Merge branch 'freqtrade:develop' into plot_hyperopt_stats

docs/backtesting.md

@@ -26,7 +26,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
 
 optional arguments:
   -h, --help            show this help message and exit
-  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
+  -i TIMEFRAME, --timeframe TIMEFRAME
                         Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.
@@ -63,7 +63,7 @@ optional arguments:
                         `30m`, `1h`, `1d`).
   --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
                         Provide a space-separated list of strategies to
-                        backtest. Please note that ticker-interval needs to be
+                        backtest. Please note that timeframe needs to be
                         set either in config or via command line. When using
                         this together with `--export trades`, the strategy-
                         name is injected into the filename (so `backtest-

docs/bot-basics.md

@@ -24,7 +24,7 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
 
 * Fetch open trades from persistence.
 * Calculate current list of tradable pairs.
-* Download ohlcv data for the pairlist including all [informative pairs](strategy-customization.md#get-data-for-non-tradeable-pairs)  
+* Download OHLCV data for the pairlist including all [informative pairs](strategy-customization.md#get-data-for-non-tradeable-pairs)  
   This step is only executed once per Candle to avoid unnecessary network traffic.
 * Call `bot_loop_start()` strategy callback.
 * Analyze strategy per pair.

docs/configuration.md

@@ -86,7 +86,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> **Datatype:** Float (as ratio)
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> **Datatype:** Positive Float as ratio.
-| `timeframe` | The timeframe (former ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
+| `timeframe` | The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> **Datatype:** String
 | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float

docs/deprecated.md

@@ -24,6 +24,10 @@ Please refer to [pairlists](plugins.md#pairlists-and-pairlist-handlers) instead.
 Did only download the latest 500 candles, so was ineffective in getting good backtest data.
 Removed in 2019-7-dev (develop branch) and in freqtrade 2019.8.
 
+### `ticker_interval` (now `timeframe`)
+
+Support for `ticker_interval` terminology was deprecated in 2020.6 in favor of `timeframe` - and compatibility code was removed in 2022.3.
+
 ### Allow running multiple pairlists in sequence
 
 The former `"pairlist"` section in the configuration has been removed, and is replaced by `"pairlists"` - being a list to specify a sequence of pairlists.

docs/edge.md

@@ -222,7 +222,7 @@ usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
 
 optional arguments:
   -h, --help            show this help message and exit
-  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
+  -i TIMEFRAME, --timeframe TIMEFRAME
                         Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.

docs/exchanges.md

@@ -210,6 +210,9 @@ OKX requires a passphrase for each api key, you will therefore need to add this
 
 ## Gate.io
 
+!!! Tip "Stoploss on Exchange"
+    Gate.io supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange..
+
 Gate.io allows the use of `POINT` to pay for fees. As this is not a tradable currency (no regular market available), automatic fee calculations will fail (and default to a fee of 0).
 The configuration parameter `exchange.unknown_fee_rate` can be used to specify the exchange rate between Point and the stake currency. Obviously, changing the stake-currency will also require changes to this value.
 

docs/hyperopt.md

@@ -55,7 +55,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
 
 optional arguments:
   -h, --help            show this help message and exit
-  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
+  -i TIMEFRAME, --timeframe TIMEFRAME
                         Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.

docs/plotting.md

@@ -65,7 +65,7 @@ optional arguments:
                         _today.json`
   --timerange TIMERANGE
                         Specify what timerange of data to use.
-  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
+  -i TIMEFRAME, --timeframe TIMEFRAME
                         Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --no-trades           Skip using trades from backtesting file and DB.
 
@@ -330,7 +330,7 @@ optional arguments:
   --trade-source {DB,file}
                         Specify the source for trades (Can be DB or file
                         (backtest file)) Default: file
-  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
+  -i TIMEFRAME, --timeframe TIMEFRAME
                         Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --auto-open           Automatically open generated plot.
 

docs/stoploss.md

@@ -24,7 +24,7 @@ These modes can be configured with these values:
 ```
 
 !!! Note
-    Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) and kucoin (stop-limit and stop-market) as of now.  
+    Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) Gateio (stop-limit), and Kucoin (stop-limit and stop-market) as of now.  
     <ins>Do not set too low/tight stoploss value if using stop loss on exchange!</ins>  
     If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work.
 

docs/strategy-customization.md

@@ -325,7 +325,7 @@ stoploss = -0.10
 
 For the full documentation on stoploss features, look at the dedicated [stoploss page](stoploss.md).
 
-### Timeframe (formerly ticker interval)
+### Timeframe
 
 This is the set of candles the bot should download and use for the analysis.
 Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported by your exchange should work.

docs/telegram-usage.md

@@ -277,6 +277,7 @@ Starting capital is either taken from the `available_capital` setting, or calcul
 > **BITTREX:** Buying ETH/BTC with limit `0.03400000` (`1.000000 ETH`, `225.290 USD`)
 
 Omitting the pair will open a query asking for the pair to buy (based on the current whitelist).
+Trades crated through `/forcebuy` will have the buy-tag of `forceentry`.
 
 ![Telegram force-buy screenshot](assets/telegram_forcebuy.png)
 

docs/utils.md

@@ -517,20 +517,25 @@ Requires a configuration with specified `pairlists` attribute.
 Can be used to generate static pairlists to be used during backtesting / hyperopt.
 
