Merge branch 'feat/short' into pr/samgermain/5780

freqtrade/exchange/binance.py

@@ -3,7 +3,7 @@ import json
 import logging
 from datetime import datetime
 from pathlib import Path
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Dict, List, Optional, Tuple
 
 import arrow
 import ccxt
@@ -119,10 +119,6 @@ class Binance(Exchange):
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def market_is_future(self, market: Dict[str, Any]) -> bool:
-        # TODO-lev: This should be unified in ccxt to "swap"...
-        return market.get('future', False) is True
-
     @retrier
     def fill_leverage_brackets(self):
         """

freqtrade/exchange/exchange.py

@@ -338,7 +338,7 @@ class Exchange:
         return self.markets.get(pair, {}).get('base', '')
 
     def market_is_future(self, market: Dict[str, Any]) -> bool:
-        return market.get('swap', False) is True
+        return market.get(self._ft_has["ccxt_futures_name"], False) is True
 
     def market_is_spot(self, market: Dict[str, Any]) -> bool:
         return market.get('spot', False) is True

freqtrade/exchange/ftx.py

@@ -20,7 +20,8 @@ class Ftx(Exchange):
     _ft_has: Dict = {
         "stoploss_on_exchange": True,
         "ohlcv_candle_limit": 1500,
-        "mark_ohlcv_price": "index"
+        "mark_ohlcv_price": "index",
+        "ccxt_futures_name": "future"
     }
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
@@ -159,7 +160,3 @@ class Ftx(Exchange):
         if order['type'] == 'stop':
             return safe_value_fallback2(order, order, 'id_stop', 'id')
         return order['id']
-
-    def market_is_future(self, market: Dict[str, Any]) -> bool:
-        # TODO-lev: This should be unified in ccxt to "swap"...
-        return market.get('future', False) is True

freqtrade/optimize/backtesting.py

@@ -70,7 +70,7 @@ class Backtesting:
         self.all_results: Dict[str, Dict] = {}
         self._exchange_name = self.config['exchange']['name']
         self.exchange = ExchangeResolver.load_exchange(self._exchange_name, self.config)
-        self.dataprovider = DataProvider(self.config, None)
+        self.dataprovider = DataProvider(self.config, self.exchange)
 
         if self.config.get('strategy_list', None):
             for strat in list(self.config['strategy_list']):

freqtrade/rpc/api_server/api_schemas.py

@@ -144,6 +144,7 @@ class OrderTypes(BaseModel):
 
 class ShowConfig(BaseModel):
     version: str
+    api_version: float
     dry_run: bool
     trading_mode: str
     short_allowed: bool

freqtrade/rpc/api_server/api_v1.py

@@ -26,6 +26,11 @@ from freqtrade.rpc.rpc import RPCException
 
 logger = logging.getLogger(__name__)
 
+# API version
+# Pre-1.1, no version was provided
+# Version increments should happen in "small" steps (1.1, 1.12, ...) unless big changes happen.
+API_VERSION = 1.1
+
 # Public API, requires no auth.
 router_public = APIRouter()
 # Private API, protected by authentication
@@ -117,7 +122,9 @@ def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(g
     state = ''
     if rpc:
         state = rpc._freqtrade.state
-    return RPC._rpc_show_config(config, state)
+    resp = RPC._rpc_show_config(config, state)
+    resp['api_version'] = API_VERSION
+    return resp
 
 
 @router.post('/forcebuy', response_model=ForceBuyResponse, tags=['trading'])

freqtrade/rpc/telegram.py

@@ -274,11 +274,11 @@ class Telegram(RPCHandler):
             f"*Buy Tag:* `{msg['buy_tag']}`\n"
             f"*Sell Reason:* `{msg['sell_reason']}`\n"
             f"*Duration:* `{msg['duration']} ({msg['duration_min']:.1f} min)`\n"
-            f"*Amount:* `{msg['amount']:.8f}`\n")
+            f"*Amount:* `{msg['amount']:.8f}`\n"
+            f"*Open Rate:* `{msg['open_rate']:.8f}`\n")
 
         if msg['type'] == RPCMessageType.SELL:
-            message += (f"*Open Rate:* `{msg['open_rate']:.8f}`\n"
-                        f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
+            message += (f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
                         f"*Close Rate:* `{msg['limit']:.8f}`")
 
         elif msg['type'] == RPCMessageType.SELL_FILL:

freqtrade/strategy/informative_decorator.py

@@ -81,12 +81,11 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
         # Not specifying an asset will define informative dataframe for current pair.
         asset = metadata['pair']
 
-    if '/' in asset:
-        base, quote = asset.split('/')
-    else:
-        # When futures are supported this may need reevaluation.
-        # base, quote = asset, ''
-        raise OperationalException('Not implemented.')
+    market = strategy.dp.market(asset)
+    if market is None:
+        raise OperationalException(f'Market {asset} is not available.')
+    base = market['base']
+    quote = market['quote']
 
     # Default format. This optimizes for the common case: informative pairs using same stake
     # currency. When quote currency matches stake currency, column name will omit base currency.