Merge branch 'develop' into gc_improvements

.gitignore

@@ -109,7 +109,6 @@ target/
 !*.gitkeep
 !config_examples/config_binance.example.json
 !config_examples/config_bittrex.example.json
-!config_examples/config_ftx.example.json
 !config_examples/config_full.example.json
 !config_examples/config_kraken.example.json
 !config_examples/config_freqai.example.json

.pre-commit-config.yaml

@@ -15,9 +15,9 @@ repos:
         additional_dependencies:
           - types-cachetools==5.2.1
           - types-filelock==3.2.7
-          - types-requests==2.28.11.2
+          - types-requests==2.28.11.4
           - types-tabulate==0.9.0.0
-          - types-python-dateutil==2.8.19.2
+          - types-python-dateutil==2.8.19.3
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort

README.md

@@ -28,7 +28,6 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 
 - [X] [Binance](https://www.binance.com/)
 - [X] [Bittrex](https://bittrex.com/)
-- [X] [FTX](https://ftx.com/#a=2258149)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [X] [Huobi](http://huobi.com/)
 - [X] [Kraken](https://kraken.com/)

config_examples/config_ftx.example.json

@@ -1,96 +0,0 @@
-{
-    "max_open_trades": 3,
-    "stake_currency": "USD",
-    "stake_amount": 50,
-    "tradable_balance_ratio": 0.99,
-    "fiat_display_currency": "USD",
-    "timeframe": "5m",
-    "dry_run": true,
-    "cancel_open_orders_on_exit": false,
-    "unfilledtimeout": {
-        "entry": 10,
-        "exit": 10,
-        "exit_timeout_count": 0,
-        "unit": "minutes"
-    },
-    "entry_pricing": {
-        "price_side": "same",
-        "use_order_book": true,
-        "order_book_top": 1,
-        "price_last_balance": 0.0,
-        "check_depth_of_market": {
-            "enabled": false,
-            "bids_to_ask_delta": 1
-        }
-    },
-    "exit_pricing": {
-        "price_side": "same",
-        "use_order_book": true,
-        "order_book_top": 1
-    },
-    "exchange": {
-        "name": "ftx",
-        "key": "your_exchange_key",
-        "secret": "your_exchange_secret",
-        "ccxt_config": {},
-        "ccxt_async_config": {},
-        "pair_whitelist": [
-            "BTC/USD",
-            "ETH/USD",
-            "BNB/USD",
-            "USDT/USD",
-            "LTC/USD",
-            "SRM/USD",
-            "SXP/USD",
-            "XRP/USD",
-            "DOGE/USD",
-            "1INCH/USD",
-            "CHZ/USD",
-            "MATIC/USD",
-            "LINK/USD",
-            "OXY/USD",
-            "SUSHI/USD"
-        ],
-        "pair_blacklist": [
-            "FTT/USD"
-        ]
-    },
-    "pairlists": [
-        {"method": "StaticPairList"}
-    ],
-    "edge": {
-        "enabled": false,
-        "process_throttle_secs": 3600,
-        "calculate_since_number_of_days": 7,
-        "allowed_risk": 0.01,
-        "stoploss_range_min": -0.01,
-        "stoploss_range_max": -0.1,
-        "stoploss_range_step": -0.01,
-        "minimum_winrate": 0.60,
-        "minimum_expectancy": 0.20,
-        "min_trade_number": 10,
-        "max_trade_duration_minute": 1440,
-        "remove_pumps": false
-    },
-    "telegram": {
-        "enabled": false,
-        "token": "your_telegram_token",
-        "chat_id": "your_telegram_chat_id"
-    },
-    "api_server": {
-        "enabled": false,
-        "listen_ip_address": "127.0.0.1",
-        "listen_port": 8080,
-        "verbosity": "error",
-        "jwt_secret_key": "somethingrandom",
-        "CORS_origins": [],
-        "username": "freqtrader",
-        "password": "SuperSecurePassword"
-    },
-    "bot_name": "freqtrade",
-    "initial_state": "running",
-    "force_entry_enable": false,
-    "internals": {
-        "process_throttle_secs": 5
-    }
-}

config_examples/config_full.example.json

@@ -204,6 +204,7 @@
     "strategy_path": "user_data/strategies/",
     "recursive_strategy_search": false,
     "add_config_files": [],
+    "reduce_df_footprint": false,
     "dataformat_ohlcv": "json",
     "dataformat_trades": "jsongz"
 }

docs/configuration.md

@@ -253,6 +253,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `add_config_files` | Additional config files. These files will be loaded and merged with the current config file. The files are resolved relative to the initial file.<br> *Defaults to `[]`*. <br> **Datatype:** List of strings
 | `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `json`*. <br> **Datatype:** String
 | `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
+| `reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage (and decreasing train/inference timing in FreqAI). (Currently only affects FreqAI use-cases) <br> **Datatype:** Boolean. <br> Default: `False`.
 
 ### Parameters in the strategy
 
@@ -552,7 +553,7 @@ The possible values are: `GTC` (default), `FOK` or `IOC`.
 ```
 
 !!! Warning
-    This is ongoing work. For now, it is supported only for binance, gate, ftx and kucoin.
+    This is ongoing work. For now, it is supported only for binance, gate and kucoin.
     Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
 
 ### What values can be used for fiat_display_currency?

docs/data-download.md

@@ -177,13 +177,13 @@ freqtrade download-data --exchange binance --pairs ETH/USDT XRP/USDT BTC/USDT --
 
 ### Data format
 
-Freqtrade currently supports 3 data-formats for both OHLCV and trades data:
+Freqtrade currently supports the following data-formats:
 
 * `json` -  plain "text" json files
 * `jsongz` - a gzip-zipped version of json files
 * `hdf5` - a high performance datastore
-* `feather` - a dataformat based on Apache Arrow
+* `feather` - a dataformat based on Apache Arrow (OHLCV only)
-* `parquet` - columnar datastore
+* `parquet` - columnar datastore (OHLCV only)
 
 By default, OHLCV data is stored as `json` data, while trades data is stored as `jsongz` data.
 

docs/exchanges.md

@@ -173,30 +173,6 @@ res = [p for p, x in lm.items() if 'US' in x['info']['prohibitedIn']]
 print(res)
 ```
 
-## FTX
-
-!!! Warning
-    Due to the current situation, we can no longer recommend FTX.
-    Please make sure to investigate the current situation before depositing any funds to FTX.
-
-!!! Tip "Stoploss on Exchange"
-    FTX supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
-    You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type of stoploss shall be used.
-
-### Using subaccounts
-
-To use subaccounts with FTX, you need to edit the configuration and add the following:
-
-``` json
-"exchange": {
-    "ccxt_config": {
-        "headers": {
-            "FTX-SUBACCOUNT": "name"
-        }
-    },
-}
-```
-
 ## Kucoin
 
 Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:

docs/freqai-parameter-table.md

@@ -50,3 +50,4 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 |  |  **Extraneous parameters**
 | `keras` | If the selected model makes use of Keras (typical for Tensorflow-based prediction models), this flag needs to be activated so that the model save/loading follows Keras standards. <br> **Datatype:** Boolean. <br> Default: `False`.
 | `conv_width` | The width of a convolutional neural network input tensor. This replaces the need for shifting candles (`include_shifted_candles`) by feeding in historical data points as the second dimension of the tensor. Technically, this parameter can also be used for regressors, but it only adds computational overhead and does not change the model training/prediction. <br> **Datatype:** Integer. <br> Default: `2`.
+| `reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage and decreasing train/inference timing. This parameter is set in the main level of the Freqtrade configuration file (not inside FreqAI). <br> **Datatype:** Boolean. <br> Default: `False`.

docs/includes/pairlists.md

@@ -268,7 +268,7 @@ This option is disabled by default, and will only apply if set to > 0.
 The `max_value` setting removes pairs where the minimum value change is above a specified value.
 This is useful when an exchange has unbalanced limits. For example, if step-size = 1 (so you can only buy 1, or 2, or 3, but not 1.1 Coins) - and the price is pretty high (like 20\$) as the coin has risen sharply since the last limit adaption.
 As a result of the above, you can only buy for 20\$, or 40\$ - but not for 25\$.
-On exchanges that deduct fees from the receiving currency (e.g. FTX) - this can result in high value coins / amounts that are unsellable as the amount is slightly below the limit.
+On exchanges that deduct fees from the receiving currency (e.g. binance) - this can result in high value coins / amounts that are unsellable as the amount is slightly below the limit.
 
