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Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs

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Sam Germain
2022-02-01 12:53:38 -06:00
parent 45e533fc3e
commit 30519aa3be
17 changed files with 147 additions and 147 deletions
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52
freqtrade/exchange/exchange.py
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@@ -22,7 +22,7 @@ from pandas import DataFrame
from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES,
ListPairsWithTimeframes, PairWithTimeframe)
from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.enums import CandleType, Collateral, TradingMode
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError,
RetryableOrderError, TemporaryError)
@@ -77,7 +77,7 @@ class Exchange:
}
_ft_has: Dict = {}
_supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
# TradingMode.SPOT always supported and not required in this list
]
@@ -137,9 +137,9 @@ class Exchange:
self.trading_mode = TradingMode(config.get('trading_mode', 'spot'))
self.collateral: Optional[Collateral] = (
Collateral(config.get('collateral'))
if config.get('collateral')
self.margin_mode: Optional[MarginMode] = (
MarginMode(config.get('margin_mode'))
if config.get('margin_mode')
else None
)
@@ -175,7 +175,7 @@ class Exchange:
self.validate_order_time_in_force(config.get('order_time_in_force', {}))
self.required_candle_call_count = self.validate_required_startup_candles(
config.get('startup_candle_count', 0), config.get('timeframe', ''))
self.validate_trading_mode_and_collateral(self.trading_mode, self.collateral)
self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode)
# Converts the interval provided in minutes in config to seconds
self.markets_refresh_interval: int = exchange_config.get(
@@ -599,23 +599,23 @@ class Exchange:
f"if you really need {startup_candles} candles for your strategy")
return required_candle_call_count
def validate_trading_mode_and_collateral(
def validate_trading_mode_and_margin_mode(
self,
trading_mode: TradingMode,
collateral: Optional[Collateral] # Only None when trading_mode = TradingMode.SPOT
margin_mode: Optional[MarginMode] # Only None when trading_mode = TradingMode.SPOT
):
"""
Checks if freqtrade can perform trades using the configured
trading mode(Margin, Futures) and Collateral(Cross, Isolated)
trading mode(Margin, Futures) and MarginMode(Cross, Isolated)
Throws OperationalException:
If the trading_mode/collateral type are not supported by freqtrade on this exchange
If the trading_mode/margin_mode type are not supported by freqtrade on this exchange
"""
if trading_mode != TradingMode.SPOT and (
(trading_mode, collateral) not in self._supported_trading_mode_collateral_pairs
(trading_mode, margin_mode) not in self._supported_trading_mode_margin_pairs
):
collateral_value = collateral and collateral.value
mm_value = margin_mode and margin_mode.value
raise OperationalException(
f"Freqtrade does not support {collateral_value} {trading_mode.value} on {self.name}"
f"Freqtrade does not support {mm_value} {trading_mode.value} on {self.name}"
)
def exchange_has(self, endpoint: str) -> bool:
@@ -879,7 +879,7 @@ class Exchange:
def _lev_prep(self, pair: str, leverage: float):
if self.trading_mode != TradingMode.SPOT:
self.set_margin_mode(pair, self.collateral)
self.set_margin_mode(pair, self.margin_mode)
self._set_leverage(leverage, pair)
def _get_params(self, ordertype: str, leverage: float, time_in_force: str = 'gtc') -> Dict:
@@ -1810,7 +1810,7 @@ class Exchange:
"""
Returns the maximum leverage that a pair can be traded at
:param pair: The base/quote currency pair being traded
:param nominal_value: The total value of the trade in quote currency (collateral + debt)
:param nominal_value: The total value of the trade in quote currency (margin_mode + debt)
"""
market = self.markets[pair]
if market['limits']['leverage']['max'] is not None:
@@ -1830,7 +1830,7 @@ class Exchange:
have the same leverage on every trade
"""
if self._config['dry_run'] or not self.exchange_has("setLeverage"):
# Some exchanges only support one collateral type
# Some exchanges only support one margin_mode type
return
try:
@@ -1851,17 +1851,17 @@ class Exchange:
return open_date.minute > 0 or open_date.second > 0
@retrier
def set_margin_mode(self, pair: str, collateral: Collateral, params: dict = {}):
def set_margin_mode(self, pair: str, margin_mode: MarginMode, params: dict = {}):
"""
Set's the margin mode on the exchange to cross or isolated for a specific pair
:param pair: base/quote currency pair (e.g. "ADA/USDT")
"""
if self._config['dry_run'] or not self.exchange_has("setMarginMode"):
# Some exchanges only support one collateral type
# Some exchanges only support one margin_mode type
return
try:
self._api.set_margin_mode(pair, collateral.value, params)
self._api.set_margin_mode(pair, margin_mode.value, params)
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
@@ -2000,11 +2000,11 @@ class Exchange:
"""
if self.trading_mode == TradingMode.SPOT:
return None
elif (self.collateral is None):
raise OperationalException(f'{self.name}.collateral must be set for liquidation_price')
elif (self.trading_mode != TradingMode.FUTURES and self.collateral != Collateral.ISOLATED):
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.collateral.value} {self.trading_mode.value}")
f"{self.name} does not support {self.margin_mode.value} {self.trading_mode.value}")
if self._config['dry_run'] or not self.exchange_has("fetchPositions"):
@@ -2064,8 +2064,8 @@ class Exchange:
:param is_short: True if the trade is a short, false otherwise
:param position: Absolute value of position size incl. leverage (in base currency)
:param trading_mode: SPOT, MARGIN, FUTURES, etc.
:param collateral: Either ISOLATED or CROSS
:param wallet_balance: Amount of collateral in the wallet being used to trade
:param margin_mode: Either ISOLATED or CROSS
:param wallet_balance: Amount of margin_mode in the wallet being used to trade
Cross-Margin Mode: crossWalletBalance
Isolated-Margin Mode: isolatedWalletBalance
@@ -2078,7 +2078,7 @@ class Exchange:
taker_fee_rate = market['taker']
mm_ratio, _ = self.get_maintenance_ratio_and_amt(pair, position)
if self.trading_mode == TradingMode.FUTURES and self.collateral == Collateral.ISOLATED:
if self.trading_mode == TradingMode.FUTURES and self.margin_mode == MarginMode.ISOLATED:
if market['inverse']:
raise OperationalException(