 ```
-usage: freqtrade test-pairlist [-h] [-c PATH]
+usage: freqtrade test-pairlist [-h] [-v] [-c PATH]
                                [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
-                               [-1] [--print-json]
+                               [-1] [--print-json] [--exchange EXCHANGE]
 
 optional arguments:
   -h, --help            show this help message and exit
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
+                        Specify configuration file (default:
-                        Multiple --config options may be used. Can be set to
+                        `userdir/config.json` or `config.json` whichever
-                        `-` to read config from stdin.
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
   --quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]
                         Specify quote currency(-ies). Space-separated list.
   -1, --one-column      Print output in one column.
   --print-json          Print list of pairs or market symbols in JSON format.
+  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
+                        config is provided.
+
 ```
 
 ### Examples

freqtrade/commands/arguments.py

@@ -51,7 +51,7 @@ ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one
                    "print_csv", "base_currencies", "quote_currencies", "list_pairs_all"]
 
 ARGS_TEST_PAIRLIST = ["verbosity", "config", "quote_currencies", "print_one_column",
-                      "list_pairs_print_json"]
+                      "list_pairs_print_json", "exchange"]
 
 ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
 

freqtrade/commands/cli_options.py

@@ -117,7 +117,7 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     # Optimize common
     "timeframe": Arg(
-        '-i', '--timeframe', '--ticker-interval',
+        '-i', '--timeframe',
         help='Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).',
     ),
     "timerange": Arg(
@@ -169,7 +169,7 @@ AVAILABLE_CLI_OPTIONS = {
     "strategy_list": Arg(
         '--strategy-list',
         help='Provide a space-separated list of strategies to backtest. '
-        'Please note that ticker-interval needs to be set either in config '
+        'Please note that timeframe needs to be set either in config '
         'or via command line. When using this together with `--export trades`, '
         'the strategy-name is injected into the filename '
         '(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`',

freqtrade/configuration/deprecated_settings.py

@@ -100,16 +100,11 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
             "from the edge configuration."
         )
     if 'ticker_interval' in config:
-        logger.warning(
+
-            "DEPRECATED: "
+        raise OperationalException(
+            "DEPRECATED: 'ticker_interval' detected. "
             "Please use 'timeframe' instead of 'ticker_interval."
         )
-        if 'timeframe' in config:
-            raise OperationalException(
-                "Both 'timeframe' and 'ticker_interval' detected."
-                "Please remove 'ticker_interval' from your configuration to continue operating."
-            )
-        config['timeframe'] = config['ticker_interval']
 
     if 'protections' in config:
         logger.warning("DEPRECATED: Setting 'protections' in the configuration is deprecated.")

freqtrade/edge/edge_positioning.py

@@ -219,9 +219,11 @@ class Edge:
         """
         final = []
         for pair, info in self._cached_pairs.items():
-            if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
+            if (
-                info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)) and \
+                info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2))
-                    pair in pairs:
+                and info.winrate > float(self.edge_config.get('minimum_winrate', 0.60))
+                and pair in pairs
+            ):
                 final.append(pair)
 
         if self._final_pairs != final:
@@ -246,8 +248,8 @@ class Edge:
         """
         final = []
         for pair, info in self._cached_pairs.items():
-            if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
+            if (info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and
-                    info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
+                    info.winrate > float(self.edge_config.get('minimum_winrate', 0.60))):
                 final.append({
                     'Pair': pair,
                     'Winrate': info.winrate,

freqtrade/exchange/exchange.py

@@ -882,11 +882,11 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
-    def fetch_order(self, order_id: str, pair: str) -> Dict:
+    def fetch_order(self, order_id: str, pair: str, params={}) -> Dict:
         if self._config['dry_run']:
             return self.fetch_dry_run_order(order_id)
         try:
-            order = self._api.fetch_order(order_id, pair)
+            order = self._api.fetch_order(order_id, pair, params=params)
             self._log_exchange_response('fetch_order', order)
             return order
         except ccxt.OrderNotFound as e:
@@ -929,7 +929,7 @@ class Exchange:
                 and order.get('filled') == 0.0)
 
     @retrier
