Esempio n. 1
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def parse_exchange_ids(exchange_list):
    ids_list = [x.strip() for x in exchange_list.split(',') if x.strip()]

    exchanges_ids = []
    for exchange_name in ids_list:
        new_exchange_id = get_exchange_id_by_name(exchange_name)
        if new_exchange_id in EXCHANGE.values():
            exchanges_ids.append(new_exchange_id)
        else:
            log_wrong_exchange_id(new_exchange_id)

            assert new_exchange_id in EXCHANGE.values()

    return exchanges_ids
Esempio n. 2
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def dummy_order_state_init():
    order_state_by_exchange = {}

    for exchange_id in EXCHANGE.values():
        order_state_by_exchange[exchange_id] = None

    return order_state_by_exchange
Esempio n. 3
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def load_keys(path):
    """
    :param path: full path to folder with public keys, each key should be named as corresponding exchange
    :return:
    """

    global access_keys

    for exchange_id in EXCHANGE.values():
        exchange_name = get_exchange_name_by_id(exchange_id)
        key = ExchangeKey.from_file(path, exchange_name)
        access_keys[exchange_id] = key
Esempio n. 4
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def dummy_balance_init(timest, default_volume, default_available_volume):
    balance = {}

    total_balance = {}
    available_balance = {}

    for currency_id in ARBITRAGE_CURRENCY:
        total_balance[currency_id] = default_volume

    for currency_id in ARBITRAGE_CURRENCY:
        available_balance[currency_id] = default_available_volume

    for exchange_id in EXCHANGE.values():
        balance[exchange_id] = Balance(exchange_id, timest, available_balance, total_balance)

    return BalanceState(balance)
Esempio n. 5
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def get_history_speedup(date_start, date_end, processor):

    history_async_requests = []

    for exchange_id in EXCHANGE.values():
        if exchange_id == EXCHANGE.KRAKEN:
            continue
        for pair_id in CURRENCY_PAIR.values():

            pair_name = get_currency_pair_name_by_exchange_id(pair_id, exchange_id)
            if pair_name:
                method_for_url = get_history_url_by_exchange_id(exchange_id)
                request_url = method_for_url(pair_name, date_start, date_end)
                constructor = get_history_constructor_by_exchange_id(exchange_id)

                history_async_requests.append(WorkUnit(request_url, constructor, pair_name, date_end))

    return processor.process_async_get(history_async_requests, HTTP_TIMEOUT_SECONDS)
Esempio n. 6
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def get_order_book_speedup(date_end, processor):

    order_book_async_requests = []

    for exchange_id in EXCHANGE.values():
        for pair_id in CURRENCY_PAIR.values():

            pair_name = get_currency_pair_name_by_exchange_id(
                pair_id, exchange_id)
            if pair_name:
                method_for_url = get_order_book_url_by_exchange_id(exchange_id)
                request_url = method_for_url(pair_name)
                constructor = get_order_book_constructor_by_exchange_id(
                    exchange_id)

                order_book_async_requests.append(
                    WorkUnit(request_url, constructor, pair_name, date_end))

    return processor.process_async_get(order_book_async_requests,
                                       HTTP_TIMEOUT_SECONDS)
Esempio n. 7
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    def __init__(self,
                 logging_level_id=LOG_ALL_DEBUG,
                 log_folder=LOGS_FOLDER,
                 key_path=API_KEY_PATH,
                 cache_host=CACHE_HOST,
                 cache_port=CACHE_PORT,
                 db_host=DB_HOST,
                 db_port=DB_PORT,
                 db_name=DB_NAME,
                 exchanges_ids=None):

        #           Logging

        self.logging_level_id = logging_level_id
        self.logging_level_name = get_debug_level_name_by_id(
            self.logging_level_id)
        self.log_folder = log_folder

        #           Keys

        self.key_path = key_path

        #           Cache - Redis so far

        self.cache_host = cache_host
        self.cache_port = cache_port

        #           Postgres
        self.db_host = db_host
        self.db_port = db_port
        self.db_name = db_name

        #           Exchanges
        if not exchanges_ids:
            self.exchanges = EXCHANGE.values()
        else:
            self.exchanges = exchanges_ids