def install_routes():
"""
:return:
"""
considering_candles = set()
# when importing market data, considering_candles is all we need
if jh.is_collecting_data():
for r in router.market_data:
considering_candles.add((r.exchange, r.symbol))
config['app']['considering_candles'] = tuple(considering_candles)
return
# validate routes for duplicates:
# each exchange-symbol pair can be traded only once.
for r in router.routes:
considering_candles.add((r.exchange, r.symbol))
exchange = r.exchange
symbol = r.symbol
count = 0
for ro in router.routes:
if ro.exchange == exchange and ro.symbol == symbol:
count += 1
if count != 1:
raise InvalidRoutes(
'each exchange-symbol pair can be traded only once. \nMore info: https://docs.jesse.trade/docs/routes.html#trading-multiple-routes')
trading_exchanges = set()
trading_timeframes = set()
trading_symbols = set()
for r in router.routes:
trading_exchanges.add(r.exchange)
trading_timeframes.add(r.timeframe)
trading_symbols.add(r.symbol)
considering_exchanges = trading_exchanges.copy()
considering_timeframes = trading_timeframes.copy()
considering_symbols = trading_symbols.copy()
for e in router.extra_candles:
considering_candles.add((e[0], e[1]))
considering_exchanges.add(e[0])
considering_symbols.add(e[1])
considering_timeframes.add(e[2])
# 1m must be present at all times
considering_timeframes.add('1m')
config['app']['considering_candles'] = tuple(considering_candles)
config['app']['considering_exchanges'] = tuple(considering_exchanges)
config['app']['considering_symbols'] = tuple(considering_symbols)
config['app']['considering_timeframes'] = tuple(considering_timeframes)
config['app']['trading_exchanges'] = tuple(trading_exchanges)
config['app']['trading_symbols'] = tuple(trading_symbols)
config['app']['trading_timeframes'] = tuple(trading_timeframes)
def quote_asset(symbol: str) -> str:
try:
return symbol.split('-')[1]
except IndexError:
from jesse.exceptions import InvalidRoutes
raise InvalidRoutes(
"The symbol format is incorrect. Correct example: 'BTC-USDT'. Yours is '{}'"
.format(symbol))
def install_routes() -> None:
considering_candles = set()
# when importing market data, considering_candles is all we need
if jh.is_collecting_data():
for r in router.market_data:
considering_candles.add((r.exchange, r.symbol))
config['app']['considering_candles'] = tuple(considering_candles)
return
# validate routes for duplicates:
# each exchange-symbol pair can be traded only once.
for r in router.routes:
considering_candles.add((r.exchange, r.symbol))
exchange = r.exchange
symbol = r.symbol
count = sum(ro.exchange == exchange and ro.symbol == symbol
for ro in router.routes)
if count != 1:
raise InvalidRoutes(
'each exchange-symbol pair can be traded only once. \nMore info: https://docs.jesse.trade/docs/routes.html#trading-multiple-routes'
)
# check to make sure if trading more than one route, they all have the same quote
# currency because otherwise we cannot calculate the correct performance metrics
first_routes_quote = jh.quote_asset(router.routes[0].symbol)
for r in router.routes:
if jh.quote_asset(r.symbol) != first_routes_quote:
raise InvalidRoutes(
'All trading routes must have the same quote asset.')
trading_exchanges = set()
trading_timeframes = set()
trading_symbols = set()
for r in router.routes:
trading_exchanges.add(r.exchange)
trading_timeframes.add(r.timeframe)
trading_symbols.add(r.symbol)
considering_exchanges = trading_exchanges.copy()
considering_timeframes = trading_timeframes.copy()
considering_symbols = trading_symbols.copy()
for e in router.extra_candles:
considering_candles.add((e['exchange'], e['symbol']))
considering_exchanges.add(e['exchange'])
considering_symbols.add(e['symbol'])
considering_timeframes.add(e['timeframe'])
# 1m must be present at all times
considering_timeframes.add('1m')
config['app']['considering_candles'] = tuple(considering_candles)
config['app']['considering_exchanges'] = tuple(considering_exchanges)
config['app']['considering_symbols'] = tuple(considering_symbols)
config['app']['considering_timeframes'] = tuple(considering_timeframes)
config['app']['trading_exchanges'] = tuple(trading_exchanges)
config['app']['trading_symbols'] = tuple(trading_symbols)
config['app']['trading_timeframes'] = tuple(trading_timeframes)