177 lines
7.3 KiB
Python
177 lines
7.3 KiB
Python
""" 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.
|
|
"""
|
|
# TODO-lev: Short support
|
|
return (order['type'] in ('stop-loss', 'stop-loss-limit')
|
|
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.
|
|
"""
|
|
# TODO-lev: Short support
|
|
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, "sell", amount, stop_price)
|
|
return dry_order
|
|
|
|
try:
|
|
amount = self.amount_to_precision(pair, amount)
|
|
|
|
order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
|
|
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} sell 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} sell 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 sell 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
|
|
"""
|
|
# TODO-lev: Not sure if this works correctly for futures
|
|
leverages = {}
|
|
try:
|
|
for pair, market in self._api.load_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
|