Merge branch 'lev-exchange' into lev-freqtradebot

freqtrade/exchange/binance.py

@@ -112,9 +112,6 @@ class Binance(Exchange):
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def _apply_leverage_to_stake_amount(self, stake_amount: float, leverage: float):
-        return stake_amount / leverage
-
     @retrier
     def fill_leverage_brackets(self):
         """
@@ -154,3 +151,27 @@ class Binance(Exchange):
             if nominal_value >= min_amount:
                 max_lev = 1/margin_req
         return max_lev
+
+    @retrier
+    def _set_leverage(
+        self,
+        leverage: float,
+        pair: Optional[str] = None,
+        trading_mode: Optional[TradingMode] = None
+    ):
+        """
+            Set's the leverage before making a trade, in order to not
+            have the same leverage on every trade
+        """
+        trading_mode = trading_mode or self.trading_mode
+
+        try:
+            if trading_mode == TradingMode.FUTURES:
+                self._api.set_leverage(symbol=pair, leverage=leverage)
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e

freqtrade/exchange/exchange.py

@@ -145,7 +145,7 @@ class Exchange:
         self._api_async = self._init_ccxt(
             exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
 
-        trading_mode: TradingMode = (
+        self.trading_mode: TradingMode = (
             TradingMode(config.get('trading_mode'))
             if config.get('trading_mode')
             else TradingMode.SPOT
@@ -156,7 +156,7 @@ class Exchange:
             else None
         )
 
-        if trading_mode != TradingMode.SPOT:
+        if self.trading_mode != TradingMode.SPOT:
             self.fill_leverage_brackets()
 
         logger.info('Using Exchange "%s"', self.name)
@@ -176,7 +176,7 @@ class Exchange:
             self.validate_order_time_in_force(config.get('order_time_in_force', {}))
             self.validate_required_startup_candles(config.get('startup_candle_count', 0),
                                                    config.get('timeframe', ''))
-            self.validate_trading_mode_and_collateral(trading_mode, collateral)
+            self.validate_trading_mode_and_collateral(self.trading_mode, collateral)
         # Converts the interval provided in minutes in config to seconds
         self.markets_refresh_interval: int = exchange_config.get(
             "markets_refresh_interval", 60) * 60
@@ -630,7 +630,7 @@ class Exchange:
         :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
+        return stake_amount / leverage
 
     # Dry-run methods
 
@@ -771,12 +771,14 @@ class Exchange:
     # Order handling
 
     def create_order(self, pair: str, ordertype: str, side: str, amount: float,
-                     rate: float, time_in_force: str = 'gtc') -> Dict:
+                     rate: float, time_in_force: str = 'gtc', leverage=1.0) -> Dict:
 
         if self._config['dry_run']:
             dry_order = self.create_dry_run_order(pair, ordertype, side, amount, rate)
             return dry_order
 
+        if self.trading_mode != TradingMode.SPOT:
+            self._set_leverage(leverage, pair)
         params = self._params.copy()
         if time_in_force != 'gtc' and ordertype != 'market':
             param = self._ft_has.get('time_in_force_parameter', '')
@@ -1600,7 +1602,12 @@ class Exchange:
         return 1.0
 
     @retrier
-    def set_leverage(self, leverage: float, pair: Optional[str]):
+    def _set_leverage(
+        self,
+        leverage: float,
+        pair: Optional[str] = None,
+        trading_mode: Optional[TradingMode] = None
+    ):
         """
             Set's the leverage before making a trade, in order to not
             have the same leverage on every trade

freqtrade/exchange/kraken.py

@@ -146,6 +146,7 @@ class Kraken(Exchange):
         leverages = {}
 
         for pair, market in self.markets.items():
+            leverages[pair] = [1]
             info = market['info']
             leverage_buy = info.get('leverage_buy', [])
             leverage_sell = info.get('leverage_sell', [])
@@ -155,12 +156,12 @@ class Kraken(Exchange):
                         f"The buy({leverage_buy}) and sell({leverage_sell}) leverage are not equal"
                         "for {pair}. Please notify freqtrade because this has never happened before"
                     )
-                    if max(leverage_buy) < max(leverage_sell):
-                        leverages[pair] = leverage_buy
+                    if max(leverage_buy) <= max(leverage_sell):
+                        leverages[pair] += [int(lev) for lev in leverage_buy]
                     else:
-                        leverages[pair] = leverage_sell
+                        leverages[pair] += [int(lev) for lev in leverage_sell]
                 else:
-                    leverages[pair] = leverage_buy
+                    leverages[pair] += [int(lev) for lev in leverage_buy]
         self._leverage_brackets = leverages
 
     def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
@@ -171,9 +172,18 @@ class Kraken(Exchange):
         """
         return float(max(self._leverage_brackets[pair]))
 
-    def set_leverage(self, pair, leverage):
+    def _set_leverage(
+        self,
+        leverage: float,
+        pair: Optional[str] = None,
+        trading_mode: Optional[TradingMode] = None
+    ):
         """
-            Kraken set's the leverage as an option in the order object, so it doesn't do
-            anything in this function
+            Kraken set's the leverage as an option in the order object, so we need to
+            add it to params
         """
-        return
+        if leverage > 1.0:
+            self._params['leverage'] = leverage
+        else:
+            if 'leverage' in self._params:
+                del self._params['leverage']