class ExchangeDispatcher(AbstractExchange):
def __init__(self, config, exchange_type, exchange, exchange_web_socket):
super().__init__(config, exchange_type)
self.exchange = exchange
self.exchange_web_socket = exchange_web_socket
self.symbols_data = None
self.resetting_web_socket = False
self.reset_symbols_data()
self.exchange_personal_data = ExchangePersonalData()
self.logger.info(
f"online with REST api {' and web socket api' if self.exchange_web_socket else ''}"
)
def reset_symbols_data(self):
self.symbols_data = {}
def reset_exchange_personal_data(self):
self.exchange_personal_data = ExchangePersonalData()
def _web_socket_available(self):
return self.exchange_web_socket
def is_web_socket_available(self):
if self._web_socket_available():
return True
else:
return False
def get_name(self):
return self.exchange.get_name()
def get_exchange_manager(self):
return self.exchange.get_exchange_manager()
def get_exchange(self):
return self.exchange
def get_exchange_personal_data(self):
return self.exchange_personal_data
def get_symbol_data(self, symbol):
if symbol not in self.symbols_data:
self.symbols_data[symbol] = SymbolData(symbol)
return self.symbols_data[symbol]
# total (free + used), by currency
def get_balance(self):
if not self._web_socket_available(
) or not self.exchange_personal_data.get_portfolio_is_initialized():
if not self.exchange_personal_data.get_portfolio_is_initialized():
self.exchange_personal_data.init_portfolio()
self.exchange.get_balance()
return self.exchange_personal_data.get_portfolio()
def get_symbol_prices(self,
symbol,
time_frame,
limit=None,
return_list=True):
symbol_data = self.get_symbol_data(symbol)
from_web_socket = False
if not self._web_socket_available(
) or not symbol_data.candles_are_initialized(time_frame):
self.exchange.get_symbol_prices(symbol=symbol,
time_frame=time_frame,
limit=limit)
else:
from_web_socket = True
symbol_prices = symbol_data.get_symbol_prices(time_frame, limit,
return_list)
if from_web_socket:
# web socket: ensure data are the most recent one otherwise restart web socket
if not symbol_data.ensure_data_validity(time_frame):
self._handle_web_socket_reset()
return self.get_symbol_prices(symbol, time_frame, limit,
return_list)
return symbol_prices
def _handle_web_socket_reset(self):
# first check if reset is not already running
if self.resetting_web_socket:
# if true: a reset is being processed in another thread, wait for it to be over and recall method
while self.resetting_web_socket:
time.sleep(0.01)
else:
self.resetting_web_socket = True
# otherwise: reset web socket and recall method
self.logger.warning(
"web socket seems to be disconnected, trying to restart it")
try:
self.get_exchange_manager().reset_websocket_exchange()
except Exception as e:
self.logger.error("Error when trying to restart web socket")
self.logger.exception(e)
finally:
self.resetting_web_socket = False
# return bid and asks on each side of the order book stack
# careful here => can be for binance limit > 100 has a 5 weight and > 500 a 10 weight !
def get_order_book(self, symbol, limit=50):
if not self._web_socket_available():
self.exchange.get_order_book(symbol, limit)
return self.get_symbol_data(symbol).get_symbol_order_book(limit)
def get_recent_trades(self, symbol, limit=50):
symbol_data = self.get_symbol_data(symbol)
if not self._web_socket_available(
) or not symbol_data.recent_trades_are_initialized():
if not self._web_socket_available() or \
(self._web_socket_available() and self.exchange_web_socket.handles_recent_trades()):
symbol_data.init_recent_trades()
self.exchange.get_recent_trades(symbol=symbol, limit=limit)
return symbol_data.get_symbol_recent_trades(limit)
# A price ticker contains statistics for a particular market/symbol for some period of time in recent past (24h)
def get_price_ticker(self, symbol):
symbol_data = self.get_symbol_data(symbol)
if not self._web_socket_available(
) or not symbol_data.price_ticker_is_initialized():
self.exchange.get_price_ticker(symbol=symbol)
return symbol_data.get_symbol_ticker()
def get_all_currencies_price_ticker(self):
return self.exchange.get_all_currencies_price_ticker()
def get_market_status(self, symbol):
return self.exchange.get_market_status(symbol)
# ORDERS
def get_order(self, order_id, symbol=None):
if not self._web_socket_available(
) or not self.exchange_personal_data.get_orders_are_initialized():
self.exchange.get_order(order_id, symbol=symbol)
return self.exchange_personal_data.get_order(order_id)
