Merge pull request #7 from ccxt-dev/master

Updating from master
samholt · Oct 23, 2017 · 5ffe3da · 5ffe3da
2 parents 34e5789 + f532d91
commit 5ffe3da
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Showing 12 changed files with 144 additions and 41 deletions.
diff --git a/build/ccxt.browser.js b/build/ccxt.browser.js
diff --git a/build/ccxt.php b/build/ccxt.php
@@ -46,7 +46,7 @@ class DDoSProtection       extends NetworkError  {}
 class RequestTimeout       extends NetworkError  {}
 class ExchangeNotAvailable extends NetworkError  {}
 
-$version = '1.9.229';
+$version = '1.9.231';
 
 $curl_errors = array (
     0 => 'CURLE_OK',
@@ -4089,6 +4089,9 @@ public function fetch_markets () {
             if ($base == 'DSH')
                 $base = 'DASH';
             $symbol = $base . '/' . $quote;
+            $precision = array (
+                'price' => $market['price_precision'],
+            );
             $result[] = array (
                 'id' => $id,
                 'symbol' => $symbol,
@@ -4097,6 +4100,7 @@ public function fetch_markets () {
                 'baseId' => $baseId,
                 'quoteId' => $quoteId,
                 'info' => $market,
+                'precision' => $precision,
             );
         }
         return $result;
@@ -4614,6 +4618,17 @@ public function fetch_trades ($symbol, $params = array ()) {
         return $this->parse_trades ($response, $market);
     }
 
+    public function parse_ohlcv ($ohlcv, $market = null, $timeframe = '1m', $since = null, $limit = null) {
+        return [
+            $ohlcv[0],
+            $ohlcv[1],
+            $ohlcv[3],
+            $ohlcv[4],
+            $ohlcv[2],
+            $ohlcv[5],
+        ];
+    }
+
     public function fetch_ohlcv ($symbol, $timeframe = '1m', $since = null, $limit = null, $params = array ()) {
         $market = $this->market ($symbol);
         $request = array (
@@ -7614,7 +7629,7 @@ public function __construct ($options = array ()) {
             ),
             'markets' => array (
                 'BTC/EUR' => array ( 'id' => 'BTCEUR', 'symbol' => 'BTC/EUR', 'base' => 'BTC', 'quote' => 'EUR' ),
-                'LTC/EUR' => array ( 'id' => 'LTCEUR', 'symbol' => 'LTC/EUR', 'base' => 'LTC', 'quote' => 'EUR' ),
+                // 'LTC/EUR' => array ( 'id' => 'LTCEUR', 'symbol' => 'LTC/EUR', 'base' => 'LTC', 'quote' => 'EUR' ),
             ),
         ), $options));
     }
@@ -17092,8 +17107,9 @@ public function fetch_tickers ($symbols = null, $params = array ()) {
         for ($s = 0; $s < count ($this->symbols); $s++) {
             $symbol = $this->symbols[$s];
             $market = $this->markets[$symbol];
-            if (!$market['darkpool'])
-                $pairs[] = $market['id'];
+            if ($market['active'])
+                if (!$market['darkpool'])
+                    $pairs[] = $market['id'];
         }
         $filter = implode (',', $pairs);
         $response = $this->publicGetTicker (array_merge (array (

diff --git a/ccxt.js b/ccxt.js
@@ -38,7 +38,7 @@ const CryptoJS = require ('crypto-js')
 //-----------------------------------------------------------------------------
 // this is updated by vss.js when building
 
-const version = '1.9.229'
+const version = '1.9.231'
 
 //-----------------------------------------------------------------------------
 // platform detection
@@ -3900,6 +3900,9 @@ var bitfinex = {
             if (base == 'DSH')
                 base = 'DASH';
             let symbol = base + '/' + quote;
+            let precision = {
+                'price': market['price_precision'],
+            };
             result.push ({
                 'id': id,
                 'symbol': symbol,
@@ -3908,6 +3911,7 @@ var bitfinex = {
                 'baseId': baseId,
                 'quoteId': quoteId,
                 'info': market,
+                'precision': precision,
             });
         }
         return result;
@@ -4421,6 +4425,17 @@ var bitfinex2 = extend (bitfinex, {
         return this.parseTrades (response, market);
     },
 
