diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 0c470cb24..63785d184 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -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 diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py index 69e2f2b8d..e4d344d27 100644 --- a/freqtrade/exchange/bittrex.py +++ b/freqtrade/exchange/bittrex.py @@ -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") diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index c6f60e08a..08cd1256e 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -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) diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py index 1b069aa6c..d7dfd3f3b 100644 --- a/freqtrade/exchange/kraken.py +++ b/freqtrade/exchange/kraken.py @@ -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