stable/freqtrade/exchange/okx.py

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import logging
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from typing import Dict, List, Optional, Tuple
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import ccxt
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from freqtrade.constants import BuySell
from freqtrade.enums import MarginMode, TradingMode
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from freqtrade.enums.candletype import CandleType
from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
from freqtrade.exchange import Exchange, date_minus_candles
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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 = {
"ohlcv_candle_limit": 100, # Warning, special case with data prior to X months
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"mark_ohlcv_timeframe": "4h",
"funding_fee_timeframe": "8h",
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}
_ft_has_futures: Dict = {
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"tickers_have_quoteVolume": False,
"fee_cost_in_contracts": True,
}
_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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net_only = True
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_ccxt_params: Dict = {'options': {'brokerId': 'ffb5405ad327SUDE'}}
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def ohlcv_candle_limit(
self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = None) -> int:
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"""
Exchange ohlcv candle limit
OKX has the following behaviour:
* 300 candles for uptodate data
* 100 candles for historic data
* 100 candles for additional candles (not futures or spot).
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:param timeframe: Timeframe to check
:param candle_type: Candle-type
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:param since_ms: Starting timestamp
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:return: Candle limit as integer
"""
if (
candle_type in (CandleType.FUTURES, CandleType.SPOT) and
(not since_ms or since_ms > (date_minus_candles(timeframe, 300).timestamp() * 1000))
):
return 300
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return super().ohlcv_candle_limit(timeframe, candle_type, since_ms)
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@retrier
def additional_exchange_init(self) -> None:
"""
Additional exchange initialization logic.
.api will be available at this point.
Must be overridden in child methods if required.
"""
try:
if self.trading_mode == TradingMode.FUTURES and not self._config['dry_run']:
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accounts = self._api.fetch_accounts()
if len(accounts) > 0:
self.net_only = accounts[0].get('info', {}).get('posMode') == 'net_mode'
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_posSide(self, side: BuySell, reduceOnly: bool):
if self.net_only:
return 'net'
if not reduceOnly:
# Enter
return 'long' if side == 'buy' else 'short'
else:
# Exit
return 'long' if side == 'sell' else 'short'
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def _get_params(
self,
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side: BuySell,
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ordertype: str,
leverage: float,
reduceOnly: bool,
time_in_force: str = 'gtc',
) -> Dict:
params = super()._get_params(
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side=side,
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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
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params['posSide'] = self._get_posSide(side, reduceOnly)
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return params
@retrier
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def _lev_prep(self, pair: str, leverage: float, side: BuySell):
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if self.trading_mode != TradingMode.SPOT and self.margin_mode is not None:
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,
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"posSide": self._get_posSide(side, False),
})
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]['maxNotional'] / leverage