Added minor changes from lev-exchange review

freqtrade/exchange/binance.py

@@ -41,8 +41,8 @@ class Binance(Exchange):
         """
 
         return order['type'] == 'stop_loss_limit' and (
-            side == "sell" and stop_loss > float(order['info']['stopPrice']) or
-            side == "buy" and stop_loss < float(order['info']['stopPrice'])
+            (side == "sell" and stop_loss > float(order['info']['stopPrice'])) or
+            (side == "buy" and stop_loss < float(order['info']['stopPrice']))
         )
 
     @retrier(retries=0)
@@ -55,11 +55,12 @@ class Binance(Exchange):
         :param side: "buy" or "sell"
         """
         # Limit price threshold: As limit price should always be below stop-price
-        limit_price_pct = order_types.get(
-            'stoploss_on_exchange_limit_ratio',
-            0.99 if side == 'sell' else 1.01
-        )
-        rate = stop_price * limit_price_pct
+        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        if side == "sell":
+            # TODO: Name limit_rate in other exchange subclasses
+            rate = stop_price * limit_price_pct
+        else:
+            rate = stop_price * (2 - limit_price_pct)
 
         ordertype = "stop_loss_limit"
 

freqtrade/exchange/exchange.py

@@ -1597,8 +1597,7 @@ class Exchange:
             :param pair: The base/quote currency pair being traded
             :nominal_value: The total value of the trade in quote currency (collateral + debt)
         """
-        raise OperationalException(
-            f"{self.name.capitalize()}.get_max_leverage has not been implemented.")
+        return 1.0
 
     @retrier
     def set_leverage(self, leverage: float, pair: Optional[str]):
@@ -1606,6 +1605,10 @@ class Exchange:
             Set's the leverage before making a trade, in order to not
             have the same leverage on every trade
         """
+        if not self.exchange_has("setLeverage"):
+            # Some exchanges only support one collateral type
+            return
+
         try:
             self._api.set_leverage(symbol=pair, leverage=leverage)
         except ccxt.DDoSProtection as e:

freqtrade/exchange/ftx.py

@@ -57,11 +57,11 @@ class Ftx(Exchange):
 
         Limit orders are defined by having orderPrice set, otherwise a market order is used.
         """
-        limit_price_pct = order_types.get(
-            'stoploss_on_exchange_limit_ratio',
-            0.99 if side == "sell" else 1.01
-        )
-        limit_rate = stop_price * limit_price_pct
+        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        if side == "sell":
+            limit_rate = stop_price * limit_price_pct
+        else:
+            limit_rate = stop_price * (2 - limit_price_pct)
 
         ordertype = "stop"
 

freqtrade/exchange/kraken.py

@@ -55,8 +55,8 @@ class Kraken(Exchange):
 
             orders = self._api.fetch_open_orders()
             order_list = [(x["symbol"].split("/")[0 if x["side"] == "sell" else 1],
-                          x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"],
-                          # Don't remove the below comment, this can be important for debugging
+                           x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"],
+                           # Don't remove the below comment, this can be important for debugging
                            # x["side"], x["amount"],
                            ) for x in orders]
             for bal in balances:
@@ -96,7 +96,10 @@ 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"
@@ -144,13 +147,13 @@ class Kraken(Exchange):
 
         for pair, market in self.markets.items():
             info = market['info']
-            leverage_buy = info['leverage_buy'] if 'leverage_buy' in info else []
-            leverage_sell = info['leverage_sell'] if 'leverage_sell' in info else []
+            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"
-                        "{pair}. Please let freqtrade know because this has never happened before"
+                        "for {pair}. Please notify freqtrade because this has never happened before"
                     )
                     if max(leverage_buy) < max(leverage_sell):
                         leverages[pair] = leverage_buy