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Add time_in_force for kucoin

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This commit is contained in:
Matthias 2021-09-03 08:48:53 +02:00
parent 93c1dff71b
commit 19ad165483
5 changed files with 13 additions and 3 deletions
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4
docs/configuration.md
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@ -444,8 +444,8 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
``` ```
!!! Warning !!! Warning
This is ongoing work. For now, it is supported only for binance. This is ongoing work. For now, it is supported only for binance and kucoin.
Please don't change the default value unless you know what you are doing and have researched the impact of using different values. Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
### Exchange configuration ### Exchange configuration

5
docs/exchanges.md
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@ -4,6 +4,9 @@ This page combines common gotchas and informations which are exchange-specific a
## Binance ## Binance
Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
!!! Tip "Stoploss on Exchange" !!! Tip "Stoploss on Exchange"
Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it. Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
@ -115,6 +118,8 @@ Kucoin requires a passphrase for each api key, you will therefore need to add th
"password": "your_exchange_api_key_password", "password": "your_exchange_api_key_password",
``` ```
Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force).
### Kucoin Blacklists ### Kucoin Blacklists
For Kucoin, please add `"KCS/<STAKE>"` to your blacklist to avoid issues. For Kucoin, please add `"KCS/<STAKE>"` to your blacklist to avoid issues.

1
freqtrade/exchange/binance.py
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@ -18,6 +18,7 @@ class Binance(Exchange):
_ft_has: Dict = { _ft_has: Dict = {
"stoploss_on_exchange": True, "stoploss_on_exchange": True,
"order_time_in_force": ['gtc', 'fok', 'ioc'], "order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce",
"ohlcv_candle_limit": 1000, "ohlcv_candle_limit": 1000,
"trades_pagination": "id", "trades_pagination": "id",
"trades_pagination_arg": "fromId", "trades_pagination_arg": "fromId",

4
freqtrade/exchange/exchange.py
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@ -63,6 +63,7 @@ class Exchange:
_ft_has_default: Dict = { _ft_has_default: Dict = {
"stoploss_on_exchange": False, "stoploss_on_exchange": False,
"order_time_in_force": ["gtc"], "order_time_in_force": ["gtc"],
"time_in_force_parameter": "timeInForce",
"ohlcv_params": {}, "ohlcv_params": {},
"ohlcv_candle_limit": 500, "ohlcv_candle_limit": 500,
"ohlcv_partial_candle": True, "ohlcv_partial_candle": True,
@ -723,7 +724,8 @@ class Exchange:
params = self._params.copy() params = self._params.copy()
if time_in_force != 'gtc' and ordertype != 'market': if time_in_force != 'gtc' and ordertype != 'market':
params.update({'timeInForce': time_in_force}) param = self._ft_has.get('time_in_force_parameter', '')
params.update({param: time_in_force})
try: try:
# Set the precision for amount and price(rate) as accepted by the exchange # Set the precision for amount and price(rate) as accepted by the exchange

2
freqtrade/exchange/kucoin.py
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@ -21,4 +21,6 @@ class Kucoin(Exchange):
_ft_has: Dict = { _ft_has: Dict = {
"l2_limit_range": [20, 100], "l2_limit_range": [20, 100],
"l2_limit_range_required": False, "l2_limit_range_required": False,
"order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce",
} }