Improve futures detection, add ccxt-compat test

freqtrade/exchange/binance.py

@@ -3,7 +3,7 @@ import json
 import logging
 from datetime import datetime
 from pathlib import Path
-from typing import Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional, Tuple
 
 import arrow
 import ccxt
@@ -119,6 +119,10 @@ 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

@@ -340,7 +340,7 @@ class Exchange:
         return self.markets.get(pair, {}).get('base', '')
 
     def market_is_future(self, market: Dict[str, Any]) -> bool:
-        return market.get('future', False) is True or market.get('futures') is True
+        return market.get('swap', False) is True
 
     def market_is_spot(self, market: Dict[str, Any]) -> bool:
         return market.get('spot', False) is True

freqtrade/exchange/ftx.py

@@ -159,3 +159,7 @@ 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

tests/conftest.py

@@ -778,6 +778,7 @@ def get_markets():
             'quote': 'USDT',
             'spot': True,
             'future': True,
+            'swap': True,
             'margin': True,
             'type': 'spot',
             'precision': {
@@ -805,6 +806,7 @@ def get_markets():
             'active': False,
             'spot': True,
             'future': True,
+            'swap': True,
             'margin': True,
             'type': 'spot',
             'precision': {

tests/exchange/test_ccxt_compat.py

@@ -26,6 +26,7 @@ EXCHANGES = {
         'pair': 'BTC/USDT',
         'hasQuoteVolume': True,
         'timeframe': '5m',
+        'futures': True,
     },
     'kraken': {
         'pair': 'BTC/USDT',
@@ -82,13 +83,19 @@ def exchange(request, exchange_conf):
 
 
 @pytest.fixture(params=EXCHANGES, scope="class")
-def exchange_futures(request, exchange_conf):
+def exchange_futures(request, exchange_conf, class_mocker):
     if not EXCHANGES[request.param].get('futures') is True:
         yield None, request.param
     else:
         exchange_conf['exchange']['name'] = request.param
         exchange_conf['trading_mode'] = 'futures'
         exchange_conf['collateral'] = 'cross'
+        # TODO-lev This mock should no longer be necessary once futures are enabled.
+        class_mocker.patch(
+            'freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_collateral')
+        class_mocker.patch(
+            'freqtrade.exchange.binance.Binance.fill_leverage_brackets')
+
         exchange = ExchangeResolver.load_exchange(request.param, exchange_conf, validate=True)
 
         yield exchange, request.param
@@ -103,6 +110,20 @@ class TestCCXTExchange():
         markets = exchange.markets
         assert pair in markets
         assert isinstance(markets[pair], dict)
+        assert exchange.market_is_spot(markets[pair])
+
+    def test_load_markets_futures(self, exchange_futures):
+        exchange, exchangename = exchange_futures
+        if not exchange:
+            # exchange_futures only returns values for supported exchanges
+            return
+        pair = EXCHANGES[exchangename]['pair']
+        pair = EXCHANGES[exchangename].get('futures_pair', pair)
+        markets = exchange.markets
+        assert pair in markets
+        assert isinstance(markets[pair], dict)
+
+        assert exchange.market_is_future(markets[pair])
 
     def test_ccxt_fetch_tickers(self, exchange):
         exchange, exchangename = exchange

tests/exchange/test_exchange.py

@@ -2985,6 +2985,10 @@ def test_timeframe_to_next_date():
         ("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'spot', {}, False),
         ("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'margin', {}, False),
         ("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'futures', {}, True),
+
+        ("BTC/USDT:USDT", 'BTC', 'USD', "okex", False, False, True, 'spot', {}, False),
+        ("BTC/USDT:USDT", 'BTC', 'USD', "okex", False, False, True, 'margin', {}, False),
+        ("BTC/USDT:USDT", 'BTC', 'USD', "okex", False, False, True, 'futures', {}, True),
     ])
 def test_market_is_tradable(
         mocker, default_conf, market_symbol, base,
@@ -2999,6 +3003,7 @@ def test_market_is_tradable(
         'quote': quote,
         'spot': spot,
         'future': futures,
+        'swap': futures,
         'margin': margin,
         **(add_dict),
     }