commit
21141bdcb3
@ -89,7 +89,6 @@ class Exchange:
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self._api: ccxt.Exchange = None
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self._api_async: ccxt_async.Exchange = None
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self._markets: Dict = {}
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self._leverage_brackets: Dict = {}
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self._config.update(config)
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@ -158,9 +157,6 @@ class Exchange:
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self._api_async = self._init_ccxt(
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exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
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if self.trading_mode != TradingMode.SPOT:
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self.fill_leverage_brackets()
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logger.info('Using Exchange "%s"', self.name)
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if validate:
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@ -183,6 +179,10 @@ class Exchange:
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self.markets_refresh_interval: int = exchange_config.get(
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"markets_refresh_interval", 60) * 60
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self._leverage_brackets: Dict = {}
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if self.trading_mode != TradingMode.SPOT:
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self.fill_leverage_brackets()
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def __del__(self):
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"""
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Destructor - clean up async stuff
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@ -1637,9 +1637,9 @@ class Exchange:
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def fill_leverage_brackets(self):
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"""
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# TODO-lev: Should maybe be renamed, leverage_brackets might not be accurate for kraken
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Assigns property _leverage_brackets to a dictionary of information about the leverage
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allowed on each pair
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Not used if the exchange has a static max leverage value for the account or each pair
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"""
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return
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@ -1649,7 +1649,15 @@ class Exchange:
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:param pair: The base/quote currency pair being traded
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:nominal_value: The total value of the trade in quote currency (collateral + debt)
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"""
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return 1.0
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market = self.markets[pair]
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if (
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'limits' in market and
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'leverage' in market['limits'] and
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'max' in market['limits']['leverage']
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):
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return market['limits']['leverage']['max']
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else:
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return 1.0
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@retrier
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def _set_leverage(
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@ -1,6 +1,6 @@
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""" FTX exchange subclass """
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import logging
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from typing import Any, Dict, List, Optional, Tuple
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from typing import Any, Dict, List, Tuple
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import ccxt
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@ -168,18 +168,3 @@ class Ftx(Exchange):
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if order['type'] == 'stop':
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return safe_value_fallback2(order, order, 'id_stop', 'id')
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return order['id']
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def fill_leverage_brackets(self):
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"""
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FTX leverage is static across the account, and doesn't change from pair to pair,
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so _leverage_brackets doesn't need to be set
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"""
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return
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def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
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"""
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Returns the maximum leverage that a pair can be traded at, which is always 20 on ftx
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:param pair: Here for super method, not used on FTX
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:nominal_value: Here for super method, not used on FTX
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"""
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return 20.0
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@ -139,40 +139,6 @@ class Kraken(Exchange):
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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def fill_leverage_brackets(self):
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"""
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Assigns property _leverage_brackets to a dictionary of information about the leverage
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allowed on each pair
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"""
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leverages = {}
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for pair, market in self.markets.items():
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leverages[pair] = [1]
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info = market['info']
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leverage_buy = info.get('leverage_buy', [])
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leverage_sell = info.get('leverage_sell', [])
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if len(leverage_buy) > 0 or len(leverage_sell) > 0:
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if leverage_buy != leverage_sell:
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logger.warning(
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f"The buy({leverage_buy}) and sell({leverage_sell}) leverage are not equal"
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"for {pair}. Please notify freqtrade because this has never happened before"
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)
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if max(leverage_buy) <= max(leverage_sell):
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leverages[pair] += [int(lev) for lev in leverage_buy]
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else:
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leverages[pair] += [int(lev) for lev in leverage_sell]
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else:
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leverages[pair] += [int(lev) for lev in leverage_buy]
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self._leverage_brackets = leverages
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def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
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"""
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Returns the maximum leverage that a pair can be traded at
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:param pair: The base/quote currency pair being traded
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:nominal_value: Here for super class, not needed on Kraken
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"""
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return float(max(self._leverage_brackets[pair]))
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def _set_leverage(
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self,
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leverage: float,
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@ -590,10 +590,10 @@ def get_markets():
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'min': 0.0001,
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'max': 500000,
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},
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},
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'info': {
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'leverage_buy': ['2'],
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'leverage_sell': ['2'],
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'leverage': {
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'min': 1.0,
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'max': 2.0
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}
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},
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},
