mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 18:23:55 +00:00
124 lines
4.0 KiB
Python
124 lines
4.0 KiB
Python
import logging
|
|
from typing import Dict, List, Tuple
|
|
|
|
import ccxt
|
|
|
|
from freqtrade.enums import MarginMode, TradingMode
|
|
from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
|
|
from freqtrade.exchange import Exchange
|
|
from freqtrade.exchange.common import retrier
|
|
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
class Okx(Exchange):
|
|
"""Okx exchange class.
|
|
|
|
Contains adjustments needed for Freqtrade to work with this exchange.
|
|
"""
|
|
|
|
_ft_has: Dict = {
|
|
"ohlcv_candle_limit": 300,
|
|
"mark_ohlcv_timeframe": "4h",
|
|
"funding_fee_timeframe": "8h",
|
|
"can_fetch_multiple_tiers": False,
|
|
}
|
|
|
|
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
|
|
# TradingMode.SPOT always supported and not required in this list
|
|
# (TradingMode.MARGIN, MarginMode.CROSS),
|
|
# (TradingMode.FUTURES, MarginMode.CROSS),
|
|
(TradingMode.FUTURES, MarginMode.ISOLATED),
|
|
]
|
|
|
|
def _get_params(
|
|
self,
|
|
ordertype: str,
|
|
leverage: float,
|
|
reduceOnly: bool,
|
|
time_in_force: str = 'gtc',
|
|
) -> Dict:
|
|
params = super()._get_params(
|
|
ordertype=ordertype,
|
|
leverage=leverage,
|
|
reduceOnly=reduceOnly,
|
|
time_in_force=time_in_force,
|
|
)
|
|
if self.trading_mode == TradingMode.FUTURES and self.margin_mode:
|
|
params['tdMode'] = self.margin_mode.value
|
|
return params
|
|
|
|
@retrier
|
|
def _lev_prep(
|
|
self,
|
|
pair: str,
|
|
leverage: float,
|
|
side: str # buy or sell
|
|
):
|
|
if self.trading_mode != TradingMode.SPOT:
|
|
if self.margin_mode is None:
|
|
raise OperationalException(
|
|
f"{self.name}.margin_mode must be set for {self.trading_mode.value}"
|
|
)
|
|
try:
|
|
# TODO-lev: Test me properly (check mgnMode passed)
|
|
self._api.set_leverage(
|
|
leverage=leverage,
|
|
symbol=pair,
|
|
params={
|
|
"mgnMode": self.margin_mode.value,
|
|
# "posSide": "net"",
|
|
})
|
|
except ccxt.DDoSProtection as e:
|
|
raise DDosProtection(e) from e
|
|
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
|
raise TemporaryError(
|
|
f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
|
|
except ccxt.BaseError as e:
|
|
raise OperationalException(e) from e
|
|
|
|
def get_max_pair_stake_amount(
|
|
self,
|
|
pair: str,
|
|
price: float,
|
|
leverage: float = 1.0
|
|
) -> float:
|
|
|
|
if self.trading_mode == TradingMode.SPOT:
|
|
return float('inf') # Not actually inf, but this probably won't matter for SPOT
|
|
|
|
if pair not in self._leverage_tiers:
|
|
return float('inf')
|
|
|
|
pair_tiers = self._leverage_tiers[pair]
|
|
return pair_tiers[-1]['max'] / leverage
|
|
|
|
@retrier
|
|
def load_leverage_tiers(self) -> Dict[str, List[Dict]]:
|
|
# * This is slow(~45s) on Okex, must make 90-some api calls to load all linear swap markets
|
|
if self.trading_mode == TradingMode.FUTURES:
|
|
markets = self.markets
|
|
symbols = []
|
|
|
|
for symbol, market in markets.items():
|
|
if (self.market_is_future(market)
|
|
and market['quote'] == self._config['stake_currency']):
|
|
symbols.append(symbol)
|
|
|
|
tiers: Dict[str, List[Dict]] = {}
|
|
|
|
# Be verbose here, as this delays startup by ~1 minute.
|
|
logger.info(
|
|
f"Initializing leverage_tiers for {len(symbols)} markets. "
|
|
"This will take about a minute.")
|
|
|
|
for symbol in sorted(symbols):
|
|
res = self._api.fetch_leverage_tiers(symbol)
|
|
tiers[symbol] = res[symbol]
|
|
logger.info(f"Done initializing {len(symbols)} markets.")
|
|
|
|
return tiers
|
|
else:
|
|
return {}
|