stable/freqtrade/exchange/okex.py

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import logging
from typing import Dict, List, Optional, Tuple
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from freqtrade.enums import Collateral, TradingMode
from freqtrade.exceptions import OperationalException
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from freqtrade.exchange import Exchange
logger = logging.getLogger(__name__)
class Okex(Exchange):
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"""Okex exchange class.
Contains adjustments needed for Freqtrade to work with this exchange.
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"""
_ft_has: Dict = {
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"ohlcv_candle_limit": 300,
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"mark_ohlcv_timeframe": "4h",
"funding_fee_timeframe": "8h",
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}
_supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
# TradingMode.SPOT always supported and not required in this list
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# (TradingMode.MARGIN, Collateral.CROSS),
# (TradingMode.FUTURES, Collateral.CROSS),
# (TradingMode.FUTURES, Collateral.ISOLATED)
]
def liquidation_price_helper(
self,
open_rate: float, # Entry price of position
is_short: bool,
leverage: float,
mm_ratio: float,
position: float, # Absolute value of position size
trading_mode: TradingMode,
collateral: Collateral,
maintenance_amt: Optional[float] = None, # (Binance)
wallet_balance: Optional[float] = None, # (Binance and Gateio)
taker_fee_rate: Optional[float] = None, # (Gateio & Okex)
liability: Optional[float] = None, # (Okex)
interest: Optional[float] = None, # (Okex)
mm_ex_1: Optional[float] = 0.0, # (Binance) Cross only
upnl_ex_1: Optional[float] = 0.0, # (Binance) Cross only
) -> Optional[float]:
"""
PERPETUAL: https://www.okex.com/support/hc/en-us/articles/
360053909592-VI-Introduction-to-the-isolated-mode-of-Single-Multi-currency-Portfolio-margin
:param exchange_name:
:param open_rate: (EP1) Entry price of position
:param is_short: True if the trade is a short, false otherwise
:param leverage: The amount of leverage on the trade
:param position: Absolute value of position size (in base currency)
:param mm_ratio:
Okex: [assets in the position - (liability +interest) * mark price] /
(maintenance margin + liquidation fee)
:param position:
Total position assets on-hold by pending order
:param trading_mode: SPOT, MARGIN, FUTURES, etc.
:param collateral: Either ISOLATED or CROSS
:param maintenance_amt: # * Not required by Okex
:param wallet_balance: # * Not required by Okex
:param taker_fee_rate:
:param liability:
Initial liabilities + deducted interest
Long positions: Liability is calculated in quote currency.
Short positions: Liability is calculated in trading currency.
:param interest: Interest that has not been deducted yet.
:param mm_ex_1: # * Not required by Okex
:param upnl_ex_1: # * Not required by Okex
"""
if (not liability or not interest or not taker_fee_rate or not position_assets):
raise OperationalException(
"Parameters liability, interest, taker_fee_rate, position_assets"
"are required by Okex.liquidation_price"
)
if trading_mode == TradingMode.FUTURES and collateral == Collateral.ISOLATED:
if is_short:
return (liability + interest) * (1 + mm_ratio) * (1 + taker_fee_rate)
else:
return (
(liability + interest) * (1 + mm_ratio) * (1 + taker_fee_rate) /
position_assets
)
else:
raise OperationalException(
f"Okex does not support {collateral.value} Mode {trading_mode.value} trading")