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extract stop_limit-rate calculation

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Matthias 2022-03-04 07:10:14 +01:00
parent 62dcebee46
commit cee126a2cf
1 changed files with 17 additions and 13 deletions
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30
freqtrade/exchange/exchange.py
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@ -1019,6 +1019,22 @@ class Exchange:
user_order_type = list(available_order_Types.keys())[0] user_order_type = list(available_order_Types.keys())[0]
return ordertype, user_order_type return ordertype, user_order_type
def _get_stop_limit_rate(self, stop_price: float, order_types: Dict, side: str) -> float:
# 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":
# TODO: Name limit_rate in other exchange subclasses
rate = stop_price * limit_price_pct
else:
rate = stop_price * (2 - limit_price_pct)
bad_stop_price = (stop_price <= rate) if side == "sell" else (stop_price >= rate)
# Ensure rate is less than stop price
if bad_stop_price:
raise OperationalException(
'In stoploss limit order, stop price should be more than limit price')
return rate
def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict: def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:
params = self._params.copy() params = self._params.copy()
# Verify if stopPrice works for your exchange! # Verify if stopPrice works for your exchange!
@ -1052,19 +1068,7 @@ class Exchange:
stop_price_norm = self.price_to_precision(pair, stop_price) stop_price_norm = self.price_to_precision(pair, stop_price)
rate = None rate = None
if user_order_type == 'limit': if user_order_type == 'limit':
# Limit price threshold: As limit price should always be below stop-price rate = self._get_stop_limit_rate(stop_price, order_types, side)
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)
bad_stop_price = (stop_price <= rate) if side == "sell" else (stop_price >= rate)
# Ensure rate is less than stop price
if bad_stop_price:
raise OperationalException(
'In stoploss limit order, stop price should be more than limit price')
rate = self.price_to_precision(pair, rate) rate = self.price_to_precision(pair, rate)
if self._config['dry_run']: if self._config['dry_run']: