51 lines
2.0 KiB
Python
51 lines
2.0 KiB
Python
""" Binance exchange subclass """
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import logging
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from typing import Dict, List, Tuple
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import arrow
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from freqtrade.exchange import Exchange
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logger = logging.getLogger(__name__)
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class Binance(Exchange):
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_ft_has: Dict = {
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"stoploss_on_exchange": True,
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"stoploss_order_types": {"limit": "stop_loss_limit"},
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"order_time_in_force": ['gtc', 'fok', 'ioc'],
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"time_in_force_parameter": "timeInForce",
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"ohlcv_candle_limit": 1000,
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"trades_pagination": "id",
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"trades_pagination_arg": "fromId",
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"l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
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}
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def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
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"""
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Verify stop_loss against stoploss-order value (limit or price)
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Returns True if adjustment is necessary.
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"""
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return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice'])
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async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
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since_ms: int, is_new_pair: bool = False,
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raise_: bool = False
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) -> Tuple[str, str, List]:
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"""
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Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date
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Does not work for other exchanges, which don't return the earliest data when called with "0"
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"""
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if is_new_pair:
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x = await self._async_get_candle_history(pair, timeframe, 0)
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if x and x[2] and x[2][0] and x[2][0][0] > since_ms:
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# Set starting date to first available candle.
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since_ms = x[2][0][0]
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logger.info(f"Candle-data for {pair} available starting with "
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f"{arrow.get(since_ms // 1000).isoformat()}.")
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return await super()._async_get_historic_ohlcv(
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pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair,
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raise_=raise_)
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