Add stop_price_type support (futures only!).

freqtrade/exchange/binance.py

@@ -7,7 +7,7 @@ from typing import Dict, List, Optional, Tuple
 import arrow
 import ccxt
 
-from freqtrade.enums import CandleType, MarginMode, TradingMode
+from freqtrade.enums import CandleType, MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
@@ -32,6 +32,11 @@ class Binance(Exchange):
     _ft_has_futures: Dict = {
         "stoploss_order_types": {"limit": "stop", "market": "stop_market"},
         "tickers_have_price": False,
+        "stop_price_type_field": "workingType",
+        "stop_price_type_value_mapping": {
+            PriceType.LAST: "CONTRACT_PRICE",
+            PriceType.MARK: "MARK_PRICE",
+        },
     }
 
     _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [

freqtrade/exchange/bybit.py

@@ -6,7 +6,7 @@ from typing import Any, Dict, List, Optional, Tuple
 import ccxt
 
 from freqtrade.constants import BuySell
-from freqtrade.enums import MarginMode, TradingMode
+from freqtrade.enums import MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
@@ -37,6 +37,12 @@ class Bybit(Exchange):
         "funding_fee_timeframe": "8h",
         "stoploss_on_exchange": True,
         "stoploss_order_types": {"limit": "limit", "market": "market"},
+        "stop_price_type_field": "triggerBy",
+        "stop_price_type_value_mapping": {
+            PriceType.LAST: "LastPrice",
+            PriceType.MARK: "MarkPrice",
+            PriceType.INDEX: "IndexPrice",
+        },
     }
 
     _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [

freqtrade/exchange/exchange.py

@@ -23,6 +23,7 @@ from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHAN
                                  PairWithTimeframe)
 from freqtrade.data.converter import clean_ohlcv_dataframe, ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
+from freqtrade.enums.pricetype import PriceType
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)
@@ -1160,6 +1161,10 @@ class Exchange:
                                            stop_price=stop_price_norm)
             if self.trading_mode == TradingMode.FUTURES:
                 params['reduceOnly'] = True
+                if 'stoploss_price_type' in order_types and 'stop_price_type_field' in self._ft_has:
+                    price_type = self._ft_has['stop_price_type_value_mapping'][
+                        order_types.get('stoploss_price_type', PriceType.LAST)]
+                    params[self._ft_has['stop_price_type_field']] = price_type
 
             amount = self.amount_to_precision(pair, self._amount_to_contracts(pair, amount))
 

freqtrade/exchange/okx.py

@@ -5,6 +5,7 @@ import ccxt
 
 from freqtrade.constants import BuySell
 from freqtrade.enums import CandleType, MarginMode, TradingMode
+from freqtrade.enums.pricetype import PriceType
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange, date_minus_candles
 from freqtrade.exchange.common import retrier
@@ -27,6 +28,12 @@ class Okx(Exchange):
     _ft_has_futures: Dict = {
         "tickers_have_quoteVolume": False,
         "fee_cost_in_contracts": True,
+        "stop_price_type_field": "tpTriggerPxType",
+        "stop_price_type_value_mapping": {
+            PriceType.LAST: "last",
+            PriceType.MARK: "index",
+            PriceType.INDEX: "mark",
+            },
     }
 
     _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [