Merge pull request #6465 from freqtrade/huobi

Huobi

README.md

@@ -30,12 +30,13 @@ hesitate to read the source code and understand the mechanism of this bot.
 
 Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange.
 
-- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#binance-blacklist))
+- [X] [Binance](https://www.binance.com/)
 - [X] [Bittrex](https://bittrex.com/)
 - [X] [FTX](https://ftx.com)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
+- [X] [Huobi](http://huobi.com/)
 - [X] [Kraken](https://kraken.com/)
-- [X] [OKX](https://www.okx.com/)
+- [X] [OKX](https://okx.com/) (Former OKEX)
 - [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
 ### Community tested

docs/exchanges.md

@@ -57,7 +57,7 @@ This configuration enables kraken, as well as rate-limiting to avoid bans from t
 Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
 
 !!! Tip "Stoploss on Exchange"
-    Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
+    Binance supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange..
 
 ### Binance Blacklist
 
@@ -186,7 +186,12 @@ Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force)
 For Kucoin, please add `"KCS/<STAKE>"` to your blacklist to avoid issues.
 Accounts having KCS accounts use this to pay for fees - if your first trade happens to be on `KCS`, further trades will consume this position and make the initial KCS trade unsellable as the expected amount is not there anymore.
 
-## OKX
+## Huobi
+
+!!! Tip "Stoploss on Exchange"
+    Huobi supports `stoploss_on_exchange` and uses `stop-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange.
+
+## OKX (former OKEX)
 
 OKX requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
 

docs/index.md

@@ -42,12 +42,13 @@ Freqtrade is a free and open source crypto trading bot written in Python. It is
 
 Please read the [exchange specific notes](exchanges.md) to learn about eventual, special configurations needed for each exchange.
 
-- [X] [Binance](https://www.binance.com/) ([*Note for binance users](exchanges.md#binance-blacklist))
+- [X] [Binance](https://www.binance.com/)
 - [X] [Bittrex](https://bittrex.com/)
 - [X] [FTX](https://ftx.com)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
+- [X] [Huobi](http://huobi.com/)
 - [X] [Kraken](https://kraken.com/)
-- [X] [OKX](https://www.okx.com/)
+- [X] [OKX](https://okx.com/) (Former OKEX)
 - [ ] [potentially many others through <img alt="ccxt" width="30px" src="assets/ccxt-logo.svg" />](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
 ### Community tested

