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Initial work on bittrex implementation
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,107 @@ | ||
| from logbook import Logger | ||
| from six.moves import urllib | ||
| import json | ||
| import pandas as pd | ||
|
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| from catalyst.exchange.exchange import Exchange | ||
| from catalyst.exchange.bittrex.bittrex_api import Bittrex_api | ||
|
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| log = Logger('Bittrex') | ||
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| class Bittrex(Exchange): | ||
| def __init__(self, key, secret, base_currency, portfolio=None): | ||
| self.api = Bittrex_api(key=key, secret=secret) | ||
| self.name = 'bittrex' | ||
|
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| self.assets = dict() | ||
| self.load_assets() | ||
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| @property | ||
| def account(self): | ||
| pass | ||
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| @property | ||
| def portfolio(self): | ||
| pass | ||
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| @property | ||
| def positions(self): | ||
| pass | ||
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| @property | ||
| def time_skew(self): | ||
| pass | ||
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| def sanitize_curency_symbol(self, exchange_symbol): | ||
| """ | ||
| Helper method used to build the universal pair. | ||
| Include any symbol mapping here if appropriate. | ||
| :param exchange_symbol: | ||
| :return universal_symbol: | ||
| """ | ||
| return exchange_symbol.lower() | ||
|
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| def fetch_symbol_map(self): | ||
| """ | ||
| Since Bittrex gives us a complete dictionary of symbols, | ||
| we can build the symbol map ad-hoc as opposed to maintaining | ||
| a static file. We must be careful with mapping any unconventional | ||
| symbol name as appropriate. | ||
| :return symbol_map: | ||
| """ | ||
| symbol_map = dict() | ||
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| markets = self.api.getmarkets() | ||
| for market in markets: | ||
| exchange_symbol = market['MarketName'] | ||
| symbol = '{market}_{base}'.format( | ||
| market=self.sanitize_curency_symbol(market['MarketCurrency']), | ||
| base=self.sanitize_curency_symbol(market['BaseCurrency']) | ||
| ) | ||
| symbol_map[exchange_symbol] = dict( | ||
| symbol=symbol, | ||
| start_date=pd.to_datetime(market['Created'], utc=True) | ||
| ) | ||
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| return symbol_map | ||
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| def update_portfolio(self): | ||
| pass | ||
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| def order(self): | ||
| log.info('creating order') | ||
| pass | ||
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| def get_open_orders(self, asset): | ||
| pass | ||
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| def open_orders(self): | ||
| log.info('retrieving open orders') | ||
| pass | ||
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| def get_order(self): | ||
| log.info('retrieving order') | ||
| pass | ||
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| def cancel_order(self): | ||
| log.info('cancel order') | ||
| pass | ||
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| def get_candles(self): | ||
| log.info('retrieving candles') | ||
| url = 'https://bittrex.com/Api/v2.0/pub/market/GetTicks?marketName=BTC-NEO&tickInterval=day&_=1499127220008' | ||
| with urllib.request.urlopen(url) as url: | ||
| data = json.loads(url.read().decode()) | ||
| result = data['result'] | ||
| pass | ||
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| def tickers(self): | ||
| log.info('retrieving tickers') | ||
| pass | ||
|
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| def get_account(self): | ||
| log.info('retrieving account data') | ||
| pass |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,127 @@ | ||
| #!/usr/bin/env python | ||
| import json | ||
| import time | ||
| import hmac | ||
| import hashlib | ||
|
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| from six.moves import urllib | ||
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| # Workaround for backwards compatibility | ||
| # https://stackoverflow.com/questions/3745771/urllib-request-in-python-2-7 | ||
| urlopen = urllib.request.urlopen | ||
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| class Bittrex_api(object): | ||
| def __init__(self, key, secret): | ||
| self.key = key | ||
| self.secret = secret | ||
| self.public = ['getmarkets', 'getcurrencies', 'getticker', | ||
| 'getmarketsummaries', 'getmarketsummary', | ||
| 'getorderbook', 'getmarkethistory'] | ||
| self.market = ['buylimit', 'buymarket', 'selllimit', 'sellmarket', | ||
| 'cancel', 'getopenorders'] | ||
