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Update exchange.py

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Automatically buy BNB for fees when in dry-run mode, also variable misnomer fixed at 745
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Noah Gago 2021-12-11 16:49:53 -05:00 committed by GitHub
parent c12f2378db
commit 953ed5df3b
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1 changed files with 49 additions and 49 deletions
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freqtrade/exchange/exchange.py
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@ -110,7 +110,11 @@ class Exchange:
logger.info('Instance is running with dry_run enabled')
logger.info(f"Using CCXT {ccxt.__version__}")
exchange_config = config['exchange']
self.log_responses = exchange_config.get('log_responses', False)
self._name = exchange_config['name']
self._BNB_min = exchange_config['reduced_fees_strategy']['BNB_minimum']
self._BNB_max = exchange_config['reduced_fees_strategy']['BNB_maximum']
self._avoid_duplicate_order = False
self._log_responses = exchange_config.get('log_responses', False)
# Deep merge ft_has with default ft_has options
self._ft_has = deep_merge_dicts(self._ft_has, deepcopy(self._ft_has_default))
@ -181,7 +185,6 @@ class Exchange:
"""
# Find matching class for the given exchange name
name = exchange_config['name']
if not is_exchange_known_ccxt(name, ccxt_module):
raise OperationalException(f'Exchange {name} is not supported by ccxt')
@ -239,7 +242,7 @@ class Exchange:
def _log_exchange_response(self, endpoint, response) -> None:
""" Log exchange responses """
if self.log_responses:
if self._log_responses:
logger.info(f"API {endpoint}: {response}")
def ohlcv_candle_limit(self, timeframe: str) -> int:
@ -258,7 +261,6 @@ class Exchange:
"""
Return exchange ccxt markets, filtered out by base currency and quote currency
if this was requested in parameters.
TODO: consider moving it to the Dataprovider
"""
markets = self.markets
@ -685,7 +687,6 @@ class Exchange:
if not self.exchange_has('fetchL2OrderBook'):
return True
ob = self.fetch_l2_order_book(pair, 1)
try:
if side == 'buy':
price = ob['asks'][0][0]
logger.debug(f"{pair} checking dry buy-order: price={price}, limit={limit}")
@ -696,9 +697,6 @@ class Exchange:
logger.debug(f"{pair} checking dry sell-order: price={price}, limit={limit}")
if limit <= price:
return True
except IndexError:
# Ignore empty orderbooks when filling - can be filled with the next iteration.
pass
return False
def check_dry_limit_order_filled(self, order: Dict[str, Any]) -> Dict[str, Any]:
@ -737,6 +735,15 @@ class Exchange:
rate: float, time_in_force: str = 'gtc') -> Dict:
if self._config['dry_run']:
balances = self._api.fetch_balance(self)
if (balances["free"] > self._BNB_min and self._name == "binance" and
self._avoid_duplicate_order is False):
print("in line 741")
self.create_order(pair, ordertype, side, (self._BNB_max - balances["free"]), rate)
self._avoid_duplicate_order = True
else:
print("in line 744")
self._avoid_duplicate_order = False
dry_order = self.create_dry_run_order(pair, ordertype, side, amount, rate)
return dry_order
@ -744,7 +751,6 @@ class Exchange:
if time_in_force != 'gtc' and ordertype != 'market':
param = self._ft_has.get('time_in_force_parameter', '')
params.update({param: time_in_force})
try:
# Set the precision for amount and price(rate) as accepted by the exchange
amount = self.amount_to_precision(pair, amount)
@ -1103,7 +1109,6 @@ class Exchange:
This works for timezones UTC+ since then the result will contain trades from a few hours
instead of from the last 5 seconds, however fails for UTC- timezones,
since we're then asking for trades with a "since" argument in the future.
:param order_id order_id: Order-id as given when creating the order
:param pair: Pair the order is for
:param since: datetime object of the order creation time. Assumes object is in UTC.
@ -1194,11 +1199,9 @@ class Exchange:
tick = self.fetch_ticker(comb)
fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask')
except ExchangeError:
fee_to_quote_rate = self._config['exchange'].get('unknown_fee_rate', None)
if not fee_to_quote_rate:
return None
return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
except ExchangeError:
return None
def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
"""
@ -1269,7 +1272,7 @@ class Exchange:
results = await asyncio.gather(*input_coro, return_exceptions=True)
for res in results:
if isinstance(res, Exception):
logger.warning(f"Async code raised an exception: {repr(res)}")
logger.warning("Async code raised an exception: %s", res.__class__.__name__)
if raise_:
raise
continue
@ -1300,7 +1303,7 @@ class Exchange:
cached_pairs = []
# Gather coroutines to run
for pair, timeframe in set(pair_list):
if ((pair, timeframe) not in self._klines or not cache
if ((pair, timeframe) not in self._klines
or self._now_is_time_to_refresh(pair, timeframe)):
if not since_ms and self.required_candle_call_count > 1:
# Multiple calls for one pair - to get more history
@ -1323,16 +1326,14 @@ class Exchange:
)
cached_pairs.append((pair, timeframe))
results_df = {}
# Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
for input_coro in chunks(input_coroutines, 100):
results = asyncio.get_event_loop().run_until_complete(
asyncio.gather(*input_coro, return_exceptions=True))
asyncio.gather(*input_coroutines, return_exceptions=True))
results_df = {}
# handle caching
for res in results:
if isinstance(res, Exception):
logger.warning(f"Async code raised an exception: {repr(res)}")
logger.warning("Async code raised an exception: %s", res.__class__.__name__)
continue
# Deconstruct tuple (has 3 elements)
pair, timeframe, ticks = res
@ -1346,7 +1347,6 @@ class Exchange:
results_df[(pair, timeframe)] = ohlcv_df
if cache:
self._klines[(pair, timeframe)] = ohlcv_df
# Return cached klines
for pair, timeframe in cached_pairs:
results_df[(pair, timeframe)] = self.klines((pair, timeframe), copy=False)