 The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio.
 This option is disabled by default, and will only apply if set to > 0.

docs/index.md

@@ -40,7 +40,6 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 
 - [X] [Binance](https://www.binance.com/)
 - [X] [Bittrex](https://bittrex.com/)
-- [X] [FTX](https://ftx.com/#a=2258149)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [X] [Huobi](http://huobi.com/)
 - [X] [Kraken](https://kraken.com/)

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.3.7
 mkdocs==1.4.2
-mkdocs-material==8.5.8
+mkdocs-material==8.5.10
 mdx_truly_sane_lists==1.3
-pymdown-extensions==9.7
+pymdown-extensions==9.8
 jinja2==3.1.2

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) Gateio (stop-limit), 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), 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/strategy-customization.md

@@ -723,7 +723,7 @@ if self.dp.runmode.value in ('live', 'dry_run'):
 
 !!! Warning
     Although the ticker data structure is a part of the ccxt Unified Interface, the values returned by this method can
-    vary for different exchanges. For instance, many exchanges do not return `vwap` values, the FTX exchange
+    vary for different exchanges. For instance, many exchanges do not return `vwap` values, some exchanges
     does not always fills in the `last` field (so it can be None), etc. So you need to carefully verify the ticker
     data returned from the exchange and add appropriate error handling / defaults.
 

docs/utils.md

@@ -263,7 +263,6 @@ equos            True     missing opt: fetchTicker, fetchTickers
 eterbase         True
 fcoin            True     missing opt: fetchMyTrades, fetchTickers
 fcoinjp          True     missing opt: fetchMyTrades, fetchTickers
-ftx              True
 gateio           True
 gemini           True
 gopax            True
@@ -369,7 +368,6 @@ fcoin               True     missing opt: fetchMyTrades, fetchTickers
 fcoinjp             True     missing opt: fetchMyTrades, fetchTickers
 flowbtc             False    missing: fetchOrder, fetchOHLCV
 foxbit              False    missing: fetchOrder, fetchOHLCV
-ftx                 True
 gateio              True
 gemini              True
 gopax               True

freqtrade/commands/build_config_commands.py

@@ -108,7 +108,6 @@ def ask_user_config() -> Dict[str, Any]:
                 "binance",
                 "binanceus",
                 "bittrex",
-                "ftx",
                 "gateio",
                 "huobi",
                 "kraken",

freqtrade/constants.py

@@ -159,6 +159,7 @@ CONF_SCHEMA = {
         'ignore_buying_expired_candle_after': {'type': 'number'},
         'trading_mode': {'type': 'string', 'enum': TRADING_MODES},
         'margin_mode': {'type': 'string', 'enum': MARGIN_MODES},
+        'reduce_df_footprint': {'type': 'boolean', 'default': False},
         'liquidation_buffer': {'type': 'number', 'minimum': 0.0, 'maximum': 0.99},
         'backtest_breakdown': {
             'type': 'array',

freqtrade/data/converter.py

@@ -7,6 +7,7 @@ from datetime import datetime, timezone
 from operator import itemgetter
 from typing import Dict, List
 
+import numpy as np
 import pandas as pd
 from pandas import DataFrame, to_datetime
 
@@ -313,3 +314,29 @@ def convert_ohlcv_format(
                 if erase and convert_from != convert_to:
                     logger.info(f"Deleting source data for {pair} / {timeframe}")
                     src.ohlcv_purge(pair=pair, timeframe=timeframe, candle_type=candle_type)
+
+
+def reduce_dataframe_footprint(df: DataFrame) -> DataFrame:
+    """
+    Ensure all values are float32 in the incoming dataframe.
+    :param df: Dataframe to be converted to float/int 32s
+    :return: Dataframe converted to float/int 32s
+    """
+
+    logger.debug(f"Memory usage of dataframe is "
+                 f"{df.memory_usage().sum() / 1024**2:.2f} MB")
+
+    df_dtypes = df.dtypes
+    for column, dtype in df_dtypes.items():
+        if column in ['open', 'high', 'low', 'close', 'volume']:
+            continue
+        if dtype == np.float64:
+            df_dtypes[column] = np.float32
+        elif dtype == np.int64:
+            df_dtypes[column] = np.int32
+    df = df.astype(df_dtypes)
+
+    logger.debug(f"Memory usage after optimization is: "
+                 f"{df.memory_usage().sum() / 1024**2:.2f} MB")
+
+    return df

freqtrade/edge/edge_positioning.py

@@ -392,7 +392,7 @@ class Edge:
         # Returning a list of pairs in order of "expectancy"
         return final
 
-    def _find_trades_for_stoploss_range(self, df, pair, stoploss_range):
+    def _find_trades_for_stoploss_range(self, df, pair: str, stoploss_range) -> list:
         buy_column = df['enter_long'].values
         sell_column = df['exit_long'].values
         date_column = df['date'].values
@@ -407,7 +407,7 @@ class Edge:
         return result
 
     def _detect_next_stop_or_sell_point(self, buy_column, sell_column, date_column,
-                                        ohlc_columns, stoploss, pair):
+                                        ohlc_columns, stoploss, pair: str):
         """
         Iterate through ohlc_columns in order to find the next trade
         Next trade opens from the first buy signal noticed to

freqtrade/exchange/__init__.py

@@ -18,7 +18,6 @@ from freqtrade.exchange.exchange_utils import (amount_to_contract_precision, amo
                                                timeframe_to_next_date, timeframe_to_prev_date,
                                                timeframe_to_seconds, validate_exchange,
                                                validate_exchanges)
-from freqtrade.exchange.ftx import Ftx
 from freqtrade.exchange.gateio import Gateio
 from freqtrade.exchange.hitbtc import Hitbtc
 from freqtrade.exchange.huobi import Huobi

freqtrade/exchange/common.py

@@ -52,7 +52,6 @@ MAP_EXCHANGE_CHILDCLASS = {
 SUPPORTED_EXCHANGES = [
     'binance',
     'bittrex',
-    'ftx',
     'gateio',
     'huobi',
     'kraken',

