Пример #1
0
    def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
        if self._config['dry_run']:
            try:
                order = self._dry_run_open_orders[order_id]
                return order
            except KeyError as e:
                # Gracefully handle errors with dry-run orders.
                raise InvalidOrderException(
                    f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}'
                ) from e
        try:
            orders = self._api.fetch_orders(pair,
                                            None,
                                            params={'type': 'stop'})

            order = [order for order in orders if order['id'] == order_id]
            if len(order) == 1:
                return order[0]
            else:
                raise InvalidOrderException(
                    f"Could not get stoploss order for id {order_id}")

        except ccxt.InvalidOrder as e:
            raise InvalidOrderException(
                f'Tried to get an invalid order (id: {order_id}). 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 get order due to {e.__class__.__name__}. Message: {e}'
            ) from e
        except ccxt.BaseError as e:
            raise OperationalException(e) from e
Пример #2
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    def get_balances(self) -> dict:
        if self._config['dry_run']:
            return {}

        try:
            balances = self._api.fetch_balance()
            # Remove additional info from ccxt results
            balances.pop("info", None)
            balances.pop("free", None)
            balances.pop("total", None)
            balances.pop("used", None)

            orders = self._api.fetch_open_orders()
            order_list = [(x["symbol"].split("/")[0 if x["side"] == "sell" else 1],
                           x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"],
                           # Don't remove the below comment, this can be important for debugging
                           # x["side"], x["amount"],
                           ) for x in orders]
            for bal in balances:
                if not isinstance(balances[bal], dict):
                    continue
                balances[bal]['used'] = sum(order[1] for order in order_list if order[0] == bal)
                balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used']

            return balances
        except ccxt.DDoSProtection as e:
            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
        except ccxt.BaseError as e:
            raise OperationalException(e) from e
Пример #3
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    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
Пример #4
0
    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
Пример #5
0
    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
Пример #6
0
    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
Пример #7
0
 def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict:
     if self._config['dry_run']:
         return {}
     try:
         return self._api.cancel_order(order_id, pair, params={'type': 'stop'})
     except ccxt.InvalidOrder as e:
         raise InvalidOrderException(
             f'Could not cancel order. 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 cancel order due to {e.__class__.__name__}. Message: {e}') from e
     except ccxt.BaseError as e:
         raise OperationalException(e) from e
Пример #8
0
    def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
        if self._config['dry_run']:
            return self.fetch_dry_run_order(order_id)

        try:
            orders = self._api.fetch_orders(pair,
                                            None,
                                            params={'type': 'stop'})

            order = [order for order in orders if order['id'] == order_id]
            self._log_exchange_response('fetch_stoploss_order', order)
            if len(order) == 1:
                if order[0].get('status') == 'closed':
                    # Trigger order was triggered ...
                    real_order_id = order[0].get('info', {}).get('orderId')
                    # OrderId may be None for stoploss-market orders
                    # But contains "average" in these cases.
                    if real_order_id:
                        order1 = self._api.fetch_order(real_order_id, pair)
                        self._log_exchange_response('fetch_stoploss_order1',
                                                    order1)
                        # Fake type to stop - as this was really a stop order.
                        order1['id_stop'] = order1['id']
                        order1['id'] = order_id
                        order1['type'] = 'stop'
                        order1['status_stop'] = 'triggered'
                        return order1

                return order[0]
            else:
                raise InvalidOrderException(
                    f"Could not get stoploss order for id {order_id}")

        except ccxt.InvalidOrder as e:
            raise InvalidOrderException(
                f'Tried to get an invalid order (id: {order_id}). 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 get order due to {e.__class__.__name__}. Message: {e}'
            ) from e
        except ccxt.BaseError as e:
            raise OperationalException(e) from e
Пример #9
0
 def _lev_prep(self, pair: str, leverage: float, side: str):
     if self.trading_mode != TradingMode.SPOT and self.margin_mode is not None:
         try:
             # TODO-lev: Test me properly (check mgnMode passed)
             self._api.set_leverage(
                 leverage=leverage,
                 symbol=pair,
                 params={
                     "mgnMode": self.margin_mode.value,
                     # "posSide": "net"",
                 })
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not set leverage due to {e.__class__.__name__}. Message: {e}'
             ) from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
Пример #10
0
 def load_leverage_tiers(self) -> Dict[str, List[Dict]]:
     if self.trading_mode == TradingMode.FUTURES:
         if self._config['dry_run']:
             leverage_tiers_path = (Path(__file__).parent /
                                    'binance_leverage_tiers.json')
             with open(leverage_tiers_path) as json_file:
                 return json.load(json_file)
         else:
             try:
                 return self._api.fetch_leverage_tiers()
             except ccxt.DDoSProtection as e:
                 raise DDosProtection(e) from e
             except (ccxt.NetworkError, ccxt.ExchangeError) as e:
                 raise TemporaryError(
                     f'Could not fetch leverage amounts due to'
                     f'{e.__class__.__name__}. Message: {e}') from e
             except ccxt.BaseError as e:
                 raise OperationalException(e) from e
     else:
         return {}
Пример #11
0
    def _set_leverage(self,
                      leverage: float,
                      pair: Optional[str] = None,
                      trading_mode: Optional[TradingMode] = None):
        """
        Set's the leverage before making a trade, in order to not
        have the same leverage on every trade
        """
        trading_mode = trading_mode or self.trading_mode

        if self._config['dry_run'] or trading_mode != TradingMode.FUTURES:
            return

        try:
            self._api.set_leverage(symbol=pair, leverage=round(leverage))
        except ccxt.DDoSProtection as e:
            raise DDosProtection(e) from e
        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f'Could not set leverage due to {e.__class__.__name__}. Message: {e}'
            ) from e
        except ccxt.BaseError as e:
            raise OperationalException(e) from e