Merge branch 'feat/short' into fs_fix

.github/workflows/ci.yml

@@ -24,10 +24,10 @@ jobs:
         python-version: ["3.8", "3.9", "3.10"]
 
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
 
     - name: Set up Python
-      uses: actions/setup-python@v2
+      uses: actions/setup-python@v3
       with:
         python-version: ${{ matrix.python-version }}
 
@@ -119,10 +119,10 @@ jobs:
         python-version: ["3.8", "3.9", "3.10"]
 
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
 
     - name: Set up Python
-      uses: actions/setup-python@v2
+      uses: actions/setup-python@v3
       with:
         python-version: ${{ matrix.python-version }}
 
@@ -211,10 +211,10 @@ jobs:
         python-version: ["3.8", "3.9", "3.10"]
 
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
 
     - name: Set up Python
-      uses: actions/setup-python@v2
+      uses: actions/setup-python@v3
       with:
         python-version: ${{ matrix.python-version }}
 
@@ -263,14 +263,14 @@ jobs:
   docs_check:
     runs-on: ubuntu-20.04
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
 
     - name: Documentation syntax
       run: |
         ./tests/test_docs.sh
 
     - name: Set up Python
-      uses: actions/setup-python@v2
+      uses: actions/setup-python@v3
       with:
         python-version: 3.8
 
@@ -326,10 +326,10 @@ jobs:
     if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
 
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
 
     - name: Set up Python
-      uses: actions/setup-python@v2
+      uses: actions/setup-python@v3
       with:
         python-version: 3.8
 
@@ -406,7 +406,7 @@ jobs:
     if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
 
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
 
     - name: Extract branch name
       shell: bash

.github/workflows/docker_update_readme.yml

@@ -8,7 +8,7 @@ jobs:
   dockerHubDescription:
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v1
+    - uses: actions/checkout@v3
     - name: Docker Hub Description
       uses: peter-evans/dockerhub-description@v2.4.3
       env:

config_examples/config_full.example.json

@@ -58,7 +58,8 @@
         "forcebuy": "market",
         "stoploss": "market",
         "stoploss_on_exchange": false,
-        "stoploss_on_exchange_interval": 60
+        "stoploss_on_exchange_interval": 60,
+        "stoploss_on_exchange_limit_ratio": 0.99
     },
     "order_time_in_force": {
         "entry": "gtc",

docs/requirements-docs.txt

@@ -1,4 +1,4 @@
 mkdocs==1.2.3
-mkdocs-material==8.2.3
+mkdocs-material==8.2.5
 mdx_truly_sane_lists==1.2
 pymdown-extensions==9.2

freqtrade/freqtradebot.py

@@ -507,7 +507,6 @@ class FreqtradeBot(LoggingMixin):
         If the strategy triggers the adjustment, a new order gets issued.
         Once that completes, the existing trade is modified to match new data.
         """
-        # TODO-lev: Check what changes are necessary for DCA in relation to shorts.
         if self.strategy.max_entry_position_adjustment > -1:
             count_of_buys = trade.nr_of_successful_entries
             if count_of_buys > self.strategy.max_entry_position_adjustment:
@@ -1077,7 +1076,9 @@ class FreqtradeBot(LoggingMixin):
         :param order: Current on exchange stoploss order
         :return: None
         """
-        if self.exchange.stoploss_adjust(trade.stop_loss, order, side=trade.exit_side):
+        stoploss_norm = self.exchange.price_to_precision(trade.pair, trade.stop_loss)
+
+        if self.exchange.stoploss_adjust(stoploss_norm, order, side=trade.exit_side):
             # we check if the update is necessary
             update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60)
             if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat:

freqtrade/rpc/fiat_convert.py

@@ -23,6 +23,7 @@ coingecko_mapping = {
     'eth': 'ethereum',
     'bnb': 'binancecoin',
     'sol': 'solana',
+    'usdt': 'tether',
 }
 
 

freqtrade/rpc/rpc.py

@@ -586,6 +586,9 @@ class RPC:
             if coin == stake_currency:
                 rate = 1.0
                 est_stake = balance.total
+                if self._config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
+                    # in Futures, "total" includes the locked stake, and therefore all positions
+                    est_stake = balance.free
             else:
                 try:
                     pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
@@ -614,6 +617,7 @@ class RPC:
         symbol: str
         position: PositionWallet
         for symbol, position in self._freqtrade.wallets.get_all_positions().items():
+            total += position.collateral
 
             currencies.append({
                 'currency': symbol,

freqtrade/wallets.py

@@ -104,16 +104,16 @@ class Wallets:
                 size = position.amount
                 collateral = position.stake_amount
                 leverage = position.leverage
-                tot_in_trades -= collateral
+                tot_in_trades += collateral
                 _positions[position.pair] = PositionWallet(
                     position.pair, position=size,
                     leverage=leverage,
                     collateral=collateral,
                     side=position.trade_direction
                 )
-            current_stake = self.start_cap + tot_profit
+            current_stake = self.start_cap + tot_profit - tot_in_trades
             used_stake = tot_in_trades
-            total_stake = current_stake - tot_in_trades
+            total_stake = current_stake + tot_in_trades
 
