import logging from typing import Dict, List, Optional, Tuple import ccxt from freqtrade.constants import BuySell from freqtrade.enums import MarginMode, TradingMode from freqtrade.enums.candletype import CandleType from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError from freqtrade.exchange import Exchange, date_minus_candles 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": 100, # Warning, special case with data prior to X months "mark_ohlcv_timeframe": "4h", "funding_fee_timeframe": "8h", } _ft_has_futures: Dict = { "tickers_have_quoteVolume": False, "fee_cost_in_contracts": True, } _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 _ccxt_params: Dict = {'options': {'brokerId': 'ffb5405ad327SUDE'}} def ohlcv_candle_limit( self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = None) -> int: """ Exchange ohlcv candle limit OKX has the following behaviour: * 300 candles for uptodate data * 100 candles for historic data * 100 candles for additional candles (not futures or spot). :param timeframe: Timeframe to check :param candle_type: Candle-type :param since_ms: Starting timestamp :return: Candle limit as integer """ if ( candle_type in (CandleType.FUTURES, CandleType.SPOT) and (not since_ms or since_ms > (date_minus_candles(timeframe, 300).timestamp() * 1000)) ): return 300 return super().ohlcv_candle_limit(timeframe, candle_type, since_ms) @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 and not self._config['dry_run']: 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]['maxNotional'] / leverage