Add fill_leverage_brackets and get_max_leverage back in

freqtrade/exchange/exchange.py

@@ -75,7 +75,6 @@ class Exchange:
     # funding_fee_times is currently unused, but should ideally be used to properly
     # schedule refresh times
     funding_fee_times: List[int] = []  # hours of the day
-    funding_rate_history: Dict = {}
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
@@ -160,9 +159,6 @@ class Exchange:
         self._api_async = self._init_ccxt(
             exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
 
-        if self.trading_mode != TradingMode.SPOT:
-            self.fill_leverage_brackets()
-
         logger.info('Using Exchange "%s"', self.name)
 
         if validate:
@@ -185,6 +181,9 @@ class Exchange:
         self.markets_refresh_interval: int = exchange_config.get(
             "markets_refresh_interval", 60) * 60
 
+        if self.trading_mode != TradingMode.SPOT:
+            self.fill_leverage_brackets()
+
     def __del__(self):
         """
         Destructor - clean up async stuff
@@ -1637,6 +1636,30 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    def fill_leverage_brackets(self):
+        """
+            Assigns property _leverage_brackets to a dictionary of information about the leverage
+            allowed on each pair
+            Not used if the exchange has a static max leverage value for the account or each pair
+        """
+        return
+
+    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)
+        """
+        market = self.markets[pair]
+        if (
+            'limits' in market and
+            'leverage' in market['limits'] and
+            'max' in market['limits']['leverage']
+        ):
+            return market['limits']['leverage']['max']
+        else:
+            return 1.0
+
     def _get_funding_fee(
         self,
         contract_size: float,

freqtrade/exchange/ftx.py

@@ -169,21 +169,6 @@ class Ftx(Exchange):
             return safe_value_fallback2(order, order, 'id_stop', 'id')
         return order['id']
 
-    def fill_leverage_brackets(self):
-        """
-            FTX leverage is static across the account, and doesn't change from pair to pair,
-            so _leverage_brackets doesn't need to be set
-        """
-        return
-
-    def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
-        """
-            Returns the maximum leverage that a pair can be traded at, which is always 20 on ftx
-            :param pair: Here for super method, not used on FTX
-            :nominal_value: Here for super method, not used on FTX
-        """
-        return 20.0
-
     def _get_mark_price_history(
         self,
         pair: str,

freqtrade/optimize/backtesting.py

@@ -125,7 +125,6 @@ class Backtesting:
 
         self.progress = BTProgress()
         self.abort = False
-
         self.init_backtest()
 
     def __del__(self):

freqtrade/persistence/models.py

@@ -707,7 +707,6 @@ class LocalTrade():
                 return float(self._calc_base_close(amount, rate, fee) - total_interest)
 
         elif (trading_mode == TradingMode.FUTURES):
-            self.add_funding_fees()
             funding_fees = self.funding_fees or 0.0
             if self.is_short:
                 return float(self._calc_base_close(amount, rate, fee)) - funding_fees
@@ -789,19 +788,6 @@ class LocalTrade():
         else:
             return None
 
-    def add_funding_fees(self):
-        if self.trading_mode == TradingMode.FUTURES:
-            # TODO-lev: Calculate this correctly and add it
-            # if self.config['runmode'].value in ('backtest', 'hyperopt'):
-            #   self.funding_fees = getattr(Exchange, self.exchange).calculate_funding_fees(
-            #     self.exchange,
-            #     self.pair,
-            #     self.amount,
-            #     self.open_date_utc,
-            #     self.close_date_utc
-            #   )
-            return
-
     @staticmethod
     def get_trades_proxy(*, pair: str = None, is_open: bool = None,
                          open_date: datetime = None, close_date: datetime = None,