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'TKN/BTC': {
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@ -619,10 +619,10 @@ def get_markets():
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'min': 0.0001,
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'max': 500000,
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},
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},
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'info': {
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'leverage_buy': ['2', '3', '4', '5'],
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'leverage_sell': ['2', '3', '4', '5'],
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'leverage': {
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'min': 1.0,
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'max': 5.0
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}
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},
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},
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'BLK/BTC': {
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@ -647,10 +647,10 @@ def get_markets():
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'min': 0.0001,
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'max': 500000,
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},
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},
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'info': {
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'leverage_buy': ['2', '3'],
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'leverage_sell': ['2', '3'],
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'leverage': {
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'min': 1.0,
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'max': 3.0
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},
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},
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},
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'LTC/BTC': {
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@ -676,10 +676,7 @@ def get_markets():
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'max': 500000,
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},
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},
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'info': {
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'leverage_buy': [],
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'leverage_sell': [],
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},
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'info': {},
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},
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'XRP/BTC': {
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'id': 'xrpbtc',
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@ -757,10 +754,7 @@ def get_markets():
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'max': None
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}
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},
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'info': {
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'leverage_buy': [],
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'leverage_sell': [],
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},
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'info': {},
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},
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'ETH/USDT': {
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'id': 'USDT-ETH',
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@ -3267,3 +3267,16 @@ def test__ccxt_config(
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default_conf['collateral'] = 'isolated'
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exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
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assert exchange._ccxt_config == ccxt_config
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@pytest.mark.parametrize('pair,nominal_value,max_lev', [
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("ETH/BTC", 0.0, 2.0),
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("TKN/BTC", 100.0, 5.0),
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("BLK/BTC", 173.31, 3.0),
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("LTC/BTC", 0.0, 1.0),
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("TKN/USDT", 210.30, 1.0),
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])
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def test_get_max_leverage(default_conf, mocker, pair, nominal_value, max_lev):
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# Binance has a different method of getting the max leverage
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exchange = get_patched_exchange(mocker, default_conf, id="kraken")
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assert exchange.get_max_leverage(pair, nominal_value) == max_lev
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@ -250,20 +250,3 @@ def test_get_order_id(mocker, default_conf):
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}
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}
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assert exchange.get_order_id_conditional(order) == '1111'
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@pytest.mark.parametrize('pair,nominal_value,max_lev', [
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("ADA/BTC", 0.0, 20.0),
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("BTC/EUR", 100.0, 20.0),
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("ZEC/USD", 173.31, 20.0),
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])
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def test_get_max_leverage_ftx(default_conf, mocker, pair, nominal_value, max_lev):
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exchange = get_patched_exchange(mocker, default_conf, id="ftx")
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assert exchange.get_max_leverage(pair, nominal_value) == max_lev
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def test_fill_leverage_brackets_ftx(default_conf, mocker):
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# FTX only has one account wide leverage, so there's no leverage brackets
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exchange = get_patched_exchange(mocker, default_conf, id="ftx")
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exchange.fill_leverage_brackets()
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assert exchange._leverage_brackets == {}
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@ -295,42 +295,3 @@ def test_stoploss_adjust_kraken(mocker, default_conf, sl1, sl2, sl3, side):
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# Test with invalid order case ...
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order['type'] = 'stop_loss_limit'
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assert not exchange.stoploss_adjust(sl3, order, side=side)
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@pytest.mark.parametrize('pair,nominal_value,max_lev', [
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("ADA/BTC", 0.0, 3.0),
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("BTC/EUR", 100.0, 5.0),
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("ZEC/USD", 173.31, 2.0),
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])
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def test_get_max_leverage_kraken(default_conf, mocker, pair, nominal_value, max_lev):
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exchange = get_patched_exchange(mocker, default_conf, id="kraken")
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exchange._leverage_brackets = {
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'ADA/BTC': ['2', '3'],
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'BTC/EUR': ['2', '3', '4', '5'],
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'ZEC/USD': ['2']
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}
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assert exchange.get_max_leverage(pair, nominal_value) == max_lev
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def test_fill_leverage_brackets_kraken(default_conf, mocker):
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api_mock = MagicMock()
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
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exchange.fill_leverage_brackets()
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assert exchange._leverage_brackets == {
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'BLK/BTC': [1, 2, 3],
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'TKN/BTC': [1, 2, 3, 4, 5],
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'ETH/BTC': [1, 2],
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'LTC/BTC': [1],
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'XRP/BTC': [1],
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'NEO/BTC': [1],
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'BTT/BTC': [1],
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'ETH/USDT': [1],
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'LTC/USDT': [1],
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'LTC/USD': [1],
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'XLTCUSDT': [1],
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'LTC/ETH': [1],
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'NEO/USDT': [1],
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'TKN/USDT': [1],
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'XRP/USDT': [1]
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}
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Loading…
Reference in New Issue
Block a user