Added validating checks for trading_mode and collateral on each exchange

freqtrade/exchange/binance.py

@@ -1,9 +1,10 @@
 """ Binance exchange subclass """
 import logging
-from typing import Dict, Optional
+from typing import Dict, List, Optional, Tuple
 
 import ccxt
 
+from freqtrade.enums import Collateral, TradingMode
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
@@ -24,6 +25,13 @@ class Binance(Exchange):
         "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
     }
 
+    _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
+        # TradingMode.SPOT always supported and not required in this list
+        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.ISOLATED)  # TODO-lev: Uncomment once supported
+    ]
+
     def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
         """
         Verify stop_loss against stoploss-order value (limit or price)

freqtrade/exchange/exchange.py

@@ -22,7 +22,7 @@ from pandas import DataFrame
 from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES,
                                  ListPairsWithTimeframes)
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
-from freqtrade.enums import Collateral
+from freqtrade.enums import Collateral, TradingMode
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)
@@ -73,6 +73,10 @@ class Exchange:
 
     _leverage_brackets: Dict = {}
 
+    _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
+        # TradingMode.SPOT always supported and not required in this list
+    ]
+
     def __init__(self, config: Dict[str, Any], validate: bool = True) -> None:
         """
         Initializes this module with the given config,
@@ -138,6 +142,26 @@ class Exchange:
         self._api_async = self._init_ccxt(
             exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
 
+        trading_mode: TradingMode = (
+            TradingMode(config.get('trading_mode'))
+            if config.get('trading_mode')
+            else TradingMode.SPOT
+        )
+        collateral: Optional[Collateral] = (
+            Collateral(config.get('collateral'))
+            if config.get('collateral')
+            else None
+        )
+
+        if trading_mode != TradingMode.SPOT:
+            try:
+                # TODO-lev: This shouldn't need to happen, but for some reason I get that the
+                # TODO-lev: method isn't implemented
+                self.fill_leverage_brackets()
+            except Exception as error:
+                logger.debug(error)
+                logger.debug("Could not load leverage_brackets")
+
         logger.info('Using Exchange "%s"', self.name)
 
         if validate:
@@ -155,21 +179,11 @@ class Exchange:
             self.validate_order_time_in_force(config.get('order_time_in_force', {}))
             self.validate_required_startup_candles(config.get('startup_candle_count', 0),
                                                    config.get('timeframe', ''))
-
+            self.validate_trading_mode_and_collateral(trading_mode, collateral)
         # Converts the interval provided in minutes in config to seconds
         self.markets_refresh_interval: int = exchange_config.get(
             "markets_refresh_interval", 60) * 60
 
-        leverage = config.get('leverage_mode')
-        if leverage is not False:
-            try:
-                # TODO-lev: This shouldn't need to happen, but for some reason I get that the
-                # TODO-lev: method isn't implemented
-                self.fill_leverage_brackets()
-            except Exception as error:
-                logger.debug(error)
-                logger.debug("Could not load leverage_brackets")
-
     def __del__(self):
         """
         Destructor - clean up async stuff
@@ -376,7 +390,7 @@ class Exchange:
             raise OperationalException(
                 'Could not load markets, therefore cannot start. '
                 'Please investigate the above error for more details.'
-                )
+            )
         quote_currencies = self.get_quote_currencies()
         if stake_currency not in quote_currencies:
             raise OperationalException(
@@ -488,6 +502,25 @@ class Exchange:
                 f"This strategy requires {startup_candles} candles to start. "
                 f"{self.name} only provides {candle_limit} for {timeframe}.")
 
+    def validate_trading_mode_and_collateral(
+        self,
+        trading_mode: TradingMode,
+        collateral: Optional[Collateral]  # Only None when trading_mode = TradingMode.SPOT
+    ):
+        """
+            Checks if freqtrade can perform trades using the configured
+            trading mode(Margin, Futures) and Collateral(Cross, Isolated)
+            Throws OperationalException:
+                If the trading_mode/collateral type are not supported by freqtrade on this exchange
+        """
+        if trading_mode != TradingMode.SPOT and (
+            (trading_mode, collateral) not in self._supported_trading_mode_collateral_pairs
+        ):
+            collateral_value = collateral and collateral.value
+            raise OperationalException(
+                f"Freqtrade does not support {collateral_value} {trading_mode.value} on {self.name}"
+            )
+
     def exchange_has(self, endpoint: str) -> bool:
         """
         Checks if exchange implements a specific API endpoint.

freqtrade/exchange/ftx.py

@@ -1,9 +1,10 @@
 """ FTX exchange subclass """
 import logging
-from typing import Any, Dict, Optional
+from typing import Any, Dict, List, Optional, Tuple
 
 import ccxt
 
+from freqtrade.enums import Collateral, TradingMode
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
@@ -21,6 +22,12 @@ class Ftx(Exchange):
         "ohlcv_candle_limit": 1500,
     }
 
+    _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
+        # TradingMode.SPOT always supported and not required in this list
+        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.CROSS)  # TODO-lev: Uncomment once supported
+    ]
+
     def market_is_tradable(self, market: Dict[str, Any]) -> bool:
         """
         Check if the market symbol is tradable by Freqtrade.

freqtrade/exchange/kraken.py

@@ -1,9 +1,10 @@
 """ Kraken exchange subclass """
 import logging
-from typing import Any, Dict, Optional
+from typing import Any, Dict, List, Optional, Tuple
 
 import ccxt
 
+from freqtrade.enums import Collateral, TradingMode
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
@@ -23,6 +24,12 @@ class Kraken(Exchange):
         "trades_pagination_arg": "since",
     }
 