+    parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
+        return [
+            ohlcv[0],
+            ohlcv[1],
+            ohlcv[3],
+            ohlcv[4],
+            ohlcv[2],
+            ohlcv[5],
+        ];
+    },
+
     async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
         let market = this.market (symbol);
         let request = {
@@ -7379,7 +7394,7 @@ var bl3p = {
     },
     'markets': {
         'BTC/EUR': { 'id': 'BTCEUR', 'symbol': 'BTC/EUR', 'base': 'BTC', 'quote': 'EUR' },
-        'LTC/EUR': { 'id': 'LTCEUR', 'symbol': 'LTC/EUR', 'base': 'LTC', 'quote': 'EUR' },
+        // 'LTC/EUR': { 'id': 'LTCEUR', 'symbol': 'LTC/EUR', 'base': 'LTC', 'quote': 'EUR' },
     },
 
     async fetchBalance (params = {}) {
@@ -16594,7 +16609,7 @@ var kraken = {
         return result;
     },
 
-    async appendInactiveMarkets (result = []) {
+    appendInactiveMarkets (result = []) {
         let precision = { 'amount': 8, 'price': 8 };
         let costLimits = { 'min': 0, 'max': undefined };
         let priceLimits = { 'min': Math.pow (10, -precision['price']), 'max': undefined };
@@ -16665,8 +16680,9 @@ var kraken = {
         for (let s = 0; s < this.symbols.length; s++) {
             let symbol = this.symbols[s];
             let market = this.markets[symbol];
-            if (!market['darkpool'])
-                pairs.push (market['id']);
+            if (market['active'])
+                if (!market['darkpool'])
+                    pairs.push (market['id']);
         }
         let filter = pairs.join (',');
         let response = await this.publicGetTicker (this.extend ({

diff --git a/ccxt.php b/ccxt.php
@@ -46,7 +46,7 @@ class DDoSProtection       extends NetworkError  {}
 class RequestTimeout       extends NetworkError  {}
 class ExchangeNotAvailable extends NetworkError  {}
 
-$version = '1.9.229';
+$version = '1.9.231';
 
 $curl_errors = array (
     0 => 'CURLE_OK',

diff --git a/ccxt/async/exchange.py b/ccxt/async/exchange.py
@@ -26,14 +26,15 @@
 
 # -----------------------------------------------------------------------------
 
-import aiohttp
 import asyncio
 import concurrent
 import socket
 import time
 import math
 import random
 
+import aiohttp
+
 # -----------------------------------------------------------------------------
 
 from ccxt.errors import ExchangeError
@@ -53,7 +54,7 @@
 # -----------------------------------------------------------------------------
 
 
-class Exchange (BaseExchange):
+class Exchange(BaseExchange):
 
     def __init__(self, config={}):
         super(Exchange, self).__init__(config)
@@ -90,7 +91,7 @@ def add_new_tokens(self):
         #     print('Adding new tokens: Exchange: {0}'.format(self.id))
         now = time.monotonic()
         time_since_update = now - self.rateLimitUpdateTime
-        new_tokens = math.floor( ( 0.8 * 1000.0 * time_since_update ) / self.rateLimit )
+        new_tokens = math.floor((0.8 * 1000.0 * time_since_update) / self.rateLimit)
         if new_tokens > 1:
             self.rateLimitTokens = min(self.rateLimitTokens + new_tokens, self.rateLimitMaxTokens)
             self.rateLimitUpdateTime = now
@@ -103,15 +104,16 @@ async def fetch(self, url, method='GET', headers=None, body=None):
                 headers.update({'User-Agent': self.userAgent})
             elif (type(self.userAgent) is dict) and ('User-Agent' in self.userAgent):
                 headers.update(self.userAgent)
-        if len(self.proxy):
+        if self.proxy:
             headers.update({'Origin': '*'})
         headers.update({'Accept-Encoding': 'gzip, deflate'})
         url = self.proxy + url
         if self.verbose:
             print(url, method, url, "\nRequest:", headers, body)
         encoded_body = body.encode() if body else None
         session_method = getattr(self.aiohttp_session, method.lower())
-        await self.wait_for_token()
+        if self.enableRateLimit:
+            await self.wait_for_token()
         try:
             async with session_method(url, data=encoded_body, headers=headers, timeout=(self.timeout / 1000), proxy=self.aiohttp_proxy) as response:
                 text = await response.text()

diff --git a/ccxt/async/exchanges.py b/ccxt/async/exchanges.py
diff --git a/ccxt/exchanges.py b/ccxt/exchanges.py
@@ -2767,6 +2767,9 @@ def fetch_markets(self):
             if base == 'DSH':
                 base = 'DASH'
             symbol = base + '/' + quote
+            precision = {
+                'price': market['price_precision'],
+            }
             result.append({
                 'id': id,
                 'symbol': symbol,
@@ -2775,6 +2778,7 @@ def fetch_markets(self):
                 'baseId': baseId,
                 'quoteId': quoteId,
                 'info': market,
+                'precision': precision,
             })
         return result
 
