Allow margin and leverage setting failures

(this is important when an exchange "fails" a request if the setting didn't change).

freqtrade/exchange/bybit.py

@@ -2,6 +2,7 @@
 import logging
 from typing import Any, Dict, List, Optional, Tuple
 
+from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, TradingMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
@@ -82,6 +83,31 @@ class Bybit(Exchange):
         data = [[x['timestamp'], x['fundingRate'], 0, 0, 0, 0] for x in data]
         return data
 
+    def _lev_prep(self, pair: str, leverage: float, side: BuySell):
+        if self.trading_mode != TradingMode.SPOT:
+            params = {'leverage': leverage}
+            self.set_margin_mode(pair, self.margin_mode, accept_fail=True, params=params)
+            self._set_leverage(leverage, pair, accept_fail=True)
+
+    def _get_params(
+        self,
+        side: BuySell,
+        ordertype: str,
+        leverage: float,
+        reduceOnly: bool,
+        time_in_force: str = 'GTC',
+    ) -> Dict:
+        params = super()._get_params(
+            side=side,
+            ordertype=ordertype,
+            leverage=leverage,
+            reduceOnly=reduceOnly,
+            time_in_force=time_in_force,
+        )
+        if self.trading_mode == TradingMode.FUTURES and self.margin_mode:
+            params['position_idx'] = 0
+        return params
+
     def dry_run_liquidation_price(
         self,
         pair: str,

freqtrade/exchange/exchange.py

@@ -2484,7 +2484,8 @@ class Exchange:
         self,
         leverage: float,
         pair: Optional[str] = None,
-        trading_mode: Optional[TradingMode] = None
+        trading_mode: Optional[TradingMode] = None,
+        accept_fail: bool = False,
     ):
         """
         Set's the leverage before making a trade, in order to not
@@ -2499,6 +2500,10 @@ class Exchange:
             self._log_exchange_response('set_leverage', res)
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
+        except ccxt.BadRequest as e:
+            if not accept_fail:
+                raise TemporaryError(
+                    f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
@@ -2520,7 +2525,8 @@ class Exchange:
         return open_date.minute > 0 or open_date.second > 0
 
     @retrier
-    def set_margin_mode(self, pair: str, margin_mode: MarginMode, params: dict = {}):
+    def set_margin_mode(self, pair: str, margin_mode: MarginMode, accept_fail: bool = False,
+                        params: dict = {}):
         """
         Set's the margin mode on the exchange to cross or isolated for a specific pair
         :param pair: base/quote currency pair (e.g. "ADA/USDT")
@@ -2534,6 +2540,10 @@ class Exchange:
             self._log_exchange_response('set_margin_mode', res)
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
+        except ccxt.BadRequest as e:
+            if not accept_fail:
+                raise TemporaryError(
+                    f'Could not set margin mode due to {e.__class__.__name__}. Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not set margin mode due to {e.__class__.__name__}. Message: {e}') from e