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Removed exchange file modifications

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This commit is contained in:
Sam Germain 2021-07-04 23:50:59 -06:00
parent 7ab8c1d1fd
commit 42dbb1fb6b
3 changed files with 4 additions and 36 deletions
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10
freqtrade/exchange/binance.py
View File

@ -3,7 +3,6 @@ import logging
from typing import Dict
import ccxt
from decimal import Decimal
from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
OperationalException, TemporaryError)
@ -90,12 +89,3 @@ class Binance(Exchange):
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@staticmethod
def calculate_interest(borrowed: Decimal, hours: Decimal, interest_rate: Decimal) -> Decimal:
# Rate is per day but accrued hourly or something
# binance: https://www.binance.com/en-AU/support/faq/360030157812
one = Decimal(1)
twenty_four = Decimal(24)
# TODO-mg: Is hours rounded?
return borrowed * interest_rate * max(hours, one)/twenty_four

21
freqtrade/exchange/exchange.py
View File

@ -8,7 +8,6 @@ import inspect
import logging
from copy import deepcopy
from datetime import datetime, timezone
from decimal import Decimal
from math import ceil
from typing import Any, Dict, List, Optional, Tuple
@ -552,7 +551,7 @@ class Exchange:
amount_reserve_percent = 1.0 + self._config.get('amount_reserve_percent',
DEFAULT_AMOUNT_RESERVE_PERCENT)
amount_reserve_percent = (
amount_reserve_percent / (1 - abs(stoploss)) if abs(stoploss) != 1 else 1.5
amount_reserve_percent / (1 - abs(stoploss)) if abs(stoploss) != 1 else 1.5
)
# it should not be more than 50%
amount_reserve_percent = max(min(amount_reserve_percent, 1.5), 1)
@ -966,7 +965,7 @@ class Exchange:
logger.warning(
"Buy Price from orderbook could not be determined."
f"Orderbook: {order_book}"
)
)
raise PricingError from e
logger.info(f"Buy price from orderbook {bid_strategy['price_side'].capitalize()} side "
f"- top {order_book_top} order book buy rate {rate_from_l2:.8f}")
@ -1253,8 +1252,8 @@ class Exchange:
self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
# keeping parsed dataframe in cache
ohlcv_df = ohlcv_to_dataframe(
ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle)
ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle)
results_df[(pair, timeframe)] = ohlcv_df
if cache:
self._klines[(pair, timeframe)] = ohlcv_df
@ -1474,18 +1473,6 @@ class Exchange:
self._async_get_trade_history(pair=pair, since=since,
until=until, from_id=from_id))
@staticmethod
def calculate_interest(borrowed: Decimal, hours: Decimal, interest_rate: Decimal) -> Decimal:
"""Generate the interest owed for borrowing an amount of currency for a certain amount of time
:param borrowed: The amount of currency borrowed
:param hours: The length of time in hours that the currency has been borrowed for
:param interest_rate: The rate of interest for this trade
#TODO: May update this just to the currency of the borrowed amount
:raises ValueError: Throws value error if not implemented for the exchange
:returns The amount of interest owed for the borrowed currency
"""
raise ValueError('Margin trading is not available on this exchange with freqtrade')
def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
return exchange_name in ccxt_exchanges(ccxt_module)

9
freqtrade/exchange/kraken.py
View File

@ -3,7 +3,6 @@ import logging
from typing import Any, Dict
import ccxt
from decimal import Decimal
from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
OperationalException, TemporaryError)
@ -125,11 +124,3 @@ class Kraken(Exchange):
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@staticmethod
def calculate_interest(borrowed: Decimal, hours: Decimal, interest_rate: Decimal) -> Decimal:
four = Decimal(4.0)
# https://support.kraken.com/hc/en-us/articles/206161568-What-are-the-fees-for-margin-trading-
opening_fee = borrowed * interest_rate
roll_over_fee = borrowed * interest_rate * max(0, (hours-four)/four)
return opening_fee + roll_over_fee