         _wallets[self._config['stake_currency']] = Wallet(
             currency=self._config['stake_currency'],

requirements-dev.txt

@@ -8,7 +8,7 @@ flake8==4.0.1
 flake8-tidy-imports==4.6.0
 mypy==0.931
 pytest==7.0.1
-pytest-asyncio==0.18.1
+pytest-asyncio==0.18.2
 pytest-cov==3.0.0
 pytest-mock==3.7.0
 pytest-random-order==1.0.4
@@ -20,7 +20,7 @@ time-machine==2.6.0
 nbconvert==6.4.2
 
 # mypy types
-types-cachetools==4.2.9
+types-cachetools==4.2.10
 types-filelock==3.2.5
 types-requests==2.27.11
 types-tabulate==0.8.5

requirements.txt

@@ -2,11 +2,11 @@ numpy==1.22.2
 pandas==1.4.1
 pandas-ta==0.3.14b
 
-ccxt==1.74.63
+ccxt==1.75.12
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==36.0.1
 aiohttp==3.8.1
-SQLAlchemy==1.4.31
+SQLAlchemy==1.4.32
 python-telegram-bot==13.11
 arrow==1.2.2
 cachetools==4.2.2
@@ -31,7 +31,7 @@ python-rapidjson==1.6
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.74.1
+fastapi==0.75.0
 uvicorn==0.17.5
 pyjwt==2.3.0
 aiofiles==0.8.0

tests/rpc/test_rpc.py

@@ -650,8 +650,8 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     rpc._fiat_converter = CryptoToFiatConverter()
 
     result = rpc._rpc_balance(default_conf['stake_currency'], default_conf['fiat_display_currency'])
-    assert prec_satoshi(result['total'], 12.309096315)
+    assert prec_satoshi(result['total'], 30.309096315)
-    assert prec_satoshi(result['value'], 184636.44472997)
+    assert prec_satoshi(result['value'], 454636.44472997)
     assert tickers.call_count == 1
     assert tickers.call_args_list[0][1]['cached'] is True
     assert 'USD' == result['symbol']
@@ -661,7 +661,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
             'free': 10.0,
             'balance': 12.0,
             'used': 2.0,
-            'est_stake': 12.0,
+            'est_stake': 10.0,  # In futures mode, "free" is used here.
             'stake': 'BTC',
             'is_position': False,
             'leverage': 1.0,
@@ -706,7 +706,6 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
             'side': 'short',
         }
     ]
-    assert result['total'] == 12.309096315331816
 
 
 def test_rpc_start(mocker, default_conf) -> None:

tests/test_freqtradebot.py

@@ -1508,7 +1508,34 @@ def test_handle_stoploss_on_exchange_trailing_error(
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/USDT\..*", caplog)
 
 
+def test_stoploss_on_exchange_price_rounding(
+        mocker, default_conf_usdt, fee, open_trade_usdt) -> None:
+    patch_RPCManager(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_fee=fee,
+    )
+    price_mock = MagicMock(side_effect=lambda p, s: int(s))
+    stoploss_mock = MagicMock(return_value={'id': '13434334'})
+    adjust_mock = MagicMock(return_value=False)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Binance',
+        stoploss=stoploss_mock,
+        stoploss_adjust=adjust_mock,
+        price_to_precision=price_mock,
+    )
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+    open_trade_usdt.stoploss_order_id = '13434334'
+    open_trade_usdt.stop_loss = 222.55
+
+    freqtrade.handle_trailing_stoploss_on_exchange(open_trade_usdt, {})
+    assert price_mock.call_count == 1
+    assert adjust_mock.call_count == 1
+    assert adjust_mock.call_args_list[0][0][0] == 222
+
+
 @pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.usefixtures("init_persistence")
 def test_handle_stoploss_on_exchange_custom_stop(
     mocker, default_conf_usdt, fee, is_short, limit_order
 ) -> None:

tests/test_wallets.py

@@ -356,3 +356,9 @@ def test_sync_wallet_futures_dry(mocker, default_conf, fee):
     positions['ETC/BTC'].side == 'long'
     positions['XRP/BTC'].side == 'long'
     positions['LTC/BTC'].side == 'short'
+
+    assert freqtrade.wallets.get_starting_balance() == default_conf['dry_run_wallet']
+    total = freqtrade.wallets.get_total('BTC')
+    free = freqtrade.wallets.get_free('BTC')
+    used = freqtrade.wallets.get_used('BTC')
+    assert free + used == total