def get_all_orders(self, symbol=None, since=None, limit=None):
if not self._web_socket_available(
) or not self.exchange_personal_data.get_orders_are_initialized():
if not self.exchange_personal_data.get_orders_are_initialized():
self.exchange_personal_data.init_orders()
self.exchange.get_all_orders(symbol=symbol,
since=since,
limit=limit)
return self.exchange_personal_data.get_all_orders(symbol, since, limit)
def get_open_orders(self,
symbol=None,
since=None,
limit=None,
force_rest=False):
if not self._web_socket_available() \
or not self.exchange_personal_data.get_orders_are_initialized() \
or force_rest:
self.exchange.get_open_orders(symbol=symbol,
since=since,
limit=limit)
return self.exchange_personal_data.get_open_orders(
symbol, since, limit)
def get_closed_orders(self, symbol=None, since=None, limit=None):
if not self._web_socket_available(
) or not self.exchange_personal_data.get_orders_are_initialized():
self.exchange.get_closed_orders(symbol=symbol,
since=since,
limit=limit)
return self.exchange_personal_data.get_closed_orders(
symbol, since, limit)
def get_my_recent_trades(self, symbol=None, since=None, limit=None):
if not self._web_socket_available():
self.exchange.get_my_recent_trades(symbol=symbol,
since=since,
limit=limit)
return self.exchange_personal_data.get_my_recent_trades(symbol=symbol,
since=since,
limit=limit)
def cancel_order(self, order_id, symbol=None):
return self.exchange.cancel_order(symbol=symbol, order_id=order_id)
def create_order(self,
order_type,
symbol,
quantity,
price=None,
stop_price=None):
return self.exchange.create_order(symbol=symbol,
order_type=order_type,
quantity=quantity,
price=price,
stop_price=stop_price)
def stop(self):
if self._web_socket_available():
self.exchange_web_socket.stop_sockets()
def get_uniform_timestamp(self, timestamp):
return self.exchange.get_uniform_timestamp(timestamp)
# returns {
# 'type': takerOrMaker,
# 'currency': 'BTC', // the unified fee currency code
# 'rate': percentage, // the fee rate, 0.05% = 0.0005, 1% = 0.01, ...
# 'cost': feePaid, // the fee cost (amount * fee rate)
# }
def get_trade_fee(self, symbol, order_type, quantity, price):
return self.exchange.get_trade_fee(
symbol=symbol,
order_type=order_type,
quantity=quantity,
price=price,
)
# returns {
# "taker": taker_fee,
# "maker": maker_fee,
# "withdraw": withdraw_fee
# }
def get_fees(self, symbol):
return self.exchange.get_fees(symbol=symbol)
class ExchangeDispatcher(AbstractExchange):
def __init__(self, config, exchange_type, exchange, exchange_web_socket):
super().__init__(config, exchange_type)
self.exchange = exchange
self.exchange_web_socket = exchange_web_socket
self.symbols_data = None
self.resetting_web_socket = False
self.reset_symbols_data()
self.exchange_personal_data = ExchangePersonalData()
self.logger.info(
f"online with REST api{' and web socket api' if self.exchange_web_socket else ''}"
)
def reset_symbols_data(self):
self.symbols_data = {}
def reset_exchange_personal_data(self):
self.exchange_personal_data = ExchangePersonalData()
def _web_socket_available(self):
return self.exchange_web_socket
def is_web_socket_available(self) -> bool:
return self._web_socket_available()
def get_name(self):
return self.exchange.get_name()
def get_exchange_manager(self):
return self.exchange.get_exchange_manager()
def get_exchange(self):
return self.exchange
def get_exchange_personal_data(self):
return self.exchange_personal_data
# used to retry a specific method for a limited amount of attempts in case the expected exception occurs
async def execute_request_with_retry(self,
coroutine,
retry_count=DEFAULT_REST_RETRY_COUNT,
retry_exception=BaseError):
got_results = False
attempt = 0
# extract method name
method_name = coroutine.__qualname__.split(".")[-1]
# copy not to alter original coroutine
method_args = copy(coroutine.cr_frame.f_locals)
# need to remove self attr to be able to find method with getattr(self, ...)
# and then give it the original coroutine's arguements
method_args.pop("self")
result = None
while not got_results and attempt < retry_count:
try:
attempt += 1
if attempt == 1:
result = await coroutine
else:
# 2nd time or more: await a new identical coroutine (can't await the same coroutine twice)
result = await getattr(self, method_name)(**method_args)
got_results = True
except retry_exception as e:
if attempt < DEFAULT_REST_RETRY_COUNT:
sleeping_time = attempt * EXCHANGE_ERROR_SLEEPING_TIME
self.logger.warning(
f"Failed to execute: {method_name} ({e}) retrying in {sleeping_time} seconds."
