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Create separate _ft_has_futures dict

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This commit is contained in:
Matthias 2022-03-17 20:05:05 +01:00
parent b97522796b
commit b6a6aa48c9
2 changed files with 15 additions and 14 deletions
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4
freqtrade/exchange/binance.py
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@ -22,7 +22,6 @@ class Binance(Exchange):
_ft_has: Dict = {
"stoploss_on_exchange": True,
"stoploss_order_types": {"limit": "stop_loss_limit"},
"stoploss_order_types_futures": {"limit": "stop"},
"order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce",
"ohlcv_candle_limit": 1000,
@ -31,6 +30,9 @@ class Binance(Exchange):
"l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
"ccxt_futures_name": "future"
}
_ft_has_futures: Dict = {
"stoploss_order_types": {"limit": "stop"},
}
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
# TradingMode.SPOT always supported and not required in this list

25
freqtrade/exchange/exchange.py
View File

@ -76,6 +76,7 @@ class Exchange:
"ccxt_futures_name": "swap",
}
_ft_has: Dict = {}
_ft_has_futures: Dict = {}
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
# TradingMode.SPOT always supported and not required in this list
@ -122,8 +123,19 @@ class Exchange:
exchange_config = config['exchange']
self.log_responses = exchange_config.get('log_responses', False)
# Leverage properties
self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
self.margin_mode: Optional[MarginMode] = (
MarginMode(config.get('margin_mode'))
if config.get('margin_mode')
else None
)
self.liquidation_buffer = config.get('liquidation_buffer', 0.05)
# Deep merge ft_has with default ft_has options
self._ft_has = deep_merge_dicts(self._ft_has, deepcopy(self._ft_has_default))
if self.trading_mode == TradingMode.FUTURES:
self._ft_has = deep_merge_dicts(self._ft_has_futures, self._ft_has)
if exchange_config.get('_ft_has_params'):
self._ft_has = deep_merge_dicts(exchange_config.get('_ft_has_params'),
self._ft_has)
@ -135,15 +147,6 @@ class Exchange:
self._trades_pagination = self._ft_has['trades_pagination']
self._trades_pagination_arg = self._ft_has['trades_pagination_arg']
# Leverage properties
self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
self.margin_mode: Optional[MarginMode] = (
MarginMode(config.get('margin_mode'))
if config.get('margin_mode')
else None
)
self.liquidation_buffer = config.get('liquidation_buffer', 0.05)
# Initialize ccxt objects
ccxt_config = self._ccxt_config
ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}), ccxt_config)
@ -1011,10 +1014,6 @@ class Exchange:
def _get_stop_order_type(self, user_order_type) -> Tuple[str, str]:
available_order_Types: Dict[str, str] = self._ft_has["stoploss_order_types"]
if self.trading_mode == TradingMode.FUTURES:
# Optionally use different order type for stop order
available_order_Types = self._ft_has.get('stoploss_order_types_futures',
self._ft_has["stoploss_order_types"])
if user_order_type in available_order_Types.keys():
ordertype = available_order_Types[user_order_type]