diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 551268af7..bb5bc209e 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -66,12 +66,12 @@ jobs:
- name: Tests
run: |
pytest --random-order --cov=freqtrade --cov-config=.coveragerc
- if: matrix.python-version != '3.9'
+ if: matrix.python-version != '3.9' || matrix.os != 'ubuntu-22.04'
- name: Tests incl. ccxt compatibility tests
run: |
pytest --random-order --cov=freqtrade --cov-config=.coveragerc --longrun
- if: matrix.python-version == '3.9'
+ if: matrix.python-version == '3.9' && matrix.os == 'ubuntu-22.04'
- name: Coveralls
if: (runner.os == 'Linux' && matrix.python-version == '3.9')
@@ -351,7 +351,7 @@ jobs:
python setup.py sdist bdist_wheel
- name: Publish to PyPI (Test)
- uses: pypa/gh-action-pypi-publish@master
+ uses: pypa/gh-action-pypi-publish@v1.5.1
if: (github.event_name == 'release')
with:
user: __token__
@@ -359,7 +359,7 @@ jobs:
repository_url: https://test.pypi.org/legacy/
- name: Publish to PyPI
- uses: pypa/gh-action-pypi-publish@master
+ uses: pypa/gh-action-pypi-publish@v1.5.1
if: (github.event_name == 'release')
with:
user: __token__
diff --git a/.gitignore b/.gitignore
index 97f77f779..d6cec5225 100644
--- a/.gitignore
+++ b/.gitignore
@@ -80,6 +80,8 @@ instance/
# Sphinx documentation
docs/_build/
+# Mkdocs documentation
+site/
# PyBuilder
target/
diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
index f5c1a36f5..a205f24ec 100644
--- a/.pre-commit-config.yaml
+++ b/.pre-commit-config.yaml
@@ -13,11 +13,11 @@ repos:
- id: mypy
exclude: build_helpers
additional_dependencies:
- - types-cachetools==5.0.1
+ - types-cachetools==5.2.1
- types-filelock==3.2.7
- - types-requests==2.27.30
- - types-tabulate==0.8.9
- - types-python-dateutil==2.8.17
+ - types-requests==2.28.8
+ - types-tabulate==0.8.11
+ - types-python-dateutil==2.8.19
# stages: [push]
- repo: https://github.com/pycqa/isort
diff --git a/Dockerfile b/Dockerfile
index 5138ecec9..14a67edc8 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.10.5-slim-bullseye as base
+FROM python:3.10.6-slim-bullseye as base
# Setup env
ENV LANG C.UTF-8
diff --git a/README.md b/README.md
index 881895c9a..aa446ad54 100644
--- a/README.md
+++ b/README.md
@@ -193,7 +193,7 @@ Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/
The clock must be accurate, synchronized to a NTP server very frequently to avoid problems with communication to the exchanges.
-### Min hardware required
+### Minimum hardware required
To run this bot we recommend you a cloud instance with a minimum of:
diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json
index 6382e1baf..e2e9a16fd 100644
--- a/config_examples/config_full.example.json
+++ b/config_examples/config_full.example.json
@@ -155,7 +155,8 @@
"entry_cancel": "on",
"exit_cancel": "on",
"protection_trigger": "off",
- "protection_trigger_global": "on"
+ "protection_trigger_global": "on",
+ "show_candle": "off"
},
"reload": true,
"balance_dust_level": 0.01
diff --git a/docker/Dockerfile.custom b/docker/Dockerfile.custom
index 3b55fcb0e..6e321f14d 100644
--- a/docker/Dockerfile.custom
+++ b/docker/Dockerfile.custom
@@ -7,4 +7,5 @@ FROM freqtradeorg/freqtrade:develop
# The below dependency - pyti - serves as an example. Please use whatever you need!
RUN pip install --user pyti
+# Switch back to user (only if you required root above)
# USER ftuser
diff --git a/docs/backtesting.md b/docs/backtesting.md
index 50fc96923..a7baf6932 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -514,6 +514,7 @@ You can then load the trades to perform further analysis as shown in the [data a
Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:
+- Exchange [trading limits](#trading-limits-in-backtesting) are respected
- Buys happen at open-price
- All orders are filled at the requested price (no slippage, no unfilled orders)
- Exit-signal exits happen at open-price of the consecutive candle
@@ -543,7 +544,24 @@ Also, keep in mind that past results don't guarantee future success.
In addition to the above assumptions, strategy authors should carefully read the [Common Mistakes](strategy-customization.md#common-mistakes-when-developing-strategies) section, to avoid using data in backtesting which is not available in real market conditions.
-### Improved backtest accuracy
+### Trading limits in backtesting
+
+Exchanges have certain trading limits, like minimum base currency, or minimum stake (quote) currency.
+These limits are usually listed in the exchange documentation as "trading rules" or similar.
+
+Backtesting (as well as live and dry-run) does honor these limits, and will ensure that a stoploss can be placed below this value - so the value will be slightly higher than what the exchange specifies.
+Freqtrade has however no information about historic limits.
+
+This can lead to situations where trading-limits are inflated by using a historic price, resulting in minimum amounts > 50$.
+
+For example:
+
+BTC minimum tradable amount is 0.001.
+BTC trades at 22.000\$ today (0.001 BTC is related to this) - but the backtesting period includes prices as high as 50.000\$.
+Today's minimum would be `0.001 * 22_000` - or 22\$.
+However the limit could also be 50$ - based on `0.001 * 50_000` in some historic setting.
+
+## Improved backtest accuracy
One big limitation of backtesting is it's inability to know how prices moved intra-candle (was high before close, or viceversa?).
So assuming you run backtesting with a 1h timeframe, there will be 4 prices for that candle (Open, High, Low, Close).
diff --git a/docs/bot-basics.md b/docs/bot-basics.md
index 1acbca565..14823722e 100644
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@@ -20,7 +20,9 @@ All profit calculations of Freqtrade include fees. For Backtesting / Hyperopt /
## Bot execution logic
Starting freqtrade in dry-run or live mode (using `freqtrade trade`) will start the bot and start the bot iteration loop.
-By default, loop runs every few seconds (`internals.process_throttle_secs`) and does roughly the following in the following sequence:
+This will also run the `bot_start()` callback.
+
+By default, the bot loop runs every few seconds (`internals.process_throttle_secs`) and performs the following actions:
* Fetch open trades from persistence.
* Calculate current list of tradable pairs.
@@ -54,6 +56,7 @@ This loop will be repeated again and again until the bot is stopped.
[backtesting](backtesting.md) or [hyperopt](hyperopt.md) do only part of the above logic, since most of the trading operations are fully simulated.
* Load historic data for configured pairlist.
+* Calls `bot_start()` once.
* Calls `bot_loop_start()` once.
* Calculate indicators (calls `populate_indicators()` once per pair).
* Calculate entry / exit signals (calls `populate_entry_trend()` and `populate_exit_trend()` once per pair).
diff --git a/docs/configuration.md b/docs/configuration.md
index 0f3069478..d5c0b3d8b 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -105,7 +105,7 @@ This is similar to using multiple `--config` parameters, but simpler in usage as
``` json title="Result"
{
- "max_open_trades": 10,
+ "max_open_trades": 3,
"stake_currency": "USDT",
"stake_amount": "unlimited"
}
@@ -116,6 +116,9 @@ This is similar to using multiple `--config` parameters, but simpler in usage as
The table below will list all configuration parameters available.
Freqtrade can also load many options via command line (CLI) arguments (check out the commands `--help` output for details).
+
+### Configuration option prevalence
+
The prevalence for all Options is as follows:
- CLI arguments override any other option
@@ -123,6 +126,8 @@ The prevalence for all Options is as follows:
- Configuration files are used in sequence (the last file wins) and override Strategy configurations.
- Strategy configurations are only used if they are not set via configuration or command-line arguments. These options are marked with [Strategy Override](#parameters-in-the-strategy) in the below table.
+### Parameters table
+
Mandatory parameters are marked as **Required**, which means that they are required to be set in one of the possible ways.
| Parameter | Description |
@@ -135,7 +140,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade).
*Defaults to `false`.*
**Datatype:** Boolean
| `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade).
*Defaults to `0.5`.*
**Datatype:** Float (as ratio)
| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals.
*Defaults to `0.05` (5%).*
**Datatype:** Positive Float as ratio.
-| `timeframe` | The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** String
+| `timeframe` | The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). Usually missing in configuration, and specified in the strategy. [Strategy Override](#parameters-in-the-strategy).
**Datatype:** String
| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency).
**Datatype:** String
| `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode.
*Defaults to `true`.*
**Datatype:** Boolean
| `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in Dry Run mode.
*Defaults to `1000`.*
**Datatype:** Float
@@ -148,13 +153,16 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset). [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0.0` (no offset).*
**Datatype:** Float
| `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean
| `fee` | Fee used during backtesting / dry-runs. Should normally not be configured, which has freqtrade fall back to the exchange default fee. Set as ratio (e.g. 0.001 = 0.1%). Fee is applied twice for each trade, once when buying, once when selling.
**Datatype:** Float (as ratio)
+| `futures_funding_rate` | User-specified funding rate to be used when historical funding rates are not available from the exchange. This does not overwrite real historical rates. It is recommended that this be set to 0 unless you are testing a specific coin and you understand how the funding rate will affect freqtrade's profit calculations. [More information here](leverage.md#unavailable-funding-rates)
*Defaults to None.*
**Datatype:** Float
| `trading_mode` | Specifies if you want to trade regularly, trade with leverage, or trade contracts whose prices are derived from matching cryptocurrency prices. [leverage documentation](leverage.md).
*Defaults to `"spot"`.*
**Datatype:** String
| `margin_mode` | When trading with leverage, this determines if the collateral owned by the trader will be shared or isolated to each trading pair [leverage documentation](leverage.md).
**Datatype:** String
| `liquidation_buffer` | A ratio specifying how large of a safety net to place between the liquidation price and the stoploss to prevent a position from reaching the liquidation price [leverage documentation](leverage.md).
*Defaults to `0.05`.*
**Datatype:** Float
+| | **Unfilled timeout**
| `unfilledtimeout.entry` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled entry order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Integer
| `unfilledtimeout.exit` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled exit order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Integer
| `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set unfilledtimeout.unit to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy).
*Defaults to `minutes`.*
**Datatype:** String
| `unfilledtimeout.exit_timeout_count` | How many times can exit orders time out. Once this number of timeouts is reached, an emergency exit is triggered. 0 to disable and allow unlimited order cancels. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0`.*
**Datatype:** Integer
+| | **Pricing**
| `entry_pricing.price_side` | Select the side of the spread the bot should look at to get the entry rate. [More information below](#buy-price-side).
*Defaults to `same`.*
**Datatype:** String (either `ask`, `bid`, `same` or `other`).
| `entry_pricing.price_last_balance` | **Required.** Interpolate the bidding price. More information [below](#entry-price-without-orderbook-enabled).
| `entry_pricing.use_order_book` | Enable entering using the rates in [Order Book Entry](#entry-price-with-orderbook-enabled).
*Defaults to `True`.*
**Datatype:** Boolean
@@ -165,6 +173,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exit_pricing.price_last_balance` | Interpolate the exiting price. More information [below](#exit-price-without-orderbook-enabled).
| `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Exit](#exit-price-with-orderbook-enabled).
*Defaults to `True`.*
**Datatype:** Boolean
| `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to exit. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Exit](#exit-price-with-orderbook-enabled)
*Defaults to `1`.*
**Datatype:** Positive Integer
+| `custom_price_max_distance_ratio` | Configure maximum distance ratio between current and custom entry or exit price.
*Defaults to `0.02` 2%).*
**Datatype:** Positive float
+| | **TODO**
| `use_exit_signal` | Use exit signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `true`.*
**Datatype:** Boolean
| `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean
| `exit_profit_offset` | Exit-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0.0`.*
**Datatype:** Float (as ratio)
@@ -172,8 +182,9 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used.
**Datatype:** Integer
| `order_types` | Configure order-types depending on the action (`"entry"`, `"exit"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict
| `order_time_in_force` | Configure time in force for entry and exit orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict
-| `custom_price_max_distance_ratio` | Configure maximum distance ratio between current and custom entry or exit price.
*Defaults to `0.02` 2%).*
**Datatype:** Positive float
-| `recursive_strategy_search` | Set to `true` to recursively search sub-directories inside `user_data/strategies` for a strategy.
**Datatype:** Boolean
+| `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position).
[Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean
+| `max_entry_position_adjustment` | Maximum additional order(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional orders. [More information here](strategy-callbacks.md#adjust-trade-position).
[Strategy Override](#parameters-in-the-strategy).
*Defaults to `-1`.*
**Datatype:** Positive Integer or -1
+| | **Exchange**
| `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
**Datatype:** String
| `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
**Datatype:** Boolean
| `exchange.key` | API key to use for the exchange. Only required when you are in production mode.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String
@@ -190,14 +201,19 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.
*Defaults to `false`
**Datatype:** Boolean
| `exchange.unknown_fee_rate` | Fallback value to use when calculating trading fees. This can be useful for exchanges which have fees in non-tradable currencies. The value provided here will be multiplied with the "fee cost".
*Defaults to `None`
**Datatype:** float
| `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.
*Defaults to `false`
**Datatype:** Boolean
-| `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
| `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now.
*Defaults to `true`.*
**Datatype:** Boolean
+| | **Plugins**
+| `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation of all possible configuration options.
| `pairlists` | Define one or more pairlists to be used. [More information](plugins.md#pairlists-and-pairlist-handlers).
*Defaults to `StaticPairList`.*
**Datatype:** List of Dicts
| `protections` | Define one or more protections to be used. [More information](plugins.md#protections).
**Datatype:** List of Dicts
+| | **Telegram**
| `telegram.enabled` | Enable the usage of Telegram.
**Datatype:** Boolean
| `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String
| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String
| `telegram.balance_dust_level` | Dust-level (in stake currency) - currencies with a balance below this will not be shown by `/balance`.
**Datatype:** float
+| `telegram.reload` | Allow "reload" buttons on telegram messages.
*Defaults to `True`.
**Datatype:** boolean
+| `telegram.notification_settings.*` | Detailed notification settings. Refer to the [telegram documentation](telegram-usage.md) for details.
**Datatype:** dictionary
+| | **Webhook**
| `webhook.enabled` | Enable usage of Webhook notifications
**Datatype:** Boolean
| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String
| `webhook.webhookentry` | Payload to send on entry. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String
@@ -207,6 +223,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `webhook.webhookexitcancel` | Payload to send on exit order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String
| `webhook.webhookexitfill` | Payload to send on exit order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String
| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String
+| | **Rest API / FreqUI**
| `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details.
**Datatype:** Boolean
| `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details.
**Datatype:** IPv4
| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details.
**Datatype:** Integer between 1024 and 65535
@@ -214,23 +231,22 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String
| `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details.
**Keep it in secret, do not disclose publicly.**
**Datatype:** String
| `bot_name` | Name of the bot. Passed via API to a client - can be shown to distinguish / name bots.
*Defaults to `freqtrade`*
**Datatype:** String
-| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances.
**Datatype:** String, SQLAlchemy connect string
+| | **Other**
| `initial_state` | Defines the initial application state. If set to stopped, then the bot has to be explicitly started via `/start` RPC command.
*Defaults to `stopped`.*
**Datatype:** Enum, either `stopped` or `running`
| `force_entry_enable` | Enables the RPC Commands to force a Trade entry. More information below.
**Datatype:** Boolean
| `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `False`*.
**Datatype:** Boolean
-| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`.
**Datatype:** ClassName
-| `strategy_path` | Adds an additional strategy lookup path (must be a directory).
**Datatype:** String
| `internals.process_throttle_secs` | Set the process throttle, or minimum loop duration for one bot iteration loop. Value in second.
*Defaults to `5` seconds.*
**Datatype:** Positive Integer
| `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages.
*Defaults to `60` seconds.*
**Datatype:** Positive Integer or 0
| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.
**Datatype:** Boolean
-| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file.
**Datatype:** String
+| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`.
**Datatype:** ClassName
+| `strategy_path` | Adds an additional strategy lookup path (must be a directory).
**Datatype:** String
+| `recursive_strategy_search` | Set to `true` to recursively search sub-directories inside `user_data/strategies` for a strategy.
**Datatype:** Boolean
| `user_data_dir` | Directory containing user data.
*Defaults to `./user_data/`*.
**Datatype:** String
+| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances.
**Datatype:** String, SQLAlchemy connect string
+| `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file.
**Datatype:** String
| `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.
*Defaults to `[]`*.
**Datatype:** List of strings
| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data.
*Defaults to `json`*.
**Datatype:** String
| `dataformat_trades` | Data format to use to store historical trades data.
*Defaults to `jsongz`*.
**Datatype:** String
-| `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position).
[Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean
-| `max_entry_position_adjustment` | Maximum additional order(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional orders. [More information here](strategy-callbacks.md#adjust-trade-position).
[Strategy Override](#parameters-in-the-strategy).
*Defaults to `-1`.*
**Datatype:** Positive Integer or -1
-| `futures_funding_rate` | User-specified funding rate to be used when historical funding rates are not available from the exchange. This does not overwrite real historical rates. It is recommended that this be set to 0 unless you are testing a specific coin and you understand how the funding rate will affect freqtrade's profit calculations. [More information here](leverage.md#unavailable-funding-rates)
*Defaults to None.*
**Datatype:** Float
### Parameters in the strategy
diff --git a/docs/developer.md b/docs/developer.md
index ce7fb37e1..aca4ce4ed 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -68,6 +68,36 @@ def test_method_to_test(caplog):
```
+### Debug configuration
+
+To debug freqtrade, we recommend VSCode with the following launch configuration (located in `.vscode/launch.json`).
+Details will obviously vary between setups - but this should work to get you started.
+
+``` json
+{
+ "name": "freqtrade trade",
+ "type": "python",
+ "request": "launch",
+ "module": "freqtrade",
+ "console": "integratedTerminal",
+ "args": [
+ "trade",
+ // Optional:
+ // "--userdir", "user_data",
+ "--strategy",
+ "MyAwesomeStrategy",
+ ]
+},
+```
+
+Command line arguments can be added in the `"args"` array.
+This method can also be used to debug a strategy, by setting the breakpoints within the strategy.
+
+A similar setup can also be taken for Pycharm - using `freqtrade` as module name, and setting the command line arguments as "parameters".
+
+!!! Note "Startup directory"
+ This assumes that you have the repository checked out, and the editor is started at the repository root level (so setup.py is at the top level of your repository).
+
## ErrorHandling
Freqtrade Exceptions all inherit from `FreqtradeException`.
@@ -334,7 +364,7 @@ lev_tiers = exchange.fetch_leverage_tiers()
# Assumes this is running in the root of the repository.
file = Path('freqtrade/exchange/binance_leverage_tiers.json')
-json.dump(lev_tiers, file.open('w'), indent=2)
+json.dump(dict(sorted(lev_tiers.items())), file.open('w'), indent=2)
```
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 63c7a4413..c9ec30056 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -40,13 +40,15 @@ pip install -r requirements-hyperopt.txt
```
usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
- [-i TIMEFRAME] [--timerange TIMERANGE]
+ [--recursive-strategy-search] [-i TIMEFRAME]
+ [--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,hdf5}]
[--max-open-trades INT]
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
[-p PAIRS [PAIRS ...]] [--hyperopt-path PATH]
[--eps] [--dmmp] [--enable-protections]
- [--dry-run-wallet DRY_RUN_WALLET] [-e INT]
+ [--dry-run-wallet DRY_RUN_WALLET]
+ [--timeframe-detail TIMEFRAME_DETAIL] [-e INT]
[--spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]]
[--print-all] [--no-color] [--print-json] [-j JOBS]
[--random-state INT] [--min-trades INT]
@@ -89,6 +91,9 @@ optional arguments:
--dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
Starting balance, used for backtesting / hyperopt and
dry-runs.
+ --timeframe-detail TIMEFRAME_DETAIL
+ Specify detail timeframe for backtesting (`1m`, `5m`,
+ `30m`, `1h`, `1d`).
-e INT, --epochs INT Specify number of epochs (default: 100).
--spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]
Specify which parameters to hyperopt. Space-separated
@@ -146,7 +151,9 @@ Strategy arguments:
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
-
+ --recursive-strategy-search
+ Recursively search for a strategy in the strategies
+ folder.
```
### Hyperopt checklist
@@ -271,7 +278,8 @@ The last one we call `trigger` and use it to decide which buy trigger we want to
!!! Note "Parameter space assignment"
Parameters must either be assigned to a variable named `buy_*` or `sell_*` - or contain `space='buy'` | `space='sell'` to be assigned to a space correctly.
- If no parameter is available for a space, you'll receive the error that no space was found when running hyperopt.
+ If no parameter is available for a space, you'll receive the error that no space was found when running hyperopt.
+ Parameters with unclear space (e.g. `adx_period = IntParameter(4, 24, default=14)` - no explicit nor implicit space) will not be detected and will therefore be ignored.
So let's write the buy strategy using these values:
@@ -334,6 +342,7 @@ There are four parameter types each suited for different purposes.
## Optimizing an indicator parameter
Assuming you have a simple strategy in mind - a EMA cross strategy (2 Moving averages crossing) - and you'd like to find the ideal parameters for this strategy.
+By default, we assume a stoploss of 5% - and a take-profit (`minimal_roi`) of 10% - which means freqtrade will sell the trade once 10% profit has been reached.
``` python
from pandas import DataFrame
@@ -348,6 +357,9 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
class MyAwesomeStrategy(IStrategy):
stoploss = -0.05
timeframe = '15m'
+ minimal_roi = {
+ "0": 0.10
+ },
# Define the parameter spaces
buy_ema_short = IntParameter(3, 50, default=5)
buy_ema_long = IntParameter(15, 200, default=50)
@@ -382,7 +394,7 @@ class MyAwesomeStrategy(IStrategy):
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
- conditions = []
+ conditions = []
conditions.append(qtpylib.crossed_above(
dataframe[f'ema_long_{self.buy_ema_long.value}'], dataframe[f'ema_short_{self.buy_ema_short.value}']
))
@@ -403,7 +415,7 @@ Using `self.buy_ema_short.range` will return a range object containing all entri
In this case (`IntParameter(3, 50, default=5)`), the loop would run for all numbers between 3 and 50 (`[3, 4, 5, ... 49, 50]`).
By using this in a loop, hyperopt will generate 48 new columns (`['buy_ema_3', 'buy_ema_4', ... , 'buy_ema_50']`).
-Hyperopt itself will then use the selected value to create the buy and sell signals
+Hyperopt itself will then use the selected value to create the buy and sell signals.
While this strategy is most likely too simple to provide consistent profit, it should serve as an example how optimize indicator parameters.
@@ -862,10 +874,28 @@ You can also enable position stacking in the configuration file by explicitly se
As hyperopt consumes a lot of memory (the complete data needs to be in memory once per parallel backtesting process), it's likely that you run into "out of memory" errors.
To combat these, you have multiple options:
-* reduce the amount of pairs
-* reduce the timerange used (`--timerange `)
-* reduce the number of parallel processes (`-j `)
-* Increase the memory of your machine
+* Reduce the amount of pairs.
+* Reduce the timerange used (`--timerange `).
+* Avoid using `--timeframe-detail` (this loads a lot of additional data into memory).
+* Reduce the number of parallel processes (`-j `).
+* Increase the memory of your machine.
+
+
+## The objective has been evaluated at this point before.
+
+If you see `The objective has been evaluated at this point before.` - then this is a sign that your space has been exhausted, or is close to that.
+Basically all points in your space have been hit (or a local minima has been hit) - and hyperopt does no longer find points in the multi-dimensional space it did not try yet.
+Freqtrade tries to counter the "local minima" problem by using new, randomized points in this case.
+
+Example:
+
+``` python
+buy_ema_short = IntParameter(5, 20, default=10, space="buy", optimize=True)
+# This is the only parameter in the buy space
+```
+
+The `buy_ema_short` space has 15 possible values (`5, 6, ... 19, 20`). If you now run hyperopt for the buy space, hyperopt will only have 15 values to try before running out of options.
+Your epochs should therefore be aligned to the possible values - or you should be ready to interrupt a run if you norice a lot of `The objective has been evaluated at this point before.` warnings.
## Show details of Hyperopt results
diff --git a/docs/includes/protections.md b/docs/includes/protections.md
index d67924cfe..e0ad8189f 100644
--- a/docs/includes/protections.md
+++ b/docs/includes/protections.md
@@ -50,6 +50,8 @@ This applies across all pairs, unless `only_per_pair` is set to true, which will
Similarly, this protection will by default look at all trades (long and short). For futures bots, setting `only_per_side` will make the bot only consider one side, and will then only lock this one side, allowing for example shorts to continue after a series of long stoplosses.
+`required_profit` will determine the required relative profit (or loss) for stoplosses to consider. This should normally not be set and defaults to 0.0 - which means all losing stoplosses will be triggering a block.
+
The below example stops trading for all pairs for 4 candles after the last trade if the bot hit stoploss 4 times within the last 24 candles.
``` python
@@ -61,6 +63,7 @@ def protections(self):
"lookback_period_candles": 24,
"trade_limit": 4,
"stop_duration_candles": 4,
+ "required_profit": 0.0,
"only_per_pair": False,
"only_per_side": False
}
diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 1f342ca02..205516d6d 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,5 +1,6 @@
-mkdocs==1.3.0
-mkdocs-material==8.3.4
-mdx_truly_sane_lists==1.2
+markdown==3.3.7
+mkdocs==1.3.1
+mkdocs-material==8.3.9
+mdx_truly_sane_lists==1.3
pymdown-extensions==9.5
jinja2==3.1.2
diff --git a/docs/stoploss.md b/docs/stoploss.md
index 83f787947..249c40109 100644
--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -130,7 +130,7 @@ In summary: The stoploss will be adjusted to be always be -10% of the highest ob
### Trailing stop loss, custom positive loss
-It is also possible to have a default stop loss, when you are in the red with your buy (buy - fee), but once you hit positive result the system will utilize a new stop loss, which can have a different value.
+You could also have a default stop loss when you are in the red with your buy (buy - fee), but once you hit a positive result (or an offset you define) the system will utilize a new stop loss, which can have a different value.
For example, your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
!!! Note
@@ -142,6 +142,8 @@ Both values require `trailing_stop` to be set to true and `trailing_stop_positiv
stoploss = -0.10
trailing_stop = True
trailing_stop_positive = 0.02
+ trailing_stop_positive_offset = 0.0
+ trailing_only_offset_is_reached = False # Default - not necessary for this example
```
For example, simplified math:
@@ -156,11 +158,31 @@ For example, simplified math:
The 0.02 would translate to a -2% stop loss.
Before this, `stoploss` is used for the trailing stoploss.
+!!! Tip "Use an offset to change your stoploss"
+ Use `trailing_stop_positive_offset` to ensure that your new trailing stoploss will be in profit by setting `trailing_stop_positive_offset` higher than `trailing_stop_positive`. Your first new stoploss value will then already have locked in profits.
+
+ Example with simplified math:
+
+ ``` python
+ stoploss = -0.10
+ trailing_stop = True
+ trailing_stop_positive = 0.02
+ trailing_stop_positive_offset = 0.03
+ ```
+
+ * the bot buys an asset at a price of 100$
+ * the stop loss is defined at -10%, so the stop loss would get triggered once the asset drops below 90$
+ * assuming the asset now increases to 102$
+ * the stoploss will now be at 91.8$ - 10% below the highest observed rate
+ * assuming the asset now increases to 103.5$ (above the offset configured)
+ * the stop loss will now be -2% of 103.5$ = 101.43$
+ * now the asset drops in value to 102\$, the stop loss will still be 101.43$ and would trigger once price breaks below 101.43$
+
### Trailing stop loss only once the trade has reached a certain offset
-It is also possible to use a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns.
+You can also keep a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns.
-If `"trailing_only_offset_is_reached": true` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`.
+If `trailing_only_offset_is_reached = True` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`.
This option can be used with or without `trailing_stop_positive`, but uses `trailing_stop_positive_offset` as offset.
``` python
@@ -203,7 +225,6 @@ If price moves 1% - you've lost 10$ of your own capital - therfore stoploss will
Make sure to be aware of this, and avoid using too tight stoploss (at 10x leverage, 10% risk may be too little to allow the trade to "breath" a little).
-
## Changing stoploss on open trades
A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_config` command (alternatively, completely stopping and restarting the bot also works).
diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 9cd05d4f6..7432171ea 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -292,3 +292,5 @@ for val in self.buy_ema_short.range:
# Append columns to existing dataframe
merged_frame = pd.concat(frames, axis=1)
```
+
+Freqtrade does however also counter this by running `dataframe.copy()` on the dataframe right after the `populate_indicators()` method - so performance implications of this should be low to non-existant.
diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md
index beffba56b..a9b032818 100644
--- a/docs/strategy-callbacks.md
+++ b/docs/strategy-callbacks.md
@@ -82,8 +82,9 @@ Called before entering a trade, makes it possible to manage your position size w
```python
class AwesomeStrategy(IStrategy):
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
- proposed_stake: float, min_stake: float, max_stake: float,
- entry_tag: Optional[str], side: str, **kwargs) -> float:
+ proposed_stake: float, min_stake: Optional[float], max_stake: float,
+ leverage: float, entry_tag: Optional[str], side: str,
+ **kwargs) -> float:
dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
current_candle = dataframe.iloc[-1].squeeze()
@@ -622,12 +623,13 @@ class AwesomeStrategy(IStrategy):
!!! Warning
`confirm_trade_exit()` can prevent stoploss exits, causing significant losses as this would ignore stoploss exits.
+ `confirm_trade_exit()` will not be called for Liquidations - as liquidations are forced by the exchange, and therefore cannot be rejected.
## Adjust trade position
The `position_adjustment_enable` strategy property enables the usage of `adjust_trade_position()` callback in the strategy.
For performance reasons, it's disabled by default and freqtrade will show a warning message on startup if enabled.
-`adjust_trade_position()` can be used to perform additional orders, for example to manage risk with DCA (Dollar Cost Averaging).
+`adjust_trade_position()` can be used to perform additional orders, for example to manage risk with DCA (Dollar Cost Averaging) or to increase or decrease positions.
`max_entry_position_adjustment` property is used to limit the number of additional buys per trade (on top of the first buy) that the bot can execute. By default, the value is -1 which means the bot have no limit on number of adjustment buys.
@@ -635,10 +637,13 @@ The strategy is expected to return a stake_amount (in stake currency) between `m
If there are not enough funds in the wallet (the return value is above `max_stake`) then the signal will be ignored.
Additional orders also result in additional fees and those orders don't count towards `max_open_trades`.
-This callback is **not** called when there is an open order (either buy or sell) waiting for execution, or when you have reached the maximum amount of extra buys that you have set on `max_entry_position_adjustment`.
+This callback is **not** called when there is an open order (either buy or sell) waiting for execution.
+
`adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.
-Position adjustments will always be applied in the direction of the trade, so a positive value will always increase your position, no matter if it's a long or short trade. Modifications to leverage are not possible.
+Additional Buys are ignored once you have reached the maximum amount of extra buys that you have set on `max_entry_position_adjustment`, but the callback is called anyway looking for partial exits.
+
+Position adjustments will always be applied in the direction of the trade, so a positive value will always increase your position (negative values will decrease your position), no matter if it's a long or short trade. Modifications to leverage are not possible.
!!! Note "About stake size"
Using fixed stake size means it will be the amount used for the first order, just like without position adjustment.
@@ -647,12 +652,12 @@ Position adjustments will always be applied in the direction of the trade, so a
!!! Warning
Stoploss is still calculated from the initial opening price, not averaged price.
+ Regular stoploss rules still apply (cannot move down).
-!!! Warning "/stopbuy"
While `/stopbuy` command stops the bot from entering new trades, the position adjustment feature will continue buying new orders on existing trades.
!!! Warning "Backtesting"
- During backtesting this callback is called for each candle in `timeframe` or `timeframe_detail`, so performance will be affected.
+ During backtesting this callback is called for each candle in `timeframe` or `timeframe_detail`, so run-time performance will be affected.
``` python
from freqtrade.persistence import Trade
@@ -675,29 +680,49 @@ class DigDeeperStrategy(IStrategy):
# This is called when placing the initial order (opening trade)
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: Optional[float], max_stake: float,
- entry_tag: Optional[str], side: str, **kwargs) -> float:
+ leverage: float, entry_tag: Optional[str], side: str,
+ **kwargs) -> float:
# We need to leave most of the funds for possible further DCA orders
# This also applies to fixed stakes
return proposed_stake / self.max_dca_multiplier
def adjust_trade_position(self, trade: Trade, current_time: datetime,
- current_rate: float, current_profit: float, min_stake: Optional[float],
- max_stake: float, **kwargs):
+ current_rate: float, current_profit: float,
+ min_stake: Optional[float], max_stake: float,
+ current_entry_rate: float, current_exit_rate: float,
+ current_entry_profit: float, current_exit_profit: float,
+ **kwargs) -> Optional[float]:
"""
- Custom trade adjustment logic, returning the stake amount that a trade should be increased.
