Move stoploss -limit implemenentation to exchange class, as this seems to be used by multiple exchanges.

freqtrade/exchange/binance.py

@@ -3,12 +3,8 @@ import logging
 from typing import Dict, List, Tuple
 
 import arrow
-import ccxt
 
-from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
-                                  OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
-from freqtrade.exchange.common import retrier
 
 
 logger = logging.getLogger(__name__)
@@ -18,6 +14,7 @@ class Binance(Exchange):
 
     _ft_has: Dict = {
         "stoploss_on_exchange": True,
+        "stoploss_order_type": "stop_loss_limit",
         "order_time_in_force": ['gtc', 'fok', 'ioc'],
         "time_in_force_parameter": "timeInForce",
         "ohlcv_candle_limit": 1000,
@@ -33,65 +30,6 @@ class Binance(Exchange):
         """
         return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice'])
 
-    @retrier(retries=0)
-    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
-        """
-        creates a stoploss limit order.
-        this stoploss-limit is binance-specific.
-        It may work with a limited number of other exchanges, but this has not been tested yet.
-        """
-        # Limit price threshold: As limit price should always be below stop-price
-        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
-        rate = stop_price * limit_price_pct
-
-        ordertype = "stop_loss_limit"
-
-        stop_price = self.price_to_precision(pair, stop_price)
-
-        # Ensure rate is less than stop price
-        if stop_price <= rate:
-            raise OperationalException(
-                'In stoploss limit order, stop price should be more than limit price')
-
-        if self._config['dry_run']:
-            dry_order = self.create_dry_run_order(
-                pair, ordertype, "sell", amount, stop_price)
-            return dry_order
-
-        try:
-            params = self._params.copy()
-            params.update({'stopPrice': stop_price})
-
-            amount = self.amount_to_precision(pair, amount)
-
-            rate = self.price_to_precision(pair, rate)
-
-            order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
-                                           amount=amount, price=rate, params=params)
-            logger.info('stoploss limit order added for %s. '
-                        'stop price: %s. limit: %s', pair, stop_price, rate)
-            self._log_exchange_response('create_stoploss_order', order)
-            return order
-        except ccxt.InsufficientFunds as e:
-            raise InsufficientFundsError(
-                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
-                f'Tried to sell amount {amount} at rate {rate}. '
-                f'Message: {e}') from e
-        except ccxt.InvalidOrder as e:
-            # Errors:
-            # `binance Order would trigger immediately.`
-            raise InvalidOrderException(
-                f'Could not create {ordertype} sell order on market {pair}. '
-                f'Tried to sell amount {amount} at rate {rate}. '
-                f'Message: {e}') from e
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                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
-
     async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
                                         since_ms: int, is_new_pair: bool = False,
                                         raise_: bool = False

freqtrade/exchange/exchange.py

@@ -791,18 +791,79 @@ class Exchange:
         """
         raise OperationalException(f"stoploss is not implemented for {self.name}.")
 
+    @retrier(retries=0)
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         creates a stoploss order.
+        creates a stoploss limit order.
+        Should an exchange support more ordertypes, the exchange should implement this method,
+        using `order_types.get('stoploss', 'market')` to get the correct ordertype (e.g. FTX).
+
         The precise ordertype is determined by the order_types dict or exchange default.
-        Since ccxt does not unify stoploss-limit orders yet, this needs to be implemented in each
+
-        exchange's subclass.
         The exception below should never raise, since we disallow
         starting the bot in validate_ordertypes()
-        Note: Changes to this interface need to be applied to all sub-classes too.
-        """
 
-        raise OperationalException(f"stoploss is not implemented for {self.name}.")
+        This may work with a limited number of other exchanges, but correct working
+            needs to be tested individually.
+        WARNING: setting `stoploss_on_exchange` to True will NOT auto-enable stoploss on exchange.
+            `stoploss_adjust` must still be implemented for this to work.
+        """
+        if not self._ft_has['stoploss_on_exchange']:
+            raise OperationalException(f"stoploss is not implemented for {self.name}.")
+
+        # Limit price threshold: As limit price should always be below stop-price
+        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        rate = stop_price * limit_price_pct
+
+        ordertype = self._ft_has["stoploss_order_type"]
+
+        stop_price = self.price_to_precision(pair, stop_price)
+
+        # Ensure rate is less than stop price
+        if stop_price <= rate:
+            raise OperationalException(
+                'In stoploss limit order, stop price should be more than limit price')
+
+        if self._config['dry_run']:
+            dry_order = self.create_dry_run_order(
+                pair, ordertype, "sell", amount, stop_price)
+            return dry_order
+
+        try:
+            params = self._params.copy()
+            # Verify if stopPrice works for your exchange!
+            params.update({'stopPrice': stop_price})
+
+            amount = self.amount_to_precision(pair, amount)
+
+            rate = self.price_to_precision(pair, rate)
+
+            order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
+                                           amount=amount, price=rate, params=params)
+            logger.info(f"stoploss limit order added for {pair}. "
+                        f"stop price: {stop_price}. limit: {rate}")
+            self._log_exchange_response('create_stoploss_order', order)
+            return order
+        except ccxt.InsufficientFunds as e:
+            raise InsufficientFundsError(
+                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
+                f'Tried to sell amount {amount} at rate {rate}. '
+                f'Message: {e}') from e
+        except ccxt.InvalidOrder as e:
+            # Errors:
+            # `Order would trigger immediately.`
+            raise InvalidOrderException(
+                f'Could not create {ordertype} sell order on market {pair}. '
+                f'Tried to sell amount {amount} at rate {rate}. '
+                f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                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
 
     @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
     def fetch_order(self, order_id: str, pair: str) -> Dict: