exchange.create_order removed default for leverage

freqtrade/exchange/exchange.py

@@ -909,11 +909,10 @@ class Exchange:
         side: str,
         amount: float,
         rate: float,
+        leverage: float,
         reduceOnly: bool = False,
-        leverage: float = 1.0,
         time_in_force: str = 'gtc',
     ) -> Dict:
-        # TODO-lev: remove default for leverage
         if self._config['dry_run']:
             dry_order = self.create_dry_run_order(pair, ordertype, side, amount, rate, leverage)
             return dry_order

freqtrade/freqtradebot.py

@@ -1423,6 +1423,7 @@ class FreqtradeBot(LoggingMixin):
                 side=trade.exit_side,
                 amount=amount,
                 rate=limit,
+                leverage=trade.leverage,
                 reduceOnly=self.trading_mode == TradingMode.FUTURES,
                 time_in_force=time_in_force
             )

freqtrade/persistence/models.py

@@ -569,7 +569,7 @@ class LocalTrade():
                 payment = "BUY" if self.is_short else "SELL"
                 # * On margin shorts, you buy a little bit more than the amount (amount + interest)
                 logger.info(f'{order_type.upper()}_{payment} has been fulfilled for {self}.')
-            # TODO-lev: Double check this
+            # TODO-lev: Is anything else needed here?
             self.close(safe_value_fallback(order, 'average', 'price'))
         elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'):
             self.stoploss_order_id = None

tests/exchange/test_exchange.py

@@ -1213,7 +1213,8 @@ def test_buy_dry_run(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf)
 
     order = exchange.create_order(pair='ETH/BTC', ordertype='limit', side="buy",
-                                  amount=1, rate=200, time_in_force='gtc')
+                                  amount=1, rate=200, leverage=1.0,
+                                  time_in_force='gtc')
     assert 'id' in order
     assert 'dry_run_buy_' in order['id']
 
@@ -1238,7 +1239,8 @@ def test_buy_prod(default_conf, mocker, exchange_name):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
     order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
-                                  amount=1, rate=200, time_in_force=time_in_force)
+                                  amount=1, rate=200, leverage=1.0,
+                                  time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -1257,7 +1259,9 @@ def test_buy_prod(default_conf, mocker, exchange_name):
         side="buy",
         amount=1,
         rate=200,
-        time_in_force=time_in_force)
+        leverage=1.0,
+        time_in_force=time_in_force
+    )
     assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
     assert api_mock.create_order.call_args[0][1] == order_type
     assert api_mock.create_order.call_args[0][2] == 'buy'
@@ -1269,31 +1273,36 @@ def test_buy_prod(default_conf, mocker, exchange_name):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("Not enough funds"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
-                              amount=1, rate=200, time_in_force=time_in_force)
+                              amount=1, rate=200, leverage=1.0,
+                              time_in_force=time_in_force)
 
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.create_order(pair='ETH/BTC', ordertype='limit', side="buy",
-                              amount=1, rate=200, time_in_force=time_in_force)
+                              amount=1, rate=200, leverage=1.0,
+                              time_in_force=time_in_force)
 
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.create_order(pair='ETH/BTC', ordertype='market', side="buy",
-                              amount=1, rate=200, time_in_force=time_in_force)
+                              amount=1, rate=200, leverage=1.0,
+                              time_in_force=time_in_force)
 
     with pytest.raises(TemporaryError):
         api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("Network disconnect"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
-                              amount=1, rate=200, time_in_force=time_in_force)
+                              amount=1, rate=200, leverage=1.0,
+                              time_in_force=time_in_force)
 
     with pytest.raises(OperationalException):
         api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
-                              amount=1, rate=200, time_in_force=time_in_force)
+                              amount=1, rate=200, leverage=1.0,
+                              time_in_force=time_in_force)
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
@@ -1317,7 +1326,8 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
     time_in_force = 'ioc'
 
     order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
-                                  amount=1, rate=200, time_in_force=time_in_force)
+                                  amount=1, rate=200, leverage=1.0,
+                                  time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -1334,7 +1344,8 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
     time_in_force = 'ioc'
 
