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exchange._get_stake_amount_limit (merged min_pair_stake_amount and get_max_tradeable amount)
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parent
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commit
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@ -9,7 +9,7 @@ import logging
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from copy import deepcopy
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from copy import deepcopy
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from datetime import datetime, timedelta, timezone
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from datetime import datetime, timedelta, timezone
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from math import ceil
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from math import ceil
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from typing import Any, Dict, List, Optional, Tuple, Union
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from typing import Any, Dict, List, Literal, Optional, Tuple, Union
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import arrow
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import arrow
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import ccxt
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import ccxt
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@ -677,33 +677,59 @@ class Exchange:
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else:
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else:
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return 1 / pow(10, precision)
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return 1 / pow(10, precision)
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def get_min_pair_stake_amount(self, pair: str, price: float, stoploss: float,
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def get_min_pair_stake_amount(
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leverage: Optional[float] = 1.0) -> Optional[float]:
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self,
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pair: str,
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price: float,
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stoploss: float,
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leverage: Optional[float] = 1.0
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) -> Optional[float]:
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return self._get_stake_amount_limit(pair, price, stoploss, 'min', leverage)
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def get_max_pair_stake_amount(
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self,
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pair: str,
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price: float,
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stoploss: float
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) -> Optional[float]:
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return self._get_stake_amount_limit(pair, price, stoploss, 'max')
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def _get_stake_amount_limit(
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self,
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pair: str,
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price: float,
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stoploss: float,
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limit: Literal['min', 'max'],
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leverage: Optional[float] = 1.0
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) -> Optional[float]:
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isMin = limit == 'min'
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try:
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try:
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market = self.markets[pair]
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market = self.markets[pair]
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except KeyError:
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except KeyError:
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raise ValueError(f"Can't get market information for symbol {pair}")
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raise ValueError(f"Can't get market information for symbol {pair}")
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min_stake_amounts = []
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stake_limits = []
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limits = market['limits']
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limits = market['limits']
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if (limits['cost']['min'] is not None):
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if (limits['cost'][limit] is not None):
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min_stake_amounts.append(
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stake_limits.append(
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self._contracts_to_amount(
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self._contracts_to_amount(
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pair,
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pair,
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limits['cost']['min']
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limits['cost'][limit]
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)
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)
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)
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)
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if (limits['amount']['min'] is not None):
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if (limits['amount'][limit] is not None):
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min_stake_amounts.append(
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stake_limits.append(
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self._contracts_to_amount(
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self._contracts_to_amount(
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pair,
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pair,
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limits['amount']['min'] * price
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limits['amount'][limit] * price
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)
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)
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)
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)
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if not min_stake_amounts:
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if not stake_limits:
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return None
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return None if isMin else float('inf')
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# reserve some percent defined in config (5% default) + stoploss
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# reserve some percent defined in config (5% default) + stoploss
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amount_reserve_percent = 1.0 + self._config.get('amount_reserve_percent',
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amount_reserve_percent = 1.0 + self._config.get('amount_reserve_percent',
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@ -718,9 +744,9 @@ class Exchange:
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# for cost (quote, stake currency), so max() is used here.
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# for cost (quote, stake currency), so max() is used here.
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# See also #2575 at github.
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# See also #2575 at github.
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return self._get_stake_amount_considering_leverage(
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return self._get_stake_amount_considering_leverage(
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max(min_stake_amounts) * amount_reserve_percent,
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max(stake_limits) * amount_reserve_percent,
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leverage or 1.0
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leverage or 1.0
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)
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) if isMin else min(stake_limits) # TODO-lev: Account 4 max_reserve_percent in max limits?
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def _get_stake_amount_considering_leverage(self, stake_amount: float, leverage: float):
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def _get_stake_amount_considering_leverage(self, stake_amount: float, leverage: float):
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"""
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"""
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@ -2119,40 +2145,6 @@ class Exchange:
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raise OperationalException(
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raise OperationalException(
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"Freqtrade only supports isolated futures for leverage trading")
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"Freqtrade only supports isolated futures for leverage trading")
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def get_max_amount_tradable(self, pair: str, price: float) -> float:
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'''
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Gets the maximum amount of a currency that the exchange will let you trade
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'''
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try:
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market = self.markets[pair]
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except KeyError:
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raise ValueError(f"Can't get market information for symbol {pair}")
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market = self.markets[pair]
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limits = market['limits']
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max_amounts = []
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if (limits['cost']['max'] is not None):
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max_amounts.append(
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self._contracts_to_amount(
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pair,
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limits['cost']['max'] / price
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)
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)
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if (limits['amount']['max'] is not None):
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max_amounts.append(
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self._contracts_to_amount(
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pair,
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limits['amount']['max']
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)
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)
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if not max_amounts:
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return float('inf')
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else:
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return min(max_amounts)
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def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
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def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
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return exchange_name in ccxt_exchanges(ccxt_module)
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return exchange_name in ccxt_exchanges(ccxt_module)
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@ -4044,7 +4044,7 @@ def test_liquidation_price(
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), 2), expected)
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), 2), expected)
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def test_get_max_amount_tradable(
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def test_get_max_pair_stake_amount(
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mocker,
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mocker,
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default_conf,
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default_conf,
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):
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):
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@ -4154,14 +4154,14 @@ def test_get_max_amount_tradable(
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}
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}
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mocker.patch('freqtrade.exchange.Exchange.markets', markets)
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mocker.patch('freqtrade.exchange.Exchange.markets', markets)
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assert exchange.get_max_amount_tradable('XRP/USDT:USDT', 2.0) == 10000
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assert exchange.get_max_pair_stake_amount('XRP/USDT:USDT', 2.0, 0.0) == 20000
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assert exchange.get_max_amount_tradable('LTC/USDT:USDT', 2.0) == float('inf')
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assert exchange.get_max_pair_stake_amount('LTC/USDT:USDT', 2.0, 0.0) == float('inf')
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assert exchange.get_max_amount_tradable('ETH/USDT:USDT', 2.0) == 100
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assert exchange.get_max_pair_stake_amount('ETH/USDT:USDT', 2.0, 0.0) == 200
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assert exchange.get_max_amount_tradable('DOGE/USDT:USDT', 2.0) == 250
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assert exchange.get_max_pair_stake_amount('DOGE/USDT:USDT', 2.0, 0.0) == 500
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assert exchange.get_max_amount_tradable('LUNA/USDT:USDT', 2.0) == 2.5
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assert exchange.get_max_pair_stake_amount('LUNA/USDT:USDT', 2.0, 0.0) == 5.0
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default_conf['trading_mode'] = 'spot'
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default_conf['trading_mode'] = 'spot'
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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mocker.patch('freqtrade.exchange.Exchange.markets', markets)
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mocker.patch('freqtrade.exchange.Exchange.markets', markets)
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assert exchange.get_max_amount_tradable('BTC/USDT', 2.0) == 10000
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assert exchange.get_max_pair_stake_amount('BTC/USDT', 2.0, 0.0) == 20000
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assert exchange.get_max_amount_tradable('ADA/USDT', 2.0) == 250
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assert exchange.get_max_pair_stake_amount('ADA/USDT', 2.0, 0.0) == 500
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