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Add prep functions to exchange

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This commit is contained in:
Sam Germain
2021-07-24 01:32:42 -06:00
parent b3ca2d0c57
commit 120cad88af
4 changed files with 196 additions and 6 deletions
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103
freqtrade/exchange/binance.py
View File

@@ -1,6 +1,6 @@
""" Binance exchange subclass """
import logging
from typing import Dict
from typing import Dict, Optional
import ccxt
@@ -89,3 +89,104 @@ class Binance(Exchange):
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
def transfer(self, asset: str, amount: float, frm: str, to: str, pair: Optional[str]):
res = self._api.sapi_post_margin_isolated_transfer({
"asset": asset,
"amount": amount,
"transFrom": frm,
"transTo": to,
"symbol": pair
})
logger.info(f"Transfer response: {res}")
def borrow(self, asset: str, amount: float, pair: str):
res = self._api.sapi_post_margin_loan({
"asset": asset,
"isIsolated": True,
"symbol": pair,
"amount": amount
}) # borrow from binance
logger.info(f"Borrow response: {res}")
def repay(self, asset: str, amount: float, pair: str):
res = self._api.sapi_post_margin_repay({
"asset": asset,
"isIsolated": True,
"symbol": pair,
"amount": amount
}) # borrow from binance
logger.info(f"Borrow response: {res}")
def setup_leveraged_enter(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
if not quote_currency or not is_short:
raise OperationalException(
"quote_currency and is_short are required arguments to setup_leveraged_enter"
" when trading with leverage on binance"
)
open_rate = 2 # TODO-mg: get the real open_rate, or real stake_amount
stake_amount = amount * open_rate
if is_short:
borrowed = stake_amount * ((leverage-1)/leverage)
else:
borrowed = amount
self.transfer( # Transfer to isolated margin
asset=quote_currency,
amount=stake_amount,
frm='SPOT',
to='ISOLATED_MARGIN',
pair=pair
)
self.borrow(
asset=quote_currency,
amount=borrowed,
pair=pair
) # borrow from binance
def complete_leveraged_exit(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
if not quote_currency or not is_short:
raise OperationalException(
"quote_currency and is_short are required arguments to setup_leveraged_enter"
" when trading with leverage on binance"
)
open_rate = 2 # TODO-mg: get the real open_rate, or real stake_amount
stake_amount = amount * open_rate
if is_short:
borrowed = stake_amount * ((leverage-1)/leverage)
else:
borrowed = amount
self.repay(
asset=quote_currency,
amount=borrowed,
pair=pair
) # repay binance
self.transfer( # Transfer to isolated margin
asset=quote_currency,
amount=stake_amount,
frm='ISOLATED_MARGIN',
to='SPOT',
pair=pair
)
def apply_leverage_to_stake_amount(self, stake_amount: float, leverage: float):
return stake_amount / leverage

23
freqtrade/exchange/bittrex.py
View File

@@ -1,8 +1,9 @@
""" Bittrex exchange subclass """
import logging
from typing import Dict
from typing import Dict, Optional
from freqtrade.exchange import Exchange
from freqtrade.exceptions import OperationalException
logger = logging.getLogger(__name__)
@@ -23,3 +24,23 @@ class Bittrex(Exchange):
},
"l2_limit_range": [1, 25, 500],
}
def setup_leveraged_enter(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
raise OperationalException("Bittrex does not support leveraged trading")
def complete_leveraged_exit(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
raise OperationalException("Bittrex does not support leveraged trading")

54
freqtrade/exchange/exchange.py
View File

@@ -184,6 +184,7 @@ class Exchange:
'secret': exchange_config.get('secret'),
'password': exchange_config.get('password'),
'uid': exchange_config.get('uid', ''),
'options': exchange_config.get('options', {})
}
if ccxt_kwargs:
logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
@@ -524,8 +525,9 @@ class Exchange:
else:
return 1 / pow(10, precision)
def get_min_pair_stake_amount(self, pair: str, price: float,
stoploss: float) -> Optional[float]:
def get_min_pair_stake_amount(self, pair: str, price: float, stoploss: float,
leverage: Optional[float] = 1.0) -> Optional[float]:
# TODO-mg: Using leverage makes the min stake amount lower (on binance at least)
try:
market = self.markets[pair]
except KeyError:
@@ -559,7 +561,20 @@ class Exchange:
# The value returned should satisfy both limits: for amount (base currency) and
# for cost (quote, stake currency), so max() is used here.
# See also #2575 at github.
return max(min_stake_amounts) * amount_reserve_percent
return self.apply_leverage_to_stake_amount(
max(min_stake_amounts) * amount_reserve_percent,
leverage or 1.0
)
def apply_leverage_to_stake_amount(self, stake_amount: float, leverage: float):
"""
#* Should be implemented by child classes if leverage affects the stake_amount
Takes the minimum stake amount for a pair with no leverage and returns the minimum
stake amount when leverage is considered
:param stake_amount: The stake amount for a pair before leverage is considered
:param leverage: The amount of leverage being used on the current trade
"""
return stake_amount
# Dry-run methods
@@ -686,6 +701,15 @@ class Exchange:
raise InvalidOrderException(
f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
def get_max_leverage(self, pair: str, stake_amount: float, price: float) -> float:
"""
Gets the maximum leverage available on this pair that is below the config leverage
but higher than the config min_leverage
"""
raise OperationalException(f"Leverage is not available on {self.name} using freqtrade")
return 1.0
# Order handling
def create_order(self, pair: str, ordertype: str, side: str, amount: float,
@@ -709,6 +733,7 @@ class Exchange:
order = self._api.create_order(pair, ordertype, side,
amount, rate_for_order, params)
self._log_exchange_response('create_order', order)
return order
except ccxt.InsufficientFunds as e:
@@ -729,6 +754,26 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
def setup_leveraged_enter(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
raise OperationalException(f"Leverage is not available on {self.name} using freqtrade")
def complete_leveraged_exit(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
raise OperationalException(f"Leverage is not available on {self.name} using freqtrade")
def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
@@ -1492,6 +1537,9 @@ class Exchange:
self._async_get_trade_history(pair=pair, since=since,
until=until, from_id=from_id))
def transfer(self, asset: str, amount: float, frm: str, to: str, pair: Optional[str]):
self._api.transfer(asset, amount, frm, to)
def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
return exchange_name in ccxt_exchanges(ccxt_module)

22
freqtrade/exchange/kraken.py
View File

@@ -1,6 +1,6 @@
""" Kraken exchange subclass """
import logging
from typing import Any, Dict
from typing import Any, Dict, Optional
import ccxt
@@ -124,3 +124,23 @@ class Kraken(Exchange):
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
def setup_leveraged_enter(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
return
def complete_leveraged_exit(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
return