diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 220dfce22..95ad67a65 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -160,6 +160,7 @@ def start_list_data(args: Dict[str, Any]) -> None:
     from freqtrade.data.history.idatahandler import get_datahandler
     dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv'])
 
+    # TODO-lev: trading-mode should be parsed at config level, and available as Enum in the config.
     paircombs = dhc.ohlcv_get_available_data(config['datadir'], config.get('trading_mode', 'spot'))
 
     if args['pairs']:
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 9074ed3cb..9c7c774a9 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1528,7 +1528,6 @@ class Exchange:
         :return: Dict of [{(pair, timeframe): Dataframe}]
         """
         logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
-        # TODO: maybe depend this on candle type?
         drop_incomplete = self._ohlcv_partial_candle if drop_incomplete is None else drop_incomplete
         input_coroutines = []
         cached_pairs = []
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 6d87dc6bc..55887529b 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1049,7 +1049,7 @@ class FreqtradeBot(LoggingMixin):
         Check if trade is fulfilled in which case the stoploss
         on exchange should be added immediately if stoploss on exchange
         is enabled.
-        # TODO: liquidation price always on exchange, even without stoploss_on_exchange
+        # TODO-lev: liquidation price always on exchange, even without stoploss_on_exchange
         """
 
         logger.debug('Handling stoploss on exchange %s ...', trade)
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 8d604f9eb..c24f6e5db 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -536,7 +536,6 @@ class Backtesting:
         sell_candle_time: datetime = sell_row[DATE_IDX].to_pydatetime()
 
         if self.trading_mode == TradingMode.FUTURES:
-            # TODO: liquidation price?
             trade.funding_fees = self.exchange.calculate_funding_fees(
                 self.futures_data[trade.pair],
                 amount=trade.amount,