- This means extra buy orders with additional fees.
+ Custom trade adjustment logic, returning the stake amount that a trade should be
+ increased or decreased.
+ This means extra buy or sell orders with additional fees.
+ Only called when `position_adjustment_enable` is set to True.
+
+ For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+ When not implemented by a strategy, returns None
:param trade: trade object.
:param current_time: datetime object, containing the current datetime
:param current_rate: Current buy rate.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
- :param min_stake: Minimal stake size allowed by exchange.
- :param max_stake: Balance available for trading.
+ :param min_stake: Minimal stake size allowed by exchange (for both entries and exits)
+ :param max_stake: Maximum stake allowed (either through balance, or by exchange limits).
+ :param current_entry_rate: Current rate using entry pricing.
+ :param current_exit_rate: Current rate using exit pricing.
+ :param current_entry_profit: Current profit using entry pricing.
+ :param current_exit_profit: Current profit using exit pricing.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
- :return float: Stake amount to adjust your trade
+ :return float: Stake amount to adjust your trade,
+ Positive values to increase position, Negative values to decrease position.
+ Return None for no action.
"""
+ if current_profit > 0.05 and trade.nr_of_successful_exits == 0:
+ # Take half of the profit at +5%
+ return -(trade.stake_amount / 2)
+
if current_profit > -0.05:
return None
@@ -732,6 +757,25 @@ class DigDeeperStrategy(IStrategy):
```
+### Position adjust calculations
+
+* Entry rates are calculated using weighted averages.
+* Exits will not influence the average entry rate.
+* Partial exit relative profit is relative to the average entry price at this point.
+* Final exit relative profit is calculated based on the total invested capital. (See example below)
+
+??? example "Calculation example"
+ *This example assumes 0 fees for simplicity, and a long position on an imaginary coin.*
+
+ * Buy 100@8\$
+ * Buy 100@9\$ -> Avg price: 8.5\$
+ * Sell 100@10\$ -> Avg price: 8.5\$, realized profit 150\$, 17.65%
+ * Buy 150@11\$ -> Avg price: 10\$, realized profit 150\$, 17.65%
+ * Sell 100@12\$ -> Avg price: 10\$, total realized profit 350\$, 20%
+ * Sell 150@14\$ -> Avg price: 10\$, total realized profit 950\$, 40%
+
+ The total profit for this trade was 950$ on a 3350$ investment (`100@8$ + 100@9$ + 150@11$`). As such - the final relative profit is 28.35% (`950 / 3350`).
+
## Adjust Entry Price
The `adjust_entry_price()` callback may be used by strategy developer to refresh/replace limit orders upon arrival of new candles.
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 6947380dd..def3b77f1 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -646,6 +646,9 @@ This is where calling `self.dp.current_whitelist()` comes in handy.
return informative_pairs
```
+??? Note "Plotting with current_whitelist"
+ Current whitelist is not supported for `plot-dataframe`, as this command is usually used by providing an explicit pairlist - and would therefore make the return values of this method misleading.
+
### *get_pair_dataframe(pair, timeframe)*
``` python
@@ -731,6 +734,23 @@ if self.dp:
!!! Warning "Warning about backtesting"
This method will always return up-to-date values - so usage during backtesting / hyperopt will lead to wrong results.
+### Send Notification
+
+The dataprovider `.send_msg()` function allows you to send custom notifications from your strategy.
+Identical notifications will only be sent once per candle, unless the 2nd argument (`always_send`) is set to True.
+
+``` python
+ self.dp.send_msg(f"{metadata['pair']} just got hot!")
+
+ # Force send this notification, avoid caching (Please read warning below!)
+ self.dp.send_msg(f"{metadata['pair']} just got hot!", always_send=True)
+```
+
+Notifications will only be sent in trading modes (Live/Dry-run) - so this method can be called without conditions for backtesting.
+
+!!! Warning "Spamming"
+ You can spam yourself pretty good by setting `always_send=True` in this method. Use this with great care and only in conditions you know will not happen throughout a candle to avoid a message every 5 seconds.
+
### Complete Data-provider sample
```python
diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index ae0c6a6a3..fbfce37d1 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -31,11 +31,13 @@ pair = "BTC/USDT"
```python
# Load data using values set above
from freqtrade.data.history import load_pair_history
+from freqtrade.enums import CandleType
candles = load_pair_history(datadir=data_location,
timeframe=config["timeframe"],
pair=pair,
data_format = "hdf5",
+ candle_type=CandleType.SPOT,
)
# Confirm success
@@ -93,7 +95,7 @@ from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
# if backtest_dir points to a directory, it'll automatically load the last backtest file.
backtest_dir = config["user_data_dir"] / "backtest_results"
-# backtest_dir can also point to a specific file
+# backtest_dir can also point to a specific file
# backtest_dir = config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json"
```
diff --git a/docs/strategy_migration.md b/docs/strategy_migration.md
index 471ffa601..064e7a59d 100644
--- a/docs/strategy_migration.md
+++ b/docs/strategy_migration.md
@@ -18,7 +18,7 @@ Note : `forcesell`, `forcebuy`, `emergencysell` are changed to `force_exit`, `fo
* [`check_buy_timeout()` -> `check_entry_timeout()`](#custom_entry_timeout)
* [`check_sell_timeout()` -> `check_exit_timeout()`](#custom_entry_timeout)
* New `side` argument to callbacks without trade object
- * [`custom_stake_amount`](#custom-stake-amount)
+ * [`custom_stake_amount`](#custom_stake_amount)
* [`confirm_trade_entry`](#confirm_trade_entry)
* [`custom_entry_price`](#custom_entry_price)
* [Changed argument name in `confirm_trade_exit`](#confirm_trade_exit)
@@ -192,7 +192,7 @@ class AwesomeStrategy(IStrategy):
return False
```
-### Custom-stake-amount
+### `custom_stake_amount`
New string argument `side` - which can be either `"long"` or `"short"`.
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 2145797b4..a690e18b9 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -97,7 +97,9 @@ Example configuration showing the different settings:
"entry_fill": "off",
"exit_fill": "off",
"protection_trigger": "off",
- "protection_trigger_global": "on"
+ "protection_trigger_global": "on",
+ "strategy_msg": "off",
+ "show_candle": "off"
},
"reload": true,
"balance_dust_level": 0.01
@@ -108,7 +110,8 @@ Example configuration showing the different settings:
`exit` notifications are sent when the order is placed, while `exit_fill` notifications are sent when the order is filled on the exchange.
`*_fill` notifications are off by default and must be explicitly enabled.
`protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.
-
+`strategy_msg` - Receive notifications from the strategy, sent via `self.dp.send_msg()` from the strategy [more details](strategy-customization.md#send-notification).
+`show_candle` - show candle values as part of entry/exit messages. Only possible values are `"ohlc"` or `"off"`.
`balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
`reload` allows you to disable reload-buttons on selected messages.
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 1e3e2845a..fc3eda14d 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -28,7 +28,7 @@ ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_pos
ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
"position_stacking", "use_max_market_positions",
- "enable_protections", "dry_run_wallet",
+ "enable_protections", "dry_run_wallet", "timeframe_detail",
"epochs", "spaces", "print_all",
"print_colorized", "print_json", "hyperopt_jobs",
"hyperopt_random_state", "hyperopt_min_trades",
diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index be881c8ed..01cfa800a 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -67,7 +67,7 @@ def ask_user_config() -> Dict[str, Any]:
"type": "text",
"name": "stake_amount",
"message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
- "default": "100",
+ "default": "unlimited",
"validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
"filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
if val == UNLIMITED_STAKE_AMOUNT
@@ -164,7 +164,7 @@ def ask_user_config() -> Dict[str, Any]:
"when": lambda x: x['telegram']
},
{
- "type": "text",
+ "type": "password",
"name": "telegram_chat_id",
"message": "Insert Telegram chat id",
"when": lambda x: x['telegram']
@@ -191,7 +191,7 @@ def ask_user_config() -> Dict[str, Any]:
"when": lambda x: x['api_server']
},
{
- "type": "text",
+ "type": "password",
"name": "api_server_password",
"message": "Insert api-server password",
"when": lambda x: x['api_server']
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 344828282..19e291ea7 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -24,7 +24,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
print_colorized = config.get('print_colorized', False)
print_json = config.get('print_json', False)
- export_csv = config.get('export_csv', None)
+ export_csv = config.get('export_csv')
no_details = config.get('hyperopt_list_no_details', False)
no_header = False
diff --git a/freqtrade/configuration/__init__.py b/freqtrade/configuration/__init__.py
index cf41c0ca9..730a4e47f 100644
--- a/freqtrade/configuration/__init__.py
+++ b/freqtrade/configuration/__init__.py
@@ -4,5 +4,4 @@ from freqtrade.configuration.check_exchange import check_exchange
from freqtrade.configuration.config_setup import setup_utils_configuration
from freqtrade.configuration.config_validation import validate_config_consistency
from freqtrade.configuration.configuration import Configuration
-from freqtrade.configuration.PeriodicCache import PeriodicCache
from freqtrade.configuration.timerange import TimeRange
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 2f9932070..d46d54cb0 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -129,7 +129,7 @@ class Configuration:
# Default to in-memory db for dry_run if not specified
config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL
else:
- if not config.get('db_url', None):
+ if not config.get('db_url'):
config['db_url'] = constants.DEFAULT_DB_PROD_URL
logger.info('Dry run is disabled')
@@ -182,7 +182,7 @@ class Configuration:
config['user_data_dir'] = create_userdata_dir(config['user_data_dir'], create_dir=False)
logger.info('Using user-data directory: %s ...', config['user_data_dir'])
- config.update({'datadir': create_datadir(config, self.args.get('datadir', None))})
+ config.update({'datadir': create_datadir(config, self.args.get('datadir'))})
logger.info('Using data directory: %s ...', config.get('datadir'))
if self.args.get('exportfilename'):
@@ -221,7 +221,7 @@ class Configuration:
if config.get('max_open_trades') == -1:
config['max_open_trades'] = float('inf')
- if self.args.get('stake_amount', None):
+ if self.args.get('stake_amount'):
# Convert explicitly to float to support CLI argument for both unlimited and value
try:
self.args['stake_amount'] = float(self.args['stake_amount'])
@@ -474,7 +474,7 @@ class Configuration:
configuration instead of the content)
"""
if (argname in self.args and self.args[argname] is not None
- and self.args[argname] is not False):
+ and self.args[argname] is not False):
config.update({argname: self.args[argname]})
if logfun:
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 18dbea259..1d83d21a0 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -313,6 +313,14 @@ CONF_SCHEMA = {
'type': 'string',
'enum': TELEGRAM_SETTING_OPTIONS,
},
+ 'show_candle': {
+ 'type': 'string',
+ 'enum': ['off', 'ohlc'],
+ },
+ 'strategy_msg': {
+ 'type': 'string',
+ 'enum': TELEGRAM_SETTING_OPTIONS,
+ },
}
},
'reload': {'type': 'boolean'},
@@ -538,3 +546,4 @@ TradeList = List[List]
LongShort = Literal['long', 'short']
EntryExit = Literal['entry', 'exit']
BuySell = Literal['buy', 'sell']
+MakerTaker = Literal['maker', 'taker']
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index b9b118c00..21cead77f 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -5,6 +5,7 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
Common Interface for bot and strategy to access data.
"""
import logging
+from collections import deque
from datetime import datetime, timezone
from typing import Any, Dict, List, Optional, Tuple
@@ -16,6 +17,7 @@ from freqtrade.data.history import load_pair_history
from freqtrade.enums import CandleType, RunMode
from freqtrade.exceptions import ExchangeError, OperationalException
from freqtrade.exchange import Exchange, timeframe_to_seconds
+from freqtrade.util import PeriodicCache
logger = logging.getLogger(__name__)
@@ -33,6 +35,10 @@ class DataProvider:
self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
self.__slice_index: Optional[int] = None
self.__cached_pairs_backtesting: Dict[PairWithTimeframe, DataFrame] = {}
+ self._msg_queue: deque = deque()
+
+ self.__msg_cache = PeriodicCache(
+ maxsize=1000, ttl=timeframe_to_seconds(self._config.get('timeframe', '1h')))
def _set_dataframe_max_index(self, limit_index: int):
"""
@@ -265,3 +271,20 @@ class DataProvider:
if self._exchange is None:
raise OperationalException(NO_EXCHANGE_EXCEPTION)
return self._exchange.fetch_l2_order_book(pair, maximum)
+
+ def send_msg(self, message: str, *, always_send: bool = False) -> None:
+ """
+ Send custom RPC Notifications from your bot.
+ Will not send any bot in modes other than Dry-run or Live.
+ :param message: Message to be sent. Must be below 4096.
+ :param always_send: If False, will send the message only once per candle, and surpress
+ identical messages.
+ Careful as this can end up spaming your chat.
+ Defaults to False
+ """
+ if self.runmode not in (RunMode.DRY_RUN, RunMode.LIVE):
+ return
+
+ if always_send or message not in self.__msg_cache:
+ self._msg_queue.append(message)
+ self.__msg_cache[message] = True
diff --git a/freqtrade/enums/exittype.py b/freqtrade/enums/exittype.py
index b2c5b62ea..b025230ba 100644
--- a/freqtrade/enums/exittype.py
+++ b/freqtrade/enums/exittype.py
@@ -9,10 +9,12 @@ class ExitType(Enum):
STOP_LOSS = "stop_loss"
STOPLOSS_ON_EXCHANGE = "stoploss_on_exchange"
TRAILING_STOP_LOSS = "trailing_stop_loss"
+ LIQUIDATION = "liquidation"
EXIT_SIGNAL = "exit_signal"
FORCE_EXIT = "force_exit"
EMERGENCY_EXIT = "emergency_exit"
CUSTOM_EXIT = "custom_exit"
+ PARTIAL_EXIT = "partial_exit"
NONE = ""
def __str__(self):
diff --git a/freqtrade/enums/rpcmessagetype.py b/freqtrade/enums/rpcmessagetype.py
index 584a011c2..415d8f18c 100644
--- a/freqtrade/enums/rpcmessagetype.py
+++ b/freqtrade/enums/rpcmessagetype.py
@@ -17,6 +17,8 @@ class RPCMessageType(Enum):
PROTECTION_TRIGGER = 'protection_trigger'
PROTECTION_TRIGGER_GLOBAL = 'protection_trigger_global'
+ STRATEGY_MSG = 'strategy_msg'
+
def __repr__(self):
return self.value
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 03546dcf9..37a3c419d 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -52,10 +52,15 @@ class Binance(Exchange):
ordertype = 'stop' if self.trading_mode == TradingMode.FUTURES else 'stop_loss_limit'
- return order['type'] == ordertype and (
- (side == "sell" and stop_loss > float(order['stopPrice'])) or
- (side == "buy" and stop_loss < float(order['stopPrice']))
- )
+ return (
+ order.get('stopPrice', None) is None
+ or (
+ order['type'] == ordertype
+ and (
+ (side == "sell" and stop_loss > float(order['stopPrice'])) or
+ (side == "buy" and stop_loss < float(order['stopPrice']))
+ )
+ ))
def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
tickers = super().get_tickers(symbols=symbols, cached=cached)
diff --git a/freqtrade/exchange/binance_leverage_tiers.json b/freqtrade/exchange/binance_leverage_tiers.json
index 126b3b62f..1cf6ba079 100644
--- a/freqtrade/exchange/binance_leverage_tiers.json
+++ b/freqtrade/exchange/binance_leverage_tiers.json
@@ -1,201 +1,87 @@
{
- "RAY/USDT": [
+ "1000LUNC/BUSD": [
{
"tier": 1.0,
- "currency": "USDT",
+ "currency": "BUSD",
"minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 25.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
"info": {
"bracket": "1",
- "initialLeverage": "25",
- "notionalCap": "5000",
+ "initialLeverage": "20",
+ "notionalCap": "25000",
"notionalFloor": "0",
- "maintMarginRatio": "0.01",
+ "maintMarginRatio": "0.025",
"cum": "0.0"
}
},
{
"tier": 2.0,
- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
- "bracket": "2",
- "initialLeverage": "20",
- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "75.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
+ "currency": "BUSD",
"minNotional": 25000.0,
"maxNotional": 100000.0,
"maintenanceMarginRate": 0.05,
"maxLeverage": 10.0,
"info": {
- "bracket": "3",
+ "bracket": "2",
"initialLeverage": "10",
"notionalCap": "100000",
"notionalFloor": "25000",
"maintMarginRatio": "0.05",
- "cum": "700.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
- "minNotional": 100000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
- "bracket": "4",
- "initialLeverage": "5",
- "notionalCap": "250000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.1",
- "cum": "5700.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "5",
- "initialLeverage": "2",
- "notionalCap": "1000000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.125",
- "cum": "11950.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386950.0"
- }
- }
- ],
- "API3/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 25.0,
- "info": {
- "bracket": "1",
- "initialLeverage": "25",
- "notionalCap": "5000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.01",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
- "bracket": "2",
- "initialLeverage": "20",
- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "75.0"
+ "cum": "625.0"
}
},
{
"tier": 3.0,
- "currency": "USDT",
- "minNotional": 25000.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
- "bracket": "3",
- "initialLeverage": "10",
- "notionalCap": "100000",
- "notionalFloor": "25000",
- "maintMarginRatio": "0.05",
- "cum": "700.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
+ "currency": "BUSD",
"minNotional": 100000.0,
"maxNotional": 250000.0,
"maintenanceMarginRate": 0.1,
"maxLeverage": 5.0,
"info": {
- "bracket": "4",
+ "bracket": "3",
"initialLeverage": "5",
"notionalCap": "250000",
"notionalFloor": "100000",
"maintMarginRatio": "0.1",
- "cum": "5700.0"
+ "cum": "5625.0"
}
},
{
- "tier": 5.0,
- "currency": "USDT",
+ "tier": 4.0,
+ "currency": "BUSD",
"minNotional": 250000.0,
"maxNotional": 1000000.0,
"maintenanceMarginRate": 0.125,
"maxLeverage": 2.0,
"info": {
- "bracket": "5",
+ "bracket": "4",
"initialLeverage": "2",
"notionalCap": "1000000",
"notionalFloor": "250000",
"maintMarginRatio": "0.125",
- "cum": "11950.0"
+ "cum": "11875.0"
}
},
{
- "tier": 6.0,
- "currency": "USDT",
+ "tier": 5.0,
+ "currency": "BUSD",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
- "bracket": "6",
+ "bracket": "5",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
- "cum": "386950.0"
+ "cum": "386875.0"
}
}
],
- "SUSHI/USDT": [
+ "1000SHIB/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -296,20 +182,754 @@
"tier": 7.0,
"currency": "USDT",
"minNotional": 2000000.0,
- "maxNotional": 50000000.0,
+ "maxNotional": 30000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "7",
"initialLeverage": "1",
- "notionalCap": "50000000",
+ "notionalCap": "30000000",
"notionalFloor": "2000000",
"maintMarginRatio": "0.5",
"cum": "654500.0"
}
}
],
- "CVC/USDT": [
+ "1000XEC/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 25.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "25",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
+ "bracket": "2",
+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
+ "bracket": "3",
+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
+ "bracket": "4",
+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
+ "bracket": "5",
+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
+ "minNotional": 1000000.0,
+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
+ "bracket": "6",
+ "initialLeverage": "1",
+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "1INCH/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.012,
+ "maxLeverage": 50.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "50",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.012",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
+ "bracket": "2",
+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "65.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
+ "bracket": "3",
+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "690.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
+ "bracket": "4",
+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5690.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
+ "bracket": "5",
+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11940.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
+ "minNotional": 1000000.0,
+ "maxNotional": 10000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
+ "bracket": "6",
+ "initialLeverage": "1",
+ "notionalCap": "10000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386940.0"
+ }
+ }
+ ],
+ "AAVE/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 25.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "25",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
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{
"tier": 1.0,
"currency": "USDT",
@@ -390,6 +1010,2128 @@
"cum": "11950.0"
}
},
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+ "maxLeverage": 3.0,
+ "info": {
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+ "notionalCap": "10000000",
+ "notionalFloor": "5000000",
+ "maintMarginRatio": "0.15",
+ "cum": "233035.0"
+ }
+ },
+ {
+ "tier": 8.0,
+ "currency": "USDT",
+ "minNotional": 10000000.0,
+ "maxNotional": 20000000.0,
+ "maintenanceMarginRate": 0.25,
+ "maxLeverage": 2.0,
+ "info": {
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+ "initialLeverage": "2",
+ "notionalCap": "20000000",
+ "notionalFloor": "10000000",
+ "maintMarginRatio": "0.25",
+ "cum": "1233035.0"
+ }
+ },
+ {
+ "tier": 9.0,
+ "currency": "USDT",
+ "minNotional": 20000000.0,
+ "maxNotional": 50000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
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+ "notionalCap": "50000000",
+ "notionalFloor": "20000000",
+ "maintMarginRatio": "0.5",
+ "cum": "6233035.0"
+ }
+ }
+ ],
+ "BEL/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 25.0,
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+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
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+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
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+ "notionalCap": "25000",
+ "notionalFloor": "5000",
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+ "cum": "75.0"
+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
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+ "notionalCap": "100000",
+ "notionalFloor": "25000",
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+ "cum": "700.0"
+ }
+ },
+ {
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+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
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+ "notionalFloor": "100000",
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+ }
+ },
+ {
+ "tier": 5.0,
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+ "maxLeverage": 2.0,
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+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maxLeverage": 1.0,
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+ "notionalCap": "8000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "BLZ/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 25.0,
+ "info": {
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+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
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+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
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+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
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+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
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+ "maxLeverage": 2.0,
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+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
{
"tier": 6.0,
"currency": "USDT",
@@ -407,214 +3149,262 @@
}
}
],
- "BTS/USDT": [
+ "BNB/BUSD": [
{
"tier": 1.0,
- "currency": "USDT",
+ "currency": "BUSD",
"minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
"info": {
"bracket": "1",
- "initialLeverage": "50",
- "notionalCap": "5000",
+ "initialLeverage": "20",
+ "notionalCap": "100000",
"notionalFloor": "0",
- "maintMarginRatio": "0.01",
+ "maintMarginRatio": "0.025",
"cum": "0.0"
}
},
{
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- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
+ "currency": "BUSD",
+ "minNotional": 100000.0,
+ "maxNotional": 500000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
"info": {
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- "initialLeverage": "20",
- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "75.0"
+ "initialLeverage": "10",
+ "notionalCap": "500000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.05",
+ "cum": "2500.0"
}
},
{
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- "currency": "USDT",
- "minNotional": 25000.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
+ "currency": "BUSD",
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+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
"info": {
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- "notionalCap": "100000",
- "notionalFloor": "25000",
- "maintMarginRatio": "0.05",
- "cum": "700.0"
+ "initialLeverage": "5",
+ "notionalCap": "1000000",
+ "notionalFloor": "500000",
+ "maintMarginRatio": "0.1",
+ "cum": "27500.0"
}
},
{
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- "currency": "USDT",
- "minNotional": 100000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
+ "currency": "BUSD",
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+ "maxNotional": 2000000.0,
+ "maintenanceMarginRate": 0.15,
+ "maxLeverage": 3.0,
"info": {
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- "notionalCap": "250000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.1",
- "cum": "5700.0"
+ "initialLeverage": "3",
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+ "notionalFloor": "1000000",
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+ "cum": "77500.0"
}
},
{
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- "currency": "USDT",
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- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
+ "currency": "BUSD",
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+ "maxNotional": 5000000.0,
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"maxLeverage": 2.0,
"info": {
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- "notionalCap": "1000000",
- "notionalFloor": "250000",
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- "cum": "11950.0"
+ "notionalCap": "5000000",
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+ "cum": "277500.0"
}
},
{
"tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "currency": "BUSD",
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+ "maxNotional": 8000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
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- "notionalCap": "30000000",
- "notionalFloor": "1000000",
+ "notionalCap": "8000000",
+ "notionalFloor": "5000000",
"maintMarginRatio": "0.5",
- "cum": "386950.0"
+ "cum": "1527500.0"
}
}
],
- "HOT/USDT": [
+ "BNB/USDT": [
{
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"currency": "USDT",
"minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
+ "maxNotional": 10000.0,
+ "maintenanceMarginRate": 0.0065,
+ "maxLeverage": 75.0,
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- "notionalCap": "5000",
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}
},
{
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"currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
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- "maxLeverage": 20.0,
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+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
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}
},
{
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"currency": "USDT",
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- "maxNotional": 100000.0,
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+ "maxLeverage": 25.0,
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+ "cum": "535.0"
}
},
{
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"currency": "USDT",
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- "maxNotional": 250000.0,
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- "maxLeverage": 5.0,
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
"info": {
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- "initialLeverage": "5",
- "notionalCap": "250000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.1",
- "cum": "5700.0"
+ "initialLeverage": "10",
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+ "maintMarginRatio": "0.05",
+ "cum": "8035.0"
}
},
{
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"currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 2.0,
+ "minNotional": 1000000.0,
+ "maxNotional": 2000000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
"info": {
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- "notionalCap": "1000000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.125",
- "cum": "11950.0"
+ "initialLeverage": "5",
+ "notionalCap": "2000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.1",
+ "cum": "58035.0"
}
},
{
"tier": 6.0,
"currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "minNotional": 2000000.0,
+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 4.0,
+ "info": {
+ "bracket": "6",
+ "initialLeverage": "4",
+ "notionalCap": "5000000",
+ "notionalFloor": "2000000",
+ "maintMarginRatio": "0.125",
+ "cum": "108035.0"
+ }
+ },
+ {
+ "tier": 7.0,
+ "currency": "USDT",
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+ "maxNotional": 10000000.0,
+ "maintenanceMarginRate": 0.15,
+ "maxLeverage": 3.0,
+ "info": {
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+ "initialLeverage": "3",
+ "notionalCap": "10000000",
+ "notionalFloor": "5000000",
+ "maintMarginRatio": "0.15",
+ "cum": "233035.0"
+ }
+ },
+ {
+ "tier": 8.0,
+ "currency": "USDT",
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+ "maxNotional": 20000000.0,
+ "maintenanceMarginRate": 0.25,
+ "maxLeverage": 2.0,
+ "info": {
+ "bracket": "8",
+ "initialLeverage": "2",
+ "notionalCap": "20000000",
+ "notionalFloor": "10000000",
+ "maintMarginRatio": "0.25",
+ "cum": "1233035.0"
+ }
+ },
+ {
+ "tier": 9.0,
+ "currency": "USDT",
+ "minNotional": 20000000.0,
+ "maxNotional": 50000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
- "bracket": "6",
+ "bracket": "9",
"initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "1000000",
+ "notionalCap": "50000000",
+ "notionalFloor": "20000000",
"maintMarginRatio": "0.5",
- "cum": "386950.0"
+ "cum": "6233035.0"
}
}
],
- "ZRX/USDT": [
+ "BNX/USDT": [
{
"tier": 1.0,
"currency": "USDT",
"minNotional": 0.0,
- "maxNotional": 5000.0,
+ "maxNotional": 50000.0,
"maintenanceMarginRate": 0.01,
"maxLeverage": 50.0,
"info": {
"bracket": "1",
"initialLeverage": "50",
- "notionalCap": "5000",
+ "notionalCap": "50000",
"notionalFloor": "0",
"maintMarginRatio": "0.01",
"cum": "0.0"
@@ -623,277 +3413,97 @@
{
"tier": 2.0,
"currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
+ "minNotional": 50000.0,
+ "maxNotional": 150000.0,
"maintenanceMarginRate": 0.025,
"maxLeverage": 20.0,
"info": {
"bracket": "2",
"initialLeverage": "20",
- "notionalCap": "25000",
- "notionalFloor": "5000",
+ "notionalCap": "150000",
+ "notionalFloor": "50000",
"maintMarginRatio": "0.025",
- "cum": "75.0"
+ "cum": "750.0"
}
},
{
"tier": 3.0,
"currency": "USDT",
- "minNotional": 25000.0,
- "maxNotional": 100000.0,
+ "minNotional": 150000.0,
+ "maxNotional": 250000.0,
"maintenanceMarginRate": 0.05,
"maxLeverage": 10.0,
"info": {
"bracket": "3",
"initialLeverage": "10",
- "notionalCap": "100000",
- "notionalFloor": "25000",
+ "notionalCap": "250000",
+ "notionalFloor": "150000",
"maintMarginRatio": "0.05",
- "cum": "700.0"
+ "cum": "4500.0"
}
},
{
"tier": 4.0,
"currency": "USDT",
- "minNotional": 100000.0,
- "maxNotional": 250000.0,
+ "minNotional": 250000.0,
+ "maxNotional": 500000.0,
"maintenanceMarginRate": 0.1,
"maxLeverage": 5.0,
"info": {
"bracket": "4",
"initialLeverage": "5",
- "notionalCap": "250000",
- "notionalFloor": "100000",
+ "notionalCap": "500000",
+ "notionalFloor": "250000",
"maintMarginRatio": "0.1",
- "cum": "5700.0"
+ "cum": "17000.0"
}
},
{
"tier": 5.0,
"currency": "USDT",
- "minNotional": 250000.0,
+ "minNotional": 500000.0,
"maxNotional": 1000000.0,
"maintenanceMarginRate": 0.125,
- "maxLeverage": 2.0,
+ "maxLeverage": 4.0,
"info": {
"bracket": "5",
- "initialLeverage": "2",
+ "initialLeverage": "4",
"notionalCap": "1000000",
- "notionalFloor": "250000",
+ "notionalFloor": "500000",
"maintMarginRatio": "0.125",
- "cum": "11950.0"
+ "cum": "29500.0"
}
},
{
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
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- "initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386950.0"
- }
- }
- ],
- "QTUM/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
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- "notionalCap": "5000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.01",
- "cum": "0.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
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- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "75.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
- "minNotional": 25000.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
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- "notionalCap": "100000",
- "notionalFloor": "25000",
- "maintMarginRatio": "0.05",
- "cum": "700.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
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- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
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- "notionalCap": "250000",
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- "maintMarginRatio": "0.1",
- "cum": "5700.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
+ "maxNotional": 2000000.0,
+ "maintenanceMarginRate": 0.25,
"maxLeverage": 2.0,
"info": {
- "bracket": "5",
+ "bracket": "6",
"initialLeverage": "2",
- "notionalCap": "1000000",
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- "maintMarginRatio": "0.125",
- "cum": "11950.0"
+ "notionalCap": "2000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.25",
+ "cum": "154500.0"
}
},
{
- "tier": 6.0,
+ "tier": 7.0,
"currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "minNotional": 2000000.0,
+ "maxNotional": 8000000.0,
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- "cum": "386950.0"
+ "cum": "654500.0"
}
}
],
@@ -1059,7 +3669,479 @@
}
}
],
- "WAVES/USDT": [
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+ "BTCUSDT_220930": [
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+ }
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+ }
+ },
+ {
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+ }
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+ {
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+ "maxLeverage": 3.0,
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+ "maintMarginRatio": "0.15",
+ "cum": "461250.0"
+ }
+ },
+ {
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+ "maxLeverage": 2.0,
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+ "notionalFloor": "20000000",
+ "maintMarginRatio": "0.25",
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+ }
+ },
+ {
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+ "maintMarginRatio": "0.5",
+ "cum": "1.246125E7"
+ }
+ }
+ ],
+ "BTS/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -1144,166 +4226,314 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "ADA/USDT": [
+ "C98/USDT": [
{
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"currency": "USDT",
"minNotional": 0.0,
- "maxNotional": 10000.0,
- "maintenanceMarginRate": 0.0065,
- "maxLeverage": 75.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 25.0,
"info": {
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- "initialLeverage": "75",
- "notionalCap": "10000",
+ "initialLeverage": "25",
+ "notionalCap": "5000",
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}
},
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- "minNotional": 10000.0,
- "maxNotional": 50000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
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- "notionalFloor": "10000",
- "maintMarginRatio": "0.01",
- "cum": "35.0"
+ "initialLeverage": "20",
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}
},
{
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- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.02,
- "maxLeverage": 25.0,
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+ "maxLeverage": 10.0,
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+ "cum": "700.0"
}
},
{
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- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
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- "maxLeverage": 10.0,
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
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+ "maxLeverage": 5.0,
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}
},
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- "maxLeverage": 5.0,
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+ "maxLeverage": 2.0,
"info": {
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}
},
{
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- "notionalFloor": "20000000",
+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
"maintMarginRatio": "0.5",
- "cum": "6233035.0"
+ "cum": "386950.0"
}
}
],
- "LIT/USDT": [
+ "CELO/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 25.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "25",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
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+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
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+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
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+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
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+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
+ "minNotional": 1000000.0,
+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
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+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "CELR/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 25.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "25",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
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+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
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+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
+ "bracket": "4",
+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
+ "bracket": "5",
+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
+ "minNotional": 1000000.0,
+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
+ "bracket": "6",
+ "initialLeverage": "1",
+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "CHR/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -1388,312 +4618,20 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "XTZ/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 10000.0,
- "maintenanceMarginRate": 0.0065,
- "maxLeverage": 75.0,
- "info": {
- "bracket": "1",
- "initialLeverage": "75",
- "notionalCap": "10000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.0065",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 10000.0,
- "maxNotional": 50000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
- "info": {
- "bracket": "2",
- "initialLeverage": "50",
- "notionalCap": "50000",
- "notionalFloor": "10000",
- "maintMarginRatio": "0.01",
- "cum": "35.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
- "minNotional": 50000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.02,
- "maxLeverage": 25.0,
- "info": {
- "bracket": "3",
- "initialLeverage": "25",
- "notionalCap": "250000",
- "notionalFloor": "50000",
- "maintMarginRatio": "0.02",
- "cum": "535.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
- "bracket": "4",
- "initialLeverage": "10",
- "notionalCap": "1000000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.05",
- "cum": "8035.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 2000000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
- "bracket": "5",
- "initialLeverage": "5",
- "notionalCap": "2000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.1",
- "cum": "58035.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 2000000.0,
- "maxNotional": 5000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 4.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "4",
- "notionalCap": "5000000",
- "notionalFloor": "2000000",
- "maintMarginRatio": "0.125",
- "cum": "108035.0"
- }
- },
- {
- "tier": 7.0,
- "currency": "USDT",
- "minNotional": 5000000.0,
- "maxNotional": 10000000.0,
- "maintenanceMarginRate": 0.15,
- "maxLeverage": 3.0,
- "info": {
- "bracket": "7",
- "initialLeverage": "3",
- "notionalCap": "10000000",
- "notionalFloor": "5000000",
- "maintMarginRatio": "0.15",
- "cum": "233035.0"
- }
- },
- {
- "tier": 8.0,
- "currency": "USDT",
- "minNotional": 10000000.0,
- "maxNotional": 20000000.0,
- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "8",
- "initialLeverage": "2",
- "notionalCap": "20000000",
- "notionalFloor": "10000000",
- "maintMarginRatio": "0.25",
- "cum": "1233035.0"
- }
- },
- {
- "tier": 9.0,
- "currency": "USDT",
- "minNotional": 20000000.0,
- "maxNotional": 50000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
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- "notionalCap": "50000000",
- "notionalFloor": "20000000",
- "maintMarginRatio": "0.5",
- "cum": "6233035.0"
- }
- }
- ],
- "BNB/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 10000.0,
- "maintenanceMarginRate": 0.0065,
- "maxLeverage": 75.0,
- "info": {
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- "notionalCap": "10000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.0065",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 10000.0,
- "maxNotional": 50000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
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- "notionalCap": "50000",
- "notionalFloor": "10000",
- "maintMarginRatio": "0.01",
- "cum": "35.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.02,
- "maxLeverage": 25.0,
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- "notionalCap": "250000",
- "notionalFloor": "50000",
- "maintMarginRatio": "0.02",
- "cum": "535.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
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- "notionalCap": "1000000",
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- "maintMarginRatio": "0.05",
- "cum": "8035.0"
- }
- },
- {
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- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 2000000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
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- "notionalCap": "2000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.1",
- "cum": "58035.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 2000000.0,
- "maxNotional": 5000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 4.0,
- "info": {
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- "initialLeverage": "4",
- "notionalCap": "5000000",
- "notionalFloor": "2000000",
- "maintMarginRatio": "0.125",
- "cum": "108035.0"
- }
- },
- {
- "tier": 7.0,
- "currency": "USDT",
- "minNotional": 5000000.0,
- "maxNotional": 10000000.0,
- "maintenanceMarginRate": 0.15,
- "maxLeverage": 3.0,
- "info": {
- "bracket": "7",
- "initialLeverage": "3",
- "notionalCap": "10000000",
- "notionalFloor": "5000000",
- "maintMarginRatio": "0.15",
- "cum": "233035.0"
- }
- },
- {
- "tier": 8.0,
- "currency": "USDT",
- "minNotional": 10000000.0,
- "maxNotional": 20000000.0,
- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "8",
- "initialLeverage": "2",
- "notionalCap": "20000000",
- "notionalFloor": "10000000",
- "maintMarginRatio": "0.25",
- "cum": "1233035.0"
- }
- },
- {
- "tier": 9.0,
- "currency": "USDT",
- "minNotional": 20000000.0,
- "maxNotional": 50000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "9",
- "initialLeverage": "1",
- "notionalCap": "50000000",
- "notionalFloor": "20000000",
- "maintMarginRatio": "0.5",
- "cum": "6233035.0"
- }
- }
- ],
- "AKRO/USDT": [
+ "CHZ/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -1791,6 +4729,610 @@
}
}
],
+ "COMP/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "50",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
+ "bracket": "2",
+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
+ "bracket": "3",
+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
+ "bracket": "4",
+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
+ "bracket": "5",
+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
+ "minNotional": 1000000.0,
+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
+ "bracket": "6",
+ "initialLeverage": "1",
+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "COTI/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
+ "info": {
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+ "initialLeverage": "50",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
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+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
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+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
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+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
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+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
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+ "currency": "USDT",
+ "minNotional": 1000000.0,
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+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
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+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "CRV/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 50000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
+ "info": {
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+ "initialLeverage": "50",
+ "notionalCap": "50000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 50000.0,
+ "maxNotional": 150000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
+ "bracket": "2",
+ "initialLeverage": "20",
+ "notionalCap": "150000",
+ "notionalFloor": "50000",
+ "maintMarginRatio": "0.025",
+ "cum": "750.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 150000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
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+ "initialLeverage": "10",
+ "notionalCap": "250000",
+ "notionalFloor": "150000",
+ "maintMarginRatio": "0.05",
+ "cum": "4500.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 250000.0,
+ "maxNotional": 500000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
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+ "notionalCap": "500000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.1",
+ "cum": "17000.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
+ "minNotional": 500000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 4.0,
+ "info": {
+ "bracket": "5",
+ "initialLeverage": "4",
+ "notionalCap": "1000000",
+ "notionalFloor": "500000",
+ "maintMarginRatio": "0.125",
+ "cum": "29500.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
+ "minNotional": 1000000.0,
+ "maxNotional": 2000000.0,
+ "maintenanceMarginRate": 0.25,
+ "maxLeverage": 2.0,
+ "info": {
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+ "initialLeverage": "2",
+ "notionalCap": "2000000",
+ "notionalFloor": "1000000",
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+ "cum": "154500.0"
+ }
+ },
+ {
+ "tier": 7.0,
+ "currency": "USDT",
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+ "maxLeverage": 1.0,
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+ "notionalFloor": "2000000",
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+ "cum": "654500.0"
+ }
+ }
+ ],
+ "CTK/USDT": [
+ {
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+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
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+ }
+ },
+ {
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+ }
+ },
+ {
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+ }
+ },
+ {
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+ "maxLeverage": 5.0,
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+ }
+ },
+ {
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+ "maxLeverage": 2.0,
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+ "cum": "11950.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
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+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
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+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "CTSI/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 25.0,
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+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
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+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
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+ "notionalFloor": "25000",
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+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
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+ "notionalCap": "250000",
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+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maxLeverage": 2.0,
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+ "cum": "11950.0"
+ }
+ },
+ {
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+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "CVC/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
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+ "notionalCap": "5000",
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+ "cum": "0.0"
+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
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+ "notionalCap": "25000",
+ "notionalFloor": "5000",
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+ "cum": "75.0"
+ }
+ },
+ {
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+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
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+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
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+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
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+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maxNotional": 1000000.0,
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+ "maxLeverage": 2.0,
+ "info": {
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+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
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+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
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+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
"DAR/USDT": [
{
"tier": 1.0,
@@ -1876,20 +5418,20 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "HNT/USDT": [
