stable/freqtrade/exchange/okx.py
2022-02-15 07:11:07 +01:00

97 lines
3.1 KiB
Python

import logging
from typing import Dict, List, Tuple
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier
logger = logging.getLogger(__name__)
class Okx(Exchange):
"""Okx exchange class.
Contains adjustments needed for Freqtrade to work with this exchange.
"""
_ft_has: Dict = {
"ohlcv_candle_limit": 300,
"mark_ohlcv_timeframe": "4h",
"funding_fee_timeframe": "8h",
"can_fetch_multiple_tiers": False,
}
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
# TradingMode.SPOT always supported and not required in this list
# (TradingMode.MARGIN, MarginMode.CROSS),
# (TradingMode.FUTURES, MarginMode.CROSS),
(TradingMode.FUTURES, MarginMode.ISOLATED),
]
def _lev_prep(
self,
pair: str,
leverage: float,
side: str # buy or sell
):
if self.trading_mode != TradingMode.SPOT:
if self.margin_mode is None:
raise OperationalException(
f"{self.name}.margin_mode must be set for {self.trading_mode.value}"
)
self._api.set_leverage(
leverage,
pair,
params={
"mgnMode": self.margin_mode.value,
"posSide": "long" if side == "buy" else "short",
})
def get_max_pair_stake_amount(
self,
pair: str,
price: float,
leverage: float = 1.0
) -> float:
if self.trading_mode == TradingMode.SPOT:
return float('inf') # Not actually inf, but this probably won't matter for SPOT
if pair not in self._leverage_tiers:
return float('inf')
pair_tiers = self._leverage_tiers[pair]
return pair_tiers[-1]['max'] / leverage
@retrier
def load_leverage_tiers(self) -> Dict[str, List[Dict]]:
# * This is slow(~45s) on Okex, must make 90-some api calls to load all linear swap markets
if self.trading_mode == TradingMode.FUTURES:
markets = self.markets
symbols = []
for symbol, market in markets.items():
if (self.market_is_future(market)
and market['quote'] == self._config['stake_currency']):
symbols.append(symbol)
tiers: Dict[str, List[Dict]] = {}
# Be verbose here, as this delays startup by ~1 minute.
logger.info(
f"Initializing leverage_tiers for {len(symbols)} markets. "
"This will take about a minute.")
for symbol in sorted(symbols):
res = self._api.fetch_leverage_tiers(symbol)
tiers[symbol] = []
for tier in res[symbol]:
tiers[symbol].append(self.parse_leverage_tier(tier))
logger.info(f"Done initializing {len(symbols)} markets.")
return tiers
else:
return {}