)
# maybe just a short downtime, retry a bit later
await asyncio.sleep(sleeping_time)
else:
self.logger.error(
f"Failed to execute: {method_name} ({e}), after {retry_count} attempts."
)
# real problem: raise error
raise e
return result
def get_symbol_data(self, symbol):
if symbol not in self.symbols_data:
self.symbols_data[symbol] = SymbolData(symbol)
return self.symbols_data[symbol]
# total (free + used), by currency
async def get_balance(self):
if not self._web_socket_available(
) or not self.exchange_personal_data.get_portfolio_is_initialized():
if not self.exchange_personal_data.get_portfolio_is_initialized():
self.exchange_personal_data.init_portfolio()
await self.exchange.get_balance()
return self.exchange_personal_data.get_portfolio()
async def get_symbol_prices(self,
symbol,
time_frame,
limit=None,
return_list=True):
symbol_data = self.get_symbol_data(symbol)
from_web_socket = False
if not self._web_socket_available(
) or not symbol_data.candles_are_initialized(time_frame):
await self.exchange.get_symbol_prices(symbol=symbol,
time_frame=time_frame,
limit=limit)
else:
from_web_socket = True
symbol_prices = symbol_data.get_symbol_prices(time_frame, limit,
return_list)
if from_web_socket:
# web socket: ensure data are the most recent one otherwise restart web socket
if not symbol_data.ensure_data_validity(time_frame):
message = "Web socket seems to be disconnected, trying to restart it"
await self._handle_web_socket_reset(message)
return self.get_symbol_prices(symbol, time_frame, limit,
return_list)
return symbol_prices
async def reset_web_sockets_if_any(self):
if self._web_socket_available():
await self._handle_web_socket_reset("Resetting web sockets")
async def _handle_web_socket_reset(self, message):
# first check if reset is not already running
if self.resetting_web_socket:
# if true: a reset is being processed in another task, wait for it to be over and recall method
while self.resetting_web_socket:
await asyncio.sleep(0.01)
else:
self.resetting_web_socket = True
# otherwise: reset web socket and recall method
self.logger.warning(message)
try:
self.get_exchange_manager().reset_websocket_exchange()
except Exception as e:
self.logger.error("Error when trying to restart web socket")
self.logger.exception(e)
finally:
self.resetting_web_socket = False
# return bid and asks on each side of the order book stack
# careful here => can be for binance limit > 100 has a 5 weight and > 500 a 10 weight !
async def get_order_book(self, symbol, limit=50):
symbol_data = self.get_symbol_data(symbol)
if not self._web_socket_available(
) or not symbol_data.order_book_is_initialized():
if not self._web_socket_available() or \
(self._web_socket_available() and self.exchange_web_socket.handles_order_book()):
symbol_data.init_order_book()
await self.exchange.get_order_book(symbol=symbol, limit=limit)
return symbol_data.get_symbol_order_book()
async def get_recent_trades(self, symbol, limit=50):
symbol_data = self.get_symbol_data(symbol)
if not self._web_socket_available(
) or not symbol_data.recent_trades_are_initialized():
if not self._web_socket_available() or \
(self._web_socket_available() and self.exchange_web_socket.handles_recent_trades()):
symbol_data.init_recent_trades()
await self.exchange.get_recent_trades(symbol=symbol, limit=limit)
return symbol_data.get_symbol_recent_trades()
# A price ticker contains statistics for a particular market/symbol for some period of time in recent past (24h)
async def get_price_ticker(self, symbol):
symbol_data = self.get_symbol_data(symbol)
if not self._web_socket_available(
) or not symbol_data.price_ticker_is_initialized():
await self.exchange.get_price_ticker(symbol=symbol)
return symbol_data.get_symbol_ticker()
async def get_all_currencies_price_ticker(self):
return await self.exchange.get_all_currencies_price_ticker()
def get_market_status(self, symbol, price_example=None, with_fixer=True):
return self.exchange.get_market_status(symbol, price_example,
with_fixer)
# ORDERS
async def get_order(self, order_id, symbol=None):
if not self._web_socket_available() \
or not self.exchange_personal_data.get_orders_are_initialized()\
or not self.exchange_personal_data.has_order(order_id):
await self.exchange.get_order(order_id, symbol=symbol)
if self.exchange_personal_data.has_order(order_id):
return self.exchange_personal_data.get_order(order_id)
else:
raise MissingOrderException(order_id)
async def get_all_orders(self, symbol=None, since=None, limit=None):