+    _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
+        # TradingMode.SPOT always supported and not required in this list
+        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.CROSS)  # TODO-lev: No CCXT support
+    ]
+
     def market_is_tradable(self, market: Dict[str, Any]) -> bool:
         """
         Check if the market symbol is tradable by Freqtrade.
@@ -33,7 +40,7 @@ class Kraken(Exchange):
         return (parent_check and
                 market.get('darkpool', False) is False)
 
-    @retrier
+    @ retrier
     def get_balances(self) -> dict:
         if self._config['dry_run']:
             return {}
@@ -48,8 +55,8 @@ class Kraken(Exchange):
 
             orders = self._api.fetch_open_orders()
             order_list = [(x["symbol"].split("/")[0 if x["side"] == "sell" else 1],
-                           x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"],
+                          x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"],
-                           # Don't remove the below comment, this can be important for debugging
+                          # Don't remove the below comment, this can be important for debugging
                            # x["side"], x["amount"],
                            ) for x in orders]
             for bal in balances:
@@ -77,7 +84,7 @@ class Kraken(Exchange):
                 (side == "buy" and stop_loss < float(order['price']))
                 ))
 
-    @retrier(retries=0)
+    @ retrier(retries=0)
     def stoploss(self, pair: str, amount: float,
                  stop_price: float, order_types: Dict, side: str) -> Dict:
         """

tests/exchange/test_exchange.py

@@ -10,7 +10,7 @@ import ccxt
 import pytest
 from pandas import DataFrame
 
-from freqtrade.enums import Collateral
+from freqtrade.enums import Collateral, TradingMode
 from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException,
                                   OperationalException, PricingError, TemporaryError)
 from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
@@ -3027,10 +3027,16 @@ def test_get_interest_rate(
 @pytest.mark.parametrize("exchange_name", [("binance"), ("ftx"), ("kraken")])
 @pytest.mark.parametrize("maker_or_taker", [("maker"), ("taker")])
 @pytest.mark.parametrize("is_short", [(True), (False)])
-def test_get_interest_rate_exceptions(mocker, default_conf, exchange_name, maker_or_taker, is_short):
+def test_get_interest_rate_exceptions(
+    mocker,
+    default_conf,
+    exchange_name,
+    maker_or_taker,
+    is_short
+):
 
     # api_mock = MagicMock()
-    # # TODO-lev: get_interest_rate currently not implemented on CCXT, so this may need to be renamed
+    # # TODO-lev: get_interest_rate currently not implemented on CCXT, so this may be renamed
     # api_mock.get_interest_rate = MagicMock()
     # type(api_mock).has = PropertyMock(return_value={'getInterestRate': True})
 
@@ -3092,3 +3098,52 @@ def test_set_margin_mode(mocker, default_conf, exchange_name, collateral):
         pair="XRP/USDT",
         collateral=collateral
     )
+
+
+@pytest.mark.parametrize("exchange_name, trading_mode, collateral, exception_thrown", [
+    ("binance", TradingMode.SPOT, None, False),
+    ("binance", TradingMode.MARGIN, Collateral.ISOLATED, True),
+    ("kraken", TradingMode.SPOT, None, False),
+    ("kraken", TradingMode.MARGIN, Collateral.ISOLATED, True),
+    ("kraken", TradingMode.FUTURES, Collateral.ISOLATED, True),
+    ("ftx", TradingMode.SPOT, None, False),
+    ("ftx", TradingMode.MARGIN, Collateral.ISOLATED, True),
+    ("ftx", TradingMode.FUTURES, Collateral.ISOLATED, True),
+    ("bittrex", TradingMode.SPOT, None, False),
+    ("bittrex", TradingMode.MARGIN, Collateral.CROSS, True),
+    ("bittrex", TradingMode.MARGIN, Collateral.ISOLATED, True),
+    ("bittrex", TradingMode.FUTURES, Collateral.CROSS, True),
+    ("bittrex", TradingMode.FUTURES, Collateral.ISOLATED, True),
+
+    # TODO-lev: Remove once implemented
+    ("binance", TradingMode.MARGIN, Collateral.CROSS, True),
+    ("binance", TradingMode.FUTURES, Collateral.CROSS, True),
+    ("binance", TradingMode.FUTURES, Collateral.ISOLATED, True),
+    ("kraken", TradingMode.MARGIN, Collateral.CROSS, True),
+    ("kraken", TradingMode.FUTURES, Collateral.CROSS, True),
+    ("ftx", TradingMode.MARGIN, Collateral.CROSS, True),
+    ("ftx", TradingMode.FUTURES, Collateral.CROSS, True),
+
+    # TODO-lev: Uncomment once implemented
+    # ("binance", TradingMode.MARGIN, Collateral.CROSS, False),
+    # ("binance", TradingMode.FUTURES, Collateral.CROSS, False),
+    # ("binance", TradingMode.FUTURES, Collateral.ISOLATED, False),
+    # ("kraken", TradingMode.MARGIN, Collateral.CROSS, False),
+    # ("kraken", TradingMode.FUTURES, Collateral.CROSS, False),
+    # ("ftx", TradingMode.MARGIN, Collateral.ISOLATED, False),
+    # ("ftx", TradingMode.FUTURES, Collateral.ISOLATED, False)
+])
+def test_validate_trading_mode_and_collateral(
+    default_conf,
+    mocker,
+    exchange_name,
+    trading_mode,
+    collateral,
+    exception_thrown
+):
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    if (exception_thrown):
+        with pytest.raises(OperationalException):
+            exchange.validate_trading_mode_and_collateral(trading_mode, collateral)
+    else:
+        exchange.validate_trading_mode_and_collateral(trading_mode, collateral)