freqtrade/exchange/ftx.py

@@ -1,178 +0,0 @@
-""" FTX exchange subclass """
-import logging
-from typing import Any, Dict, List, Optional, Tuple
-
-import ccxt
-
-from freqtrade.constants import BuySell
-from freqtrade.enums import MarginMode, TradingMode
-from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
-                                  OperationalException, TemporaryError)
-from freqtrade.exchange import Exchange
-from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier
-from freqtrade.misc import safe_value_fallback2
-
-
-logger = logging.getLogger(__name__)
-
-
-class Ftx(Exchange):
-
-    _ft_has: Dict = {
-        "order_time_in_force": ['GTC', 'IOC', 'PO'],
-        "stoploss_on_exchange": True,
-        "ohlcv_candle_limit": 1500,
-        "ohlcv_require_since": True,
-        "ohlcv_volume_currency": "quote",
-        "mark_ohlcv_price": "index",
-        "mark_ohlcv_timeframe": "1h",
-    }
-
-    _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
-        # TradingMode.SPOT always supported and not required in this list
-        # (TradingMode.MARGIN, MarginMode.CROSS),
-        # (TradingMode.FUTURES, MarginMode.CROSS)
-    ]
-
-    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
-        """
-        Verify stop_loss against stoploss-order value (limit or price)
-        Returns True if adjustment is necessary.
-        """
-        return order['type'] == 'stop' and (
-            side == "sell" and stop_loss > float(order['price']) or
-            side == "buy" and stop_loss < float(order['price'])
-        )
-
-    @retrier(retries=0)
-    def stoploss(self, pair: str, amount: float, stop_price: float,
-                 order_types: Dict, side: BuySell, leverage: float) -> Dict:
-        """
-        Creates a stoploss order.
-        depending on order_types.stoploss configuration, uses 'market' or limit order.
-
-        Limit orders are defined by having orderPrice set, otherwise a market order is used.
-        """
-        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
-        if side == "sell":
-            limit_rate = stop_price * limit_price_pct
-        else:
-            limit_rate = stop_price * (2 - limit_price_pct)
-
-        ordertype = "stop"
-
-        stop_price = self.price_to_precision(pair, stop_price)
-
-        if self._config['dry_run']:
-            dry_order = self.create_dry_run_order(
-                pair, ordertype, side, amount, stop_price, leverage, stop_loss=True)
-            return dry_order
-
-        try:
-            params = self._params.copy()
-            if order_types.get('stoploss', 'market') == 'limit':
-                # set orderPrice to place limit order, otherwise it's a market order
-                params['orderPrice'] = limit_rate
-            if self.trading_mode == TradingMode.FUTURES:
-                params.update({'reduceOnly': True})
-
-            params['stopPrice'] = stop_price
-            amount = self.amount_to_precision(pair, amount)
-
-            self._lev_prep(pair, leverage, side)
-            order = self._api.create_order(symbol=pair, type=ordertype, side=side,
-                                           amount=amount, params=params)
-            self._log_exchange_response('create_stoploss_order', order)
-            logger.info('stoploss order added for %s. '
-                        'stop price: %s.', pair, stop_price)
-            return order
-        except ccxt.InsufficientFunds as e:
-            raise InsufficientFundsError(
-                f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
-                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
-                f'Message: {e}') from e
-        except ccxt.InvalidOrder as e:
-            raise InvalidOrderException(
-                f'Could not create {ordertype} {side} order on market {pair}. '
-                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
-                f'Message: {e}') from e
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
-
-    @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
-    def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
-        if self._config['dry_run']:
-            return self.fetch_dry_run_order(order_id)
-
-        try:
-            orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
-
-            order = [order for order in orders if order['id'] == order_id]
-            self._log_exchange_response('fetch_stoploss_order', order)
-            if len(order) == 1:
-                if order[0].get('status') == 'closed':
-                    # Trigger order was triggered ...
-                    real_order_id: Optional[str] = order[0].get('info', {}).get('orderId')
-                    # OrderId may be None for stoploss-market orders
-                    # So we need to get it through the endpoint
-                    # /conditional_orders/{conditional_order_id}/triggers
-                    if not real_order_id:
-                        res = self._api.privateGetConditionalOrdersConditionalOrderIdTriggers(
-                            params={'conditional_order_id': order_id})
-                        self._log_exchange_response('fetch_stoploss_order2', res)
-                        real_order_id = res['result'][0]['orderId'] if res.get(
-                            'result', []) else None
-
-                    if real_order_id:
-                        order1 = self._api.fetch_order(real_order_id, pair)
-                        self._log_exchange_response('fetch_stoploss_order1', order1)
-                        # Fake type to stop - as this was really a stop order.
-                        order1['id_stop'] = order1['id']
-                        order1['id'] = order_id
-                        order1['type'] = 'stop'
-                        order1['status_stop'] = 'triggered'
-                        return order1
-
-                return order[0]
-            else:
-                raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
-
-        except ccxt.InvalidOrder as e:
-            raise InvalidOrderException(
-                f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
-
-    @retrier
-    def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
-        if self._config['dry_run']:
-            return {}
-        try:
-            order = self._api.cancel_order(order_id, pair, params={'type': 'stop'})
-            self._log_exchange_response('cancel_stoploss_order', order)
-            return order
-        except ccxt.InvalidOrder as e:
-            raise InvalidOrderException(
-                f'Could not cancel order. Message: {e}') from e
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
-
-    def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
-        if order['type'] == 'stop':
-            return safe_value_fallback2(order, order, 'id_stop', 'id')
-        return order['id']

freqtrade/freqai/data_kitchen.py

@@ -19,6 +19,7 @@ from sklearn.neighbors import NearestNeighbors
 
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import Config
+from freqtrade.data.converter import reduce_dataframe_footprint
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_seconds
 from freqtrade.strategy.interface import IStrategy
@@ -1275,6 +1276,9 @@ class FreqaiDataKitchen:
 
         dataframe = self.remove_special_chars_from_feature_names(dataframe)
 
+        if self.config.get('reduce_df_footprint', False):
+            dataframe = reduce_dataframe_footprint(dataframe)
+
         return dataframe
 
     def fit_labels(self) -> None:

freqtrade/freqtradebot.py

@@ -354,7 +354,7 @@ class FreqtradeBot(LoggingMixin):
         if self.trading_mode == TradingMode.FUTURES:
             self._schedule.run_pending()
 
-    def update_closed_trades_without_assigned_fees(self):
+    def update_closed_trades_without_assigned_fees(self) -> None:
         """
         Update closed trades without close fees assigned.
         Only acts when Orders are in the database, otherwise the last order-id is unknown.
@@ -379,7 +379,7 @@ class FreqtradeBot(LoggingMixin):
                                             stoploss_order=order.ft_order_side == 'stoploss',
                                             send_msg=False)
 
-        trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
+        trades = Trade.get_open_trades_without_assigned_fees()
         for trade in trades:
             if trade.is_open and not trade.fee_updated(trade.entry_side):
                 order = trade.select_order(trade.entry_side, False)

freqtrade/leverage/interest.py

@@ -35,9 +35,5 @@ def interest(
     elif exchange_name == "kraken":
         # Rounded based on https://kraken-fees-calculator.github.io/
         return borrowed * rate * (one + FtPrecise(ceil(hours / four)))
-    elif exchange_name == "ftx":
-        # As Explained under #Interest rates section in
-        # https://help.ftx.com/hc/en-us/articles/360053007671-Spot-Margin-Trading-Explainer
-        return borrowed * rate * FtPrecise(ceil(hours)) / twenty_four
     else:
         raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")

freqtrade/optimize/backtesting.py

@@ -166,7 +166,7 @@ class Backtesting:
         PairLocks.use_db = True
         Trade.use_db = True
 
-    def init_backtest_detail(self):
+    def init_backtest_detail(self) -> None:
         # Load detail timeframe if specified
         self.timeframe_detail = str(self.config.get('timeframe_detail', ''))
         if self.timeframe_detail:

freqtrade/persistence/migrations.py

@@ -1,5 +1,5 @@
 import logging
-from typing import List
+from typing import List, Optional
 
 from sqlalchemy import inspect, select, text, tuple_, update
 
@@ -31,9 +31,9 @@ def get_backup_name(tabs: List[str], backup_prefix: str):
     return table_back_name
 
