updated get_max_leverage to use new ccxt unified property

freqtrade/exchange/binance.py

@@ -2,7 +2,7 @@
 import json
 import logging
 from pathlib import Path
-from typing import Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional, Tuple
 
 import arrow
 import ccxt
@@ -38,6 +38,12 @@ class Binance(Exchange):
         # (TradingMode.FUTURES, Collateral.ISOLATED) # TODO-lev: Uncomment once supported
     ]
 
+    def __init__(self, config: Dict[str, Any], validate: bool = True) -> None:
+        super().__init__(config, validate)
+        self._leverage_brackets: Dict = {}
+        if self.trading_mode != TradingMode.SPOT:
+            self.fill_leverage_brackets()
+
     @property
     def _ccxt_config(self) -> Dict:
         # Parameters to add directly to ccxt sync/async initialization.

freqtrade/exchange/exchange.py

@@ -89,7 +89,6 @@ class Exchange:
         self._api: ccxt.Exchange = None
         self._api_async: ccxt_async.Exchange = None
         self._markets: Dict = {}
-        self._leverage_brackets: Dict = {}
 
         self._config.update(config)
 
@@ -158,9 +157,6 @@ class Exchange:
         self._api_async = self._init_ccxt(
             exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
 
-        if self.trading_mode != TradingMode.SPOT:
-            self.fill_leverage_brackets()
-
         logger.info('Using Exchange "%s"', self.name)
 
         if validate:
@@ -1637,9 +1633,9 @@ class Exchange:
 
     def fill_leverage_brackets(self):
         """
-            # TODO-lev: Should maybe be renamed, leverage_brackets might not be accurate for kraken
             Assigns property _leverage_brackets to a dictionary of information about the leverage
             allowed on each pair
+            Not used by most exchanges, only used by Binance at time of writing
         """
         return
 
@@ -1649,7 +1645,15 @@ class Exchange:
             :param pair: The base/quote currency pair being traded
             :nominal_value: The total value of the trade in quote currency (collateral + debt)
         """
-        return 1.0
+        market = self.markets[pair]
+        if (
+            'limits' in market and
+            'leverage' in market['limits'] and
+            'max' in market['limits']['leverage']
+        ):
+            return market['limits']['leverage']['max']
+        else:
+            return 1.0
 
     @retrier
     def _set_leverage(

freqtrade/exchange/ftx.py

@@ -1,6 +1,6 @@
 """ FTX exchange subclass """
 import logging
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Tuple
 
 import ccxt
 
@@ -168,18 +168,3 @@ class Ftx(Exchange):
         if order['type'] == 'stop':
             return safe_value_fallback2(order, order, 'id_stop', 'id')
         return order['id']
-
-    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

freqtrade/exchange/kraken.py

@@ -139,40 +139,6 @@ class Kraken(Exchange):
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def fill_leverage_brackets(self):
-        """
-            Assigns property _leverage_brackets to a dictionary of information about the leverage
-            allowed on each pair
-        """
-        leverages = {}
-
-        for pair, market in self.markets.items():
-            leverages[pair] = [1]
-            info = market['info']
-            leverage_buy = info.get('leverage_buy', [])
-            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"
-                        "for {pair}. Please notify freqtrade because this has never happened before"
-                    )
-                    if max(leverage_buy) <= max(leverage_sell):
-                        leverages[pair] += [int(lev) for lev in leverage_buy]
-                    else:
-                        leverages[pair] += [int(lev) for lev in leverage_sell]
-                else:
-                    leverages[pair] += [int(lev) for lev in leverage_buy]
-        self._leverage_brackets = leverages
-
-    def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
-        """
-            Returns the maximum leverage that a pair can be traded at
-            :param pair: The base/quote currency pair being traded
-            :nominal_value: Here for super class, not needed on Kraken
-        """
-        return float(max(self._leverage_brackets[pair]))
-
     def _set_leverage(
         self,
         leverage: float,