if not self._web_socket_available(
) or not self.exchange_personal_data.get_orders_are_initialized():
if not self.exchange_personal_data.get_orders_are_initialized():
self.exchange_personal_data.init_orders()
await self.exchange.get_all_orders(symbol=symbol,
since=since,
limit=limit)
return self.exchange_personal_data.get_all_orders(symbol, since, limit)
async def get_open_orders(self,
symbol=None,
since=None,
limit=None,
force_rest=False):
if not self._web_socket_available() \
or not self.exchange_personal_data.get_orders_are_initialized() \
or force_rest:
await self.exchange.get_open_orders(symbol=symbol,
since=since,
limit=limit)
return self.exchange_personal_data.get_open_orders(
symbol, since, limit)
async def get_closed_orders(self, symbol=None, since=None, limit=None):
if not self._web_socket_available(
) or not self.exchange_personal_data.get_orders_are_initialized():
await self.exchange.get_closed_orders(symbol=symbol,
since=since,
limit=limit)
return self.exchange_personal_data.get_closed_orders(
symbol, since, limit)
async def get_my_recent_trades(self, symbol=None, since=None, limit=None):
if not self._web_socket_available():
await self.exchange.get_my_recent_trades(symbol=symbol,
since=since,
limit=limit)
return self.exchange_personal_data.get_my_recent_trades(symbol=symbol,
since=since,
limit=limit)
async def cancel_order(self, order_id, symbol=None):
return await self.exchange.cancel_order(symbol=symbol,
order_id=order_id)
def create_order(self,
order_type,
symbol,
quantity,
price=None,
stop_price=None):
return self.exchange.create_order(symbol=symbol,
order_type=order_type,
quantity=quantity,
price=price,
stop_price=stop_price)
async def stop(self):
if self._web_socket_available():
self.exchange_web_socket.stop_sockets()
await self.exchange.stop()
def get_uniform_timestamp(self, timestamp):
return self.exchange.get_uniform_timestamp(timestamp)
# returns {
# 'type': takerOrMaker,
# 'currency': 'BTC', // the unified fee currency code
# 'rate': percentage, // the fee rate, 0.05% = 0.0005, 1% = 0.01, ...
# 'cost': feePaid, // the fee cost (amount * fee rate)
# }
# equivalent to: {
# FeePropertyColumns.TYPE.value: takerOrMaker,
# FeePropertyColumns.CURRENCY.value: 'BTC',
# FeePropertyColumns.RATE.value: percentage,
# FeePropertyColumns.COST.value: feePaid
# }
def get_trade_fee(
self,
symbol,
order_type,
quantity,
price,
taker_or_maker=ExchangeConstantsMarketPropertyColumns.TAKER.value):
return self.exchange.get_trade_fee(symbol=symbol,
order_type=order_type,
quantity=quantity,
price=price,
taker_or_maker=taker_or_maker)
# returns {
# "taker": taker_fee,
# "maker": maker_fee,
# "withdraw": withdraw_fee
# }
def get_fees(self, symbol):
return self.exchange.get_fees(symbol=symbol)
class ExchangeDispatcher(AbstractExchange):
def __init__(self, config, exchange_type, exchange, exchange_web_socket):
super().__init__(config, exchange_type)
self.exchange = exchange
self.exchange_web_socket = exchange_web_socket
self.symbols_data = {}
self.exchange_personal_data = ExchangePersonalData()
self.logger.info("online with {0}".format("REST api{0}".format(
" and websocket api" if self.exchange_web_socket else "")))
def _web_socket_available(self):
return self.exchange_web_socket
def is_websocket_available(self):
if self._web_socket_available():
return True
else:
return False
def get_name(self):
return self.exchange.get_name()
def get_exchange_manager(self):
return self.exchange.get_exchange_manager()
def get_exchange(self):
return self.exchange
def get_exchange_personal_data(self):
return self.exchange_personal_data
def get_symbol_data(self, symbol):
if symbol not in self.symbols_data:
self.symbols_data[symbol] = SymbolData(symbol)
return self.symbols_data[symbol]
# total (free + used), by currency
def get_balance(self):
if not self._web_socket_available(
) or not self.exchange_personal_data.get_portfolio_is_initialized():
if not self.exchange_personal_data.get_portfolio_is_initialized():
self.exchange_personal_data.init_portfolio()
self.exchange.get_balance()
return self.exchange_personal_data.get_portfolio()
def get_symbol_prices(self,
symbol,
time_frame,
limit=None,
return_list=True):
symbol_data = self.get_symbol_data(symbol)
if not self._web_socket_available(
) or not symbol_data.candles_are_initialized(time_frame):
self.exchange.get_symbol_prices(symbol=symbol,
time_frame=time_frame,
limit=limit)
return symbol_data.get_symbol_prices(time_frame, limit, return_list)
