merged with lev-exchange

freqtrade/exchange/binance.py

@@ -55,7 +55,10 @@ 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)
+        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
 
         ordertype = "stop_loss_limit"

freqtrade/exchange/exchange.py

@@ -75,8 +75,6 @@ class Exchange:
     }
     _ft_has: Dict = {}
 
-    _leverage_brackets: Dict = {}
-
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
     ]
@@ -90,6 +88,7 @@ class Exchange:
         self._api: ccxt.Exchange = None
         self._api_async: ccxt_async.Exchange = None
         self._markets: Dict = {}
+        self._leverage_brackets: Dict = {}
 
         self._config.update(config)
 
@@ -624,6 +623,7 @@ class Exchange:
 
     def _apply_leverage_to_stake_amount(self, stake_amount: float, leverage: float):
         """
+        #TODO-lev: Find out how this works on Kraken and FTX
         # * Should be implemented by child classes if leverage affects the stake_amount
         Takes the minimum stake amount for a pair with no leverage and returns the minimum
         stake amount when leverage is considered
@@ -1581,31 +1581,6 @@ class Exchange:
             self._async_get_trade_history(pair=pair, since=since,
                                           until=until, from_id=from_id))
 
-    @retrier
-    def get_interest_rate(
-        self,
-        pair: str,
-        maker_or_taker: str,
-        is_short: bool
-    ) -> Tuple[float, float]:
-        """
-            Gets the rate of interest for borrowed currency when margin trading
-            :param pair: base/quote currency pair
-            :param maker_or_taker: "maker" if limit order, "taker" if market order
-            :param is_short: True if requesting base interest, False if requesting quote interest
-            :return: (open_interest, rollover_interest)
-        """
-        try:
-            # TODO-lev: implement, currently there is no ccxt method for this
-            return (0.0005, 0.0005)
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
-
     @retrier
     def fill_leverage_brackets(self):
         """

freqtrade/exchange/ftx.py

@@ -57,7 +57,10 @@ 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)
+        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
 
         ordertype = "stop"
@@ -164,10 +167,6 @@ class Ftx(Exchange):
             return safe_value_fallback2(order, order, 'id_stop', 'id')
         return order['id']
 
-    def _apply_leverage_to_stake_amount(self, stake_amount: float, leverage: float):
-        # TODO-lev: implement
-        return stake_amount
-
     def fill_leverage_brackets(self):
         """
             FTX leverage is static across the account, and doesn't change from pair to pair,

freqtrade/exchange/kraken.py

@@ -84,7 +84,7 @@ class Kraken(Exchange):
                 (side == "buy" and stop_loss < float(order['price']))
                 ))
 
-    @ retrier(retries=0)
+    @retrier(retries=0)
     def stoploss(self, pair: str, amount: float,
                  stop_price: float, order_types: Dict, side: str) -> Dict:
         """