""" FTX exchange subclass """ import logging from typing import Any, Dict, List import ccxt from datetime import time from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange import Exchange, hours_to_time from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier from freqtrade.misc import safe_value_fallback2 logger = logging.getLogger(__name__) class Ftx(Exchange): _ft_has: Dict = { "stoploss_on_exchange": True, "ohlcv_candle_limit": 1500, } funding_fee_times: List[time] = hours_to_time(list(range(0, 23))) 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) self._log_exchange_response('create_stoploss_order', order) 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']: return self.fetch_dry_run_order(order_id) try: orders = self._api.fetch_orders(pair, None, params={'type': 'stop'}) order = [order for order in orders if order['id'] == order_id] self._log_exchange_response('fetch_stoploss_order', order) if len(order) == 1: if order[0].get('status') == 'closed': # Trigger order was triggered ... real_order_id = order[0].get('info', {}).get('orderId') order1 = self._api.fetch_order(real_order_id, pair) self._log_exchange_response('fetch_stoploss_order1', order1) # Fake type to stop - as this was really a stop order. order1['id_stop'] = order1['id'] order1['id'] = order_id order1['type'] = 'stop' order1['status_stop'] = 'triggered' return order1 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: order = self._api.cancel_order(order_id, pair, params={'type': 'stop'}) self._log_exchange_response('cancel_stoploss_order', order) return order 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 def get_order_id_conditional(self, order: Dict[str, Any]) -> str: if order['type'] == 'stop': return safe_value_fallback2(order, order, 'id_stop', 'id') return order['id']