add functionality to binance futures exchange

blankly/__init__.py

@@ -43,6 +43,8 @@
 import blankly.indicators as indicators
 from blankly.utils import time_builder
 
+from blankly.enums import *
+
 from blankly.deployment.reporter_headers import Reporter as __Reporter_Headers
 is_deployed = False
 _screener_runner = None

blankly/enums.py

@@ -0,0 +1,48 @@
+import enum
+
+
+class MarginType(str, enum.Enum):
+    CROSSED = 'crossed'
+    ISOLATED = 'isolated'
+
+
+class Side(str, enum.Enum):
+    BUY = 'buy'
+    SELL = 'sell'
+
+
+class PositionMode(str, enum.Enum):
+    BOTH = 'both'
+    LONG = 'long'
+    SHORT = 'short'
+
+
+class TimeInForce(str, enum.Enum):
+    GTC = 'GTC'  # Good Till Cancelled
+    FOK = 'FOK'  # Fill or Kill
+    IOC = 'IOC'  # Immediate or Cancel
+
+
+class HedgeMode(str, enum.Enum):
+    HEDGE = 'hedge'
+    ONEWAY = 'oneway'
+
+
+class OrderStatus(str, enum.Enum):
+    NEW = 'new'
+    PARTIALLY_FILLED = 'partially_filled'
+    FILLED = 'filled'
+    CANCELED = 'canceled'
+    EXPIRED = 'expired'
+
+
+class OrderType(str, enum.Enum):
+    MARKET = 'market'
+    LIMIT = 'limit'
+    STOP = 'stop'
+    TAKE_PROFIT = 'take_profit'
+    LIQUIDATION = 'liquidation'
+
+
+class ContractType(str, enum.Enum):
+    PERPETUAL = 'perpetual'

blankly/exchanges/futures/futures_strategy_logger.py

@@ -15,63 +15,46 @@
     You should have received a copy of the GNU Lesser General Public License
     along with this program.  If not, see <https://www.gnu.org/licenses/>.
 """
-from blankly import FuturesStrategy
+from abc import ABC
+
+from blankly.enums import PositionMode, Side
 from blankly.exchanges.interfaces.futures_exchange_interface import FuturesExchangeInterface
 from blankly.exchanges.orders.futures.futures_limit_order import FuturesLimitOrder
 from blankly.exchanges.orders.futures.futures_market_order import FuturesMarketOrder
-from blankly.utils.utils import AttributeDict
 
 
 # TODO
-class FuturesStrategyLogger(FuturesExchangeInterface):
+class FuturesStrategyLogger:
     interface: FuturesExchangeInterface
-    strategy: FuturesStrategy
+    strategy: 'FuturesStrategy'
 
     def __init__(self, interface=None, strategy=None):
         self.interface = interface
         self.strategy = strategy
 
-    def init_exchange(self):
-        return self.interface.init_exchange()
-
-    def get_products(self) -> list:
-        return self.interface.get_products()
-
-    def get_account(self, symbol: str = None) -> AttributeDict:
-        return self.interface.get_account(symbol)
-
-    def market_order(self, symbol: str, side: str, size: float,
-                     position: str) -> FuturesMarketOrder:
+    def __getattribute__(self, item):
+        # run the overidden function in this class if it exists, or default to the method in self.interface
+        try:
+            # this is NOT recursive, it will get the *actual* attribute
+            return object.__getattribute__(self, item)
+        except AttributeError:
+            return self.interface.__getattribute__(item)
+
+    def market_order(
+            self,
+            symbol: str,
+            side: Side,
+            size: float,
+            position: PositionMode = PositionMode.BOTH) -> FuturesMarketOrder:
+        # TODO log order
         return self.interface.market_order(symbol, side, size, position)
 
-    def limit_order(self, symbol: str, side: str, price: float, size: float,
-                    position: str) -> FuturesLimitOrder:
+    def limit_order(
+            self,
+            symbol: str,
+            side: Side,
+            price: float,
+            size: float,
+            position: PositionMode = PositionMode.BOTH) -> FuturesLimitOrder:
+        # TODO log order
         return self.interface.limit_order(symbol, side, price, size, position)
-
-    def cancel_order(self, order_id: str) -> dict:
-        return self.interface.cancel_order(order_id)
-
-    def get_open_orders(self, symbol: str = None) -> list:
-        return self.interface.get_open_orders(symbol)
-
-    def get_order(self, order_id: str) -> dict:
-        return self.interface.get_order(order_id)
-
-    def get_price(self, symbol: str) -> float:
-        return self.interface.get_price(symbol)
-
-    @property
-    def account(self) -> AttributeDict:
-        return self.interface.account
-
-    @property
-    def orders(self) -> list:
-        return self.interface.orders
-
-    @property
-    def cash(self) -> float:
-        return self.interface.cash
-
-    def get_product_history(self, symbol, epoch_start, epoch_stop, resolution):
-        return self.interface.get_product_history(symbol, epoch_start,
-                                                  epoch_stop, resolution)

blankly/exchanges/interfaces/binance_futures/binance_futures.py

@@ -38,9 +38,8 @@ def __init__(self,
         self.__calls = Client(
             api_key=auth.keys['API_KEY'],
             api_secret=auth.keys['API_SECRET'],
-            # pretty sure this breaks futures
-            # tld=self.preferences["settings"]['binance']["binance_tld"],
-            testnet=self.preferences['settings']['use_sandbox'])
+            testnet=auth.keys['sandbox'])
+        # TODO does futures even have a tld switch?
 
         self.__interface = BinanceFuturesInterface(self.exchange_type,
                                                    self.calls)