129 lines
4.9 KiB
Python
129 lines
4.9 KiB
Python
""" Gate.io exchange subclass """
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import logging
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from datetime import datetime
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from typing import Any, Dict, List, Optional, Tuple
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from freqtrade.constants import BuySell
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from freqtrade.enums import MarginMode, PriceType, TradingMode
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from freqtrade.exchange import Exchange
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from freqtrade.misc import safe_value_fallback2
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logger = logging.getLogger(__name__)
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class Gate(Exchange):
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"""
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Gate.io exchange class. Contains adjustments needed for Freqtrade to work
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with this exchange.
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Please note that this exchange is not included in the list of exchanges
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officially supported by the Freqtrade development team. So some features
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may still not work as expected.
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"""
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_ft_has: Dict = {
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"ohlcv_candle_limit": 1000,
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"order_time_in_force": ['GTC', 'IOC'],
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"stoploss_order_types": {"limit": "limit"},
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"stoploss_on_exchange": True,
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"marketOrderRequiresPrice": True,
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}
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_ft_has_futures: Dict = {
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"needs_trading_fees": True,
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"marketOrderRequiresPrice": False,
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"tickers_have_bid_ask": False,
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"fee_cost_in_contracts": False, # Set explicitly to false for clarity
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"order_props_in_contracts": ['amount', 'filled', 'remaining'],
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"stop_price_type_field": "price_type",
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"stop_price_type_value_mapping": {
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PriceType.LAST: 0,
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PriceType.MARK: 1,
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PriceType.INDEX: 2,
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},
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}
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_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
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# TradingMode.SPOT always supported and not required in this list
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# (TradingMode.MARGIN, MarginMode.CROSS),
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# (TradingMode.FUTURES, MarginMode.CROSS),
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(TradingMode.FUTURES, MarginMode.ISOLATED)
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]
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def _get_params(
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self,
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side: BuySell,
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ordertype: str,
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leverage: float,
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reduceOnly: bool,
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time_in_force: str = 'GTC',
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) -> Dict:
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params = super()._get_params(
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side=side,
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ordertype=ordertype,
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leverage=leverage,
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reduceOnly=reduceOnly,
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time_in_force=time_in_force,
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)
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if ordertype == 'market' and self.trading_mode == TradingMode.FUTURES:
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params['type'] = 'market'
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params.update({'timeInForce': 'IOC'})
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return params
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def get_trades_for_order(self, order_id: str, pair: str, since: datetime,
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params: Optional[Dict] = None) -> List:
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trades = super().get_trades_for_order(order_id, pair, since, params)
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if self.trading_mode == TradingMode.FUTURES:
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# Futures usually don't contain fees in the response.
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# As such, futures orders on gate will not contain a fee, which causes
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# a repeated "update fee" cycle and wrong calculations.
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# Therefore we patch the response with fees if it's not available.
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# An alternative also contianing fees would be
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# privateFuturesGetSettleAccountBook({"settle": "usdt"})
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pair_fees = self._trading_fees.get(pair, {})
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if pair_fees:
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for idx, trade in enumerate(trades):
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fee = trade.get('fee', {})
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if fee and fee.get('cost') is None:
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takerOrMaker = trade.get('takerOrMaker', 'taker')
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if pair_fees.get(takerOrMaker) is not None:
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trades[idx]['fee'] = {
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'currency': self.get_pair_quote_currency(pair),
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'cost': trade['cost'] * pair_fees[takerOrMaker],
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'rate': pair_fees[takerOrMaker],
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}
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return trades
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def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
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if self.trading_mode == TradingMode.FUTURES:
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return safe_value_fallback2(order, order, 'id_stop', 'id')
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return order['id']
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def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
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order = self.fetch_order(
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order_id=order_id,
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pair=pair,
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params={'stop': True}
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)
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if self.trading_mode == TradingMode.FUTURES:
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if order['status'] == 'closed':
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# Places a real order - which we need to fetch explicitly.
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new_orderid = order.get('info', {}).get('trade_id')
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if new_orderid:
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order1 = self.fetch_order(order_id=new_orderid, pair=pair, params=params)
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order1['id_stop'] = order1['id']
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order1['id'] = order_id
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order1['stopPrice'] = order.get('stopPrice')
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return order1
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return order
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def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
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return self.cancel_order(
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order_id=order_id,
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pair=pair,
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params={'stop': True}
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)
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