""" 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(): 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] = leverage_buy else: leverages[pair] = leverage_sell else: leverages[pair] = 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, pair, leverage): """ Kraken set's the leverage as an option in the order object, so it doesn't do anything in this function """ return