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order creation cleanup

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This commit is contained in:
iuvbio 2019-02-21 00:29:59 +01:00
parent e495ffec78
commit b5758e67f9
1 changed files with 46 additions and 83 deletions
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129
freqtrade/exchange/__init__.py
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@ -284,9 +284,9 @@ class Exchange(object):
return price return price
def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float, def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
rate: float, params: Dict = {}) -> Dict: rate: float, params: Dict = {}) -> Tuple[str, Dict[str, Any]]:
order_id = f'dry_run_buy_{randint(0, 10**6)}' order_id = f'dry_run_{side}_{randint(0, 10**6)}'
dry_order = { dry_order = { # TODO: ad additional entry should be added for stoploss limit
"id": order_id, "id": order_id,
'pair': pair, 'pair': pair,
'price': rate, 'price': rate,
@ -302,84 +302,68 @@ class Exchange(object):
def create_order(self, pair: str, ordertype: str, side: str, amount: float, def create_order(self, pair: str, ordertype: str, side: str, amount: float,
rate: float, params: Dict = {}) -> Dict: rate: float, params: Dict = {}) -> Dict:
pass # TODO: finish this try:
return self._api.create_order(pair, ordertype, side,
amount, rate, params)
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create {ordertype} {side} order on market {pair}.'
f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not create {ordertype} {side} order on market {pair}.'
f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
def buy(self, pair: str, ordertype: str, amount: float, def buy(self, pair: str, ordertype: str, amount: float,
rate: float, time_in_force) -> Dict: rate: float, time_in_force) -> Dict:
if self._conf['dry_run']: if self._conf['dry_run']:
order_id, dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate) order_id, dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate)
self._dry_run_open_orders[order_id] = dry_order self._dry_run_open_orders[order_id] = dry_order
return {'id': order_id} return {'id': order_id}
try: # Set the precision for amount and price(rate) as accepted by the exchange
# Set the precision for amount and price(rate) as accepted by the exchange amount = self.symbol_amount_prec(pair, amount)
amount = self.symbol_amount_prec(pair, amount) rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
params = self._params.copy() params = self._params.copy()
if time_in_force != 'gtc': if time_in_force != 'gtc':
params.update({'timeInForce': time_in_force}) params.update({'timeInForce': time_in_force})
return self._api.create_order(pair, ordertype, 'buy', return self.create_order(pair, ordertype, 'buy', amount, rate, params)
amount, rate, params)
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create limit buy order on market {pair}.'
f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not create limit buy order on market {pair}.'
f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place buy order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
def sell(self, pair: str, ordertype: str, amount: float, def sell(self, pair: str, ordertype: str, amount: float,
rate: float, time_in_force='gtc') -> Dict: rate: float, time_in_force='gtc') -> Dict:
if self._conf['dry_run']: if self._conf['dry_run']:
order_id, dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate) order_id, dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate)
self._dry_run_open_orders[order_id] = dry_order self._dry_run_open_orders[order_id] = dry_order
return {'id': order_id} return {'id': order_id}
try: # Set the precision for amount and price(rate) as accepted by the exchange
# Set the precision for amount and price(rate) as accepted by the exchange amount = self.symbol_amount_prec(pair, amount)
amount = self.symbol_amount_prec(pair, amount) rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
params = self._params.copy() params = self._params.copy()
if time_in_force != 'gtc': if time_in_force != 'gtc':
params.update({'timeInForce': time_in_force}) params.update({'timeInForce': time_in_force})
return self._api.create_order(pair, ordertype, 'sell', return self.create_order(pair, ordertype, 'sell', amount, rate, params)
amount, rate, params)
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create limit sell order on market {pair}.'
f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not create limit sell order on market {pair}.'
f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict: def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
""" """
creates a stoploss limit order. creates a stoploss limit order.
NOTICE: it is not supported by all exchanges. only binance is tested for now. NOTICE: it is not supported by all exchanges. only binance is tested for now.
""" """
ordertype = "stop_loss_limit"
# Set the precision for amount and price(rate) as accepted by the exchange # Set the precision for amount and price(rate) as accepted by the exchange
amount = self.symbol_amount_prec(pair, amount) amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate) rate = self.symbol_price_prec(pair, rate)
@ -392,39 +376,18 @@ class Exchange(object):
if self._conf['dry_run']: if self._conf['dry_run']:
order_id, dry_order = self.dry_run_order( order_id, dry_order = self.dry_run_order(
pair, "stop_loss_limit", "sell", amount, stop_price, rate) pair, ordertype, "sell", amount, stop_price)
dry_order.update({"info": {}, "remaining": amount, "status": "open"}) dry_order.update({"info": {}, "remaining": amount, "status": "open"})
self._dry_run_open_orders[order_id] = dry_order self._dry_run_open_orders[order_id] = dry_order
return dry_order return dry_order
try: params = self._params.copy()
params.update({'stopPrice': stop_price})
params = self._params.copy() order = self.create_order(pair, ordertype, 'sell', amount, rate, params)
params.update({'stopPrice': stop_price}) logger.info('stoploss limit order added for %s. '
'stop price: %s. limit: %s' % (pair, stop_price, rate))
order = self._api.create_order(pair, 'stop_loss_limit', 'sell', return order
amount, rate, params)
logger.info('stoploss limit order added for %s. '
'stop price: %s. limit: %s' % (pair, stop_price, rate))
return order
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to place stoploss limit order on market {pair}. '
f'Tried to put a stoploss amount {amount} with '
f'stop {stop_price} and limit {rate} (total {rate*amount}).'
f'Message: {e}')
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not place stoploss limit order on market {pair}.'
f'Tried to place stoploss amount {amount} with '
f'stop {stop_price} and limit {rate} (total {rate*amount}).'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place stoploss limit order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier @retrier
def get_balance(self, currency: str) -> float: def get_balance(self, currency: str) -> float: