import logging from typing import Dict, List, Tuple from freqtrade.enums import MarginMode, TradingMode from freqtrade.exceptions import OperationalException 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", "can_fetch_multiple_tiers": 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), ] def _lev_prep( self, pair: str, leverage: float, side: str # buy or sell ): if self.trading_mode != TradingMode.SPOT: if self.margin_mode is None: raise OperationalException( f"{self.name}.margin_mode must be set for {self.trading_mode.value}" ) self._api.set_leverage( leverage, pair, params={ "mgnMode": self.margin_mode.value, "posSide": "long" if side == "buy" else "short", }) 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 @retrier def load_leverage_tiers(self) -> Dict[str, List[Dict]]: # * This is slow(~45s) on Okex, must make 90-some api calls to load all linear swap markets if self.trading_mode == TradingMode.FUTURES: markets = self.markets symbols = [] for symbol, market in markets.items(): if (self.market_is_future(market) and market['quote'] == self._config['stake_currency']): symbols.append(symbol) tiers: Dict[str, List[Dict]] = {} # Be verbose here, as this delays startup by ~1 minute. logger.info( f"Initializing leverage_tiers for {len(symbols)} markets. " "This will take about a minute.") for symbol in sorted(symbols): res = self._api.fetch_leverage_tiers(symbol) tiers[symbol] = [] for tier in res[symbol]: tiers[symbol].append(self.parse_leverage_tier(tier)) logger.info(f"Done initializing {len(symbols)} markets.") return tiers else: return {}