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Move stoploss_limit to binance subclass

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This commit is contained in:
Matthias 2019-08-25 09:50:37 +02:00
parent ea179a8e38
commit defa1c027d
2 changed files with 58 additions and 42 deletions
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52
freqtrade/exchange/binance.py
View File

@ -2,6 +2,9 @@
import logging
from typing import Dict
import ccxt
from freqtrade import DependencyException, OperationalException, TemporaryError
from freqtrade.exchange import Exchange
logger = logging.getLogger(__name__)
@ -25,3 +28,52 @@ class Binance(Exchange):
limit = min(list(filter(lambda x: limit <= x, limit_range)))
return super().get_order_book(pair, limit)
def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
"""
creates a stoploss limit order.
this stoploss-limit is binance-specific.
It may work with a limited number of other exchanges, but this has not been tested yet.
"""
ordertype = "stop_loss_limit"
stop_price = self.symbol_price_prec(pair, stop_price)
# Ensure rate is less than stop price
if stop_price <= rate:
raise OperationalException(
'In stoploss limit order, stop price should be more than limit price')
if self._config['dry_run']:
dry_order = self.dry_run_order(
pair, ordertype, "sell", amount, stop_price)
return dry_order
params = self._params.copy()
params.update({'stopPrice': stop_price})
try:
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate)
order = self._api.create_order(pair, ordertype, 'sell',
amount, rate, params)
logger.info('stoploss limit order added for %s. '
'stop price: %s. limit: %s', pair, stop_price, rate)
return order
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create {ordertype} sell order on market {pair}.'
f'Tried to sell amount {amount} at rate {rate}.'
f'Message: {e}') from e
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not create {ordertype} sell order on market {pair}. '
f'Tried to sell amount {amount} at rate {rate}.'
f'Message: {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

48
freqtrade/exchange/exchange.py
View File

@ -450,50 +450,14 @@ class Exchange(object):
def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
"""
creates a stoploss limit order.
NOTICE: it is not supported by all exchanges. only binance is tested for now.
TODO: implementation maybe needs to be moved to the binance subclass
Since ccxt does not unify stoploss-limit orders yet, this needs to be implemented in each
exchange's subclass.
The exception below should never raise, since we disallow
starting the bot in validate_ordertypes()
Note: Changes to this interface need to be applied to all sub-classes too.
"""
ordertype = "stop_loss_limit"
stop_price = self.symbol_price_prec(pair, stop_price)
# Ensure rate is less than stop price
if stop_price <= rate:
raise OperationalException(
'In stoploss limit order, stop price should be more than limit price')
if self._config['dry_run']:
dry_order = self.dry_run_order(
pair, ordertype, "sell", amount, stop_price)
return dry_order
params = self._params.copy()
params.update({'stopPrice': stop_price})
try:
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate)
order = self._api.create_order(pair, ordertype, 'sell',
amount, rate, params)
logger.info('stoploss limit order added for %s. '
'stop price: %s. limit: %s', pair, stop_price, rate)
return order
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create {ordertype} sell order on market {pair}.'
f'Tried to sell amount {amount} at rate {rate}.'
f'Message: {e}') from e
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not create {ordertype} sell order on market {pair}. '
f'Tried to sell amount {amount} at rate {rate}.'
f'Message: {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
raise OperationalException(f"stoploss_limit not implemented for {self.name}.")
@retrier
def get_balance(self, currency: str) -> float: