""" FTX exchange subclass """ import logging from typing import Any, Dict import ccxt from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange import Exchange from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier logger = logging.getLogger(__name__) class Ftx(Exchange): _ft_has: Dict = { "stoploss_on_exchange": True, "ohlcv_candle_limit": 1500, } def market_is_tradable(self, market: Dict[str, Any]) -> bool: """ Check if the market symbol is tradable by Freqtrade. Default checks + check if pair is spot pair (no futures trading yet). """ parent_check = super().market_is_tradable(market) return (parent_check and market.get('spot', False) is True) 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['price']) @retrier(retries=0) def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: """ Creates a stoploss order. depending on order_types.stoploss configuration, uses 'market' or limit order. Limit orders are defined by having orderPrice set, otherwise a market order is used. """ limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) limit_rate = stop_price * limit_price_pct ordertype = "stop" stop_price = self.price_to_precision(pair, stop_price) if self._config['dry_run']: dry_order = self.create_dry_run_order( pair, ordertype, "sell", amount, stop_price) return dry_order try: params = self._params.copy() if order_types.get('stoploss', 'market') == 'limit': # set orderPrice to place limit order, otherwise it's a market order params['orderPrice'] = limit_rate params['stopPrice'] = stop_price amount = self.amount_to_precision(pair, amount) order = self._api.create_order(symbol=pair, type=ordertype, side='sell', amount=amount, params=params) logger.info('stoploss order added for %s. ' 'stop price: %s.', pair, stop_price) return order except ccxt.InsufficientFunds as e: raise InsufficientFundsError( f'Insufficient funds to create {ordertype} sell order on market {pair}. ' f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. ' f'Message: {e}') from e except ccxt.InvalidOrder as e: raise InvalidOrderException( f'Could not create {ordertype} sell order on market {pair}. ' f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. ' f'Message: {e}') from e except ccxt.DDoSProtection as e: raise DDosProtection(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 @retrier(retries=API_FETCH_ORDER_RETRY_COUNT) def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict: if self._config['dry_run']: try: order = self._dry_run_open_orders[order_id] return order except KeyError as e: # Gracefully handle errors with dry-run orders. raise InvalidOrderException( f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e try: orders = self._api.fetch_orders(pair, None, params={'type': 'stop'}) order = [order for order in orders if order['id'] == order_id] if len(order) == 1: return order[0] else: raise InvalidOrderException(f"Could not get stoploss order for id {order_id}") except ccxt.InvalidOrder as e: raise InvalidOrderException( f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e except ccxt.DDoSProtection as e: raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e except ccxt.BaseError as e: raise OperationalException(e) from e @retrier def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict: if self._config['dry_run']: return {} try: return self._api.cancel_order(order_id, pair, params={'type': 'stop'}) except ccxt.InvalidOrder as e: raise InvalidOrderException( f'Could not cancel order. Message: {e}') from e except ccxt.DDoSProtection as e: raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e except ccxt.BaseError as e: raise OperationalException(e) from e