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
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
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
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)
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)
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)
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