Merge branch 'develop' into feat/short

docs/bot-basics.md

@@ -24,7 +24,7 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
 
 * Fetch open trades from persistence.
 * Calculate current list of tradable pairs.
-* Download ohlcv data for the pairlist including all [informative pairs](strategy-customization.md#get-data-for-non-tradeable-pairs)  
+* Download OHLCV data for the pairlist including all [informative pairs](strategy-customization.md#get-data-for-non-tradeable-pairs)  
   This step is only executed once per Candle to avoid unnecessary network traffic.
 * Call `bot_loop_start()` strategy callback.
 * Analyze strategy per pair.

docs/exchanges.md

@@ -210,6 +210,9 @@ OKX requires a passphrase for each api key, you will therefore need to add this
 
 ## Gate.io
 
+!!! Tip "Stoploss on Exchange"
+    Gate.io supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange..
+
 Gate.io allows the use of `POINT` to pay for fees. As this is not a tradable currency (no regular market available), automatic fee calculations will fail (and default to a fee of 0).
 The configuration parameter `exchange.unknown_fee_rate` can be used to specify the exchange rate between Point and the stake currency. Obviously, changing the stake-currency will also require changes to this value.
 

docs/stoploss.md

@@ -24,7 +24,7 @@ These modes can be configured with these values:
 ```
 
 !!! Note
-    Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) and kucoin (stop-limit and stop-market) as of now.  
+    Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) Gateio (stop-limit), and Kucoin (stop-limit and stop-market) as of now.  
     <ins>Do not set too low/tight stoploss value if using stop loss on exchange!</ins>  
     If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work.
 

docs/utils.md

@@ -517,20 +517,25 @@ Requires a configuration with specified `pairlists` attribute.
 Can be used to generate static pairlists to be used during backtesting / hyperopt.
 
 ```
-usage: freqtrade test-pairlist [-h] [-c PATH]
+usage: freqtrade test-pairlist [-h] [-v] [-c PATH]
                                [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
-                               [-1] [--print-json]
+                               [-1] [--print-json] [--exchange EXCHANGE]
 