+ "DASH/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -1974,19 +5516,1503 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
+ "DEFI/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "50",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
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+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
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+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
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+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
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+ "cum": "5700.0"
+ }
+ },
+ {
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+ "maxLeverage": 2.0,
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+ "cum": "11950.0"
+ }
+ },
+ {
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+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "DENT/USDT": [
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+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
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+ "notionalCap": "5000",
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+ "cum": "0.0"
+ }
+ },
+ {
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+ "maxLeverage": 20.0,
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+ "notionalFloor": "5000",
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+ "cum": "75.0"
+ }
+ },
+ {
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+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
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+ "cum": "700.0"
+ }
+ },
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+ }
+ },
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+ }
+ },
+ {
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+ }
+ }
+ ],
+ "DGB/USDT": [
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+ "currency": "USDT",
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+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
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+ "cum": "0.0"
+ }
+ },
+ {
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+ "maxLeverage": 20.0,
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+ "notionalFloor": "5000",
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+ "cum": "75.0"
+ }
+ },
+ {
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+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
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+ "notionalCap": "100000",
+ "notionalFloor": "25000",
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+ "cum": "700.0"
+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maxLeverage": 5.0,
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+ "notionalCap": "250000",
+ "notionalFloor": "100000",
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+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
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+ "maxNotional": 1000000.0,
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+ "maxLeverage": 2.0,
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+ "cum": "11950.0"
+ }
+ },
+ {
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+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "DODO/BUSD": [
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+ "tier": 1.0,
+ "currency": "BUSD",
+ "minNotional": 0.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
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+ "cum": "0.0"
+ }
+ },
+ {
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+ "maxLeverage": 10.0,
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+ "notionalCap": "100000",
+ "notionalFloor": "25000",
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+ "cum": "625.0"
+ }
+ },
+ {
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+ "maxLeverage": 5.0,
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+ "cum": "5625.0"
+ }
+ },
+ {
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+ "maxLeverage": 2.0,
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+ }
+ },
+ {
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+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386875.0"
+ }
+ }
+ ],
+ "DOGE/BUSD": [
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+ "tier": 1.0,
+ "currency": "BUSD",
+ "minNotional": 0.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
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+ }
+ },
+ {
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+ }
+ },
+ {
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+ "cum": "27500.0"
+ }
+ },
+ {
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+ "maxLeverage": 3.0,
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+ "cum": "77500.0"
+ }
+ },
+ {
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+ }
+ },
+ {
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+ "maxLeverage": 20.0,
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+ }
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+ "maxLeverage": 10.0,
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+ "notionalCap": "100000",
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+ }
+ },
+ {
+ "tier": 4.0,
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+ }
+ },
+ {
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+ "maxLeverage": 2.0,
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+ }
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+ {
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+ "notionalFloor": "1000000",
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+ "cum": "386950.0"
+ }
+ }
+ ],
+ "EOS/USDT": [
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+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 10000.0,
+ "maintenanceMarginRate": 0.0065,
+ "maxLeverage": 75.0,
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+ }
+ },
+ {
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+ "maxLeverage": 50.0,
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+ }
+ },
+ {
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+ }
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+ {
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+ "maintenanceMarginRate": 0.05,
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+ }
+ },
+ {
+ "tier": 5.0,
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+ "notionalFloor": "1000000",
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+ }
+ },
+ {
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+ "maxLeverage": 4.0,
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+ "notionalFloor": "2000000",
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+ "cum": "108035.0"
+ }
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+ {
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+ "maxLeverage": 3.0,
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+ "cum": "233035.0"
+ }
+ },
+ {
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+ "maxNotional": 20000000.0,
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+ "maxLeverage": 2.0,
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+ "notionalFloor": "10000000",
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+ "cum": "1233035.0"
+ }
+ },
+ {
+ "tier": 9.0,
+ "currency": "USDT",
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+ "maxNotional": 50000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
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+ "notionalFloor": "20000000",
+ "maintMarginRatio": "0.5",
+ "cum": "6233035.0"
+ }
+ }
+ ],
"ETC/USDT": [
{
"tier": 1.0,
@@ -2133,345 +7159,165 @@
}
}
],
- "XMR/USDT": [
+ "ETH/BUSD": [
{
"tier": 1.0,
- "currency": "USDT",
+ "currency": "BUSD",
"minNotional": 0.0,
- "maxNotional": 10000.0,
- "maintenanceMarginRate": 0.0065,
- "maxLeverage": 75.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.004,
+ "maxLeverage": 50.0,
"info": {
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- "initialLeverage": "75",
- "notionalCap": "10000",
+ "initialLeverage": "50",
+ "notionalCap": "25000",
"notionalFloor": "0",
- "maintMarginRatio": "0.0065",
+ "maintMarginRatio": "0.004",
"cum": "0.0"
}
},
{
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- "currency": "USDT",
- "minNotional": 10000.0,
- "maxNotional": 50000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
+ "currency": "BUSD",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.005,
+ "maxLeverage": 25.0,
"info": {
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- "notionalCap": "50000",
- "notionalFloor": "10000",
- "maintMarginRatio": "0.01",
- "cum": "35.0"
+ "initialLeverage": "25",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.005",
+ "cum": "25.0"
}
},
{
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- "currency": "USDT",
- "minNotional": 50000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.02,
- "maxLeverage": 25.0,
+ "currency": "BUSD",
+ "minNotional": 100000.0,
+ "maxNotional": 500000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 20.0,
"info": {
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- "notionalCap": "250000",
- "notionalFloor": "50000",
- "maintMarginRatio": "0.02",
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+ "notionalCap": "500000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.01",
+ "cum": "525.0"
}
},
{
"tier": 4.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.05,
+ "currency": "BUSD",
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+ "maxNotional": 1500000.0,
+ "maintenanceMarginRate": 0.025,
"maxLeverage": 10.0,
"info": {
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- "notionalCap": "1000000",
- "notionalFloor": "250000",
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- "cum": "8035.0"
+ "notionalCap": "1500000",
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}
},
{
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- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 2000000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
+ "currency": "BUSD",
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+ "maxNotional": 4000000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 6.0,
"info": {
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- "notionalCap": "2000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.1",
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+ "cum": "45525.0"
}
},
{
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- "currency": "USDT",
- "minNotional": 2000000.0,
- "maxNotional": 5000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 4.0,
+ "currency": "BUSD",
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+ "maxNotional": 10000000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
"info": {
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}
},
{
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- "currency": "USDT",
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- "maxNotional": 10000000.0,
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- "maxLeverage": 3.0,
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+ "cum": "495525.0"
}
},
{
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- "currency": "USDT",
- "minNotional": 10000000.0,
- "maxNotional": 20000000.0,
- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
+ "currency": "BUSD",
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+ "maxNotional": 40000000.0,
+ "maintenanceMarginRate": 0.15,
+ "maxLeverage": 3.0,
"info": {
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- "notionalCap": "20000000",
- "notionalFloor": "10000000",
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}
},
{
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- "notionalFloor": "20000000",
- "maintMarginRatio": "0.5",
- "cum": "6233035.0"
- }
- }
- ],
- "YFI/USDT": [
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- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
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- "notionalCap": "5000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.01",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
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- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "75.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
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- "notionalCap": "100000",
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- "cum": "700.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
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- "notionalCap": "250000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.1",
- "cum": "5700.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 2.0,
- "info": {
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- "notionalCap": "1000000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.125",
- "cum": "11950.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
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- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386950.0"
- }
- }
- ],
- "FTT/BUSD": [
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"currency": "BUSD",
- "minNotional": 0.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
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- "notionalCap": "100000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.025",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "BUSD",
- "minNotional": 100000.0,
- "maxNotional": 500000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
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- "initialLeverage": "10",
- "notionalCap": "500000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.05",
- "cum": "2500.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "BUSD",
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- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
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- "initialLeverage": "5",
- "notionalCap": "1000000",
- "notionalFloor": "500000",
- "maintMarginRatio": "0.1",
- "cum": "27500.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "BUSD",
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- "maxNotional": 2000000.0,
- "maintenanceMarginRate": 0.15,
- "maxLeverage": 3.0,
- "info": {
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- "initialLeverage": "3",
- "notionalCap": "2000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.15",
- "cum": "77500.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "BUSD",
- "minNotional": 2000000.0,
- "maxNotional": 5000000.0,
+ "minNotional": 40000000.0,
+ "maxNotional": 150000000.0,
"maintenanceMarginRate": 0.25,
"maxLeverage": 2.0,
"info": {
- "bracket": "5",
+ "bracket": "9",
"initialLeverage": "2",
- "notionalCap": "5000000",
- "notionalFloor": "2000000",
+ "notionalCap": "150000000",
+ "notionalFloor": "40000000",
"maintMarginRatio": "0.25",
- "cum": "277500.0"
+ "cum": "4995525.0"
}
},
{
- "tier": 6.0,
+ "tier": 10.0,
"currency": "BUSD",
- "minNotional": 5000000.0,
- "maxNotional": 30000000.0,
+ "minNotional": 150000000.0,
+ "maxNotional": 500000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
- "bracket": "6",
+ "bracket": "10",
"initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "5000000",
+ "notionalCap": "500000000",
+ "notionalFloor": "150000000",
"maintMarginRatio": "0.5",
- "cum": "1527500.0"
+ "cum": "4.2495525E7"
}
}
],
@@ -2637,7 +7483,1281 @@
}
}
],
- "ALICE/USDT": [
+ "ETHUSDT_220930": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 375000.0,
+ "maintenanceMarginRate": 0.02,
+ "maxLeverage": 25.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "25",
+ "notionalCap": "375000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.02",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 375000.0,
+ "maxNotional": 2000000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
+ "bracket": "2",
+ "initialLeverage": "10",
+ "notionalCap": "2000000",
+ "notionalFloor": "375000",
+ "maintMarginRatio": "0.05",
+ "cum": "11250.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 2000000.0,
+ "maxNotional": 4000000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
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+ "initialLeverage": "5",
+ "notionalCap": "4000000",
+ "notionalFloor": "2000000",
+ "maintMarginRatio": "0.1",
+ "cum": "111250.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 4000000.0,
+ "maxNotional": 10000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 4.0,
+ "info": {
+ "bracket": "4",
+ "initialLeverage": "4",
+ "notionalCap": "10000000",
+ "notionalFloor": "4000000",
+ "maintMarginRatio": "0.125",
+ "cum": "211250.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
+ "minNotional": 10000000.0,
+ "maxNotional": 20000000.0,
+ "maintenanceMarginRate": 0.15,
+ "maxLeverage": 3.0,
+ "info": {
+ "bracket": "5",
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+ "notionalCap": "20000000",
+ "notionalFloor": "10000000",
+ "maintMarginRatio": "0.15",
+ "cum": "461250.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
+ "minNotional": 20000000.0,
+ "maxNotional": 40000000.0,
+ "maintenanceMarginRate": 0.25,
+ "maxLeverage": 2.0,
+ "info": {
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+ "notionalCap": "40000000",
+ "notionalFloor": "20000000",
+ "maintMarginRatio": "0.25",
+ "cum": "2461250.0"
+ }
+ },
+ {
+ "tier": 7.0,
+ "currency": "USDT",
+ "minNotional": 40000000.0,
+ "maxNotional": 400000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
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+ "notionalCap": "400000000",
+ "notionalFloor": "40000000",
+ "maintMarginRatio": "0.5",
+ "cum": "1.246125E7"
+ }
+ }
+ ],
+ "FIL/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
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+ "GMT/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -2751,7 +8871,579 @@
}
}
],
- "ALPHA/USDT": [
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+ "currency": "USDT",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
+ "bracket": "5",
+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
+ "minNotional": 1000000.0,
+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
+ "bracket": "6",
+ "initialLeverage": "1",
+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "ICP/BUSD": [
+ {
+ "tier": 1.0,
+ "currency": "BUSD",
+ "minNotional": 0.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.025",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "BUSD",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
+ "bracket": "2",
+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "625.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "BUSD",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
+ "bracket": "3",
+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5625.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "BUSD",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
+ "bracket": "4",
+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11875.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "BUSD",
+ "minNotional": 1000000.0,
+ "maxNotional": 30000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
+ "bracket": "5",
+ "initialLeverage": "1",
+ "notionalCap": "30000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386875.0"
+ }
+ }
+ ],
+ "ICP/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -2849,7 +9541,105 @@
}
}
],
- "WOO/USDT": [
+ "ICX/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "50",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
+ "bracket": "2",
+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
+ "bracket": "3",
+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
+ "bracket": "4",
+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
+ "bracket": "5",
+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
+ "minNotional": 1000000.0,
+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
+ "bracket": "6",
+ "initialLeverage": "1",
+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "IMX/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -2934,20 +9724,20 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "SFP/USDT": [
+ "IOST/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -3032,13 +9822,3425 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "IOTA/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "50",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
+ "bracket": "2",
+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
+ "bracket": "3",
+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
+ "bracket": "4",
+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
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+ "bracket": "5",
+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
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+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
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+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "IOTX/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 25.0,
+ "info": {
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+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
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+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
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+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
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+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
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+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
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+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
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+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
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+ "cum": "11950.0"
+ }
+ },
+ {
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+ "cum": "386950.0"
+ }
+ }
+ ],
+ "JASMY/USDT": [
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+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 25.0,
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+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
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+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
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+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
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+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
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+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
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+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
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+ "cum": "11950.0"
+ }
+ },
+ {
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+ "maxLeverage": 1.0,
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+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "KAVA/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
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+ "cum": "0.0"
+ }
+ },
+ {
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+ "maxLeverage": 20.0,
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+ "cum": "75.0"
+ }
+ },
+ {
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+ "maxLeverage": 10.0,
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+ }
+ },
+ {
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+ "cum": "5700.0"
+ }
+ },
+ {
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+ "maxLeverage": 2.0,
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+ "cum": "11950.0"
+ }
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+ {
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+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "KLAY/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 25.0,
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+ "notionalCap": "5000",
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+ "cum": "0.0"
+ }
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+ {
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+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
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+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
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+ "notionalCap": "250000",
+ "notionalFloor": "100000",
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+ "cum": "5700.0"
+ }
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+ }
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+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "KNC/USDT": [
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+ "currency": "USDT",
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+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
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+ "cum": "75.0"
+ }
+ },
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+ "cum": "700.0"
+ }
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+ "maxLeverage": 5.0,
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+ }
+ }
+ ],
+ "QTUM/USDT": [
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+ "currency": "USDT",
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+ "maintenanceMarginRate": 0.01,
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+ }
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+ }
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+ }
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+ ],
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+ "maintenanceMarginRate": 0.01,
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+ }
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+ "cum": "700.0"
+ }
+ },
+ {
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+ "maxLeverage": 5.0,
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+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
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+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
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+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
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+ "initialLeverage": "1",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
@@ -3130,20 +13332,20 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "BAT/USDT": [
+ "REN/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -3228,279 +13430,19 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "DOGE/USDT": [
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- "currency": "USDT",
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- "maxNotional": 50000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
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- }
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- }
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- "maxLeverage": 10.0,
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- }
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- }
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- }
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- }
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- {
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- }
- }
- ],
- "TRX/USDT": [
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- "currency": "USDT",
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- "maxNotional": 10000.0,
- "maintenanceMarginRate": 0.0065,
- "maxLeverage": 75.0,
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- }
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- }
- },
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- }
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- }
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- }
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- }
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- "maxLeverage": 3.0,
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- "cum": "233035.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxNotional": 20000000.0,
- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
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- "initialLeverage": "2",
- "notionalCap": "20000000",
- "notionalFloor": "10000000",
- "maintMarginRatio": "0.25",
- "cum": "1233035.0"
- }
- },
- {
- "tier": 9.0,
- "currency": "USDT",
- "minNotional": 20000000.0,
- "maxNotional": 50000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
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- "notionalCap": "50000000",
- "notionalFloor": "20000000",
- "maintMarginRatio": "0.5",
- "cum": "6233035.0"
- }
- }
- ],
"RLC/USDT": [
{
"tier": 1.0,
@@ -3586,820 +13528,20 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386950.0"
- }
- }
- ],
- "BTCSTUSDT": [
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- "currency": "USDT",
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- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 25.0,
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- "notionalCap": "5000",
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- "cum": "0.0"
- }
- },
- {
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- "maxLeverage": 20.0,
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- }
- },
- {
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- }
- },
- {
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- "currency": "USDT",
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- "AUDIO/USDT": [
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- }
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- }
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- ],
- "XLM/USDT": [
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- "currency": "USDT",
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- }
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- }
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- {
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- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.02,
- "maxLeverage": 25.0,
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- }
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- {
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- "maxNotional": 1000000.0,
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- "maxLeverage": 10.0,
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- }
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- {
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- }
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- "currency": "USDT",
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"maxNotional": 5000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 4.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
"info": {
"bracket": "6",
- "initialLeverage": "4",
+ "initialLeverage": "1",
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- }
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- }
- },
- {
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- }
- },
- {
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- "maxNotional": 50000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
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- "maintMarginRatio": "0.5",
- "cum": "6233035.0"
- }
- }
- ],
- "APE/BUSD": [
- {
- "tier": 1.0,
- "currency": "BUSD",
- "minNotional": 0.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
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- "notionalCap": "25000",
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- "maintMarginRatio": "0.025",
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- }
- },
- {
- "tier": 2.0,
- "currency": "BUSD",
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- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
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- "notionalCap": "100000",
- "notionalFloor": "25000",
- "maintMarginRatio": "0.05",
- "cum": "625.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "BUSD",
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- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
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- "initialLeverage": "5",
- "notionalCap": "250000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.1",
- "cum": "5625.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "BUSD",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 2.0,
- "info": {
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- "initialLeverage": "2",
- "notionalCap": "1000000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.125",
- "cum": "11875.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "BUSD",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "5",
- "initialLeverage": "1",
- "notionalCap": "30000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
- "cum": "386875.0"
+ "cum": "386950.0"
}
}
],
- "IOTX/USDT": [
+ "ROSE/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -4484,438 +13626,30 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "NEO/USDT": [
+ "RSR/USDT": [
{
"tier": 1.0,
"currency": "USDT",
"minNotional": 0.0,
"maxNotional": 5000.0,
"maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
+ "maxLeverage": 25.0,
"info": {
"bracket": "1",
- "initialLeverage": "50",
- "notionalCap": "5000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.01",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
- "bracket": "2",
- "initialLeverage": "20",
- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "75.0"
- }
- },
- {
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- }
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- }
- },
- {
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- }
- },
- {
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- "notionalFloor": "1000000",
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- }
- }
- ],
- "KAVA/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
- "info": {
- "bracket": "1",
- "initialLeverage": "50",
+ "initialLeverage": "25",
"notionalCap": "5000",
"notionalFloor": "0",
"maintMarginRatio": "0.01",
@@ -5101,121 +13835,7 @@
}
}
],
- "APE/USDT": [
- {
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- "currency": "USDT",
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- "maxNotional": 50000.0,
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- }
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- {
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- "maxLeverage": 20.0,
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- "notionalFloor": "50000",
- "maintMarginRatio": "0.025",
- "cum": "750.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxLeverage": 10.0,
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- }
- },
- {
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- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
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- }
- },
- {
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- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 4.0,
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- }
- },
- {
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- "currency": "USDT",
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- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
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- "cum": "154500.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
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- "notionalFloor": "2000000",
- "maintMarginRatio": "0.5",
- "cum": "654500.0"
- }
- }
- ],
- "CTK/USDT": [
+ "RVN/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -5300,394 +13920,216 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "LINK/USDT": [
+ "SAND/BUSD": [
+ {
+ "tier": 1.0,
+ "currency": "BUSD",
+ "minNotional": 0.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
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+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.025",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "BUSD",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
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+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "625.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "BUSD",
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+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
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+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5625.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "BUSD",
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+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
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+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11875.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "BUSD",
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+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
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+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386875.0"
+ }
+ }
+ ],
+ "SAND/USDT": [
{
"tier": 1.0,
"currency": "USDT",
"minNotional": 0.0,
- "maxNotional": 10000.0,
- "maintenanceMarginRate": 0.0065,
- "maxLeverage": 75.0,
+ "maxNotional": 50000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
"info": {
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- "initialLeverage": "75",
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+ "initialLeverage": "50",
+ "notionalCap": "50000",
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+ "maintMarginRatio": "0.01",
"cum": "0.0"
}
},
{
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"currency": "USDT",
- "minNotional": 10000.0,
- "maxNotional": 50000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
+ "minNotional": 50000.0,
+ "maxNotional": 150000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
"info": {
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- "initialLeverage": "50",
- "notionalCap": "50000",
- "notionalFloor": "10000",
- "maintMarginRatio": "0.01",
- "cum": "35.0"
+ "initialLeverage": "20",
+ "notionalCap": "150000",
+ "notionalFloor": "50000",
+ "maintMarginRatio": "0.025",
+ "cum": "750.0"
}
},
{
"tier": 3.0,
"currency": "USDT",
- "minNotional": 50000.0,
+ "minNotional": 150000.0,
"maxNotional": 250000.0,
- "maintenanceMarginRate": 0.02,
- "maxLeverage": 25.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
"info": {
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- "initialLeverage": "25",
+ "initialLeverage": "10",
"notionalCap": "250000",
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- "cum": "535.0"
+ "notionalFloor": "150000",
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+ "cum": "4500.0"
}
},
{
"tier": 4.0,
"currency": "USDT",
"minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
+ "maxNotional": 500000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
"info": {
"bracket": "4",
- "initialLeverage": "10",
- "notionalCap": "1000000",
+ "initialLeverage": "5",
+ "notionalCap": "500000",
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+ "maintMarginRatio": "0.1",
+ "cum": "17000.0"
}
},
{
"tier": 5.0,
"currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 2000000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
+ "minNotional": 500000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 4.0,
"info": {
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- "notionalFloor": "1000000",
- "maintMarginRatio": "0.1",
- "cum": "58035.0"
+ "initialLeverage": "4",
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+ "cum": "29500.0"
}
},
{
"tier": 6.0,
"currency": "USDT",
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+ "maxNotional": 2000000.0,
+ "maintenanceMarginRate": 0.25,
+ "maxLeverage": 2.0,
+ "info": {
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+ "notionalCap": "2000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.25",
+ "cum": "154500.0"
+ }
+ },
+ {
+ "tier": 7.0,
+ "currency": "USDT",
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- "maintenanceMarginRate": 0.125,
- "maxLeverage": 4.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
"info": {
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- "initialLeverage": "4",
+ "bracket": "7",
+ "initialLeverage": "1",
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- "maintMarginRatio": "0.125",
- "cum": "108035.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxNotional": 10000000.0,
- "maintenanceMarginRate": 0.15,
- "maxLeverage": 3.0,
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- "maintMarginRatio": "0.15",
- "cum": "233035.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxNotional": 20000000.0,
- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
- "info": {
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- "notionalCap": "20000000",
- "notionalFloor": "10000000",
- "maintMarginRatio": "0.25",
- "cum": "1233035.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxLeverage": 1.0,
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- "cum": "6233035.0"
- }
- }
- ],
- "CELR/USDT": [
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- {
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- }
- },
- {
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- }
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- }
- },
- {
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- {
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- }
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- {
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}
}
],
- "BNX/USDT": [
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- "maintenanceMarginRate": 0.01,
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- {
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- }
- },
- {
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- "currency": "USDT",
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- }
- },
- {
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- "currency": "USDT",
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- }
- },
- {
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- "currency": "USDT",
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- }
- },
- {
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- "currency": "USDT",
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- "cum": "154500.0"
- }
- },
- {
- "tier": 7.0,
- "currency": "USDT",
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- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
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- "notionalFloor": "2000000",
- "maintMarginRatio": "0.5",
- "cum": "654500.0"
- }
- }
- ],
- "RSR/USDT": [
+ "SC/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -5772,118 +14214,20 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "ADA/BUSD": [
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- "currency": "BUSD",
- "minNotional": 0.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
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- }
- },
- {
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- "currency": "BUSD",
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- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
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- }
- },
- {
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- }
- },
- {
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- "maxLeverage": 3.0,
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- }
- },
- {
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- "currency": "BUSD",
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- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
- "info": {
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- "initialLeverage": "2",
- "notionalCap": "5000000",
- "notionalFloor": "2000000",
- "maintMarginRatio": "0.25",
- "cum": "277500.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "BUSD",
- "minNotional": 5000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
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- "notionalFloor": "5000000",
- "maintMarginRatio": "0.5",
- "cum": "1527500.0"
- }
- }
- ],
- "DGB/USDT": [
+ "SFP/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -5968,13 +14312,13 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
@@ -6066,666 +14410,30 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386950.0"
- }
- }
- ],
- "REN/USDT": [
- {
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- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
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- "notionalCap": "5000",
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- "cum": "0.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
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- }
- },
- {
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- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
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- }
- },
- {
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- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
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- }
- },
- {
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- }
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- {
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- "cum": "386950.0"
- }
- }
- ],
- "LPT/USDT": [
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- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 25.0,
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- }
- },
- {
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- "currency": "USDT",
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- "maxNotional": 25000.0,
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- "maxLeverage": 20.0,
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- }
- },
- {
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- "currency": "USDT",
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- "maxLeverage": 10.0,
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- }
- },
- {
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- }
- },
- {
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- "maxLeverage": 2.0,
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- }
- },
- {
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- }
- }
- ],
- "JASMY/USDT": [
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- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 25.0,
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- }
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- {
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- "maxLeverage": 20.0,
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- }
- },
- {
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- "maxLeverage": 10.0,
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- }
- },
- {
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- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
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- }
- },
- {
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- "maxLeverage": 2.0,
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- "notionalCap": "1000000",
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- "cum": "11950.0"
- }
- },
- {
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- "cum": "386950.0"
- }
- }
- ],
- "TOMO/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
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- }
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- {
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- "maxLeverage": 20.0,
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- }
- },
- {
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- "maxLeverage": 10.0,
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- }
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- }
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- {
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- }
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- {
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- "cum": "386950.0"
- }
- }
- ],
- "MTL/USDT": [
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- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
- "info": {
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- }
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- }
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- }
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- ],
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- }
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- "currency": "USDT",
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+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
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+ "initialLeverage": "1",
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+ "notionalFloor": "1000000",
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- "cum": "6233035.0"
+ "cum": "386950.0"
}
}
],
- "DODO/USDT": [
+ "SNX/USDT": [
{
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"currency": "USDT",
"minNotional": 0.0,
"maxNotional": 5000.0,
"maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
+ "maxLeverage": 25.0,
"info": {
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- "initialLeverage": "50",
+ "initialLeverage": "25",
"notionalCap": "5000",
"notionalFloor": "0",
"maintMarginRatio": "0.01",
@@ -6800,3185 +14508,19 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
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- }
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"info": {
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+ "bracket": "6",
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}
}
],
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"SOL/BUSD": [
{
"tier": 1.0,
@@ -10064,1812 +14606,20 @@
"tier": 6.0,
"currency": "BUSD",
"minNotional": 5000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 8000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
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- "notionalCap": "30000000",
+ "notionalCap": "8000000",
"notionalFloor": "5000000",
"maintMarginRatio": "0.5",
"cum": "1527500.0"
}
}
],
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- }
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- {
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- }
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- {
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- }
- }
- ],
- "AVAX/USDT": [
+ "SOL/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -11970,526 +14720,20 @@
"tier": 7.0,
"currency": "USDT",
"minNotional": 10000000.0,
- "maxNotional": 50000000.0,
+ "maxNotional": 20000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "7",
"initialLeverage": "1",
- "notionalCap": "50000000",
+ "notionalCap": "20000000",
"notionalFloor": "10000000",
"maintMarginRatio": "0.5",
"cum": "3232000.0"
}
}
],
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- }
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- {
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- }
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- ],
- "CELO/USDT": [
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- "currency": "USDT",
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- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
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- }
- },
- {
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- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
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- }
- },
- {
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- }
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- }
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- ],
- "ROSE/USDT": [
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- "currency": "USDT",
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- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
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- }
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- }
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- }
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- {
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- }
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- {
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- }
- }
- ],
