2021-08-20 04:51:04 +00:00
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""" Gate.io exchange subclass """
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import logging
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2022-02-26 13:14:29 +00:00
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from typing import Dict, List, Tuple
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2021-08-20 04:51:04 +00:00
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2022-02-01 18:53:38 +00:00
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from freqtrade.enums import MarginMode, TradingMode
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2021-10-03 12:14:16 +00:00
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from freqtrade.exceptions import OperationalException
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2021-08-20 04:51:04 +00:00
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from freqtrade.exchange import Exchange
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logger = logging.getLogger(__name__)
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class Gateio(Exchange):
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"""
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Gate.io exchange class. Contains adjustments needed for Freqtrade to work
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with this exchange.
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Please note that this exchange is not included in the list of exchanges
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officially supported by the Freqtrade development team. So some features
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may still not work as expected.
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"""
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_ft_has: Dict = {
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"ohlcv_candle_limit": 1000,
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2022-01-06 15:13:10 +00:00
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"ohlcv_volume_currency": "quote",
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2022-03-12 18:23:20 +00:00
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"stoploss_order_types": {"limit": "limit"},
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2022-03-09 07:05:21 +00:00
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"stoploss_on_exchange": True,
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2021-08-20 04:51:04 +00:00
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}
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2021-09-16 04:28:10 +00:00
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2022-03-26 13:57:42 +00:00
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_ft_has_futures: Dict = {
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"needs_trading_fees": True
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}
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2022-02-01 18:53:38 +00:00
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_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
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2021-10-20 11:43:46 +00:00
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# TradingMode.SPOT always supported and not required in this list
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2022-02-01 18:53:38 +00:00
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# (TradingMode.MARGIN, MarginMode.CROSS),
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# (TradingMode.FUTURES, MarginMode.CROSS),
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2022-02-16 09:36:08 +00:00
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(TradingMode.FUTURES, MarginMode.ISOLATED)
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2021-10-20 11:43:46 +00:00
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]
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2021-10-03 12:14:16 +00:00
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def validate_ordertypes(self, order_types: Dict) -> None:
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super().validate_ordertypes(order_types)
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2022-03-03 03:37:53 +00:00
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if self.trading_mode != TradingMode.FUTURES:
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if any(v == 'market' for k, v in order_types.items()):
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raise OperationalException(
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f'Exchange {self.name} does not support market orders.')
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2022-03-09 06:45:50 +00:00
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2022-03-26 13:57:42 +00:00
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def fetch_order(self, order_id: str, pair: str, params={}) -> Dict:
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order = super().fetch_order(order_id, pair, params)
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if self.trading_mode == TradingMode.FUTURES and order.get('fee') is None:
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# Futures usually don't contain fees in the response.
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# As such, futures orders on gateio will not contain a fee, which causes
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# a repeated "update fee" cycle and wrong calculations.
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# Therefore we patch the response with fees if it's not available.
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# An alternative also contianing fees would be
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# privateFuturesGetSettleAccountBook({"settle": "usdt"})
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pair_fees = self.trading_fees.get(pair, {})
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if pair_fees and pair_fees['taker'] is not None:
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order['fee'] = {
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'currency': self.get_pair_quote_currency(pair),
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'cost': abs(order['cost']) * pair_fees['taker'],
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'rate': pair_fees['taker'],
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}
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return order
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2022-03-09 06:45:50 +00:00
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def fetch_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
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return self.fetch_order(
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order_id=order_id,
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pair=pair,
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params={'stop': True}
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)
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def cancel_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
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return self.cancel_order(
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order_id=order_id,
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pair=pair,
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params={'stop': True}
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)
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2022-03-13 02:14:23 +00:00
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2022-03-18 09:35:00 +00:00
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def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
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2022-03-13 02:14:23 +00:00
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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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2022-03-18 09:41:38 +00:00
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return ((side == "sell" and stop_loss > float(order['stopPrice'])) or
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(side == "buy" and stop_loss < float(order['stopPrice'])))
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