-    def cancel_order(self, order_id: str, pair: str) -> Dict:
+    def cancel_order(self, order_id: str, pair: str, params={}) -> Dict:
         if self._config['dry_run']:
             try:
                 order = self.fetch_dry_run_order(order_id)
@@ -940,7 +940,7 @@ class Exchange:
                 return {}
 
         try:
-            order = self._api.cancel_order(order_id, pair)
+            order = self._api.cancel_order(order_id, pair, params=params)
             self._log_exchange_response('cancel_order', order)
             return order
         except ccxt.InvalidOrder as e:

freqtrade/exchange/gateio.py

@@ -22,13 +22,34 @@ class Gateio(Exchange):
     _ft_has: Dict = {
         "ohlcv_candle_limit": 1000,
         "ohlcv_volume_currency": "quote",
+        "stoploss_order_types": {"limit": "limit"},
+        "stoploss_on_exchange": True,
     }
 
-    _headers = {'X-Gate-Channel-Id': 'freqtrade'}
-
     def validate_ordertypes(self, order_types: Dict) -> None:
         super().validate_ordertypes(order_types)
 
         if any(v == 'market' for k, v in order_types.items()):
             raise OperationalException(
                 f'Exchange {self.name} does not support market orders.')
+
+    def fetch_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
+        return self.fetch_order(
+            order_id=order_id,
+            pair=pair,
+            params={'stop': True}
+        )
+
+    def cancel_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
+        return self.cancel_order(
+            order_id=order_id,
+            pair=pair,
+            params={'stop': True}
+        )
+
+    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        return stop_loss > float(order['stopPrice'])

freqtrade/freqtradebot.py

@@ -1428,14 +1428,14 @@ class FreqtradeBot(LoggingMixin):
     def handle_order_fee(self, trade: Trade, order_obj: Order, order: Dict[str, Any]) -> None:
         # Try update amount (binance-fix)
         try:
-            new_amount = self.get_real_amount(trade, order)
+            new_amount = self.get_real_amount(trade, order, order_obj)
             if not isclose(safe_value_fallback(order, 'filled', 'amount'), new_amount,
                            abs_tol=constants.MATH_CLOSE_PREC):
                 order_obj.ft_fee_base = trade.amount - new_amount
         except DependencyException as exception:
             logger.warning("Could not update trade amount: %s", exception)
 
-    def get_real_amount(self, trade: Trade, order: Dict) -> float:
+    def get_real_amount(self, trade: Trade, order: Dict, order_obj: Order) -> float:
         """
         Detect and update trade fee.
         Calls trade.update_fee() upon correct detection.
@@ -1453,7 +1453,7 @@ class FreqtradeBot(LoggingMixin):
         # use fee from order-dict if possible
         if self.exchange.order_has_fee(order):
             fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
-            logger.info(f"Fee for Trade {trade} [{order.get('side')}]: "
+            logger.info(f"Fee for Trade {trade} [{order_obj.ft_order_side}]: "
                         f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
             if fee_rate is None or fee_rate < 0.02:
                 # Reject all fees that report as > 2%.
@@ -1465,17 +1465,18 @@ class FreqtradeBot(LoggingMixin):
                     return self.apply_fee_conditional(trade, trade_base_currency,
                                                       amount=order_amount, fee_abs=fee_cost)
                 return order_amount
-        return self.fee_detection_from_trades(trade, order, order_amount, order.get('trades', []))
+        return self.fee_detection_from_trades(
+            trade, order, order_obj, order_amount, order.get('trades', []))
 
-    def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float,
+    def fee_detection_from_trades(self, trade: Trade, order: Dict, order_obj: Order,
-                                  trades: List) -> float:
+                                  order_amount: float, trades: List) -> float:
         """
         fee-detection fallback to Trades.
         Either uses provided trades list or the result of fetch_my_trades to get correct fee.
         """
         if not trades:
             trades = self.exchange.get_trades_for_order(
-                self.exchange.get_order_id_conditional(order), trade.pair, trade.open_date)
+                self.exchange.get_order_id_conditional(order), trade.pair, order_obj.order_date)
 
         if len(trades) == 0:
             logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)

freqtrade/optimize/backtesting.py

@@ -87,7 +87,7 @@ class Backtesting:
             validate_config_consistency(self.config)
 
         if "timeframe" not in self.config:
-            raise OperationalException("Timeframe (ticker interval) needs to be set in either "
+            raise OperationalException("Timeframe needs to be set in either "
                                        "configuration or as cli argument `--timeframe 5m`")
         self.timeframe = str(self.config.get('timeframe'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)

freqtrade/optimize/hyperopt_interface.py

@@ -29,15 +29,13 @@ class IHyperOpt(ABC):
     Class attributes you can use:
