2021-11-02 18:49:53 +00:00
|
|
|
import logging
|
2021-11-05 05:26:13 +00:00
|
|
|
from typing import Dict, List, Tuple
|
2021-11-02 18:49:53 +00:00
|
|
|
|
2022-02-01 18:53:38 +00:00
|
|
|
from freqtrade.enums import MarginMode, TradingMode
|
2022-02-02 06:28:57 +00:00
|
|
|
from freqtrade.exceptions import OperationalException
|
2022-02-02 13:46:44 +00:00
|
|
|
from freqtrade.exchange import Exchange
|
|
|
|
|
2021-11-02 18:49:53 +00:00
|
|
|
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
|
|
|
2022-02-08 18:45:39 +00:00
|
|
|
class Okx(Exchange):
|
|
|
|
"""Okx exchange class.
|
2021-11-09 10:31:54 +00:00
|
|
|
|
|
|
|
Contains adjustments needed for Freqtrade to work with this exchange.
|
2021-11-02 18:49:53 +00:00
|
|
|
"""
|
|
|
|
|
|
|
|
_ft_has: Dict = {
|
2022-01-06 13:31:23 +00:00
|
|
|
"ohlcv_candle_limit": 300,
|
2021-12-19 13:48:59 +00:00
|
|
|
"mark_ohlcv_timeframe": "4h",
|
|
|
|
"funding_fee_timeframe": "8h",
|
2022-02-07 07:33:42 +00:00
|
|
|
"can_fetch_multiple_tiers": False,
|
2021-11-02 18:49:53 +00:00
|
|
|
}
|
2021-11-05 05:26:13 +00:00
|
|
|
|
2022-02-01 18:53:38 +00:00
|
|
|
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
|
2021-11-05 05:26:13 +00:00
|
|
|
# TradingMode.SPOT always supported and not required in this list
|
2022-02-01 18:53:38 +00:00
|
|
|
# (TradingMode.MARGIN, MarginMode.CROSS),
|
|
|
|
# (TradingMode.FUTURES, MarginMode.CROSS),
|
2022-02-06 01:32:46 +00:00
|
|
|
(TradingMode.FUTURES, MarginMode.ISOLATED),
|
2021-11-05 05:26:13 +00:00
|
|
|
]
|
2022-02-02 06:28:57 +00:00
|
|
|
|
|
|
|
def _lev_prep(
|
|
|
|
self,
|
|
|
|
pair: str,
|
|
|
|
leverage: float,
|
|
|
|
side: str # buy or sell
|
|
|
|
):
|
|
|
|
if self.trading_mode != TradingMode.SPOT:
|
|
|
|
if self.margin_mode is None:
|
|
|
|
raise OperationalException(
|
|
|
|
f"{self.name}.margin_mode must be set for {self.trading_mode.value}"
|
|
|
|
)
|
|
|
|
self._api.set_leverage(
|
|
|
|
leverage,
|
|
|
|
pair,
|
|
|
|
params={
|
|
|
|
"mgnMode": self.margin_mode.value,
|
|
|
|
"posSide": "long" if side == "buy" else "short",
|
|
|
|
})
|
2022-02-06 01:32:46 +00:00
|
|
|
|
2022-02-07 09:44:37 +00:00
|
|
|
def get_max_pair_stake_amount(
|
|
|
|
self,
|
|
|
|
pair: str,
|
|
|
|
price: float,
|
|
|
|
leverage: float = 1.0
|
|
|
|
) -> float:
|
|
|
|
|
|
|
|
if self.trading_mode == TradingMode.SPOT:
|
|
|
|
return float('inf') # Not actually inf, but this probably won't matter for SPOT
|
|
|
|
|
|
|
|
if pair not in self._leverage_tiers:
|
|
|
|
tiers = self.get_leverage_tiers_for_pair(pair)
|
|
|
|
if not tiers: # Not a leveraged market
|
|
|
|
return float('inf')
|
|
|
|
else:
|
|
|
|
self._leverage_tiers[pair] = tiers
|
|
|
|
|
|
|
|
pair_tiers = self._leverage_tiers[pair]
|
|
|
|
return pair_tiers[-1]['max'] / leverage
|
2022-02-07 10:18:02 +00:00
|
|
|
|
|
|
|
def load_leverage_tiers(self) -> Dict[str, List[Dict]]:
|
|
|
|
return {}
|