- "MATIC/USDT": [
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- "currency": "USDT",
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- "maxNotional": 50000.0,
- "maintenanceMarginRate": 0.01,
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- }
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- {
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- }
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- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "2",
- "notionalCap": "1000000",
- "notionalFloor": "750000",
- "maintMarginRatio": "0.25",
- "cum": "123250.0"
- }
- },
- {
- "tier": 7.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
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- "initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "373250.0"
- }
- }
- ],
- "1INCH/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.012,
- "maxLeverage": 50.0,
- "info": {
- "bracket": "1",
- "initialLeverage": "50",
- "notionalCap": "5000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.012",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
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- "initialLeverage": "20",
- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "65.0"
- }
- },
- {
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- "currency": "USDT",
- "minNotional": 25000.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
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- "notionalCap": "100000",
- "notionalFloor": "25000",
- "maintMarginRatio": "0.05",
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- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
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- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
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- "notionalCap": "250000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.1",
- "cum": "5690.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 2.0,
- "info": {
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- "initialLeverage": "2",
- "notionalCap": "1000000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.125",
- "cum": "11940.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 100000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
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- "notionalCap": "100000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386940.0"
- }
- }
- ],
- "MKR/USDT": [
+ "SRM/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -12574,20 +14818,216 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "PEOPLE/USDT": [
+ "STMX/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "50",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
+ "bracket": "2",
+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
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+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
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+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
+ "bracket": "5",
+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
+ "minNotional": 1000000.0,
+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
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+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "STORJ/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
+ "info": {
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+ "initialLeverage": "50",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
+ "bracket": "2",
+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
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+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
+ "bracket": "4",
+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
+ "bracket": "5",
+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
+ "minNotional": 1000000.0,
+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
+ "bracket": "6",
+ "initialLeverage": "1",
+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "SUSHI/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -12672,13 +15112,111 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "SXP/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "50",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
+ "bracket": "2",
+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
+ "bracket": "3",
+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
+ "bracket": "4",
+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
+ "bracket": "5",
+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
+ "minNotional": 1000000.0,
+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
+ "bracket": "6",
+ "initialLeverage": "1",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
@@ -12802,31 +15340,733 @@
"tier": 8.0,
"currency": "USDT",
"minNotional": 20000000.0,
- "maxNotional": 50000000.0,
+ "maxNotional": 30000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "8",
"initialLeverage": "1",
- "notionalCap": "50000000",
+ "notionalCap": "30000000",
"notionalFloor": "20000000",
"maintMarginRatio": "0.5",
"cum": "6150500.0"
}
}
],
+ "TLM/BUSD": [
+ {
+ "tier": 1.0,
+ "currency": "BUSD",
+ "minNotional": 0.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.025",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "BUSD",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
+ "bracket": "2",
+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "625.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "BUSD",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
+ "bracket": "3",
+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5625.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "BUSD",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
+ "bracket": "4",
+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11875.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "BUSD",
+ "minNotional": 1000000.0,
+ "maxNotional": 30000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
+ "bracket": "5",
+ "initialLeverage": "1",
+ "notionalCap": "30000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386875.0"
+ }
+ }
+ ],
+ "TLM/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 25.0,
+ "info": {
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+ "initialLeverage": "25",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
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+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
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+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
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+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
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+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
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+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
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+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
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+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
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+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "TOMO/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
+ "info": {
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+ "initialLeverage": "50",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
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+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
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+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
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+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "USDT",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
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+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
+ "minNotional": 1000000.0,
+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
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+ "initialLeverage": "1",
+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
+ "TRB/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 25.0,
+ "info": {
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+ "initialLeverage": "25",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
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+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "USDT",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
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+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "700.0"
+ }
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+ }
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+ }
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+ ],
"UNI/USDT": [
{
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"currency": "USDT",
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+ "maxNotional": 5000.0,
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+ "maxLeverage": 25.0,
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+ "initialLeverage": "25",
+ "notionalCap": "5000",
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"cum": "0.0"
@@ -12835,215 +16075,85 @@
{
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"currency": "USDT",
- "minNotional": 50000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.02,
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+ "maxLeverage": 20.0,
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+ "cum": "75.0"
}
},
{
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- "maxNotional": 1000000.0,
+ "minNotional": 25000.0,
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"maxLeverage": 10.0,
"info": {
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"initialLeverage": "10",
- "notionalCap": "1000000",
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+ "cum": "700.0"
}
},
{
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- "maxNotional": 2000000.0,
+ "minNotional": 100000.0,
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"maintenanceMarginRate": 0.1,
"maxLeverage": 5.0,
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- "notionalCap": "2000000",
- "notionalFloor": "1000000",
+ "notionalCap": "250000",
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+ "cum": "5700.0"
}
},
{
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+ "minNotional": 250000.0,
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+ "maxLeverage": 2.0,
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+ }
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- }
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- }
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"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "AR/USDT": [
+ "VET/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -13128,248 +16238,102 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
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- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386950.0"
- }
- }
- ],
- "RVN/USDT": [
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- "currency": "USDT",
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- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
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- }
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- }
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- }
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- }
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- ],
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- }
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- }
- },
- {
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- "currency": "USDT",
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- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
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- }
- },
- {
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- "currency": "USDT",
- "minNotional": 2000000.0,
"maxNotional": 5000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 4.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
"info": {
- "bracket": "5",
- "initialLeverage": "4",
+ "bracket": "6",
+ "initialLeverage": "1",
"notionalCap": "5000000",
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- }
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- {
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- "maxLeverage": 3.0,
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- }
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- }
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- "info": {
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- "initialLeverage": "1",
- "notionalCap": "50000000",
- "notionalFloor": "20000000",
+ "notionalFloor": "1000000",
"maintMarginRatio": "0.5",
- "cum": "6150500.0"
+ "cum": "386950.0"
}
}
],
- "NKN/USDT": [
+ "WAVES/BUSD": [
+ {
+ "tier": 1.0,
+ "currency": "BUSD",
+ "minNotional": 0.0,
+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
+ "bracket": "1",
+ "initialLeverage": "20",
+ "notionalCap": "25000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.025",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "BUSD",
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
+ "info": {
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+ "initialLeverage": "10",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
+ "maintMarginRatio": "0.05",
+ "cum": "625.0"
+ }
+ },
+ {
+ "tier": 3.0,
+ "currency": "BUSD",
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
+ "info": {
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+ "initialLeverage": "5",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5625.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "BUSD",
+ "minNotional": 250000.0,
+ "maxNotional": 1000000.0,
+ "maintenanceMarginRate": 0.125,
+ "maxLeverage": 2.0,
+ "info": {
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+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11875.0"
+ }
+ },
+ {
+ "tier": 5.0,
+ "currency": "BUSD",
+ "minNotional": 1000000.0,
+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
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+ "initialLeverage": "1",
+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386875.0"
+ }
+ }
+ ],
+ "WAVES/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -13454,20 +16418,20 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "KLAY/USDT": [
+ "WOO/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -13552,20 +16516,20 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "DEFI/USDT": [
+ "XEM/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -13650,216 +16614,20 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "COMP/USDT": [
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- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
- "info": {
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- "notionalCap": "5000",
- "notionalFloor": "0",
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- "cum": "0.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
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- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
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- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
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- }
- },
- {
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- "maxLeverage": 5.0,
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- }
- },
- {
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- "currency": "USDT",
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- "maxLeverage": 2.0,
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- }
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- {
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- }
- }
- ],
- "BTCDOM/USDT": [
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- "currency": "USDT",
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- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 25.0,
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- }
- },
- {
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- "currency": "USDT",
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- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
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- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "75.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
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- "maintenanceMarginRate": 0.05,
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- }
- },
- {
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- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
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- }
- },
- {
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- "currency": "USDT",
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- "maxLeverage": 2.0,
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- "maintMarginRatio": "0.125",
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- }
- },
- {
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- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386950.0"
- }
- }
- ],
- "SOL/USDT": [
+ "XLM/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -13960,590 +16728,20 @@
"tier": 7.0,
"currency": "USDT",
"minNotional": 10000000.0,
- "maxNotional": 50000000.0,
+ "maxNotional": 20000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "7",
"initialLeverage": "1",
- "notionalCap": "50000000",
+ "notionalCap": "20000000",
"notionalFloor": "10000000",
"maintMarginRatio": "0.5",
"cum": "3232000.0"
}
}
],
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- "currency": "USDT",
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- "maintenanceMarginRate": 0.004,
- "maxLeverage": 125.0,
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- }
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- {
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- "maxLeverage": 100.0,
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- }
- },
- {
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- "maintenanceMarginRate": 0.01,
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- {
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- "OMG/USDT": [
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- "maintenanceMarginRate": 0.024,
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- }
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- }
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- "ICX/USDT": [
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- "maintenanceMarginRate": 0.01,
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- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
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- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386950.0"
- }
- }
- ],
- "BLZ/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
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- "notionalCap": "5000",
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- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
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- "notionalFloor": "5000",
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- "cum": "75.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
- "minNotional": 25000.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
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- "notionalCap": "100000",
- "notionalFloor": "25000",
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- }
- },
- {
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- "currency": "USDT",
- "minNotional": 100000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
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- "notionalFloor": "100000",
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- "cum": "5700.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 2.0,
- "info": {
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- "cum": "11950.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
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- "notionalCap": "30000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386950.0"
- }
- }
- ],
- "GMT/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 50000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
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- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 50000.0,
- "maxNotional": 150000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
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- "notionalCap": "150000",
- "notionalFloor": "50000",
- "maintMarginRatio": "0.025",
- "cum": "750.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
- "minNotional": 150000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
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- "initialLeverage": "10",
- "notionalCap": "250000",
- "notionalFloor": "150000",
- "maintMarginRatio": "0.05",
- "cum": "4500.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 500000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
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- "initialLeverage": "5",
- "notionalCap": "500000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.1",
- "cum": "17000.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 500000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 4.0,
- "info": {
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- "initialLeverage": "4",
- "notionalCap": "1000000",
- "notionalFloor": "500000",
- "maintMarginRatio": "0.125",
- "cum": "29500.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 2000000.0,
- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
- "info": {
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- "initialLeverage": "2",
- "notionalCap": "2000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.25",
- "cum": "154500.0"
- }
- },
- {
- "tier": 7.0,
- "currency": "USDT",
- "minNotional": 2000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
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- "initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "2000000",
- "maintMarginRatio": "0.5",
- "cum": "654500.0"
- }
- }
- ],
- "FTM/USDT": [
+ "XMR/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -14644,117 +16842,19 @@
"tier": 7.0,
"currency": "USDT",
"minNotional": 10000000.0,
- "maxNotional": 50000000.0,
+ "maxNotional": 20000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "7",
"initialLeverage": "1",
- "notionalCap": "50000000",
+ "notionalCap": "20000000",
"notionalFloor": "10000000",
"maintMarginRatio": "0.5",
"cum": "3232000.0"
}
}
],
- "BAND/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
- "info": {
- "bracket": "1",
- "initialLeverage": "50",
- "notionalCap": "5000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.01",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
- "bracket": "2",
- "initialLeverage": "20",
- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "75.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
- "minNotional": 25000.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
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- "initialLeverage": "10",
- "notionalCap": "100000",
- "notionalFloor": "25000",
- "maintMarginRatio": "0.05",
- "cum": "700.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
- "minNotional": 100000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
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- "initialLeverage": "5",
- "notionalCap": "250000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.1",
- "cum": "5700.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "5",
- "initialLeverage": "2",
- "notionalCap": "1000000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.125",
- "cum": "11950.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386950.0"
- }
- }
- ],
"XRP/BUSD": [
{
"tier": 1.0,
@@ -14840,111 +16940,13 @@
"tier": 6.0,
"currency": "BUSD",
"minNotional": 5000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 8000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "5000000",
- "maintMarginRatio": "0.5",
- "cum": "1527500.0"
- }
- }
- ],
- "DOGE/BUSD": [
- {
- "tier": 1.0,
- "currency": "BUSD",
- "minNotional": 0.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
- "bracket": "1",
- "initialLeverage": "20",
- "notionalCap": "100000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.025",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "BUSD",
- "minNotional": 100000.0,
- "maxNotional": 500000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
- "bracket": "2",
- "initialLeverage": "10",
- "notionalCap": "500000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.05",
- "cum": "2500.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "BUSD",
- "minNotional": 500000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
- "bracket": "3",
- "initialLeverage": "5",
- "notionalCap": "1000000",
- "notionalFloor": "500000",
- "maintMarginRatio": "0.1",
- "cum": "27500.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "BUSD",
- "minNotional": 1000000.0,
- "maxNotional": 2000000.0,
- "maintenanceMarginRate": 0.15,
- "maxLeverage": 3.0,
- "info": {
- "bracket": "4",
- "initialLeverage": "3",
- "notionalCap": "2000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.15",
- "cum": "77500.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "BUSD",
- "minNotional": 2000000.0,
- "maxNotional": 5000000.0,
- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "5",
- "initialLeverage": "2",
- "notionalCap": "5000000",
- "notionalFloor": "2000000",
- "maintMarginRatio": "0.25",
- "cum": "277500.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "BUSD",
- "minNotional": 5000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "8000000",
"notionalFloor": "5000000",
"maintMarginRatio": "0.5",
"cum": "1527500.0"
@@ -15097,203 +17099,7 @@
}
}
],
- "FTT/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 25.0,
- "info": {
- "bracket": "1",
- "initialLeverage": "25",
- "notionalCap": "5000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.01",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
- "bracket": "2",
- "initialLeverage": "20",
- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "75.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
- "minNotional": 25000.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
- "bracket": "3",
- "initialLeverage": "10",
- "notionalCap": "100000",
- "notionalFloor": "25000",
- "maintMarginRatio": "0.05",
- "cum": "700.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
- "minNotional": 100000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
- "bracket": "4",
- "initialLeverage": "5",
- "notionalCap": "250000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.1",
- "cum": "5700.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "5",
- "initialLeverage": "2",
- "notionalCap": "1000000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.125",
- "cum": "11950.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386950.0"
- }
- }
- ],
- "SXP/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
- "info": {
- "bracket": "1",
- "initialLeverage": "50",
- "notionalCap": "5000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.01",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
- "bracket": "2",
- "initialLeverage": "20",
- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "75.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
- "minNotional": 25000.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
- "bracket": "3",
- "initialLeverage": "10",
- "notionalCap": "100000",
- "notionalFloor": "25000",
- "maintMarginRatio": "0.05",
- "cum": "700.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
- "minNotional": 100000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
- "bracket": "4",
- "initialLeverage": "5",
- "notionalCap": "250000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.1",
- "cum": "5700.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "5",
- "initialLeverage": "2",
- "notionalCap": "1000000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.125",
- "cum": "11950.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386950.0"
- }
- }
- ],
- "CRV/USDT": [
+ "XTZ/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -15314,13 +17120,13 @@
"tier": 2.0,
"currency": "USDT",
"minNotional": 50000.0,
- "maxNotional": 150000.0,
+ "maxNotional": 250000.0,
"maintenanceMarginRate": 0.025,
"maxLeverage": 20.0,
"info": {
"bracket": "2",
"initialLeverage": "20",
- "notionalCap": "150000",
+ "notionalCap": "250000",
"notionalFloor": "50000",
"maintMarginRatio": "0.025",
"cum": "750.0"
@@ -15329,329 +17135,85 @@
{
"tier": 3.0,
"currency": "USDT",
- "minNotional": 150000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
- "bracket": "3",
- "initialLeverage": "10",
- "notionalCap": "250000",
- "notionalFloor": "150000",
- "maintMarginRatio": "0.05",
- "cum": "4500.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 500000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
- "bracket": "4",
- "initialLeverage": "5",
- "notionalCap": "500000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.1",
- "cum": "17000.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 500000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 4.0,
- "info": {
- "bracket": "5",
- "initialLeverage": "4",
- "notionalCap": "1000000",
- "notionalFloor": "500000",
- "maintMarginRatio": "0.125",
- "cum": "29500.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 2000000.0,
- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "2",
- "notionalCap": "2000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.25",
- "cum": "154500.0"
- }
- },
- {
- "tier": 7.0,
- "currency": "USDT",
- "minNotional": 2000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "7",
- "initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "2000000",
- "maintMarginRatio": "0.5",
- "cum": "654500.0"
- }
- }
- ],
- "BEL/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
- "info": {
- "bracket": "1",
- "initialLeverage": "50",
- "notionalCap": "5000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.01",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
- "bracket": "2",
- "initialLeverage": "20",
- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "75.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
- "minNotional": 25000.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
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- }
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- "cum": "8035.0"
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}
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{
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- "cum": "58035.0"
+ "cum": "57000.0"
}
},
{
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+ "bracket": "5",
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- "cum": "108035.0"
+ "cum": "107000.0"
+ }
+ },
+ {
+ "tier": 6.0,
+ "currency": "USDT",
+ "minNotional": 5000000.0,
+ "maxNotional": 10000000.0,
+ "maintenanceMarginRate": 0.25,
+ "maxLeverage": 2.0,
+ "info": {
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}
},
{
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- }
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- {
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- }
- },
- {
- "tier": 9.0,
- "currency": "USDT",
- "minNotional": 50000000.0,
- "maxNotional": 100000000.0,
+ "maxNotional": 20000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
- "bracket": "9",
+ "bracket": "7",
"initialLeverage": "1",
- "notionalCap": "100000000",
- "notionalFloor": "50000000",
+ "notionalCap": "20000000",
+ "notionalFloor": "10000000",
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- "cum": "1.3733035E7"
+ "cum": "3232000.0"
}
}
],
- "XEM/USDT": [
+ "YFI/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -15736,102 +17298,20 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "GMT/BUSD": [
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- "currency": "BUSD",
- "minNotional": 0.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
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- }
- },
- {
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- }
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- }
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- {
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- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386875.0"
- }
- }
- ],
- "ONE/USDT": [
+ "ZEC/USDT": [
{
"tier": 1.0,
"currency": "USDT",
@@ -15932,31 +17412,129 @@
"tier": 7.0,
"currency": "USDT",
"minNotional": 2000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "7",
"initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "2000000",
"maintMarginRatio": "0.5",
"cum": "654500.0"
}
}
],
+ "ZEN/USDT": [
+ {
+ "tier": 1.0,
+ "currency": "USDT",
+ "minNotional": 0.0,
+ "maxNotional": 5000.0,
+ "maintenanceMarginRate": 0.01,
+ "maxLeverage": 50.0,
+ "info": {
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+ "initialLeverage": "50",
+ "notionalCap": "5000",
+ "notionalFloor": "0",
+ "maintMarginRatio": "0.01",
+ "cum": "0.0"
+ }
+ },
+ {
+ "tier": 2.0,
+ "currency": "USDT",
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+ "maxNotional": 25000.0,
+ "maintenanceMarginRate": 0.025,
+ "maxLeverage": 20.0,
+ "info": {
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+ "notionalCap": "25000",
+ "notionalFloor": "5000",
+ "maintMarginRatio": "0.025",
+ "cum": "75.0"
+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maxNotional": 100000.0,
+ "maintenanceMarginRate": 0.05,
+ "maxLeverage": 10.0,
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+ "notionalCap": "100000",
+ "notionalFloor": "25000",
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+ "cum": "700.0"
+ }
+ },
+ {
+ "tier": 4.0,
+ "currency": "USDT",
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+ "maintenanceMarginRate": 0.1,
+ "maxLeverage": 5.0,
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+ "notionalCap": "250000",
+ "notionalFloor": "100000",
+ "maintMarginRatio": "0.1",
+ "cum": "5700.0"
+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maxNotional": 1000000.0,
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+ "maxLeverage": 2.0,
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+ "initialLeverage": "2",
+ "notionalCap": "1000000",
+ "notionalFloor": "250000",
+ "maintMarginRatio": "0.125",
+ "cum": "11950.0"
+ }
+ },
+ {
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+ "currency": "USDT",
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+ "maxNotional": 5000000.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
+ "info": {
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+ "notionalCap": "5000000",
+ "notionalFloor": "1000000",
+ "maintMarginRatio": "0.5",
+ "cum": "386950.0"
+ }
+ }
+ ],
"ZIL/USDT": [
{
"tier": 1.0,
"currency": "USDT",
"minNotional": 0.0,
- "maxNotional": 50000.0,
+ "maxNotional": 5000.0,
"maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
+ "maxLeverage": 25.0,
"info": {
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- "initialLeverage": "50",
- "notionalCap": "50000",
+ "initialLeverage": "25",
+ "notionalCap": "5000",
"notionalFloor": "0",
"maintMarginRatio": "0.01",
"cum": "0.0"
@@ -15965,649 +17543,95 @@
{
"tier": 2.0,
"currency": "USDT",
- "minNotional": 50000.0,
- "maxNotional": 150000.0,
+ "minNotional": 5000.0,
+ "maxNotional": 25000.0,
"maintenanceMarginRate": 0.025,
"maxLeverage": 20.0,
"info": {
"bracket": "2",
"initialLeverage": "20",
- "notionalCap": "150000",
- "notionalFloor": "50000",
+ "notionalCap": "25000",
+ "notionalFloor": "5000",
"maintMarginRatio": "0.025",
- "cum": "750.0"
+ "cum": "75.0"
}
},
{
"tier": 3.0,
"currency": "USDT",
- "minNotional": 150000.0,
- "maxNotional": 250000.0,
+ "minNotional": 25000.0,
+ "maxNotional": 100000.0,
"maintenanceMarginRate": 0.05,
"maxLeverage": 10.0,
"info": {
"bracket": "3",
"initialLeverage": "10",
- "notionalCap": "250000",
- "notionalFloor": "150000",
+ "notionalCap": "100000",
+ "notionalFloor": "25000",
"maintMarginRatio": "0.05",
- "cum": "4500.0"
+ "cum": "700.0"
}
},
{
"tier": 4.0,
"currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 500000.0,
+ "minNotional": 100000.0,
+ "maxNotional": 250000.0,
"maintenanceMarginRate": 0.1,
"maxLeverage": 5.0,
"info": {
"bracket": "4",
"initialLeverage": "5",
- "notionalCap": "500000",
- "notionalFloor": "250000",
+ "notionalCap": "250000",
+ "notionalFloor": "100000",
"maintMarginRatio": "0.1",
- "cum": "17000.0"
+ "cum": "5700.0"
}
},
{
"tier": 5.0,
"currency": "USDT",
- "minNotional": 500000.0,
+ "minNotional": 250000.0,
"maxNotional": 1000000.0,
"maintenanceMarginRate": 0.125,
- "maxLeverage": 4.0,
+ "maxLeverage": 2.0,
"info": {
"bracket": "5",
- "initialLeverage": "4",
+ "initialLeverage": "2",
"notionalCap": "1000000",
- "notionalFloor": "500000",
+ "notionalFloor": "250000",
"maintMarginRatio": "0.125",
- "cum": "29500.0"
+ "cum": "11950.0"
}
},
{
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- "maxNotional": 2000000.0,
- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "2",
- "notionalCap": "2000000",
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- "cum": "154500.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
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- "notionalFloor": "2000000",
- "maintMarginRatio": "0.5",
- "cum": "654500.0"
- }
- }
- ],
- "AXS/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 50000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
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- "cum": "0.0"
- }
- },
- {
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- "currency": "USDT",
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- "maintenanceMarginRate": 0.02,
- "maxLeverage": 25.0,
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- "cum": "500.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
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- "notionalCap": "1000000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.05",
- "cum": "8000.0"
- }
- },
- {
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- "currency": "USDT",
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- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
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- "notionalCap": "2000000",
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- "maintMarginRatio": "0.1",
- "cum": "58000.0"
- }
- },
- {
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- "currency": "USDT",
- "minNotional": 2000000.0,
"maxNotional": 5000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 4.0,
+ "maintenanceMarginRate": 0.5,
+ "maxLeverage": 1.0,
"info": {
- "bracket": "5",
- "initialLeverage": "4",
+ "bracket": "6",
+ "initialLeverage": "1",
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- }
- },
- {
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- "maintenanceMarginRate": 0.1665,
- "maxLeverage": 3.0,
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- }
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- {
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- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
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- "cum": "1150500.0"
- }
- },
- {
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- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
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- "notionalFloor": "15000000",
- "maintMarginRatio": "0.5",
- "cum": "4900500.0"
- }
- }
- ],
- "DYDX/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 50000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 25.0,
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- "notionalCap": "50000",
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- "cum": "0.0"
- }
- },
- {
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- "currency": "USDT",
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- "maxLeverage": 20.0,
- "info": {
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- "notionalFloor": "50000",
- "maintMarginRatio": "0.025",
- "cum": "750.0"
- }
- },
- {
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- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
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- "notionalCap": "250000",
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- "maintMarginRatio": "0.05",
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- }
- },
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- "notionalCap": "500000",
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- }
- },
- {
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- "maxLeverage": 4.0,
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- "notionalCap": "1000000",
- "notionalFloor": "500000",
- "maintMarginRatio": "0.125",
- "cum": "29500.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 4000000.0,
- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "2",
- "notionalCap": "4000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.25",
- "cum": "154500.0"
- }
- },
- {
- "tier": 7.0,
- "currency": "USDT",
- "minNotional": 4000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "7",
- "initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "4000000",
- "maintMarginRatio": "0.5",
- "cum": "1154500.0"
- }
- }
- ],
- "OCEAN/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 50.0,
- "info": {
- "bracket": "1",
- "initialLeverage": "50",
- "notionalCap": "5000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.01",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
- "bracket": "2",
- "initialLeverage": "20",
- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "75.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
- "minNotional": 25000.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
- "bracket": "3",
- "initialLeverage": "10",
- "notionalCap": "100000",
- "notionalFloor": "25000",
- "maintMarginRatio": "0.05",
- "cum": "700.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
- "minNotional": 100000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
- "bracket": "4",
- "initialLeverage": "5",
- "notionalCap": "250000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.1",
- "cum": "5700.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "5",
- "initialLeverage": "2",
- "notionalCap": "1000000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.125",
- "cum": "11950.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "1",
- "notionalCap": "30000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
}
}
],
- "CHZ/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.012,
- "maxLeverage": 50.0,
- "info": {
- "bracket": "1",
- "initialLeverage": "50",
- "notionalCap": "5000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.012",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
- "bracket": "2",
- "initialLeverage": "20",
- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "65.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
- "minNotional": 25000.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
- "bracket": "3",
- "initialLeverage": "10",
- "notionalCap": "100000",
- "notionalFloor": "25000",
- "maintMarginRatio": "0.05",
- "cum": "690.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
- "minNotional": 100000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
- "bracket": "4",
- "initialLeverage": "5",
- "notionalCap": "250000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.1",
- "cum": "5690.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "5",
- "initialLeverage": "2",
- "notionalCap": "1000000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.125",
- "cum": "11940.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386940.0"
- }
- }
- ],
- "ANKR/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.012,
- "maxLeverage": 50.0,
- "info": {
- "bracket": "1",
- "initialLeverage": "50",
- "notionalCap": "5000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.012",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
- "bracket": "2",
- "initialLeverage": "20",
- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "65.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
- "minNotional": 25000.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
- "bracket": "3",
- "initialLeverage": "10",
- "notionalCap": "100000",
- "notionalFloor": "25000",
- "maintMarginRatio": "0.05",
- "cum": "690.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
- "minNotional": 100000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
- "bracket": "4",
- "initialLeverage": "5",
- "notionalCap": "250000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.1",
- "cum": "5690.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "5",
- "initialLeverage": "2",
- "notionalCap": "1000000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.125",
- "cum": "11940.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386940.0"
- }
- }
- ],
- "DUSK/USDT": [
+ "ZRX/USDT": [
{
"tier": 1.0,
"currency": "USDT",
"minNotional": 0.0,
"maxNotional": 5000.0,
"maintenanceMarginRate": 0.01,
- "maxLeverage": 25.0,
+ "maxLeverage": 50.0,
"info": {
"bracket": "1",
- "initialLeverage": "25",
+ "initialLeverage": "50",
"notionalCap": "5000",
"notionalFloor": "0",
"maintMarginRatio": "0.01",
@@ -16682,225 +17706,13 @@
"tier": 6.0,
"currency": "USDT",
"minNotional": 1000000.0,
- "maxNotional": 30000000.0,
+ "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1.0,
"info": {
"bracket": "6",
"initialLeverage": "1",
- "notionalCap": "30000000",
- "notionalFloor": "1000000",
- "maintMarginRatio": "0.5",
- "cum": "386950.0"
- }
- }
- ],
- "BTCUSDT_220624": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 375000.0,
- "maintenanceMarginRate": 0.02,
- "maxLeverage": 25.0,
- "info": {
- "bracket": "1",
- "initialLeverage": "25",
- "notionalCap": "375000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.02",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 375000.0,
- "maxNotional": 2000000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
- "bracket": "2",
- "initialLeverage": "10",
- "notionalCap": "2000000",
- "notionalFloor": "375000",
- "maintMarginRatio": "0.05",
- "cum": "11250.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
- "minNotional": 2000000.0,
- "maxNotional": 4000000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
- "bracket": "3",
- "initialLeverage": "5",
- "notionalCap": "4000000",
- "notionalFloor": "2000000",
- "maintMarginRatio": "0.1",
- "cum": "111250.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
- "minNotional": 4000000.0,
- "maxNotional": 10000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 4.0,
- "info": {
- "bracket": "4",
- "initialLeverage": "4",
- "notionalCap": "10000000",
- "notionalFloor": "4000000",
- "maintMarginRatio": "0.125",
- "cum": "211250.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 10000000.0,
- "maxNotional": 20000000.0,
- "maintenanceMarginRate": 0.15,
- "maxLeverage": 3.0,
- "info": {
- "bracket": "5",
- "initialLeverage": "3",
- "notionalCap": "20000000",
- "notionalFloor": "10000000",
- "maintMarginRatio": "0.15",
- "cum": "461250.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 20000000.0,
- "maxNotional": 40000000.0,
- "maintenanceMarginRate": 0.25,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "2",
- "notionalCap": "40000000",
- "notionalFloor": "20000000",
- "maintMarginRatio": "0.25",
- "cum": "2461250.0"
- }
- },
- {
- "tier": 7.0,
- "currency": "USDT",
- "minNotional": 40000000.0,
- "maxNotional": 400000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "7",
- "initialLeverage": "1",
- "notionalCap": "400000000",
- "notionalFloor": "40000000",
- "maintMarginRatio": "0.5",
- "cum": "1.246125E7"
- }
- }
- ],
- "CTSI/USDT": [
- {
- "tier": 1.0,
- "currency": "USDT",
- "minNotional": 0.0,
- "maxNotional": 5000.0,
- "maintenanceMarginRate": 0.01,
- "maxLeverage": 25.0,
- "info": {
- "bracket": "1",
- "initialLeverage": "25",
- "notionalCap": "5000",
- "notionalFloor": "0",
- "maintMarginRatio": "0.01",
- "cum": "0.0"
- }
- },
- {
- "tier": 2.0,
- "currency": "USDT",
- "minNotional": 5000.0,
- "maxNotional": 25000.0,
- "maintenanceMarginRate": 0.025,
- "maxLeverage": 20.0,
- "info": {
- "bracket": "2",
- "initialLeverage": "20",
- "notionalCap": "25000",
- "notionalFloor": "5000",
- "maintMarginRatio": "0.025",
- "cum": "75.0"
- }
- },
- {
- "tier": 3.0,
- "currency": "USDT",
- "minNotional": 25000.0,
- "maxNotional": 100000.0,
- "maintenanceMarginRate": 0.05,
- "maxLeverage": 10.0,
- "info": {
- "bracket": "3",
- "initialLeverage": "10",
- "notionalCap": "100000",
- "notionalFloor": "25000",
- "maintMarginRatio": "0.05",
- "cum": "700.0"
- }
- },
- {
- "tier": 4.0,
- "currency": "USDT",
- "minNotional": 100000.0,
- "maxNotional": 250000.0,
- "maintenanceMarginRate": 0.1,
- "maxLeverage": 5.0,
- "info": {
- "bracket": "4",
- "initialLeverage": "5",
- "notionalCap": "250000",
- "notionalFloor": "100000",
- "maintMarginRatio": "0.1",
- "cum": "5700.0"
- }
- },
- {
- "tier": 5.0,
- "currency": "USDT",
- "minNotional": 250000.0,
- "maxNotional": 1000000.0,
- "maintenanceMarginRate": 0.125,
- "maxLeverage": 2.0,
- "info": {
- "bracket": "5",
- "initialLeverage": "2",
- "notionalCap": "1000000",
- "notionalFloor": "250000",
- "maintMarginRatio": "0.125",
- "cum": "11950.0"
- }
- },
- {
- "tier": 6.0,
- "currency": "USDT",
- "minNotional": 1000000.0,
- "maxNotional": 30000000.0,
- "maintenanceMarginRate": 0.5,
- "maxLeverage": 1.0,
- "info": {
- "bracket": "6",
- "initialLeverage": "1",
- "notionalCap": "30000000",
+ "notionalCap": "5000000",
"notionalFloor": "1000000",
"maintMarginRatio": "0.5",
"cum": "386950.0"
diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index 841f45cd0..5765dc459 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -46,6 +46,7 @@ MAP_EXCHANGE_CHILDCLASS = {
'binanceje': 'binance',
'binanceusdm': 'binance',
'okex': 'okx',
+ 'gate': 'gateio',
}
SUPPORTED_EXCHANGES = [
@@ -63,17 +64,16 @@ EXCHANGE_HAS_REQUIRED = [
'fetchOrder',
'cancelOrder',
'createOrder',
- # 'createLimitOrder', 'createMarketOrder',
'fetchBalance',
# Public endpoints
- 'loadMarkets',
'fetchOHLCV',
]
EXCHANGE_HAS_OPTIONAL = [
# Private
'fetchMyTrades', # Trades for order - fee detection
+ 'createLimitOrder', 'createMarketOrder', # Either OR for orders
# 'setLeverage', # Margin/Futures trading
# 'setMarginMode', # Margin/Futures trading
# 'fetchFundingHistory', # Futures trading
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 465cce300..18598e92d 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -16,11 +16,11 @@ import arrow
import ccxt
import ccxt.async_support as ccxt_async
from cachetools import TTLCache
-from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, Precise, decimal_to_precision
+from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, decimal_to_precision
from pandas import DataFrame
from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BuySell,
- EntryExit, ListPairsWithTimeframes, PairWithTimeframe)
+ EntryExit, ListPairsWithTimeframes, MakerTaker, PairWithTimeframe)
from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
@@ -32,6 +32,7 @@ from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGE
retrier_async)
from freqtrade.misc import chunks, deep_merge_dicts, safe_value_fallback2
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
+from freqtrade.util import FtPrecise
CcxtModuleType = Any
@@ -77,7 +78,9 @@ class Exchange:
"mark_ohlcv_price": "mark",
"mark_ohlcv_timeframe": "8h",
"ccxt_futures_name": "swap",
+ "fee_cost_in_contracts": False, # Fee cost needs contract conversion
"needs_trading_fees": False, # use fetch_trading_fees to cache fees
+ "order_props_in_contracts": ['amount', 'cost', 'filled', 'remaining'],
}
_ft_has: Dict = {}
_ft_has_futures: Dict = {}
@@ -86,7 +89,8 @@ class Exchange:
# TradingMode.SPOT always supported and not required in this list
]
- def __init__(self, config: Dict[str, Any], validate: bool = True) -> None:
+ def __init__(self, config: Dict[str, Any], validate: bool = True,
+ load_leverage_tiers: bool = False) -> None:
"""
Initializes this module with the given config,
it does basic validation whether the specified exchange and pairs are valid.
