async def create_exchanges(self):
if not self.is_simulated:
# create REST based on ccxt exchange
self.exchange = RESTExchange(self.config, self.exchange_type, self)
await self.exchange.initialize()
self._load_constants()
# create Websocket exchange if possible
if not self.rest_only and self.check_web_socket_config(self.exchange.get_name()):
for socket_manager in AbstractWebSocket.__subclasses__():
# add websocket exchange if available
if socket_manager.get_name() == self.exchange.get_name():
self.exchange_web_socket = socket_manager.get_websocket_client(self.config, self)
# init websocket
self.exchange_web_socket.init_web_sockets(self.get_config_time_frame(), self.get_traded_pairs())
# start the websocket
self.exchange_web_socket.start_sockets()
# if simulated : create exchange simulator instance
else:
self.exchange = ExchangeSimulator(self.config, self.exchange_type, self)
self.exchange_dispatcher = ExchangeDispatcher(self.config, self.exchange_type,
self.exchange, self.exchange_web_socket)
self.is_ready = True
class ExchangeManager(Initializable):
WEB_SOCKET_RESET_MIN_INTERVAL = 15
def __init__(self, config, exchange_type, is_simulated=False, rest_only=False, ignore_config=False):
super().__init__()
self.config = config
self.exchange_type = exchange_type
self.rest_only = rest_only
self.ignore_config = ignore_config
self.logger = get_logger(self.__class__.__name__)
self.is_ready = False
self.is_simulated = is_simulated
self.exchange = None
self.exchange_web_socket = None
self.exchange_dispatcher = None
self.trader = None
self.last_web_socket_reset = None
self.client_symbols = []
self.client_time_frames = {}
self.traded_pairs = []
self.time_frames = []
async def initialize_impl(self):
await self.create_exchanges()
def register_trader(self, trader):
self.trader = trader
def get_trader(self):
return self.trader
def _load_constants(self):
self._load_config_symbols_and_time_frames()
self._set_config_time_frame()
self._set_config_traded_pairs()
def websocket_available(self):
return self.exchange_web_socket
def need_user_stream(self):
return self.config[CONFIG_TRADER][CONFIG_ENABLED_OPTION]
async def create_exchanges(self):
if not self.is_simulated:
# create REST based on ccxt exchange
self.exchange = RESTExchange(self.config, self.exchange_type, self)
await self.exchange.initialize()
self._load_constants()
# create Websocket exchange if possible
if not self.rest_only and self.check_web_socket_config(self.exchange.get_name()):
for socket_manager in AbstractWebSocket.__subclasses__():
# add websocket exchange if available
if socket_manager.get_name() == self.exchange.get_name():
self.exchange_web_socket = socket_manager.get_websocket_client(self.config, self)
# init websocket
self.exchange_web_socket.init_web_sockets(self.get_config_time_frame(), self.get_traded_pairs())
# start the websocket
self.exchange_web_socket.start_sockets()
# if simulated : create exchange simulator instance
else:
self.exchange = ExchangeSimulator(self.config, self.exchange_type, self)
self.exchange_dispatcher = ExchangeDispatcher(self.config, self.exchange_type,
self.exchange, self.exchange_web_socket)
self.is_ready = True
def did_not_just_try_to_reset_web_socket(self):
if self.last_web_socket_reset is None:
return True
else:
return time.time() - self.last_web_socket_reset > self.WEB_SOCKET_RESET_MIN_INTERVAL
def reset_websocket_exchange(self):
if self.exchange_web_socket and self.did_not_just_try_to_reset_web_socket():
# set web socket reset time
self.last_web_socket_reset = time.time()
# clear databases
self.exchange_dispatcher.reset_symbols_data()
self.exchange_dispatcher.reset_exchange_personal_data()
# close and restart websockets
self.exchange_web_socket.close_and_restart_sockets()
# databases will be filled at the next calls similarly to bot startup process
# should be used only in specific case
def get_ccxt_exchange(self):
return self.exchange
def get_exchange(self):
return self.exchange_dispatcher
# Exchange configuration functions
def check_config(self, exchange_name):
if CONFIG_EXCHANGE_KEY not in self.config[CONFIG_EXCHANGES][exchange_name] \
or CONFIG_EXCHANGE_SECRET not in self.config[CONFIG_EXCHANGES][exchange_name]:
return False
else:
return True
def force_disable_web_socket(self, exchange_name):
return CONFIG_EXCHANGE_WEB_SOCKET in self.config[CONFIG_EXCHANGES][exchange_name] \
and not self.config[CONFIG_EXCHANGES][exchange_name][CONFIG_EXCHANGE_WEB_SOCKET]
