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Update list-markets to work for futures/margin as well

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Matthias
2021-11-01 08:40:55 +01:00
parent 8990097d6f
commit 3fac5c5bcd
3 changed files with 38 additions and 29 deletions
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35
freqtrade/exchange/exchange.py
View File

@@ -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:

9
freqtrade/exchange/ftx.py
View File

@@ -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:
"""