Futures candles should go into a subdirectory

freqtrade/commands/arguments.py

@@ -65,7 +65,7 @@ ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
 ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "dataformat_trades"]
 
-ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
+ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs", "trading_mode"]
 
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "include_inactive",
                       "timerange", "download_trades", "exchange", "timeframes",

freqtrade/commands/data_commands.py

@@ -156,7 +156,8 @@ def start_list_data(args: Dict[str, Any]) -> None:
     from freqtrade.data.history.idatahandler import get_datahandler
     dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv'])
 
-    paircombs = dhc.ohlcv_get_available_data(config['datadir'])
+    # TODO-lev: trading-mode should be parsed at config level, and available as Enum in the config.
+    paircombs = dhc.ohlcv_get_available_data(config['datadir'], config.get('trading_mode', 'spot'))
 
     if args['pairs']:
         paircombs = [comb for comb in paircombs if comb[0] in args['pairs']]

freqtrade/data/history/hdf5datahandler.py

@@ -21,12 +21,15 @@ class HDF5DataHandler(IDataHandler):
     _columns = DEFAULT_DATAFRAME_COLUMNS
 
     @classmethod
-    def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
+    def ohlcv_get_available_data(cls, datadir: Path, trading_mode: str) -> ListPairsWithTimeframes:
         """
         Returns a list of all pairs with ohlcv data available in this datadir
         :param datadir: Directory to search for ohlcv files
+        :param trading_mode: trading-mode to be used
         :return: List of Tuples of (pair, timeframe)
         """
+        if trading_mode != 'spot':
+            datadir = datadir.joinpath('futures')
         _tmp = [
             re.search(
                 cls._OHLCV_REGEX, p.name

freqtrade/data/history/idatahandler.py

@@ -38,10 +38,11 @@ class IDataHandler(ABC):
         raise NotImplementedError()
 
     @abstractclassmethod
-    def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
+    def ohlcv_get_available_data(cls, datadir: Path, trading_mode: str) -> ListPairsWithTimeframes:
         """
         Returns a list of all pairs with ohlcv data available in this datadir
         :param datadir: Directory to search for ohlcv files
+        :param trading_mode: trading-mode to be used
         :return: List of Tuples of (pair, timeframe)
         """
 
@@ -178,6 +179,15 @@ class IDataHandler(ABC):
         """
         return trades_remove_duplicates(self._trades_load(pair, timerange=timerange))
 
+    @classmethod
+    def create_dir_if_needed(cls, datadir: Path):
+        """
+        Creates datadir if necessary
+        should only create directories for "futures" mode at the moment.
+        """
+        if not datadir.parent.is_dir():
+            datadir.parent.mkdir()
+
     @classmethod
     def _pair_data_filename(
         cls,
@@ -188,6 +198,7 @@ class IDataHandler(ABC):
     ) -> Path:
         pair_s = misc.pair_to_filename(pair)
         if candle_type:
+            datadir = datadir.joinpath('futures')
             candle_type = f"-{candle_type}"
         filename = datadir.joinpath(f'{pair_s}-{timeframe}{candle_type}.{cls._get_file_extension()}')
         return filename

freqtrade/data/history/jsondatahandler.py

@@ -23,12 +23,15 @@ class JsonDataHandler(IDataHandler):
     _columns = DEFAULT_DATAFRAME_COLUMNS
 
     @classmethod
-    def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
+    def ohlcv_get_available_data(cls, datadir: Path, trading_mode: str) -> ListPairsWithTimeframes:
         """
         Returns a list of all pairs with ohlcv data available in this datadir
         :param datadir: Directory to search for ohlcv files
+        :param trading_mode: trading-mode to be used
         :return: List of Tuples of (pair, timeframe)
         """
+        if trading_mode != 'spot':
+            datadir = datadir.joinpath('futures')
         _tmp = [
             re.search(
                 cls._OHLCV_REGEX, p.name
@@ -74,6 +77,7 @@ class JsonDataHandler(IDataHandler):
         :return: None
         """
         filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type)
+        self.create_dir_if_needed(filename)
         _data = data.copy()
         # Convert date to int
         _data['date'] = _data['date'].view(np.int64) // 1000 // 1000

freqtrade/rpc/api_server/api_v1.py

@@ -254,7 +254,8 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
 
     dh = get_datahandler(config['datadir'], config.get('dataformat_ohlcv', None))
 
-    pair_interval = dh.ohlcv_get_available_data(config['datadir'])
+    # TODO-lev: xmatt to decide: use candle-type or market mode for this endpoint??
+    pair_interval = dh.ohlcv_get_available_data(config['datadir'], 'spot')
 
     if timeframe:
         pair_interval = [pair for pair in pair_interval if pair[1] == timeframe]