def check_web_socket_config(self, exchange_name):
return self.check_config(exchange_name) and not self.force_disable_web_socket(exchange_name)
def enabled(self):
# if we can get candlestick data
if self.is_simulated or self.exchange.get_name() in self.config[CONFIG_EXCHANGES]:
return True
else:
self.logger.warning(f"Exchange {self.exchange.get_name()} is currently disabled")
return False
def get_exchange_symbol_id(self, symbol, with_fixer=False):
return self.exchange.get_market_status(symbol, with_fixer=with_fixer)["id"]
def _set_config_time_frame(self):
for time_frame in TimeFrameManager.get_config_time_frame(self.config):
if self.time_frame_exists(time_frame.value):
self.time_frames.append(time_frame)
# add shortest timeframe for realtime evaluators
client_shortest_time_frame = TimeFrameManager.find_min_time_frame(
self.client_time_frames[CONFIG_WILDCARD], MIN_EVAL_TIME_FRAME)
if client_shortest_time_frame not in self.time_frames:
self.time_frames.append(client_shortest_time_frame)
def get_config_time_frame(self):
return self.time_frames
def _set_config_traded_pairs(self):
for cryptocurrency in self.config[CONFIG_CRYPTO_CURRENCIES]:
for symbol in self.config[CONFIG_CRYPTO_CURRENCIES][cryptocurrency][CONFIG_CRYPTO_PAIRS]:
if self.symbol_exists(symbol):
self.traded_pairs.append(symbol)
def get_traded_pairs(self):
return self.traded_pairs
def _load_config_symbols_and_time_frames(self):
client = self.exchange.get_client()
if client:
self.client_symbols = client.symbols
self.client_time_frames[CONFIG_WILDCARD] = client.timeframes if hasattr(client, "timeframes") else {}
else:
self.logger.error("Failed to load client from REST exchange")
self._raise_exchange_load_error()
def symbol_exists(self, symbol):
if self.client_symbols is None:
self.logger.error(f"Failed to load available symbols from REST exchange, impossible to check if "
f"{symbol} exists on {self.exchange.get_name()}")
return False
return symbol in self.client_symbols
def time_frame_exists(self, time_frame, symbol=None):
if CONFIG_WILDCARD in self.client_time_frames or symbol is None:
return time_frame in self.client_time_frames[CONFIG_WILDCARD]
else:
# should only happen in backtesting (or with an exchange with different timeframes per symbol)
return time_frame in self.client_time_frames[symbol]
def get_client_symbols(self):
return self.client_symbols
def get_client_timeframes(self):
return self.client_time_frames
def get_rate_limit(self):
return self.exchange_type.rateLimit / 1000
# Getters
def get_is_simulated(self):
return self.is_simulated
def get_symbol_data(self, symbol):
return self.get_exchange().get_symbol_data(symbol)
def get_symbol_available_time_frames(self, symbol):
return self.get_exchange().get_symbol_data(symbol).get_available_time_frames()
def get_personal_data(self):
return self.get_exchange().get_exchange_personal_data()
@staticmethod
def need_to_uniformize_timestamp(timestamp):
return not is_valid_timestamp(timestamp)
def uniformize_candles_if_necessary(self, candle_or_candles):
if candle_or_candles:
if isinstance(candle_or_candles[0], list):
if self.need_to_uniformize_timestamp(candle_or_candles[0][PriceIndexes.IND_PRICE_TIME.value]):
self._uniformize_candles_timestamps(candle_or_candles)
else:
if self.need_to_uniformize_timestamp(candle_or_candles[PriceIndexes.IND_PRICE_TIME.value]):
self._uniformize_candle_timestamps(candle_or_candles)
def _uniformize_candles_timestamps(self, candles):
for candle in candles:
self._uniformize_candle_timestamps(candle)
def _uniformize_candle_timestamps(self, candle):
candle[PriceIndexes.IND_PRICE_TIME.value] = \
self.exchange_dispatcher.get_uniform_timestamp(candle[PriceIndexes.IND_PRICE_TIME.value])
# Exceptions
def _raise_exchange_load_error(self):
raise Exception(f"{self.exchange} - Failed to load exchange instances")
def get_exchange_name(self):
return self.exchange_type.__name__
def should_decrypt_token(self, logger):
if ConfigManager.has_invalid_default_config_value(
self.config[CONFIG_EXCHANGES][self.get_exchange_name()][CONFIG_EXCHANGE_KEY],
self.config[CONFIG_EXCHANGES][self.get_exchange_name()][CONFIG_EXCHANGE_SECRET]):
logger.warning("Exchange configuration tokens are not set yet, to use OctoBot's real trader's features, "
"please enter your api tokens in exchange configuration")
return False
return True
@staticmethod
def handle_token_error(error, logger):
