137 lines
5.5 KiB
Python
137 lines
5.5 KiB
Python
""" FTX exchange subclass """
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import logging
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from typing import Any, Dict
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import ccxt
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from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
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OperationalException, TemporaryError)
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from freqtrade.exchange import Exchange
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from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier
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logger = logging.getLogger(__name__)
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class Ftx(Exchange):
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_ft_has: Dict = {
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"stoploss_on_exchange": True,
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"ohlcv_candle_limit": 1500,
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}
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def market_is_tradable(self, market: Dict[str, Any]) -> bool:
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"""
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Check if the market symbol is tradable by Freqtrade.
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Default checks + check if pair is spot pair (no futures trading yet).
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"""
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parent_check = super().market_is_tradable(market)
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return (parent_check and
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market.get('spot', False) is True)
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def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
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"""
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Verify stop_loss against stoploss-order value (limit or price)
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Returns True if adjustment is necessary.
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"""
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return order['type'] == 'stop' and stop_loss > float(order['price'])
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@retrier(retries=0)
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def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
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"""
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Creates a stoploss order.
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depending on order_types.stoploss configuration, uses 'market' or limit order.
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Limit orders are defined by having orderPrice set, otherwise a market order is used.
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"""
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limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
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limit_rate = stop_price * limit_price_pct
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ordertype = "stop"
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stop_price = self.price_to_precision(pair, stop_price)
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if self._config['dry_run']:
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dry_order = self.create_dry_run_order(
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pair, ordertype, "sell", amount, stop_price)
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return dry_order
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try:
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params = self._params.copy()
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if order_types.get('stoploss', 'market') == 'limit':
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# set orderPrice to place limit order, otherwise it's a market order
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params['orderPrice'] = limit_rate
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amount = self.amount_to_precision(pair, amount)
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order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
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amount=amount, price=stop_price, params=params)
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logger.info('stoploss order added for %s. '
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'stop price: %s.', pair, stop_price)
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return order
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except ccxt.InsufficientFunds as e:
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raise InsufficientFundsError(
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f'Insufficient funds to create {ordertype} sell order on market {pair}. '
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f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
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f'Message: {e}') from e
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except ccxt.InvalidOrder as e:
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raise InvalidOrderException(
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f'Could not create {ordertype} sell order on market {pair}. '
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f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
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f'Message: {e}') from e
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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 place sell order 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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@retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
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def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
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if self._config['dry_run']:
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try:
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order = self._dry_run_open_orders[order_id]
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return order
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except KeyError as e:
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# Gracefully handle errors with dry-run orders.
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raise InvalidOrderException(
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f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
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try:
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orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
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order = [order for order in orders if order['id'] == order_id]
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if len(order) == 1:
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return order[0]
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else:
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raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
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except ccxt.InvalidOrder as e:
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raise InvalidOrderException(
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f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
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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 get order 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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@retrier
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def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict:
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if self._config['dry_run']:
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return {}
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try:
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return self._api.cancel_order(order_id, pair, params={'type': 'stop'})
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except ccxt.InvalidOrder as e:
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raise InvalidOrderException(
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f'Could not cancel order. Message: {e}') from e
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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 cancel order 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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