""" Kraken exchange subclass """ import logging from typing import Any, Dict, List import ccxt 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 Kraken(Exchange): _params: Dict = {"trading_agreement": "agree"} _ft_has: Dict = { "stoploss_on_exchange": True, "ohlcv_candle_limit": 720, "trades_pagination": "id", "trades_pagination_arg": "since", } 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 darkpool pair. """ parent_check = super().market_is_tradable(market) return (parent_check and market.get('darkpool', False) is False) def get_tickers(self, symbols: List[str] = None, cached: bool = False) -> Dict: # Only fetch tickers for current stake currency # Otherwise the request for kraken becomes too large. symbols = list(self.get_markets(quote_currencies=[self._config['stake_currency']])) return super().get_tickers(symbols=symbols, cached=cached) @retrier def get_balances(self) -> dict: if self._config['dry_run']: return {} try: balances = self._api.fetch_balance() # Remove additional info from ccxt results balances.pop("info", None) balances.pop("free", None) balances.pop("total", None) balances.pop("used", None) orders = self._api.fetch_open_orders() order_list = [(x["symbol"].split("/")[0 if x["side"] == "sell" else 1], x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"], # Don't remove the below comment, this can be important for debugging # x["side"], x["amount"], ) for x in orders] for bal in balances: if not isinstance(balances[bal], dict): continue balances[bal]['used'] = sum(order[1] for order in order_list if order[0] == bal) balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used'] return balances except ccxt.DDoSProtection as e: raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: raise TemporaryError( f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e except ccxt.BaseError as e: raise OperationalException(e) from e 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'] in ('stop-loss', 'stop-loss-limit') 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 market order. Stoploss market orders is the only stoploss type supported by kraken. TODO: investigate if this can be combined with generic implementation (careful, prices are reversed) """ params = self._params.copy() if order_types.get('stoploss', 'market') == 'limit': ordertype = "stop-loss-limit" limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) limit_rate = stop_price * limit_price_pct params['price2'] = self.price_to_precision(pair, limit_rate) else: ordertype = "stop-loss" 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, stop_loss=True) return dry_order try: amount = self.amount_to_precision(pair, amount) order = self._api.create_order(symbol=pair, type=ordertype, side='sell', amount=amount, price=stop_price, 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