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Simplify formatting in exchange class

This commit is contained in:
Matthias 2022-03-30 20:02:56 +02:00
parent 1f6ca29bbf
commit 2d914c8e13
2 changed files with 23 additions and 40 deletions
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56
freqtrade/exchange/exchange.py
View File

@ -129,10 +129,10 @@ class Exchange:
# Leverage properties
self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
self.margin_mode: Optional[MarginMode] = (
self.margin_mode: MarginMode = (
MarginMode(config.get('margin_mode'))
if config.get('margin_mode')
else None
else MarginMode.NONE
)
self.liquidation_buffer = config.get('liquidation_buffer', 0.05)
@ -372,9 +372,9 @@ class Exchange:
return (
market.get('quote', None) is not None
and market.get('base', None) is not None
and (self.trading_mode == TradingMode.SPOT and self.market_is_spot(market))
or (self.trading_mode == TradingMode.MARGIN and self.market_is_margin(market))
or (self.trading_mode == TradingMode.FUTURES and self.market_is_future(market))
and ((self.trading_mode == TradingMode.SPOT and self.market_is_spot(market))
or (self.trading_mode == TradingMode.MARGIN and self.market_is_margin(market))
or (self.trading_mode == TradingMode.FUTURES and self.market_is_future(market)))
)
def klines(self, pair_interval: PairWithTimeframe, copy: bool = True) -> DataFrame:
@ -411,7 +411,7 @@ class Exchange:
order[prop] = order[prop] * contract_size
return order
def _amount_to_contracts(self, pair: str, amount: float):
def _amount_to_contracts(self, pair: str, amount: float) -> float:
contract_size = self._get_contract_size(pair)
if contract_size and contract_size != 1:
@ -419,7 +419,7 @@ class Exchange:
else:
return amount
def _contracts_to_amount(self, pair: str, num_contracts: float):
def _contracts_to_amount(self, pair: str, num_contracts: float) -> float:
contract_size = self._get_contract_size(pair)
if contract_size and contract_size != 1:
@ -708,12 +708,7 @@ class Exchange:
) -> Optional[float]:
return self._get_stake_amount_limit(pair, price, stoploss, 'min', leverage)
def get_max_pair_stake_amount(
self,
pair: str,
price: float,
leverage: float = 1.0
) -> float:
def get_max_pair_stake_amount(self, pair: str, price: float, leverage: float = 1.0) -> float:
max_stake_amount = self._get_stake_amount_limit(pair, price, 0.0, 'max')
if max_stake_amount is None:
# * Should never be executed
@ -775,7 +770,7 @@ class Exchange:
leverage or 1.0
) if isMin else min(stake_limits)
def _get_stake_amount_considering_leverage(self, stake_amount: float, leverage: float):
def _get_stake_amount_considering_leverage(self, stake_amount: float, leverage: float) -> float:
"""
Takes the minimum stake amount for a pair with no leverage and returns the minimum
stake amount when leverage is considered
@ -936,12 +931,7 @@ class Exchange:
# Order handling
def _lev_prep(
self,
pair: str,
leverage: float,
side: str # buy or sell
):
def _lev_prep(self, pair: str, leverage: float, side: str):
if self.trading_mode != TradingMode.SPOT:
self.set_margin_mode(pair, self.margin_mode)
self._set_leverage(leverage, pair)
@ -1042,17 +1032,17 @@ class Exchange:
# 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)
if side == "sell":
# TODO: Name limit_rate in other exchange subclasses
rate = stop_price * limit_price_pct
limit_rate = stop_price * limit_price_pct
else:
rate = stop_price * (2 - limit_price_pct)
limit_rate = stop_price * (2 - limit_price_pct)
bad_stop_price = (stop_price <= rate) if side == "sell" else (stop_price >= rate)
bad_stop_price = ((stop_price <= limit_rate) if side ==
"sell" else (stop_price >= limit_rate))
# Ensure rate is less than stop price
if bad_stop_price:
raise OperationalException(
'In stoploss limit order, stop price should be more than limit price')
return rate
return limit_rate
def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:
params = self._params.copy()
@ -1085,10 +1075,10 @@ class Exchange:
ordertype, user_order_type = self._get_stop_order_type(user_order_type)
stop_price_norm = self.price_to_precision(pair, stop_price)
rate = None
limit_rate = None
if user_order_type == 'limit':
rate = self._get_stop_limit_rate(stop_price, order_types, side)
rate = self.price_to_precision(pair, rate)
limit_rate = self._get_stop_limit_rate(stop_price, order_types, side)
limit_rate = self.price_to_precision(pair, limit_rate)
if self._config['dry_run']:
dry_order = self.create_dry_run_order(
@ -1111,23 +1101,23 @@ class Exchange:
self._lev_prep(pair, leverage, side)
order = self._api.create_order(symbol=pair, type=ordertype, side=side,
amount=amount, price=rate, params=params)
amount=amount, price=limit_rate, params=params)
self._log_exchange_response('create_stoploss_order', order)
order = self._order_contracts_to_amount(order)
logger.info(f"stoploss {user_order_type} order added for {pair}. "
f"stop price: {stop_price}. limit: {rate}")
f"stop price: {stop_price}. limit: {limit_rate}")
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'Tried to sell amount {amount} at rate {limit_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'Tried to sell amount {amount} at rate {limit_rate}. '
f'Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
@ -2451,8 +2441,6 @@ class Exchange:
"""
if self.trading_mode == TradingMode.SPOT:
return None
elif (self.margin_mode is None):
raise OperationalException(f'{self.name}.margin_mode must be set for liquidation_price')
elif (self.trading_mode != TradingMode.FUTURES and self.margin_mode != MarginMode.ISOLATED):
raise OperationalException(
f"{self.name} does not support {self.margin_mode.value} {self.trading_mode.value}")

7
freqtrade/exchange/okx.py
View File

@ -52,12 +52,7 @@ class Okx(Exchange):
return params
@retrier
def _lev_prep(
self,
pair: str,
leverage: float,
side: str # buy or sell
):
def _lev_prep(self, pair: str, leverage: float, side: str):
if self.trading_mode != TradingMode.SPOT and self.margin_mode is not None:
try:
# TODO-lev: Test me properly (check mgnMode passed)