adelorenzo
/
stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

56
freqtrade/exchange/exchange.py
View File

@ -129,10 +129,10 @@ class Exchange:
# Leverage properties # Leverage properties
self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT) self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
self.margin_mode: Optional[MarginMode] = ( self.margin_mode: MarginMode = (
MarginMode(config.get('margin_mode')) MarginMode(config.get('margin_mode'))
if config.get('margin_mode') if config.get('margin_mode')
else None else MarginMode.NONE
) )
self.liquidation_buffer = config.get('liquidation_buffer', 0.05) self.liquidation_buffer = config.get('liquidation_buffer', 0.05)
@ -372,9 +372,9 @@ class Exchange:
return ( return (
market.get('quote', None) is not None market.get('quote', None) is not None
and market.get('base', None) is not None and market.get('base', None) is not None
and (self.trading_mode == TradingMode.SPOT and self.market_is_spot(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.MARGIN and self.market_is_margin(market))
or (self.trading_mode == TradingMode.FUTURES and self.market_is_future(market)) or (self.trading_mode == TradingMode.FUTURES and self.market_is_future(market)))
) )
def klines(self, pair_interval: PairWithTimeframe, copy: bool = True) -> DataFrame: def klines(self, pair_interval: PairWithTimeframe, copy: bool = True) -> DataFrame:
@ -411,7 +411,7 @@ class Exchange:
order[prop] = order[prop] * contract_size order[prop] = order[prop] * contract_size
return order 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) contract_size = self._get_contract_size(pair)
if contract_size and contract_size != 1: if contract_size and contract_size != 1:
@ -419,7 +419,7 @@ class Exchange:
else: else:
return amount 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) contract_size = self._get_contract_size(pair)
if contract_size and contract_size != 1: if contract_size and contract_size != 1:
@ -708,12 +708,7 @@ class Exchange:
) -> Optional[float]: ) -> Optional[float]:
return self._get_stake_amount_limit(pair, price, stoploss, 'min', leverage) return self._get_stake_amount_limit(pair, price, stoploss, 'min', leverage)
def get_max_pair_stake_amount( def get_max_pair_stake_amount(self, pair: str, price: float, leverage: float = 1.0) -> float:
self,
pair: str,
price: float,
leverage: float = 1.0
) -> float:
max_stake_amount = self._get_stake_amount_limit(pair, price, 0.0, 'max') max_stake_amount = self._get_stake_amount_limit(pair, price, 0.0, 'max')
if max_stake_amount is None: if max_stake_amount is None:
# * Should never be executed # * Should never be executed
@ -775,7 +770,7 @@ class Exchange:
leverage or 1.0 leverage or 1.0
) if isMin else min(stake_limits) ) 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 Takes the minimum stake amount for a pair with no leverage and returns the minimum
stake amount when leverage is considered stake amount when leverage is considered
@ -936,12 +931,7 @@ class Exchange:
# Order handling # Order handling
def _lev_prep( def _lev_prep(self, pair: str, leverage: float, side: str):
self,
pair: str,
leverage: float,
side: str # buy or sell
):
if self.trading_mode != TradingMode.SPOT: if self.trading_mode != TradingMode.SPOT:
self.set_margin_mode(pair, self.margin_mode) self.set_margin_mode(pair, self.margin_mode)
self._set_leverage(leverage, pair) 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 threshold: As limit price should always be below stop-price
limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
if side == "sell": if side == "sell":
# TODO: Name limit_rate in other exchange subclasses limit_rate = stop_price * limit_price_pct
rate = stop_price * limit_price_pct
else: 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 # Ensure rate is less than stop price
if bad_stop_price: if bad_stop_price:
raise OperationalException( raise OperationalException(
'In stoploss limit order, stop price should be more than limit price') '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: def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:
params = self._params.copy() params = self._params.copy()
@ -1085,10 +1075,10 @@ class Exchange:
ordertype, user_order_type = self._get_stop_order_type(user_order_type) ordertype, user_order_type = self._get_stop_order_type(user_order_type)
stop_price_norm = self.price_to_precision(pair, stop_price) stop_price_norm = self.price_to_precision(pair, stop_price)
rate = None limit_rate = None
if user_order_type == 'limit': if user_order_type == 'limit':
rate = self._get_stop_limit_rate(stop_price, order_types, side) limit_rate = self._get_stop_limit_rate(stop_price, order_types, side)
rate = self.price_to_precision(pair, rate) limit_rate = self.price_to_precision(pair, limit_rate)
if self._config['dry_run']: if self._config['dry_run']:
dry_order = self.create_dry_run_order( dry_order = self.create_dry_run_order(
@ -1111,23 +1101,23 @@ class Exchange:
self._lev_prep(pair, leverage, side) self._lev_prep(pair, leverage, side)
order = self._api.create_order(symbol=pair, type=ordertype, side=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) self._log_exchange_response('create_stoploss_order', order)
order = self._order_contracts_to_amount(order) order = self._order_contracts_to_amount(order)
logger.info(f"stoploss {user_order_type} order added for {pair}. " 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 return order
except ccxt.InsufficientFunds as e: except ccxt.InsufficientFunds as e:
raise InsufficientFundsError( raise InsufficientFundsError(
f'Insufficient funds to create {ordertype} sell order on market {pair}. ' 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 f'Message: {e}') from e
except ccxt.InvalidOrder as e: except ccxt.InvalidOrder as e:
# Errors: # Errors:
# `Order would trigger immediately.` # `Order would trigger immediately.`
raise InvalidOrderException( raise InvalidOrderException(
f'Could not create {ordertype} sell order on market {pair}. ' 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 f'Message: {e}') from e
except ccxt.DDoSProtection as e: except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e raise DDosProtection(e) from e
@ -2451,8 +2441,6 @@ class Exchange:
""" """
if self.trading_mode == TradingMode.SPOT: if self.trading_mode == TradingMode.SPOT:
return None 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): elif (self.trading_mode != TradingMode.FUTURES and self.margin_mode != MarginMode.ISOLATED):
raise OperationalException( raise OperationalException(
f"{self.name} does not support {self.margin_mode.value} {self.trading_mode.value}") 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 return params
@retrier @retrier
def _lev_prep( def _lev_prep(self, pair: str, leverage: float, side: str):
self,
pair: str,
leverage: float,
side: str # buy or sell
):
if self.trading_mode != TradingMode.SPOT and self.margin_mode is not None: if self.trading_mode != TradingMode.SPOT and self.margin_mode is not None:
try: try:
# TODO-lev: Test me properly (check mgnMode passed) # TODO-lev: Test me properly (check mgnMode passed)