stable/freqtrade/exchange/okx.py

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",
    }
    _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),
    ]

    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