Merge branch 'feat/short' into funding-fee-dry-run

freqtrade/exchange/bibox.py

@@ -23,4 +23,6 @@ class Bibox(Exchange):
     @property
     def _ccxt_config(self) -> Dict:
         # Parameters to add directly to ccxt sync/async initialization.
-        return {"has": {"fetchCurrencies": False}}
+        config = {"has": {"fetchCurrencies": False}}
+        config.update(super()._ccxt_config)
+        return config

freqtrade/exchange/binance.py

@@ -28,33 +28,17 @@ class Binance(Exchange):
         "trades_pagination": "id",
         "trades_pagination_arg": "fromId",
         "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
+        "ccxt_futures_name": "future"
     }
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
-        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.CROSS),  # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.ISOLATED) # TODO-lev: Uncomment once supported
+        # TODO-lev: Uncomment once supported
+        # (TradingMode.MARGIN, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.ISOLATED)
     ]
 
-    @property
-    def _ccxt_config(self) -> Dict:
-        # Parameters to add directly to ccxt sync/async initialization.
-        if self.trading_mode == TradingMode.MARGIN:
-            return {
-                "options": {
-                    "defaultType": "margin"
-                }
-            }
-        elif self.trading_mode == TradingMode.FUTURES:
-            return {
-                "options": {
-                    "defaultType": "future"
-                }
-            }
-        else:
-            return {}
-
     def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
         """
         Verify stop_loss against stoploss-order value (limit or price)

freqtrade/exchange/bybit.py

@@ -21,10 +21,12 @@ class Bybit(Exchange):
 
     _ft_has: Dict = {
         "ohlcv_candle_limit": 200,
+        "ccxt_futures_name": "linear"
     }
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
-        # (TradingMode.FUTURES, Collateral.CROSS),  # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.ISOLATED) # TODO-lev: Uncomment once supported
+        # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.ISOLATED)
     ]

freqtrade/exchange/exchange.py

@@ -69,7 +69,8 @@ class Exchange:
         "trades_pagination_arg": "since",
         "l2_limit_range": None,
         "l2_limit_range_required": True,  # Allow Empty L2 limit (kucoin)
-        "mark_ohlcv_price": "mark"
+        "mark_ohlcv_price": "mark",
+        "ccxt_futures_name": "swap"
     }
     _ft_has: Dict = {}
 
@@ -231,7 +232,20 @@ class Exchange:
     @property
     def _ccxt_config(self) -> Dict:
         # Parameters to add directly to ccxt sync/async initialization.
-        return {}
+        if self.trading_mode == TradingMode.MARGIN:
+            return {
+                "options": {
+                    "defaultType": "margin"
+                }
+            }
+        elif self.trading_mode == TradingMode.FUTURES:
+            return {
+                "options": {
+                    "defaultType": self._ft_has["ccxt_futures_name"]
+                }
+            }
+        else:
+            return {}
 
     @property
     def name(self) -> str:

freqtrade/exchange/ftx.py

@@ -25,8 +25,9 @@ class Ftx(Exchange):
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
-        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.CROSS)  # TODO-lev: Uncomment once supported
+        # TODO-lev: Uncomment once supported
+        # (TradingMode.MARGIN, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.CROSS)
     ]
 
     def market_is_tradable(self, market: Dict[str, Any]) -> bool:

freqtrade/exchange/gateio.py

@@ -28,29 +28,12 @@ class Gateio(Exchange):
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
-        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.CROSS),  # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.ISOLATED) # TODO-lev: Uncomment once supported
+        # TODO-lev: Uncomment once supported
+        # (TradingMode.MARGIN, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.ISOLATED)
     ]
 
-    @property
-    def _ccxt_config(self) -> Dict:
-        # Parameters to add directly to ccxt sync/async initialization.
-        if self.trading_mode == TradingMode.MARGIN:
-            return {
-                "options": {
-                    "defaultType": "margin"
-                }
-            }
-        elif self.trading_mode == TradingMode.FUTURES:
-            return {
-                "options": {
-                    "defaultType": "swap"
-                }
-            }
-        else:
-            return {}
-
     def validate_ordertypes(self, order_types: Dict) -> None:
         super().validate_ordertypes(order_types)
 

freqtrade/exchange/kraken.py

@@ -26,8 +26,9 @@ class Kraken(Exchange):
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
-        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.CROSS)  # TODO-lev: No CCXT support
+        # TODO-lev: Uncomment once supported
+        # (TradingMode.MARGIN, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.CROSS)
     ]
 
     def market_is_tradable(self, market: Dict[str, Any]) -> bool:

freqtrade/exchange/okex.py

@@ -20,25 +20,8 @@ class Okex(Exchange):
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
-        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.CROSS),  # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.ISOLATED) # TODO-lev: Uncomment once supported
+        # TODO-lev: Uncomment once supported
+        # (TradingMode.MARGIN, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.ISOLATED)
     ]
-
-    @property
-    def _ccxt_config(self) -> Dict:
-        # Parameters to add directly to ccxt sync/async initialization.
-        if self.trading_mode == TradingMode.MARGIN:
-            return {
-                "options": {
-                    "defaultType": "margin"
-                }
-            }
-        elif self.trading_mode == TradingMode.FUTURES:
-            return {
-                "options": {
-                    "defaultType": "swap"
-                }
-            }
-        else:
-            return {}

freqtrade/freqtradebot.py

@@ -923,8 +923,7 @@ class FreqtradeBot(LoggingMixin):
         Check if trade is fulfilled in which case the stoploss
         on exchange should be added immediately if stoploss on exchange
         is enabled.
-        # TODO-lev: liquidation price will always be on exchange, even though
-        # TODO-lev: stoploss_on_exchange might not be enabled
+        # TODO-lev: liquidation price always on exchange, even without stoploss_on_exchange
         """
 
         logger.debug('Handling stoploss on exchange %s ...', trade)
@@ -1523,7 +1522,7 @@ class FreqtradeBot(LoggingMixin):
         self.wallets.update()
         if fee_abs != 0 and self.wallets.get_free(trade_base_currency) >= amount:
             # Eat into dust if we own more than base currency
-            # TODO-lev: won't be in base currency for shorts
+            # TODO-lev: settle currency for futures
             logger.info(f"Fee amount for {trade} was in base currency - "
                         f"Eating Fee {fee_abs} into dust.")
         elif fee_abs != 0:

freqtrade/persistence/models.py

@@ -916,8 +916,8 @@ class Trade(_DECL_BASE, LocalTrade):
     max_rate = Column(Float, nullable=True, default=0.0)
     # Lowest price reached
     min_rate = Column(Float, nullable=True)
-    sell_reason = Column(String(100), nullable=True)  # TODO-lev: Change to close_reason
-    sell_order_status = Column(String(100), nullable=True)  # TODO-lev: Change to close_order_status
+    sell_reason = Column(String(100), nullable=True)
+    sell_order_status = Column(String(100), nullable=True)
     strategy = Column(String(100), nullable=True)
     buy_tag = Column(String(100), nullable=True)
     timeframe = Column(Integer, nullable=True)

freqtrade/plugins/protections/stoploss_guard.py

@@ -32,7 +32,7 @@ class StoplossGuard(IProtection):
     def _reason(self) -> str:
         """
         LockReason to use
-        #TODO-lev: check if min is the right word for shorts
+        # TODO-lev: check if min is the right word for shorts
         """
         return (f'{self._trade_limit} stoplosses in {self._lookback_period} min, '
                 f'locking for {self._stop_duration} min.')