logger.error(f"Exchange configuration tokens are invalid : please check your configuration ! "
f"({error.__class__.__name__})")
class ExchangeManager:
def __init__(self, config, exchange_type, is_simulated=False):
self.config = config
self.exchange_type = exchange_type
self.logger = logging.getLogger(self.__class__.__name__)
self.is_ready = False
self.is_simulated = is_simulated
self.exchange = None
self.exchange_web_socket = None
self.exchange_dispatcher = None
self.client_symbols = []
self.client_time_frames = []
self.traded_pairs = []
self.time_frames = []
self.create_exchanges()
def _load_constants(self):
self._load_config_symbols_and_time_frames()
self._set_config_time_frame()
self._set_config_traded_pairs()
def websocket_available(self):
return self.exchange_web_socket
def create_exchanges(self):
if not self.is_simulated:
# create REST based on ccxt exchange
self.exchange = RESTExchange(self.config, self.exchange_type, self)
self._load_constants()
# create Websocket exchange if possible
if self.check_web_socket_config(self.exchange.get_name()):
for socket_manager in AbstractWebSocket.__subclasses__():
if socket_manager.get_name() == self.exchange.get_name():
self.exchange_web_socket = socket_manager.get_websocket_client(self.config, self)
# init websocket
self.exchange_web_socket.init_web_sockets(self.get_config_time_frame(), self.get_traded_pairs())
# start the websocket
self.exchange_web_socket.start_sockets()
# if simulated : create exchange simulator instance
else:
self.exchange = ExchangeSimulator(self.config, self.exchange_type, self)
self.exchange_dispatcher = ExchangeDispatcher(self.config, self.exchange_type,
self.exchange, self.exchange_web_socket)
self.is_ready = True
# should be used only in specific case
def get_ccxt_exchange(self):
return self.exchange
def get_exchange(self):
return self.exchange_dispatcher
# Exchange configuration functions
def check_config(self, exchange_name):
if CONFIG_EXCHANGE_KEY not in self.config[CONFIG_EXCHANGES][exchange_name] \
or CONFIG_EXCHANGE_SECRET not in self.config[CONFIG_EXCHANGES][exchange_name]:
return False
else:
return True
def check_web_socket_config(self, exchange_name):
return self.check_config(exchange_name) \
and CONFIG_EXCHANGE_WEB_SOCKET in self.config[CONFIG_EXCHANGES][exchange_name] \
and self.config[CONFIG_EXCHANGES][exchange_name][CONFIG_EXCHANGE_WEB_SOCKET]
def enabled(self):
# if we can get candlestick data
if self.is_simulated or self.exchange.get_name() in self.config[CONFIG_EXCHANGES]:
return True
else:
self.logger.warning("Exchange {0} is currently disabled".format(self.exchange.get_name()))
return False
def _set_config_time_frame(self):
for time_frame in TimeFrameManager.get_config_time_frame(self.config):
if self.time_frame_exists(time_frame.value):
self.time_frames.append(time_frame)
# add shortest timeframe for realtime evaluators
client_shortest_time_frame = TimeFrameManager.find_min_time_frame(self.client_time_frames, MIN_EVAL_TIME_FRAME)
if client_shortest_time_frame not in self.time_frames:
self.time_frames.append(client_shortest_time_frame)
def get_config_time_frame(self):
return self.time_frames
def _set_config_traded_pairs(self):
for cryptocurrency in self.config[CONFIG_CRYPTO_CURRENCIES]:
for symbol in self.config[CONFIG_CRYPTO_CURRENCIES][cryptocurrency][CONFIG_CRYPTO_PAIRS]:
if self.symbol_exists(symbol):
self.traded_pairs.append(symbol)
def get_traded_pairs(self):
return self.traded_pairs
def _load_config_symbols_and_time_frames(self):
client = self.exchange.get_client()
if client:
self.client_symbols = client.symbols
self.client_time_frames = client.timeframes
else:
self.logger.error("Failed to load client from REST exchange")
self._raise_exchange_load_error()
def symbol_exists(self, symbol):
return symbol in self.client_symbols
def time_frame_exists(self, time_frame):
return time_frame in self.client_time_frames
def get_client_symbols(self):
return self.client_symbols
def get_client_timeframes(self):
return self.client_time_frames
def get_rate_limit(self):
return self.exchange_type.rateLimit / 1000
# Getters
def get_is_simulated(self):
return self.is_simulated
def get_symbol_data(self, symbol):
return self.get_exchange().get_symbol_data(symbol)
def get_personal_data(self):
return self.get_exchange().get_exchange_personal_data()
# Exceptions
def _raise_exchange_load_error(self):
raise Exception("{0} - Failed to load exchange instances".format(self.exchange))