diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 464b38967..c4bd0bf4d 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -129,10 +129,9 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
     quote_currencies = args.get('quote_currencies', [])
 
     try:
-        # TODO-lev: Add leverage amount to get markets that support a certain leverage
         pairs = exchange.get_markets(base_currencies=base_currencies,
                                      quote_currencies=quote_currencies,
-                                     pairs_only=pairs_only,
+                                     tradable_only=pairs_only,
                                      active_only=active_only)
         # Sort the pairs/markets by symbol
         pairs = dict(sorted(pairs.items()))
@@ -152,15 +151,19 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
                         if quote_currencies else ""))
 
         headers = ["Id", "Symbol", "Base", "Quote", "Active",
-                   *(['Is pair'] if not pairs_only else [])]
+                   "Spot", "Margin", "Future", "Leverage"]
 
-        tabular_data = []
-        for _, v in pairs.items():
-            tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'],
-                                 'Base': v['base'], 'Quote': v['quote'],
-                                 'Active': market_is_active(v),
-                                 **({'Is pair': exchange.market_is_tradable(v)}
-                                    if not pairs_only else {})})
+        tabular_data = [{
+                'Id': v['id'],
+                'Symbol': v['symbol'],
+                'Base': v['base'],
+                'Quote': v['quote'],
+                'Active': market_is_active(v),
+                'Spot': 'Spot' if exchange.market_is_spot(v) else '',
+                'Margin': 'Margin' if exchange.market_is_margin(v) else '',
+                'Future': 'Future' if exchange.market_is_future(v) else '',
+                'Leverage': exchange.get_max_leverage(v['symbol'], 20)
+            } for _, v in pairs.items()]
 
         if (args.get('print_one_column', False) or
                 args.get('list_pairs_print_json', False) or
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index a2fbfba02..fed464712 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -280,7 +280,9 @@ class Exchange:
             timeframe, self._ft_has.get('ohlcv_candle_limit')))
 
     def get_markets(self, base_currencies: List[str] = None, quote_currencies: List[str] = None,
-                    pairs_only: bool = False, active_only: bool = False) -> Dict[str, Any]:
+                    spot_only: bool = False, margin_only: bool = False, futures_only: bool = False,
+                    tradable_only: bool = True,
+                    active_only: bool = False) -> Dict[str, Any]:
         """
         Return exchange ccxt markets, filtered out by base currency and quote currency
         if this was requested in parameters.
@@ -295,8 +297,14 @@ class Exchange:
             markets = {k: v for k, v in markets.items() if v['base'] in base_currencies}
         if quote_currencies:
             markets = {k: v for k, v in markets.items() if v['quote'] in quote_currencies}
-        if pairs_only:
+        if tradable_only:
             markets = {k: v for k, v in markets.items() if self.market_is_tradable(v)}
+        if spot_only:
+            markets = {k: v for k, v in markets.items() if self.market_is_spot(v)}
+        if margin_only:
+            markets = {k: v for k, v in markets.items() if self.market_is_margin(v)}
+        if futures_only:
+            markets = {k: v for k, v in markets.items() if self.market_is_future(v)}
         if active_only:
             markets = {k: v for k, v in markets.items() if market_is_active(v)}
         return markets
@@ -320,18 +328,25 @@ class Exchange:
         """
         return self.markets.get(pair, {}).get('base', '')
 
+    def market_is_future(self, market: Dict[str, Any]) -> bool:
+        return market.get('future', False) is True
+
+    def market_is_spot(self, market: Dict[str, Any]) -> bool:
+        return market.get('spot', False) is True
+
+    def market_is_margin(self, market: Dict[str, Any]) -> bool:
+        return market.get('margin', False) is True
+
     def market_is_tradable(self, market: Dict[str, Any]) -> bool:
         """
         Check if the market symbol is tradable by Freqtrade.
-        By default, checks if it's splittable by `/` and both sides correspond to base / quote
+        Ensures that Configured mode aligns to
         """
-        symbol_parts = market['symbol'].split('/')
-        return (len(symbol_parts) == 2 and
-                len(symbol_parts[0]) > 0 and
-                len(symbol_parts[1]) > 0 and
-                symbol_parts[0] == market.get('base') and
-                symbol_parts[1] == market.get('quote')
-                )
+        return (
+            (self.trading_mode == TradingMode.SPOT and self.market_is_spot(market))
+            or (self.trading_mode == TradingMode.MARGIN and self.market_is_margin(market))
+            or (self.trading_mode == TradingMode.FUTURES and self.market_is_future(market))
+        )
 
     def klines(self, pair_interval: Tuple[str, str], copy: bool = True) -> DataFrame:
         if pair_interval in self._klines:
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 2acf32ba3..4b3e765bb 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -29,15 +29,6 @@ class Ftx(Exchange):
         # (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.
-        Default checks + check if pair is spot pair (no futures trading yet).
-        """
-        parent_check = super().market_is_tradable(market)
-
-        return (parent_check and
-                market.get('spot', False) is True)
 
     def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
         """