""" Binance exchange subclass """ import logging from typing import Dict import ccxt from freqtrade.enums import ExchangeName from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException, OperationalException, TemporaryError) from freqtrade.exchange import Exchange from freqtrade.exchange.common import retrier logger = logging.getLogger(__name__) class Binance(Exchange): exchange_name: ExchangeName = ExchangeName.BINANCE _ft_has: Dict = { "stoploss_on_exchange": True, "order_time_in_force": ['gtc', 'fok', 'ioc'], "ohlcv_candle_limit": 1000, "trades_pagination": "id", "trades_pagination_arg": "fromId", "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000], } 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_loss_limit' and stop_loss > float(order['info']['stopPrice']) @retrier(retries=0) def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: """ creates a stoploss limit order. this stoploss-limit is binance-specific. It may work with a limited number of other exchanges, but this has not been tested yet. """ # Limit price threshold: As limit price should always be below stop-price limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) rate = stop_price * limit_price_pct ordertype = "stop_loss_limit" stop_price = self.price_to_precision(pair, stop_price) # Ensure rate is less than stop price if stop_price <= rate: raise OperationalException( 'In stoploss limit order, stop price should be more than limit 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() params.update({'stopPrice': stop_price}) amount = self.amount_to_precision(pair, amount) rate = self.price_to_precision(pair, rate) order = self._api.create_order(symbol=pair, type=ordertype, side='sell', amount=amount, price=rate, params=params) logger.info('stoploss limit order added for %s. ' 'stop price: %s. limit: %s', pair, stop_price, rate) self._log_exchange_response('create_stoploss_order', order) return order except ccxt.InsufficientFunds as e: raise InsufficientFundsError( f'Insufficient funds to create {ordertype} sell order on market {pair}. ' f'Tried to sell amount {amount} at rate {rate}. ' f'Message: {e}') from e except ccxt.InvalidOrder as e: # Errors: # `binance Order would trigger immediately.` raise InvalidOrderException( f'Could not create {ordertype} sell order on market {pair}. ' f'Tried to sell amount {amount} at rate {rate}. ' 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