         timeframe -> int: value of the timeframe to use for the strategy
     """
-    ticker_interval: str  # DEPRECATED
     timeframe: str
     strategy: IStrategy
 
     def __init__(self, config: dict) -> None:
         self.config = config
 
-        # Assign ticker_interval to be used in hyperopt
+        # Assign timeframe to be used in hyperopt
-        IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECATED
         IHyperOpt.timeframe = str(config['timeframe'])
 
     def generate_estimator(self, dimensions: List[Dimension], **kwargs) -> EstimatorType:
@@ -192,7 +190,7 @@ class IHyperOpt(ABC):
             Categorical([True, False], name='trailing_only_offset_is_reached'),
         ]
 
-    # This is needed for proper unpickling the class attribute ticker_interval
+    # This is needed for proper unpickling the class attribute timeframe
     # which is set to the actual value by the resolver.
     # Why do I still need such shamanic mantras in modern python?
     def __getstate__(self):
@@ -202,5 +200,4 @@ class IHyperOpt(ABC):
 
     def __setstate__(self, state):
         self.__dict__.update(state)
-        IHyperOpt.ticker_interval = state['timeframe']
         IHyperOpt.timeframe = state['timeframe']

freqtrade/persistence/migrations.py

@@ -174,16 +174,17 @@ def drop_orders_table(engine, table_back_name: str):
 def migrate_orders_table(engine, table_back_name: str, cols_order: List):
 
     ft_fee_base = get_column_def(cols_order, 'ft_fee_base', 'null')
+    average = get_column_def(cols_order, 'average', 'null')
 
     # let SQLAlchemy create the schema as required
     with engine.begin() as connection:
         connection.execute(text(f"""
             insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
-            status, symbol, order_type, side, price, amount, filled, average, remaining, cost,
+            status, symbol, order_type, side, price, amount, filled, average, remaining,
-            order_date, order_filled_date, order_update_date, ft_fee_base)
+            cost, order_date, order_filled_date, order_update_date, ft_fee_base)
             select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
-            status, symbol, order_type, side, price, amount, filled, null average, remaining, cost,
+            status, symbol, order_type, side, price, amount, filled, {average} average, remaining,
-            order_date, order_filled_date, order_update_date, {ft_fee_base}
+            cost, order_date, order_filled_date, order_update_date, {ft_fee_base} ft_fee_base
             from {table_back_name}
             """))
 

freqtrade/plugins/pairlist/AgeFilter.py

@@ -98,7 +98,7 @@ class AgeFilter(IPairList):
         """
         Validate age for the ticker
         :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.fetch_tickers()
+        :param daily_candles: Downloaded daily candles
         :return: True if the pair can stay, false if it should be removed
         """
         # Check symbol in cache

freqtrade/plugins/pairlist/PrecisionFilter.py

@@ -51,7 +51,7 @@ class PrecisionFilter(IPairList):
         :param ticker: ticker dict as returned from ccxt.fetch_tickers()
         :return: True if the pair can stay, false if it should be removed
         """
-        stop_price = ticker['ask'] * self._stoploss
+        stop_price = ticker['last'] * self._stoploss
 
         # Adjust stop-prices to precision
         sp = self._exchange.price_to_precision(pair, stop_price)

freqtrade/plugins/pairlist/SpreadFilter.py

@@ -4,6 +4,7 @@ Spread pair list filter
 import logging
 from typing import Any, Dict
 
+from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -20,6 +21,12 @@ class SpreadFilter(IPairList):
         self._max_spread_ratio = pairlistconfig.get('max_spread_ratio', 0.005)
         self._enabled = self._max_spread_ratio != 0
 
+        if not self._exchange.exchange_has('fetchTickers'):
+            raise OperationalException(
+                'Exchange does not support fetchTickers, therefore SpreadFilter cannot be used.'
+                'Please edit your config and restart the bot.'
+            )
+
     @property
     def needstickers(self) -> bool:
         """

freqtrade/plugins/pairlist/VolatilityFilter.py

@@ -90,7 +90,7 @@ class VolatilityFilter(IPairList):
         """
         Validate trading range
         :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.fetch_tickers()
+        :param daily_candles: Downloaded daily candles
         :return: True if the pair can stay, false if it should be removed
         """
         # Check symbol in cache

freqtrade/plugins/pairlist/rangestabilityfilter.py

@@ -88,7 +88,7 @@ class RangeStabilityFilter(IPairList):
         """
         Validate trading range
         :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.fetch_tickers()
+        :param daily_candles: Downloaded daily candles
         :return: True if the pair can stay, false if it should be removed
         """
         # Check symbol in cache

freqtrade/resolvers/hyperopt_resolver.py

@@ -44,7 +44,6 @@ class HyperOptLossResolver(IResolver):
                                                         extra_dir=config.get('hyperopt_path'))
 
         # Assign timeframe to be used in hyperopt
-        hyperoptloss.__class__.ticker_interval = str(config['timeframe'])
