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kraken subclass
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iuvbio
parent
54d5bce445
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32b02c9925
171
freqtrade/exchange/kraken.py
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171
freqtrade/exchange/kraken.py
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""" Kraken exchange subclass """
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import logging
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from random import randint
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from typing import Dict
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import arrow
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import ccxt
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from freqtrade import OperationalException, DependencyException, TemporaryError
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from freqtrade.exchange import Exchange
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logger = logging.getLogger(__name__)
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class Kraken(Exchange):
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def __init__(self, config: dict) -> None:
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super().__init__(config)
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self._params = {"trading_agreement": "agree"}
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def buy(self, pair: str, ordertype: str, amount: float,
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rate: float, time_in_force) -> Dict:
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if self._conf['dry_run']:
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order_id = f'dry_run_buy_{randint(0, 10**6)}'
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self._dry_run_open_orders[order_id] = {
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'pair': pair,
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'price': rate,
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'amount': amount,
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'type': ordertype,
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'side': 'buy',
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'remaining': 0.0,
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'datetime': arrow.utcnow().isoformat(),
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'status': 'closed',
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'fee': None
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}
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return {'id': order_id}
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try:
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
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params = self._params.copy()
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if time_in_force != 'gtc':
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params.update({'timeInForce': time_in_force})
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return self._api.create_order(pair, ordertype, 'buy',
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amount, rate, params)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to create limit buy order on market {pair}.'
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f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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f'Could not create limit buy order on market {pair}.'
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f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place buy order due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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def sell(self, pair: str, ordertype: str, amount: float,
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rate: float, time_in_force='gtc') -> Dict:
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if self._conf['dry_run']:
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order_id = f'dry_run_sell_{randint(0, 10**6)}'
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self._dry_run_open_orders[order_id] = {
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'pair': pair,
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'price': rate,
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'amount': amount,
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'type': ordertype,
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'side': 'sell',
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'remaining': 0.0,
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'datetime': arrow.utcnow().isoformat(),
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'status': 'closed'
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}
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return {'id': order_id}
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try:
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
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params = self._params.copy()
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if time_in_force != 'gtc':
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params.update({'timeInForce': time_in_force})
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return self._api.create_order(pair, ordertype, 'sell',
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amount, rate, params)
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to create limit sell order on market {pair}.'
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f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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f'Could not create limit sell order on market {pair}.'
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f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place sell order due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
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"""
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creates a stoploss limit order.
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NOTICE: it is not supported by all exchanges. only binance is tested for now.
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"""
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# Set the precision for amount and price(rate) as accepted by the exchange
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amount = self.symbol_amount_prec(pair, amount)
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rate = self.symbol_price_prec(pair, rate)
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stop_price = self.symbol_price_prec(pair, stop_price)
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# Ensure rate is less than stop price
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if stop_price <= rate:
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raise OperationalException(
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'In stoploss limit order, stop price should be more than limit price')
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if self._conf['dry_run']:
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order_id = f'dry_run_buy_{randint(0, 10**6)}'
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self._dry_run_open_orders[order_id] = {
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'info': {},
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'id': order_id,
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'pair': pair,
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'price': stop_price,
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'amount': amount,
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'type': 'stop_loss_limit',
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'side': 'sell',
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'remaining': amount,
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'datetime': arrow.utcnow().isoformat(),
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'status': 'open',
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'fee': None
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}
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return self._dry_run_open_orders[order_id]
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try:
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params = self._params.copy()
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params.update({'stopPrice': stop_price})
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order = self._api.create_order(pair, 'stop_loss_limit', 'sell',
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amount, rate, params)
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logger.info('stoploss limit order added for %s. '
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'stop price: %s. limit: %s' % (pair, stop_price, rate))
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return order
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to place stoploss limit order on market {pair}. '
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f'Tried to put a stoploss amount {amount} with '
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f'stop {stop_price} and limit {rate} (total {rate*amount}).'
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f'Message: {e}')
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except ccxt.InvalidOrder as e:
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raise DependencyException(
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f'Could not place stoploss limit order on market {pair}.'
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f'Tried to place stoploss amount {amount} with '
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f'stop {stop_price} and limit {rate} (total {rate*amount}).'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place stoploss limit order due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(e)
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