@@ -3257,6 +3261,16 @@ def fetch_trades(self, symbol, params={}):
         }, params))
         return self.parse_trades(response, market)
 
+    def parse_ohlcv(self, ohlcv, market=None, timeframe='1m', since=None, limit=None):
+        return [
+            ohlcv[0],
+            ohlcv[1],
+            ohlcv[3],
+            ohlcv[4],
+            ohlcv[2],
+            ohlcv[5],
+        ]
+
     def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=None, params={}):
         market = self.market(symbol)
         request = {
@@ -6063,7 +6077,7 @@ def __init__(self, config={}):
             },
             'markets': {
                 'BTC/EUR': {'id': 'BTCEUR', 'symbol': 'BTC/EUR', 'base': 'BTC', 'quote': 'EUR'},
-                'LTC/EUR': {'id': 'LTCEUR', 'symbol': 'LTC/EUR', 'base': 'LTC', 'quote': 'EUR'},
+                # 'LTC/EUR': {'id': 'LTCEUR', 'symbol': 'LTC/EUR', 'base': 'LTC', 'quote': 'EUR'},
             },
         }
         params.update(config)
@@ -14953,8 +14967,9 @@ def fetch_tickers(self, symbols=None, params={}):
         for s in range(0, len(self.symbols)):
             symbol = self.symbols[s]
             market = self.markets[symbol]
-            if not market['darkpool']:
-                pairs.append(market['id'])
+            if market['active']:
+                if not market['darkpool']:
+                    pairs.append(market['id'])
         filter = ','.join(pairs)
         response = self.publicGetTicker(self.extend({
             'pair': filter,

diff --git a/ccxt/version.py b/ccxt/version.py
@@ -24,4 +24,4 @@
 SOFTWARE.
 """
 
-__version__ = '1.9.229'
+__version__ = '1.9.231'
diff --git a/package.json b/package.json
@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "1.9.229",
+  "version": "1.9.231",
   "description": "A JavaScript / Python / PHP cryptocurrency trading library with support for 85+ exchanges",
   "main": "./ccxt.js",
   "unpkg": "build/ccxt.browser.js",

diff --git a/test/test.py b/test/test.py
@@ -27,10 +27,12 @@ class Argv(object):
 argv = Argv()
 
 parser = argparse.ArgumentParser()
+
 parser.add_argument('--verbose', action='store_true', help='enable verbose output')
 parser.add_argument('--nonce', type=int, help='integer')
 parser.add_argument('exchange', type=str, help='exchange id in lowercase', nargs='?')
 parser.add_argument('symbol', type=str, help='symbol in uppercase', nargs='?')
+
 parser.parse_args(namespace=argv)
 
 exchanges = {}
@@ -142,8 +144,23 @@ def test_tickers(exchange, symbol):
             dump(green(exchange.id), 'failed to fetch all tickers, fetching multiple tickers at once...')
             tickers = exchange.fetch_tickers([symbol])
             dump(green(exchange.id), 'fetched', green(len(list(tickers.keys()))), 'tickers')
-    else:
-        dump(yellow(exchange.id), 'fetching all tickers at once not supported')
+
+        test_tickers_async(exchange)
+
+# ------------------------------------------------------------------------------
+
+def get_active_symbols(exchange):
+    return [symbol for symbol in exchange.symbols if is_active_symbol (exchange, symbol)]
+
+def is_active_symbol(exchange, symbol):
+    return ('.' not in symbol) and (('active' not in exchange.markets[symbol]) or (exchange.markets[symbol]['active']))
+
+def test_tickers_async(exchange):
+    dump(green(exchange.id), 'fetching all tickers by simultaneous multiple concurrent requests')
+    symbols_to_load = get_active_symbols(exchange)
+    input_coroutines = [exchange.fetchTicker(symbol) for symbol in symbols_to_load]
+    tickers = asyncio.gather(*input_coroutines)
+    dump(green(exchange.id), 'fetched', green(len(list(tickers))), 'tickers')
 
 # ------------------------------------------------------------------------------