Merge branch 'freqtrade:develop' into plot_hyperopt_stats

2022-03-20 15:42:53 +00:00 · 2022-03-20 15:42:53 +00:00 · 112738d68d
commit 112738d68d
parent d796ce0935 fcec071a08
48 changed files with 203 additions and 136 deletions
--- a/docs/backtesting.md
+++ b/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-
--- a/docs/bot-basics.md
+++ b/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.
--- a/docs/configuration.md
+++ b/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
--- a/docs/deprecated.md
+++ b/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.
--- a/docs/edge.md
+++ b/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.
--- a/docs/exchanges.md
+++ b/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.

--- a/docs/hyperopt.md
+++ b/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.
--- a/docs/plotting.md
+++ b/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.

--- a/docs/stoploss.md
+++ b/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.

--- a/docs/strategy-customization.md
+++ b/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.
--- a/docs/telegram-usage.md
+++ b/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)

--- a/docs/utils.md
+++ b/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`).
-                        Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        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
--- a/freqtrade/commands/arguments.py
+++ b/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"]

--- a/freqtrade/commands/cli_options.py
+++ b/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`',
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/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.")
--- a/freqtrade/edge/edge_positioning.py
+++ b/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 \
-                info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)) and \
-                    pair in pairs:
+            if (
+                info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2))
+                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 \
-                    info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
+            if (info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and
+                    info.winrate > float(self.edge_config.get('minimum_winrate', 0.60))):
                final.append({
                    'Pair': pair,
                    'Winrate': info.winrate,
--- a/freqtrade/exchange/exchange.py
+++ b/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:
--- a/freqtrade/exchange/gateio.py
+++ b/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'])
--- a/freqtrade/freqtradebot.py
+++ b/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,
-                                  trades: List) -> float:
+    def fee_detection_from_trades(self, trade: Trade, order: Dict, order_obj: Order,
+                                  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)
--- a/freqtrade/optimize/backtesting.py
+++ b/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)
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/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
-        IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECATED
+        # Assign timeframe to be used in hyperopt
        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']
--- a/freqtrade/persistence/migrations.py
+++ b/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,
-            order_date, order_filled_date, order_update_date, ft_fee_base)
+            status, symbol, order_type, side, price, amount, filled, average, remaining,
+            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,
-            order_date, order_filled_date, order_update_date, {ft_fee_base}
+            status, symbol, order_type, side, price, amount, filled, {average} average, remaining,
+            cost, order_date, order_filled_date, order_update_date, {ft_fee_base} ft_fee_base
            from {table_back_name}
            """))

--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/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
--- a/freqtrade/plugins/pairlist/PrecisionFilter.py
+++ b/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)
--- a/freqtrade/plugins/pairlist/SpreadFilter.py
+++ b/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:
        """
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/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
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/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
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/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
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/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(
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/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)

--- a/freqtrade/rpc/rpc.py
+++ b/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
--- a/freqtrade/strategy/interface.py
+++ b/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
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@ -6,8 +6,8 @@
 coveralls==3.3.1
 flake8==4.0.1
 flake8-tidy-imports==4.6.0
-mypy==0.931
-pytest==7.0.1
+mypy==0.940
+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
--- a/requirements.txt
+++ b/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
--- a/setup.py
+++ b/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',
--- a/tests/exchange/test_gateio.py
+++ b/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)
--- a/tests/optimize/test_backtesting.py
+++ b/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

--- a/tests/optimize/test_edge_cli.py
+++ b/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,
-                            patched_configuration_load_config_file)
+from tests.conftest import get_args, log_has, patch_exchange, 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
--- a/tests/optimize/test_hyperopt.py
+++ b/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)
--- a/tests/plugins/test_pairlist.py
+++ b/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
--- a/tests/rpc/test_rpc.py
+++ b/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['value'], 184636.44472997)
+    assert prec_satoshi(result['total'], 12.30909624)
+    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'
--- a/tests/strategy/strats/legacy_strategy_v1.py
+++ b/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
-    # Keep the legacy value here to test compatibility
-    ticker_interval = '5m'
+    timeframe = '5m'

    def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
        """
--- a/tests/strategy/test_strategy_loading.py
+++ b/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'})
--- a/tests/test_arguments.py
+++ b/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'
--- a/tests/test_configuration.py
+++ b/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)


--- a/tests/test_freqtradebot.py
+++ b/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', [
--- a/tests/test_periodiccache.py
+++ b/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