@@ -174,29 +178,17 @@ class Exchange:
logger.info(f'Using Exchange "{self.name}"')
if validate:
- # Check if timeframe is available
- self.validate_timeframes(config.get('timeframe'))
-
# Initial markets load
self._load_markets()
-
- # Check if all pairs are available
- self.validate_stakecurrency(config['stake_currency'])
- if not exchange_config.get('skip_pair_validation'):
- self.validate_pairs(config['exchange']['pair_whitelist'])
- self.validate_ordertypes(config.get('order_types', {}))
- self.validate_order_time_in_force(config.get('order_time_in_force', {}))
+ self.validate_config(config)
self.required_candle_call_count = self.validate_required_startup_candles(
config.get('startup_candle_count', 0), config.get('timeframe', ''))
- self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode)
- self.validate_pricing(config['exit_pricing'])
- self.validate_pricing(config['entry_pricing'])
# Converts the interval provided in minutes in config to seconds
self.markets_refresh_interval: int = exchange_config.get(
"markets_refresh_interval", 60) * 60
- if self.trading_mode != TradingMode.SPOT:
+ if self.trading_mode != TradingMode.SPOT and load_leverage_tiers:
self.fill_leverage_tiers()
self.additional_exchange_init()
@@ -213,6 +205,20 @@ class Exchange:
logger.info("Closing async ccxt session.")
self.loop.run_until_complete(self._api_async.close())
+ def validate_config(self, config):
+ # Check if timeframe is available
+ self.validate_timeframes(config.get('timeframe'))
+
+ # Check if all pairs are available
+ self.validate_stakecurrency(config['stake_currency'])
+ if not config['exchange'].get('skip_pair_validation'):
+ self.validate_pairs(config['exchange']['pair_whitelist'])
+ self.validate_ordertypes(config.get('order_types', {}))
+ self.validate_order_time_in_force(config.get('order_time_in_force', {}))
+ self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode)
+ self.validate_pricing(config['exit_pricing'])
+ self.validate_pricing(config['entry_pricing'])
+
def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
"""
@@ -387,7 +393,7 @@ class Exchange:
and market.get('base', None) is not None
and (self.precisionMode != TICK_SIZE
# Too low precision will falsify calculations
- or market.get('precision', {}).get('price', None) > 1e-11)
+ or market.get('precision', {}).get('price') > 1e-11)
and ((self.trading_mode == TradingMode.SPOT and self.market_is_spot(market))
or (self.trading_mode == TradingMode.MARGIN and self.market_is_margin(market))
or (self.trading_mode == TradingMode.FUTURES and self.market_is_future(market)))
@@ -422,7 +428,7 @@ class Exchange:
if 'symbol' in order and order['symbol'] is not None:
contract_size = self._get_contract_size(order['symbol'])
if contract_size != 1:
- for prop in ['amount', 'cost', 'filled', 'remaining']:
+ for prop in self._ft_has.get('order_props_in_contracts', []):
if prop in order and order[prop] is not None:
order[prop] = order[prop] * contract_size
return order
@@ -537,7 +543,7 @@ class Exchange:
# The internal info array is different for each particular market,
# its contents depend on the exchange.
# It can also be a string or similar ... so we need to verify that first.
- elif (isinstance(self.markets[pair].get('info', None), dict)
+ elif (isinstance(self.markets[pair].get('info'), dict)
and self.markets[pair].get('info', {}).get('prohibitedIn', False)):
# Warn users about restricted pairs in whitelist.
# We cannot determine reliably if Users are affected.
@@ -703,10 +709,10 @@ class Exchange:
# counting_mode=self.precisionMode,
# ))
if self.precisionMode == TICK_SIZE:
- precision = Precise(str(self.markets[pair]['precision']['price']))
- price_str = Precise(str(price))
+ precision = FtPrecise(self.markets[pair]['precision']['price'])
+ price_str = FtPrecise(price)
missing = price_str % precision
- if not missing == Precise("0"):
+ if not missing == FtPrecise("0"):
price = round(float(str(price_str - missing + precision)), 14)
else:
symbol_prec = self.markets[pair]['precision']['price']
@@ -820,7 +826,7 @@ class Exchange:
'price': rate,
'average': rate,
'amount': _amount,
- 'cost': _amount * rate / leverage,
+ 'cost': _amount * rate,
'type': ordertype,
'side': side,
'filled': 0,
@@ -844,22 +850,30 @@ class Exchange:
dry_order.update({
'average': average,
'filled': _amount,
+ 'remaining': 0.0,
'cost': (dry_order['amount'] * average) / leverage
})
- dry_order = self.add_dry_order_fee(pair, dry_order)
+ # market orders will always incurr taker fees
+ dry_order = self.add_dry_order_fee(pair, dry_order, 'taker')
- dry_order = self.check_dry_limit_order_filled(dry_order)
+ dry_order = self.check_dry_limit_order_filled(dry_order, immediate=True)
self._dry_run_open_orders[dry_order["id"]] = dry_order
# Copy order and close it - so the returned order is open unless it's a market order
return dry_order
- def add_dry_order_fee(self, pair: str, dry_order: Dict[str, Any]) -> Dict[str, Any]:
+ def add_dry_order_fee(
+ self,
+ pair: str,
+ dry_order: Dict[str, Any],
+ taker_or_maker: MakerTaker,
+ ) -> Dict[str, Any]:
+ fee = self.get_fee(pair, taker_or_maker=taker_or_maker)
dry_order.update({
'fee': {
'currency': self.get_pair_quote_currency(pair),
- 'cost': dry_order['cost'] * self.get_fee(pair),
- 'rate': self.get_fee(pair)
+ 'cost': dry_order['cost'] * fee,
+ 'rate': fee
}
})
return dry_order
@@ -925,7 +939,8 @@ class Exchange:
pass
return False
- def check_dry_limit_order_filled(self, order: Dict[str, Any]) -> Dict[str, Any]:
+ def check_dry_limit_order_filled(
+ self, order: Dict[str, Any], immediate: bool = False) -> Dict[str, Any]:
"""
Check dry-run limit order fill and update fee (if it filled).
"""
@@ -939,7 +954,12 @@ class Exchange:
'filled': order['amount'],
'remaining': 0,
})
- self.add_dry_order_fee(pair, order)
+
+ self.add_dry_order_fee(
+ pair,
+ order,
+ 'taker' if immediate else 'maker',
+ )
return order
@@ -1246,7 +1266,7 @@ class Exchange:
return False
required = ('fee', 'status', 'amount')
- return all(k in corder for k in required)
+ return all(corder.get(k, None) is not None for k in required)
def cancel_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
"""
@@ -1314,11 +1334,19 @@ class Exchange:
raise OperationalException(e) from e
@retrier
- def fetch_positions(self) -> List[Dict]:
+ def fetch_positions(self, pair: str = None) -> List[Dict]:
+ """
+ Fetch positions from the exchange.
+ If no pair is given, all positions are returned.
+ :param pair: Pair for the query
+ """
if self._config['dry_run'] or self.trading_mode != TradingMode.FUTURES:
return []
try:
- positions: List[Dict] = self._api.fetch_positions()
+ symbols = []
+ if pair:
+ symbols.append(pair)
+ positions: List[Dict] = self._api.fetch_positions(symbols)
self._log_exchange_response('fetch_positions', positions)
return positions
except ccxt.DDoSProtection as e:
@@ -1481,7 +1509,8 @@ class Exchange:
return price_side
def get_rate(self, pair: str, refresh: bool,
- side: EntryExit, is_short: bool) -> float:
+ side: EntryExit, is_short: bool,
+ order_book: Optional[dict] = None, ticker: Optional[dict] = None) -> float:
"""
Calculates bid/ask target
bid rate - between current ask price and last price
@@ -1513,22 +1542,24 @@ class Exchange:
if conf_strategy.get('use_order_book', False):
order_book_top = conf_strategy.get('order_book_top', 1)
- order_book = self.fetch_l2_order_book(pair, order_book_top)
+ if order_book is None:
+ order_book = self.fetch_l2_order_book(pair, order_book_top)
logger.debug('order_book %s', order_book)
# top 1 = index 0
try:
rate = order_book[f"{price_side}s"][order_book_top - 1][0]
except (IndexError, KeyError) as e:
logger.warning(
- f"{name} Price at location {order_book_top} from orderbook could not be "
- f"determined. Orderbook: {order_book}"
+ f"{pair} - {name} Price at location {order_book_top} from orderbook "
+ f"could not be determined. Orderbook: {order_book}"
)
raise PricingError from e
- logger.debug(f"{name} price from orderbook {price_side_word}"
+ logger.debug(f"{pair} - {name} price from orderbook {price_side_word}"
f"side - top {order_book_top} order book {side} rate {rate:.8f}")
else:
logger.debug(f"Using Last {price_side_word} / Last Price")
- ticker = self.fetch_ticker(pair)
+ if ticker is None:
+ ticker = self.fetch_ticker(pair)
ticker_rate = ticker[price_side]
if ticker['last'] and ticker_rate:
if side == 'entry' and ticker_rate > ticker['last']:
@@ -1545,6 +1576,33 @@ class Exchange:
return rate
+ def get_rates(self, pair: str, refresh: bool, is_short: bool) -> Tuple[float, float]:
+ entry_rate = None
+ exit_rate = None
+ if not refresh:
+ entry_rate = self._entry_rate_cache.get(pair)
+ exit_rate = self._exit_rate_cache.get(pair)
+ if entry_rate:
+ logger.debug(f"Using cached buy rate for {pair}.")
+ if exit_rate:
+ logger.debug(f"Using cached sell rate for {pair}.")
+
+ entry_pricing = self._config.get('entry_pricing', {})
+ exit_pricing = self._config.get('exit_pricing', {})
+ order_book = ticker = None
+ if not entry_rate and entry_pricing.get('use_order_book', False):
+ order_book_top = max(entry_pricing.get('order_book_top', 1),
+ exit_pricing.get('order_book_top', 1))
+ order_book = self.fetch_l2_order_book(pair, order_book_top)
+ entry_rate = self.get_rate(pair, refresh, 'entry', is_short, order_book=order_book)
+ elif not entry_rate:
+ ticker = self.fetch_ticker(pair)
+ entry_rate = self.get_rate(pair, refresh, 'entry', is_short, ticker=ticker)
+ if not exit_rate:
+ exit_rate = self.get_rate(pair, refresh, 'exit',
+ is_short, order_book=order_book, ticker=ticker)
+ return entry_rate, exit_rate
+
# Fee handling
@retrier
@@ -1597,7 +1655,7 @@ class Exchange:
@retrier
def get_fee(self, symbol: str, type: str = '', side: str = '', amount: float = 1,
- price: float = 1, taker_or_maker: str = 'maker') -> float:
+ price: float = 1, taker_or_maker: MakerTaker = 'maker') -> float:
try:
if self._config['dry_run'] and self._config.get('fee', None) is not None:
return self._config['fee']
@@ -1631,27 +1689,35 @@ class Exchange:
and order['fee']['cost'] is not None
)
- def calculate_fee_rate(self, order: Dict) -> Optional[float]:
+ def calculate_fee_rate(
+ self, fee: Dict, symbol: str, cost: float, amount: float) -> Optional[float]:
"""
Calculate fee rate if it's not given by the exchange.
- :param order: Order or trade (one trade) dict
+ :param fee: ccxt Fee dict - must contain cost / currency / rate
+ :param symbol: Symbol of the order
+ :param cost: Total cost of the order
+ :param amount: Amount of the order
"""
- if order['fee'].get('rate') is not None:
- return order['fee'].get('rate')
- fee_curr = order['fee']['currency']
+ if fee.get('rate') is not None:
+ return fee.get('rate')
+ fee_curr = fee.get('currency')
+ if fee_curr is None:
+ return None
+ fee_cost = float(fee['cost'])
+ if self._ft_has['fee_cost_in_contracts']:
+ # Convert cost via "contracts" conversion
+ fee_cost = self._contracts_to_amount(symbol, fee['cost'])
+
# Calculate fee based on order details
- if fee_curr in self.get_pair_base_currency(order['symbol']):
+ if fee_curr == self.get_pair_base_currency(symbol):
# Base currency - divide by amount
- return round(
- order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
- elif fee_curr in self.get_pair_quote_currency(order['symbol']):
+ return round(fee_cost / amount, 8)
+ elif fee_curr == self.get_pair_quote_currency(symbol):
# Quote currency - divide by cost
- return round(self._contracts_to_amount(
- order['symbol'], order['fee']['cost']) / order['cost'],
- 8) if order['cost'] else None
+ return round(fee_cost / cost, 8) if cost else None
else:
# If Fee currency is a different currency
- if not order['cost']:
+ if not cost:
# If cost is None or 0.0 -> falsy, return None
return None
try:
@@ -1663,19 +1729,28 @@ class Exchange:
fee_to_quote_rate = self._config['exchange'].get('unknown_fee_rate', None)
if not fee_to_quote_rate:
return None
- return round((self._contracts_to_amount(
- order['symbol'], order['fee']['cost']) * fee_to_quote_rate) / order['cost'], 8)
+ return round((fee_cost * fee_to_quote_rate) / cost, 8)
- def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
+ def extract_cost_curr_rate(self, fee: Dict, symbol: str, cost: float,
+ amount: float) -> Tuple[float, str, Optional[float]]:
"""
Extract tuple of cost, currency, rate.
Requires order_has_fee to run first!
- :param order: Order or trade (one trade) dict
+ :param fee: ccxt Fee dict - must contain cost / currency / rate
+ :param symbol: Symbol of the order
+ :param cost: Total cost of the order
+ :param amount: Amount of the order
:return: Tuple with cost, currency, rate of the given fee dict
"""
- return (order['fee']['cost'],
- order['fee']['currency'],
- self.calculate_fee_rate(order))
+ return (float(fee['cost']),
+ fee['currency'],
+ self.calculate_fee_rate(
+ fee,
+ symbol,
+ cost,
+ amount
+ )
+ )
# Historic data
@@ -1946,7 +2021,7 @@ class Exchange:
else:
logger.debug(
"Fetching trades for pair %s, since %s %s...",
- pair, since,
+ pair, since,
'(' + arrow.get(since // 1000).isoformat() + ') ' if since is not None else ''
)
trades = await self._api_async.fetch_trades(pair, since=since, limit=1000)
@@ -2131,10 +2206,11 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
- @retrier
- def get_market_leverage_tiers(self, symbol) -> List[Dict]:
+ @retrier_async
+ async def get_market_leverage_tiers(self, symbol: str) -> Tuple[str, List[Dict]]:
try:
- return self._api.fetch_market_leverage_tiers(symbol)
+ tier = await self._api_async.fetch_market_leverage_tiers(symbol)
+ return symbol, tier
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
@@ -2168,8 +2244,14 @@ class Exchange:
f"Initializing leverage_tiers for {len(symbols)} markets. "
"This will take about a minute.")
- for symbol in sorted(symbols):
- tiers[symbol] = self.get_market_leverage_tiers(symbol)
+ coros = [self.get_market_leverage_tiers(symbol) for symbol in sorted(symbols)]
+
+ for input_coro in chunks(coros, 100):
+
+ results = self.loop.run_until_complete(
+ asyncio.gather(*input_coro, return_exceptions=True))
+ for symbol, res in results:
+ tiers[symbol] = res
logger.info(f"Done initializing {len(symbols)} markets.")
@@ -2497,7 +2579,6 @@ class Exchange:
else:
return 0.0
- @retrier
def get_or_calculate_liquidation_price(
self,
pair: str,
@@ -2531,20 +2612,12 @@ class Exchange:
upnl_ex_1=upnl_ex_1
)
else:
- try:
- positions = self._api.fetch_positions([pair])
- if len(positions) > 0:
- pos = positions[0]
- isolated_liq = pos['liquidationPrice']
- else:
- return None
- except ccxt.DDoSProtection as e:
- raise DDosProtection(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
- except ccxt.BaseError as e:
- raise OperationalException(e) from e
+ positions = self.fetch_positions(pair)
+ if len(positions) > 0:
+ pos = positions[0]
+ isolated_liq = pos['liquidationPrice']
+ else:
+ return None
if isolated_liq:
buffer_amount = abs(open_rate - isolated_liq) * self.liquidation_buffer
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 9ee6894f1..b3c219542 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -1,6 +1,6 @@
""" FTX exchange subclass """
import logging
-from typing import Any, Dict, List, Tuple
+from typing import Any, Dict, List, Optional, Tuple
import ccxt
@@ -116,9 +116,17 @@ class Ftx(Exchange):
if len(order) == 1:
if order[0].get('status') == 'closed':
# Trigger order was triggered ...
- real_order_id = order[0].get('info', {}).get('orderId')
+ real_order_id: Optional[str] = order[0].get('info', {}).get('orderId')
# OrderId may be None for stoploss-market orders
- # But contains "average" in these cases.
+ # 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)
diff --git a/freqtrade/exchange/gateio.py b/freqtrade/exchange/gateio.py
index fd9a2b2b3..6df3425d2 100644
--- a/freqtrade/exchange/gateio.py
+++ b/freqtrade/exchange/gateio.py
@@ -1,12 +1,13 @@
""" Gate.io exchange subclass """
import logging
from datetime import datetime
-from typing import Dict, List, Optional, Tuple
+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
+from freqtrade.misc import safe_value_fallback2
logger = logging.getLogger(__name__)
@@ -32,7 +33,9 @@ class Gateio(Exchange):
}
_ft_has_futures: Dict = {
- "needs_trading_fees": True
+ "needs_trading_fees": True,
+ "fee_cost_in_contracts": False, # Set explicitly to false for clarity
+ "order_props_in_contracts": ['amount', 'filled', 'remaining'],
}
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
@@ -95,12 +98,29 @@ class Gateio(Exchange):
}
return trades
+ def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
+ if self.trading_mode == TradingMode.FUTURES:
+ return safe_value_fallback2(order, order, 'id_stop', 'id')
+ return order['id']
+
def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
- return self.fetch_order(
+ order = self.fetch_order(
order_id=order_id,
pair=pair,
params={'stop': True}
)
+ if self.trading_mode == TradingMode.FUTURES:
+ if order['status'] == 'closed':
+ # Places a real order - which we need to fetch explicitly.
+ new_orderid = order.get('info', {}).get('trade_id')
+ if new_orderid:
+ order1 = self.fetch_order(order_id=new_orderid, pair=pair, params=params)
+ order1['id_stop'] = order1['id']
+ order1['id'] = order_id
+ order1['stopPrice'] = order.get('stopPrice')
+
+ return order1
+ return order
def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
return self.cancel_order(
@@ -114,5 +134,7 @@ class Gateio(Exchange):
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
- return ((side == "sell" and stop_loss > float(order['stopPrice'])) or
- (side == "buy" and stop_loss < float(order['stopPrice'])))
+ return (order.get('stopPrice', None) is None or (
+ side == "sell" and stop_loss > float(order['stopPrice'])) or
+ (side == "buy" and stop_loss < float(order['stopPrice']))
+ )
diff --git a/freqtrade/exchange/huobi.py b/freqtrade/exchange/huobi.py
index 71c4d1cf6..736515dec 100644
--- a/freqtrade/exchange/huobi.py
+++ b/freqtrade/exchange/huobi.py
@@ -27,7 +27,13 @@ class Huobi(Exchange):
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
- return order['type'] == 'stop' and stop_loss > float(order['stopPrice'])
+ return (
+ order.get('stopPrice', None) is None
+ or (
+ order['type'] == 'stop'
+ and stop_loss > float(order['stopPrice'])
+ )
+ )
def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:
diff --git a/freqtrade/exchange/kucoin.py b/freqtrade/exchange/kucoin.py
index f23189b3c..21eaa4bc3 100644
--- a/freqtrade/exchange/kucoin.py
+++ b/freqtrade/exchange/kucoin.py
@@ -33,7 +33,10 @@ class Kucoin(Exchange):
Verify stop_loss against stoploss-order value (limit or price)
Returns True if adjustment is necessary.
"""
- return order['info'].get('stop') is not None and stop_loss > float(order['stopPrice'])
+ return (
+ order.get('stopPrice', None) is None
+ or stop_loss > float(order['stopPrice'])
+ )
def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:
diff --git a/freqtrade/exchange/okx.py b/freqtrade/exchange/okx.py
index 012f51080..afd7a672f 100644
--- a/freqtrade/exchange/okx.py
+++ b/freqtrade/exchange/okx.py
@@ -28,6 +28,7 @@ class Okx(Exchange):
}
_ft_has_futures: Dict = {
"tickers_have_quoteVolume": False,
+ "fee_cost_in_contracts": True,
}
_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 000f74a27..0dbeb2e44 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -5,6 +5,7 @@ import copy
import logging
import traceback
from datetime import datetime, time, timedelta, timezone
+from decimal import Decimal
from math import isclose
from threading import Lock
from typing import Any, Dict, List, Optional, Tuple
@@ -25,7 +26,7 @@ from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.exchange.exchange import timeframe_to_next_date
from freqtrade.misc import safe_value_fallback, safe_value_fallback2
from freqtrade.mixins import LoggingMixin
-from freqtrade.persistence import Order, PairLocks, Trade, cleanup_db, init_db
+from freqtrade.persistence import Order, PairLocks, Trade, init_db
from freqtrade.plugins.pairlistmanager import PairListManager
from freqtrade.plugins.protectionmanager import ProtectionManager
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -65,9 +66,10 @@ class FreqtradeBot(LoggingMixin):
# Check config consistency here since strategies can set certain options
validate_config_consistency(config)
- self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
+ self.exchange = ExchangeResolver.load_exchange(
+ self.config['exchange']['name'], self.config, load_leverage_tiers=True)
- init_db(self.config.get('db_url', None))
+ init_db(self.config['db_url'])
self.wallets = Wallets(self.config, self.exchange)
@@ -148,7 +150,7 @@ class FreqtradeBot(LoggingMixin):
self.check_for_open_trades()
self.rpc.cleanup()
- cleanup_db()
+ Trade.commit()
self.exchange.close()
def startup(self) -> None:
@@ -213,6 +215,7 @@ class FreqtradeBot(LoggingMixin):
if self.trading_mode == TradingMode.FUTURES:
self._schedule.run_pending()
Trade.commit()
+ self.rpc.process_msg_queue(self.dataprovider._msg_queue)
self.last_process = datetime.now(timezone.utc)
def process_stopped(self) -> None:
@@ -332,6 +335,8 @@ class FreqtradeBot(LoggingMixin):
if not trade.is_open and not trade.fee_updated(trade.exit_side):
# Get sell fee
order = trade.select_order(trade.exit_side, False)
+ if not order:
+ order = trade.select_order('stoploss', False)
if order:
logger.info(
f"Updating {trade.exit_side}-fee on trade {trade}"
@@ -521,39 +526,61 @@ class FreqtradeBot(LoggingMixin):
If the strategy triggers the adjustment, a new order gets issued.
Once that completes, the existing trade is modified to match new data.
"""
- if self.strategy.max_entry_position_adjustment > -1:
- count_of_buys = trade.nr_of_successful_entries
- if count_of_buys > self.strategy.max_entry_position_adjustment:
- logger.debug(f"Max adjustment entries for {trade.pair} has been reached.")
- return
- else:
- logger.debug("Max adjustment entries is set to unlimited.")
- current_rate = self.exchange.get_rate(
- trade.pair, side='entry', is_short=trade.is_short, refresh=True)
- current_profit = trade.calc_profit_ratio(current_rate)
+ current_entry_rate, current_exit_rate = self.exchange.get_rates(
+ trade.pair, True, trade.is_short)
- min_stake_amount = self.exchange.get_min_pair_stake_amount(trade.pair,
- current_rate,
- self.strategy.stoploss)
- max_stake_amount = self.exchange.get_max_pair_stake_amount(trade.pair, current_rate)
+ current_entry_profit = trade.calc_profit_ratio(current_entry_rate)
+ current_exit_profit = trade.calc_profit_ratio(current_exit_rate)
+
+ min_entry_stake = self.exchange.get_min_pair_stake_amount(trade.pair,
+ current_entry_rate,
+ self.strategy.stoploss)
+ min_exit_stake = self.exchange.get_min_pair_stake_amount(trade.pair,
+ current_exit_rate,
+ self.strategy.stoploss)
+ max_entry_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_entry_rate)
stake_available = self.wallets.get_available_stake_amount()
logger.debug(f"Calling adjust_trade_position for pair {trade.pair}")
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
default_retval=None)(
- trade=trade, current_time=datetime.now(timezone.utc), current_rate=current_rate,
- current_profit=current_profit, min_stake=min_stake_amount,
- max_stake=min(max_stake_amount, stake_available))
+ trade=trade,
+ current_time=datetime.now(timezone.utc), current_rate=current_entry_rate,
+ current_profit=current_entry_profit, min_stake=min_entry_stake,
+ max_stake=min(max_entry_stake, stake_available),
+ current_entry_rate=current_entry_rate, current_exit_rate=current_exit_rate,
+ current_entry_profit=current_entry_profit, current_exit_profit=current_exit_profit
+ )
if stake_amount is not None and stake_amount > 0.0:
# We should increase our position
- self.execute_entry(trade.pair, stake_amount, price=current_rate,
+ if self.strategy.max_entry_position_adjustment > -1:
+ count_of_entries = trade.nr_of_successful_entries
+ if count_of_entries > self.strategy.max_entry_position_adjustment:
+ logger.debug(f"Max adjustment entries for {trade.pair} has been reached.")
+ return
+ else:
+ logger.debug("Max adjustment entries is set to unlimited.")
+ self.execute_entry(trade.pair, stake_amount, price=current_entry_rate,
trade=trade, is_short=trade.is_short)
if stake_amount is not None and stake_amount < 0.0:
# We should decrease our position
- # TODO: Selling part of the trade not implemented yet.
- logger.error(f"Unable to decrease trade position / sell partially"
- f" for pair {trade.pair}, feature not implemented.")
+ amount = abs(float(Decimal(stake_amount) / Decimal(current_exit_rate)))
+ if amount > trade.amount:
+ # This is currently ineffective as remaining would become < min tradable
+ # Fixing this would require checking for 0.0 there -
+ # if we decide that this callback is allowed to "fully exit"
+ logger.info(
+ f"Adjusting amount to trade.amount as it is higher. {amount} > {trade.amount}")
+ amount = trade.amount
+
+ remaining = (trade.amount - amount) * current_exit_rate
+ if remaining < min_exit_stake:
+ logger.info(f'Remaining amount of {remaining} would be too small.')
+ return
+
+ self.execute_trade_exit(trade, current_exit_rate, exit_check=ExitCheckTuple(
+ exit_type=ExitType.PARTIAL_EXIT), sub_trade_amt=amount)
def _check_depth_of_market(self, pair: str, conf: Dict, side: SignalDirection) -> bool:
"""
@@ -597,7 +624,8 @@ class FreqtradeBot(LoggingMixin):
ordertype: Optional[str] = None,
enter_tag: Optional[str] = None,
trade: Optional[Trade] = None,
- order_adjust: bool = False
+ order_adjust: bool = False,
+ leverage_: Optional[float] = None,
) -> bool:
"""
Executes a limit buy for the given pair
@@ -613,7 +641,7 @@ class FreqtradeBot(LoggingMixin):
pos_adjust = trade is not None
enter_limit_requested, stake_amount, leverage = self.get_valid_enter_price_and_stake(
- pair, price, stake_amount, trade_side, enter_tag, trade, order_adjust)
+ pair, price, stake_amount, trade_side, enter_tag, trade, order_adjust, leverage_)
if not stake_amount:
return False
@@ -634,7 +662,7 @@ class FreqtradeBot(LoggingMixin):
pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
time_in_force=time_in_force, current_time=datetime.now(timezone.utc),
entry_tag=enter_tag, side=trade_side):
- logger.info(f"User requested abortion of buying {pair}")
+ logger.info(f"User denied entry for {pair}.")
return False
order = self.exchange.create_order(
pair=pair,
@@ -648,7 +676,7 @@ class FreqtradeBot(LoggingMixin):
)
order_obj = Order.parse_from_ccxt_object(order, pair, side)
order_id = order['id']
- order_status = order.get('status', None)
+ order_status = order.get('status')
logger.info(f"Order #{order_id} was created for {pair} and status is {order_status}.")
