""" Gate.io exchange subclass """ import logging from datetime import datetime from typing import Any, Dict, List, Optional, Tuple from freqtrade.constants import BuySell from freqtrade.enums import MarginMode, PriceType, TradingMode from freqtrade.exceptions import OperationalException from freqtrade.exchange import Exchange from freqtrade.misc import safe_value_fallback2 logger = logging.getLogger(__name__) class Gateio(Exchange): """ Gate.io exchange class. Contains adjustments needed for Freqtrade to work with this exchange. Please note that this exchange is not included in the list of exchanges officially supported by the Freqtrade development team. So some features may still not work as expected. """ _ft_has: Dict = { "ohlcv_candle_limit": 1000, "order_time_in_force": ['GTC', 'IOC'], "stoploss_order_types": {"limit": "limit"}, "stoploss_on_exchange": True, } _ft_has_futures: Dict = { "needs_trading_fees": True, "fee_cost_in_contracts": False, # Set explicitly to false for clarity "order_props_in_contracts": ['amount', 'filled', 'remaining'], # TODO: Reenable once https://github.com/ccxt/ccxt/issues/16749 is available # "stop_price_type_field": "price_type", # "stop_price_type_value_mapping": { # PriceType.LAST: 0, # PriceType.MARK: 1, # PriceType.INDEX: 2, # }, } _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 validate_ordertypes(self, order_types: Dict) -> None: if self.trading_mode != TradingMode.FUTURES: if any(v == 'market' for k, v in order_types.items()): raise OperationalException( f'Exchange {self.name} does not support market orders.') else: super().validate_ordertypes(order_types) 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 ordertype == 'market' and self.trading_mode == TradingMode.FUTURES: params['type'] = 'market' param = self._ft_has.get('time_in_force_parameter', '') params.update({param: 'IOC'}) return params def get_trades_for_order(self, order_id: str, pair: str, since: datetime, params: Optional[Dict] = None) -> List: trades = super().get_trades_for_order(order_id, pair, since, params) if self.trading_mode == TradingMode.FUTURES: # Futures usually don't contain fees in the response. # As such, futures orders on gateio will not contain a fee, which causes # a repeated "update fee" cycle and wrong calculations. # Therefore we patch the response with fees if it's not available. # An alternative also contianing fees would be # privateFuturesGetSettleAccountBook({"settle": "usdt"}) pair_fees = self._trading_fees.get(pair, {}) if pair_fees: for idx, trade in enumerate(trades): fee = trade.get('fee', {}) if fee and fee.get('cost') is None: takerOrMaker = trade.get('takerOrMaker', 'taker') if pair_fees.get(takerOrMaker) is not None: trades[idx]['fee'] = { 'currency': self.get_pair_quote_currency(pair), 'cost': trade['cost'] * pair_fees[takerOrMaker], 'rate': pair_fees[takerOrMaker], } return trades def get_order_id_conditional(self, order: Dict[str, Any]) -> str: if self.trading_mode == TradingMode.FUTURES: return safe_value_fallback2(order, order, 'id_stop', 'id') return order['id'] def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict: order = self.fetch_order( order_id=order_id, pair=pair, params={'stop': True} ) if self.trading_mode == TradingMode.FUTURES: if order['status'] == 'closed': # Places a real order - which we need to fetch explicitly. new_orderid = order.get('info', {}).get('trade_id') if new_orderid: order1 = self.fetch_order(order_id=new_orderid, pair=pair, params=params) order1['id_stop'] = order1['id'] order1['id'] = order_id order1['stopPrice'] = order.get('stopPrice') return order1 return order def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict: return self.cancel_order( order_id=order_id, pair=pair, params={'stop': True} )