import logging from typing import Dict, List, Tuple import ccxt 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), ] def _get_params( self, ordertype: str, leverage: float, reduceOnly: bool, time_in_force: str = 'gtc', ) -> Dict: params = super()._get_params( 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 return params @retrier def _lev_prep(self, pair: str, leverage: float, side: str): 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": "net"", }) 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