freqtrade_origin/freqtrade/exchange/ftx.py
2020-08-14 11:31:02 +02:00

127 lines
5.1 KiB
Python

""" FTX exchange subclass """
import logging
from typing import 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 Ftx(Exchange):
_ft_has: Dict = {
"stoploss_on_exchange": True,
"ohlcv_candle_limit": 1500,
}
def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
return order['type'] == 'stop' and stop_loss > float(order['price'])
@retrier(retries=0)
def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
"""
Creates a stoploss order.
depending on order_types.stoploss configuration, uses 'market' or limit order.
Limit orders are defined by having orderPrice set, otherwise a market order is used.
"""
limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
limit_rate = stop_price * limit_price_pct
ordertype = "stop"
stop_price = self.price_to_precision(pair, stop_price)
if self._config['dry_run']:
dry_order = self.dry_run_order(
pair, ordertype, "sell", amount, stop_price)
return dry_order
try:
params = self._params.copy()
if order_types.get('stoploss', 'market') == 'limit':
# set orderPrice to place limit order, otherwise it's a market order
params['orderPrice'] = limit_rate
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)
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
@retrier(retries=5)
def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
try:
order = self._dry_run_open_orders[order_id]
return order
except KeyError as e:
# Gracefully handle errors with dry-run orders.
raise InvalidOrderException(
f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
try:
orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
order = [order for order in orders if order['id'] == order_id]
if len(order) == 1:
return order[0]
else:
raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Tried to get an invalid order (id: {order_id}). 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 get order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier
def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
return {}
try:
return self._api.cancel_order(order_id, pair, params={'type': 'stop'})
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Could not cancel order. 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 cancel order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e