FXBTC.py

# exchange class for FXBTC - I expect that there will be more arb opportunities
# since chinese and US markets are fundamentally mispriced.

# NOTE: all rates and currencies multiplied by 10^8 to avoid floating point!
# this will be a very important consideration

from Exchange import Exchange
from fxbtc import fx
from myutils import get_swapped_order
from order import Order

class FXBTC(Exchange):
    def __init__(self, api_key, secret):
        # self.api = fx(api_key, secret)
        super(FXBTC, self).__init__()
        self.name = 'FXBTC'
        self.trading_fee = 0.002 # TODO - check this
        self.marketids = {}

    def get_tradeable_pairs(self):
        pass
#         tradeable_pairs = []
#         self.pairIDs = {}       # also initialize pairID reference while we're at it
#         trade_pairs = self.api.get_trade_pairs()
#         for pair in trade_pairs["trade_pairs"]:
#             pairID = str(pair["id"])
#             currencies = pair["url_slug"].split("_")
#             base = currencies[0].upper()
#             alt = currencies[1].upper()
#             tradeable_pairs.append((base, alt))
#             slug = base + "_" + alt
#             self.pairIDs[slug] = pairID
#         return tradeable_pairs

    def get_depth(self, base, alt):
        pass
#         """
#         coinEx does not support retrieving all depths! GRRRR
#         TODO - need to also append orderID!!!
#         """
#         pair0 = (base, alt)
#         pair, swapped = self.get_validated_pair(pair0)
#         newbase, newalt = pair
#         pairID = self.get_pairID(newbase, newalt)
#         orders = self.api.get_orders(pairID)
#         book = { "bids" : [], "asks" : [] }
#         for data in orders["orders"]:
#             if not data["complete"]:
#                 price = float(data["rate"]*1e-8)
#                 volume = float(data["amount"]*1e-8)
#                 order = Order(price, volume, orderID=data['id'], timestamp=data['created_at'])
#                 if not swapped:
#                     if data['bid']: # buy order
#                         book['bids'].append(order)
#                     else: # sell order
#                         book['asks'].append(order)
#                 else: # is swapped
#                     order = get_swapped_order(order)
#                     if data['bid']:
#                         book['asks'].append(order)
#                     else:
#                         book['bids'].append(order)
#
#         return book


    def get_balance(self, currency):
        pass
#         '''
#         warning: dont call this too often.
#         use get_all_balances instead
#         '''
#         balances = self.api.get_balances()
#         for c in balances["balances"]:
#             if currency == c["currency_name"]:
#                 return c["amount"] * 1e-8
#         return 0.0

    def get_all_balances(self):
        pass
#         data = self.api.get_balances()
#         balances = {c["currency_name"] : c["amount"]*1e-8 for c in data['balances']}
#         return balances

    def submit_order(self, gc, gv, rc, rv):
        return NotImplemented
    #    pair0 = (gc, rc)
   #     pair, swapped = self.get_validated_pair(pair0)
  #      newbase, newalt = pair
 #       pairID = self.get_pairID(newbase, newalt)

        # TODO, do maths here

#        self.api.submit_order(self, pairID, amount, order_type, rate)

    def confirm_order(self, orderID):
        pass
    #data = self.api.get_order_status(orderID)
        # TODO

    # borrowed from Cryptsy API
    def get_pairID(self, base, alt):
        pass
#         if (base, alt) in self.tradeable_pairs:
#             slug = base + "_" + alt
#             return self.pairIDs[slug]
#         elif (alt, base) in self.tradeable_pairs:
#             slug = alt + "_" + base
#             return self.pairIDs[slug]
#         else:
#             return 'ERROR!'