Merge branch 'feat/short' into lev-exchange

This commit is contained in:
Sam Germain
2021-09-07 22:13:20 -06:00
30 changed files with 173 additions and 99 deletions

View File

@@ -19,6 +19,7 @@ class Binance(Exchange):
_ft_has: Dict = {
"stoploss_on_exchange": True,
"order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce",
"ohlcv_candle_limit": 1000,
"trades_pagination": "id",
"trades_pagination_arg": "fromId",

View File

@@ -55,12 +55,16 @@ class Exchange:
# Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
_params: Dict = {}
# Additional headers - added to the ccxt object
_headers: Dict = {}
# Dict to specify which options each exchange implements
# This defines defaults, which can be selectively overridden by subclasses using _ft_has
# or by specifying them in the configuration.
_ft_has_default: Dict = {
"stoploss_on_exchange": False,
"order_time_in_force": ["gtc"],
"time_in_force_parameter": "timeInForce",
"ohlcv_params": {},
"ohlcv_candle_limit": 500,
"ohlcv_partial_candle": True,
@@ -190,7 +194,7 @@ class Exchange:
asyncio.get_event_loop().run_until_complete(self._api_async.close())
def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
ccxt_kwargs: dict = None) -> ccxt.Exchange:
ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
"""
Initialize ccxt with given config and return valid
ccxt instance.
@@ -210,6 +214,10 @@ class Exchange:
}
if ccxt_kwargs:
logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
if self._headers:
# Inject static headers after the above output to not confuse users.
ccxt_kwargs = deep_merge_dicts({'headers': self._headers}, ccxt_kwargs)
if ccxt_kwargs:
ex_config.update(ccxt_kwargs)
try:
@@ -771,7 +779,8 @@ class Exchange:
params = self._params.copy()
if time_in_force != 'gtc' and ordertype != 'market':
params.update({'timeInForce': time_in_force})
param = self._ft_has.get('time_in_force_parameter', '')
params.update({param: time_in_force})
try:
# Set the precision for amount and price(rate) as accepted by the exchange

View File

@@ -21,4 +21,6 @@ class Kucoin(Exchange):
_ft_has: Dict = {
"l2_limit_range": [20, 100],
"l2_limit_range_required": False,
"order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce",
}