 
-def get_last_sequence_ids(engine, trade_back_name, order_back_name):
+def get_last_sequence_ids(engine, trade_back_name: str, order_back_name: str):
-    order_id: int = None
+    order_id: Optional[int] = None
-    trade_id: int = None
+    trade_id: Optional[int] = None
 
     if engine.name == 'postgresql':
         with engine.begin() as connection:

freqtrade/persistence/trade_model.py

@@ -1144,7 +1144,8 @@ class Trade(_DECL_BASE, LocalTrade):
 
     id = Column(Integer, primary_key=True)
 
-    orders = relationship("Order", order_by="Order.id", cascade="all, delete-orphan", lazy="joined")
+    orders = relationship("Order", order_by="Order.id", cascade="all, delete-orphan",
+                          lazy="selectin", innerjoin=True)
 
     exchange = Column(String(25), nullable=False)
     pair = Column(String(25), nullable=False, index=True)

freqtrade/rpc/api_server/api_ws.py

@@ -84,11 +84,8 @@ async def _process_consumer_request(
             # Limit the amount of candles per dataframe to 'limit' or 1500
             limit = max(data.get('limit', 1500), 1500)
 
-        # They requested the full historical analyzed dataframes
+        # For every pair in the generator, send a separate message
-        analyzed_df = rpc._ws_request_analyzed_df(limit)
+        for message in rpc._ws_request_analyzed_df(limit):
-
-        # For every dataframe, send as a separate message
-        for _, message in analyzed_df.items():
             response = WSAnalyzedDFMessage(data=message)
             await channel_manager.send_direct(channel, response.dict(exclude_none=True))
 

freqtrade/rpc/api_server/webserver.py

@@ -2,7 +2,7 @@ import asyncio
 import logging
 from ipaddress import IPv4Address
 from threading import Thread
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 
 import orjson
 import uvicorn
@@ -51,9 +51,9 @@ class ApiServer(RPCHandler):
     # Exchange - only available in webserver mode.
     _exchange = None
     # websocket message queue stuff
-    _ws_channel_manager = None
+    _ws_channel_manager: ChannelManager
     _ws_thread = None
-    _ws_loop = None
+    _ws_loop: Optional[asyncio.AbstractEventLoop] = None
 
     def __new__(cls, *args, **kwargs):
         """
@@ -71,7 +71,7 @@ class ApiServer(RPCHandler):
             return
         self._standalone: bool = standalone
         self._server = None
-        self._ws_queue = None
+        self._ws_queue: Optional[ThreadedQueue] = None
         self._ws_background_task = None
 
         ApiServer.__initialized = True
@@ -186,7 +186,7 @@ class ApiServer(RPCHandler):
         self._ws_background_task = asyncio.run_coroutine_threadsafe(
             self._broadcast_queue_data(), loop=self._ws_loop)
 
-    async def _broadcast_queue_data(self):
+    async def _broadcast_queue_data(self) -> None:
         # Instantiate the queue in this coroutine so it's attached to our loop
         self._ws_queue = ThreadedQueue()
         async_queue = self._ws_queue.async_q
@@ -210,6 +210,7 @@ class ApiServer(RPCHandler):
         finally:
             # Disconnect channels and stop the loop on cancel
             await self._ws_channel_manager.disconnect_all()
+            if self._ws_loop:
                 self._ws_loop.stop()
             # Avoid adding more items to the queue if they aren't
             # going to get broadcasted.

freqtrade/rpc/api_server/ws/channel.py

@@ -35,8 +35,6 @@ class WebSocketChannel:
 
         # The WebSocket object
         self._websocket = WebSocketProxy(websocket)
-        # The Serializing class for the WebSocket object
-        self._serializer_cls = serializer_cls
 
         self.drain_timeout = drain_timeout
         self.throttle = throttle
@@ -50,7 +48,7 @@ class WebSocketChannel:
         self._closed = asyncio.Event()
 
         # Wrap the WebSocket in the Serializing class
-        self._wrapped_ws = self._serializer_cls(self._websocket)
+        self._wrapped_ws = serializer_cls(self._websocket)
 
     def __repr__(self):
         return f"WebSocketChannel({self.channel_id}, {self.remote_addr})"

freqtrade/rpc/rpc.py

@@ -5,7 +5,7 @@ import logging
 from abc import abstractmethod
 from datetime import date, datetime, timedelta, timezone
 from math import isnan
-from typing import Any, Dict, List, Optional, Tuple, Union
+from typing import Any, Dict, Generator, List, Optional, Tuple, Union
 
 import arrow
 import psutil
@@ -1063,23 +1063,20 @@ class RPC:
         self,
         pairlist: List[str],
         limit: Optional[int]
-    ) -> Dict[str, Any]:
+    ) -> Generator[Dict[str, Any], None, None]:
         """ Get the analysed dataframes of each pair in the pairlist """
         timeframe = self._freqtrade.config['timeframe']
         candle_type = self._freqtrade.config.get('candle_type_def', CandleType.SPOT)
-        _data = {}
 
         for pair in pairlist:
             dataframe, last_analyzed = self.__rpc_analysed_dataframe_raw(pair, timeframe, limit)
 
-            _data[pair] = {
+            yield {
                 "key": (pair, timeframe, candle_type),
                 "df": dataframe,
                 "la": last_analyzed
             }
 
-        return _data
-
     def _ws_request_analyzed_df(self, limit: Optional[int]):
         """ Historical Analyzed Dataframes for WebSocket """
         whitelist = self._freqtrade.active_pair_whitelist

freqtrade/rpc/telegram.py

@@ -1061,7 +1061,8 @@ class Telegram(RPCHandler):
             try:
                 self._rpc._rpc_force_entry(pair, price, order_side=order_side)
             except RPCException as e:
-                self._send_msg(str(e))
+                logger.exception("Forcebuy error!")
+                self._send_msg(str(e), ParseMode.HTML)
 
     def _force_enter_inline(self, update: Update, _: CallbackContext) -> None:
         if update.callback_query:

pyproject.toml

@@ -30,6 +30,8 @@ asyncio_mode = "auto"
 
 [tool.mypy]
 ignore_missing_imports = true
+namespace_packages = false
+implicit_optional = true
 warn_unused_ignores = true
 exclude = [
     '^build_helpers\.py$'

requirements-dev.txt

@@ -8,23 +8,25 @@
 coveralls==3.3.1
 flake8==5.0.4
 flake8-tidy-imports==4.8.0
-mypy==0.982
+mypy==0.990
 pre-commit==2.20.0
 pytest==7.2.0
-pytest-asyncio==0.20.1
+pytest-asyncio==0.20.2
 pytest-cov==4.0.0
 pytest-mock==3.10.0
 pytest-random-order==1.0.4
 isort==5.10.1
 # For datetime mocking
 time-machine==2.8.2
+# fastapi testing
+httpx==0.23.0
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==7.2.3
+nbconvert==7.2.4
 
 # mypy types
 types-cachetools==5.2.1
 types-filelock==3.2.7
-types-requests==2.28.11.2
+types-requests==2.28.11.4
 types-tabulate==0.9.0.0
-types-python-dateutil==2.8.19.2
+types-python-dateutil==2.8.19.3

requirements-freqai.txt

@@ -8,4 +8,4 @@ joblib==1.2.0
 catboost==1.1.1; platform_machine != 'aarch64'
 lightgbm==3.3.3
 xgboost==1.7.1
-tensorboard==2.10.1
+tensorboard==2.11.0

requirements.txt

@@ -2,11 +2,12 @@ numpy==1.23.4
 pandas==1.5.1
 pandas-ta==0.3.14b
 
-ccxt==2.1.54
+ccxt==2.1.75
 # Pin cryptography for now due to rust build errors with piwheels
-cryptography==38.0.1
+cryptography==38.0.1; platform_machine == 'armv7l'
+cryptography==38.0.3; platform_machine != 'armv7l'
 aiohttp==3.8.3
-SQLAlchemy==1.4.43
+SQLAlchemy==1.4.44
 python-telegram-bot==13.14
 arrow==1.2.3
 cachetools==4.2.2
@@ -35,12 +36,12 @@ orjson==3.8.1
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.85.1
+fastapi==0.87.0
 pydantic==1.10.2
 uvicorn==0.19.0
 pyjwt==2.6.0
 aiofiles==22.1.0
-psutil==5.9.3
+psutil==5.9.4
 