         hyperoptloss.__class__.timeframe = str(config['timeframe'])
 
         return hyperoptloss

freqtrade/resolvers/strategy_resolver.py

@@ -45,14 +45,6 @@ class StrategyResolver(IResolver):
             strategy_name, config=config,
             extra_dir=config.get('strategy_path'))
 
-        if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
-            # Assign ticker_interval to timeframe to keep compatibility
-            if 'timeframe' not in config:
-                logger.warning(
-                    "DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
-                )
-                strategy.timeframe = strategy.ticker_interval
-
         if strategy._ft_params_from_file:
             # Set parameters from Hyperopt results file
             params = strategy._ft_params_from_file
@@ -145,10 +137,6 @@ class StrategyResolver(IResolver):
         """
         Normalize attributes to have the correct type.
         """
-        # Assign deprecated variable - to not break users code relying on this.
-        if hasattr(strategy, 'timeframe'):
-            strategy.ticker_interval = strategy.timeframe
-
         # Sort and apply type conversions
         if hasattr(strategy, 'minimal_roi'):
             strategy.minimal_roi = dict(sorted(

freqtrade/rpc/api_server/api_v1.py

@@ -137,7 +137,7 @@ def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(g
 def forcebuy(payload: ForceBuyPayload, rpc: RPC = Depends(get_rpc)):
     ordertype = payload.ordertype.value if payload.ordertype else None
     stake_amount = payload.stakeamount if payload.stakeamount else None
-    entry_tag = payload.entry_tag if payload.entry_tag else None
+    entry_tag = payload.entry_tag if payload.entry_tag else 'forceentry'
 
     trade = rpc._rpc_forcebuy(payload.pair, payload.price, ordertype, stake_amount, entry_tag)
 

freqtrade/rpc/rpc.py

@@ -582,7 +582,7 @@ class RPC:
             else:
                 try:
                     pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
-                    rate = tickers.get(pair, {}).get('bid', None)
+                    rate = tickers.get(pair, {}).get('last', None)
                     if rate:
                         if pair.startswith(stake_currency) and not pair.endswith(stake_currency):
                             rate = 1.0 / rate
@@ -713,7 +713,7 @@ class RPC:
 
     def _rpc_forcebuy(self, pair: str, price: Optional[float], order_type: Optional[str] = None,
                       stake_amount: Optional[float] = None,
-                      buy_tag: Optional[str] = None) -> Optional[Trade]:
+                      buy_tag: Optional[str] = 'forceentry') -> Optional[Trade]:
         """
         Handler for forcebuy <asset> <price>
         Buys a pair trade at the given or current price

freqtrade/strategy/interface.py

@@ -55,7 +55,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     Attributes you can use:
         minimal_roi -> Dict: Minimal ROI designed for the strategy
         stoploss -> float: optimal stoploss designed for the strategy
-        timeframe -> str: value of the timeframe (ticker interval) to use with the strategy
+        timeframe -> str: value of the timeframe to use with the strategy
     """
     # Strategy interface version
     # Default to version 2
@@ -81,7 +81,6 @@ class IStrategy(ABC, HyperStrategyMixin):
     use_custom_stoploss: bool = False
 
     # associated timeframe
-    ticker_interval: str  # DEPRECATED
     timeframe: str
 
     # Optional order types

requirements-dev.txt

@@ -6,8 +6,8 @@
 coveralls==3.3.1
 flake8==4.0.1
 flake8-tidy-imports==4.6.0
-mypy==0.931
+mypy==0.940
-pytest==7.0.1
+pytest==7.1.0
 pytest-asyncio==0.18.2
 pytest-cov==3.0.0
 pytest-mock==3.7.0
@@ -17,12 +17,12 @@ isort==5.10.1
 time-machine==2.6.0
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==6.4.2
+nbconvert==6.4.4
 
 # mypy types
-types-cachetools==4.2.10
+types-cachetools==5.0.0
 types-filelock==3.2.5
-types-requests==2.27.11
+types-requests==2.27.12
 types-tabulate==0.8.5
 
 # Extensions to datetime library

requirements.txt

@@ -1,8 +1,8 @@
-numpy==1.22.2
+numpy==1.22.3
 pandas==1.4.1
 pandas-ta==0.3.14b
 
-ccxt==1.75.12
+ccxt==1.76.5
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==36.0.1
 aiohttp==3.8.1
@@ -32,7 +32,7 @@ sdnotify==0.3.2
 
 # API Server
 fastapi==0.75.0
-uvicorn==0.17.5
+uvicorn==0.17.6
 pyjwt==2.3.0
 aiofiles==0.8.0
 psutil==5.9.0

setup.py

@@ -42,7 +42,7 @@ setup(
         ],
     install_requires=[
         # from requirements.txt
-        'ccxt>=1.74.17',
+        'ccxt>=1.76.5',
         'SQLAlchemy',
         'python-telegram-bot>=13.4',
         'arrow>=0.17.0',

tests/exchange/test_exchange.py

@@ -1695,7 +1695,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
     exchange._api_async.fetch_ohlcv.reset_mock()
     caplog.clear()
     # Call with invalid timeframe
-    res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '3m')],cache=False)
+    res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '3m')], cache=False)
     assert not res
     assert len(res) == 0
     assert log_has_re(r'Cannot download \(IOTA\/ETH, 3m\).*', caplog)

tests/exchange/test_gateio.py

@@ -1,8 +1,11 @@
+from unittest.mock import MagicMock
+
 import pytest
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Gateio
