import logging from typing import Dict, List, Tuple import ccxt from freqtrade.constants import BuySell from freqtrade.enums import MarginMode, TradingMode from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError from freqtrade.exchange import Exchange from freqtrade.exchange.common import retrier logger = logging.getLogger(__name__) class Okx(Exchange): """Okx exchange class. Contains adjustments needed for Freqtrade to work with this exchange. """ _ft_has: Dict = { "ohlcv_candle_limit": 300, "mark_ohlcv_timeframe": "4h", "funding_fee_timeframe": "8h", } _ft_has_futures: Dict = { "tickers_have_quoteVolume": False, } _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [ # TradingMode.SPOT always supported and not required in this list # (TradingMode.MARGIN, MarginMode.CROSS), # (TradingMode.FUTURES, MarginMode.CROSS), (TradingMode.FUTURES, MarginMode.ISOLATED), ] net_only = True @retrier def additional_exchange_init(self) -> None: """ Additional exchange initialization logic. .api will be available at this point. Must be overridden in child methods if required. """ try: if self.trading_mode == TradingMode.FUTURES: accounts = self._api.fetch_accounts() if len(accounts) > 0: self.net_only = accounts[0].get('info', {}).get('posMode') == 'net_mode' 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 def _get_posSide(self, side: BuySell, reduceOnly: bool): if self.net_only: return 'net' if not reduceOnly: # Enter return 'long' if side == 'buy' else 'short' else: # Exit return 'long' if side == 'sell' else 'short' def _get_params( self, side: BuySell, ordertype: str, leverage: float, reduceOnly: bool, time_in_force: str = 'gtc', ) -> Dict: params = super()._get_params( side=side, ordertype=ordertype, leverage=leverage, reduceOnly=reduceOnly, time_in_force=time_in_force, ) if self.trading_mode == TradingMode.FUTURES and self.margin_mode: params['tdMode'] = self.margin_mode.value params['posSide'] = self._get_posSide(side, reduceOnly) return params @retrier def _lev_prep(self, pair: str, leverage: float, side: BuySell): if self.trading_mode != TradingMode.SPOT and self.margin_mode is not None: try: # TODO-lev: Test me properly (check mgnMode passed) self._api.set_leverage( leverage=leverage, symbol=pair, params={ "mgnMode": self.margin_mode.value, "posSide": self._get_posSide(side, False), }) 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 def get_max_pair_stake_amount( self, pair: str, price: float, leverage: float = 1.0 ) -> float: if self.trading_mode == TradingMode.SPOT: return float('inf') # Not actually inf, but this probably won't matter for SPOT if pair not in self._leverage_tiers: return float('inf') pair_tiers = self._leverage_tiers[pair] return pair_tiers[-1]['max'] / leverage