Support both position modes on OKX

This commit is contained in:
Matthias
2022-05-07 10:56:13 +02:00
parent 2da284b921
commit 6fdcf3a10a
6 changed files with 129 additions and 3 deletions

View File

@@ -35,14 +35,48 @@ class Okx(Exchange):
(TradingMode.FUTURES, MarginMode.ISOLATED),
]
net_only = True
@retrier
def additional_exchange_init(self) -> None:
"""
Additional exchange initialization logic.
.api will be available at this point.
Must be overridden in child methods if required.
"""
try:
if self.trading_mode == TradingMode.FUTURES:
accounts = self._api.fetch_accounts()
if len(accounts) > 0:
self.net_only = accounts[0].get('info', {}).get('posMode') == 'net_mode'
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
def _get_posSide(self, side: BuySell, reduceOnly: bool):
if self.net_only:
return 'net'
if not reduceOnly:
# Enter
return 'long' if side == 'buy' else 'short'
else:
# Exit
return 'long' if side == 'sell' else 'short'
def _get_params(
self,
side: BuySell,
ordertype: str,
leverage: float,
reduceOnly: bool,
time_in_force: str = 'gtc',
) -> Dict:
params = super()._get_params(
side=side,
ordertype=ordertype,
leverage=leverage,
reduceOnly=reduceOnly,
@@ -50,6 +84,7 @@ class Okx(Exchange):
)
if self.trading_mode == TradingMode.FUTURES and self.margin_mode:
params['tdMode'] = self.margin_mode.value
params['posSide'] = self._get_posSide(side, reduceOnly)
return params
@retrier
@@ -62,7 +97,7 @@ class Okx(Exchange):
symbol=pair,
params={
"mgnMode": self.margin_mode.value,
# "posSide": "net"",
"posSide": self._get_posSide(side, False),
})
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e