89 lines
2.8 KiB
Python
89 lines
2.8 KiB
Python
import logging
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from typing import Dict, List, Tuple
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import ccxt
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from freqtrade.enums import MarginMode, TradingMode
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from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
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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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}
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_ft_has_futures: Dict = {
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"tickers_have_quoteVolume": 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 _get_params(
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self,
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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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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 self.trading_mode == TradingMode.FUTURES and self.margin_mode:
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params['tdMode'] = self.margin_mode.value
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return params
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@retrier
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def _lev_prep(self, pair: str, leverage: float, side: str):
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if self.trading_mode != TradingMode.SPOT and self.margin_mode is not None:
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try:
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# TODO-lev: Test me properly (check mgnMode passed)
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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": "net"",
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})
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except ccxt.DDoSProtection as e:
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raise DDosProtection(e) from e
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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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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