Override ccxt's marketOrderRequiresPrice settings for gate

This commit is contained in:
Matthias 2023-03-28 06:55:55 +02:00
parent cde432fef0
commit 19b78fbc22
3 changed files with 28 additions and 7 deletions

View File

@ -80,6 +80,8 @@ class Exchange:
"fee_cost_in_contracts": False, # Fee cost needs contract conversion
"needs_trading_fees": False, # use fetch_trading_fees to cache fees
"order_props_in_contracts": ['amount', 'cost', 'filled', 'remaining'],
# Override createMarketBuyOrderRequiresPrice where ccxt has it wrong
"marketOrderRequiresPrice": False,
}
_ft_has: Dict = {}
_ft_has_futures: Dict = {}
@ -1040,6 +1042,13 @@ class Exchange:
params.update({'reduceOnly': True})
return params
def _order_needs_price(self, ordertype: str) -> bool:
return (
ordertype != 'market'
or self._api.options.get("createMarketBuyOrderRequiresPrice", False)
or self._ft_has.get('marketOrderRequiresPrice', False)
)
def create_order(
self,
*,
@ -1062,8 +1071,7 @@ class Exchange:
try:
# Set the precision for amount and price(rate) as accepted by the exchange
amount = self.amount_to_precision(pair, self._amount_to_contracts(pair, amount))
needs_price = (ordertype != 'market'
or self._api.options.get("createMarketBuyOrderRequiresPrice", False))
needs_price = self._order_needs_price(ordertype)
rate_for_order = self.price_to_precision(pair, rate) if needs_price else None
if not reduceOnly:

View File

@ -5,7 +5,6 @@ from typing import Any, Dict, List, Optional, Tuple
from freqtrade.constants import BuySell
from freqtrade.enums import MarginMode, PriceType, TradingMode
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import Exchange
from freqtrade.misc import safe_value_fallback2
@ -28,10 +27,12 @@ class Gate(Exchange):
"order_time_in_force": ['GTC', 'IOC'],
"stoploss_order_types": {"limit": "limit"},
"stoploss_on_exchange": True,
"marketOrderRequiresPrice": True,
}
_ft_has_futures: Dict = {
"needs_trading_fees": True,
"marketOrderRequiresPrice": False,
"tickers_have_bid_ask": False,
"fee_cost_in_contracts": False, # Set explicitly to false for clarity
"order_props_in_contracts": ['amount', 'filled', 'remaining'],

View File

@ -1439,7 +1439,10 @@ def test_buy_prod(default_conf, mocker, exchange_name):
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'buy'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
if exchange._order_needs_price(order_type):
assert api_mock.create_order.call_args[0][4] == 200
else:
assert api_mock.create_order.call_args[0][4] is None
api_mock.create_order.reset_mock()
order_type = 'limit'
@ -1544,7 +1547,10 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'buy'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
if exchange._order_needs_price(order_type):
assert api_mock.create_order.call_args[0][4] == 200
else:
assert api_mock.create_order.call_args[0][4] is None
# Market orders should not send timeInForce!!
assert "timeInForce" not in api_mock.create_order.call_args[0][5]
@ -1588,7 +1594,10 @@ def test_sell_prod(default_conf, mocker, exchange_name):
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'sell'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
if exchange._order_needs_price(order_type):
assert api_mock.create_order.call_args[0][4] == 200
else:
assert api_mock.create_order.call_args[0][4] is None
api_mock.create_order.reset_mock()
order_type = 'limit'
@ -1682,7 +1691,10 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'sell'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
if exchange._order_needs_price(order_type):
assert api_mock.create_order.call_args[0][4] == 200
else:
assert api_mock.create_order.call_args[0][4] is None
# Market orders should not send timeInForce!!
assert "timeInForce" not in api_mock.create_order.call_args[0][5]