""" Kraken exchange subclass """ import logging from typing import Any, Dict import ccxt 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", } 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. """ # TODO-lev: Short support return (order['type'] in ('stop-loss', 'stop-loss-limit') 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. """ # TODO-lev: Short support 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) limit_rate = stop_price * 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, "sell", amount, stop_price) return dry_order try: amount = self.amount_to_precision(pair, amount) order = self._api.create_order(symbol=pair, type=ordertype, side='sell', 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} sell 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} sell 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 sell order due to {e.__class__.__name__}. Message: {e}') from e except ccxt.BaseError as e: raise OperationalException(e) from e