# return bid and asks on each side of the order book stack
# careful here => can be for binance limit > 100 has a 5 weight and > 500 a 10 weight !
def get_order_book(self, symbol, limit=50):
if not self._web_socket_available():
self.exchange.get_order_book(symbol, limit)
return self.get_symbol_data(symbol).get_symbol_order_book(limit)
def get_recent_trades(self, symbol, limit=50):
symbol_data = self.get_symbol_data(symbol)
if not self._web_socket_available(
) or not symbol_data.recent_trades_are_initialized():
if not self._web_socket_available() or \
(self._web_socket_available() and self.exchange_web_socket.handles_recent_trades()):
symbol_data.init_recent_trades()
self.exchange.get_recent_trades(symbol=symbol)
return symbol_data.get_symbol_recent_trades(limit)
# A price ticker contains statistics for a particular market/symbol for some period of time in recent past (24h)
def get_price_ticker(self, symbol):
symbol_data = self.get_symbol_data(symbol)
if not self._web_socket_available(
) or not symbol_data.price_ticker_is_initialized():
self.exchange.get_price_ticker(symbol=symbol)
return symbol_data.get_symbol_ticker()
def get_all_currencies_price_ticker(self):
return self.exchange.get_all_currencies_price_ticker()
def get_market_status(self, symbol):
return self.exchange.get_market_status(symbol)
# ORDERS
def get_order(self, order_id, symbol=None):
if not self._web_socket_available(
) or not self.exchange_personal_data.get_orders_are_initialized():
self.exchange.get_order(order_id, symbol=symbol)
return self.exchange_personal_data.get_order(order_id)
def get_all_orders(self, symbol=None, since=None, limit=None):
if not self._web_socket_available(
) or not self.exchange_personal_data.get_orders_are_initialized():
if not self.exchange_personal_data.get_orders_are_initialized():
self.exchange_personal_data.init_orders()
self.exchange.get_all_orders(symbol=symbol,
since=since,
limit=limit)
return self.exchange_personal_data.get_all_orders(symbol, since, limit)
def get_open_orders(self,
symbol=None,
since=None,
limit=None,
force_rest=False):
if not self._web_socket_available(
) or not self.exchange_personal_data.get_orders_are_initialized():
self.exchange.get_open_orders(symbol=symbol,
since=since,
limit=limit)
return self.exchange_personal_data.get_open_orders(
symbol, since, limit)
def get_closed_orders(self, symbol=None, since=None, limit=None):
if not self._web_socket_available(
) or not self.exchange_personal_data.get_orders_are_initialized():
self.exchange.get_closed_orders(symbol=symbol,
since=since,
limit=limit)
return self.exchange_personal_data.get_closed_orders(
symbol, since, limit)
def get_my_recent_trades(self, symbol=None, since=None, limit=None):
if not self._web_socket_available():
self.exchange.get_my_recent_trades(symbol=symbol,
since=since,
limit=limit)
return self.exchange_personal_data.get_my_recent_trades(symbol=symbol,
since=since,
limit=limit)
def cancel_order(self, order_id, symbol=None):
return self.exchange.cancel_order(symbol=symbol, order_id=order_id)
def create_order(self,
order_type,
symbol,
quantity,
price=None,
stop_price=None):
return self.exchange.create_order(symbol=symbol,
order_type=order_type,
quantity=quantity,
price=price,
stop_price=stop_price)
def stop(self):
if self._web_socket_available():
self.exchange_web_socket.stop_sockets()
def get_uniform_timestamp(self, timestamp):
return self.exchange.get_uniform_timestamp(timestamp)