 # Support for colorized terminal output
 colorama==0.4.6

tests/commands/test_build_config.py

@@ -30,7 +30,7 @@ def test_validate_is_int():
     assert not validate_is_int('-ee')
 
 
-@pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken', 'ftx'])
+@pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken'])
 def test_start_new_config(mocker, caplog, exchange):
     wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
     mocker.patch.object(Path, "exists", MagicMock(return_value=True))

tests/conftest.py

@@ -1748,28 +1748,7 @@ def limit_buy_order_canceled_empty(request):
     # https://docs.pytest.org/en/latest/example/parametrize.html#apply-indirect-on-particular-arguments
 
     exchange_name = request.param
-    if exchange_name == 'ftx':
+    if exchange_name == 'kraken':
-        return {
-            'info': {},
-            'id': '1234512345',
-            'clientOrderId': None,
-            'timestamp': arrow.utcnow().shift(minutes=-601).int_timestamp * 1000,
-            'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
-            'lastTradeTimestamp': None,
-            'symbol': 'LTC/USDT',
-            'type': 'limit',
-            'side': 'buy',
-            'price': 34.3225,
-            'amount': 0.55,
-            'cost': 0.0,
-            'average': None,
-            'filled': 0.0,
-            'remaining': 0.0,
-            'status': 'closed',
-            'fee': None,
-            'trades': None
-        }
-    elif exchange_name == 'kraken':
         return {
             'info': {},
             'id': 'AZNPFF-4AC4N-7MKTAT',

tests/data/test_converter.py

@@ -3,18 +3,19 @@ import logging
 from pathlib import Path
 from shutil import copyfile
 
+import numpy as np
 import pytest
 
 from freqtrade.configuration.timerange import TimeRange
 from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_format,
                                       ohlcv_fill_up_missing_data, ohlcv_to_dataframe,
-                                      trades_dict_to_list, trades_remove_duplicates,
+                                      reduce_dataframe_footprint, trades_dict_to_list,
-                                      trades_to_ohlcv, trim_dataframe)
+                                      trades_remove_duplicates, trades_to_ohlcv, trim_dataframe)
 from freqtrade.data.history import (get_timerange, load_data, load_pair_history,
                                     validate_backtest_data)
 from freqtrade.data.history.idatahandler import IDataHandler
 from freqtrade.enums import CandleType
-from tests.conftest import log_has, log_has_re
+from tests.conftest import generate_test_data, log_has, log_has_re
 from tests.data.test_history import _clean_test_file
 
 
@@ -344,3 +345,33 @@ def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, cand
         assert file.exists()
     for file in (files_new):
         assert not file.exists()
+
+
+def test_reduce_dataframe_footprint():
+    data = generate_test_data('15m', 40)
+
+    data['open_copy'] = data['open']
+    data['close_copy'] = data['close']
+    data['close_copy'] = data['close']
+
+    assert data['open'].dtype == np.float64
+    assert data['open_copy'].dtype == np.float64
+    assert data['close_copy'].dtype == np.float64
+
+    df2 = reduce_dataframe_footprint(data)
+
+    # Does not modify original dataframe
+    assert data['open'].dtype == np.float64
+    assert data['open_copy'].dtype == np.float64
+    assert data['close_copy'].dtype == np.float64
+
+    # skips ohlcv columns
+    assert df2['open'].dtype == np.float64
+    assert df2['high'].dtype == np.float64
+    assert df2['low'].dtype == np.float64
+    assert df2['close'].dtype == np.float64
+    assert df2['volume'].dtype == np.float64
+
+    # Changes dtype of returned dataframe
+    assert df2['open_copy'].dtype == np.float32
+    assert df2['close_copy'].dtype == np.float32

tests/data/test_datahandler.py

@@ -70,7 +70,7 @@ def test_datahandler_ohlcv_regex(filename, pair, timeframe, candletype):
     ('BTC_USDT_USDT', 'BTC/USDT:USDT'),  # Futures
     ('XRP_USDT_USDT', 'XRP/USDT:USDT'),  # futures
     ('BTC-PERP', 'BTC-PERP'),
-    ('BTC-PERP_USDT', 'BTC-PERP:USDT'),  # potential FTX case
+    ('BTC-PERP_USDT', 'BTC-PERP:USDT'),
     ('UNITTEST_USDT', 'UNITTEST/USDT'),
 ])
 def test_rebuild_pair_from_filename(input, expected):

tests/exchange/test_ccxt_compat.py

@@ -45,16 +45,6 @@ EXCHANGES = {
         'leverage_tiers_public': False,
         'leverage_in_spot_market': True,
     },
-    'ftx': {
-        'pair': 'BTC/USD',
-        'stake_currency': 'USD',
-        'hasQuoteVolume': True,
-        'timeframe': '5m',
-        'futures_pair': 'BTC/USD:USD',
-        'futures': False,
-        'leverage_tiers_public': False,  # TODO: Set to True once implemented on CCXT
-        'leverage_in_spot_market': True,
-    },
     'kucoin': {
         'pair': 'XRP/USDT',
         'stake_currency': 'USDT',

tests/exchange/test_exchange.py

@@ -27,7 +27,7 @@ from tests.conftest import (generate_test_data_raw, get_mock_coro, get_patched_e
 
 
 # Make sure to always keep one exchange here which is NOT subclassed!!
-EXCHANGES = ['bittrex', 'binance', 'kraken', 'ftx', 'gateio']
+EXCHANGES = ['bittrex', 'binance', 'kraken', 'gateio']
 
 get_entry_rate_data = [
     ('other', 20, 19, 10, 0.0, 20),  # Full ask side
@@ -3162,19 +3162,16 @@ def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
 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)
 
     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 == 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.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)
@@ -3182,7 +3179,6 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
 
     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
@@ -3191,7 +3187,6 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
     with pytest.raises(InvalidOrderException):
         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)
@@ -3253,9 +3248,6 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog):
 @pytest.mark.usefixtures("init_persistence")
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
-    # Don't test FTX here - that needs a separate test
-    if exchange_name == 'ftx':
-        return
     default_conf['dry_run'] = True
     order = MagicMock()
     order.myid = 123
@@ -3699,16 +3691,6 @@ def test_date_minus_candles():
         # no darkpools
         ("BTC/EUR.d", 'BTC', 'EUR', "kraken", True, False, False, 'spot',
          {"darkpool": True}, False),
-        ("BTC/USD", 'BTC', 'USD', "ftx", True, False, False, 'spot', {}, True),
-        ("USD/BTC", 'USD', 'BTC', "ftx", True, False, False, 'spot', {}, True),
-        # Can only trade spot markets
-        ("BTC/USD", 'BTC', 'USD', "ftx", False, False, True, 'spot', {}, False),
-        ("BTC/USD", 'BTC', 'USD', "ftx", False, False, True, 'futures', {}, True),
-        # Can only trade spot markets
-        ("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', "okx", False, False, True, 'spot', {}, False),
         ("BTC/USDT:USDT", 'BTC', 'USD', "okx", False, False, True, 'margin', {}, False),
         ("BTC/USDT:USDT", 'BTC', 'USD', "okx", False, False, True, 'futures', {}, True),
@@ -3841,7 +3823,7 @@ def test_calculate_backoff(retrycount, max_retries, expected):
     assert calculate_backoff(retrycount, max_retries) == expected
 
