stable/freqtrade/exchange/ftx.py

69 lines
2.6 KiB
Python
Raw Normal View History

""" FTX exchange subclass """
import logging
from typing import Dict
2020-03-24 19:57:12 +00:00
import ccxt
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exchange import Exchange
logger = logging.getLogger(__name__)
class Ftx(Exchange):
_ft_has: Dict = {
2020-03-24 19:57:12 +00:00
"stoploss_on_exchange": True,
"ohlcv_candle_limit": 1500,
}
2020-03-24 19:57:12 +00:00
def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
return order['type'] == 'stop' and stop_loss > float(order['price'])
def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
"""
Creates a stoploss market order.
Stoploss market orders is the only stoploss type supported by ftx.
TODO: This doesnot work yet as the order cannot be aquired via fetch_orders - so Freqtrade assumes the order as always missing.
2020-03-24 19:57:12 +00:00
"""
ordertype = "stop"
stop_price = self.price_to_precision(pair, stop_price)
if self._config['dry_run']:
dry_order = self.dry_run_order(
pair, ordertype, "sell", amount, stop_price)
return dry_order
try:
params = self._params.copy()
amount = self.amount_to_precision(pair, amount)
order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
amount=amount, price=stop_price, params=params)
logger.info('stoploss order added for %s. '
'stop price: %s.', pair, stop_price)
return order
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create {ordertype} sell order on market {pair}.'
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Could not create {ordertype} sell order on market {pair}. '
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e