merged with feat/short

freqtrade/exchange/ftx.py

@@ -1,9 +1,10 @@
 """ FTX exchange subclass """
 import logging
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Optional, Tuple
 
 import ccxt
 
+from freqtrade.enums import Collateral, TradingMode
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
@@ -22,6 +23,12 @@ class Ftx(Exchange):
     }
     funding_fee_times: List[int] = list(range(0, 23))
 
+    _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
+        # TradingMode.SPOT always supported and not required in this list
+        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.CROSS)  # TODO-lev: Uncomment once supported
+    ]
+
     def market_is_tradable(self, market: Dict[str, Any]) -> bool:
         """
         Check if the market symbol is tradable by Freqtrade.
@@ -32,15 +39,19 @@ class Ftx(Exchange):
         return (parent_check and
                 market.get('spot', False) is True)
 
-    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
         """
         Verify stop_loss against stoploss-order value (limit or price)
         Returns True if adjustment is necessary.
         """
-        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, stop_price: float, order_types: Dict) -> Dict:
+    def stoploss(self, pair: str, amount: float, stop_price: float,
+                 order_types: Dict, side: str, leverage: float) -> Dict:
         """
         Creates a stoploss order.
         depending on order_types.stoploss configuration, uses 'market' or limit order.
@@ -48,7 +59,10 @@ class Ftx(Exchange):
         Limit orders are defined by having orderPrice set, otherwise a market order is used.
         """
         limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
-        limit_rate = stop_price * limit_price_pct
+        if side == "sell":
+            limit_rate = stop_price * limit_price_pct
+        else:
+            limit_rate = stop_price * (2 - limit_price_pct)
 
         ordertype = "stop"
 
@@ -56,7 +70,7 @@ 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, leverage)
             return dry_order
 
         try:
@@ -68,7 +82,8 @@ 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',
+            self._lev_prep(pair, leverage)
+            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. '
@@ -76,19 +91,19 @@ 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
 
@@ -153,3 +168,18 @@ class Ftx(Exchange):
         if order['type'] == 'stop':
             return safe_value_fallback2(order, order, 'id_stop', 'id')
         return order['id']
+
+    def fill_leverage_brackets(self):
+        """
+            FTX leverage is static across the account, and doesn't change from pair to pair,
+            so _leverage_brackets doesn't need to be set
+        """
+        return
+
+    def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
+        """
+            Returns the maximum leverage that a pair can be traded at, which is always 20 on ftx
+            :param pair: Here for super method, not used on FTX
+            :nominal_value: Here for super method, not used on FTX
+        """
+        return 20.0