128 lines
5.2 KiB
Python
128 lines
5.2 KiB
Python
""" Kraken exchange subclass """
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import logging
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from typing import Any, Dict, List
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import ccxt
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from datetime import time
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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, hours_to_time
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from freqtrade.exchange.common import retrier
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logger = logging.getLogger(__name__)
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class Kraken(Exchange):
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_params: Dict = {"trading_agreement": "agree"}
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_ft_has: Dict = {
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"stoploss_on_exchange": True,
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"ohlcv_candle_limit": 720,
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"trades_pagination": "id",
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"trades_pagination_arg": "since",
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}
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funding_fee_times: List[time] = hours_to_time([0, 4, 8, 12, 16, 20])
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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 darkpool pair.
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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('darkpool', False) is False)
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@retrier
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def get_balances(self) -> dict:
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if self._config['dry_run']:
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return {}
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try:
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balances = self._api.fetch_balance()
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# Remove additional info from ccxt results
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balances.pop("info", None)
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balances.pop("free", None)
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balances.pop("total", None)
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balances.pop("used", None)
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orders = self._api.fetch_open_orders()
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order_list = [(x["symbol"].split("/")[0 if x["side"] == "sell" else 1],
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x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"],
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# Don't remove the below comment, this can be important for debugging
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# x["side"], x["amount"],
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) for x in orders]
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for bal in balances:
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if not isinstance(balances[bal], dict):
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continue
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balances[bal]['used'] = sum(order[1] for order in order_list if order[0] == bal)
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balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used']
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return balances
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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 balance 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 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'] in ('stop-loss', 'stop-loss-limit')
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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 market order.
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Stoploss market orders is the only stoploss type supported by kraken.
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"""
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params = self._params.copy()
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if order_types.get('stoploss', 'market') == 'limit':
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ordertype = "stop-loss-limit"
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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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params['price2'] = self.price_to_precision(pair, limit_rate)
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else:
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ordertype = "stop-loss"
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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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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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self._log_exchange_response('create_stoploss_order', order)
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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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