docs/stoploss.md

@@ -24,7 +24,7 @@ These modes can be configured with these values:
 ```
 
 !!! Note
-    Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) and kucoin (stop-limit and stop-market) as of now.  
+    Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) and kucoin (stop-limit and stop-market) as of now.  
     <ins>Do not set too low/tight stoploss value if using stop loss on exchange!</ins>  
     If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work.
 

freqtrade/commands/build_config_commands.py

@@ -108,10 +108,11 @@ def ask_user_config() -> Dict[str, Any]:
                 "binance",
                 "binanceus",
                 "bittrex",
-                "kraken",
                 "ftx",
-                "kucoin",
                 "gateio",
+                "huobi",
+                "kraken",
+                "kucoin",
                 "okx",
                 Separator(),
                 "other",

freqtrade/exchange/__init__.py

@@ -18,6 +18,7 @@ from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges,
 from freqtrade.exchange.ftx import Ftx
 from freqtrade.exchange.gateio import Gateio
 from freqtrade.exchange.hitbtc import Hitbtc
+from freqtrade.exchange.huobi import Huobi
 from freqtrade.exchange.kraken import Kraken
 from freqtrade.exchange.kucoin import Kucoin
 from freqtrade.exchange.okx import Okx

freqtrade/exchange/exchange.py

@@ -1664,7 +1664,7 @@ def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = Non
 
 
 def is_exchange_officially_supported(exchange_name: str) -> bool:
-    return exchange_name in ['bittrex', 'binance', 'kraken', 'ftx', 'gateio', 'okx']
+    return exchange_name in ['binance', 'bittrex', 'ftx', 'gateio', 'huobi', 'kraken', 'okx']
 
 
 def ccxt_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:

freqtrade/exchange/huobi.py

@@ -0,0 +1,37 @@
+""" Huobi exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+
+logger = logging.getLogger(__name__)
+
+
+class Huobi(Exchange):
+    """
+    Huobi exchange class. Contains adjustments needed for Freqtrade to work
+    with this exchange.
+    """
+
+    _ft_has: Dict = {
+        "stoploss_on_exchange": True,
+        "stoploss_order_types": {"limit": "stop-limit"},
+        "ohlcv_candle_limit": 1000,
+    }
+
+    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['stopPrice'])
+
+    def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:
+
+        params = self._params.copy()
+        params.update({
+            "stopPrice": stop_price,
+            "operator": "lte",
+        })
+        return params

freqtrade/templates/subtemplates/exchange_huobi.j2

@@ -0,0 +1,12 @@
+"exchange": {
+    "name": "{{ exchange_name | lower }}",
+    "key": "{{ exchange_key }}",
+    "secret": "{{ exchange_secret }}",
+    "ccxt_config": {},
+    "ccxt_async_config": {},
+    "pair_whitelist": [
+    ],
+    "pair_blacklist": [
+        "HT/.*"
+    ]
+}

requirements.txt

@@ -2,7 +2,7 @@ numpy==1.22.2
 pandas==1.4.1
 pandas-ta==0.3.14b
 
-ccxt==1.73.70
+ccxt==1.74.17
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==36.0.1
 aiohttp==3.8.1

setup.py

@@ -42,7 +42,7 @@ setup(
         ],
     install_requires=[
         # from requirements.txt
-        'ccxt>=1.66.32',
+        'ccxt>=1.74.17',
         'SQLAlchemy',
         'python-telegram-bot>=13.4',
         'arrow>=0.17.0',

tests/exchange/test_exchange.py

@@ -166,7 +166,7 @@ def test_exchange_resolver(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
 
-    exchange = ExchangeResolver.load_exchange('huobi', default_conf)
+    exchange = ExchangeResolver.load_exchange('zaif', default_conf)
     assert isinstance(exchange, Exchange)
     assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog)
     caplog.clear()

tests/exchange/test_huobi.py

@@ -0,0 +1,109 @@
+from random import randint
+from unittest.mock import MagicMock
+
+import ccxt
+import pytest
+
+from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
+from tests.conftest import get_patched_exchange
+from tests.exchange.test_exchange import ccxt_exceptionhandlers
+
+
+@pytest.mark.parametrize('limitratio,expected', [
+    (None, 220 * 0.99),
+    (0.99, 220 * 0.99),
+    (0.98, 220 * 0.98),
+])
+def test_stoploss_order_huobi(default_conf, mocker, limitratio, expected):
+    api_mock = MagicMock()
+    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
+    order_type = 'stop-limit'
+
+    api_mock.create_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+    default_conf['dry_run'] = False
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
+
+    with pytest.raises(OperationalException):
+        order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+                                  order_types={'stoploss_on_exchange_limit_ratio': 1.05})
+
+    api_mock.create_order.reset_mock()
+    order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types)
+
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+    assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
+    assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
+    assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
+    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
+    # Price should be 1% below stopprice
+    assert api_mock.create_order.call_args_list[0][1]['price'] == expected
+    assert api_mock.create_order.call_args_list[0][1]['params'] == {"stopPrice": 220,
+                                                                    "operator": "lte",
+                                                                    }
+
+    # test exception handling
+    with pytest.raises(DependencyException):
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+    with pytest.raises(InvalidOrderException):
+        api_mock.create_order = MagicMock(
+            side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
+        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, "huobi",
+                           "stoploss", "create_order", retries=1,
+                           pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+
+def test_stoploss_order_dry_run_huobi(default_conf, mocker):
+    api_mock = MagicMock()
+    order_type = 'stop-limit'
+    default_conf['dry_run'] = True
+    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
+
+    with pytest.raises(OperationalException):
+        order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+                                  order_types={'stoploss_on_exchange_limit_ratio': 1.05})
+
+    api_mock.create_order.reset_mock()
+
+    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
+
+    assert 'id' in order
+    assert 'info' in order
+    assert 'type' in order
+
+    assert order['type'] == order_type
+    assert order['price'] == 220
+    assert order['amount'] == 1
+
+
+def test_stoploss_adjust_huobi(mocker, default_conf):
+    exchange = get_patched_exchange(mocker, default_conf, id='huobi')
+    order = {
+        'type': 'stop',
+        'price': 1500,
+        'stopPrice': '1500',
+    }
+    assert exchange.stoploss_adjust(1501, order)
+    assert not exchange.stoploss_adjust(1499, order)
+    # Test with invalid order case
+    order['type'] = 'stop_loss'
+    assert not exchange.stoploss_adjust(1501, order)