172 lines
6.9 KiB
Python
172 lines
6.9 KiB
Python
|
""" Kraken exchange subclass """
|
||
|
|
import logging
|
||
|
|
from random import randint
|
||
|
|
from typing import Dict
|
||
|
|
|
||
|
|
import arrow
|
||
|
|
import ccxt
|
||
|
|
|
||
|
|
from freqtrade import OperationalException, DependencyException, TemporaryError
|
||
|
|
from freqtrade.exchange import Exchange
|
||
|
|
|
||
|
|
logger = logging.getLogger(__name__)
|
||
|
|
|
||
|
|
|
||
|
|
class Kraken(Exchange):
|
||
|
|
|
||
|
|
def __init__(self, config: dict) -> None:
|
||
|
|
super().__init__(config)
|
||
|
|
|
||
|
|
self._params = {"trading_agreement": "agree"}
|
||
|
|
|
||
|
|
def buy(self, pair: str, ordertype: str, amount: float,
|
||
|
|
rate: float, time_in_force) -> Dict:
|
||
|
|
if self._conf['dry_run']:
|
||
|
|
order_id = f'dry_run_buy_{randint(0, 10**6)}'
|
||
|
|
self._dry_run_open_orders[order_id] = {
|
||
|
|
'pair': pair,
|
||
|
|
'price': rate,
|
||
|
|
'amount': amount,
|
||
|
|
'type': ordertype,
|
||
|
|
'side': 'buy',
|
||
|
|
'remaining': 0.0,
|
||
|
|
'datetime': arrow.utcnow().isoformat(),
|
||
|
|
'status': 'closed',
|
||
|
|
'fee': None
|
||
|
|
}
|
||
|
|
return {'id': order_id}
|
||
|
|
|
||
|
|
try:
|
||
|
|
# Set the precision for amount and price(rate) as accepted by the exchange
|
||
|
|
amount = self.symbol_amount_prec(pair, amount)
|
||
|
|
rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
|
||
|
|
|
||
|
|
params = self._params.copy()
|
||
|
|
if time_in_force != 'gtc':
|
||
|
|
params.update({'timeInForce': time_in_force})
|
||
|
|
|
||
|
|
return self._api.create_order(pair, ordertype, 'buy',
|
||
|
|
amount, rate, params)
|
||
|
|
|
||
|
|
except ccxt.InsufficientFunds as e:
|
||
|
|
raise DependencyException(
|
||
|
|
f'Insufficient funds to create limit buy order on market {pair}.'
|
||
|
|
f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
|
||
|
|
f'Message: {e}')
|
||
|
|
except ccxt.InvalidOrder as e:
|
||
|
|
raise DependencyException(
|
||
|
|
f'Could not create limit buy order on market {pair}.'
|
||
|
|
f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
|
||
|
|
f'Message: {e}')
|
||
|
|
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||
|
|
raise TemporaryError(
|
||
|
|
f'Could not place buy order due to {e.__class__.__name__}. Message: {e}')
|
||
|
|
except ccxt.BaseError as e:
|
||
|
|
raise OperationalException(e)
|
||
|
|
|
||
|
|
def sell(self, pair: str, ordertype: str, amount: float,
|
||
|
|
rate: float, time_in_force='gtc') -> Dict:
|
||
|
|
if self._conf['dry_run']:
|
||
|
|
order_id = f'dry_run_sell_{randint(0, 10**6)}'
|
||
|
|
self._dry_run_open_orders[order_id] = {
|
||
|
|
'pair': pair,
|
||
|
|
'price': rate,
|
||
|
|
'amount': amount,
|
||
|
|
'type': ordertype,
|
||
|
|
'side': 'sell',
|
||
|
|
'remaining': 0.0,
|
||
|
|
'datetime': arrow.utcnow().isoformat(),
|
||
|
|
'status': 'closed'
|
||
|
|
}
|
||
|
|
return {'id': order_id}
|
||
|
|
|
||
|
|
try:
|
||
|
|
# Set the precision for amount and price(rate) as accepted by the exchange
|
||
|
|
amount = self.symbol_amount_prec(pair, amount)
|
||
|
|
rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
|
||
|
|
|
||
|
|
params = self._params.copy()
|
||
|
|
if time_in_force != 'gtc':
|
||
|
|
params.update({'timeInForce': time_in_force})
|
||
|
|
|
||
|
|
return self._api.create_order(pair, ordertype, 'sell',
|
||
|
|
amount, rate, params)
|
||
|
|
|
||
|
|
except ccxt.InsufficientFunds as e:
|
||
|
|
raise DependencyException(
|
||
|
|
f'Insufficient funds to create limit sell order on market {pair}.'
