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Merge pull request #50 from hANSIc99/dev
v1.8 ready - CCXT: Fixed bug querying OHLCV data - CCXT Methods: Fixed bug when applying data limit querying OHLCV
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,89 @@ | ||
| import time, queue | ||
| import ccxt | ||
| try: | ||
| from element_types import Record, Function, ProcCMD, GuiCMD | ||
| except ImportError: | ||
| from Pythonic.element_types import Record, Function, ProcCMD, GuiCMD | ||
|
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| class Element(Function): | ||
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| def __init__(self, id, config, inputData, return_queue, cmd_queue): | ||
| super().__init__(id, config, inputData, return_queue, cmd_queue) | ||
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| def execute(self): | ||
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| ##################################### | ||
| # # | ||
| # REFERENCE IMPLEMENTATION # | ||
| # # | ||
| ##################################### | ||
|
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| specificConfig = self.config.get('SpecificConfig') | ||
|
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| if not specificConfig: | ||
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| recordDone = Record(None, message='Trigger: {:04d}'.format(self.config['Identifier'])) | ||
| self.return_queue.put(recordDone) | ||
| return | ||
|
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| eId = None | ||
| pubKey = None | ||
| prvKey = None | ||
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| for attrs in specificConfig: | ||
| if attrs['Name'] == 'ExchangeId': | ||
| eId = attrs['Data'] | ||
| if attrs['Name'] == 'PubKey': | ||
| pubKey = attrs['Data'] | ||
| elif attrs['Name'] == 'PrvKey': | ||
| prvKey = attrs['Data'] | ||
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| exchangeClass = getattr(ccxt, eId) | ||
| if pubKey and prvKey: | ||
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| exchange = exchangeClass( { | ||
| 'apiKey' : pubKey, | ||
| 'secret' : prvKey, | ||
| 'enableRateLimit' : True | ||
| }) | ||
|
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| else: | ||
| exchange = exchangeClass( {'enableRateLimit' : True}) | ||
|
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| method = getattr(exchange, self.inputData['method']) | ||
|
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| kwargs = None | ||
| params = None | ||
|
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| if not 'kwargs' in self.inputData: | ||
|
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| data = method() | ||
|
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| elif not 'params' in self.inputData: | ||
|
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| kwargs = self.inputData['kwargs'] | ||
| data = method(**kwargs) | ||
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| else: | ||
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| kwargs = self.inputData['kwargs'] | ||
| params = self.inputData['params'] | ||
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| if params != '': | ||
| data = method(**kwargs, params=params) | ||
| else: | ||
| data = method(**kwargs) | ||
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| recordDone = Record(data, '{}() successfull'.format(self.inputData['method'])) | ||
| self.return_queue.put(recordDone) | ||
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196 changes: 196 additions & 0 deletions
196
examples/trading_bot_crossing_ema/ccxt_method_7e1cda6c.py
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,196 @@ | ||
| import time, queue | ||
| try: | ||
| from element_types import Record, Function, ProcCMD, GuiCMD | ||
| except ImportError: | ||
| from Pythonic.element_types import Record, Function, ProcCMD, GuiCMD | ||
|
|
||
| class Element(Function): | ||
|
|
||
| def __init__(self, id, config, inputData, return_queue, cmd_queue): | ||
| super().__init__(id, config, inputData, return_queue, cmd_queue) | ||
|
|
||
|
|
||
| def execute(self): | ||
|
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||
|
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| ##################################### | ||
| # # | ||
| # REFERENCE IMPLEMENTATION # | ||
| # # | ||
| ##################################### | ||
| specificConfig = self.config.get('SpecificConfig') | ||
|
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| if not specificConfig: | ||
|
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| recordDone = Record(None, message='Trigger: {:04d}'.format(self.config['Identifier'])) | ||
| self.return_queue.put(recordDone) | ||
| return | ||
|
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| baseAPI = None | ||
| pubMethod = None | ||
| prvMethod = None | ||
| orderType = None | ||
| side = None | ||
| pubSymbol = None | ||
| prvSymbol = None | ||
| symbols = None | ||
| timeframe = None | ||
| limit = None | ||
| amount = None | ||
| price = None | ||
| address = None | ||
| params = None | ||
|
