136 lines
5.2 KiB
Python
136 lines
5.2 KiB
Python
""" Gate.io exchange subclass """
|
|
import logging
|
|
from datetime import datetime
|
|
from typing import Any, Dict, List, Optional, Tuple
|
|
|
|
from freqtrade.constants import BuySell
|
|
from freqtrade.enums import MarginMode, PriceType, TradingMode
|
|
from freqtrade.exceptions import OperationalException
|
|
from freqtrade.exchange import Exchange
|
|
from freqtrade.misc import safe_value_fallback2
|
|
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
class Gate(Exchange):
|
|
"""
|
|
Gate.io exchange class. Contains adjustments needed for Freqtrade to work
|
|
with this exchange.
|
|
|
|
Please note that this exchange is not included in the list of exchanges
|
|
officially supported by the Freqtrade development team. So some features
|
|
may still not work as expected.
|
|
"""
|
|
|
|
_ft_has: Dict = {
|
|
"ohlcv_candle_limit": 1000,
|
|
"order_time_in_force": ['GTC', 'IOC'],
|
|
"stoploss_order_types": {"limit": "limit"},
|
|
"stoploss_on_exchange": True,
|
|
}
|
|
|
|
_ft_has_futures: Dict = {
|
|
"needs_trading_fees": True,
|
|
"tickers_have_bid_ask": False,
|
|
"fee_cost_in_contracts": False, # Set explicitly to false for clarity
|
|
"order_props_in_contracts": ['amount', 'filled', 'remaining'],
|
|
"stop_price_type_field": "price_type",
|
|
"stop_price_type_value_mapping": {
|
|
PriceType.LAST: 0,
|
|
PriceType.MARK: 1,
|
|
PriceType.INDEX: 2,
|
|
},
|
|
}
|
|
|
|
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
|
|
# TradingMode.SPOT always supported and not required in this list
|
|
# (TradingMode.MARGIN, MarginMode.CROSS),
|
|
# (TradingMode.FUTURES, MarginMode.CROSS),
|
|
(TradingMode.FUTURES, MarginMode.ISOLATED)
|
|
]
|
|
|
|
def validate_ordertypes(self, order_types: Dict) -> None:
|
|
|
|
if self.trading_mode != TradingMode.FUTURES:
|
|
if any(v == 'market' for k, v in order_types.items()):
|
|
raise OperationalException(
|
|
f'Exchange {self.name} does not support market orders.')
|
|
super().validate_stop_ordertypes(order_types)
|
|
|
|
def _get_params(
|
|
self,
|
|
side: BuySell,
|
|
ordertype: str,
|
|
leverage: float,
|
|
reduceOnly: bool,
|
|
time_in_force: str = 'GTC',
|
|
) -> Dict:
|
|
params = super()._get_params(
|
|
side=side,
|
|
ordertype=ordertype,
|
|
leverage=leverage,
|
|
reduceOnly=reduceOnly,
|
|
time_in_force=time_in_force,
|
|
)
|
|
if ordertype == 'market' and self.trading_mode == TradingMode.FUTURES:
|
|
params['type'] = 'market'
|
|
params.update({'timeInForce': 'IOC'})
|
|
return params
|
|
|
|
def get_trades_for_order(self, order_id: str, pair: str, since: datetime,
|
|
params: Optional[Dict] = None) -> List:
|
|
trades = super().get_trades_for_order(order_id, pair, since, params)
|
|
|
|
if self.trading_mode == TradingMode.FUTURES:
|
|
# Futures usually don't contain fees in the response.
|
|
# As such, futures orders on gate will not contain a fee, which causes
|
|
# a repeated "update fee" cycle and wrong calculations.
|
|
# Therefore we patch the response with fees if it's not available.
|
|
# An alternative also contianing fees would be
|
|
# privateFuturesGetSettleAccountBook({"settle": "usdt"})
|
|
pair_fees = self._trading_fees.get(pair, {})
|
|
if pair_fees:
|
|
for idx, trade in enumerate(trades):
|
|
fee = trade.get('fee', {})
|
|
if fee and fee.get('cost') is None:
|
|
takerOrMaker = trade.get('takerOrMaker', 'taker')
|
|
if pair_fees.get(takerOrMaker) is not None:
|
|
trades[idx]['fee'] = {
|
|
'currency': self.get_pair_quote_currency(pair),
|
|
'cost': trade['cost'] * pair_fees[takerOrMaker],
|
|
'rate': pair_fees[takerOrMaker],
|
|
}
|
|
return trades
|
|
|
|
def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
|
|
if self.trading_mode == TradingMode.FUTURES:
|
|
return safe_value_fallback2(order, order, 'id_stop', 'id')
|
|
return order['id']
|
|
|
|
def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
|
|
order = self.fetch_order(
|
|
order_id=order_id,
|
|
pair=pair,
|
|
params={'stop': True}
|
|
)
|
|
if self.trading_mode == TradingMode.FUTURES:
|
|
if order['status'] == 'closed':
|
|
# Places a real order - which we need to fetch explicitly.
|
|
new_orderid = order.get('info', {}).get('trade_id')
|
|
if new_orderid:
|
|
order1 = self.fetch_order(order_id=new_orderid, pair=pair, params=params)
|
|
order1['id_stop'] = order1['id']
|
|
order1['id'] = order_id
|
|
order1['stopPrice'] = order.get('stopPrice')
|
|
|
|
return order1
|
|
return order
|
|
|
|
def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
|
|
return self.cancel_order(
|
|
order_id=order_id,
|
|
pair=pair,
|
|
params={'stop': True}
|
|
)
|