 
-@pytest.mark.parametrize("exchange_name", ['binance', 'ftx'])
+@pytest.mark.parametrize("exchange_name", ['binance'])
 def test__get_funding_fees_from_exchange(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     api_mock.fetch_funding_history = MagicMock(return_value=[
@@ -3909,7 +3891,7 @@ def test__get_funding_fees_from_exchange(default_conf, mocker, exchange_name):
     )
 
 
-@pytest.mark.parametrize('exchange', ['binance', 'kraken', 'ftx'])
+@pytest.mark.parametrize('exchange', ['binance', 'kraken'])
 @pytest.mark.parametrize('stake_amount,leverage,min_stake_with_lev', [
     (9.0, 3.0, 3.0),
     (20.0, 5.0, 4.0),
@@ -3930,8 +3912,6 @@ def test_get_stake_amount_considering_leverage(
 
 @pytest.mark.parametrize("exchange_name,trading_mode", [
     ("binance", TradingMode.FUTURES),
-    ("ftx", TradingMode.MARGIN),
-    ("ftx", TradingMode.FUTURES)
 ])
 def test__set_leverage(mocker, default_conf, exchange_name, trading_mode):
 
@@ -3982,9 +3962,6 @@ def test_set_margin_mode(mocker, default_conf, margin_mode):
     ("kraken", TradingMode.SPOT, None, False),
     ("kraken", TradingMode.MARGIN, MarginMode.ISOLATED, True),
     ("kraken", TradingMode.FUTURES, MarginMode.ISOLATED, True),
-    ("ftx", TradingMode.SPOT, None, False),
-    ("ftx", TradingMode.MARGIN, MarginMode.ISOLATED, True),
-    ("ftx", TradingMode.FUTURES, MarginMode.ISOLATED, True),
     ("bittrex", TradingMode.SPOT, None, False),
     ("bittrex", TradingMode.MARGIN, MarginMode.CROSS, True),
     ("bittrex", TradingMode.MARGIN, MarginMode.ISOLATED, True),
@@ -4005,8 +3982,6 @@ def test_set_margin_mode(mocker, default_conf, margin_mode):
     ("binance", TradingMode.FUTURES, MarginMode.CROSS, True),
     ("kraken", TradingMode.MARGIN, MarginMode.CROSS, True),
     ("kraken", TradingMode.FUTURES, MarginMode.CROSS, True),
-    ("ftx", TradingMode.MARGIN, MarginMode.CROSS, True),
-    ("ftx", TradingMode.FUTURES, MarginMode.CROSS, True),
     ("gateio", TradingMode.MARGIN, MarginMode.CROSS, True),
     ("gateio", TradingMode.FUTURES, MarginMode.CROSS, True),
 
@@ -4015,8 +3990,6 @@ def test_set_margin_mode(mocker, default_conf, margin_mode):
     # ("binance", TradingMode.FUTURES, MarginMode.CROSS, False),
     # ("kraken", TradingMode.MARGIN, MarginMode.CROSS, False),
     # ("kraken", TradingMode.FUTURES, MarginMode.CROSS, False),
-    # ("ftx", TradingMode.MARGIN, MarginMode.CROSS, False),
-    # ("ftx", TradingMode.FUTURES, MarginMode.CROSS, False),
     # ("gateio", TradingMode.MARGIN, MarginMode.CROSS, False),
     # ("gateio", TradingMode.FUTURES, MarginMode.CROSS, False),
 ])
@@ -4046,7 +4019,6 @@ def test_validate_trading_mode_and_margin_mode(
     ("bibox", "futures", {"has": {"fetchCurrencies": False}, "options": {"defaultType": "swap"}}),
     ("bybit", "spot", {"options": {"defaultType": "spot"}}),
     ("bybit", "futures", {"options": {"defaultType": "linear"}}),
-    ("ftx", "futures", {"options": {"defaultType": "swap"}}),
     ("gateio", "futures", {"options": {"defaultType": "swap"}}),
     ("hitbtc", "futures", {"options": {"defaultType": "swap"}}),
     ("kraken", "futures", {"options": {"defaultType": "swap"}}),
@@ -4223,11 +4195,6 @@ def test_combine_funding_and_mark(
     # ('kraken', "2021-09-01 00:00:00", "2021-09-01 07:59:59",  30.0, -0.0012443999999999999),
     # ('kraken', "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0,  0.0045759),
     # ('kraken', "2021-09-01 00:00:01", "2021-09-01 08:00:00",  30.0, -0.0008289),
-    ('ftx', 0, 2, "2021-09-01 00:10:00", "2021-09-01 00:30:00",  30.0, 0.0),
-    ('ftx', 0, 9, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0,  0.0010008),
-    ('ftx', 0, 13, "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0,  0.0146691),
-    ('ftx', 0, 9, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 50.0,  0.001668),
-    ('ftx', 1, 9, "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0,  0.0019932),
     ('gateio', 0, 2, "2021-09-01 00:10:00", "2021-09-01 04:00:00",  30.0, 0.0),
     ('gateio', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00",  30.0, -0.0009140999),
     ('gateio', 0, 2, "2021-09-01 00:00:00", "2021-09-01 12:00:00",  30.0, -0.0009140999),
@@ -4289,7 +4256,6 @@ def test__fetch_and_calculate_funding_fees(
     d2 = datetime.strptime(f"{d2} +0000", '%Y-%m-%d %H:%M:%S %z')
     funding_rate_history = {
         'binance': funding_rate_history_octohourly,
-        'ftx': funding_rate_history_hourly,
         'gateio': funding_rate_history_octohourly,
     }[exchange][rate_start:rate_end]
     api_mock = MagicMock()
@@ -5056,7 +5022,7 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
         exchange.get_max_leverage("BTC/USDT", 1000000000.01)
 
 
-@pytest.mark.parametrize("exchange_name", ['bittrex', 'binance', 'kraken', 'ftx', 'gateio', 'okx'])
+@pytest.mark.parametrize("exchange_name", ['bittrex', 'binance', 'kraken', 'gateio', 'okx'])
 def test__get_params(mocker, default_conf, exchange_name):
     api_mock = MagicMock()
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)