# we assume the order is executed at the price requested
@@ -727,7 +755,7 @@ class FreqtradeBot(LoggingMixin):
# Updating wallets
self.wallets.update()
- self._notify_enter(trade, order, order_type)
+ self._notify_enter(trade, order_obj, order_type, sub_trade=pos_adjust)
if pos_adjust:
if order_status == 'closed':
@@ -736,8 +764,8 @@ class FreqtradeBot(LoggingMixin):
else:
logger.info(f"DCA order {order_status}, will wait for resolution: {trade}")
- # Update fees if order is closed
- if order_status == 'closed':
+ # Update fees if order is non-opened
+ if order_status in constants.NON_OPEN_EXCHANGE_STATES:
self.update_trade_state(trade, order_id, order)
return True
@@ -760,6 +788,7 @@ class FreqtradeBot(LoggingMixin):
entry_tag: Optional[str],
trade: Optional[Trade],
order_adjust: bool,
+ leverage_: Optional[float],
) -> Tuple[float, float, float]:
if price:
@@ -782,16 +811,19 @@ class FreqtradeBot(LoggingMixin):
if not enter_limit_requested:
raise PricingError('Could not determine entry price.')
- if trade is None:
+ if self.trading_mode != TradingMode.SPOT and trade is None:
max_leverage = self.exchange.get_max_leverage(pair, stake_amount)
- leverage = strategy_safe_wrapper(self.strategy.leverage, default_retval=1.0)(
- pair=pair,
- current_time=datetime.now(timezone.utc),
- current_rate=enter_limit_requested,
- proposed_leverage=1.0,
- max_leverage=max_leverage,
- side=trade_side, entry_tag=entry_tag,
- ) if self.trading_mode != TradingMode.SPOT else 1.0
+ if leverage_:
+ leverage = leverage_
+ else:
+ leverage = strategy_safe_wrapper(self.strategy.leverage, default_retval=1.0)(
+ pair=pair,
+ current_time=datetime.now(timezone.utc),
+ current_rate=enter_limit_requested,
+ proposed_leverage=1.0,
+ max_leverage=max_leverage,
+ side=trade_side, entry_tag=entry_tag,
+ )
# Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), max_leverage)
else:
@@ -814,7 +846,7 @@ class FreqtradeBot(LoggingMixin):
pair=pair, current_time=datetime.now(timezone.utc),
current_rate=enter_limit_requested, proposed_stake=stake_amount,
min_stake=min_stake_amount, max_stake=min(max_stake_amount, stake_available),
- entry_tag=entry_tag, side=trade_side
+ leverage=leverage, entry_tag=entry_tag, side=trade_side
)
stake_amount = self.wallets.validate_stake_amount(
@@ -826,13 +858,14 @@ class FreqtradeBot(LoggingMixin):
return enter_limit_requested, stake_amount, leverage
- def _notify_enter(self, trade: Trade, order: Dict, order_type: Optional[str] = None,
- fill: bool = False) -> None:
+ def _notify_enter(self, trade: Trade, order: Order, order_type: Optional[str] = None,
+ fill: bool = False, sub_trade: bool = False) -> None:
"""
Sends rpc notification when a entry order occurred.
"""
msg_type = RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY
- open_rate = safe_value_fallback(order, 'average', 'price')
+ open_rate = order.safe_price
+
if open_rate is None:
open_rate = trade.open_rate
@@ -856,15 +889,17 @@ class FreqtradeBot(LoggingMixin):
'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
- 'amount': safe_value_fallback(order, 'filled', 'amount') or trade.amount,
+ 'amount': order.safe_amount_after_fee,
'open_date': trade.open_date or datetime.utcnow(),
'current_rate': current_rate,
+ 'sub_trade': sub_trade,
}
# Send the message
self.rpc.send_msg(msg)
- def _notify_enter_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
+ def _notify_enter_cancel(self, trade: Trade, order_type: str, reason: str,
+ sub_trade: bool = False) -> None:
"""
Sends rpc notification when a entry order cancel occurred.
"""
@@ -889,6 +924,7 @@ class FreqtradeBot(LoggingMixin):
'open_date': trade.open_date,
'current_rate': current_rate,
'reason': reason,
+ 'sub_trade': sub_trade,
}
# Send the message
@@ -959,6 +995,29 @@ class FreqtradeBot(LoggingMixin):
logger.debug(f'Found no {exit_signal_type} signal for %s.', trade)
return False
+ def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
+ enter: bool, exit_: bool, exit_tag: Optional[str]) -> bool:
+ """
+ Check and execute trade exit
+ """
+ exits: List[ExitCheckTuple] = self.strategy.should_exit(
+ trade,
+ exit_rate,
+ datetime.now(timezone.utc),
+ enter=enter,
+ exit_=exit_,
+ force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
+ )
+ for should_exit in exits:
+ if should_exit.exit_flag:
+ exit_tag1 = exit_tag if should_exit.exit_type == ExitType.EXIT_SIGNAL else None
+ logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.exit_type}'
+ f'{f" Tag: {exit_tag1}" if exit_tag1 is not None else ""}')
+ exited = self.execute_trade_exit(trade, exit_rate, should_exit, exit_tag=exit_tag1)
+ if exited:
+ return True
+ return False
+
def create_stoploss_order(self, trade: Trade, stop_price: float) -> bool:
"""
Abstracts creating stoploss orders from the logic.
@@ -989,7 +1048,7 @@ class FreqtradeBot(LoggingMixin):
trade.stoploss_order_id = None
logger.error(f'Unable to place a stoploss order on exchange. {e}')
logger.warning('Exiting the trade forcefully')
- self.execute_trade_exit(trade, trade.stop_loss, exit_check=ExitCheckTuple(
+ self.execute_trade_exit(trade, stop_price, exit_check=ExitCheckTuple(
exit_type=ExitType.EMERGENCY_EXIT))
except ExchangeError:
@@ -1059,7 +1118,7 @@ class FreqtradeBot(LoggingMixin):
if (trade.is_open
and stoploss_order
and stoploss_order['status'] in ('canceled', 'cancelled')):
- if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss):
+ if self.create_stoploss_order(trade=trade, stop_price=trade.stoploss_or_liquidation):
return False
else:
trade.stoploss_order_id = None
@@ -1088,7 +1147,7 @@ class FreqtradeBot(LoggingMixin):
:param order: Current on exchange stoploss order
:return: None
"""
- stoploss_norm = self.exchange.price_to_precision(trade.pair, trade.stop_loss)
+ stoploss_norm = self.exchange.price_to_precision(trade.pair, trade.stoploss_or_liquidation)
if self.exchange.stoploss_adjust(stoploss_norm, order, side=trade.exit_side):
# we check if the update is necessary
@@ -1106,32 +1165,10 @@ class FreqtradeBot(LoggingMixin):
f"for pair {trade.pair}")
# Create new stoploss order
- if not self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss):
+ if not self.create_stoploss_order(trade=trade, stop_price=stoploss_norm):
logger.warning(f"Could not create trailing stoploss order "
f"for pair {trade.pair}.")
- def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
- enter: bool, exit_: bool, exit_tag: Optional[str]) -> bool:
- """
- Check and execute trade exit
- """
- exits: List[ExitCheckTuple] = self.strategy.should_exit(
- trade,
- exit_rate,
- datetime.now(timezone.utc),
- enter=enter,
- exit_=exit_,
- force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
- )
- for should_exit in exits:
- if should_exit.exit_flag:
- logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.exit_type}'
- f'{f" Tag: {exit_tag}" if exit_tag is not None else ""}')
- exited = self.execute_trade_exit(trade, exit_rate, should_exit, exit_tag=exit_tag)
- if exited:
- return True
- return False
-
def manage_open_orders(self) -> None:
"""
Management of open orders on exchange. Unfilled orders might be cancelled if timeout
@@ -1361,16 +1398,22 @@ class FreqtradeBot(LoggingMixin):
trade.open_order_id = None
trade.exit_reason = None
cancelled = True
+ self.wallets.update()
else:
# TODO: figure out how to handle partially complete sell orders
reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
cancelled = False
- self.wallets.update()
+ order_obj = trade.select_order_by_order_id(order['id'])
+ if not order_obj:
+ raise DependencyException(
+ f"Order_obj not found for {order['id']}. This should not have happened.")
+
+ sub_trade = order_obj.amount != trade.amount
self._notify_exit_cancel(
trade,
order_type=self.strategy.order_types['exit'],
- reason=reason
+ reason=reason, order=order_obj, sub_trade=sub_trade
)
return cancelled
@@ -1411,6 +1454,7 @@ class FreqtradeBot(LoggingMixin):
*,
exit_tag: Optional[str] = None,
ordertype: Optional[str] = None,
+ sub_trade_amt: float = None,
) -> bool:
"""
Executes a trade exit for the given trade and limit
@@ -1427,14 +1471,15 @@ class FreqtradeBot(LoggingMixin):
)
exit_type = 'exit'
exit_reason = exit_tag or exit_check.exit_reason
- if exit_check.exit_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
+ if exit_check.exit_type in (
+ ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS, ExitType.LIQUIDATION):
exit_type = 'stoploss'
# if stoploss is on exchange and we are on dry_run mode,
# we consider the sell price stop price
if (self.config['dry_run'] and exit_type == 'stoploss'
- and self.strategy.order_types['stoploss_on_exchange']):
- limit = trade.stop_loss
+ and self.strategy.order_types['stoploss_on_exchange']):
+ limit = trade.stoploss_or_liquidation
# set custom_exit_price if available
proposed_limit_rate = limit
@@ -1456,15 +1501,18 @@ class FreqtradeBot(LoggingMixin):
# Emergency sells (default to market!)
order_type = self.strategy.order_types.get("emergency_exit", "market")
- amount = self._safe_exit_amount(trade.pair, trade.amount)
+ amount = self._safe_exit_amount(trade.pair, sub_trade_amt or trade.amount)
time_in_force = self.strategy.order_time_in_force['exit']
- if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
- pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
- time_in_force=time_in_force, exit_reason=exit_reason,
- sell_reason=exit_reason, # sellreason -> compatibility
- current_time=datetime.now(timezone.utc)):
- logger.info(f"User requested abortion of {trade.pair} exit.")
+ if (exit_check.exit_type != ExitType.LIQUIDATION
+ and not sub_trade_amt
+ and not strategy_safe_wrapper(
+ self.strategy.confirm_trade_exit, default_retval=True)(
+ pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
+ time_in_force=time_in_force, exit_reason=exit_reason,
+ sell_reason=exit_reason, # sellreason -> compatibility
+ current_time=datetime.now(timezone.utc))):
+ logger.info(f"User denied exit for {trade.pair}.")
return False
try:
@@ -1497,7 +1545,7 @@ class FreqtradeBot(LoggingMixin):
self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
reason='Auto lock')
- self._notify_exit(trade, order_type)
+ self._notify_exit(trade, order_type, sub_trade=bool(sub_trade_amt), order=order_obj)
# In case of market sell orders the order can be closed immediately
if order.get('status', 'unknown') in ('closed', 'expired'):
self.update_trade_state(trade, trade.open_order_id, order)
@@ -1505,16 +1553,27 @@ class FreqtradeBot(LoggingMixin):
return True
- def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False) -> None:
+ def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False,
+ sub_trade: bool = False, order: Order = None) -> None:
"""
Sends rpc notification when a sell occurred.
"""
- profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
- profit_trade = trade.calc_profit(rate=profit_rate)
# Use cached rates here - it was updated seconds ago.
current_rate = self.exchange.get_rate(
trade.pair, side='exit', is_short=trade.is_short, refresh=False) if not fill else None
- profit_ratio = trade.calc_profit_ratio(profit_rate)
+
+ # second condition is for mypy only; order will always be passed during sub trade
+ if sub_trade and order is not None:
+ amount = order.safe_filled if fill else order.amount
+ profit_rate = order.safe_price
+
+ profit = trade.calc_profit(rate=profit_rate, amount=amount, open_rate=trade.open_rate)
+ profit_ratio = trade.calc_profit_ratio(profit_rate, amount, trade.open_rate)
+ else:
+ profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
+ profit = trade.calc_profit(rate=profit_rate) + (0.0 if fill else trade.realized_profit)
+ profit_ratio = trade.calc_profit_ratio(profit_rate)
+ amount = trade.amount
gain = "profit" if profit_ratio > 0 else "loss"
msg = {
@@ -1528,11 +1587,11 @@ class FreqtradeBot(LoggingMixin):
'gain': gain,
'limit': profit_rate,
'order_type': order_type,
- 'amount': trade.amount,
+ 'amount': amount,
'open_rate': trade.open_rate,
- 'close_rate': trade.close_rate,
+ 'close_rate': profit_rate,
'current_rate': current_rate,
- 'profit_amount': profit_trade,
+ 'profit_amount': profit,
'profit_ratio': profit_ratio,
'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
@@ -1540,19 +1599,18 @@ class FreqtradeBot(LoggingMixin):
'exit_reason': trade.exit_reason,
'open_date': trade.open_date,
'close_date': trade.close_date or datetime.utcnow(),
+ 'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'],
- 'fiat_currency': self.config.get('fiat_display_currency', None),
+ 'fiat_currency': self.config.get('fiat_display_currency'),
+ 'sub_trade': sub_trade,
+ 'cumulative_profit': trade.realized_profit,
}
- if 'fiat_display_currency' in self.config:
- msg.update({
- 'fiat_currency': self.config['fiat_display_currency'],
- })
-
# Send the message
self.rpc.send_msg(msg)
- def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
+ def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str,
+ order: Order, sub_trade: bool = False) -> None:
"""
Sends rpc notification when a sell cancel occurred.
"""
@@ -1578,7 +1636,7 @@ class FreqtradeBot(LoggingMixin):
'gain': gain,
'limit': profit_rate or 0,
'order_type': order_type,
- 'amount': trade.amount,
+ 'amount': order.safe_amount_after_fee,
'open_rate': trade.open_rate,
'current_rate': current_rate,
'profit_amount': profit_trade,
@@ -1592,6 +1650,8 @@ class FreqtradeBot(LoggingMixin):
'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
'reason': reason,
+ 'sub_trade': sub_trade,
+ 'stake_amount': trade.stake_amount,
}
if 'fiat_display_currency' in self.config:
@@ -1646,41 +1706,51 @@ class FreqtradeBot(LoggingMixin):
self.handle_order_fee(trade, order_obj, order)
trade.update_trade(order_obj)
- # TODO: is the below necessary? it's already done in update_trade for filled buys
- trade.recalc_trade_from_orders()
- Trade.commit()
- if order['status'] in constants.NON_OPEN_EXCHANGE_STATES:
+ if order.get('status') in constants.NON_OPEN_EXCHANGE_STATES:
# If a entry order was closed, force update on stoploss on exchange
- if order.get('side', None) == trade.entry_side:
+ if order.get('side') == trade.entry_side:
trade = self.cancel_stoploss_on_exchange(trade)
+ if not self.edge:
+ # TODO: should shorting/leverage be supported by Edge,
+ # then this will need to be fixed.
+ trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
+ if order.get('side') == trade.entry_side or trade.amount > 0:
+ # Must also run for partial exits
# TODO: Margin will need to use interest_rate as well.
# interest_rate = self.exchange.get_interest_rate()
- trade.set_isolated_liq(self.exchange.get_liquidation_price(
+ trade.set_liquidation_price(self.exchange.get_liquidation_price(
leverage=trade.leverage,
pair=trade.pair,
amount=trade.amount,
open_rate=trade.open_rate,
is_short=trade.is_short
))
- if not self.edge:
- # TODO: should shorting/leverage be supported by Edge,
- # then this will need to be fixed.
- trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
# Updating wallets when order is closed
self.wallets.update()
+ Trade.commit()
- if not trade.is_open:
- if send_msg and not stoploss_order and not trade.open_order_id:
- self._notify_exit(trade, '', True)
- self.handle_protections(trade.pair, trade.trade_direction)
- elif send_msg and not trade.open_order_id and not stoploss_order:
- # Enter fill
- self._notify_enter(trade, order, fill=True)
+ self.order_close_notify(trade, order_obj, stoploss_order, send_msg)
return False
+ def order_close_notify(
+ self, trade: Trade, order: Order, stoploss_order: bool, send_msg: bool):
+ """send "fill" notifications"""
+
+ sub_trade = not isclose(order.safe_amount_after_fee,
+ trade.amount, abs_tol=constants.MATH_CLOSE_PREC)
+ if order.ft_order_side == trade.exit_side:
+ # Exit notification
+ if send_msg and not stoploss_order and not trade.open_order_id:
+ self._notify_exit(trade, '', fill=True, sub_trade=sub_trade, order=order)
+ if not trade.is_open:
+ self.handle_protections(trade.pair, trade.trade_direction)
+ elif send_msg and not trade.open_order_id and not stoploss_order:
+ # Enter fill
+ self._notify_enter(trade, order, fill=True, sub_trade=sub_trade)
+
def handle_protections(self, pair: str, side: LongShort) -> None:
prot_trig = self.protections.stop_per_pair(pair, side=side)
if prot_trig:
@@ -1741,7 +1811,8 @@ class FreqtradeBot(LoggingMixin):
trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
# use fee from order-dict if possible
if self.exchange.order_has_fee(order):
- fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
+ fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(
+ order['fee'], order['symbol'], order['cost'], order_obj.safe_filled)
logger.info(f"Fee for Trade {trade} [{order_obj.ft_order_side}]: "
f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
if fee_rate is None or fee_rate < 0.02:
@@ -1779,7 +1850,15 @@ class FreqtradeBot(LoggingMixin):
for exectrade in trades:
amount += exectrade['amount']
if self.exchange.order_has_fee(exectrade):
- fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(exectrade)
+ # Prefer singular fee
+ fees = [exectrade['fee']]
+ else:
+ fees = exectrade.get('fees', [])
+ for fee in fees:
+
+ fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(
+ fee, exectrade['symbol'], exectrade['cost'], exectrade['amount']
+ )
fee_cost += fee_cost_
if fee_rate_ is not None:
fee_rate_array.append(fee_rate_)
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
old mode 100755
new mode 100644
index 3071fb019..6f3b99efa
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -84,10 +84,11 @@ class Backtesting:
self.processed_dfs: Dict[str, Dict] = {}
self._exchange_name = self.config['exchange']['name']
- self.exchange = ExchangeResolver.load_exchange(self._exchange_name, self.config)
+ self.exchange = ExchangeResolver.load_exchange(
+ self._exchange_name, self.config, load_leverage_tiers=True)
self.dataprovider = DataProvider(self.config, self.exchange)
- if self.config.get('strategy_list', None):
+ if self.config.get('strategy_list'):
for strat in list(self.config['strategy_list']):
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat
@@ -190,6 +191,7 @@ class Backtesting:
self.strategy.order_types['stoploss_on_exchange'] = False
self.strategy.ft_bot_start()
+ strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
def _load_protections(self, strategy: IStrategy):
if self.config.get('enable_protections', False):
@@ -286,8 +288,8 @@ class Backtesting:
if unavailable_pairs:
raise OperationalException(
- f"Pairs {', '.join(unavailable_pairs)} got no leverage tiers available. "
- "It is therefore impossible to backtest with this pair at the moment.")
+ f"Pairs {', '.join(unavailable_pairs)} got no leverage tiers available. "
+ "It is therefore impossible to backtest with this pair at the moment.")
else:
self.futures_data = {}
@@ -382,7 +384,8 @@ class Backtesting:
Get close rate for backtesting result
"""
# Special handling if high or low hit STOP_LOSS or ROI
- if exit.exit_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
+ if exit.exit_type in (
+ ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS, ExitType.LIQUIDATION):
return self._get_close_rate_for_stoploss(row, trade, exit, trade_dur)
elif exit.exit_type == (ExitType.ROI):
return self._get_close_rate_for_roi(row, trade, exit, trade_dur)
@@ -397,11 +400,16 @@ class Backtesting:
is_short = trade.is_short or False
leverage = trade.leverage or 1.0
side_1 = -1 if is_short else 1
+ if exit.exit_type == ExitType.LIQUIDATION and trade.liquidation_price:
+ stoploss_value = trade.liquidation_price
+ else:
+ stoploss_value = trade.stop_loss
+
if is_short:
- if trade.stop_loss < row[LOW_IDX]:
+ if stoploss_value < row[LOW_IDX]:
return row[OPEN_IDX]
else:
- if trade.stop_loss > row[HIGH_IDX]:
+ if stoploss_value > row[HIGH_IDX]:
return row[OPEN_IDX]
# Special case: trailing triggers within same candle as trade opened. Assume most
@@ -434,7 +442,7 @@ class Backtesting:
return max(row[LOW_IDX], stop_rate)
# Set close_rate to stoploss
- return trade.stop_loss
+ return stoploss_value
def _get_close_rate_for_roi(self, row: Tuple, trade: LocalTrade, exit: ExitCheckTuple,
trade_dur: int) -> float:
@@ -498,16 +506,20 @@ class Backtesting:
def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, row: Tuple
) -> LocalTrade:
- current_profit = trade.calc_profit_ratio(row[OPEN_IDX])
- min_stake = self.exchange.get_min_pair_stake_amount(trade.pair, row[OPEN_IDX], -0.1)
- max_stake = self.exchange.get_max_pair_stake_amount(trade.pair, row[OPEN_IDX])
+ current_rate = row[OPEN_IDX]
+ current_date = row[DATE_IDX].to_pydatetime()
+ current_profit = trade.calc_profit_ratio(current_rate)
+ min_stake = self.exchange.get_min_pair_stake_amount(trade.pair, current_rate, -0.1)
+ max_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_rate)
stake_available = self.wallets.get_available_stake_amount()
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
default_retval=None)(
trade=trade, # type: ignore[arg-type]
- current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
+ current_time=current_date, current_rate=current_rate,
current_profit=current_profit, min_stake=min_stake,
- max_stake=min(max_stake, stake_available))
+ max_stake=min(max_stake, stake_available),
+ current_entry_rate=current_rate, current_exit_rate=current_rate,
+ current_entry_profit=current_profit, current_exit_profit=current_profit)
# Check if we should increase our position
if stake_amount is not None and stake_amount > 0.0:
@@ -518,6 +530,24 @@ class Backtesting:
self.wallets.update()
return pos_trade
+ if stake_amount is not None and stake_amount < 0.0:
+ amount = abs(stake_amount) / current_rate
+ if amount > trade.amount:
+ # This is currently ineffective as remaining would become < min tradable
+ amount = trade.amount
+ remaining = (trade.amount - amount) * current_rate
+ if remaining < min_stake:
+ # Remaining stake is too low to be sold.
+ return trade
+ pos_trade = self._exit_trade(trade, row, current_rate, amount)
+ if pos_trade is not None:
+ order = pos_trade.orders[-1]
+ if self._get_order_filled(order.price, row):
+ order.close_bt_order(current_date, trade)
+ trade.recalc_trade_from_orders()
+ self.wallets.update()
+ return pos_trade
+
return trade
def _get_order_filled(self, rate: float, row: Tuple) -> bool:
@@ -568,7 +598,7 @@ class Backtesting:
if exit_.exit_type in (ExitType.EXIT_SIGNAL, ExitType.CUSTOM_EXIT):
# Checks and adds an exit tag, after checking that the length of the
# row has the length for an exit tag column
- if(
+ if (
len(row) > EXIT_TAG_IDX
and row[EXIT_TAG_IDX] is not None
and len(row[EXIT_TAG_IDX]) > 0
@@ -593,46 +623,53 @@ class Backtesting:
# Confirm trade exit:
time_in_force = self.strategy.order_time_in_force['exit']
- if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
+ if (exit_.exit_type != ExitType.LIQUIDATION and not strategy_safe_wrapper(
+ self.strategy.confirm_trade_exit, default_retval=True)(
pair=trade.pair,
trade=trade, # type: ignore[arg-type]
- order_type='limit',
+ order_type=order_type,
amount=trade.amount,
rate=close_rate,
time_in_force=time_in_force,
sell_reason=exit_reason, # deprecated
exit_reason=exit_reason,
- current_time=exit_candle_time):
+ current_time=exit_candle_time)):
return None
trade.exit_reason = exit_reason
- self.order_id_counter += 1
- order = Order(
- id=self.order_id_counter,
- ft_trade_id=trade.id,
- order_date=exit_candle_time,
- order_update_date=exit_candle_time,
- ft_is_open=True,
- ft_pair=trade.pair,
- order_id=str(self.order_id_counter),
- symbol=trade.pair,
- ft_order_side=trade.exit_side,
- side=trade.exit_side,
- order_type=order_type,
- status="open",
- price=close_rate,
- average=close_rate,
- amount=trade.amount,
- filled=0,
- remaining=trade.amount,
- cost=trade.amount * close_rate,
- )
- trade.orders.append(order)
- return trade
-
+ return self._exit_trade(trade, row, close_rate, trade.amount)
return None
+ def _exit_trade(self, trade: LocalTrade, sell_row: Tuple,
+ close_rate: float, amount: float = None) -> Optional[LocalTrade]:
+ self.order_id_counter += 1
+ exit_candle_time = sell_row[DATE_IDX].to_pydatetime()
+ order_type = self.strategy.order_types['exit']
+ amount = amount or trade.amount
+ order = Order(
+ id=self.order_id_counter,
+ ft_trade_id=trade.id,
+ order_date=exit_candle_time,
+ order_update_date=exit_candle_time,
+ ft_is_open=True,
+ ft_pair=trade.pair,
+ order_id=str(self.order_id_counter),
+ symbol=trade.pair,
+ ft_order_side=trade.exit_side,
+ side=trade.exit_side,
+ order_type=order_type,
+ status="open",
+ price=close_rate,
+ average=close_rate,
+ amount=amount,
+ filled=0,
+ remaining=amount,
+ cost=amount * close_rate,
+ )
+ trade.orders.append(order)
+ return trade
+
def _get_exit_trade_entry(self, trade: LocalTrade, row: Tuple) -> Optional[LocalTrade]:
exit_candle_time: datetime = row[DATE_IDX].to_pydatetime()
@@ -724,7 +761,7 @@ class Backtesting:
pair=pair, current_time=current_time, current_rate=propose_rate,
proposed_stake=stake_amount, min_stake=min_stake_amount,
max_stake=min(stake_available, max_stake_amount),
- entry_tag=entry_tag, side=direction)
+ leverage=leverage, entry_tag=entry_tag, side=direction)
stake_amount_val = self.wallets.validate_stake_amount(
pair=pair,
@@ -808,7 +845,7 @@ class Backtesting:
trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
- trade.set_isolated_liq(self.exchange.get_liquidation_price(
+ trade.set_liquidation_price(self.exchange.get_liquidation_price(
pair=pair,
open_rate=propose_rate,
amount=amount,
@@ -859,6 +896,8 @@ class Backtesting:
# Ignore trade if entry-order did not fill yet
continue
exit_row = data[pair][-1]
+ self._exit_trade(trade, exit_row, exit_row[OPEN_IDX], trade.amount)
+ trade.orders[-1].close_bt_order(exit_row[DATE_IDX].to_pydatetime(), trade)
trade.close_date = exit_row[DATE_IDX].to_pydatetime()
trade.exit_reason = ExitType.FORCE_EXIT.value
@@ -1000,7 +1039,7 @@ class Backtesting:
return None
return row
- def backtest(self, processed: Dict,
+ def backtest(self, processed: Dict, # noqa: max-complexity: 13
start_date: datetime, end_date: datetime,
max_open_trades: int = 0, position_stacking: bool = False,
enable_protections: bool = False) -> Dict[str, Any]:
@@ -1102,14 +1141,19 @@ class Backtesting:
if order and self._get_order_filled(order.price, row):
order.close_bt_order(current_time, trade)
trade.open_order_id = None
- trade.close_date = current_time
- trade.close(order.price, show_msg=False)
+ sub_trade = order.safe_amount_after_fee != trade.amount
+ if sub_trade:
+ order.close_bt_order(current_time, trade)
+ trade.recalc_trade_from_orders()
+ else:
+ trade.close_date = current_time
+ trade.close(order.price, show_msg=False)
- # logger.debug(f"{pair} - Backtesting exit {trade}")
- open_trade_count -= 1
- open_trades[pair].remove(trade)
- LocalTrade.close_bt_trade(trade)
- trades.append(trade)
+ # logger.debug(f"{pair} - Backtesting exit {trade}")
+ open_trade_count -= 1
+ open_trades[pair].remove(trade)
+ LocalTrade.close_bt_trade(trade)
+ trades.append(trade)
self.wallets.update()
self.run_protections(
enable_protections, pair, current_time, trade.trade_direction)
@@ -1143,8 +1187,6 @@ class Backtesting:
backtest_start_time = datetime.now(timezone.utc)
self._set_strategy(strat)
- strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
-
# Use max_open_trades in backtesting, except --disable-max-market-positions is set
if self.config.get('use_max_market_positions', True):
# Must come from strategy config, as the strategy may modify this setting.
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index cb0d788da..566412f29 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -6,6 +6,7 @@ This module contains the hyperopt logic
import logging
import random
+import sys
import warnings
from datetime import datetime, timezone
from math import ceil
@@ -17,6 +18,7 @@ import rapidjson
from colorama import Fore, Style
from colorama import init as colorama_init
from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
+from joblib.externals import cloudpickle
from pandas import DataFrame
from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN
@@ -87,6 +89,7 @@ class Hyperopt:
self.backtesting._set_strategy(self.backtesting.strategylist[0])
self.custom_hyperopt.strategy = self.backtesting.strategy
+ self.hyperopt_pickle_magic(self.backtesting.strategy.__class__.__bases__)
self.custom_hyperoptloss: IHyperOptLoss = HyperOptLossResolver.load_hyperoptloss(
self.config)
self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
@@ -137,6 +140,17 @@ class Hyperopt:
logger.info(f"Removing `{p}`.")
p.unlink()
+ def hyperopt_pickle_magic(self, bases) -> None:
+ """
+ Hyperopt magic to allow strategy inheritance across files.
+ For this to properly work, we need to register the module of the imported class
+ to pickle as value.
