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moved leverage_tier caching to get_leverage_tiers_for_pair

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This commit is contained in:
Sam Germain 2022-02-09 03:18:32 -06:00
parent eb72e5cc42
commit 5f07546b86
1 changed files with 11 additions and 10 deletions
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21
freqtrade/exchange/exchange.py
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@ -1911,12 +1911,12 @@ class Exchange:
if stake_amount is None: if stake_amount is None:
raise OperationalException( raise OperationalException(
'binance.get_max_leverage requires argument stake_amount') 'binance.get_max_leverage requires argument stake_amount')
if pair not in self._leverage_tiers: if pair not in self._leverage_tiers:
tiers = self.get_leverage_tiers_for_pair(pair) tiers = self.get_leverage_tiers_for_pair(pair)
if not tiers: # Not a leveraged market if not tiers: # Not a leveraged market
return 1.0 return 1.0
else:
self._leverage_tiers[pair] = tiers
if stake_amount == 0: if stake_amount == 0:
return self._leverage_tiers[pair][0]['lev'] # Max lev for lowest amount return self._leverage_tiers[pair][0]['lev'] # Max lev for lowest amount
@ -2248,7 +2248,7 @@ class Exchange:
"Freqtrade only supports isolated futures for leverage trading") "Freqtrade only supports isolated futures for leverage trading")
@retrier @retrier
def get_leverage_tiers_for_pair(self, pair: str): def get_leverage_tiers_for_pair(self, pair: str) -> List:
# When exchanges can load all their leverage tiers at once in the constructor # When exchanges can load all their leverage tiers at once in the constructor
# then this method does nothing, it should only be implemented when the leverage # then this method does nothing, it should only be implemented when the leverage
# tiers requires per symbol fetching to avoid excess api calls # tiers requires per symbol fetching to avoid excess api calls
@ -2257,12 +2257,17 @@ class Exchange:
not self._ft_has['can_fetch_multiple_tiers'] and not self._ft_has['can_fetch_multiple_tiers'] and
self.trading_mode == TradingMode.FUTURES self.trading_mode == TradingMode.FUTURES
): ):
self._leverage_tiers[pair] = []
try: try:
return self._api.fetch_leverage_tiers(pair) tiers = self._api.fetch_leverage_tiers(pair)
for tier in tiers[pair]:
self._leverage_tiers[pair].append(self.parse_leverage_tier(tier))
return tiers
except ccxt.BadRequest: except ccxt.BadRequest:
return None return []
else: else:
return None return []
def get_maintenance_ratio_and_amt( def get_maintenance_ratio_and_amt(
self, self,
@ -2285,10 +2290,6 @@ class Exchange:
tiers = self.get_leverage_tiers_for_pair(pair) tiers = self.get_leverage_tiers_for_pair(pair)
if not bool(tiers): if not bool(tiers):
raise InvalidOrderException(f"Cannot calculate liquidation price for {pair}") raise InvalidOrderException(f"Cannot calculate liquidation price for {pair}")
else:
self._leverage_tiers[pair] = []
for tier in tiers[pair]:
self._leverage_tiers[pair].append(self.parse_leverage_tier(tier))
pair_tiers = self._leverage_tiers[pair] pair_tiers = self._leverage_tiers[pair]
for tier in reversed(pair_tiers): for tier in reversed(pair_tiers):
if nominal_value >= tier['min']: if nominal_value >= tier['min']: