freqtrade_origin/freqtrade/exchange/kraken.py

""" Kraken exchange subclass """
import logging
from typing import Any, Dict, List, Optional, Tuple

import ccxt

from freqtrade.enums import Collateral, TradingMode
from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                  OperationalException, TemporaryError)
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier


logger = logging.getLogger(__name__)


class Kraken(Exchange):

    _params: Dict = {"trading_agreement": "agree"}
    _ft_has: Dict = {
        "stoploss_on_exchange": True,
        "ohlcv_candle_limit": 720,
        "trades_pagination": "id",
        "trades_pagination_arg": "since",
    }

    _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
        # TradingMode.SPOT always supported and not required in this list
        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
        # (TradingMode.FUTURES, Collateral.CROSS)  # TODO-lev: No CCXT support
    ]

    def market_is_tradable(self, market: Dict[str, Any]) -> bool:
        """
        Check if the market symbol is tradable by Freqtrade.
        Default checks + check if pair is darkpool pair.
        """
        parent_check = super().market_is_tradable(market)

        return (parent_check and
                market.get('darkpool', False) is False)

    @retrier
    def get_balances(self) -> dict:
        if self._config['dry_run']:
            return {}

        try:
            balances = self._api.fetch_balance()
            # Remove additional info from ccxt results
            balances.pop("info", None)
            balances.pop("free", None)
            balances.pop("total", None)
            balances.pop("used", None)

            orders = self._api.fetch_open_orders()
            order_list = [(x["symbol"].split("/")[0 if x["side"] == "sell" else 1],
                           x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"],
                           # Don't remove the below comment, this can be important for debugging
                           # x["side"], x["amount"],
                           ) for x in orders]
            for bal in balances:
                if not isinstance(balances[bal], dict):
                    continue
                balances[bal]['used'] = sum(order[1] for order in order_list if order[0] == bal)
                balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used']

            return balances
        except ccxt.DDoSProtection as e:
            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
        except ccxt.BaseError as e:
            raise OperationalException(e) from e

    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
        """
        Verify stop_loss against stoploss-order value (limit or price)
        Returns True if adjustment is necessary.
        """
        return (order['type'] in ('stop-loss', 'stop-loss-limit') and (
                (side == "sell" and stop_loss > float(order['price'])) or
                (side == "buy" and stop_loss < float(order['price']))
                ))

    @retrier(retries=0)
    def stoploss(self, pair: str, amount: float,
                 stop_price: float, order_types: Dict, side: str) -> Dict:
        """
        Creates a stoploss market order.
        Stoploss market orders is the only stoploss type supported by kraken.
        """
        params = self._params.copy()

        if order_types.get('stoploss', 'market') == 'limit':
            ordertype = "stop-loss-limit"
            limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
            if side == "sell":
                limit_rate = stop_price * limit_price_pct
            else:
                limit_rate = stop_price * (2 - limit_price_pct)
            params['price2'] = self.price_to_precision(pair, limit_rate)
        else:
            ordertype = "stop-loss"

        stop_price = self.price_to_precision(pair, stop_price)

        if self._config['dry_run']:
            dry_order = self.create_dry_run_order(
                pair, ordertype, side, amount, stop_price)
            return dry_order

        try:
            amount = self.amount_to_precision(pair, amount)

            order = self._api.create_order(symbol=pair, type=ordertype, side=side,
                                           amount=amount, price=stop_price, params=params)
            self._log_exchange_response('create_stoploss_order', order)
            logger.info('stoploss order added for %s. '
                        'stop price: %s.', pair, stop_price)
            return order
        except ccxt.InsufficientFunds as e:
            raise InsufficientFundsError(
                f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                f'Message: {e}') from e
        except ccxt.InvalidOrder as e:
            raise InvalidOrderException(
                f'Could not create {ordertype} {side} order on market {pair}. '
                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                f'Message: {e}') from e
        except ccxt.DDoSProtection as e:
            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
        except ccxt.BaseError as e:
            raise OperationalException(e) from e

    def fill_leverage_brackets(self):
        """
            Assigns property _leverage_brackets to a dictionary of information about the leverage
            allowed on each pair
        """
        leverages = {}

        for pair, market in self.markets.items():
            leverages[pair] = [1]
            info = market['info']
            leverage_buy = info.get('leverage_buy', [])
            leverage_sell = info.get('leverage_sell', [])
            if len(leverage_buy) > 0 or len(leverage_sell) > 0:
                if leverage_buy != leverage_sell:
                    logger.warning(
                        f"The buy({leverage_buy}) and sell({leverage_sell}) leverage are not equal"
                        "for {pair}. Please notify freqtrade because this has never happened before"
                    )
                    if max(leverage_buy) <= max(leverage_sell):
                        leverages[pair] += [int(lev) for lev in leverage_buy]
                    else:
                        leverages[pair] += [int(lev) for lev in leverage_sell]
                else:
                    leverages[pair] += [int(lev) for lev in leverage_buy]
        self._leverage_brackets = leverages

    def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
        """
            Returns the maximum leverage that a pair can be traded at
            :param pair: The base/quote currency pair being traded
            :nominal_value: Here for super class, not needed on Kraken
        """
        return float(max(self._leverage_brackets[pair]))

    def _set_leverage(
        self,
        leverage: float,
        pair: Optional[str],
        trading_mode: Optional[TradingMode]
    ):
        """
            Kraken set's the leverage as an option in the order object, so we need to
            add it to params
        """
        if leverage > 1.0:
            self._params['leverage'] = leverage
        else:
            del self._params['leverage']