set reduceOnly for futures exit orders

freqtrade/exchange/binance.py

@@ -86,14 +86,22 @@ class Binance(Exchange):
         try:
             params = self._params.copy()
             params.update({'stopPrice': stop_price})
+            if self.trading_mode == TradingMode.FUTURES:
+                params.update({'reduceOnly': True})
 
             amount = self.amount_to_precision(pair, amount)
 
             rate = self.price_to_precision(pair, rate)
 
             self._lev_prep(pair, leverage)
-            order = self._api.create_order(symbol=pair, type=ordertype, side=side,
-                                           amount=amount, price=rate, params=params)
+            order = self._api.create_order(
+                symbol=pair,
+                type=ordertype,
+                side=side,
+                amount=amount,
+                price=rate,
+                params=params
+            )
             logger.info('stoploss limit order added for %s. '
                         'stop price: %s. limit: %s', pair, stop_price, rate)
             self._log_exchange_response('create_stoploss_order', order)

freqtrade/exchange/exchange.py

@@ -882,21 +882,38 @@ class Exchange:
             self.set_margin_mode(pair, self.margin_mode)
             self._set_leverage(leverage, pair)
 
-    def _get_params(self, ordertype: str, leverage: float, time_in_force: str = 'gtc') -> Dict:
+    def _get_params(
+        self,
+        ordertype: str,
+        leverage: float,
+        reduceOnly: bool,
+        time_in_force: str = 'gtc',
+    ) -> Dict:
         params = self._params.copy()
         if time_in_force != 'gtc' and ordertype != 'market':
             param = self._ft_has.get('time_in_force_parameter', '')
             params.update({param: time_in_force})
+        if reduceOnly:
+            params.update({'reduceOnly': True})
         return params
 
-    def create_order(self, pair: str, ordertype: str, side: str, amount: float,
-                     rate: float, leverage: float = 1.0, time_in_force: str = 'gtc') -> Dict:
+    def create_order(
+        self,
+        pair: str,
+        ordertype: str,
+        side: str,
+        amount: float,
+        rate: float,
+        reduceOnly: bool = False,
+        leverage: float = 1.0,
+        time_in_force: str = 'gtc',
+    ) -> Dict:
         # TODO-lev: remove default for leverage
         if self._config['dry_run']:
             dry_order = self.create_dry_run_order(pair, ordertype, side, amount, rate, leverage)
             return dry_order
 
-        params = self._get_params(ordertype, leverage, time_in_force)
+        params = self._get_params(ordertype, leverage, reduceOnly, time_in_force)
 
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
@@ -905,7 +922,9 @@ class Exchange:
                            or self._api.options.get("createMarketBuyOrderRequiresPrice", False))
             rate_for_order = self.price_to_precision(pair, rate) if needs_price else None
 
-            self._lev_prep(pair, leverage)
+            if not reduceOnly:
+                self._lev_prep(pair, leverage)
+
             order = self._api.create_order(
                 pair,
                 ordertype,

freqtrade/exchange/ftx.py

@@ -70,6 +70,8 @@ class Ftx(Exchange):
             if order_types.get('stoploss', 'market') == 'limit':
                 # set orderPrice to place limit order, otherwise it's a market order
                 params['orderPrice'] = limit_rate
+            if self.trading_mode == TradingMode.FUTURES:
+                params.update({'reduceOnly': True})
 
             params['stopPrice'] = stop_price
             amount = self.amount_to_precision(pair, amount)

freqtrade/exchange/kraken.py

@@ -101,6 +101,8 @@ class Kraken(Exchange):
         Stoploss market orders is the only stoploss type supported by kraken.
         """
         params = self._params.copy()
+        if self.trading_mode == TradingMode.FUTURES:
+            params.update({'reduceOnly': True})
 
         if order_types.get('stoploss', 'market') == 'limit':
             ordertype = "stop-loss-limit"
@@ -159,8 +161,14 @@ class Kraken(Exchange):
         """
         return
 
-    def _get_params(self, ordertype: str, leverage: float, time_in_force: str = 'gtc') -> Dict:
-        params = super()._get_params(ordertype, leverage, time_in_force)
+    def _get_params(
+        self,
+        ordertype: str,
+        leverage: float,
+        reduceOnly: bool,
+        time_in_force: str = 'gtc'
+    ) -> Dict:
+        params = super()._get_params(ordertype, leverage, reduceOnly, time_in_force)
         if leverage > 1.0:
             params['leverage'] = leverage
         return params

freqtrade/freqtradebot.py

@@ -699,6 +699,7 @@ class FreqtradeBot(LoggingMixin):
             side=side,
             amount=amount,
             rate=enter_limit_requested,
+            reduceOnly=False,
             time_in_force=time_in_force,
             leverage=leverage
         )
@@ -1422,6 +1423,7 @@ class FreqtradeBot(LoggingMixin):
                 side=trade.exit_side,
                 amount=amount,
                 rate=limit,
+                reduceOnly=self.trading_mode == TradingMode.FUTURES,
                 time_in_force=time_in_force
             )
         except InsufficientFundsError as e: