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Fixed create order margin call count tests and made _ccxt_config a computed property

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This commit is contained in:
Sam Germain
2021-09-17 14:16:52 -06:00
parent 32e52cd460
commit 2c21bbfa0c
6 changed files with 96 additions and 47 deletions
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5
freqtrade/exchange/bibox.py
View File

@@ -20,4 +20,7 @@ class Bibox(Exchange):
# fetchCurrencies API point requires authentication for Bibox,
# so switch it off for Freqtrade load_markets()
_ccxt_config: Dict = {"has": {"fetchCurrencies": False}}
@property
def _ccxt_config(self) -> Dict:
# Parameters to add directly to ccxt sync/async initialization.
return {"has": {"fetchCurrencies": False}}

20
freqtrade/exchange/binance.py
View File

@@ -33,9 +33,27 @@ class Binance(Exchange):
# TradingMode.SPOT always supported and not required in this list
# (TradingMode.MARGIN, Collateral.CROSS), # TODO-lev: Uncomment once supported
# (TradingMode.FUTURES, Collateral.CROSS), # TODO-lev: Uncomment once supported
(TradingMode.FUTURES, Collateral.ISOLATED)
# (TradingMode.FUTURES, Collateral.ISOLATED) # TODO-lev: Uncomment once supported
]
@property
def _ccxt_config(self) -> Dict:
# Parameters to add directly to ccxt sync/async initialization.
if self.trading_mode == TradingMode.MARGIN:
return {
"options": {
"defaultType": "margin"
}
}
elif self.trading_mode == TradingMode.FUTURES:
return {
"options": {
"defaultType": "future"
}
}
else:
return {}
def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)

53
freqtrade/exchange/exchange.py
View File

@@ -49,9 +49,6 @@ class Exchange:
_config: Dict = {}
# Parameters to add directly to ccxt sync/async initialization.
_ccxt_config: Dict = {}
# Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
_params: Dict = {}
@@ -131,21 +128,6 @@ class Exchange:
self._trades_pagination = self._ft_has['trades_pagination']
self._trades_pagination_arg = self._ft_has['trades_pagination_arg']
# Initialize ccxt objects
ccxt_config = self._ccxt_config.copy()
ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}), ccxt_config)
ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_sync_config', {}), ccxt_config)
self._api = self._init_ccxt(exchange_config, ccxt_kwargs=ccxt_config)
ccxt_async_config = self._ccxt_config.copy()
ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
ccxt_async_config)
ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}),
ccxt_async_config)
self._api_async = self._init_ccxt(
exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
self.trading_mode: TradingMode = (
TradingMode(config.get('trading_mode'))
if config.get('trading_mode')
@@ -157,6 +139,21 @@ class Exchange:
else None
)
# Initialize ccxt objects
ccxt_config = self._ccxt_config
ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}), ccxt_config)
ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_sync_config', {}), ccxt_config)
self._api = self._init_ccxt(exchange_config, ccxt_kwargs=ccxt_config)
ccxt_async_config = self._ccxt_config
ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
ccxt_async_config)
ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}),
ccxt_async_config)
self._api_async = self._init_ccxt(
exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
if self.trading_mode != TradingMode.SPOT:
self.fill_leverage_brackets()
@@ -210,7 +207,7 @@ class Exchange:
'secret': exchange_config.get('secret'),
'password': exchange_config.get('password'),
'uid': exchange_config.get('uid', ''),
'options': exchange_config.get('options', {})
# 'options': exchange_config.get('options', {})
}
if ccxt_kwargs:
logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
@@ -231,6 +228,11 @@ class Exchange:
return api
@property
def _ccxt_config(self) -> Dict:
# Parameters to add directly to ccxt sync/async initialization.
return {}
@property
def name(self) -> str:
"""exchange Name (from ccxt)"""
@@ -258,13 +260,6 @@ class Exchange:
"""exchange ccxt precisionMode"""
return self._api.precisionMode
@property
def running_live_mode(self) -> bool:
return (
self._config['runmode'].value not in ('backtest', 'hyperopt') and
not self._config['dry_run']
)
def _log_exchange_response(self, endpoint, response) -> None:
""" Log exchange responses """
if self.log_responses:
@@ -624,12 +619,12 @@ class Exchange:
# The value returned should satisfy both limits: for amount (base currency) and
# for cost (quote, stake currency), so max() is used here.
# See also #2575 at github.
return self._divide_stake_amount_by_leverage(
return self._get_stake_amount_considering_leverage(
max(min_stake_amounts) * amount_reserve_percent,
leverage or 1.0
)
def _divide_stake_amount_by_leverage(self, stake_amount: float, leverage: float):
def _get_stake_amount_considering_leverage(self, stake_amount: float, leverage: float):
"""
Takes the minimum stake amount for a pair with no leverage and returns the minimum
stake amount when leverage is considered
@@ -1603,7 +1598,7 @@ class Exchange:
def fill_leverage_brackets(self):
"""
#TODO-lev: Should maybe be renamed, leverage_brackets might not be accurate for kraken
# TODO-lev: Should maybe be renamed, leverage_brackets might not be accurate for kraken
Assigns property _leverage_brackets to a dictionary of information about the leverage
allowed on each pair
"""