 optional arguments:
   -h, --help            show this help message and exit
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
-                        Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
   --quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]
                         Specify quote currency(-ies). Space-separated list.
   -1, --one-column      Print output in one column.
   --print-json          Print list of pairs or market symbols in JSON format.
+  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
+                        config is provided.
+
 ```
 
 ### Examples

freqtrade/commands/arguments.py

@@ -52,7 +52,7 @@ ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one
                    "trading_mode"]
 
 ARGS_TEST_PAIRLIST = ["verbosity", "config", "quote_currencies", "print_one_column",
-                      "list_pairs_print_json"]
+                      "list_pairs_print_json", "exchange"]
 
 ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
 

freqtrade/edge/edge_positioning.py

@@ -226,9 +226,11 @@ class Edge:
         """
         final = []
         for pair, info in self._cached_pairs.items():
-            if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
-                info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)) and \
-                    pair in pairs:
+            if (
+                info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2))
+                and info.winrate > float(self.edge_config.get('minimum_winrate', 0.60))
+                and pair in pairs
+            ):
                 final.append(pair)
 
         if self._final_pairs != final:
@@ -253,8 +255,8 @@ class Edge:
         """
         final = []
         for pair, info in self._cached_pairs.items():
-            if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
-                    info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
+            if (info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and
+                    info.winrate > float(self.edge_config.get('minimum_winrate', 0.60))):
                 final.append({
                     'Pair': pair,
                     'Winrate': info.winrate,

freqtrade/exchange/exchange.py

@@ -1124,11 +1124,11 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
-    def fetch_order(self, order_id: str, pair: str) -> Dict:
+    def fetch_order(self, order_id: str, pair: str, params={}) -> Dict:
         if self._config['dry_run']:
             return self.fetch_dry_run_order(order_id)
         try:
-            order = self._api.fetch_order(order_id, pair)
+            order = self._api.fetch_order(order_id, pair, params=params)
             self._log_exchange_response('fetch_order', order)
             order = self._order_contracts_to_amount(order)
             return order
@@ -1172,7 +1172,7 @@ class Exchange:
                 and order.get('filled') == 0.0)
 
     @retrier
-    def cancel_order(self, order_id: str, pair: str) -> Dict:
+    def cancel_order(self, order_id: str, pair: str, params={}) -> Dict:
         if self._config['dry_run']:
             try:
                 order = self.fetch_dry_run_order(order_id)
@@ -1183,7 +1183,7 @@ class Exchange:
                 return {}
 
         try:
-            order = self._api.cancel_order(order_id, pair)
+            order = self._api.cancel_order(order_id, pair, params=params)
             self._log_exchange_response('cancel_order', order)
             order = self._order_contracts_to_amount(order)
             return order

freqtrade/exchange/gateio.py

@@ -23,10 +23,10 @@ class Gateio(Exchange):
     _ft_has: Dict = {
         "ohlcv_candle_limit": 1000,
         "ohlcv_volume_currency": "quote",
+        "stoploss_order_types": {"limit": "limit"},
+        "stoploss_on_exchange": True,
     }
 
-    _headers = {'X-Gate-Channel-Id': 'freqtrade'}
-
     _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
         # TradingMode.SPOT always supported and not required in this list
         # (TradingMode.MARGIN, MarginMode.CROSS),
@@ -41,3 +41,24 @@ class Gateio(Exchange):
             if any(v == 'market' for k, v in order_types.items()):
                 raise OperationalException(
                     f'Exchange {self.name} does not support market orders.')
+
+    def fetch_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
+        return self.fetch_order(
+            order_id=order_id,
+            pair=pair,
+            params={'stop': True}
+        )
+
+    def cancel_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
+        return self.cancel_order(
+            order_id=order_id,
+            pair=pair,
+            params={'stop': True}
+        )
+
+    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        return stop_loss > float(order['stopPrice'])

freqtrade/plugins/pairlist/SpreadFilter.py

@@ -4,6 +4,7 @@ Spread pair list filter
 import logging
 from typing import Any, Dict
 
+from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -20,6 +21,12 @@ class SpreadFilter(IPairList):
         self._max_spread_ratio = pairlistconfig.get('max_spread_ratio', 0.005)
         self._enabled = self._max_spread_ratio != 0
 
+        if not self._exchange.exchange_has('fetchTickers'):
+            raise OperationalException(
+                'Exchange does not support fetchTickers, therefore SpreadFilter cannot be used.'
+                'Please edit your config and restart the bot.'
+            )
+
     @property
     def needstickers(self) -> bool:
         """

freqtrade/rpc/rpc.py

@@ -592,7 +592,7 @@ class RPC:
             else:
                 try:
                     pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
-                    rate = tickers.get(pair, {}).get('bid', None)
+                    rate = tickers.get(pair, {}).get('last', None)
                     if rate:
                         if pair.startswith(stake_currency) and not pair.endswith(stake_currency):
                             rate = 1.0 / rate

requirements-dev.txt

@@ -6,8 +6,8 @@
 coveralls==3.3.1
 flake8==4.0.1
 flake8-tidy-imports==4.6.0
-mypy==0.931
-pytest==7.0.1
+mypy==0.940
+pytest==7.1.0
 pytest-asyncio==0.18.2
 pytest-cov==3.0.0
 pytest-mock==3.7.0
@@ -17,12 +17,12 @@ isort==5.10.1
 time-machine==2.6.0
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==6.4.2
+nbconvert==6.4.4
 
 # mypy types
-types-cachetools==4.2.10
+types-cachetools==5.0.0
 types-filelock==3.2.5
-types-requests==2.27.11
+types-requests==2.27.12
 types-tabulate==0.8.5
 
 # Extensions to datetime library

requirements.txt

@@ -1,8 +1,8 @@
-numpy==1.22.2
+numpy==1.22.3
 pandas==1.4.1
 pandas-ta==0.3.14b
 
-ccxt==1.75.12
+ccxt==1.76.5
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==36.0.1
 aiohttp==3.8.1
@@ -32,7 +32,7 @@ sdnotify==0.3.2
 
 # API Server
 fastapi==0.75.0
-uvicorn==0.17.5
+uvicorn==0.17.6
 pyjwt==2.3.0
 aiofiles==0.8.0
 psutil==5.9.0

setup.py

@@ -42,7 +42,7 @@ setup(
     ],
     install_requires=[
         # from requirements.txt
-        'ccxt>=1.74.17',
+        'ccxt>=1.76.5',
         'SQLAlchemy',
         'python-telegram-bot>=13.4',
         'arrow>=0.17.0',

