From cfe88f06d2b990d7df7f8a1364b36ce126d6cb78 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 10 Jun 2023 16:29:43 +0200 Subject: [PATCH] Improve behavior of okx rebuys when using stop on exchange closes #8755 --- freqtrade/exchange/okx.py | 21 +++++++++++++++++++-- tests/exchange/test_okx.py | 4 ++++ 2 files changed, 23 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/okx.py b/freqtrade/exchange/okx.py index af889897c..8ad3c2cdb 100644 --- a/freqtrade/exchange/okx.py +++ b/freqtrade/exchange/okx.py @@ -125,6 +125,20 @@ class Okx(Exchange): params['posSide'] = self._get_posSide(side, reduceOnly) return params + def __fetch_leverage_already_set(self, pair: str, leverage: float, side: BuySell) -> bool: + try: + res_lev = self._api.fetch_leverage(symbol=pair, params={ + "mgnMode": self.margin_mode.value, + "posSide": self._get_posSide(side, False), + }) + self._log_exchange_response('get_leverage', res_lev) + already_set = all(float(x['lever']) == leverage for x in res_lev['data']) + return already_set + + except ccxt.BaseError: + # Assume all errors as "not set yet" + return False + @retrier def _lev_prep(self, pair: str, leverage: float, side: BuySell, accept_fail: bool = False): if self.trading_mode != TradingMode.SPOT and self.margin_mode is not None: @@ -141,8 +155,11 @@ class Okx(Exchange): 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 + already_set = self.__fetch_leverage_already_set(pair, leverage, side) + if not already_set: + 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 diff --git a/tests/exchange/test_okx.py b/tests/exchange/test_okx.py index 3824eddb7..378466ae4 100644 --- a/tests/exchange/test_okx.py +++ b/tests/exchange/test_okx.py @@ -499,7 +499,11 @@ def test__set_leverage_okx(mocker, default_conf): assert api_mock.set_leverage.call_args_list[0][1]['params'] == { 'mgnMode': 'isolated', 'posSide': 'net'} + api_mock.set_leverage = MagicMock(side_effect=ccxt.NetworkError()) + exchange._lev_prep('BTC/USDT:USDT', 3.2, 'buy') + api_mock.fetch_leverage.call_count == 1 + api_mock.fetch_leverage = MagicMock(side_effect=ccxt.NetworkError()) ccxt_exceptionhandlers( mocker, default_conf,