Merge pull request #7298 from freqtrade/tif_align

align TimeInForce to ccxt usage

freqtrade/constants.py

@@ -23,7 +23,8 @@ REQUIRED_ORDERTIF = ['entry', 'exit']
 REQUIRED_ORDERTYPES = ['entry', 'exit', 'stoploss', 'stoploss_on_exchange']
 PRICING_SIDES = ['ask', 'bid', 'same', 'other']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
-ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
+_ORDERTIF_POSSIBILITIES = ['GTC', 'FOK', 'IOC', 'PO']
+ORDERTIF_POSSIBILITIES = _ORDERTIF_POSSIBILITIES + [t.lower() for t in _ORDERTIF_POSSIBILITIES]
 HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
                          'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily',

freqtrade/exchange/binance.py

@@ -23,8 +23,7 @@ class Binance(Exchange):
     _ft_has: Dict = {
         "stoploss_on_exchange": True,
         "stoploss_order_types": {"limit": "stop_loss_limit"},
-        "order_time_in_force": ['gtc', 'fok', 'ioc'],
-        "time_in_force_parameter": "timeInForce",
+        "order_time_in_force": ['GTC', 'FOK', 'IOC'],
         "ohlcv_candle_limit": 1000,
         "trades_pagination": "id",
         "trades_pagination_arg": "fromId",

freqtrade/exchange/exchange.py

@@ -62,7 +62,7 @@ class Exchange:
     # or by specifying them in the configuration.
     _ft_has_default: Dict = {
         "stoploss_on_exchange": False,
-        "order_time_in_force": ["gtc"],
+        "order_time_in_force": ["GTC"],
         "time_in_force_parameter": "timeInForce",
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
@@ -611,7 +611,7 @@ class Exchange:
         """
         Checks if order time in force configured in strategy/config are supported
         """
-        if any(v not in self._ft_has["order_time_in_force"]
+        if any(v.upper() not in self._ft_has["order_time_in_force"]
                for k, v in order_time_in_force.items()):
             raise OperationalException(
                 f'Time in force policies are not supported for {self.name} yet.')
@@ -989,12 +989,12 @@ class Exchange:
         ordertype: str,
         leverage: float,
         reduceOnly: bool,
-        time_in_force: str = 'gtc',
+        time_in_force: str = 'GTC',
     ) -> Dict:
         params = self._params.copy()
-        if time_in_force != 'gtc' and ordertype != 'market':
+        if time_in_force != 'GTC' and ordertype != 'market':
             param = self._ft_has.get('time_in_force_parameter', '')
-            params.update({param: time_in_force})
+            params.update({param: time_in_force.upper()})
         if reduceOnly:
             params.update({'reduceOnly': True})
         return params
@@ -1009,7 +1009,7 @@ class Exchange:
         rate: float,
         leverage: float,
         reduceOnly: bool = False,
-        time_in_force: str = 'gtc',
+        time_in_force: str = 'GTC',
     ) -> Dict:
         if self._config['dry_run']:
             dry_order = self.create_dry_run_order(

freqtrade/exchange/ftx.py

@@ -19,6 +19,7 @@ logger = logging.getLogger(__name__)
 class Ftx(Exchange):
 
     _ft_has: Dict = {
+        "order_time_in_force": ['GTC', 'IOC', 'PO'],
         "stoploss_on_exchange": True,
         "ohlcv_candle_limit": 1500,
         "ohlcv_require_since": True,

freqtrade/exchange/gateio.py

@@ -25,8 +25,7 @@ class Gateio(Exchange):
 
     _ft_has: Dict = {
         "ohlcv_candle_limit": 1000,
-        "time_in_force_parameter": "timeInForce",
-        "order_time_in_force": ['gtc', 'ioc'],
+        "order_time_in_force": ['GTC', 'IOC'],
         "stoploss_order_types": {"limit": "limit"},
         "stoploss_on_exchange": True,
     }
@@ -57,7 +56,7 @@ class Gateio(Exchange):
             ordertype: str,
             leverage: float,
             reduceOnly: bool,
-            time_in_force: str = 'gtc',
+            time_in_force: str = 'GTC',
             ) -> Dict:
         params = super()._get_params(
             side=side,
@@ -69,7 +68,7 @@ class Gateio(Exchange):
         if ordertype == 'market' and self.trading_mode == TradingMode.FUTURES:
             params['type'] = 'market'
             param = self._ft_has.get('time_in_force_parameter', '')
-            params.update({param: 'ioc'})
+            params.update({param: 'IOC'})
         return params
 
     def get_trades_for_order(self, order_id: str, pair: str, since: datetime,

freqtrade/exchange/kraken.py

@@ -171,7 +171,7 @@ class Kraken(Exchange):
         ordertype: str,
         leverage: float,
         reduceOnly: bool,
-        time_in_force: str = 'gtc'
+        time_in_force: str = 'GTC'
     ) -> Dict:
         params = super()._get_params(
             side=side,

freqtrade/exchange/kucoin.py

@@ -23,8 +23,7 @@ class Kucoin(Exchange):
         "stoploss_order_types": {"limit": "limit", "market": "market"},
         "l2_limit_range": [20, 100],
         "l2_limit_range_required": False,
-        "order_time_in_force": ['gtc', 'fok', 'ioc'],
-        "time_in_force_parameter": "timeInForce",
+        "order_time_in_force": ['GTC', 'FOK', 'IOC'],
         "ohlcv_candle_limit": 1500,
     }
 

freqtrade/exchange/okx.py

@@ -98,7 +98,7 @@ class Okx(Exchange):
         ordertype: str,
         leverage: float,
         reduceOnly: bool,
-        time_in_force: str = 'gtc',
+        time_in_force: str = 'GTC',
     ) -> Dict:
         params = super()._get_params(
             side=side,

freqtrade/strategy/interface.py

@@ -78,8 +78,8 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     # Optional time in force
     order_time_in_force: Dict = {
-        'entry': 'gtc',
-        'exit': 'gtc',
+        'entry': 'GTC',
+        'exit': 'GTC',
     }
 
     # run "populate_indicators" only for new candle

freqtrade/templates/base_strategy.py.j2

@@ -88,8 +88,8 @@ class {{ strategy }}(IStrategy):
 
     # Optional order time in force.
     order_time_in_force = {
-        'entry': 'gtc',
-        'exit': 'gtc'
+        'entry': 'GTC',
+        'exit': 'GTC'
     }
     {{ plot_config | indent(4) }}
 

freqtrade/templates/sample_strategy.py

@@ -88,8 +88,8 @@ class SampleStrategy(IStrategy):
 
     # Optional order time in force.
     order_time_in_force = {
-        'entry': 'gtc',
-        'exit': 'gtc'
+        'entry': 'GTC',
+        'exit': 'GTC'
     }
 
     plot_config = {