     order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
-                                  amount=1, rate=200, time_in_force=time_in_force)
+                                  amount=1, rate=200, leverage=1.0,
+                                  time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -1353,7 +1364,7 @@ def test_sell_dry_run(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf)
 
     order = exchange.create_order(pair='ETH/BTC', ordertype='limit',
-                                  side="sell", amount=1, rate=200)
+                                  side="sell", amount=1, rate=200, leverage=1.0)
     assert 'id' in order
     assert 'dry_run_sell_' in order['id']
 
@@ -1378,7 +1389,7 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
     order = exchange.create_order(pair='ETH/BTC', ordertype=order_type,
-                                  side="sell", amount=1, rate=200)
+                                  side="sell", amount=1, rate=200, leverage=1.0)
 
     assert 'id' in order
     assert 'info' in order
@@ -1392,7 +1403,8 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     api_mock.create_order.reset_mock()
     order_type = 'limit'
     order = exchange.create_order(pair='ETH/BTC', ordertype=order_type,
-                                  side="sell", amount=1, rate=200)
+                                  side="sell", amount=1, rate=200,
+                                  leverage=1.0)
     assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
     assert api_mock.create_order.call_args[0][1] == order_type
     assert api_mock.create_order.call_args[0][2] == 'sell'
@@ -1403,28 +1415,33 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200,
+                              leverage=1.0)
 
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.create_order(pair='ETH/BTC', ordertype='limit', side="sell", amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype='limit', side="sell", amount=1, rate=200,
+                              leverage=1.0)
 
     # Market orders don't require price, so the behaviour is slightly different
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.create_order(pair='ETH/BTC', ordertype='market', side="sell", amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype='market', side="sell", amount=1, rate=200,
+                              leverage=1.0)
 
     with pytest.raises(TemporaryError):
         api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No Connection"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200,
+                              leverage=1.0)
 
     with pytest.raises(OperationalException):
         api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200,
+                              leverage=1.0)
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
@@ -1448,7 +1465,8 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
     time_in_force = 'ioc'
 
     order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell",
-                                  amount=1, rate=200, time_in_force=time_in_force)
+                                  amount=1, rate=200, leverage=1.0,
+                                  time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -1464,7 +1482,8 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
     order_type = 'market'
     time_in_force = 'ioc'
     order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell",
-                                  amount=1, rate=200, time_in_force=time_in_force)
+                                  amount=1, rate=200, leverage=1.0,
+                                  time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -3771,7 +3790,6 @@ def test__fetch_and_calculate_funding_fees_datetime_called(
     d1 = datetime.strptime("2021-09-01 00:00:00 +0000", '%Y-%m-%d %H:%M:%S %z')
 
     time_machine.move_to("2021-09-01 08:00:00 +00:00")
-    # TODO-lev: test this for longs
     funding_fees = exchange._fetch_and_calculate_funding_fees('ADA/USDT', 30.0, True, d1)
     assert funding_fees == expected_fees
     funding_fees = exchange._fetch_and_calculate_funding_fees('ADA/USDT', 30.0, False, d1)

tests/exchange/test_kraken.py

@@ -32,8 +32,15 @@ def test_buy_kraken_trading_agreement(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
 
-    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+    order = exchange.create_order(
-                                  amount=1, rate=200, time_in_force=time_in_force)
+        pair='ETH/BTC',
+        ordertype=order_type,
+        side="buy",
+        amount=1,
+        rate=200,
+        leverage=1.0,
+        time_in_force=time_in_force
+    )
 
     assert 'id' in order
     assert 'info' in order
@@ -66,7 +73,7 @@ def test_sell_kraken_trading_agreement(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
 
     order = exchange.create_order(pair='ETH/BTC', ordertype=order_type,
-                                  side="sell", amount=1, rate=200)
+                                  side="sell", amount=1, rate=200, leverage=1.0)
 
     assert 'id' in order
     assert 'info' in order