tests/exchange/test_exchange.py

@@ -2720,37 +2720,36 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', return_value={'for': 123})
     mocker.patch('freqtrade.exchange.Ftx.fetch_stoploss_order', return_value={'for': 123})
+    mocker.patch('freqtrade.exchange.Gateio.fetch_stoploss_order', return_value={'for': 123})
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
 
-    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
-                 return_value={'fee': {}, 'status': 'canceled', 'amount': 1234})
-    mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order',
-                 return_value={'fee': {}, 'status': 'canceled', 'amount': 1234})
+    res = {'fee': {}, 'status': 'canceled', 'amount': 1234}
+    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', return_value=res)
+    mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order', return_value=res)
+    mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', return_value=res)
     co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
-    assert co == {'fee': {}, 'status': 'canceled', 'amount': 1234}
+    assert co == res
 
-    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
-                 return_value='canceled')
-    mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order',
-                 return_value='canceled')
+    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', return_value='canceled')
+    mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order', return_value='canceled')
+    mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', return_value='canceled')
     # Fall back to fetch_stoploss_order
     co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
     assert co == {'for': 123}
 
-    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order',
-                 side_effect=InvalidOrderException(""))
-    mocker.patch('freqtrade.exchange.Ftx.fetch_stoploss_order',
-                 side_effect=InvalidOrderException(""))
-
+    exc = InvalidOrderException("")
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', side_effect=exc)
+    mocker.patch('freqtrade.exchange.Ftx.fetch_stoploss_order', side_effect=exc)
+    mocker.patch('freqtrade.exchange.Gateio.fetch_stoploss_order', side_effect=exc)
     co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
     assert co['amount'] == 555
     assert co == {'fee': {}, 'status': 'canceled', 'amount': 555, 'info': {}}
 
     with pytest.raises(InvalidOrderException):
-        mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
-                     side_effect=InvalidOrderException("Did not find order"))
-        mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order',
-                     side_effect=InvalidOrderException("Did not find order"))
+        exc = InvalidOrderException("Did not find order")
+        mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', side_effect=exc)
+        mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order', side_effect=exc)
+        mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', side_effect=exc)
         exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
         exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=123)
 

tests/exchange/test_gateio.py

@@ -1,8 +1,11 @@
+from unittest.mock import MagicMock
+
 import pytest
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Gateio
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
+from tests.conftest import get_patched_exchange
 
 
 def test_validate_order_types_gateio(default_conf, mocker):
@@ -26,3 +29,39 @@ def test_validate_order_types_gateio(default_conf, mocker):
     with pytest.raises(OperationalException,
                        match=r'Exchange .* does not support market orders.'):
         ExchangeResolver.load_exchange('gateio', default_conf, True)
+
+
+def test_fetch_stoploss_order_gateio(default_conf, mocker):
+    exchange = get_patched_exchange(mocker, default_conf, id='gateio')
+
+    fetch_order_mock = MagicMock()
+    exchange.fetch_order = fetch_order_mock
+
+    exchange.fetch_stoploss_order('1234', 'ETH/BTC')
+    assert fetch_order_mock.call_count == 1
+    assert fetch_order_mock.call_args_list[0][1]['order_id'] == '1234'
+    assert fetch_order_mock.call_args_list[0][1]['pair'] == 'ETH/BTC'
+    assert fetch_order_mock.call_args_list[0][1]['params'] == {'stop': True}
+
+
+def test_cancel_stoploss_order_gateio(default_conf, mocker):
+    exchange = get_patched_exchange(mocker, default_conf, id='gateio')
+
+    cancel_order_mock = MagicMock()
+    exchange.cancel_order = cancel_order_mock
+
+    exchange.cancel_stoploss_order('1234', 'ETH/BTC')
+    assert cancel_order_mock.call_count == 1
+    assert cancel_order_mock.call_args_list[0][1]['order_id'] == '1234'
+    assert cancel_order_mock.call_args_list[0][1]['pair'] == 'ETH/BTC'
+    assert cancel_order_mock.call_args_list[0][1]['params'] == {'stop': True}
+
+
+def test_stoploss_adjust_gateio(mocker, default_conf):
+    exchange = get_patched_exchange(mocker, default_conf, id='gateio')
+    order = {
+        'price': 1500,
+        'stopPrice': 1500,
+    }
+    assert exchange.stoploss_adjust(1501, order)
+    assert not exchange.stoploss_adjust(1499, order)

tests/plugins/test_pairlist.py

@@ -782,6 +782,19 @@ def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None
         get_patched_freqtradebot(mocker, default_conf)
 
 
+def test_pair_whitelist_not_supported_Spread(mocker, default_conf, tickers) -> None:
+    default_conf['pairlists'] = [{'method': 'StaticPairList'}, {'method': 'SpreadFilter'}]
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          get_tickers=tickers,
+                          exchange_has=MagicMock(return_value=False),
+                          )
+
+    with pytest.raises(OperationalException,
+                       match=r'Exchange does not support fetchTickers, .*'):
+        get_patched_freqtradebot(mocker, default_conf)
+
+
 @pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
 def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
     whitelist_conf['pairlists'][0]['method'] = pairlist

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'], 30.309096315)
-    assert prec_satoshi(result['value'], 454636.44472997)
+    assert prec_satoshi(result['total'], 30.30909624)
+    assert prec_satoshi(result['value'], 454636.44360691)
     assert tickers.call_count == 1
     assert tickers.call_args_list[0][1]['cached'] is True
     assert 'USD' == result['symbol']
@@ -685,7 +685,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
             'free': 5.0,
             'balance': 10.0,
             'currency': 'USDT',
-            'est_stake': 0.0011563153318162476,
+            'est_stake': 0.0011562404610161968,
             'used': 5.0,
             'stake': 'BTC',
             'is_position': False,

tests/test_periodiccache.py

@@ -26,7 +26,9 @@ def test_ttl_cache():
         assert 'a' in cache1h
 
         t.move_to("2021-09-01 05:59:59 +00:00")
+        assert 'a' not in cache
         assert 'a' in cache1h
 
         t.move_to("2021-09-01 06:00:00 +00:00")
+        assert 'a' not in cache
         assert 'a' not in cache1h