def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: """ Creates a stoploss order. depending on order_types.stoploss configuration, uses 'market' or limit order. Limit orders are defined by having orderPrice set, otherwise a market order is used. """ limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) limit_rate = stop_price * limit_price_pct ordertype = "stop" 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: params = self._params.copy() if order_types.get('stoploss', 'market') == 'limit': # set orderPrice to place limit order, otherwise it's a market order params['orderPrice'] = limit_rate params['stopPrice'] = stop_price amount = self.amount_to_precision(pair, amount) order = self._api.create_order(symbol=pair, type=ordertype, side='sell', amount=amount, 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 stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: """ creates a stoploss limit order. this stoploss-limit is binance-specific. It may work with a limited number of other exchanges, but this has not been tested yet. """ # Limit price threshold: As limit price should always be below stop-price limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) rate = stop_price * limit_price_pct ordertype = "stop_loss_limit" stop_price = self.price_to_precision(pair, stop_price) # Ensure rate is less than stop price if stop_price <= rate: raise OperationalException( 'In stoploss limit order, stop price should be more than limit price') if self._config['dry_run']: dry_order = self.dry_run_order( pair, ordertype, "sell", amount, stop_price) return dry_order try: params = self._params.copy() params.update({'stopPrice': stop_price}) amount = self.amount_to_precision(pair, amount) rate = self.price_to_precision(pair, rate) order = self._api.create_order(symbol=pair, type=ordertype, side='sell', amount=amount, price=rate, params=params) logger.info('stoploss limit order added for %s. ' 'stop price: %s. limit: %s', pair, stop_price, rate) return order except ccxt.InsufficientFunds as e: raise InsufficientFundsError( f'Insufficient funds to create {ordertype} sell order on market {pair}. ' f'Tried to sell amount {amount} at rate {rate}. ' f'Message: {e}') from e except ccxt.InvalidOrder as e: # Errors: # `binance Order would trigger immediately.` raise InvalidOrderException( f'Could not create {ordertype} sell order on market {pair}. ' f'Tried to sell amount {amount} at rate {rate}. ' 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 stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict, side: str, leverage: float) -> Dict: """ Creates a stoploss market order. Stoploss market orders is the only stoploss type supported by kraken. TODO: investigate if this can be combined with generic implementation (careful, prices are reversed) """ params = self._params.copy() if self.trading_mode == TradingMode.FUTURES: params.update({'reduceOnly': True}) if order_types.get('stoploss', 'market') == 'limit': ordertype = "stop-loss-limit" limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99) if side == "sell": limit_rate = stop_price * limit_price_pct else: limit_rate = stop_price * (2 - 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, side, amount, stop_price, leverage, stop_loss=True) return dry_order try: amount = self.amount_to_precision(pair, amount) order = self._api.create_order(symbol=pair, type=ordertype, side=side, 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} {side} 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} {side} 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 {side} order due to {e.__class__.__name__}. Message: {e}') from e except ccxt.BaseError as e: raise OperationalException(e) from e
def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict: """ Creates a stoploss market order. Stoploss market orders is the only stoploss type supported by kraken. """ 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