def deserialize_trade(data: Dict[str, Any]) -> Trade:
"""
Takes a dict trade representation of our common trade format and serializes
it into the Trade object
May raise:
- UnknownAsset: If the fee_currency string is not a known asset
- DeserializationError: If any of the trade dict entries is not as expected
"""
pair = data['pair']
rate = deserialize_price(data['rate'])
amount = deserialize_asset_amount(data['amount'])
trade_type = deserialize_trade_type(data['trade_type'])
trade_link = ''
if 'link' in data:
trade_link = data['link']
trade_notes = ''
if 'notes' in data:
trade_notes = data['notes']
return Trade(
timestamp=data['timestamp'],
location=data['location'],
pair=pair,
trade_type=trade_type,
amount=amount,
rate=rate,
fee=deserialize_fee(data['fee']),
fee_currency=Asset(data['fee_currency']),
link=trade_link,
notes=trade_notes,
)
def process_polo_loans(
msg_aggregator: MessagesAggregator,
data: List[Dict],
start_ts: Timestamp,
end_ts: Timestamp,
) -> List[Loan]:
"""Takes in the list of loans from poloniex as returned by the returnLendingHistory
api call, processes it and returns it into our loan format
"""
new_data = list()
for loan in reversed(data):
log.debug('processing poloniex loan', **make_sensitive(loan))
try:
close_time = deserialize_timestamp_from_poloniex_date(
loan['close'])
open_time = deserialize_timestamp_from_poloniex_date(loan['open'])
if open_time < start_ts:
continue
if close_time > end_ts:
continue
our_loan = Loan(
open_time=open_time,
close_time=close_time,
currency=asset_from_poloniex(loan['currency']),
fee=deserialize_fee(loan['fee']),
earned=deserialize_asset_amount(loan['earned']),
amount_lent=deserialize_asset_amount(loan['amount']),
)
except UnsupportedAsset as e:
msg_aggregator.add_warning(
f'Found poloniex loan with unsupported asset'
f' {e.asset_name}. Ignoring it.', )
continue
except UnknownAsset as e:
msg_aggregator.add_warning(
f'Found poloniex loan with unknown asset'
f' {e.asset_name}. Ignoring it.', )
continue
except (DeserializationError, KeyError) as e:
msg = str(e)
if isinstance(e, KeyError):
msg = f'Missing key entry for {msg}.'
msg_aggregator.add_error(
'Deserialization error while reading a poloniex loan. Check '
'logs for more details. Ignoring it.', )
log.error(
'Deserialization error while reading a poloniex loan',
loan=loan,
error=msg,
)
continue
new_data.append(our_loan)
new_data.sort(key=lambda loan: loan.open_time)
return new_data
def trade_from_kraken(kraken_trade: Dict[str, Any]) -> Trade:
"""Turn a kraken trade returned from kraken trade history to our common trade
history format
- Can raise UnknownAsset due to kraken_to_world_pair
- Can raise UnprocessableTradePair due to kraken_to_world_pair
- Can raise DeserializationError due to dict entries not being as expected
- Can raise KeyError due to dict entries missing an expected entry
"""
currency_pair = kraken_to_world_pair(kraken_trade['pair'])
quote_currency = get_pair_position_asset(currency_pair, 'second')
timestamp = deserialize_timestamp_from_kraken(kraken_trade['time'])
amount = deserialize_asset_amount(kraken_trade['vol'])
cost = deserialize_price(kraken_trade['cost'])
fee = deserialize_fee(kraken_trade['fee'])
order_type = deserialize_trade_type(kraken_trade['type'])
rate = deserialize_price(kraken_trade['price'])
if cost != amount * rate:
log.warning(
'cost ({cost}) != amount ({amount}) * rate ({rate}) for kraken trade'
)
log.debug(
'Processing kraken Trade',
sensitive_log=True,
timestamp=timestamp,
order_type=order_type,
kraken_pair=kraken_trade['pair'],
pair=currency_pair,
quote_currency=quote_currency,
amount=amount,
cost=cost,
fee=fee,
rate=rate,
)
return Trade(
timestamp=timestamp,
location='kraken',
pair=currency_pair,
trade_type=order_type,
amount=amount,
rate=rate,
fee=fee,
fee_currency=quote_currency,
)
def trade_from_bittrex(bittrex_trade: Dict[str, Any]) -> Trade:
"""Turn a bittrex trade returned from bittrex trade history to our common trade
history format
Throws:
- UnsupportedAsset due to bittrex_pair_to_world()
- DeserializationError due to unexpected format of dict entries
- KeyError due to dict entries missing an expected entry
"""
amount = (
deserialize_asset_amount(bittrex_trade['Quantity']) -
deserialize_asset_amount(bittrex_trade['QuantityRemaining'])
)
timestamp = deserialize_timestamp_from_bittrex_date(bittrex_trade['TimeStamp'])
rate = deserialize_price(bittrex_trade['PricePerUnit'])
order_type = deserialize_trade_type(bittrex_trade['OrderType'])
bittrex_price = deserialize_price(bittrex_trade['Price'])
fee = deserialize_fee(bittrex_trade['Commission'])
pair = bittrex_pair_to_world(bittrex_trade['Exchange'])
quote_currency = get_pair_position_asset(pair, 'second')
log.debug(
'Processing bittrex Trade',
sensitive_log=True,
amount=amount,
rate=rate,
order_type=order_type,
price=bittrex_price,
fee=fee,
bittrex_pair=bittrex_trade['Exchange'],
pair=pair,
)
return Trade(
timestamp=timestamp,
location='bittrex',
pair=pair,
trade_type=order_type,
amount=amount,
rate=rate,
fee=fee,
fee_currency=quote_currency,
)
def verify_otctrade_data(
data: ExternalTrade,
) -> Tuple[Optional[Trade], str]:
"""