|
||
|
|
f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
|
||
|
|
f'Message: {e}')
|
||
|
|
except ccxt.InvalidOrder as e:
|
||
|
|
raise DependencyException(
|
||
|
|
f'Could not create limit sell order on market {pair}.'
|
||
|
|
f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
|
||
|
|
f'Message: {e}')
|
||
|
|
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||
|
|
raise TemporaryError(
|
||
|
|
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}')
|
||
|
|
except ccxt.BaseError as e:
|
||
|
|
raise OperationalException(e)
|
||
|
|
|
||
|
|
def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
|
||
|
|
"""
|
||
|
|
creates a stoploss limit order.
|
||
|
|
NOTICE: it is not supported by all exchanges. only binance is tested for now.
|
||
|
|
"""
|
||
|
|
|
||
|
|
# Set the precision for amount and price(rate) as accepted by the exchange
|
||
|
|
amount = self.symbol_amount_prec(pair, amount)
|
||
|
|
rate = self.symbol_price_prec(pair, rate)
|
||
|
|
stop_price = self.symbol_price_prec(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._conf['dry_run']:
|
||
|
|
order_id = f'dry_run_buy_{randint(0, 10**6)}'
|
||
|
|
self._dry_run_open_orders[order_id] = {
|
||
|
|
'info': {},
|
||
|
|
'id': order_id,
|
||
|
|
'pair': pair,
|
||
|
|
'price': stop_price,
|
||
|
|
'amount': amount,
|
||
|
|
'type': 'stop_loss_limit',
|
||
|
|
'side': 'sell',
|
||
|
|
'remaining': amount,
|
||
|
|
'datetime': arrow.utcnow().isoformat(),
|
||
|
|
'status': 'open',
|
||
|
|
'fee': None
|
||
|
|
}
|
||
|
|
return self._dry_run_open_orders[order_id]
|
||
|
|
|
||
|
|
try:
|
||
|
|
|
||
|
|
params = self._params.copy()
|
||
|
|
params.update({'stopPrice': stop_price})
|
||
|
|
|
||
|
|
order = self._api.create_order(pair, 'stop_loss_limit', 'sell',
|
||
|
|
amount, rate, params)
|
||
|
|
logger.info('stoploss limit order added for %s. '
|
||
|
|
'stop price: %s. limit: %s' % (pair, stop_price, rate))
|
||
|
|
return order
|
||
|
|
|
||
|
|
except ccxt.InsufficientFunds as e:
|
||
|
|
raise DependencyException(
|
||
|
|
f'Insufficient funds to place stoploss limit order on market {pair}. '
|
||
|
|
f'Tried to put a stoploss amount {amount} with '
|
||
|
|
f'stop {stop_price} and limit {rate} (total {rate*amount}).'
|
||
|
|
f'Message: {e}')
|
||
|
|
except ccxt.InvalidOrder as e:
|
||
|
|
raise DependencyException(
|
||
|
|
f'Could not place stoploss limit order on market {pair}.'
|
||
|
|
f'Tried to place stoploss amount {amount} with '
|
||
|
|
f'stop {stop_price} and limit {rate} (total {rate*amount}).'
|
||
|
|
f'Message: {e}')
|
||
|
|
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
||
|
|
raise TemporaryError(
|
||
|
|
f'Could not place stoploss limit order due to {e.__class__.__name__}. Message: {e}')
|
||
|
|
except ccxt.BaseError as e:
|
||
|
|
raise OperationalException(e)
|