2021-11-02 18:49:53 +00:00
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import logging
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2021-11-05 05:26:13 +00:00
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from typing import Dict, List, Tuple
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2021-11-02 18:49:53 +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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2021-11-02 18:49:53 +00:00
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from freqtrade.exchange import Exchange
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2022-02-02 06:28:57 +00:00
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from freqtrade.exceptions import OperationalException
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2021-11-02 18:49:53 +00:00
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logger = logging.getLogger(__name__)
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class Okex(Exchange):
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2021-11-09 10:31:54 +00:00
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"""Okex exchange class.
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Contains adjustments needed for Freqtrade to work with this exchange.
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2021-11-02 18:49:53 +00:00
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"""
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_ft_has: Dict = {
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2022-01-06 13:31:23 +00:00
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"ohlcv_candle_limit": 300,
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2021-12-19 13:48:59 +00:00
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"mark_ohlcv_timeframe": "4h",
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"funding_fee_timeframe": "8h",
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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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# TradingMode.SPOT always supported and not required in this list
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# (TradingMode.MARGIN, MarginMode.CROSS),
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# (TradingMode.FUTURES, MarginMode.CROSS),
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# (TradingMode.FUTURES, MarginMode.ISOLATED)
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]
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def _lev_prep(
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self,
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pair: str,
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leverage: float,
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side: str # buy or sell
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):
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if self.trading_mode != TradingMode.SPOT:
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if self.margin_mode is None:
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raise OperationalException(
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f"{self.name}.margin_mode must be set for {self.trading_mode.value}"
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)
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self._api.set_leverage(
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leverage,
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pair,
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params={
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"mgnMode": self.margin_mode.value,
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"posSide": "long" if side == "buy" else "short",
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})
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