Takes in the trade data dictionary, validates it and returns a trade instance
If there is an error it returns an error message in the second part of the tuple
"""
for field in otc_fields:
if field not in data:
return None, f'{field} was not provided'
if data[field] in ('', None) and field not in otc_optional_fields:
return None, f'{field} was empty'
if field in otc_numerical_fields and not is_number(data[field]):
return None, f'{field} should be a number'
# Satisfy mypy typing
assert isinstance(data['otc_pair'], str)
assert isinstance(data['otc_fee_currency'], str)
assert isinstance(data['otc_fee'], str)
pair = TradePair(data['otc_pair'])
try:
first = get_pair_position_asset(pair, 'first')
second = get_pair_position_asset(pair, 'second')
fee_currency = Asset(data['otc_fee_currency'])
except UnknownAsset as e:
return None, f'Provided asset {e.asset_name} is not known to Rotkehlchen'
try:
trade_type = deserialize_trade_type(str(data['otc_type']))
amount = deserialize_asset_amount(data['otc_amount'])
rate = deserialize_price(data['otc_rate'])
fee = deserialize_fee(data['otc_fee'])
except DeserializationError as e:
return None, f'Deserialization Error: {str(e)}'
try:
assert isinstance(data['otc_timestamp'], str)
timestamp = create_timestamp(data['otc_timestamp'], formatstr='%d/%m/%Y %H:%M')
except ValueError as e:
return None, f'Could not process the given datetime: {e}'
log.debug(
'Creating OTC trade data',
sensitive_log=True,
pair=pair,
trade_type=trade_type,
amount=amount,
rate=rate,
fee=fee,
fee_currency=fee_currency,
)
if data['otc_fee_currency'] not in (first, second):
return None, 'Trade fee currency should be one of the two in the currency pair'
if data['otc_type'] not in ('buy', 'sell'):
return None, 'Trade type can only be buy or sell'
trade = Trade(
timestamp=timestamp,
location='external',
pair=pair,
trade_type=trade_type,
amount=amount,
rate=rate,
fee=fee,
fee_currency=fee_currency,
link=str(data['otc_link']),
notes=str(data['otc_notes']),
)
return trade, ''
def query_deposits_withdrawals(
self,
start_ts: Timestamp,
end_ts: Timestamp,
end_at_least_ts: Timestamp,
) -> List[AssetMovement]:
with self.lock:
cache = self.check_trades_cache_dict(
start_ts,
end_at_least_ts,
special_name='deposits_withdrawals',
)
if cache is None:
result = self.returnDepositsWithdrawals(start_ts, end_ts)
with self.lock:
self.update_trades_cache(
result,
start_ts,
end_ts,
special_name='deposits_withdrawals',
)
else:
result = cache
log.debug(
'Poloniex deposits/withdrawal query',
results_num=len(result['withdrawals']) + len(result['deposits']),
)
movements = list()
for withdrawal in result['withdrawals']:
try:
movements.append(
AssetMovement(
exchange='poloniex',
category='withdrawal',
timestamp=deserialize_timestamp(
withdrawal['timestamp']),
asset=asset_from_poloniex(withdrawal['currency']),
amount=deserialize_asset_amount(withdrawal['amount']),
fee=deserialize_fee(withdrawal['fee']),
))
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found withdrawal of unsupported poloniex asset {e.asset_name}. Ignoring it.',
)
continue
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found withdrawal of unknown poloniex asset {e.asset_name}. Ignoring it.',
)
continue
except DeserializationError as e:
log.error(
f'Unexpected data encountered during deserialization of poloniex '
f'withdrawal: {withdrawal}. Error was: {str(e)}', )
self.msg_aggregator.add_warning(
f'Unexpected data encountered during deserialization of a poloniex '
f'withdrawal. Check logs for details and open a bug report.',
)
for deposit in result['deposits']:
try:
movements.append(
AssetMovement(
exchange='poloniex',
category='deposit',
timestamp=deserialize_timestamp(deposit['timestamp']),
asset=asset_from_poloniex(deposit['currency']),
amount=deserialize_asset_amount(FVal(
deposit['amount'])),
fee=Fee(ZERO),
))
except UnsupportedAsset as e:
self.msg_aggregator.add_warning(
f'Found deposit of unsupported poloniex asset {e.asset_name}. Ignoring it.',
)
continue
except UnknownAsset as e:
self.msg_aggregator.add_warning(
f'Found deposit of unknown poloniex asset {e.asset_name}. Ignoring it.',
)
continue
except DeserializationError as e:
log.error(
f'Unexpected data encountered during deserialization of poloniex '
f'deposit: {deposit}. Error was: {str(e)}', )
self.msg_aggregator.add_warning(
f'Unexpected data encountered during deserialization of a poloniex '
f'deposit. Check logs for details and open a bug report.',
)
return movements
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
"""
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 = amount * perc_fee
fee_currency = quote_currency
elif trade_type == TradeType.SELL:
fee = cost * perc_fee
fee_currency = base_currency
else:
raise ValueError(
'Got unexpected trade type "{}" for poloniex trade'.format(
trade_type))
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='poloniex',
pair=pair,
trade_type=trade_type,
amount=amount,
rate=rate,
fee=fee,
fee_currency=fee_currency,
)
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='binance',
pair=trade_pair_from_assets(base_asset, quote_asset),
trade_type=order_type,
amount=amount,
rate=rate,
fee=fee,
fee_currency=fee_currency,
)
