Exemple #1
0
    def get_markets(self) -> List[Exchange.Market]:
        try:
            markets: dict = self._api.get_exchange_info()
        except (BinanceAPIException, BinanceRequestException) as e:
            if isinstance(e, BinanceAPIException):
                # TODO: Raise an exception when rate limited. Probably overkill
                # because it's unlikely over 1200 requests will be sent per
                # minute.
                if e.status_code == 429:
                    self._log.error("Being rate limited.")
                elif e.status_code == 418:
                    self._log.error("IP banned for violation of rate limits.")

            self._log.error("Markets could not be retrieved.")
            return []

        markets = markets["symbols"]
        self._log.debug(f"Retrieved {len(markets)} markets.")

        # TODO: Filter out inactive markets (m["status"] != "TRADING")
        return list(
            map(
                lambda m: Exchange.Market(
                    m["symbol"],
                    Exchange.Currency(m["baseAsset"], None, m[
                        "baseAssetPrecision"]),
                    Exchange.Currency(m["quoteAsset"], None, m[
                        "quotePrecision"]), self._get_step_size(m["filters"])),
                markets))
Exemple #2
0
def get_markets(currency: Exchange.Currency) -> \
        DefaultDict[str, List[Exchange.Market]]:
    g.log.debug(f"Getting markets for base currency {currency.symbol}.")
    quotes: Tuple[str] = tuple(g.config["order"]["quote_currencies"].keys())
    cases: str = "\n".join(f"when '{ex}' then {i}"
                           for i, ex in enumerate(quotes))

    g.db.cursor.execute(
        f"""
        select 
            e.name,
            em.name,
            m.base,
            (select precision 
             from currencies 
             where symbol = m.base 
             limit 1) base_prec,
            m.quote,
            (select precision 
             from currencies 
             where symbol = m.base 
             limit 1) quote_prec,
            m.step
        from markets m
        join exchange_markets em
                on m.id = em.market_id
        join exchanges e
                on em.exchange_id = e.id
        where
            base = upper(?) and
            lower(quote) in ({", ".join(["?"] * len(quotes))})
        order by
            e.name,
            case lower(m.quote)
                {cases}
            end
    """, (currency.symbol, ) + quotes)

    results: List[Tuple[str, str, str, int, str, int,
                        Union[str, None]]] = g.db.cursor.fetchall()
    markets: DefaultDict[str, List[Exchange.Market]] = defaultdict(list)
    g.log.debug(f"Retrieved {len(results)} markets.")

    for ex, market, base, base_prec, quote, quote_prec, step in results:
        markets[ex].append(
            Exchange.Market(market, Exchange.Currency(base, None, base_prec),
                            Exchange.Currency(quote, None, quote_prec),
                            Decimal(step) if step else None))

    return markets
Exemple #3
0
    def get_markets(self) -> List[Exchange.Market]:
        markets: dict = self._api.get_markets()

        if not markets["success"]:
            self._log.error("Markets could not be retrieved: "
                            f"{markets['message']}")
            return []

        markets = markets["result"]
        self._log.debug(f"Retrieved {len(markets)} markets.")

        # TODO: Filter out inactive markets (not m["IsActive"])?
        return list(map(lambda m: Exchange.Market(
                            m["MarketName"],
                            Exchange.Currency(
                                    m["MarketCurrency"],
                                    m["MarketCurrencyLong"],
                                    None),
                            Exchange.Currency(
                                    m["BaseCurrency"],
                                    m["BaseCurrencyLong"],
                                    None),
                            None),
                        markets))