeserializationError(f'Got unexpected trade type "{trade_type}" for poloniex trade')
if poloniex_trade['category'] == 'settlement':
if trade_type == TradeType.BUY:
trade_type = TradeType.SETTLEMENT_BUY
else:
trade_type = TradeType.SETTLEMENT_SELL
log.debug(
'Processing poloniex Trade',
sensitive_log=True,
timestamp=timestamp,
order_type=trade_type,
pair=pair,
base_currency=base_currency,
quote_currency=quote_currency,
amount=amount,
fee=fee,
rate=rate,
)
# Use the converted assets in our pair
pair = trade_pair_from_assets(base_currency, quote_currency)
# Since in Poloniex the base currency is the cost currency, iow in poloniex
# for BTC_ETH we buy ETH with BTC and sell ETH for BTC, we need to turn it
# into the Rotkehlchen way which is following the base/quote approach.
pair = invert_pair(pair)
return Trade(
timestamp=timestamp,
location=Location.POLONIEX,
pair=pair,
trade_type=trade_type,
amount=amount,
rate=rate,
fee=fee,
fee_currency=fee_currency,
link=str(poloniex_trade['globalTradeID']),
)
def test_trade_pair_from_assets():
pair = trade_pair_from_assets(A_BTC, A_EUR)
assert pair == TradePair('BTC_EUR')
