mirror of
https://github.com/freqtrade/freqtrade.git
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cf9331919f
Related to stoploss_on_exchange in combination with trailing stoploss. Binance contains stopPrice in the info, while kraken returns the same value as "price".
101 lines
3.9 KiB
Python
101 lines
3.9 KiB
Python
""" Kraken exchange subclass """
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import logging
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from typing import Dict
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import ccxt
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from freqtrade.exceptions import (DependencyException, InvalidOrderException,
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OperationalException, TemporaryError)
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from freqtrade.exchange import Exchange
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from freqtrade.exchange.exchange import retrier
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logger = logging.getLogger(__name__)
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class Kraken(Exchange):
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_params: Dict = {"trading_agreement": "agree"}
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_ft_has: Dict = {
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"stoploss_on_exchange": True,
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"trades_pagination": "id",
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"trades_pagination_arg": "since",
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}
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@retrier
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def get_balances(self) -> dict:
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if self._config['dry_run']:
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return {}
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try:
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balances = self._api.fetch_balance()
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# Remove additional info from ccxt results
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balances.pop("info", None)
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balances.pop("free", None)
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balances.pop("total", None)
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balances.pop("used", None)
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orders = self._api.fetch_open_orders()
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order_list = [(x["symbol"].split("/")[0 if x["side"] == "sell" else 1],
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x["remaining"],
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# Don't remove the below comment, this can be important for debuggung
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# x["side"], x["amount"],
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) for x in orders]
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for bal in balances:
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balances[bal]['used'] = sum(order[1] for order in order_list if order[0] == bal)
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balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used']
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return balances
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
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"""
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Verify stop_loss against stoploss-order value (limit or price)
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Returns True if adjustment is necessary.
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"""
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return order['type'] == 'stop-loss' and stop_loss > float(order['price'])
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def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
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"""
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Creates a stoploss market order.
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Stoploss market orders is the only stoploss type supported by kraken.
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"""
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ordertype = "stop-loss"
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stop_price = self.price_to_precision(pair, stop_price)
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if self._config['dry_run']:
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dry_order = self.dry_run_order(
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pair, ordertype, "sell", amount, stop_price)
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return dry_order
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try:
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params = self._params.copy()
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amount = self.amount_to_precision(pair, amount)
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order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
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amount=amount, price=stop_price, params=params)
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logger.info('stoploss order added for %s. '
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'stop price: %s.', pair, stop_price)
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return order
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except ccxt.InsufficientFunds as e:
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raise DependencyException(
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f'Insufficient funds to create {ordertype} sell order on market {pair}.'
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f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
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f'Message: {e}') from e
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except ccxt.InvalidOrder as e:
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raise InvalidOrderException(
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f'Could not create {ordertype} sell order on market {pair}. '
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f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
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f'Message: {e}') from e
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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