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Add stop_price_type support (futures only!).

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This commit is contained in:
Matthias 2023-02-04 17:38:39 +01:00
parent a9241f61f9
commit c4fc811619
4 changed files with 25 additions and 2 deletions
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7
freqtrade/exchange/binance.py
View File

@ -7,7 +7,7 @@ from typing import Dict, List, Optional, Tuple
import arrow
import ccxt
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.enums import CandleType, MarginMode, PriceType, TradingMode
from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier
@ -32,6 +32,11 @@ class Binance(Exchange):
_ft_has_futures: Dict = {
"stoploss_order_types": {"limit": "stop", "market": "stop_market"},
"tickers_have_price": False,
"stop_price_type_field": "workingType",
"stop_price_type_value_mapping": {
PriceType.LAST: "CONTRACT_PRICE",
PriceType.MARK: "MARK_PRICE",
},
}
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [

8
freqtrade/exchange/bybit.py
View File

@ -6,7 +6,7 @@ from typing import Any, Dict, List, Optional, Tuple
import ccxt
from freqtrade.constants import BuySell
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.enums import MarginMode, PriceType, TradingMode
from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier
@ -37,6 +37,12 @@ class Bybit(Exchange):
"funding_fee_timeframe": "8h",
"stoploss_on_exchange": True,
"stoploss_order_types": {"limit": "limit", "market": "market"},
"stop_price_type_field": "triggerBy",
"stop_price_type_value_mapping": {
PriceType.LAST: "LastPrice",
PriceType.MARK: "MarkPrice",
PriceType.INDEX: "IndexPrice",
},
}
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [

5
freqtrade/exchange/exchange.py
View File

@ -23,6 +23,7 @@ from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHAN
PairWithTimeframe)
from freqtrade.data.converter import clean_ohlcv_dataframe, ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
from freqtrade.enums.pricetype import PriceType
from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError,
RetryableOrderError, TemporaryError)
@ -1160,6 +1161,10 @@ class Exchange:
stop_price=stop_price_norm)
if self.trading_mode == TradingMode.FUTURES:
params['reduceOnly'] = True
if 'stoploss_price_type' in order_types and 'stop_price_type_field' in self._ft_has:
price_type = self._ft_has['stop_price_type_value_mapping'][
order_types.get('stoploss_price_type', PriceType.LAST)]
params[self._ft_has['stop_price_type_field']] = price_type
amount = self.amount_to_precision(pair, self._amount_to_contracts(pair, amount))

7
freqtrade/exchange/okx.py
View File

@ -5,6 +5,7 @@ import ccxt
from freqtrade.constants import BuySell
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.enums.pricetype import PriceType
from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
from freqtrade.exchange import Exchange, date_minus_candles
from freqtrade.exchange.common import retrier
@ -27,6 +28,12 @@ class Okx(Exchange):
_ft_has_futures: Dict = {
"tickers_have_quoteVolume": False,
"fee_cost_in_contracts": True,
"stop_price_type_field": "tpTriggerPxType",
"stop_price_type_value_mapping": {
PriceType.LAST: "last",
PriceType.MARK: "index",
PriceType.INDEX: "mark",
},
}
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [