mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 18:23:55 +00:00
86 lines
3.1 KiB
Python
86 lines
3.1 KiB
Python
""" Binance exchange subclass """
|
|
import logging
|
|
from typing import Dict
|
|
|
|
import ccxt
|
|
|
|
from freqtrade import (DependencyException, InvalidOrderException,
|
|
OperationalException, TemporaryError)
|
|
from freqtrade.exchange import Exchange
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
class Binance(Exchange):
|
|
|
|
_ft_has: Dict = {
|
|
"stoploss_on_exchange": True,
|
|
"order_time_in_force": ['gtc', 'fok', 'ioc'],
|
|
"trades_pagination": "id",
|
|
"trades_pagination_arg": "fromId",
|
|
}
|
|
|
|
def get_order_book(self, pair: str, limit: int = 100) -> dict:
|
|
"""
|
|
get order book level 2 from exchange
|
|
|
|
20180619: binance support limits but only on specific range
|
|
"""
|
|
limit_range = [5, 10, 20, 50, 100, 500, 1000]
|
|
# get next-higher step in the limit_range list
|
|
limit = min(list(filter(lambda x: limit <= x, limit_range)))
|
|
|
|
return super().get_order_book(pair, limit)
|
|
|
|
def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
|
|
"""
|
|
creates a stoploss limit order.
|
|
this stoploss-limit is binance-specific.
|
|
It may work with a limited number of other exchanges, but this has not been tested yet.
|
|
|
|
"""
|
|
ordertype = "stop_loss_limit"
|
|
|
|
stop_price = self.symbol_price_prec(pair, stop_price)
|
|
|
|
# Ensure rate is less than stop price
|
|
if stop_price <= rate:
|
|
raise OperationalException(
|
|
'In stoploss limit order, stop price should be more than limit 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()
|
|
params.update({'stopPrice': stop_price})
|
|
|
|
amount = self.symbol_amount_prec(pair, amount)
|
|
|
|
rate = self.symbol_price_prec(pair, rate)
|
|
|
|
order = self._api.create_order(pair, ordertype, 'sell',
|
|
amount, rate, params)
|
|
logger.info('stoploss limit order added for %s. '
|
|
'stop price: %s. limit: %s', pair, stop_price, rate)
|
|
return order
|
|
except ccxt.InsufficientFunds as e:
|
|
raise DependencyException(
|
|
f'Insufficient funds to create {ordertype} sell order on market {pair}.'
|
|
f'Tried to sell amount {amount} at rate {rate}. '
|
|
f'Message: {e}') from e
|
|
except ccxt.InvalidOrder as e:
|
|
# Errors:
|
|
# `binance Order would trigger immediately.`
|
|
raise InvalidOrderException(
|
|
f'Could not create {ordertype} sell order on market {pair}. '
|
|
f'Tried to sell amount {amount} at rate {rate}. '
|
|
f'Message: {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
|