tests/exchange/test_ftx.py

@@ -1,272 +0,0 @@
-from random import randint
-from unittest.mock import MagicMock
-
-import ccxt
-import pytest
-
-from freqtrade.exceptions import DependencyException, InvalidOrderException
-from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT
-from tests.conftest import get_patched_exchange
-
-from .test_exchange import ccxt_exceptionhandlers
-
-
-STOPLOSS_ORDERTYPE = 'stop'
-
-
-@pytest.mark.parametrize('order_price,exchangelimitratio,side', [
-    (217.8, 1.05, "sell"),
-    (222.2, 0.95, "buy"),
-])
-def test_stoploss_order_ftx(default_conf, mocker, order_price, exchangelimitratio, side):
-    api_mock = MagicMock()
-    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
-
-    api_mock.create_order = MagicMock(return_value={
-        'id': order_id,
-        'info': {
-            'foo': 'bar'
-        }
-    })
-
-    default_conf['dry_run'] = False
-    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
-    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
-
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
-
-    # stoploss_on_exchange_limit_ratio is irrelevant for ftx market orders
-    order = exchange.stoploss(
-        pair='ETH/BTC',
-        amount=1,
-        stop_price=190,
-        side=side,
-        order_types={'stoploss_on_exchange_limit_ratio': exchangelimitratio},
-        leverage=1.0
-    )
-
-    assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
-    assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
-    assert api_mock.create_order.call_args_list[0][1]['side'] == side
-    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
-    assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
-    assert 'stopPrice' in api_mock.create_order.call_args_list[0][1]['params']
-    assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 190
-
-    assert api_mock.create_order.call_count == 1
-
-    api_mock.create_order.reset_mock()
-
-    order = exchange.stoploss(
-        pair='ETH/BTC',
-        amount=1,
-        stop_price=220,
-        order_types={},
-        side=side,
-        leverage=1.0
-    )
-
-    assert 'id' in order
-    assert 'info' in order
-    assert order['id'] == order_id
-    assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
-    assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
-    assert api_mock.create_order.call_args_list[0][1]['side'] == side
-    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
-    assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
-    assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
-
-    api_mock.create_order.reset_mock()
-    order = exchange.stoploss(
-        pair='ETH/BTC',
-        amount=1,
-        stop_price=220,
-        order_types={'stoploss': 'limit'}, side=side,
-        leverage=1.0
-    )
-
-    assert 'id' in order
-    assert 'info' in order
-    assert order['id'] == order_id
-    assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
-    assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
-    assert api_mock.create_order.call_args_list[0][1]['side'] == side
-    assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
-    assert 'orderPrice' in api_mock.create_order.call_args_list[0][1]['params']
-    assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == order_price
-    assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
-
-    # test exception handling
-    with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
-        exchange.stoploss(
-            pair='ETH/BTC',
-            amount=1,
-            stop_price=220,
-            order_types={},
-            side=side,
-            leverage=1.0
-        )
-
-    with pytest.raises(InvalidOrderException):
-        api_mock.create_order = MagicMock(
-            side_effect=ccxt.InvalidOrder("ftx Order would trigger immediately."))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
-        exchange.stoploss(
-            pair='ETH/BTC',
-            amount=1,
-            stop_price=220,
-            order_types={},
-            side=side,
-            leverage=1.0
-        )
-
-    ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx",
-                           "stoploss", "create_order", retries=1,
-                           pair='ETH/BTC', amount=1, stop_price=220, order_types={},
-                           side=side, leverage=1.0)
-
-
-@pytest.mark.parametrize('side', [("sell"), ("buy")])
-def test_stoploss_order_dry_run_ftx(default_conf, mocker, side):
-    api_mock = MagicMock()
-    default_conf['dry_run'] = True
-    mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
-    mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
-
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
-
-    api_mock.create_order.reset_mock()
-
-    order = exchange.stoploss(
-        pair='ETH/BTC',
-        amount=1,
-        stop_price=220,
-        order_types={},
-        side=side,
-        leverage=1.0
-    )
-
-    assert 'id' in order
-    assert 'info' in order
-    assert 'type' in order
-
-    assert order['type'] == STOPLOSS_ORDERTYPE
-    assert order['price'] == 220
-    assert order['amount'] == 1
-
-
-@pytest.mark.parametrize('sl1,sl2,sl3,side', [
-    (1501, 1499, 1501, "sell"),
-    (1499, 1501, 1499, "buy")
-])
-def test_stoploss_adjust_ftx(mocker, default_conf, sl1, sl2, sl3, side):
-    exchange = get_patched_exchange(mocker, default_conf, id='ftx')
-    order = {
-        'type': STOPLOSS_ORDERTYPE,
-        'price': 1500,
-    }
-    assert exchange.stoploss_adjust(sl1, order, side=side)
-    assert not exchange.stoploss_adjust(sl2, order, side=side)
-    # Test with invalid order case ...
-    order['type'] = 'stop_loss_limit'
-    assert not exchange.stoploss_adjust(sl3, order, side=side)
-
-
-@pytest.mark.usefixtures("init_persistence")
-def test_fetch_stoploss_order_ftx(default_conf, mocker, limit_sell_order, limit_buy_order):
-    default_conf['dry_run'] = True
-    order = MagicMock()
-    order.myid = 123
-    exchange = get_patched_exchange(mocker, default_conf, id='ftx')
-    exchange._dry_run_open_orders['X'] = order
-    assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123
-
-    with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
-        exchange.fetch_stoploss_order('Y', 'TKN/BTC')
-
-    default_conf['dry_run'] = False
-    api_mock = MagicMock()
-    api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}])
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
-    assert exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] == '456'
-
-    api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}])
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
-    with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
-        exchange.fetch_stoploss_order('X', 'TKN/BTC')['status']
-
-    # stoploss Limit order
-    api_mock.fetch_orders = MagicMock(return_value=[
-        {'id': 'X', 'status': 'closed',
-         'info': {
-             'orderId': 'mocked_limit_sell',
-         }}])
-    api_mock.fetch_order = MagicMock(return_value=limit_sell_order.copy())
-
-    # No orderId field - no call to fetch_order
-    resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
-    assert resp
-    assert api_mock.fetch_order.call_count == 1
-    assert resp['id_stop'] == 'mocked_limit_sell'
-    assert resp['id'] == 'X'
-    assert resp['type'] == 'stop'
-    assert resp['status_stop'] == 'triggered'
-
-    # Stoploss market order
-    # Contains no new Order, but "average" instead
-    order = {'id': 'X', 'status': 'closed', 'info': {'orderId': None}, 'average': 0.254}
-    api_mock.fetch_orders = MagicMock(return_value=[order])
-    api_mock.fetch_order.reset_mock()
-    api_mock.privateGetConditionalOrdersConditionalOrderIdTriggers = MagicMock(
-        return_value={'result': [
-            {'orderId': 'mocked_market_sell', 'type': 'market', 'side': 'sell', 'price': 0.254}
-        ]})
-    resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
-    assert resp
-    # fetch_order not called (no regular order ID)
-    assert api_mock.fetch_order.call_count == 1
-    api_mock.privateGetConditionalOrdersConditionalOrderIdTriggers.call_count == 1
-    expected_resp = limit_sell_order.copy()
-    expected_resp.update({
-        'id_stop': 'X',
-        'id': 'X',
-        'type': 'stop',
-        'status_stop': 'triggered',
-    })
-    assert expected_resp == resp
-
-    with pytest.raises(InvalidOrderException):
-        api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
-        exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC')
-    assert api_mock.fetch_orders.call_count == 1
-
-    ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
-                           'fetch_stoploss_order', 'fetch_orders',
-                           retries=API_FETCH_ORDER_RETRY_COUNT + 1,
-                           order_id='_', pair='TKN/BTC')
-
-
-def test_get_order_id(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf, id='ftx')
-    order = {
-        'type': STOPLOSS_ORDERTYPE,
-        'price': 1500,
-        'id': '1111',
-        'id_stop': '1234',
-        'info': {
-        }
-    }
-    assert exchange.get_order_id_conditional(order) == '1234'
-
-    order = {
-        'type': 'limit',
-        'price': 1500,
-        'id': '1111',
-        'id_stop': '1234',
-        'info': {
-        }
-    }
-    assert exchange.get_order_id_conditional(order) == '1111'

tests/freqai/test_freqai_interface.py

@@ -27,13 +27,13 @@ def is_mac() -> bool:
     return "Darwin" in machine
 
 
-@pytest.mark.parametrize('model, pca, dbscan', [
+@pytest.mark.parametrize('model, pca, dbscan, float32', [
-    ('LightGBMRegressor', True, False),
+    ('LightGBMRegressor', True, False, True),
-    ('XGBoostRegressor', False, True),
+    ('XGBoostRegressor', False, True, False),
-    ('XGBoostRFRegressor', False, False),
+    ('XGBoostRFRegressor', False, False, False),
-    ('CatboostRegressor', False, False),
+    ('CatboostRegressor', False, False, False),
     ])
-def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, dbscan):
+def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, dbscan, float32):
     if is_arm() and model == 'CatboostRegressor':
         pytest.skip("CatBoost is not supported on ARM")
 