| self.account = ['getbalances', 'getbalance', 'getdepositaddress', | ||
| 'withdraw', 'getorder', 'getorderhistory', | ||
| 'getwithdrawalhistory', 'getdeposithistory'] | ||
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| def query(self, method, values={}): | ||
| if method in self.public: | ||
| url = 'https://bittrex.com/api/v1.1/public/' | ||
| elif method in self.market: | ||
| url = 'https://bittrex.com/api/v1.1/market/' | ||
| elif method in self.account: | ||
| url = 'https://bittrex.com/api/v1.1/account/' | ||
| else: | ||
| return 'Something went wrong, sorry.' | ||
|
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| url += method + '?' + urllib.parse.urlencode(values) | ||
|
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| if method not in self.public: | ||
| url += '&apikey=' + self.key | ||
| url += '&nonce=' + str(int(time.time())) | ||
| signature = hmac.new(self.secret, url, hashlib.sha512).hexdigest() | ||
| headers = {'apisign': signature} | ||
| else: | ||
| headers = {} | ||
|
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| req = urllib.request.Request(url, headers=headers) | ||
| response = json.loads(urlopen(req).read()) | ||
|
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| if response["result"]: | ||
| return response["result"] | ||
| else: | ||
| return response["message"] | ||
|
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| def getmarkets(self): | ||
| return self.query('getmarkets') | ||
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| def getcurrencies(self): | ||
| return self.query('getcurrencies') | ||
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| def getticker(self, market): | ||
| return self.query('getticker', {'market': market}) | ||
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| def getmarketsummaries(self): | ||
| return self.query('getmarketsummaries') | ||
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| def getmarketsummary(self, market): | ||
| return self.query('getmarketsummary', {'market': market}) | ||
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| def getorderbook(self, market, type, depth=20): | ||
| return self.query('getorderbook', | ||
| {'market': market, 'type': type, 'depth': depth}) | ||
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| def getmarkethistory(self, market, count=20): | ||
| return self.query('getmarkethistory', | ||
| {'market': market, 'count': count}) | ||
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| def buylimit(self, market, quantity, rate): | ||
| return self.query('buylimit', {'market': market, 'quantity': quantity, | ||
| 'rate': rate}) | ||
|
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| def buymarket(self, market, quantity): | ||
| return self.query('buymarket', | ||
| {'market': market, 'quantity': quantity}) | ||
|
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| def selllimit(self, market, quantity, rate): | ||
| return self.query('selllimit', {'market': market, 'quantity': quantity, | ||
| 'rate': rate}) | ||
|
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| def sellmarket(self, market, quantity): | ||
| return self.query('sellmarket', | ||
| {'market': market, 'quantity': quantity}) | ||
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| def cancel(self, uuid): | ||
| return self.query('cancel', {'uuid': uuid}) | ||
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| def getopenorders(self, market): | ||
| return self.query('getopenorders', {'market': market}) | ||
|
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| def getbalances(self): | ||
| return self.query('getbalances') | ||
|
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| def getbalance(self, currency): | ||
| return self.query('getbalance', {'currency': currency}) | ||
|
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| def getdepositaddress(self, currency): | ||
| return self.query('getdepositaddress', {'currency': currency}) | ||
|
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| def withdraw(self, currency, quantity, address): | ||
| return self.query('withdraw', | ||
| {'currency': currency, 'quantity': quantity, | ||
| 'address': address}) | ||
|
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| def getorder(self, uuid): | ||
| return self.query('getorder', {'uuid': uuid}) | ||
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| def getorderhistory(self, market, count): | ||
| return self.query('getorderhistory', | ||
| {'market': market, 'count': count}) | ||
|
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| def getwithdrawalhistory(self, currency, count): | ||
| return self.query('getwithdrawalhistory', | ||
| {'currency': currency, 'count': count}) | ||
|
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| def getdeposithistory(self, currency, count): | ||
| return self.query('getdeposithistory', | ||
| {'currency': currency, 'count': count}) |
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