Merge branch 'feat/short' into leverage-tiers

freqtrade/commands/data_commands.py

@@ -85,7 +85,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
                 new_pairs_days=config['new_pairs_days'],
                 erase=bool(config.get('erase')), data_format=config['dataformat_ohlcv'],
                 trading_mode=config.get('trading_mode', 'spot'),
-                )
+            )
 
     except KeyboardInterrupt:
         sys.exit("SIGINT received, aborting ...")

freqtrade/enums/candletype.py

@@ -8,8 +8,10 @@ class CandleType(str, Enum):
     MARK = "mark"
     INDEX = "index"
     PREMIUMINDEX = "premiumIndex"
-    # TODO-lev: not sure this belongs here, as the datatype is really different
+
+    # TODO: Could take up less memory if these weren't a CandleType
     FUNDING_RATE = "funding_rate"
+    # BORROW_RATE = "borrow_rate"  # * unimplemented
 
     @staticmethod
     def from_string(value: str) -> 'CandleType':

freqtrade/enums/rpcmessagetype.py

@@ -10,16 +10,19 @@ class RPCMessageType(Enum):
     BUY_FILL = 'buy_fill'
     BUY_CANCEL = 'buy_cancel'
 
-    SELL = 'sell'
-    SELL_FILL = 'sell_fill'
-    SELL_CANCEL = 'sell_cancel'
-    PROTECTION_TRIGGER = 'protection_trigger'
-    PROTECTION_TRIGGER_GLOBAL = 'protection_trigger_global'
-
     SHORT = 'short'
     SHORT_FILL = 'short_fill'
     SHORT_CANCEL = 'short_cancel'
 
+    # TODO: The below messagetypes should be renamed to "exit"!
+    # Careful - has an impact on webhooks, therefore needs proper communication
+    SELL = 'sell'
+    SELL_FILL = 'sell_fill'
+    SELL_CANCEL = 'sell_cancel'
+
+    PROTECTION_TRIGGER = 'protection_trigger'
+    PROTECTION_TRIGGER_GLOBAL = 'protection_trigger_global'
+
     def __repr__(self):
         return self.value
 

freqtrade/exchange/exchange.py

@@ -503,7 +503,7 @@ class Exchange:
             # Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
             if self.markets and pair not in self.markets:
                 raise OperationalException(
-                    f'Pair {pair} is not available on {self.name}. '
+                    f'Pair {pair} is not available on {self.name} {self.trading_mode.value}. '
                     f'Please remove {pair} from your whitelist.')
 
                 # From ccxt Documentation:
@@ -1533,7 +1533,6 @@ class Exchange:
         :return: Dict of [{(pair, timeframe): Dataframe}]
         """
         logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
-        # TODO-lev: maybe depend this on candle type?
         drop_incomplete = self._ohlcv_partial_candle if drop_incomplete is None else drop_incomplete
         input_coroutines = []
         cached_pairs = []

freqtrade/freqtradebot.py

@@ -740,6 +740,9 @@ class FreqtradeBot(LoggingMixin):
 
         # in case of FOK the order may be filled immediately and fully
         elif order_status == 'closed':
+            # TODO-lev: Evaluate this. Why is setting stake_amount here necessary?
+            # it should never change in theory - and in case of leveraged orders,
+            # may be the leveraged amount.
             stake_amount = order['cost']
             amount = safe_value_fallback(order, 'filled', 'amount')
             enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
@@ -1288,6 +1291,7 @@ class FreqtradeBot(LoggingMixin):
             # * Check edge cases, we don't want to make leverage > 1.0 if we don't have to
             # * (for leverage modes which aren't isolated futures)
 
+            # TODO-lev: The below calculation needs to include leverage ...
             trade.stake_amount = trade.amount * trade.open_rate
             self.update_trade_state(trade, trade.open_order_id, corder)
 
@@ -1736,7 +1740,7 @@ class FreqtradeBot(LoggingMixin):
                 trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
 
         if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
-            # TODO-lev: leverage?
+            # * Leverage could be a cause for this warning, leverage hasn't been thoroughly tested
             logger.warning(f"Amount {amount} does not match amount {trade.amount}")
             raise DependencyException("Half bought? Amounts don't match")
 

freqtrade/optimize/backtesting.py

@@ -538,7 +538,6 @@ class Backtesting:
         sell_candle_time: datetime = sell_row[DATE_IDX].to_pydatetime()
 
         if self.trading_mode == TradingMode.FUTURES:
-            # TODO-lev: liquidation price?
             trade.funding_fees = self.exchange.calculate_funding_fees(
                 self.futures_data[trade.pair],
                 amount=trade.amount,

freqtrade/templates/sample_short_strategy.py

@@ -15,7 +15,7 @@ import talib.abstract as ta
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 
 
-# TODO-lev: Create a meaningfull short strategy (not just revresed signs).
+# TODO: Create a meaningfull short strategy (not just revresed signs).
 # This class is a sample. Feel free to customize it.
 class SampleShortStrategy(IStrategy):
     """