@@ -43,6 +43,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
     freqai_conf.update({"strategy": "freqai_test_strat"})
     freqai_conf['freqai']['feature_parameters'].update({"principal_component_analysis": pca})
     freqai_conf['freqai']['feature_parameters'].update({"use_DBSCAN_to_remove_outliers": dbscan})
+    freqai_conf.update({"reduce_df_footprint": float32})
 
     strategy = get_patched_freqai_strategy(mocker, freqai_conf)
     exchange = get_patched_exchange(mocker, freqai_conf)

tests/leverage/test_interest.py

@@ -19,11 +19,6 @@ twentyfive_hours = FtPrecise(25.0)
     ('kraken', 0.00025, ten_mins, 0.03),
     ('kraken', 0.00025, five_hours, 0.045),
     ('kraken', 0.00025, twentyfive_hours, 0.12),
-    # FTX
-    ('ftx', 0.0005, ten_mins, 0.00125),
-    ('ftx', 0.00025, ten_mins, 0.000625),
-    ('ftx', 0.00025, five_hours, 0.003125),
-    ('ftx', 0.00025, twentyfive_hours, 0.015625),
 ])
 def test_interest(exchange, interest_rate, hours, expected):
     borrowed = FtPrecise(60.0)

tests/persistence/test_persistence.py

@@ -2197,15 +2197,16 @@ def test_get_trades__query(fee, is_short):
     # without orders there should be no join issued.
     query1 = Trade.get_trades([], include_orders=False)
 
-    assert "JOIN orders" in str(query)
+    # Empty "with-options -> default - selectin"
-    assert "JOIN orders" not in str(query1)
+    assert query._with_options == ()
+    assert query1._with_options != ()
 
     create_mock_trades(fee, is_short)
     query = Trade.get_trades([])
     query1 = Trade.get_trades([], include_orders=False)
 
-    assert "JOIN orders" in str(query)
+    assert query._with_options == ()
-    assert "JOIN orders" not in str(query1)
+    assert query1._with_options != ()
 
 
 def test_get_trades_backtest():

tests/plugins/test_pairlist.py

@@ -612,9 +612,9 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
        "lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}],
      "BTC", "binance", ['ETH/BTC', 'LTC/BTC', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
     # ftx data is already in Quote currency, therefore won't require conversion
-    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
+    # ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
-       "lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
+    #    "lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
-     "BTC", "ftx", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']),
+    #  "BTC", "ftx", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']),
 ])
 def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history,
                               pairlists, base_currency, exchange, volumefilter_result) -> None:
@@ -636,8 +636,6 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,
     ohlcv_history_high_volume['high'] = ohlcv_history_high_volume.loc[:, 'high'] * 0.01
     ohlcv_history_high_volume['close'] = ohlcv_history_high_volume.loc[:, 'close'] * 0.01
 
-    mocker.patch('freqtrade.exchange.ftx.Ftx.market_is_tradable', return_value=True)
-
     ohlcv_data = {
         ('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
         ('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,

tests/rpc/test_rpc.py

@@ -33,6 +33,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(side_effect=[False, True]),
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@@ -44,6 +45,91 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         rpc._rpc_trade_status()
 
     freqtradebot.enter_positions()
+
+    # Open order...
+    results = rpc._rpc_trade_status()
+    assert results[0] == {
+        'trade_id': 1,
+        'pair': 'ETH/BTC',
+        'base_currency': 'ETH',
+        'quote_currency': 'BTC',
+        'open_date': ANY,
+        'open_timestamp': ANY,
+        'is_open': ANY,
+        'fee_open': ANY,
+        'fee_open_cost': ANY,
+        'fee_open_currency': ANY,
+        'fee_close': fee.return_value,
+        'fee_close_cost': ANY,
+        'fee_close_currency': ANY,
+        'open_rate_requested': ANY,
+        'open_trade_value': 0.0010025,
+        'close_rate_requested': ANY,
+        'sell_reason': ANY,
+        'exit_reason': ANY,
+        'exit_order_status': ANY,
+        'min_rate': ANY,
+        'max_rate': ANY,
+        'strategy': ANY,
+        'buy_tag': ANY,
+        'enter_tag': ANY,
+        'timeframe': 5,
+        'open_order_id': ANY,
+        'close_date': None,
+        'close_timestamp': None,
+        'open_rate': 1.098e-05,
+        'close_rate': None,
+        'current_rate': 1.099e-05,
+        'amount': 91.07468124,
+        'amount_requested': 91.07468124,
+        'stake_amount': 0.001,
+        'trade_duration': None,
+        'trade_duration_s': None,
+        'close_profit': None,
+        'close_profit_pct': None,
+        'close_profit_abs': None,
+        'current_profit': 0.0,
+        'current_profit_pct': 0.0,
+        'current_profit_abs': 0.0,
+        'profit_ratio': 0.0,
+        'profit_pct': 0.0,
+        'profit_abs': 0.0,
+        'profit_fiat': ANY,
+        'stop_loss_abs': 0.0,
+        'stop_loss_pct': None,
+        'stop_loss_ratio': None,
+        'stoploss_order_id': None,
+        'stoploss_last_update': ANY,
+        'stoploss_last_update_timestamp': ANY,
+        'initial_stop_loss_abs': 0.0,
+        'initial_stop_loss_pct': None,
+        'initial_stop_loss_ratio': None,
+        'stoploss_current_dist': -1.099e-05,
+        'stoploss_current_dist_ratio': -1.0,
+        'stoploss_current_dist_pct': pytest.approx(-100.0),
+        'stoploss_entry_dist': -0.0010025,
+        'stoploss_entry_dist_ratio': -1.0,
+        'open_order': '(limit buy rem=91.07468123)',
+        'realized_profit': 0.0,
+        'exchange': 'binance',
+        'leverage': 1.0,
+        'interest_rate': 0.0,
+        'liquidation_price': None,
+        'is_short': False,
+        'funding_fees': 0.0,
+        'trading_mode': TradingMode.SPOT,
+        'orders': [{
+            'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05,
+            'cost': 0.0009999999999054, 'filled': 0.0, 'ft_order_side': 'buy',
+            'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
+            'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
+            'is_open': True, 'pair': 'ETH/BTC', 'order_id': ANY,
+            'remaining': 91.07468123, 'status': ANY, 'ft_is_entry': True,
+        }],
+    }
+
+    # Fill open order ...
+    freqtradebot.manage_open_orders()
     trades = Trade.get_open_trades()
     freqtradebot.exit_positions(trades)
 

tests/rpc/test_rpc_apiserver.py

@@ -67,7 +67,7 @@ def botclient(default_conf, mocker):
 
 def client_post(client, url, data={}):
     return client.post(url,
-                       data=data,
+                       content=data,
                        headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
                                 'Origin': 'http://example.com',
                                 'content-type': 'application/json'

tests/test_freqtradebot.py

@@ -3036,7 +3036,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
 
 
 @pytest.mark.parametrize("is_short", [False, True])
-@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
+@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'kraken', 'bittrex'],
                          indirect=['limit_buy_order_canceled_empty'])
 def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short, fee,
                                        limit_buy_order_canceled_empty) -> None: