Merge pull request #9695 from freqtrade/kraken/stop

kraken stoploss behavior

freqtrade/exchange/kraken.py

@@ -8,11 +8,9 @@ from pandas import DataFrame
 
 from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, TradingMode
-from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
+from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
-                                  OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
-from freqtrade.exchange.exchange_utils import ROUND_DOWN, ROUND_UP
 from freqtrade.exchange.types import Tickers
 
 
@@ -24,8 +22,9 @@ class Kraken(Exchange):
     _params: Dict = {"trading_agreement": "agree"}
     _ft_has: Dict = {
         "stoploss_on_exchange": True,
-        "stop_price_param": "stopPrice",
+        "stop_price_param": "stopLossPrice",
-        "stop_price_prop": "stopPrice",
+        "stop_price_prop": "stopLossPrice",
+        "stoploss_order_types": {"limit": "limit", "market": "market"},
         "order_time_in_force": ["GTC", "IOC", "PO"],
         "ohlcv_candle_limit": 720,
         "ohlcv_has_history": False,
@@ -90,75 +89,6 @@ class Kraken(Exchange):
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
-        """
-        Verify stop_loss against stoploss-order value (limit or price)
-        Returns True if adjustment is necessary.
-        """
-        return (order['type'] in ('stop-loss', 'stop-loss-limit') and (
-                (side == "sell" and stop_loss > float(order['price'])) or
-                (side == "buy" and stop_loss < float(order['price']))
-                ))
-
-    @retrier(retries=0)
-    def create_stoploss(self, pair: str, amount: float, stop_price: float,
-                        order_types: Dict, side: BuySell, 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})
-
-        round_mode = ROUND_DOWN if side == 'buy' else ROUND_UP
-        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, rounding_mode=round_mode)
-        else:
-            ordertype = "stop-loss"
-
-        stop_price = self.price_to_precision(pair, stop_price, rounding_mode=round_mode)
-
-        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 _set_leverage(
         self,
         leverage: float,

requirements.txt

@@ -2,7 +2,7 @@ numpy==1.26.3
 pandas==2.1.4
 pandas-ta==0.3.14b
 
-ccxt==4.2.14
+ccxt==4.2.15
 cryptography==41.0.7
 aiohttp==3.9.1
 SQLAlchemy==2.0.25

setup.py

@@ -70,7 +70,7 @@ setup(
     ],
     install_requires=[
         # from requirements.txt
-        'ccxt>=4.0.0',
+        'ccxt>=4.2.15',
         'SQLAlchemy>=2.0.6',
         'python-telegram-bot>=20.1',
         'arrow>=1.0.0',

tests/exchange/test_kraken.py

@@ -183,19 +183,17 @@ def test_create_stoploss_order_kraken(default_conf, mocker, ordertype, side, adj
     assert 'info' in order
     assert order['id'] == order_id
     assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
-    if ordertype == 'limit':
+    assert api_mock.create_order.call_args_list[0][1]['type'] == ordertype
-        assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_LIMIT_ORDERTYPE
+    assert api_mock.create_order.call_args_list[0][1]['params'] == {
-        assert api_mock.create_order.call_args_list[0][1]['params'] == {
+        'trading_agreement': 'agree',
-            'trading_agreement': 'agree',
+        'stopLossPrice': 220
-            'price2': adjustedprice
+    }
-        }
-    else:
-        assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
-        assert api_mock.create_order.call_args_list[0][1]['params'] == {
-            'trading_agreement': 'agree'}
     assert api_mock.create_order.call_args_list[0][1]['side'] == side
     assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
-    assert api_mock.create_order.call_args_list[0][1]['price'] == 220
+    if ordertype == 'limit':
+        assert api_mock.create_order.call_args_list[0][1]['price'] == adjustedprice
+    else:
+        assert api_mock.create_order.call_args_list[0][1]['price'] is None
 
     # test exception handling
     with pytest.raises(DependencyException):
@@ -253,7 +251,7 @@ def test_create_stoploss_order_dry_run_kraken(default_conf, mocker, side):
     assert 'info' in order
     assert 'type' in order
 
-    assert order['type'] == STOPLOSS_ORDERTYPE
+    assert order['type'] == 'market'
     assert order['price'] == 220
     assert order['amount'] == 1
 
@@ -265,11 +263,11 @@ def test_create_stoploss_order_dry_run_kraken(default_conf, mocker, side):
 def test_stoploss_adjust_kraken(mocker, default_conf, sl1, sl2, sl3, side):
     exchange = get_patched_exchange(mocker, default_conf, id='kraken')
     order = {
-        'type': STOPLOSS_ORDERTYPE,
+        'type': 'market',
-        'price': 1500,
+        'stopLossPrice': 1500,
     }
     assert exchange.stoploss_adjust(sl1, order, side=side)
     assert not exchange.stoploss_adjust(sl2, order, side=side)
-    # Test with invalid order case ...
+    # diff. order type ...
-    order['type'] = 'stop_loss_limit'
+    order['type'] = 'limit'
-    assert not exchange.stoploss_adjust(sl3, order, side=side)
+    assert exchange.stoploss_adjust(sl3, order, side=side)