126 lines
4.6 KiB
Python
126 lines
4.6 KiB
Python
""" Gate.io exchange subclass """
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import logging
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from typing import Dict, List, Optional, Tuple
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from freqtrade.enums import Collateral, TradingMode
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange import Exchange
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logger = logging.getLogger(__name__)
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class Gateio(Exchange):
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"""
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Gate.io exchange class. Contains adjustments needed for Freqtrade to work
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with this exchange.
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Please note that this exchange is not included in the list of exchanges
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officially supported by the Freqtrade development team. So some features
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may still not work as expected.
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"""
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_ft_has: Dict = {
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"ohlcv_candle_limit": 1000,
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"ohlcv_volume_currency": "quote",
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}
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_headers = {'X-Gate-Channel-Id': 'freqtrade'}
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_supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
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# TradingMode.SPOT always supported and not required in this list
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# (TradingMode.MARGIN, Collateral.CROSS),
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# (TradingMode.FUTURES, Collateral.CROSS),
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(TradingMode.FUTURES, Collateral.ISOLATED)
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]
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def validate_ordertypes(self, order_types: Dict) -> None:
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super().validate_ordertypes(order_types)
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if any(v == 'market' for k, v in order_types.items()):
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raise OperationalException(
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f'Exchange {self.name} does not support market orders.')
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def get_maintenance_ratio_and_amt(
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self,
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pair: str,
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nominal_value: Optional[float] = 0.0,
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) -> Tuple[float, Optional[float]]:
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"""
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:return: The maintenance margin ratio and maintenance amount
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"""
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info = self.markets[pair]['info']
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return (float(info['maintenance_rate']), None)
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def liquidation_price_helper(
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self,
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open_rate: float, # Entry price of position
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is_short: bool,
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leverage: float,
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mm_ratio: float,
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position: float, # Absolute value of position size
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trading_mode: TradingMode,
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collateral: Collateral,
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maintenance_amt: Optional[float] = None, # (Binance)
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wallet_balance: Optional[float] = None, # (Binance and Gateio)
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taker_fee_rate: Optional[float] = None, # (Gateio & Okex)
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liability: Optional[float] = None, # (Okex)
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interest: Optional[float] = None, # (Okex)
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mm_ex_1: Optional[float] = 0.0, # (Binance) Cross only
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upnl_ex_1: Optional[float] = 0.0, # (Binance) Cross only
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) -> Optional[float]:
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"""
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PERPETUAL: https://www.gate.io/help/futures/perpetual/22160/calculation-of-liquidation-price
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:param exchange_name:
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:param open_rate: Entry price of position
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:param is_short: True if the trade is a short, false otherwise
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:param leverage: The amount of leverage on the trade
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:param position: Absolute value of position size (in base currency)
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:param mm_ratio:
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:param trading_mode: SPOT, MARGIN, FUTURES, etc.
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:param collateral: Either ISOLATED or CROSS
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:param maintenance_amt: # * Not required by Gateio
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:param wallet_balance:
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Cross-Margin Mode: crossWalletBalance
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Isolated-Margin Mode: isolatedWalletBalance
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:param taker_fee_rate:
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# * Not required by Gateio
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:param liability:
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:param interest:
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:param mm_ex_1:
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:param upnl_ex_1:
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"""
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if trading_mode == TradingMode.SPOT:
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return None
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if not collateral:
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raise OperationalException(
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"Parameter collateral is required by liquidation_price when trading_mode is "
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f"{trading_mode}"
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)
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if (not wallet_balance or not position or not taker_fee_rate):
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raise OperationalException(
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"Parameters wallet_balance, position, taker_fee_rate"
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"are required by Gateio.liquidation_price"
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)
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if trading_mode == TradingMode.FUTURES and collateral == Collateral.ISOLATED:
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# if is_inverse:
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# # ! Not implemented
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# raise OperationalException(
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# "Freqtrade does not support inverse contracts at the moment")
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value = wallet_balance / position
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mm_ratio_taker = (mm_ratio + taker_fee_rate)
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if is_short:
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return (open_rate + value) / (1 + mm_ratio_taker)
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else:
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return (open_rate - value) / (1 - mm_ratio_taker)
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else:
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raise OperationalException(
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f"Gateio does not support {collateral.value} Mode {trading_mode.value} trading ")
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