""" Binance exchange subclass """ import logging from typing import Dict, Optional 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 Binance(Exchange): _ft_has: Dict = { "stoploss_on_exchange": True, "order_time_in_force": ['gtc', 'fok', 'ioc'], "time_in_force_parameter": "timeInForce", "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, side: str) -> bool: """ Verify stop_loss against stoploss-order value (limit or price) Returns True if adjustment is necessary. :param side: "buy" or "sell" """ # TODO-mg: Short support 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, side: str) -> 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. :param side: "buy" or "sell" """ # TODO-mg: Short support # 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 def transfer(self, asset: str, amount: float, frm: str, to: str, pair: Optional[str]): res = self._api.sapi_post_margin_isolated_transfer({ "asset": asset, "amount": amount, "transFrom": frm, "transTo": to, "symbol": pair }) logger.info(f"Transfer response: {res}") def borrow(self, asset: str, amount: float, pair: str): res = self._api.sapi_post_margin_loan({ "asset": asset, "isIsolated": True, "symbol": pair, "amount": amount }) # borrow from binance logger.info(f"Borrow response: {res}") def repay(self, asset: str, amount: float, pair: str): res = self._api.sapi_post_margin_repay({ "asset": asset, "isIsolated": True, "symbol": pair, "amount": amount }) # borrow from binance logger.info(f"Borrow response: {res}") def setup_leveraged_enter( self, pair: str, leverage: float, amount: float, quote_currency: Optional[str], is_short: Optional[bool] ): if not quote_currency or not is_short: raise OperationalException( "quote_currency and is_short are required arguments to setup_leveraged_enter" " when trading with leverage on binance" ) open_rate = 2 # TODO-mg: get the real open_rate, or real stake_amount stake_amount = amount * open_rate if is_short: borrowed = stake_amount * ((leverage-1)/leverage) else: borrowed = amount self.transfer( # Transfer to isolated margin asset=quote_currency, amount=stake_amount, frm='SPOT', to='ISOLATED_MARGIN', pair=pair ) self.borrow( asset=quote_currency, amount=borrowed, pair=pair ) # borrow from binance def complete_leveraged_exit( self, pair: str, leverage: float, amount: float, quote_currency: Optional[str], is_short: Optional[bool] ): if not quote_currency or not is_short: raise OperationalException( "quote_currency and is_short are required arguments to setup_leveraged_enter" " when trading with leverage on binance" ) open_rate = 2 # TODO-mg: get the real open_rate, or real stake_amount stake_amount = amount * open_rate if is_short: borrowed = stake_amount * ((leverage-1)/leverage) else: borrowed = amount self.repay( asset=quote_currency, amount=borrowed, pair=pair ) # repay binance self.transfer( # Transfer to isolated margin asset=quote_currency, amount=stake_amount, frm='ISOLATED_MARGIN', to='SPOT', pair=pair ) def apply_leverage_to_stake_amount(self, stake_amount: float, leverage: float): return stake_amount / leverage