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
+from tests.conftest import get_patched_exchange
 
 
 def test_validate_order_types_gateio(default_conf, mocker):
@@ -26,3 +29,39 @@ def test_validate_order_types_gateio(default_conf, mocker):
     with pytest.raises(OperationalException,
                        match=r'Exchange .* does not support market orders.'):
         ExchangeResolver.load_exchange('gateio', default_conf, True)
+
+
+def test_fetch_stoploss_order_gateio(default_conf, mocker):
+    exchange = get_patched_exchange(mocker, default_conf, id='gateio')
+
+    fetch_order_mock = MagicMock()
+    exchange.fetch_order = fetch_order_mock
+
+    exchange.fetch_stoploss_order('1234', 'ETH/BTC')
+    assert fetch_order_mock.call_count == 1
+    assert fetch_order_mock.call_args_list[0][1]['order_id'] == '1234'
+    assert fetch_order_mock.call_args_list[0][1]['pair'] == 'ETH/BTC'
+    assert fetch_order_mock.call_args_list[0][1]['params'] == {'stop': True}
+
+
+def test_cancel_stoploss_order_gateio(default_conf, mocker):
+    exchange = get_patched_exchange(mocker, default_conf, id='gateio')
+
+    cancel_order_mock = MagicMock()
+    exchange.cancel_order = cancel_order_mock
+
+    exchange.cancel_stoploss_order('1234', 'ETH/BTC')
+    assert cancel_order_mock.call_count == 1
+    assert cancel_order_mock.call_args_list[0][1]['order_id'] == '1234'
+    assert cancel_order_mock.call_args_list[0][1]['pair'] == 'ETH/BTC'
+    assert cancel_order_mock.call_args_list[0][1]['params'] == {'stop': True}
+
+
+def test_stoploss_adjust_gateio(mocker, default_conf):
+    exchange = get_patched_exchange(mocker, default_conf, id='gateio')
+    order = {
+        'price': 1500,
+        'stopPrice': 1500,
+    }
+    assert exchange.stoploss_adjust(1501, order)
+    assert not exchange.stoploss_adjust(1499, order)

tests/optimize/test_backtesting.py

@@ -314,16 +314,15 @@ def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
     del default_conf['timeframe']
     default_conf['strategy_list'] = ['StrategyTestV2',
-                                     'SampleStrategy']
+                                     'HyperoptableStrategy']
 
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
-    with pytest.raises(OperationalException):
+    with pytest.raises(OperationalException,
+                       match=r"Timeframe needs to be set in either configuration"):
         Backtesting(default_conf)
-    log_has("Ticker-interval needs to be set in either configuration "
-            "or as cli argument `--ticker-interval 5m`", caplog)
 
 
-def test_data_with_fee(default_conf, mocker, testdatadir) -> None:
+def test_data_with_fee(default_conf, mocker) -> None:
     patch_exchange(mocker)
     default_conf['fee'] = 0.1234
 

tests/optimize/test_edge_cli.py

@@ -6,8 +6,7 @@ from unittest.mock import MagicMock
 from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_edge
 from freqtrade.enums import RunMode
 from freqtrade.optimize.edge_cli import EdgeCli
-from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
+from tests.conftest import get_args, log_has, patch_exchange, patched_configuration_load_config_file
-                            patched_configuration_load_config_file)
 
 
 def test_setup_optimize_configuration_without_arguments(mocker, default_conf, caplog) -> None:
@@ -30,7 +29,6 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     assert 'datadir' in config
     assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
     assert 'timeframe' in config
-    assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
 
     assert 'timerange' not in config
     assert 'stoploss_range' not in config

tests/optimize/test_hyperopt.py

@@ -63,7 +63,6 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
     assert 'datadir' in config
     assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
     assert 'timeframe' in config
-    assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
 
     assert 'position_stacking' not in config
     assert not log_has('Parameter --enable-position-stacking detected ...', caplog)

tests/plugins/test_pairlist.py

@@ -782,6 +782,19 @@ def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None
         get_patched_freqtradebot(mocker, default_conf)
 
 
+def test_pair_whitelist_not_supported_Spread(mocker, default_conf, tickers) -> None:
+    default_conf['pairlists'] = [{'method': 'StaticPairList'}, {'method': 'SpreadFilter'}]
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          get_tickers=tickers,
+                          exchange_has=MagicMock(return_value=False),
+                          )
+
+    with pytest.raises(OperationalException,
+                       match=r'Exchange does not support fetchTickers, .*'):
+        get_patched_freqtradebot(mocker, default_conf)
+
+
 @pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
 def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
     whitelist_conf['pairlists'][0]['method'] = pairlist

tests/rpc/test_rpc.py

@@ -605,8 +605,8 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     rpc._fiat_converter = CryptoToFiatConverter()
 
     result = rpc._rpc_balance(default_conf['stake_currency'], default_conf['fiat_display_currency'])
-    assert prec_satoshi(result['total'], 12.309096315)