+ """
+ for modules in bases:
+ if modules.__name__ != 'IStrategy':
+ cloudpickle.register_pickle_by_value(sys.modules[modules.__module__])
+ self.hyperopt_pickle_magic(modules.__bases__)
+
def _get_params_dict(self, dimensions: List[Dimension], raw_params: List[Any]) -> Dict:
# Ensure the number of dimensions match
@@ -455,7 +469,7 @@ class Hyperopt:
return self.opt.ask(n_points=n_points), [False for _ in range(n_points)]
def start(self) -> None:
- self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))
+ self.random_state = self._set_random_state(self.config.get('hyperopt_random_state'))
logger.info(f"Using optimizer random state: {self.random_state}")
self.hyperopt_table_header = -1
# Initialize spaces ...
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 0421e6e38..ab6ef013b 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -127,14 +127,14 @@ class HyperoptTools():
'only_profitable': config.get('hyperopt_list_profitable', False),
'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
- 'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
- 'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
- 'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
- 'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
- 'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
- 'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
- 'filter_min_objective': config.get('hyperopt_list_min_objective', None),
- 'filter_max_objective': config.get('hyperopt_list_max_objective', None),
+ 'filter_min_avg_time': config.get('hyperopt_list_min_avg_time'),
+ 'filter_max_avg_time': config.get('hyperopt_list_max_avg_time'),
+ 'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit'),
+ 'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit'),
+ 'filter_min_total_profit': config.get('hyperopt_list_min_total_profit'),
+ 'filter_max_total_profit': config.get('hyperopt_list_max_total_profit'),
+ 'filter_min_objective': config.get('hyperopt_list_min_objective'),
+ 'filter_max_objective': config.get('hyperopt_list_max_objective'),
}
if not HyperoptTools._test_hyperopt_results_exist(results_file):
# No file found.
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 44ac4a5b3..519022db2 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -639,7 +639,7 @@ def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_curr
:param stake_currency: stake-currency - used to correctly name headers
:return: pretty printed table with tabulate as string
"""
- if(tag_type == "enter_tag"):
+ if (tag_type == "enter_tag"):
headers = _get_line_header("TAG", stake_currency)
else:
headers = _get_line_header("TAG", stake_currency, 'Sells')
diff --git a/freqtrade/persistence/__init__.py b/freqtrade/persistence/__init__.py
index bf0a8dcbf..14d90379d 100644
--- a/freqtrade/persistence/__init__.py
+++ b/freqtrade/persistence/__init__.py
@@ -1,6 +1,6 @@
# flake8: noqa: F401
from freqtrade.persistence.custom_data_middleware import CustomDataWrapper
-from freqtrade.persistence.models import cleanup_db, init_db
+from freqtrade.persistence.models import init_db
from freqtrade.persistence.pairlock_middleware import PairLocks
from freqtrade.persistence.trade_model import LocalTrade, Order, Trade
diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index b0fdf0412..81757a7de 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -1,9 +1,10 @@
import logging
from typing import List
-from sqlalchemy import inspect, text
+from sqlalchemy import inspect, select, text, tuple_, update
from freqtrade.exceptions import OperationalException
+from freqtrade.persistence.trade_model import Order, Trade
logger = logging.getLogger(__name__)
@@ -94,6 +95,7 @@ def migrate_trades_and_orders_table(
exit_reason = get_column_def(cols, 'sell_reason', get_column_def(cols, 'exit_reason', 'null'))
strategy = get_column_def(cols, 'strategy', 'null')
enter_tag = get_column_def(cols, 'buy_tag', get_column_def(cols, 'enter_tag', 'null'))
+ realized_profit = get_column_def(cols, 'realized_profit', '0.0')
trading_mode = get_column_def(cols, 'trading_mode', 'null')
@@ -154,7 +156,7 @@ def migrate_trades_and_orders_table(
max_rate, min_rate, exit_reason, exit_order_status, strategy, enter_tag,
timeframe, open_trade_value, close_profit_abs,
trading_mode, leverage, liquidation_price, is_short,
- interest_rate, funding_fees
+ interest_rate, funding_fees, realized_profit
)
select id, lower(exchange), pair, {base_currency} base_currency,
{stake_currency} stake_currency,
@@ -180,7 +182,7 @@ def migrate_trades_and_orders_table(
{open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs,
{trading_mode} trading_mode, {leverage} leverage, {liquidation_price} liquidation_price,
{is_short} is_short, {interest_rate} interest_rate,
- {funding_fees} funding_fees
+ {funding_fees} funding_fees, {realized_profit} realized_profit
from {trade_back_name}
"""))
@@ -201,16 +203,18 @@ def migrate_orders_table(engine, table_back_name: str, cols_order: List):
ft_fee_base = get_column_def(cols_order, 'ft_fee_base', 'null')
average = get_column_def(cols_order, 'average', 'null')
+ stop_price = get_column_def(cols_order, 'stop_price', 'null')
# sqlite does not support literals for booleans
with engine.begin() as connection:
connection.execute(text(f"""
insert into orders (id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
status, symbol, order_type, side, price, amount, filled, average, remaining, cost,
- order_date, order_filled_date, order_update_date, ft_fee_base)
+ stop_price, order_date, order_filled_date, order_update_date, ft_fee_base)
select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
status, symbol, order_type, side, price, amount, filled, {average} average, remaining,
- cost, order_date, order_filled_date, order_update_date, {ft_fee_base} ft_fee_base
+ cost, {stop_price} stop_price, order_date, order_filled_date,
+ order_update_date, {ft_fee_base} ft_fee_base
from {table_back_name}
"""))
@@ -249,31 +253,31 @@ def set_sqlite_to_wal(engine):
def fix_old_dry_orders(engine):
with engine.begin() as connection:
- connection.execute(
- text(
- """
- update orders
- set ft_is_open = 0
- where ft_is_open = 1 and (ft_trade_id, order_id) not in (
- select id, stoploss_order_id from trades where stoploss_order_id is not null
- ) and ft_order_side = 'stoploss'
- and order_id like 'dry_%'
- """
- )
- )
- connection.execute(
- text(
- """
- update orders
- set ft_is_open = 0
- where ft_is_open = 1
- and (ft_trade_id, order_id) not in (
- select id, open_order_id from trades where open_order_id is not null
- ) and ft_order_side != 'stoploss'
- and order_id like 'dry_%'
- """
- )
- )
+ stmt = update(Order).where(
+ Order.ft_is_open.is_(True),
+ tuple_(Order.ft_trade_id, Order.order_id).not_in(
+ select(
+ Trade.id, Trade.stoploss_order_id
+ ).where(Trade.stoploss_order_id.is_not(None))
+ ),
+ Order.ft_order_side == 'stoploss',
+ Order.order_id.like('dry%'),
+
+ ).values(ft_is_open=False)
+ connection.execute(stmt)
+
+ stmt = update(Order).where(
+ Order.ft_is_open.is_(True),
+ tuple_(Order.ft_trade_id, Order.order_id).not_in(
+ select(
+ Trade.id, Trade.open_order_id
+ ).where(Trade.open_order_id.is_not(None))
+ ),
+ Order.ft_order_side != 'stoploss',
+ Order.order_id.like('dry%')
+
+ ).values(ft_is_open=False)
+ connection.execute(stmt)
def check_migrate(engine, decl_base, previous_tables) -> None:
@@ -295,8 +299,8 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
# Check if migration necessary
# Migrates both trades and orders table!
# if ('orders' not in previous_tables
- # or not has_column(cols_orders, 'leverage')):
- if not has_column(cols_trades, 'base_currency'):
+ # or not has_column(cols_orders, 'stop_price')):
+ if not has_column(cols_trades, 'realized_profit'):
logger.info(f"Running database migration for trades - "
f"backup: {table_back_name}, {order_table_bak_name}")
migrate_trades_and_orders_table(
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 16076adb9..5518548ed 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -64,11 +64,3 @@ def init_db(db_url: str) -> None:
previous_tables = inspect(engine).get_table_names()
_DECL_BASE.metadata.create_all(engine)
check_migrate(engine, decl_base=_DECL_BASE, previous_tables=previous_tables)
-
-
-def cleanup_db() -> None:
- """
- Flushes all pending operations to disk.
- :return: None
- """
- Trade.commit()
diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 7e0314738..3d5cc8b98 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -4,13 +4,15 @@ This module contains the class to persist trades into SQLite
import logging
from datetime import datetime, timedelta, timezone
from decimal import Decimal
+from math import isclose
from typing import Any, Dict, List, Optional
from sqlalchemy import (Boolean, Column, DateTime, Enum, Float, ForeignKey, Integer, String,
UniqueConstraint, desc, func)
-from sqlalchemy.orm import Query, relationship
+from sqlalchemy.orm import Query, lazyload, relationship
-from freqtrade.constants import DATETIME_PRINT_FORMAT, NON_OPEN_EXCHANGE_STATES, BuySell, LongShort
+from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES,
+ BuySell, LongShort)
from freqtrade.enums import ExitType, TradingMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.leverage import interest
@@ -59,6 +61,7 @@ class Order(_DECL_BASE):
filled = Column(Float, nullable=True)
remaining = Column(Float, nullable=True)
cost = Column(Float, nullable=True)
+ stop_price = Column(Float, nullable=True)
order_date = Column(DateTime, nullable=True, default=datetime.utcnow)
order_filled_date = Column(DateTime, nullable=True)
order_update_date = Column(DateTime, nullable=True)
@@ -109,6 +112,7 @@ class Order(_DECL_BASE):
self.average = order.get('average', self.average)
self.remaining = order.get('remaining', self.remaining)
self.cost = order.get('cost', self.cost)
+ self.stop_price = order.get('stopPrice', self.stop_price)
if 'timestamp' in order and order['timestamp'] is not None:
self.order_date = datetime.fromtimestamp(order['timestamp'] / 1000, tz=timezone.utc)
@@ -132,6 +136,7 @@ class Order(_DECL_BASE):
'side': self.ft_order_side,
'filled': self.filled,
'remaining': self.remaining,
+ 'stopPrice': self.stop_price,
'datetime': self.order_date_utc.strftime('%Y-%m-%dT%H:%M:%S.%f'),
'timestamp': int(self.order_date_utc.timestamp() * 1000),
'status': self.status,
@@ -175,10 +180,9 @@ class Order(_DECL_BASE):
self.remaining = 0
self.status = 'closed'
self.ft_is_open = False
- if (self.ft_order_side == trade.entry_side
- and len(trade.select_filled_orders(trade.entry_side)) == 1):
+ if (self.ft_order_side == trade.entry_side):
trade.open_rate = self.price
- trade.recalc_open_trade_value()
+ trade.recalc_trade_from_orders()
trade.adjust_stop_loss(trade.open_rate, trade.stop_loss_pct, refresh=True)
@staticmethod
@@ -194,7 +198,7 @@ class Order(_DECL_BASE):
if filtered_orders:
oobj = filtered_orders[0]
oobj.update_from_ccxt_object(order)
- Order.query.session.commit()
+ Trade.commit()
else:
logger.warning(f"Did not find order for {order}.")
@@ -236,6 +240,7 @@ class LocalTrade():
trades: List['LocalTrade'] = []
trades_open: List['LocalTrade'] = []
total_profit: float = 0
+ realized_profit: float = 0
id: int = 0
@@ -302,6 +307,16 @@ class LocalTrade():
# Futures properties
funding_fees: Optional[float] = None
+ @property
+ def stoploss_or_liquidation(self) -> float:
+ if self.liquidation_price:
+ if self.is_short:
+ return min(self.stop_loss, self.liquidation_price)
+ else:
+ return max(self.stop_loss, self.liquidation_price)
+
+ return self.stop_loss
+
@property
def buy_tag(self) -> Optional[str]:
"""
@@ -437,6 +452,7 @@ class LocalTrade():
if self.close_date else None),
'close_timestamp': int(self.close_date.replace(
tzinfo=timezone.utc).timestamp() * 1000) if self.close_date else None,
+ 'realized_profit': self.realized_profit or 0.0,
'close_rate': self.close_rate,
'close_rate_requested': self.close_rate_requested,
'close_profit': self.close_profit, # Deprecated
@@ -497,7 +513,7 @@ class LocalTrade():
self.max_rate = max(current_price, self.max_rate or self.open_rate)
self.min_rate = min(current_price_low, self.min_rate or self.open_rate)
- def set_isolated_liq(self, liquidation_price: Optional[float]):
+ def set_liquidation_price(self, liquidation_price: Optional[float]):
"""
Method you should use to set self.liquidation price.
Assures stop_loss is not passed the liquidation price
@@ -506,22 +522,13 @@ class LocalTrade():
return
self.liquidation_price = liquidation_price
- def _set_stop_loss(self, stop_loss: float, percent: float):
+ def __set_stop_loss(self, stop_loss: float, percent: float):
"""
- Method you should use to set self.stop_loss.
- Assures stop_loss is not passed the liquidation price
+ Method used internally to set self.stop_loss.
"""
- if self.liquidation_price is not None:
- if self.is_short:
- sl = min(stop_loss, self.liquidation_price)
- else:
- sl = max(stop_loss, self.liquidation_price)
- else:
- sl = stop_loss
-
if not self.stop_loss:
- self.initial_stop_loss = sl
- self.stop_loss = sl
+ self.initial_stop_loss = stop_loss
+ self.stop_loss = stop_loss
self.stop_loss_pct = -1 * abs(percent)
self.stoploss_last_update = datetime.utcnow()
@@ -543,18 +550,12 @@ class LocalTrade():
leverage = self.leverage or 1.0
if self.is_short:
new_loss = float(current_price * (1 + abs(stoploss / leverage)))
- # If trading with leverage, don't set the stoploss below the liquidation price
- if self.liquidation_price:
- new_loss = min(self.liquidation_price, new_loss)
else:
new_loss = float(current_price * (1 - abs(stoploss / leverage)))
- # If trading with leverage, don't set the stoploss below the liquidation price
- if self.liquidation_price:
- new_loss = max(self.liquidation_price, new_loss)
# no stop loss assigned yet
if self.initial_stop_loss_pct is None or refresh:
- self._set_stop_loss(new_loss, stoploss)
+ self.__set_stop_loss(new_loss, stoploss)
self.initial_stop_loss = new_loss
self.initial_stop_loss_pct = -1 * abs(stoploss)
@@ -569,7 +570,7 @@ class LocalTrade():
# ? decreasing the minimum stoploss
if (higher_stop and not self.is_short) or (lower_stop and self.is_short):
logger.debug(f"{self.pair} - Adjusting stoploss...")
- self._set_stop_loss(new_loss, stoploss)
+ self.__set_stop_loss(new_loss, stoploss)
else:
logger.debug(f"{self.pair} - Keeping current stoploss...")
@@ -601,14 +602,28 @@ class LocalTrade():
if self.is_open:
payment = "SELL" if self.is_short else "BUY"
logger.info(f'{order.order_type.upper()}_{payment} has been fulfilled for {self}.')
- self.open_order_id = None
+ # condition to avoid reset value when updating fees
+ if self.open_order_id == order.order_id:
+ self.open_order_id = None
+ else:
+ logger.warning(
+ f'Got different open_order_id {self.open_order_id} != {order.order_id}')
self.recalc_trade_from_orders()
elif order.ft_order_side == self.exit_side:
if self.is_open:
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.order_type.upper()}_{payment} has been fulfilled for {self}.')
- self.close(order.safe_price)
+ # condition to avoid reset value when updating fees
+ if self.open_order_id == order.order_id:
+ self.open_order_id = None
+ else:
+ logger.warning(
+ f'Got different open_order_id {self.open_order_id} != {order.order_id}')
+ if isclose(order.safe_amount_after_fee, self.amount, abs_tol=MATH_CLOSE_PREC):
+ self.close(order.safe_price)
+ else:
+ self.recalc_trade_from_orders()
elif order.ft_order_side == 'stoploss':
self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss
@@ -627,11 +642,11 @@ class LocalTrade():
"""
self.close_rate = rate
self.close_date = self.close_date or datetime.utcnow()
- self.close_profit = self.calc_profit_ratio(rate)
- self.close_profit_abs = self.calc_profit(rate)
+ self.close_profit_abs = self.calc_profit(rate) + self.realized_profit
self.is_open = False
self.exit_order_status = 'closed'
self.open_order_id = None
+ self.recalc_trade_from_orders(is_closing=True)
if show_msg:
logger.info(
'Marking %s as closed as the trade is fulfilled and found no open orders for it.',
@@ -677,12 +692,12 @@ class LocalTrade():
"""
return len([o for o in self.orders if o.ft_order_side == self.exit_side])
- def _calc_open_trade_value(self) -> float:
+ def _calc_open_trade_value(self, amount: float, open_rate: float) -> float:
"""
Calculate the open_rate including open_fee.
:return: Price in of the open trade incl. Fees
"""
- open_trade = Decimal(self.amount) * Decimal(self.open_rate)
+ open_trade = Decimal(amount) * Decimal(open_rate)
fees = open_trade * Decimal(self.fee_open)
if self.is_short:
return float(open_trade - fees)
@@ -694,7 +709,7 @@ class LocalTrade():
Recalculate open_trade_value.
Must be called whenever open_rate, fee_open is changed.
"""
- self.open_trade_value = self._calc_open_trade_value()
+ self.open_trade_value = self._calc_open_trade_value(self.amount, self.open_rate)
def calculate_interest(self) -> Decimal:
"""
@@ -726,7 +741,7 @@ class LocalTrade():
else:
return close_trade - fees
- def calc_close_trade_value(self, rate: float) -> float:
+ def calc_close_trade_value(self, rate: float, amount: float = None) -> float:
"""
Calculate the Trade's close value including fees
:param rate: rate to compare with.
@@ -735,96 +750,143 @@ class LocalTrade():
if rate is None and not self.close_rate:
return 0.0
- amount = Decimal(self.amount)
+ amount1 = Decimal(amount or self.amount)
trading_mode = self.trading_mode or TradingMode.SPOT
if trading_mode == TradingMode.SPOT:
- return float(self._calc_base_close(amount, rate, self.fee_close))
+ return float(self._calc_base_close(amount1, rate, self.fee_close))
elif (trading_mode == TradingMode.MARGIN):
total_interest = self.calculate_interest()
if self.is_short:
- amount = amount + total_interest
- return float(self._calc_base_close(amount, rate, self.fee_close))
+ amount1 = amount1 + total_interest
+ return float(self._calc_base_close(amount1, rate, self.fee_close))
else:
# Currency already owned for longs, no need to purchase
- return float(self._calc_base_close(amount, rate, self.fee_close) - total_interest)
+ return float(self._calc_base_close(amount1, rate, self.fee_close) - total_interest)
elif (trading_mode == TradingMode.FUTURES):
funding_fees = self.funding_fees or 0.0
# Positive funding_fees -> Trade has gained from fees.
# Negative funding_fees -> Trade had to pay the fees.
if self.is_short:
- return float(self._calc_base_close(amount, rate, self.fee_close)) - funding_fees
+ return float(self._calc_base_close(amount1, rate, self.fee_close)) - funding_fees
else:
- return float(self._calc_base_close(amount, rate, self.fee_close)) + funding_fees
+ return float(self._calc_base_close(amount1, rate, self.fee_close)) + funding_fees
else:
raise OperationalException(
f"{self.trading_mode.value} trading is not yet available using freqtrade")
- def calc_profit(self, rate: float) -> float:
+ def calc_profit(self, rate: float, amount: float = None, open_rate: float = None) -> float:
"""
Calculate the absolute profit in stake currency between Close and Open trade
:param rate: close rate to compare with.
+ :param amount: Amount to use for the calculation. Falls back to trade.amount if not set.
+ :param open_rate: open_rate to use. Defaults to self.open_rate if not provided.
:return: profit in stake currency as float
"""
- close_trade_value = self.calc_close_trade_value(rate)
+ close_trade_value = self.calc_close_trade_value(rate, amount)
+ if amount is None or open_rate is None:
+ open_trade_value = self.open_trade_value
+ else:
+ open_trade_value = self._calc_open_trade_value(amount, open_rate)
if self.is_short:
- profit = self.open_trade_value - close_trade_value
+ profit = open_trade_value - close_trade_value
else:
- profit = close_trade_value - self.open_trade_value
+ profit = close_trade_value - open_trade_value
return float(f"{profit:.8f}")
- def calc_profit_ratio(self, rate: float) -> float:
+ def calc_profit_ratio(
+ self, rate: float, amount: float = None, open_rate: float = None) -> float:
"""
Calculates the profit as ratio (including fee).
:param rate: rate to compare with.
+ :param amount: Amount to use for the calculation. Falls back to trade.amount if not set.
+ :param open_rate: open_rate to use. Defaults to self.open_rate if not provided.
:return: profit ratio as float
"""
- close_trade_value = self.calc_close_trade_value(rate)
+ close_trade_value = self.calc_close_trade_value(rate, amount)
+
+ if amount is None or open_rate is None:
+ open_trade_value = self.open_trade_value
+ else:
+ open_trade_value = self._calc_open_trade_value(amount, open_rate)
short_close_zero = (self.is_short and close_trade_value == 0.0)
- long_close_zero = (not self.is_short and self.open_trade_value == 0.0)
+ long_close_zero = (not self.is_short and open_trade_value == 0.0)
leverage = self.leverage or 1.0
if (short_close_zero or long_close_zero):
return 0.0
else:
if self.is_short:
- profit_ratio = (1 - (close_trade_value / self.open_trade_value)) * leverage
+ profit_ratio = (1 - (close_trade_value / open_trade_value)) * leverage
else:
- profit_ratio = ((close_trade_value / self.open_trade_value) - 1) * leverage
+ profit_ratio = ((close_trade_value / open_trade_value) - 1) * leverage
return float(f"{profit_ratio:.8f}")
- def recalc_trade_from_orders(self):
+ def recalc_trade_from_orders(self, is_closing: bool = False):
+
+ current_amount = 0.0
+ current_stake = 0.0
+ total_stake = 0.0 # Total stake after all buy orders (does not subtract!)
+ avg_price = 0.0
+ close_profit = 0.0
+ close_profit_abs = 0.0
- total_amount = 0.0
- total_stake = 0.0
for o in self.orders:
- if (o.ft_is_open or
- (o.ft_order_side != self.entry_side) or
- (o.status not in NON_OPEN_EXCHANGE_STATES)):
+ if o.ft_is_open or not o.filled:
continue
tmp_amount = o.safe_amount_after_fee
- tmp_price = o.average or o.price
- if tmp_amount > 0.0 and tmp_price is not None:
- total_amount += tmp_amount
- total_stake += tmp_price * tmp_amount
+ tmp_price = o.safe_price
- if total_amount > 0:
+ is_exit = o.ft_order_side != self.entry_side
+ side = -1 if is_exit else 1
+ if tmp_amount > 0.0 and tmp_price is not None:
+ current_amount += tmp_amount * side
+ price = avg_price if is_exit else tmp_price
+ current_stake += price * tmp_amount * side
+
+ if current_amount > 0:
+ avg_price = current_stake / current_amount
+
+ if is_exit:
+ # Process partial exits
+ exit_rate = o.safe_price
+ exit_amount = o.safe_amount_after_fee
+ profit = self.calc_profit(rate=exit_rate, amount=exit_amount, open_rate=avg_price)
+ close_profit_abs += profit
+ close_profit = self.calc_profit_ratio(
+ exit_rate, amount=exit_amount, open_rate=avg_price)
+ if current_amount <= 0:
+ profit = close_profit_abs
+ else:
+ total_stake = total_stake + self._calc_open_trade_value(tmp_amount, price)
+
+ if close_profit:
+ self.close_profit = close_profit
+ self.realized_profit = close_profit_abs
+ self.close_profit_abs = profit
+
+ if current_amount > 0:
+ # Trade is still open
# Leverage not updated, as we don't allow changing leverage through DCA at the moment.
- self.open_rate = total_stake / total_amount
- self.stake_amount = total_stake / (self.leverage or 1.0)
- self.amount = total_amount
- self.fee_open_cost = self.fee_open * self.stake_amount
+ self.open_rate = current_stake / current_amount
+ self.stake_amount = current_stake / (self.leverage or 1.0)
+ self.amount = current_amount
+ self.fee_open_cost = self.fee_open * current_stake
self.recalc_open_trade_value()
if self.stop_loss_pct is not None and self.open_rate is not None:
self.adjust_stop_loss(self.open_rate, self.stop_loss_pct)
+ elif is_closing and total_stake > 0:
+ # Close profit abs / maximum owned
+ # Fees are considered as they are part of close_profit_abs
+ self.close_profit = (close_profit_abs / total_stake) * self.leverage
def select_order_by_order_id(self, order_id: str) -> Optional[Order]:
"""
@@ -846,7 +908,7 @@ class LocalTrade():
"""
orders = self.orders
if order_side:
- orders = [o for o in self.orders if o.ft_order_side == order_side]
+ orders = [o for o in orders if o.ft_order_side == order_side]
if is_open is not None:
orders = [o for o in orders if o.ft_is_open == is_open]
if len(orders) > 0:
@@ -861,9 +923,9 @@ class LocalTrade():
:return: array of Order objects
"""
return [o for o in self.orders if ((o.ft_order_side == order_side) or (order_side is None))
- and o.ft_is_open is False and
- (o.filled or 0) > 0 and
- o.status in NON_OPEN_EXCHANGE_STATES]
+ and o.ft_is_open is False
+ and o.filled
+ and o.status in NON_OPEN_EXCHANGE_STATES]
def select_filled_or_open_orders(self) -> List['Order']:
"""
@@ -1035,6 +1097,7 @@ class Trade(_DECL_BASE, LocalTrade):
open_trade_value = Column(Float)
close_rate: Optional[float] = Column(Float)
close_rate_requested = Column(Float)
+ realized_profit = Column(Float, default=0.0)
close_profit = Column(Float)
close_profit_abs = Column(Float)
stake_amount = Column(Float, nullable=False)
@@ -1080,6 +1143,7 @@ class Trade(_DECL_BASE, LocalTrade):
def __init__(self, **kwargs):
super().__init__(**kwargs)
+ self.realized_profit = 0
self.recalc_open_trade_value()
def delete(self) -> None:
@@ -1098,6 +1162,10 @@ class Trade(_DECL_BASE, LocalTrade):
def commit():
Trade.query.session.commit()
+ @staticmethod
+ def rollback():
+ Trade.query.session.rollback()
+
@staticmethod
def get_trades_proxy(*, pair: str = None, is_open: bool = None,
open_date: datetime = None, close_date: datetime = None,
@@ -1129,7 +1197,7 @@ class Trade(_DECL_BASE, LocalTrade):
)
@staticmethod
- def get_trades(trade_filter=None) -> Query:
+ def get_trades(trade_filter=None, include_orders: bool = True) -> Query:
"""
Helper function to query Trades using filters.
NOTE: Not supported in Backtesting.
@@ -1144,9 +1212,14 @@ class Trade(_DECL_BASE, LocalTrade):
if trade_filter is not None:
if not isinstance(trade_filter, list):
trade_filter = [trade_filter]
- return Trade.query.filter(*trade_filter)
+ this_query = Trade.query.filter(*trade_filter)
else:
- return Trade.query
+ this_query = Trade.query
+ if not include_orders:
+ # Don't load order relations
+ # Consider using noload or raiseload instead of lazyload
+ this_query = this_query.options(lazyload(Trade.orders))
+ return this_query
@staticmethod
def get_open_order_trades() -> List['Trade']:
@@ -1245,7 +1318,7 @@ class Trade(_DECL_BASE, LocalTrade):
"""
filters = [Trade.is_open.is_(False)]
- if(pair is not None):
+ if (pair is not None):
filters.append(Trade.pair == pair)
enter_tag_perf = Trade.query.with_entities(
@@ -1278,7 +1351,7 @@ class Trade(_DECL_BASE, LocalTrade):
"""
filters = [Trade.is_open.is_(False)]
- if(pair is not None):
+ if (pair is not None):
filters.append(Trade.pair == pair)
sell_tag_perf = Trade.query.with_entities(
@@ -1311,7 +1384,7 @@ class Trade(_DECL_BASE, LocalTrade):
"""
filters = [Trade.is_open.is_(False)]
- if(pair is not None):
+ if (pair is not None):
filters.append(Trade.pair == pair)
mix_tag_perf = Trade.query.with_entities(
@@ -1331,7 +1404,7 @@ class Trade(_DECL_BASE, LocalTrade):
enter_tag = enter_tag if enter_tag is not None else "Other"
exit_reason = exit_reason if exit_reason is not None else "Other"
- if(exit_reason is not None and enter_tag is not None):
+ if (exit_reason is not None and enter_tag is not None):
mix_tag = enter_tag + " " + exit_reason
i = 0
if not any(item["mix_tag"] == mix_tag for item in return_list):
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index a64281156..f8e95300a 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -255,18 +255,18 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
"""
# Trades can be empty
if trades is not None and len(trades) > 0:
- # Create description for sell summarizing the trade
+ # Create description for exit summarizing the trade
trades['desc'] = trades.apply(
lambda row: f"{row['profit_ratio']:.2%}, " +
(f"{row['enter_tag']}, " if row['enter_tag'] is not None else "") +
f"{row['exit_reason']}, " +
f"{row['trade_duration']} min",
axis=1)
- trade_buys = go.Scatter(
+ trade_entries = go.Scatter(
x=trades["open_date"],
y=trades["open_rate"],
mode='markers',
- name='Trade buy',
+ name='Trade entry',
text=trades["desc"],
marker=dict(
symbol='circle-open',
@@ -277,12 +277,12 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
)
)
- trade_sells = go.Scatter(
+ trade_exits = go.Scatter(
x=trades.loc[trades['profit_ratio'] > 0, "close_date"],
y=trades.loc[trades['profit_ratio'] > 0, "close_rate"],
text=trades.loc[trades['profit_ratio'] > 0, "desc"],
mode='markers',
- name='Sell - Profit',
+ name='Exit - Profit',
marker=dict(
symbol='square-open',
size=11,
@@ -290,12 +290,12 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
color='green'
)
)
- trade_sells_loss = go.Scatter(
+ trade_exits_loss = go.Scatter(
x=trades.loc[trades['profit_ratio'] <= 0, "close_date"],
y=trades.loc[trades['profit_ratio'] <= 0, "close_rate"],
text=trades.loc[trades['profit_ratio'] <= 0, "desc"],
mode='markers',
- name='Sell - Loss',
+ name='Exit - Loss',
marker=dict(
symbol='square-open',
size=11,
@@ -303,9 +303,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
color='red'
)
)
- fig.add_trace(trade_buys, 1, 1)
- fig.add_trace(trade_sells, 1, 1)
- fig.add_trace(trade_sells_loss, 1, 1)
+ fig.add_trace(trade_entries, 1, 1)
+ fig.add_trace(trade_exits, 1, 1)
+ fig.add_trace(trade_exits_loss, 1, 1)
else:
logger.warning("No trades found.")
return fig
@@ -444,7 +444,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
Generate the graph from the data generated by Backtesting or from DB
Volume will always be ploted in row2, so Row 1 and 3 are to our disposal for custom indicators
:param pair: Pair to Display on the graph
- :param data: OHLCV DataFrame containing indicators and buy/sell signals
+ :param data: OHLCV DataFrame containing indicators and entry/exit signals
:param trades: All trades created
:param indicators1: List containing Main plot indicators
:param indicators2: List containing Sub plot indicators
diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 418c0f14e..13c992c87 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -8,11 +8,11 @@ from typing import Any, Dict, List, Optional
import arrow
from pandas import DataFrame
-from freqtrade.configuration import PeriodicCache
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.exceptions import OperationalException
from freqtrade.misc import plural
from freqtrade.plugins.pairlist.IPairList import IPairList
+from freqtrade.util import PeriodicCache
logger = logging.getLogger(__name__)
@@ -30,7 +30,7 @@ class AgeFilter(IPairList):
self._symbolsCheckFailed = PeriodicCache(maxsize=1000, ttl=86_400)
self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
- self._max_days_listed = pairlistconfig.get('max_days_listed', None)
+ self._max_days_listed = pairlistconfig.get('max_days_listed')
candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
if self._min_days_listed < 1:
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 5b02a47ab..8e0b407c3 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -21,7 +21,7 @@ class PerformanceFilter(IPairList):
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
self._minutes = pairlistconfig.get('minutes', 0)
- self._min_profit = pairlistconfig.get('min_profit', None)
+ self._min_profit = pairlistconfig.get('min_profit')
@property
def needstickers(self) -> bool:
diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index de016c3a6..f3e7bc0d6 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -27,7 +27,7 @@ class RangeStabilityFilter(IPairList):
self._days = pairlistconfig.get('lookback_days', 10)
self._min_rate_of_change = pairlistconfig.get('min_rate_of_change', 0.01)
- self._max_rate_of_change = pairlistconfig.get('max_rate_of_change', None)
+ self._max_rate_of_change = pairlistconfig.get('max_rate_of_change')
self._refresh_period = pairlistconfig.get('refresh_period', 1440)
self._def_candletype = self._config['candle_type_def']
diff --git a/freqtrade/plugins/pairlistmanager.py b/freqtrade/plugins/pairlistmanager.py
index 2ae67a157..3ddad4a5e 100644
--- a/freqtrade/plugins/pairlistmanager.py
+++ b/freqtrade/plugins/pairlistmanager.py
@@ -28,7 +28,7 @@ class PairListManager(LoggingMixin):
self._blacklist = self._config['exchange'].get('pair_blacklist', [])
self._pairlist_handlers: List[IPairList] = []
self._tickers_needed = False
- for pairlist_handler_config in self._config.get('pairlists', None):
+ for pairlist_handler_config in self._config.get('pairlists', []):
pairlist_handler = PairListResolver.load_pairlist(
pairlist_handler_config['method'],
exchange=exchange,
diff --git a/freqtrade/plugins/protections/stoploss_guard.py b/freqtrade/plugins/protections/stoploss_guard.py
index 713a2da07..e80d13e9d 100644
--- a/freqtrade/plugins/protections/stoploss_guard.py
+++ b/freqtrade/plugins/protections/stoploss_guard.py
@@ -23,13 +23,14 @@ class StoplossGuard(IProtection):
self._trade_limit = protection_config.get('trade_limit', 10)
self._disable_global_stop = protection_config.get('only_per_pair', False)
self._only_per_side = protection_config.get('only_per_side', False)
+ self._profit_limit = protection_config.get('required_profit', 0.0)
def short_desc(self) -> str:
"""
Short method description - used for startup-messages
"""
return (f"{self.name} - Frequent Stoploss Guard, {self._trade_limit} stoplosses "
- f"within {self.lookback_period_str}.")
