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Merge branch 'feat/short' into futures_pairlist

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Matthias
2021-11-15 19:12:36 +01:00
parent 6cc3f65a83 1b058d882d
commit 4e9b83e170
25 changed files with 966 additions and 244 deletions
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51
freqtrade/exchange/binance.py
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@@ -1,6 +1,7 @@
""" Binance exchange subclass """
import json
import logging
from datetime import datetime
from pathlib import Path
from typing import Dict, List, Optional, Tuple
@@ -27,35 +28,17 @@ class Binance(Exchange):
"trades_pagination": "id",
"trades_pagination_arg": "fromId",
"l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
"ccxt_futures_name": "future"
}
funding_fee_times: List[int] = [0, 8, 16] # hours of the day
# but the schedule won't check within this timeframe
_supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
# TradingMode.SPOT always supported and not required in this list
# (TradingMode.MARGIN, Collateral.CROSS), # TODO-lev: Uncomment once supported
# (TradingMode.FUTURES, Collateral.CROSS), # TODO-lev: Uncomment once supported
# (TradingMode.FUTURES, Collateral.ISOLATED) # TODO-lev: Uncomment once supported
# TODO-lev: Uncomment once supported
# (TradingMode.MARGIN, Collateral.CROSS),
# (TradingMode.FUTURES, Collateral.CROSS),
# (TradingMode.FUTURES, Collateral.ISOLATED)
]
@property
def _ccxt_config(self) -> Dict:
# Parameters to add directly to ccxt sync/async initialization.
if self.trading_mode == TradingMode.MARGIN:
return {
"options": {
"defaultType": "margin"
}
}
elif self.trading_mode == TradingMode.FUTURES:
return {
"options": {
"defaultType": "future"
}
}
else:
return {}
def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
@@ -139,8 +122,8 @@ class Binance(Exchange):
@retrier
def fill_leverage_brackets(self):
"""
Assigns property _leverage_brackets to a dictionary of information about the leverage
allowed on each pair
Assigns property _leverage_brackets to a dictionary of information about the leverage
allowed on each pair
"""
if self.trading_mode == TradingMode.FUTURES:
try:
@@ -174,9 +157,9 @@ class Binance(Exchange):
def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
"""
Returns the maximum leverage that a pair can be traded at
:param pair: The base/quote currency pair being traded
:nominal_value: The total value of the trade in quote currency (collateral + debt)
Returns the maximum leverage that a pair can be traded at
:param pair: The base/quote currency pair being traded
:nominal_value: The total value of the trade in quote currency (collateral + debt)
"""
if pair not in self._leverage_brackets:
return 1.0
@@ -195,8 +178,8 @@ class Binance(Exchange):
trading_mode: Optional[TradingMode] = None
):
"""
Set's the leverage before making a trade, in order to not
have the same leverage on every trade
Set's the leverage before making a trade, in order to not
have the same leverage on every trade
"""
trading_mode = trading_mode or self.trading_mode
@@ -229,3 +212,11 @@ class Binance(Exchange):
f"{arrow.get(since_ms // 1000).isoformat()}.")
return await super()._async_get_historic_ohlcv(
pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair)
def funding_fee_cutoff(self, open_date: datetime):
"""
# TODO-lev: Double check that gateio, ftx, and kraken don't also have this
:param open_date: The open date for a trade
:return: The cutoff open time for when a funding fee is charged
"""
return open_date.minute > 0 or (open_date.minute == 0 and open_date.second > 15)