Merge branch 'freqtrade:develop' into partial_sell

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/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/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

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/rpc/test_rpc.py

@@ -611,8 +611,8 @@ 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']
@@ -630,17 +630,16 @@ 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:

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