stable/freqtrade/exchange/okx.py

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import logging
from typing import Dict, List, Tuple
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import ccxt
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
from freqtrade.exchange import Exchange
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from freqtrade.exchange.common import retrier
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logger = logging.getLogger(__name__)
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class Okx(Exchange):
"""Okx exchange class.
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Contains adjustments needed for Freqtrade to work with this exchange.
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"""
_ft_has: Dict = {
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"ohlcv_candle_limit": 300,
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"mark_ohlcv_timeframe": "4h",
"funding_fee_timeframe": "8h",
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}
_ft_has_futures: Dict = {
"tickers_has_quoteVolume": 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),
]
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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:
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# 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
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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')
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pair_tiers = self._leverage_tiers[pair]
return pair_tiers[-1]['max'] / leverage