Private End Points

Support for using any private non unified end point on any exchange

README.md

@@ -27,7 +27,7 @@ Check out the example script to see how to setup and run on Kraken.
  Backtrader will call getcash and getvalue before and after next, slowing things down
  with rest calls. As such, these will just return the last values called from getbalance().
  Because getbalance() will not be called by cerebro, you need to do this manual as and when 
- you want the information. 
+ you want the information.
 
 - **Note:** The broker mapping should contain a new dict for order_types and mappings like below:
 
@@ -51,6 +51,29 @@ Check out the example script to see how to setup and run on Kraken.
  }
 ```
 
+ - Added new private_end_point method to allow using any private non-unified end point.
+ An example for getting a list of postions and then closing them on Bitfinex
+ is below:
+
+```
+ # NOTE - THIS CLOSES A LONG POSITION. TO CLOSE A SHORT, REMOVE THE '-' FROM
+ # -self.position.size
+ type = 'Post'
+ endpoint = '/positions'
+ params = {}
+ positions = self.broker.private_end_point(type=type, endpoint=endpoint, params=params)
+ for position in positions:
+ id = position['id']
+ type = 'Post'
+ endpoint = '/position/close'
+ params = {'position_id': id}
+ result = self.broker.private_end_point(type=type, endpoint=endpoint, params=params)
+ _pos = self.broker.getposition(data, clone=False)
+ # A Price of NONE is returned form the close position endpoint!
+ _pos.update(-self.position.size, None)
+
+```
+
 ## CCXTStore
 
 Redesigned the way that the store is intialized, data and brokers are requested.
@@ -79,6 +102,8 @@ A store is initialized in a similar way to other backtrader stores. e.g
  compression=1, ohlcv_limit=50, fetch_ohlcv_params = {'partial': False}) #, historical=True)
 ```
 
+ - Added new private_end_point method to allow using any private non-unified end point. For an example, see broker section above.
+
 ## CCXTFeed
 
 - Added option to send some additional fetch_ohlcv_params. Some exchanges (e.g Bitmex) support sending some additional fetch parameters.

ccxtbt/ccxtbroker.py

@@ -79,6 +79,9 @@ class CCXTBroker(with_metaclass(MetaCCXTBroker, BrokerBase)):
  'value':1}
  }
  }
+
+ Added new private_end_point method to allow using any private non-unified end point 
+
  '''
 
  order_types = {Order.Market: 'market',
@@ -156,7 +159,6 @@ def getposition(self, data, clone=True):
  pos = self.positions[data._dataname]
  if clone:
  pos = pos.clone()
-
  return pos
 
  def next(self):
@@ -208,10 +210,10 @@ def cancel(self, order):
  return order
 
  ccxt_order = self.store.cancel_order(oID)
- print('CCXT Order')
- print(ccxt_order)
- print('Value Received: {}'.format(ccxt_order[self.mappings['canceled_order']['key']]))
- print('Value Expected: {}'.format(self.mappings['canceled_order']['value']))
+ #print('CCXT Order')
+ #print(ccxt_order)
+ #print('Value Received: {}'.format(ccxt_order[self.mappings['canceled_order']['key']]))
+ #print('Value Expected: {}'.format(self.mappings['canceled_order']['value']))
 
  if ccxt_order[self.mappings['canceled_order']['key']] == self.mappings['canceled_order']['value']:
  self.open_orders.remove(order)
@@ -221,3 +223,28 @@ def cancel(self, order):
 
  def get_orders_open(self, safe=False):
  return self.store.fetch_open_orders()
+
+ def private_end_point(self, type, endpoint, params):
+ '''
+ Open method to allow calls to be made to any private end point.
+ See here: https://github.com/ccxt/ccxt/wiki/Manual#implicit-api-methods
+
+ - type: String, 'Get', 'Post','Put' or 'Delete'.
+ - endpoint = String containing the endpoint address eg. 'order/{id}/cancel'
+ - Params: Dict: An implicit method takes a dictionary of parameters, sends
+ the request to the exchange and returns an exchange-specific JSON
+ result from the API as is, unparsed.
+
+ To get a list of all available methods with an exchange instance,
+ including implicit methods and unified methods you can simply do the
+ following:
+
+ print(dir(ccxt.hitbtc()))
+ '''
+ endpoint_str = endpoint.replace('/','_')
+ endpoint_str = endpoint_str.replace('{','')
+ endpoint_str = endpoint_str.replace('}','')
+
+ method_str = 'private_' + type.lower() + endpoint_str.lower()
+
+ return self.store.private_end_point(type=type, endpoint=method_str, params=params)

ccxtbt/ccxtstore.py

@@ -30,6 +30,7 @@
 import backtrader as bt
 from backtrader.metabase import MetaParams
 from backtrader.utils.py3 import queue, with_metaclass
+import json
 
 class MetaSingleton(MetaParams):
  '''Metaclass to make a metaclassed class a singleton'''
@@ -51,6 +52,8 @@ class CCXTStore(with_metaclass(MetaSingleton, object)):
  Added a new get_wallet_balance method. This will allow manual checking of the balance.
  The method will allow setting parameters. Useful for getting margin balances
 
+ Added new private_end_point method to allow using any private non-unified end point 
+
  '''
 
  # Supported granularities
@@ -63,6 +66,7 @@ class CCXTStore(with_metaclass(MetaSingleton, object)):
  (bt.TimeFrame.Minutes, 60): '1h',
  (bt.TimeFrame.Minutes, 90): '90m',
  (bt.TimeFrame.Minutes, 120): '2h',
+ (bt.TimeFrame.Minutes, 180): '3h',
  (bt.TimeFrame.Minutes, 240): '4h',
  (bt.TimeFrame.Minutes, 360): '6h',
  (bt.TimeFrame.Minutes, 480): '8h',
@@ -176,3 +180,23 @@ def fetch_order(self, oid):
  @retry
  def fetch_open_orders(self):
  return self.exchange.fetchOpenOrders()
+
+ @retry
+ def private_end_point(self, type, endpoint, params):
+ '''
+ Open method to allow calls to be made to any private end point.
+ See here: https://github.com/ccxt/ccxt/wiki/Manual#implicit-api-methods
+
+ - type: String, 'Get', 'Post','Put' or 'Delete'.
+ - endpoint = String containing the endpoint address eg. 'order/{id}/cancel'
+ - Params: Dict: An implicit method takes a dictionary of parameters, sends
+ the request to the exchange and returns an exchange-specific JSON
+ result from the API as is, unparsed.
+
+ To get a list of all available methods with an exchange instance,
+ including implicit methods and unified methods you can simply do the
+ following:
+
+ print(dir(ccxt.hitbtc()))
+ '''
+ return getattr(self.exchange, endpoint)(params)