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Added short functionality to exchange stoplss methods

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This commit is contained in:
Sam Germain
2021-08-21 21:10:03 -06:00
parent 4ef1f0a977
commit 5748c9bc13
4 changed files with 35 additions and 32 deletions
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17
freqtrade/exchange/ftx.py
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@@ -36,8 +36,10 @@ class Ftx(Exchange):
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
# TODO-lev: Short support
return order['type'] == 'stop' and stop_loss > float(order['price'])
return order['type'] == 'stop' and (
side == "sell" and stop_loss > float(order['price']) or
side == "buy" and stop_loss < float(order['price'])
)
@retrier(retries=0)
def stoploss(self, pair: str, amount: float,
@@ -48,7 +50,6 @@ class Ftx(Exchange):
Limit orders are defined by having orderPrice set, otherwise a market order is used.
"""
# TODO-lev: Short support
limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
limit_rate = stop_price * limit_price_pct
@@ -59,7 +60,7 @@ class Ftx(Exchange):
if self._config['dry_run']:
dry_order = self.create_dry_run_order(
pair, ordertype, "sell", amount, stop_price)
pair, ordertype, side, amount, stop_price)
return dry_order
try:
@@ -71,7 +72,7 @@ class Ftx(Exchange):
params['stopPrice'] = stop_price
amount = self.amount_to_precision(pair, amount)
order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
order = self._api.create_order(symbol=pair, type=ordertype, side=side,
amount=amount, params=params)
self._log_exchange_response('create_stoploss_order', order)
logger.info('stoploss order added for %s. '
@@ -79,19 +80,19 @@ class Ftx(Exchange):
return order
except ccxt.InsufficientFunds as e:
raise InsufficientFundsError(
f'Insufficient funds to create {ordertype} sell order on market {pair}. '
f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except ccxt.InvalidOrder as e:
raise InvalidOrderException(
f'Could not create {ordertype} sell order on market {pair}. '
f'Could not create {ordertype} {side} order on market {pair}. '
f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
f'Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e