+    assert prec_satoshi(result['total'], 12.30909624)
-    assert prec_satoshi(result['value'], 184636.44472997)
+    assert prec_satoshi(result['value'], 184636.443606915)
     assert tickers.call_count == 1
     assert tickers.call_args_list[0][1]['cached'] is True
     assert 'USD' == result['symbol']
@@ -624,17 +624,16 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
          'est_stake': 0.30794,
          'used': 4.0,
          'stake': 'BTC',
-
          },
         {'free': 5.0,
          'balance': 10.0,
          'currency': 'USDT',
-         'est_stake': 0.0011563153318162476,
+         'est_stake': 0.0011562404610161968,
          'used': 5.0,
          'stake': 'BTC',
          }
     ]
-    assert result['total'] == 12.309096315331816
+    assert result['total'] == 12.309096240461017
 
 
 def test_rpc_start(mocker, default_conf) -> None:
@@ -1148,6 +1147,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
     pair = 'LTC/BTC'
     trade = rpc._rpc_forcebuy(pair, 0.0001, order_type='limit', stake_amount=0.05)
     assert trade.stake_amount == 0.05
+    assert trade.buy_tag == 'forceentry'
 
     # Test not buying
     pair = 'XRP/BTC'

tests/strategy/strats/legacy_strategy_v1.py

@@ -31,9 +31,7 @@ class TestStrategyLegacyV1(IStrategy):
     # This attribute will be overridden if the config file contains "stoploss"
     stoploss = -0.10
 
-    # Optimal timeframe for the strategy
+    timeframe = '5m'
-    # Keep the legacy value here to test compatibility
-    ticker_interval = '5m'
 
     def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
         """

tests/strategy/test_strategy_loading.py

@@ -111,7 +111,6 @@ def test_strategy(result, default_conf):
     assert default_conf['stoploss'] == -0.10
 
     assert strategy.timeframe == '5m'
-    assert strategy.ticker_interval == '5m'
     assert default_conf['timeframe'] == '5m'
 
     df_indicators = strategy.advise_indicators(result, metadata=metadata)
@@ -376,7 +375,6 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
     assert strategy._sell_fun_len == 2
     assert strategy.INTERFACE_VERSION == 1
     assert strategy.timeframe == '5m'
-    assert strategy.ticker_interval == '5m'
 
     indicator_df = strategy.advise_indicators(result, metadata=metadata)
     assert isinstance(indicator_df, DataFrame)
@@ -390,9 +388,6 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
     assert isinstance(selldf, DataFrame)
     assert 'sell' in selldf
 
-    assert log_has("DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.",
-                   caplog)
-
 
 def test_strategy_interface_versioning(result, monkeypatch, default_conf):
     default_conf.update({'strategy': 'StrategyTestV2'})

tests/test_arguments.py

@@ -111,17 +111,17 @@ def test_parse_args_strategy_path_invalid() -> None:
 
 def test_parse_args_backtesting_invalid() -> None:
     with pytest.raises(SystemExit, match=r'2'):
-        Arguments(['backtesting --ticker-interval']).get_parsed_arg()
+        Arguments(['backtesting --timeframe']).get_parsed_arg()
 
     with pytest.raises(SystemExit, match=r'2'):
-        Arguments(['backtesting --ticker-interval', 'abc']).get_parsed_arg()
+        Arguments(['backtesting --timeframe', 'abc']).get_parsed_arg()
 
 
 def test_parse_args_backtesting_custom() -> None:
     args = [
         'backtesting',
         '-c', 'test_conf.json',
-        '--ticker-interval', '1m',
+        '--timeframe', '1m',
         '--strategy-list',
         'StrategyTestV2',
         'SampleStrategy'

tests/test_configuration.py

@@ -443,7 +443,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
         '--strategy', 'StrategyTestV2',
         '--datadir', '/foo/bar',
         '--userdir', "/tmp/freqtrade",
-        '--ticker-interval', '1m',
+        '--timeframe', '1m',
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--timerange', ':100',
@@ -494,7 +494,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
     arglist = [
         'backtesting',
         '--config', 'config.json',
-        '--ticker-interval', '1m',
+        '--timeframe', '1m',
         '--export', 'trades',
         '--strategy-list',
         'StrategyTestV2',
@@ -1320,22 +1320,14 @@ def test_process_removed_setting(mocker, default_conf, caplog):
 def test_process_deprecated_ticker_interval(default_conf, caplog):
     message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval."
     config = deepcopy(default_conf)
+
     process_temporary_deprecated_settings(config)
     assert not log_has(message, caplog)
 
     del config['timeframe']
     config['ticker_interval'] = '15m'
-    process_temporary_deprecated_settings(config)
-    assert log_has(message, caplog)
-    assert config['ticker_interval'] == '15m'
-
-    config = deepcopy(default_conf)
-    # Have both timeframe and ticker interval in config
-    # Can also happen when using ticker_interval in configuration, and --timeframe as cli argument
-    config['timeframe'] = '5m'
-    config['ticker_interval'] = '4h'
     with pytest.raises(OperationalException,
-                       match=r"Both 'timeframe' and 'ticker_interval' detected."):
+                       match=r"DEPRECATED: 'ticker_interval' detected. Please use.*"):
         process_temporary_deprecated_settings(config)
 
 

tests/test_freqtradebot.py

