stable/freqtrade/exchange/kraken.py

""" Kraken exchange subclass """
import logging
from typing import Any, Dict, Optional

import ccxt

from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                  OperationalException, TemporaryError)
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier


logger = logging.getLogger(__name__)


class Kraken(Exchange):

    _params: Dict = {"trading_agreement": "agree"}
    _ft_has: Dict = {
        "stoploss_on_exchange": True,
        "ohlcv_candle_limit": 720,
        "trades_pagination": "id",
        "trades_pagination_arg": "since",
    }

    def market_is_tradable(self, market: Dict[str, Any]) -> bool:
        """
        Check if the market symbol is tradable by Freqtrade.
        Default checks + check if pair is darkpool pair.
        """
        parent_check = super().market_is_tradable(market)

        return (parent_check and
                market.get('darkpool', False) is False)

    @retrier
    def get_balances(self) -> dict:
        if self._config['dry_run']:
            return {}

        try:
            balances = self._api.fetch_balance()
            # Remove additional info from ccxt results
            balances.pop("info", None)
            balances.pop("free", None)
            balances.pop("total", None)
            balances.pop("used", None)

            orders = self._api.fetch_open_orders()
            order_list = [(x["symbol"].split("/")[0 if x["side"] == "sell" else 1],
                           x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"],
                           # Don't remove the below comment, this can be important for debugging
                           # x["side"], x["amount"],
                           ) for x in orders]
            for bal in balances:
                if not isinstance(balances[bal], dict):
                    continue
                balances[bal]['used'] = sum(order[1] for order in order_list if order[0] == bal)
                balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used']

            return balances
        except ccxt.DDoSProtection as e:
            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
        except ccxt.BaseError as e:
            raise OperationalException(e) from e

    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
        """
        Verify stop_loss against stoploss-order value (limit or price)
        Returns True if adjustment is necessary.
        """
        return (order['type'] in ('stop-loss', 'stop-loss-limit') and (
                (side == "sell" and stop_loss > float(order['price'])) or
                (side == "buy" and stop_loss < float(order['price']))
                ))

    @retrier(retries=0)
    def stoploss(self, pair: str, amount: float,
                 stop_price: float, order_types: Dict, side: str) -> Dict:
        """
        Creates a stoploss market order.
        Stoploss market orders is the only stoploss type supported by kraken.
        """
        params = self._params.copy()

        if order_types.get('stoploss', 'market') == 'limit':
            ordertype = "stop-loss-limit"
            limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
            limit_rate = stop_price * limit_price_pct
            params['price2'] = self.price_to_precision(pair, limit_rate)
        else:
            ordertype = "stop-loss"

        stop_price = self.price_to_precision(pair, stop_price)

        if self._config['dry_run']:
            dry_order = self.create_dry_run_order(
                pair, ordertype, side, amount, stop_price)
            return dry_order

        try:
            amount = self.amount_to_precision(pair, amount)

            order = self._api.create_order(symbol=pair, type=ordertype, side=side,
                                           amount=amount, price=stop_price, params=params)
            self._log_exchange_response('create_stoploss_order', order)
            logger.info('stoploss order added for %s. '
                        'stop price: %s.', pair, stop_price)
            return order
        except ccxt.InsufficientFunds as e:
            raise InsufficientFundsError(
                f'Insufficient funds to create {ordertype} {side} 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} {side} order on market {pair}. '
                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                f'Message: {e}') from e
        except ccxt.DDoSProtection as e:
            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
        except ccxt.BaseError as e:
            raise OperationalException(e) from e

    def fill_leverage_brackets(self):
        """
            Assigns property _leverage_brackets to a dictionary of information about the leverage
            allowed on each pair
        """
        leverages = {}
        try:
            for pair, market in self.markets.items():
                info = market['info']
                leverage_buy = info['leverage_buy']
                leverage_sell = info['leverage_sell']
                if len(info['leverage_buy']) > 0 or len(info['leverage_sell']) > 0:
                    if leverage_buy != leverage_sell:
                        logger.warning(f"The buy leverage != the sell leverage for {pair}. Please"
                                       "let freqtrade know because this has never happened before"
                                       )
                        if max(leverage_buy) < max(leverage_sell):
                            leverages[pair] = leverage_buy
                        else:
                            leverages[pair] = leverage_sell
                    else:
                        leverages[pair] = leverage_buy
            self._leverage_brackets = leverages
        except ccxt.DDoSProtection as e:
            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(f'Could not fetch leverage amounts due to'
                                 f'{e.__class__.__name__}. Message: {e}') from e
        except ccxt.BaseError as e:
            raise OperationalException(e) from e

    def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
        """
            Returns the maximum leverage that a pair can be traded at
            :param pair: The base/quote currency pair being traded
            :nominal_value: Here for super class, not needed on Kraken
        """
        return float(max(self._leverage_brackets[pair]))

    def set_leverage(self, pair, leverage):
        """
            Kraken set's the leverage as an option it the order object, so it doesn't do
            anything in this function
        """
        return