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okex loads all leverage tiers at beginning, removed get tiers for pair

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Sam Germain
2022-02-11 06:50:23 -06:00
parent 8657e99c26
commit 7a0f7da128
4 changed files with 27 additions and 148 deletions
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41
freqtrade/exchange/exchange.py
View File

@@ -1894,28 +1894,6 @@ class Exchange:
'maintAmt': float(info['cum']) if 'cum' in info else None,
}
@retrier
def get_leverage_tiers_for_pair(self, pair: str) -> List:
# 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
# tiers requires per symbol fetching to avoid excess api calls
if pair not in self._leverage_tiers:
self._leverage_tiers[pair] = []
if (
self._api.has['fetchLeverageTiers'] and
not self._ft_has['can_fetch_multiple_tiers'] and
self.trading_mode == TradingMode.FUTURES
):
try:
tiers = self._api.fetch_leverage_tiers(pair)
for tier in tiers[pair]:
self._leverage_tiers[pair].append(self.parse_leverage_tier(tier))
except ccxt.BadRequest:
return []
return self._leverage_tiers[pair]
def get_max_leverage(self, pair: str, stake_amount: Optional[float]) -> float:
"""
Returns the maximum leverage that a pair can be traded at
@@ -1926,7 +1904,7 @@ class Exchange:
if self.trading_mode == TradingMode.SPOT:
return 1.0
if self._api.has['fetchLeverageTiers']:
if self.trading_mode == TradingMode.FUTURES:
# Checks and edge cases
if stake_amount is None:
@@ -1934,20 +1912,21 @@ class Exchange:
f'{self.name}.get_max_leverage requires argument stake_amount'
)
pair_tiers = self.get_leverage_tiers_for_pair(pair)
num_tiers = len(pair_tiers)
if num_tiers < 1:
if pair not in self._leverage_tiers:
# Maybe raise exception because it can't be traded on futures?
return 1.0
pair_tiers = self._leverage_tiers[pair]
if stake_amount == 0:
return self._leverage_tiers[pair][0]['lev'] # Max lev for lowest amount
for tier_index in range(num_tiers):
for tier_index in range(len(pair_tiers)):
tier = pair_tiers[tier_index]
lev = tier['lev']
if tier_index < num_tiers - 1:
if tier_index < len(pair_tiers) - 1:
next_tier = pair_tiers[tier_index+1]
next_floor = next_tier['min'] / next_tier['lev']
if next_floor > stake_amount: # Next tier min too high for stake amount
@@ -2280,13 +2259,13 @@ class Exchange:
if self._api.has['fetchLeverageTiers']:
pair_tiers = self.get_leverage_tiers_for_pair(pair)
if len(pair_tiers) < 1:
if pair not in self._leverage_tiers:
raise InvalidOrderException(
f"Maintenance margin rate for {pair} is unavailable for {self.name}"
)
pair_tiers = self._leverage_tiers[pair]
for tier in reversed(pair_tiers):
if nominal_value >= tier['min']:
return (tier['mmr'], tier['maintAmt'])

23
freqtrade/exchange/okx.py
View File

@@ -59,14 +59,25 @@ class Okx(Exchange):
return float('inf') # Not actually inf, but this probably won't matter for SPOT
if pair not in self._leverage_tiers:
tiers = self.get_leverage_tiers_for_pair(pair)
if not tiers: # Not a leveraged market
return float('inf')
else:
self._leverage_tiers[pair] = tiers
return float('inf')
pair_tiers = self._leverage_tiers[pair]
return pair_tiers[-1]['max'] / leverage
def load_leverage_tiers(self) -> Dict[str, List[Dict]]:
return {}
if self.trading_mode == TradingMode.FUTURES:
markets = self.markets
symbols = []
for symbol, market in markets.items():
if (market["swap"] and market["linear"]):
symbols.append(market["symbol"])
tiers = {}
for symbol in symbols:
res = self._api.fetchLeverageTiers(symbol)
tiers[symbol] = res[symbol]
return tiers
else:
return {}