113 lines
4.5 KiB
Python
113 lines
4.5 KiB
Python
""" FTX exchange subclass """
|
|
import logging
|
|
from typing import Dict
|
|
|
|
import ccxt
|
|
|
|
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
|
|
OperationalException, TemporaryError)
|
|
from freqtrade.exchange import Exchange
|
|
from freqtrade.exchange.common import retrier
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
class Ftx(Exchange):
|
|
|
|
_ft_has: Dict = {
|
|
"stoploss_on_exchange": True,
|
|
"ohlcv_candle_limit": 1500,
|
|
}
|
|
|
|
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' and stop_loss > float(order['price'])
|
|
|
|
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 ftx.
|
|
TODO: This doesnot work yet as the order cannot be aquired via fetch_orders - so Freqtrade assumes the order as always missing.
|
|
"""
|
|
|
|
ordertype = "stop"
|
|
|
|
stop_price = self.price_to_precision(pair, stop_price)
|
|
|
|
if self._config['dry_run']:
|
|
dry_order = self.dry_run_order(
|
|
pair, ordertype, "sell", amount, stop_price)
|
|
return dry_order
|
|
|
|
try:
|
|
params = self._params.copy()
|
|
|
|
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)
|
|
logger.info('stoploss order added for %s. '
|
|
'stop price: %s.', pair, stop_price)
|
|
return order
|
|
except ccxt.InsufficientFunds as e:
|
|
raise DependencyException(
|
|
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.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
|
|
|
|
@retrier
|
|
def get_stoploss_order(self, order_id: str, pair: str) -> Dict:
|
|
if self._config['dry_run']:
|
|
try:
|
|
order = self._dry_run_open_orders[order_id]
|
|
return order
|
|
except KeyError as e:
|
|
# Gracefully handle errors with dry-run orders.
|
|
raise InvalidOrderException(
|
|
f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
|
|
try:
|
|
orders = self._api.fetch_orders('BNB/USD', None, params={'type': 'stop'})
|
|
|
|
order = [order for order in orders if order['id'] == order_id]
|
|
if len(order) == 1:
|
|
return order[0]
|
|
else:
|
|
raise InvalidOrderException(f"Could not get Stoploss Order for id {order_id}")
|
|
|
|
except ccxt.InvalidOrder as e:
|
|
raise InvalidOrderException(
|
|
f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
|
|
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
|
raise TemporaryError(
|
|
f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
|
|
except ccxt.BaseError as e:
|
|
raise OperationalException(e) from e
|
|
|
|
@retrier
|
|
def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict:
|
|
if self._config['dry_run']:
|
|
return {}
|
|
try:
|
|
return self._api.cancel_order(order_id, pair, params={'type': 'stop'})
|
|
except ccxt.InvalidOrder as e:
|
|
raise InvalidOrderException(
|
|
f'Could not cancel order. Message: {e}') from e
|
|
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
|
|
raise TemporaryError(
|
|
f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
|
|
except ccxt.BaseError as e:
|
|
raise OperationalException(e) from e
|