Merge branch 'develop' into fix/broken_getpairs

freqtrade/exchange/ftx.py

@@ -2,7 +2,13 @@
 import logging
 from typing import Any, Dict
 
+import ccxt
+
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.common import retrier
 
 logger = logging.getLogger(__name__)
 
@@ -10,6 +16,7 @@ logger = logging.getLogger(__name__)
 class Ftx(Exchange):
 
     _ft_has: Dict = {
+        "stoploss_on_exchange": True,
         "ohlcv_candle_limit": 1500,
     }
 
@@ -22,3 +29,108 @@ class Ftx(Exchange):
 
         return (parent_check and
                 market.get('spot', False) is True)
+
+    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        return order['type'] == 'stop' and stop_loss > float(order['price'])
+
+    @retrier(retries=0)
+    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
+        """
+        Creates a stoploss order.
+        depending on order_types.stoploss configuration, uses 'market' or limit order.
+
+        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)
+        limit_rate = stop_price * limit_price_pct
+
+        ordertype = "stop"
+
+        stop_price = self.price_to_precision(pair, stop_price)
+
+        if self._config['dry_run']:
+            dry_order = self.dry_run_order(
+                pair, ordertype, "sell", amount, stop_price)
+            return dry_order
+
+        try:
+            params = self._params.copy()
+            if order_types.get('stoploss', 'market') == 'limit':
+                # set orderPrice to place limit order, otherwise it's a market order
+                params['orderPrice'] = limit_rate
+
+            amount = self.amount_to_precision(pair, amount)
+
+            order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
+                                           amount=amount, price=stop_price, params=params)
+            logger.info('stoploss order added for %s. '
+                        'stop price: %s.', pair, stop_price)
+            return order
+        except ccxt.InsufficientFunds as e:
+            raise ExchangeError(
+                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
+                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
+                f'Message: {e}') from e
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Could not create {ordertype} sell order on market {pair}. '
+                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
+                f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    @retrier(retries=5)
+    def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
+        if self._config['dry_run']:
+            try:
+                order = self._dry_run_open_orders[order_id]
+                return order
+            except KeyError as e:
+                # Gracefully handle errors with dry-run orders.
+                raise InvalidOrderException(
+                    f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
+        try:
+            orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
+
+            order = [order for order in orders if order['id'] == order_id]
+            if len(order) == 1:
+                return order[0]
+            else:
+                raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
+
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    @retrier
+    def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict:
+        if self._config['dry_run']:
+            return {}
+        try:
+            return self._api.cancel_order(order_id, pair, params={'type': 'stop'})
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e