Merge branch 'lev-exchange' into lev-freqtradebot

freqtrade/exchange/binance.py

@@ -41,8 +41,8 @@ class Binance(Exchange):
         """
 
         return order['type'] == 'stop_loss_limit' and (
-            side == "sell" and stop_loss > float(order['info']['stopPrice']) or
+            (side == "sell" and stop_loss > float(order['info']['stopPrice'])) or
-            side == "buy" and stop_loss < float(order['info']['stopPrice'])
+            (side == "buy" and stop_loss < float(order['info']['stopPrice']))
         )
 
     @retrier(retries=0)
@@ -55,11 +55,12 @@ class Binance(Exchange):
         :param side: "buy" or "sell"
         """
         # Limit price threshold: As limit price should always be below stop-price
-        limit_price_pct = order_types.get(
+        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
-            'stoploss_on_exchange_limit_ratio',
+        if side == "sell":
-            0.99 if side == 'sell' else 1.01
+            # TODO: Name limit_rate in other exchange subclasses
-        )
+            rate = stop_price * limit_price_pct
-        rate = stop_price * limit_price_pct
+        else:
+            rate = stop_price * (2 - limit_price_pct)
 
         ordertype = "stop_loss_limit"
 

freqtrade/exchange/exchange.py

@@ -1597,8 +1597,7 @@ class Exchange:
             :param pair: The base/quote currency pair being traded
             :nominal_value: The total value of the trade in quote currency (collateral + debt)
         """
-        raise OperationalException(
+        return 1.0
-            f"{self.name.capitalize()}.get_max_leverage has not been implemented.")
 
     @retrier
     def set_leverage(self, leverage: float, pair: Optional[str]):
@@ -1606,6 +1605,10 @@ class Exchange:
             Set's the leverage before making a trade, in order to not
             have the same leverage on every trade
         """
+        if not self.exchange_has("setLeverage"):
+            # Some exchanges only support one collateral type
+            return
+
         try:
             self._api.set_leverage(symbol=pair, leverage=leverage)
         except ccxt.DDoSProtection as e:

freqtrade/exchange/ftx.py

@@ -57,11 +57,11 @@ class Ftx(Exchange):
 
         Limit orders are defined by having orderPrice set, otherwise a market order is used.
         """
-        limit_price_pct = order_types.get(
+        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
-            'stoploss_on_exchange_limit_ratio',
+        if side == "sell":
-            0.99 if side == "sell" else 1.01
+            limit_rate = stop_price * limit_price_pct
-        )
+        else:
-        limit_rate = stop_price * limit_price_pct
+            limit_rate = stop_price * (2 - limit_price_pct)
 
         ordertype = "stop"
 

freqtrade/exchange/kraken.py

@@ -55,8 +55,8 @@ class Kraken(Exchange):
 
             orders = self._api.fetch_open_orders()
             order_list = [(x["symbol"].split("/")[0 if x["side"] == "sell" else 1],
-                          x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"],
+                           x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"],
-                          # Don't remove the below comment, this can be important for debugging
+                           # Don't remove the below comment, this can be important for debugging
                            # x["side"], x["amount"],
                            ) for x in orders]
             for bal in balances:
@@ -96,7 +96,10 @@ class Kraken(Exchange):
         if order_types.get('stoploss', 'market') == 'limit':
             ordertype = "stop-loss-limit"
             limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
-            limit_rate = stop_price * limit_price_pct
+            if side == "sell":
+                limit_rate = stop_price * limit_price_pct
+            else:
+                limit_rate = stop_price * (2 - limit_price_pct)
             params['price2'] = self.price_to_precision(pair, limit_rate)
         else:
             ordertype = "stop-loss"
@@ -144,13 +147,13 @@ class Kraken(Exchange):
 
         for pair, market in self.markets.items():
             info = market['info']
-            leverage_buy = info['leverage_buy'] if 'leverage_buy' in info else []
+            leverage_buy = info.get('leverage_buy', [])
-            leverage_sell = info['leverage_sell'] if 'leverage_sell' in info else []
+            leverage_sell = info.get('leverage_sell', [])
             if len(leverage_buy) > 0 or len(leverage_sell) > 0:
                 if leverage_buy != leverage_sell:
                     logger.warning(
                         f"The buy({leverage_buy}) and sell({leverage_sell}) leverage are not equal"
-                        "{pair}. Please let freqtrade know because this has never happened before"
+                        "for {pair}. Please notify freqtrade because this has never happened before"
                     )
                     if max(leverage_buy) < max(leverage_sell):
                         leverages[pair] = leverage_buy

tests/exchange/test_binance.py

@@ -9,19 +9,18 @@ from tests.conftest import get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
-@pytest.mark.parametrize('limitratio,exchangelimitratio,expected,side', [
+@pytest.mark.parametrize('limitratio,expected,side', [
-    (None, 1.05, 220 * 0.99, "sell"),
+    (None, 220 * 0.99, "sell"),
-    (0.99, 1.05, 220 * 0.99, "sell"),
+    (0.99, 220 * 0.99, "sell"),
-    (0.98, 1.05, 220 * 0.98, "sell"),
+    (0.98, 220 * 0.98, "sell"),
-    (None, 0.95, 220 * 1.01, "buy"),
+    (None, 220 * 1.01, "buy"),
-    (1.01, 0.95, 220 * 1.01, "buy"),
+    (0.99, 220 * 1.01, "buy"),
-    (1.02, 0.95, 220 * 1.02, "buy"),
+    (0.98, 220 * 1.02, "buy"),
 ])
 def test_stoploss_order_binance(
     default_conf,
     mocker,
     limitratio,
-    exchangelimitratio,
     expected,
     side
 ):
@@ -47,7 +46,7 @@ def test_stoploss_order_binance(
             amount=1,
             stop_price=190,
             side=side,
-            order_types={'stoploss_on_exchange_limit_ratio': exchangelimitratio}
+            order_types={'stoploss_on_exchange_limit_ratio': 1.05}
         )
 
     api_mock.create_order.reset_mock()

tests/exchange/test_kraken.py

@@ -168,11 +168,11 @@ def test_get_balances_prod(default_conf, mocker):
 
 
 @pytest.mark.parametrize('ordertype', ['market', 'limit'])
-@pytest.mark.parametrize('side,limitratio,adjustedprice', [
+@pytest.mark.parametrize('side,adjustedprice', [
-    ("buy", 0.99, 217.8),
+    ("sell", 217.8),
-    ("sell", 1.01, 222.2),
+    ("buy", 222.2),
 ])
-def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, limitratio, adjustedprice):
+def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, adjustedprice):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
 
@@ -189,10 +189,15 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, limitratio
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
 
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, side=side,
+    order = exchange.stoploss(
-                              order_types={'stoploss': ordertype,
+        pair='ETH/BTC',
-                                           'stoploss_on_exchange_limit_ratio': limitratio
+        amount=1,
-                                           })
+        stop_price=220,
+        side=side,
+        order_types={
+            'stoploss': ordertype,
+            'stoploss_on_exchange_limit_ratio': 0.99
+        })
 
     assert 'id' in order
     assert 'info' in order
@@ -201,7 +206,9 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, limitratio
     if ordertype == 'limit':
         assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_LIMIT_ORDERTYPE
         assert api_mock.create_order.call_args_list[0][1]['params'] == {
-            'trading_agreement': 'agree', 'price2': adjustedprice}
+            'trading_agreement': 'agree',
+            'price2': adjustedprice
+        }
     else:
         assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
         assert api_mock.create_order.call_args_list[0][1]['params'] == {