@@ -3568,9 +3568,9 @@ def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fe
         open_order_id="123456"
     )
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
-
+    order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
     # Amount is reduced by "fee"
-    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
+    assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount - (amount * 0.001)
     assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
                    'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
                    caplog)
@@ -3594,8 +3594,9 @@ def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_ord
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     walletmock.reset_mock()
+    order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
     # Amount is kept as is
-    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
+    assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount
     assert walletmock.call_count == 1
     assert log_has_re(r'Fee amount for Trade.* was in base currency '
                       '- Eating Fee 0.008 into dust', caplog)
@@ -3616,8 +3617,9 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
     )
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
+    order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
     # Amount is reduced by "fee"
-    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
+    assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount
     assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
                    'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found',
                    caplog)
@@ -3668,7 +3670,8 @@ def test_get_real_amount(
         mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
 
     caplog.clear()
-    assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
+    order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
+    assert freqtrade.get_real_amount(trade, buy_order, order_obj) == amount - fee_reduction_amount
 
     if expected_log:
         assert log_has(expected_log, caplog)
@@ -3715,7 +3718,8 @@ def test_get_real_amount_multi(
 
     # Amount is reduced by "fee"
     expected_amount = amount - (amount * fee_reduction_amount)
-    assert freqtrade.get_real_amount(trade, buy_order_fee) == expected_amount
+    order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
+    assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == expected_amount
     assert log_has(
         (
             'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
@@ -3750,8 +3754,9 @@ def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_
     )
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
+    order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
     # Amount does not change
-    assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount
+    assert freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj) == amount
 
 
 def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_doublefee,
@@ -3773,7 +3778,8 @@ def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_dou
 
     # Amount does not change
     assert trade.fee_open == 0.0025
-    assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee) == 30.0
+    order_obj = Order.parse_from_ccxt_object(market_buy_order_usdt_doublefee, 'LTC/ETH', 'buy')
+    assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee, order_obj) == 30.0
     assert tfo_mock.call_count == 0
     # Fetch fees from trades dict if available to get "proper" values
     assert round(trade.fee_open, 4) == 0.001
@@ -3797,9 +3803,10 @@ def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_o
     )
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
+    order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
     # Amount does not change
     with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
-        freqtrade.get_real_amount(trade, limit_buy_order_usdt)
+        freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj)
 
 
 def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee,
@@ -3821,9 +3828,10 @@ def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_ord
     )
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
+    order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
     # Amount changes by fee amount.
     assert isclose(
-        freqtrade.get_real_amount(trade, limit_buy_order_usdt),
+        freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj),
         amount - (amount * 0.001),
         abs_tol=MATH_CLOSE_PREC,
     )
@@ -3847,7 +3855,8 @@ def test_get_real_amount_open_trade(default_conf_usdt, fee, mocker):
         'side': 'buy',
     }
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
-    assert freqtrade.get_real_amount(trade, order) == amount
+    order_obj = Order.parse_from_ccxt_object(order, 'LTC/ETH', 'buy')
+    assert freqtrade.get_real_amount(trade, order, order_obj) == amount
 
 
 @pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [

tests/test_periodiccache.py

@@ -26,7 +26,9 @@ def test_ttl_cache():
         assert 'a' in cache1h
 
         t.move_to("2021-09-01 05:59:59 +00:00")
+        assert 'a' not in cache
         assert 'a' in cache1h
 
         t.move_to("2021-09-01 06:00:00 +00:00")
+        assert 'a' not in cache
         assert 'a' not in cache1h