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Make stop_price_parameter configurable by exchange

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This commit is contained in:
Matthias 2023-04-03 20:18:57 +02:00
parent fb09a16127
commit 92a060c5b4
2 changed files with 9 additions and 24 deletions
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13
freqtrade/exchange/exchange.py
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@ -60,6 +60,7 @@ class Exchange:
# or by specifying them in the configuration. # or by specifying them in the configuration.
_ft_has_default: Dict = { _ft_has_default: Dict = {
"stoploss_on_exchange": False, "stoploss_on_exchange": False,
"stop_price_param": "stopPrice",
"order_time_in_force": ["GTC"], "order_time_in_force": ["GTC"],
"ohlcv_params": {}, "ohlcv_params": {},
"ohlcv_candle_limit": 500, "ohlcv_candle_limit": 500,
@ -1115,11 +1116,11 @@ class Exchange:
""" """
if not self._ft_has.get('stoploss_on_exchange'): if not self._ft_has.get('stoploss_on_exchange'):
raise OperationalException(f"stoploss is not implemented for {self.name}.") raise OperationalException(f"stoploss is not implemented for {self.name}.")
price_param = self._ft_has['stop_price_param']
return ( return (
order.get('stopPrice', None) is None order.get(price_param, None) is None
or ((side == "sell" and stop_loss > float(order['stopPrice'])) or or ((side == "sell" and stop_loss > float(order[price_param])) or
(side == "buy" and stop_loss < float(order['stopPrice']))) (side == "buy" and stop_loss < float(order[price_param])))
) )
def _get_stop_order_type(self, user_order_type) -> Tuple[str, str]: def _get_stop_order_type(self, user_order_type) -> Tuple[str, str]:
@ -1159,8 +1160,8 @@ class Exchange:
def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict: def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
params = self._params.copy() params = self._params.copy()
# Verify if stopPrice works for your exchange! # Verify if stopPrice works for your exchange, else configure stop_price_param
params.update({'stopPrice': stop_price}) params.update({self._ft_has['stop_price_param']: stop_price})
return params return params
@retrier(retries=0) @retrier(retries=0)

20
freqtrade/exchange/okx.py
View File

@ -28,6 +28,7 @@ class Okx(Exchange):
"funding_fee_timeframe": "8h", "funding_fee_timeframe": "8h",
"stoploss_order_types": {"limit": "limit"}, "stoploss_order_types": {"limit": "limit"},
"stoploss_on_exchange": True, "stoploss_on_exchange": True,
"stop_price_param": "stopLossPrice",
} }
_ft_has_futures: Dict = { _ft_has_futures: Dict = {
"tickers_have_quoteVolume": False, "tickers_have_quoteVolume": False,
@ -162,29 +163,12 @@ class Okx(Exchange):
return pair_tiers[-1]['maxNotional'] / leverage return pair_tiers[-1]['maxNotional'] / leverage
def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict: def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
params = super()._get_stop_params(side, ordertype, stop_price)
params = self._params.copy()
# Verify if stopPrice works for your exchange!
params.update({'stopLossPrice': stop_price})
if self.trading_mode == TradingMode.FUTURES and self.margin_mode: if self.trading_mode == TradingMode.FUTURES and self.margin_mode:
params['tdMode'] = self.margin_mode.value params['tdMode'] = self.margin_mode.value
params['posSide'] = self._get_posSide(side, True) params['posSide'] = self._get_posSide(side, True)
return params return params
def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
"""
OKX uses non-default stoploss price naming.
"""
if not self._ft_has.get('stoploss_on_exchange'):
raise OperationalException(f"stoploss is not implemented for {self.name}.")
return (
order.get('stopLossPrice', None) is None
or ((side == "sell" and stop_loss > float(order['stopLossPrice'])) or
(side == "buy" and stop_loss < float(order['stopLossPrice'])))
)
def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict: def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
if self._config['dry_run']: if self._config['dry_run']:
return self.fetch_dry_run_order(order_id) return self.fetch_dry_run_order(order_id)