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merged with feat/short

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This commit is contained in:
Sam Germain
2021-09-19 17:02:09 -06:00
parent ddc203ca69
commit 60a678fea7
52 changed files with 3356 additions and 663 deletions
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87
freqtrade/exchange/kraken.py
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@@ -1,9 +1,10 @@
""" Kraken 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
@@ -24,6 +25,12 @@ class Kraken(Exchange):
}
funding_fee_times: List[int] = [0, 4, 8, 12, 16, 20] # hours of the day
_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: No CCXT support
]
def market_is_tradable(self, market: Dict[str, Any]) -> bool:
"""
Check if the market symbol is tradable by Freqtrade.
@@ -68,16 +75,19 @@ class Kraken(Exchange):
except ccxt.BaseError as e:
raise OperationalException(e) from e
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'] in ('stop-loss', 'stop-loss-limit')
and stop_loss > float(order['price']))
return (order['type'] in ('stop-loss', 'stop-loss-limit') 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 market order.
Stoploss market orders is the only stoploss type supported by kraken.
@@ -87,7 +97,10 @@ class Kraken(Exchange):
if order_types.get('stoploss', 'market') == 'limit':
ordertype = "stop-loss-limit"
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)
params['price2'] = self.price_to_precision(pair, limit_rate)
else:
ordertype = "stop-loss"
@@ -96,13 +109,13 @@ class Kraken(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:
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, price=stop_price, params=params)
self._log_exchange_response('create_stoploss_order', order)
logger.info('stoploss order added for %s. '
@@ -110,18 +123,70 @@ class Kraken(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
def fill_leverage_brackets(self):
"""
Assigns property _leverage_brackets to a dictionary of information about the leverage
allowed on each pair
"""
leverages = {}
for pair, market in self.markets.items():
leverages[pair] = [1]
info = market['info']
leverage_buy = info.get('leverage_buy', [])
leverage_sell = info.get('leverage_sell', [])
if len(leverage_buy) > 0 or len(leverage_sell) > 0:
if leverage_buy != leverage_sell:
logger.warning(
f"The buy({leverage_buy}) and sell({leverage_sell}) leverage are not equal"
"for {pair}. Please notify freqtrade because this has never happened before"
)
if max(leverage_buy) <= max(leverage_sell):
leverages[pair] += [int(lev) for lev in leverage_buy]
else:
leverages[pair] += [int(lev) for lev in leverage_sell]
else:
leverages[pair] += [int(lev) for lev in leverage_buy]
self._leverage_brackets = leverages
def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
"""
Returns the maximum leverage that a pair can be traded at
:param pair: The base/quote currency pair being traded
:nominal_value: Here for super class, not needed on Kraken
"""
return float(max(self._leverage_brackets[pair]))
def _set_leverage(
self,
leverage: float,
pair: Optional[str] = None,
trading_mode: Optional[TradingMode] = None
):
"""
Kraken set's the leverage as an option in the order object, so we need to
add it to params
"""
return
def _get_params(self, ordertype: str, leverage: float, time_in_force: str = 'gtc') -> Dict:
params = super()._get_params(ordertype, leverage, time_in_force)
if leverage > 1.0:
params['leverage'] = leverage
return params