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| for attrs in specificConfig: | ||
| if attrs['Name'] == 'BaseApi': | ||
| baseAPI = attrs['Data'] | ||
| if attrs['Name'] == 'Public Methods': | ||
| pubMethod = attrs['Data'] | ||
| elif attrs['Name'] == 'Private Methods': | ||
| prvMethod = attrs['Data'] | ||
| elif attrs['Name'] == 'Order Types': | ||
| orderType = attrs['Data'] | ||
| elif attrs['Name'] == 'Side': | ||
| side = attrs['Data'] | ||
| elif attrs['Name'] == 'SymbolPublic': | ||
| pubSymbol = attrs['Data'] | ||
| elif attrs['Name'] == 'SymbolPrivate': | ||
| prvSymbol = attrs['Data'] | ||
| elif attrs['Name'] == 'Timeframe': | ||
| timeframe = attrs['Data'] | ||
| elif attrs['Name'] == 'LimitData': | ||
| limit = attrs['Data'] | ||
| elif attrs['Name'] == 'Tickers': | ||
| symbols = attrs['Data'] | ||
| elif attrs['Name'] == 'Amount': | ||
| amount = attrs['Data'] | ||
| elif attrs['Name'] == 'Price': | ||
| price = attrs['Data'] | ||
| elif attrs['Name'] == 'Address': | ||
| address = attrs['Data'] | ||
| elif attrs['Name'] == 'Parameter': | ||
| params = attrs['Data'] | ||
|
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| ######################################### | ||
| # # | ||
| # The execution exits immediately # | ||
| # after providing output data # | ||
| # # | ||
| ######################################### | ||
|
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| if baseAPI == 'Public': | ||
| methodName = pubMethod | ||
| symbol = pubSymbol | ||
| else: | ||
| methodName = prvMethod | ||
| symbol = prvSymbol | ||
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| if methodName == 'create order' and orderType == 'Market': | ||
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| methodName = methodName.replace(" ", "_") | ||
|
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| apiCall = { | ||
| 'method' : methodName, | ||
| 'kwargs' : { | ||
| 'symbol' : symbol, | ||
| 'type' : orderType, | ||
| 'side' : side, | ||
| 'amount' : amount | ||
| } | ||
| } | ||
|
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| elif methodName == 'create order' and orderType == 'Limit': | ||
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| methodName = methodName.replace(" ", "_") | ||
|
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| apiCall = { | ||
| 'method' : methodName, | ||
| 'kwargs' : { | ||
| 'symbol' : symbol, | ||
| 'type' : orderType, | ||
| 'side' : side, | ||
| 'amount' : amount, | ||
| 'price' : price | ||
| } | ||
| } | ||
|
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| elif methodName == 'create order' : | ||
|
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| methodName = methodName.replace(" ", "_") | ||
|
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| apiCall = { | ||
| 'method' : methodName, | ||
| 'params' : params, | ||
| 'kwargs' : { | ||
| 'symbol' : symbol, | ||
| 'type' : orderType, | ||
| 'side' : side, | ||
| 'amount' : amount, | ||
| 'price' : price | ||
| } | ||
| } | ||
|
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| elif methodName == 'fetch orders' or \ | ||
| methodName == 'fetch open orders' or \ | ||
| methodName == 'fetch closed orders' or \ | ||
| methodName == 'fetch my trades' or \ | ||
| methodName == 'fetch trades' or \ | ||
| methodName == 'fetch order book' or \ | ||
| methodName == 'fetch ticker': | ||
|
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| methodName = methodName.replace(" ", "_") | ||
|
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| apiCall = { | ||
| 'method' : methodName, | ||
| 'kwargs' : { | ||
| 'symbol' : symbol | ||
| } | ||
| } | ||
|
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| elif methodName == 'fetch tickers': | ||
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| methodName = methodName.replace(" ", "_") | ||
| apiCall = { | ||
| 'method' : methodName, | ||
| 'kwargs' : { | ||
| 'symbols' : symbols | ||
| } | ||
| } | ||
|
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| elif methodName == 'withdraw': | ||
|
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| apiCall = { | ||
| 'method' : methodName, | ||
| 'kwargs' : { | ||
| 'code' : symbol, | ||
| 'amount' : amount, | ||
| 'address' : address | ||
| } | ||
| } | ||
|
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| elif methodName == 'fetch OHLCV': | ||
|
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| methodName = methodName.replace(" ", "_").lower() | ||
|
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| apiCall = { | ||
| 'method' : methodName, | ||
| 'kwargs' : { | ||
| 'symbol' : symbol, | ||
| 'timeframe' : timeframe, | ||
| 'limit' : int(limit) | ||
| } | ||
| } | ||
|
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| else: | ||
|
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| methodName = methodName.replace(" ", "_") | ||
|
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| apiCall = { | ||
| 'method' : methodName | ||
| } | ||
|
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| recordDone = Record(apiCall) | ||
| self.return_queue.put(recordDone) |
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