stable/freqtrade/exchange/huobi.py

""" Huobi exchange subclass """
import logging
from typing import Dict

import ccxt

from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                  OperationalException, TemporaryError)
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier


logger = logging.getLogger(__name__)


class Huobi(Exchange):
    """
    Huobi exchange class. Contains adjustments needed for Freqtrade to work
    with this exchange.
    """

    _ft_has: Dict = {
        "stoploss_on_exchange": True,
        "ohlcv_candle_limit": 1000,
    }

    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['stopPrice'])

    @retrier(retries=0)
    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
        """
        creates a stoploss limit order.
        this stoploss-limit is huobi-specific.
        TODO: Compare this with other stoploss implementations -
        """
        # Limit price threshold: As limit price should always be below stop-price
        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
        rate = stop_price * limit_price_pct

        ordertype = "stop-limit"

        stop_price = self.price_to_precision(pair, stop_price)

        # Ensure rate is less than stop price
        if stop_price <= rate:
            raise OperationalException(
                'In stoploss limit order, stop price should be more than limit price')

        if self._config['dry_run']:
            dry_order = self.create_dry_run_order(
                pair, ordertype, "sell", amount, stop_price)
            return dry_order

        try:
            params = self._params.copy()
            params.update({
                "stopPrice": stop_price,
                "operator": "lte",
                })

            amount = self.amount_to_precision(pair, amount)

            rate = self.price_to_precision(pair, rate)

            order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
                                           amount=amount, price=rate, params=params)
            logger.info('stoploss limit order added for %s. '
                        'stop price: %s. limit: %s', pair, stop_price, rate)
            self._log_exchange_response('create_stoploss_order', order)
            return order
        except ccxt.InsufficientFunds as e:
            raise InsufficientFundsError(
                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
                f'Tried to sell amount {amount} at rate {rate}. '
                f'Message: {e}') from e
        except ccxt.InvalidOrder as e:
            # Errors:
            # `Order would trigger immediately.`
            raise InvalidOrderException(
                f'Could not create {ordertype} sell order on market {pair}. '
                f'Tried to sell amount {amount} at rate {rate}. '
                f'Message: {e}') from e
        except ccxt.DDoSProtection as e:
            raise DDosProtection(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