stable/freqtrade/exchange/ftx.py

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""" FTX exchange subclass """
import logging
from typing import Any, Dict, Optional
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import ccxt
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from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exchange import Exchange
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from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier
from freqtrade.misc import safe_value_fallback2
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logger = logging.getLogger(__name__)
class Ftx(Exchange):
_ft_has: Dict = {
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"stoploss_on_exchange": True,
"ohlcv_candle_limit": 1500,
}
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def market_is_tradable(self, market: Dict[str, Any]) -> bool:
"""
Check if the market symbol is tradable by Freqtrade.
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Default checks + check if pair is spot pair (no futures trading yet).
"""
parent_check = super().market_is_tradable(market)
return (parent_check and
market.get('spot', False) is True)
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def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
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"""
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
return order['type'] == 'stop' and (
side == "sell" and stop_loss > float(order['price']) or
side == "buy" and stop_loss < float(order['price'])
)
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@retrier(retries=0)
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def stoploss(self, pair: str, amount: float,
stop_price: float, order_types: Dict, side: str) -> Dict:
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"""
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Creates a stoploss order.
depending on order_types.stoploss configuration, uses 'market' or limit order.
Limit orders are defined by having orderPrice set, otherwise a market order is used.
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"""
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limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
limit_rate = stop_price * limit_price_pct
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ordertype = "stop"
stop_price = self.price_to_precision(pair, stop_price)
if self._config['dry_run']:
dry_order = self.create_dry_run_order(
pair, ordertype, side, amount, stop_price)
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return dry_order
try:
params = self._params.copy()
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if order_types.get('stoploss', 'market') == 'limit':
# set orderPrice to place limit order, otherwise it's a market order
params['orderPrice'] = limit_rate
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params['stopPrice'] = stop_price
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amount = self.amount_to_precision(pair, amount)
order = self._api.create_order(symbol=pair, type=ordertype, side=side,
amount=amount, params=params)
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self._log_exchange_response('create_stoploss_order', order)
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logger.info('stoploss order added for %s. '
'stop price: %s.', pair, stop_price)
return order
except ccxt.InsufficientFunds as e:
raise InsufficientFundsError(
f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
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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} {side} order on market {pair}. '
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f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
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except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
raise OperationalException(e) from e
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@retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
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return self.fetch_dry_run_order(order_id)
try:
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orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
order = [order for order in orders if order['id'] == order_id]
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self._log_exchange_response('fetch_stoploss_order', order)
if len(order) == 1:
if order[0].get('status') == 'closed':
# Trigger order was triggered ...
real_order_id = order[0].get('info', {}).get('orderId')
order1 = self._api.fetch_order(real_order_id, pair)
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self._log_exchange_response('fetch_stoploss_order1', order1)
# Fake type to stop - as this was really a stop order.
order1['id_stop'] = order1['id']
order1['id'] = order_id
order1['type'] = 'stop'
order1['status_stop'] = 'triggered'
return order1
return order[0]
else:
raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
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except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier
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def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict:
if self._config['dry_run']:
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return {}
try:
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order = self._api.cancel_order(order_id, pair, params={'type': 'stop'})
self._log_exchange_response('cancel_stoploss_order', order)
return order
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Could not cancel order. Message: {e}') from e
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except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
if order['type'] == 'stop':
return safe_value_fallback2(order, order, 'id_stop', 'id')
return order['id']
def _apply_leverage_to_stake_amount(self, stake_amount: float, leverage: float):
# TODO-lev: implement
return stake_amount
def fill_leverage_brackets(self):
"""
FTX leverage is static across the account, and doesn't change from pair to pair,
so _leverage_brackets doesn't need to be set
"""
return
def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
"""
Returns the maximum leverage that a pair can be traded at, which is always 20 on ftx
:param pair: Here for super method, not used on FTX
:nominal_value: Here for super method, not used on FTX
"""
return 20.0