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