+ f"with profit < {self._profit_limit:.2%} within {self.lookback_period_str}.")
def _reason(self) -> str:
"""
@@ -48,8 +49,8 @@ class StoplossGuard(IProtection):
trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
trades = [trade for trade in trades1 if (str(trade.exit_reason) in (
ExitType.TRAILING_STOP_LOSS.value, ExitType.STOP_LOSS.value,
- ExitType.STOPLOSS_ON_EXCHANGE.value)
- and trade.close_profit and trade.close_profit < 0)]
+ ExitType.STOPLOSS_ON_EXCHANGE.value, ExitType.LIQUIDATION.value)
+ and trade.close_profit and trade.close_profit < self._profit_limit)]
if self._only_per_side:
# Long or short trades only
diff --git a/freqtrade/resolvers/exchange_resolver.py b/freqtrade/resolvers/exchange_resolver.py
index 4dfbf445b..a2f572ff2 100644
--- a/freqtrade/resolvers/exchange_resolver.py
+++ b/freqtrade/resolvers/exchange_resolver.py
@@ -18,7 +18,8 @@ class ExchangeResolver(IResolver):
object_type = Exchange
@staticmethod
- def load_exchange(exchange_name: str, config: dict, validate: bool = True) -> Exchange:
+ def load_exchange(exchange_name: str, config: dict, validate: bool = True,
+ load_leverage_tiers: bool = False) -> Exchange:
"""
Load the custom class from config parameter
:param exchange_name: name of the Exchange to load
@@ -29,9 +30,13 @@ class ExchangeResolver(IResolver):
exchange_name = exchange_name.title()
exchange = None
try:
- exchange = ExchangeResolver._load_exchange(exchange_name,
- kwargs={'config': config,
- 'validate': validate})
+ exchange = ExchangeResolver._load_exchange(
+ exchange_name,
+ kwargs={
+ 'config': config,
+ 'validate': validate,
+ 'load_leverage_tiers': load_leverage_tiers}
+ )
except ImportError:
logger.info(
f"No {exchange_name} specific subclass found. Using the generic class instead.")
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 7566e2ac0..ada20230a 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -194,11 +194,11 @@ class OrderSchema(BaseModel):
pair: str
order_id: str
status: str
- remaining: float
+ remaining: Optional[float]
amount: float
safe_price: float
cost: float
- filled: float
+ filled: Optional[float]
ft_order_side: str
order_type: str
is_open: bool
@@ -283,6 +283,7 @@ class OpenTradeSchema(TradeSchema):
class TradeResponse(BaseModel):
trades: List[TradeSchema]
trades_count: int
+ offset: int
total_trades: int
@@ -324,11 +325,13 @@ class ForceEnterPayload(BaseModel):
ordertype: Optional[OrderTypeValues]
stakeamount: Optional[float]
entry_tag: Optional[str]
+ leverage: Optional[float]
class ForceExitPayload(BaseModel):
tradeid: str
ordertype: Optional[OrderTypeValues]
+ amount: Optional[float]
class BlacklistPayload(BaseModel):
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 225fe66b9..e0fef7be8 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -37,7 +37,8 @@ logger = logging.getLogger(__name__)
# 2.14: Add entry/exit orders to trade response
# 2.15: Add backtest history endpoints
# 2.16: Additional daily metrics
-API_VERSION = 2.16
+# 2.17: Forceentry - leverage, partial force_exit
+API_VERSION = 2.17
# Public API, requires no auth.
router_public = APIRouter()
@@ -142,12 +143,11 @@ def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(g
@router.post('/forcebuy', response_model=ForceEnterResponse, tags=['trading'])
def force_entry(payload: ForceEnterPayload, rpc: RPC = Depends(get_rpc)):
ordertype = payload.ordertype.value if payload.ordertype else None
- stake_amount = payload.stakeamount if payload.stakeamount else None
- entry_tag = payload.entry_tag if payload.entry_tag else 'force_entry'
trade = rpc._rpc_force_entry(payload.pair, payload.price, order_side=payload.side,
- order_type=ordertype, stake_amount=stake_amount,
- enter_tag=entry_tag)
+ order_type=ordertype, stake_amount=payload.stakeamount,
+ enter_tag=payload.entry_tag or 'force_entry',
+ leverage=payload.leverage)
if trade:
return ForceEnterResponse.parse_obj(trade.to_json())
@@ -161,7 +161,7 @@ def force_entry(payload: ForceEnterPayload, rpc: RPC = Depends(get_rpc)):
@router.post('/forcesell', response_model=ResultMsg, tags=['trading'])
def forceexit(payload: ForceExitPayload, rpc: RPC = Depends(get_rpc)):
ordertype = payload.ordertype.value if payload.ordertype else None
- return rpc._rpc_force_exit(payload.tradeid, ordertype)
+ return rpc._rpc_force_exit(payload.tradeid, ordertype, amount=payload.amount)
@router.get('/blacklist', response_model=BlacklistResponse, tags=['info', 'pairlist'])
@@ -282,7 +282,7 @@ def get_strategy(strategy: str, config=Depends(get_config)):
def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Optional[str] = None,
candletype: Optional[CandleType] = None, config=Depends(get_config)):
- dh = get_datahandler(config['datadir'], config.get('dataformat_ohlcv', None))
+ dh = get_datahandler(config['datadir'], config.get('dataformat_ohlcv'))
trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
pair_interval = dh.ohlcv_get_available_data(config['datadir'], trading_mode)
diff --git a/freqtrade/rpc/api_server/deps.py b/freqtrade/rpc/api_server/deps.py
index f5e61602e..66654c0b1 100644
--- a/freqtrade/rpc/api_server/deps.py
+++ b/freqtrade/rpc/api_server/deps.py
@@ -18,9 +18,9 @@ def get_rpc_optional() -> Optional[RPC]:
def get_rpc() -> Optional[Iterator[RPC]]:
_rpc = get_rpc_optional()
if _rpc:
- Trade.query.session.rollback()
+ Trade.rollback()
yield _rpc
- Trade.query.session.rollback()
+ Trade.rollback()
else:
raise RPCException('Bot is not in the correct state')
@@ -37,7 +37,7 @@ def get_exchange(config=Depends(get_config)):
if not ApiServer._exchange:
from freqtrade.resolvers import ExchangeResolver
ApiServer._exchange = ExchangeResolver.load_exchange(
- config['exchange']['name'], config)
+ config['exchange']['name'], config, load_leverage_tiers=False)
return ApiServer._exchange
diff --git a/freqtrade/rpc/api_server/web_ui.py b/freqtrade/rpc/api_server/web_ui.py
index b04269c61..e1a277b30 100644
--- a/freqtrade/rpc/api_server/web_ui.py
+++ b/freqtrade/rpc/api_server/web_ui.py
@@ -1,4 +1,5 @@
from pathlib import Path
+from typing import Optional
from fastapi import APIRouter
from fastapi.exceptions import HTTPException
@@ -50,8 +51,12 @@ async def index_html(rest_of_path: str):
filename = uibase / rest_of_path
# It's security relevant to check "relative_to".
# Without this, Directory-traversal is possible.
+ media_type: Optional[str] = None
+ if filename.suffix == '.js':
+ # Force text/javascript for .js files - Circumvent faulty system configuration
+ media_type = 'application/javascript'
if filename.is_file() and is_relative_to(filename, uibase):
- return FileResponse(str(filename))
+ return FileResponse(str(filename), media_type=media_type)
index_file = uibase / 'index.html'
if not index_file.is_file():
diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index df33693ac..cbe4c0045 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -12,6 +12,7 @@ from pycoingecko import CoinGeckoAPI
from requests.exceptions import RequestException
from freqtrade.constants import SUPPORTED_FIAT
+from freqtrade.mixins.logging_mixin import LoggingMixin
logger = logging.getLogger(__name__)
@@ -27,7 +28,7 @@ coingecko_mapping = {
}
-class CryptoToFiatConverter:
+class CryptoToFiatConverter(LoggingMixin):
"""
Main class to initiate Crypto to FIAT.
This object contains a list of pair Crypto, FIAT
@@ -54,6 +55,7 @@ class CryptoToFiatConverter:
# Timeout: 6h
self._pair_price: TTLCache = TTLCache(maxsize=500, ttl=6 * 60 * 60)
+ LoggingMixin.__init__(self, logger, 3600)
self._load_cryptomap()
def _load_cryptomap(self) -> None:
@@ -177,7 +179,9 @@ class CryptoToFiatConverter:
if not _gekko_id:
# return 0 for unsupported stake currencies (fiat-convert should not break the bot)
- logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol)
+ self.log_once(
+ f"unsupported crypto-symbol {crypto_symbol.upper()} - returning 0.0",
+ logger.warning)
return 0.0
try:
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index cee2007ff..ccc2b2775 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -97,7 +97,7 @@ class RPC:
"""
self._freqtrade = freqtrade
self._config: Dict[str, Any] = freqtrade.config
- if self._config.get('fiat_display_currency', None):
+ if self._config.get('fiat_display_currency'):
self._fiat_converter = CryptoToFiatConverter()
@staticmethod
@@ -201,7 +201,7 @@ class RPC:
trade_dict = trade.to_json()
trade_dict.update(dict(
- close_profit=trade.close_profit if trade.close_profit is not None else None,
+ close_profit=trade.close_profit if not trade.is_open else None,
current_rate=current_rate,
current_profit=current_profit, # Deprecated
current_profit_pct=round(current_profit * 100, 2), # Deprecated
@@ -365,6 +365,7 @@ class RPC:
return {
"trades": output,
"trades_count": len(output),
+ "offset": offset,
"total_trades": Trade.get_trades([Trade.is_open.is_(False)]).count(),
}
@@ -379,7 +380,7 @@ class RPC:
return 'losses'
else:
return 'draws'
- trades: List[Trade] = Trade.get_trades([Trade.is_open.is_(False)])
+ trades: List[Trade] = Trade.get_trades([Trade.is_open.is_(False)], include_orders=False)
# Sell reason
exit_reasons = {}
for trade in trades:
@@ -407,7 +408,8 @@ class RPC:
""" Returns cumulative profit statistics """
trade_filter = ((Trade.is_open.is_(False) & (Trade.close_date >= start_date)) |
Trade.is_open.is_(True))
- trades: List[Trade] = Trade.get_trades(trade_filter).order_by(Trade.id).all()
+ trades: List[Trade] = Trade.get_trades(
+ trade_filter, include_orders=False).order_by(Trade.id).all()
profit_all_coin = []
profit_all_ratio = []
@@ -429,14 +431,15 @@ class RPC:
if not trade.is_open:
profit_ratio = trade.close_profit
- profit_closed_coin.append(trade.close_profit_abs)
+ profit_abs = trade.close_profit_abs
+ profit_closed_coin.append(profit_abs)
profit_closed_ratio.append(profit_ratio)
if trade.close_profit >= 0:
winning_trades += 1
- winning_profit += trade.close_profit_abs
+ winning_profit += profit_abs
else:
losing_trades += 1
- losing_profit += trade.close_profit_abs
+ losing_profit += profit_abs
else:
# Get current rate
try:
@@ -445,10 +448,10 @@ class RPC:
except (PricingError, ExchangeError):
current_rate = NAN
profit_ratio = trade.calc_profit_ratio(rate=current_rate)
+ profit_abs = trade.calc_profit(
+ rate=trade.close_rate or current_rate) + trade.realized_profit
- profit_all_coin.append(
- trade.calc_profit(rate=trade.close_rate or current_rate)
- )
+ profit_all_coin.append(profit_abs)
profit_all_ratio.append(profit_ratio)
best_pair = Trade.get_best_pair(start_date)
@@ -564,7 +567,7 @@ class RPC:
else:
try:
pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
- rate = tickers.get(pair, {}).get('last', None)
+ rate = tickers.get(pair, {}).get('last')
if rate:
if pair.startswith(stake_currency) and not pair.endswith(stake_currency):
rate = 1.0 / rate
@@ -657,36 +660,48 @@ class RPC:
return {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
- def _rpc_force_exit(self, trade_id: str, ordertype: Optional[str] = None) -> Dict[str, str]:
+ def __exec_force_exit(self, trade: Trade, ordertype: Optional[str],
+ amount: Optional[float] = None) -> None:
+ # Check if there is there is an open order
+ fully_canceled = False
+ if trade.open_order_id:
+ order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
+
+ if order['side'] == trade.entry_side:
+ fully_canceled = self._freqtrade.handle_cancel_enter(
+ trade, order, CANCEL_REASON['FORCE_EXIT'])
+
+ if order['side'] == trade.exit_side:
+ # Cancel order - so it is placed anew with a fresh price.
+ self._freqtrade.handle_cancel_exit(trade, order, CANCEL_REASON['FORCE_EXIT'])
+
+ if not fully_canceled:
+ # Get current rate and execute sell
+ current_rate = self._freqtrade.exchange.get_rate(
+ trade.pair, side='exit', is_short=trade.is_short, refresh=True)
+ exit_check = ExitCheckTuple(exit_type=ExitType.FORCE_EXIT)
+ order_type = ordertype or self._freqtrade.strategy.order_types.get(
+ "force_exit", self._freqtrade.strategy.order_types["exit"])
+ sub_amount: Optional[float] = None
+ if amount and amount < trade.amount:
+ # Partial exit ...
+ min_exit_stake = self._freqtrade.exchange.get_min_pair_stake_amount(
+ trade.pair, current_rate, trade.stop_loss_pct)
+ remaining = (trade.amount - amount) * current_rate
+ if remaining < min_exit_stake:
+ raise RPCException(f'Remaining amount of {remaining} would be too small.')
+ sub_amount = amount
+
+ self._freqtrade.execute_trade_exit(
+ trade, current_rate, exit_check, ordertype=order_type,
+ sub_trade_amt=sub_amount)
+
+ def _rpc_force_exit(self, trade_id: str, ordertype: Optional[str] = None, *,
+ amount: Optional[float] = None) -> Dict[str, str]:
"""
Handler for forceexit .
Sells the given trade at current price
"""
- def _exec_force_exit(trade: Trade) -> None:
- # Check if there is there is an open order
- fully_canceled = False
- if trade.open_order_id:
- order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
-
- if order['side'] == trade.entry_side:
- fully_canceled = self._freqtrade.handle_cancel_enter(
- trade, order, CANCEL_REASON['FORCE_EXIT'])
-
- if order['side'] == trade.exit_side:
- # Cancel order - so it is placed anew with a fresh price.
- self._freqtrade.handle_cancel_exit(trade, order, CANCEL_REASON['FORCE_EXIT'])
-
- if not fully_canceled:
- # Get current rate and execute sell
- current_rate = self._freqtrade.exchange.get_rate(
- trade.pair, side='exit', is_short=trade.is_short, refresh=True)
- exit_check = ExitCheckTuple(exit_type=ExitType.FORCE_EXIT)
- order_type = ordertype or self._freqtrade.strategy.order_types.get(
- "force_exit", self._freqtrade.strategy.order_types["exit"])
-
- self._freqtrade.execute_trade_exit(
- trade, current_rate, exit_check, ordertype=order_type)
- # ---- EOF def _exec_forcesell ----
if self._freqtrade.state != State.RUNNING:
raise RPCException('trader is not running')
@@ -695,7 +710,7 @@ class RPC:
if trade_id == 'all':
# Execute sell for all open orders
for trade in Trade.get_open_trades():
- _exec_force_exit(trade)
+ self.__exec_force_exit(trade, ordertype)
Trade.commit()
self._freqtrade.wallets.update()
return {'result': 'Created sell orders for all open trades.'}
@@ -708,7 +723,7 @@ class RPC:
logger.warning('force_exit: Invalid argument received')
raise RPCException('invalid argument')
- _exec_force_exit(trade)
+ self.__exec_force_exit(trade, ordertype, amount)
Trade.commit()
self._freqtrade.wallets.update()
return {'result': f'Created sell order for trade {trade_id}.'}
@@ -717,7 +732,8 @@ class RPC:
order_type: Optional[str] = None,
order_side: SignalDirection = SignalDirection.LONG,
stake_amount: Optional[float] = None,
- enter_tag: Optional[str] = 'force_entry') -> Optional[Trade]:
+ enter_tag: Optional[str] = 'force_entry',
+ leverage: Optional[float] = None) -> Optional[Trade]:
"""
Handler for forcebuy
Buys a pair trade at the given or current price
@@ -759,6 +775,7 @@ class RPC:
ordertype=order_type, trade=trade,
is_short=is_short,
enter_tag=enter_tag,
+ leverage_=leverage,
):
Trade.commit()
trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
@@ -893,7 +910,7 @@ class RPC:
lock.active = False
lock.lock_end_time = datetime.now(timezone.utc)
- PairLock.query.session.commit()
+ Trade.commit()
return self._rpc_locks()
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index 66e84029f..3ccf23228 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@@ -2,6 +2,7 @@
This module contains class to manage RPC communications (Telegram, API, ...)
"""
import logging
+from collections import deque
from typing import Any, Dict, List
from freqtrade.enums import RPCMessageType
@@ -77,6 +78,17 @@ class RPCManager:
except NotImplementedError:
logger.error(f"Message type '{msg['type']}' not implemented by handler {mod.name}.")
+ def process_msg_queue(self, queue: deque) -> None:
+ """
+ Process all messages in the queue.
+ """
+ while queue:
+ msg = queue.popleft()
+ self.send_msg({
+ 'type': RPCMessageType.STRATEGY_MSG,
+ 'msg': msg,
+ })
+
def startup_messages(self, config: Dict[str, Any], pairlist, protections) -> None:
if config['dry_run']:
self.send_msg({
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 6b3ccaac8..dbd81e967 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -16,8 +16,8 @@ from typing import Any, Callable, Dict, List, Optional, Union
import arrow
from tabulate import tabulate
-from telegram import (CallbackQuery, InlineKeyboardButton, InlineKeyboardMarkup, KeyboardButton,
- ParseMode, ReplyKeyboardMarkup, Update)
+from telegram import (MAX_MESSAGE_LENGTH, CallbackQuery, InlineKeyboardButton, InlineKeyboardMarkup,
+ KeyboardButton, ParseMode, ReplyKeyboardMarkup, Update)
from telegram.error import BadRequest, NetworkError, TelegramError
from telegram.ext import CallbackContext, CallbackQueryHandler, CommandHandler, Updater
from telegram.utils.helpers import escape_markdown
@@ -35,8 +35,6 @@ logger = logging.getLogger(__name__)
logger.debug('Included module rpc.telegram ...')
-MAX_TELEGRAM_MESSAGE_LENGTH = 4096
-
@dataclass
class TimeunitMappings:
@@ -72,7 +70,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
)
return wrapper
# Rollback session to avoid getting data stored in a transaction.
- Trade.query.session.rollback()
+ Trade.rollback()
logger.debug(
'Executing handler: %s for chat_id: %s',
command_handler.__name__,
@@ -244,6 +242,22 @@ class Telegram(RPCHandler):
"""
return f"{msg['exchange']}{' (dry)' if self._config['dry_run'] else ''}"
+ def _add_analyzed_candle(self, pair: str) -> str:
+ candle_val = self._config['telegram'].get(
+ 'notification_settings', {}).get('show_candle', 'off')
+ if candle_val != 'off':
+ if candle_val == 'ohlc':
+ analyzed_df, _ = self._rpc._freqtrade.dataprovider.get_analyzed_dataframe(
+ pair, self._config['timeframe'])
+ candle = analyzed_df.iloc[-1].squeeze() if len(analyzed_df) > 0 else None
+ if candle is not None:
+ return (
+ f"*Candle OHLC*: `{candle['open']}, {candle['high']}, "
+ f"{candle['low']}, {candle['close']}`\n"
+ )
+
+ return ''
+
def _format_entry_msg(self, msg: Dict[str, Any]) -> str:
if self._rpc._fiat_converter:
msg['stake_amount_fiat'] = self._rpc._fiat_converter.convert_amount(
@@ -259,8 +273,9 @@ class Telegram(RPCHandler):
f"{emoji} *{self._exchange_from_msg(msg)}:*"
f" {entry_side['entered'] if is_fill else entry_side['enter']} {msg['pair']}"
f" (#{msg['trade_id']})\n"
- )
- message += f"*Enter Tag:* `{msg['enter_tag']}`\n" if msg.get('enter_tag', None) else ""
+ )
+ message += self._add_analyzed_candle(msg['pair'])
+ message += f"*Enter Tag:* `{msg['enter_tag']}`\n" if msg.get('enter_tag') else ""
message += f"*Amount:* `{msg['amount']:.8f}`\n"
if msg.get('leverage') and msg.get('leverage', 1.0) != 1.0:
message += f"*Leverage:* `{msg['leverage']}`\n"
@@ -273,7 +288,7 @@ class Telegram(RPCHandler):
message += f"*Total:* `({round_coin_value(msg['stake_amount'], msg['stake_currency'])}"
- if msg.get('fiat_currency', None):
+ if msg.get('fiat_currency'):
message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
message += ")`"
@@ -289,7 +304,7 @@ class Telegram(RPCHandler):
msg['enter_tag'] = msg['enter_tag'] if "enter_tag" in msg.keys() else None
msg['emoji'] = self._get_sell_emoji(msg)
msg['leverage_text'] = (f"*Leverage:* `{msg['leverage']:.1f}`\n"
- if msg.get('leverage', None) and msg.get('leverage', 1.0) != 1.0
+ if msg.get('leverage') and msg.get('leverage', 1.0) != 1.0
else "")
# Check if all sell properties are available.
@@ -299,19 +314,36 @@ class Telegram(RPCHandler):
msg['profit_fiat'] = self._rpc._fiat_converter.convert_amount(
msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
msg['profit_extra'] = (
- f" ({msg['gain']}: {msg['profit_amount']:.8f} {msg['stake_currency']}"
- f" / {msg['profit_fiat']:.3f} {msg['fiat_currency']})")
+ f" / {msg['profit_fiat']:.3f} {msg['fiat_currency']}")
else:
msg['profit_extra'] = ''
+ msg['profit_extra'] = (
+ f" ({msg['gain']}: {msg['profit_amount']:.8f} {msg['stake_currency']}"
+ f"{msg['profit_extra']})")
is_fill = msg['type'] == RPCMessageType.EXIT_FILL
+ is_sub_trade = msg.get('sub_trade')
+ is_sub_profit = msg['profit_amount'] != msg.get('cumulative_profit')
+ profit_prefix = ('Sub ' if is_sub_profit
+ else 'Cumulative ') if is_sub_trade else ''
+ cp_extra = ''
+ if is_sub_profit and is_sub_trade:
+ if self._rpc._fiat_converter:
+ cp_fiat = self._rpc._fiat_converter.convert_amount(
+ msg['cumulative_profit'], msg['stake_currency'], msg['fiat_currency'])
+ cp_extra = f" / {cp_fiat:.3f} {msg['fiat_currency']}"
+ else:
+ cp_extra = ''
+ cp_extra = f"*Cumulative Profit:* (`{msg['cumulative_profit']:.8f} " \
+ f"{msg['stake_currency']}{cp_extra}`)\n"
message = (
f"{msg['emoji']} *{self._exchange_from_msg(msg)}:* "
f"{'Exited' if is_fill else 'Exiting'} {msg['pair']} (#{msg['trade_id']})\n"
- f"*{'Profit' if is_fill else 'Unrealized Profit'}:* "
+ f"{self._add_analyzed_candle(msg['pair'])}"
+ f"*{f'{profit_prefix}Profit' if is_fill else f'Unrealized {profit_prefix}Profit'}:* "
f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n"
+ f"{cp_extra}"
f"*Enter Tag:* `{msg['enter_tag']}`\n"
f"*Exit Reason:* `{msg['exit_reason']}`\n"
- f"*Duration:* `{msg['duration']} ({msg['duration_min']:.1f} min)`\n"
f"*Direction:* `{msg['direction']}`\n"
f"{msg['leverage_text']}"
f"*Amount:* `{msg['amount']:.8f}`\n"
@@ -319,11 +351,25 @@ class Telegram(RPCHandler):
)
if msg['type'] == RPCMessageType.EXIT:
message += (f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
- f"*Close Rate:* `{msg['limit']:.8f}`")
+ f"*Exit Rate:* `{msg['limit']:.8f}`")
elif msg['type'] == RPCMessageType.EXIT_FILL:
- message += f"*Close Rate:* `{msg['close_rate']:.8f}`"
+ message += f"*Exit Rate:* `{msg['close_rate']:.8f}`"
+ if msg.get('sub_trade'):
+ if self._rpc._fiat_converter:
+ msg['stake_amount_fiat'] = self._rpc._fiat_converter.convert_amount(
+ msg['stake_amount'], msg['stake_currency'], msg['fiat_currency'])
+ else:
+ msg['stake_amount_fiat'] = 0
+ rem = round_coin_value(msg['stake_amount'], msg['stake_currency'])
+ message += f"\n*Remaining:* `({rem}"
+ if msg.get('fiat_currency', None):
+ message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
+
+ message += ")`"
+ else:
+ message += f"\n*Duration:* `{msg['duration']} ({msg['duration_min']:.1f} min)`"
return message
def compose_message(self, msg: Dict[str, Any], msg_type: RPCMessageType) -> str:
@@ -336,7 +382,8 @@ class Telegram(RPCHandler):
elif msg_type in (RPCMessageType.ENTRY_CANCEL, RPCMessageType.EXIT_CANCEL):
msg['message_side'] = 'enter' if msg_type in [RPCMessageType.ENTRY_CANCEL] else 'exit'
message = (f"\N{WARNING SIGN} *{self._exchange_from_msg(msg)}:* "
- f"Cancelling {msg['message_side']} Order for {msg['pair']} "
+ f"Cancelling {'partial ' if msg.get('sub_trade') else ''}"
+ f"{msg['message_side']} Order for {msg['pair']} "
f"(#{msg['trade_id']}). Reason: {msg['reason']}.")
elif msg_type == RPCMessageType.PROTECTION_TRIGGER:
@@ -359,7 +406,8 @@ class Telegram(RPCHandler):
elif msg_type == RPCMessageType.STARTUP:
message = f"{msg['status']}"
-
+ elif msg_type == RPCMessageType.STRATEGY_MSG:
+ message = f"{msg['msg']}"
else:
raise NotImplementedError(f"Unknown message type: {msg_type}")
return message
@@ -406,54 +454,63 @@ class Telegram(RPCHandler):
else:
return "\N{CROSS MARK}"
- def _prepare_entry_details(self, filled_orders: List, quote_currency: str, is_open: bool):
+ def _prepare_order_details(self, filled_orders: List, quote_currency: str, is_open: bool):
"""
Prepare details of trade with entry adjustment enabled
"""
- lines: List[str] = []
+ lines_detail: List[str] = []
if len(filled_orders) > 0:
first_avg = filled_orders[0]["safe_price"]
for x, order in enumerate(filled_orders):
- if not order['ft_is_entry'] or order['is_open'] is True:
+ lines: List[str] = []
+ if order['is_open'] is True:
continue
+ wording = 'Entry' if order['ft_is_entry'] else 'Exit'
+
cur_entry_datetime = arrow.get(order["order_filled_date"])
- cur_entry_amount = order["amount"]
+ cur_entry_amount = order["filled"] or order["amount"]
cur_entry_average = order["safe_price"]
lines.append(" ")
if x == 0:
- lines.append(f"*Entry #{x+1}:*")
+ lines.append(f"*{wording} #{x+1}:*")
lines.append(
- f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
- lines.append(f"*Average Entry Price:* {cur_entry_average}")
+ f"*Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
+ lines.append(f"*Average Price:* {cur_entry_average}")
else:
sumA = 0
sumB = 0
for y in range(x):
- sumA += (filled_orders[y]["amount"] * filled_orders[y]["safe_price"])
- sumB += filled_orders[y]["amount"]
+ amount = filled_orders[y]["filled"] or filled_orders[y]["amount"]
+ sumA += amount * filled_orders[y]["safe_price"]
+ sumB += amount
prev_avg_price = sumA / sumB
+ # TODO: This calculation ignores fees.
price_to_1st_entry = ((cur_entry_average - first_avg) / first_avg)
minus_on_entry = 0
if prev_avg_price:
minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price
- dur_entry = cur_entry_datetime - arrow.get(
- filled_orders[x - 1]["order_filled_date"])
- days = dur_entry.days
- hours, remainder = divmod(dur_entry.seconds, 3600)
- minutes, seconds = divmod(remainder, 60)
- lines.append(f"*Entry #{x+1}:* at {minus_on_entry:.2%} avg profit")
+ lines.append(f"*{wording} #{x+1}:* at {minus_on_entry:.2%} avg profit")
if is_open:
lines.append("({})".format(cur_entry_datetime
.humanize(granularity=["day", "hour", "minute"])))
lines.append(
- f"*Entry Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
- lines.append(f"*Average Entry Price:* {cur_entry_average} "
+ f"*Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
+ lines.append(f"*Average {wording} Price:* {cur_entry_average} "
f"({price_to_1st_entry:.2%} from 1st entry rate)")
- lines.append(f"*Order filled at:* {order['order_filled_date']}")
- lines.append(f"({days}d {hours}h {minutes}m {seconds}s from previous entry)")
- return lines
+ lines.append(f"*Order filled:* {order['order_filled_date']}")
+
+ # TODO: is this really useful?
+ # dur_entry = cur_entry_datetime - arrow.get(
+ # filled_orders[x - 1]["order_filled_date"])
+ # days = dur_entry.days
+ # hours, remainder = divmod(dur_entry.seconds, 3600)
+ # minutes, seconds = divmod(remainder, 60)
+ # lines.append(
+ # f"({days}d {hours}h {minutes}m {seconds}s from previous {wording.lower()})")
+ lines_detail.append("\n".join(lines))
+ return lines_detail
@authorized_only
def _status(self, update: Update, context: CallbackContext) -> None:
@@ -468,7 +525,14 @@ class Telegram(RPCHandler):
if context.args and 'table' in context.args:
self._status_table(update, context)
return
+ else:
+ self._status_msg(update, context)
+ def _status_msg(self, update: Update, context: CallbackContext) -> None:
+ """
+ handler for `/status` and `/status `.
+
+ """
try:
# Check if there's at least one numerical ID provided.
@@ -480,14 +544,13 @@ class Telegram(RPCHandler):
results = self._rpc._rpc_trade_status(trade_ids=trade_ids)
position_adjust = self._config.get('position_adjustment_enable', False)
max_entries = self._config.get('max_entry_position_adjustment', -1)
- messages = []
for r in results:
r['open_date_hum'] = arrow.get(r['open_date']).humanize()
r['num_entries'] = len([o for o in r['orders'] if o['ft_is_entry']])
r['exit_reason'] = r.get('exit_reason', "")
lines = [
"*Trade ID:* `{trade_id}`" +
- ("` (since {open_date_hum})`" if r['is_open'] else ""),
+ (" `(since {open_date_hum})`" if r['is_open'] else ""),
"*Current Pair:* {pair}",
"*Direction:* " + ("`Short`" if r.get('is_short') else "`Long`"),
"*Leverage:* `{leverage}`" if r.get('leverage') else "",
@@ -511,6 +574,8 @@ class Telegram(RPCHandler):
])
if r['is_open']:
+ if r.get('realized_profit'):
+ lines.append("*Realized Profit:* `{realized_profit:.8f}`")
if (r['stop_loss_abs'] != r['initial_stop_loss_abs']
and r['initial_stop_loss_ratio'] is not None):
# Adding initial stoploss only if it is different from stoploss
@@ -523,24 +588,34 @@ class Telegram(RPCHandler):
lines.append("*Stoploss distance:* `{stoploss_current_dist:.8f}` "
"`({stoploss_current_dist_ratio:.2%})`")
if r['open_order']:
- if r['exit_order_status']:
- lines.append("*Open Order:* `{open_order}` - `{exit_order_status}`")
- else:
- lines.append("*Open Order:* `{open_order}`")
+ lines.append(
+ "*Open Order:* `{open_order}`"
+ + "- `{exit_order_status}`" if r['exit_order_status'] else "")
- lines_detail = self._prepare_entry_details(
+ lines_detail = self._prepare_order_details(
r['orders'], r['quote_currency'], r['is_open'])
lines.extend(lines_detail if lines_detail else "")
-
- # Filter empty lines using list-comprehension
- messages.append("\n".join([line for line in lines if line]).format(**r))
-
- for msg in messages:
- self._send_msg(msg)
+ self.__send_status_msg(lines, r)
except RPCException as e:
self._send_msg(str(e))
+ def __send_status_msg(self, lines: List[str], r: Dict[str, Any]) -> None:
+ """
+ Send status message.
+ """
+ msg = ''
+
+ for line in lines:
+ if line:
+ if (len(msg) + len(line) + 1) < MAX_MESSAGE_LENGTH:
+ msg += line + '\n'
+ else:
+ self._send_msg(msg.format(**r))
+ msg = "*Trade ID:* `{trade_id}` - continued\n" + line + '\n'
+
+ self._send_msg(msg.format(**r))
+
@authorized_only
def _status_table(self, update: Update, context: CallbackContext) -> None:
"""
@@ -843,7 +918,7 @@ class Telegram(RPCHandler):
total_dust_currencies += 1
# Handle overflowing message length
- if len(output + curr_output) >= MAX_TELEGRAM_MESSAGE_LENGTH:
+ if len(output + curr_output) >= MAX_MESSAGE_LENGTH:
self._send_msg(output)
output = curr_output
else:
@@ -1106,7 +1181,7 @@ class Telegram(RPCHandler):
f"({trade['profit_ratio']:.2%}) "
f"({trade['count']})\n")
- if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
+ if len(output + stat_line) >= MAX_MESSAGE_LENGTH:
self._send_msg(output, parse_mode=ParseMode.HTML)
output = stat_line
else:
@@ -1141,7 +1216,7 @@ class Telegram(RPCHandler):
f"({trade['profit_ratio']:.2%}) "
f"({trade['count']})\n")
- if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
+ if len(output + stat_line) >= MAX_MESSAGE_LENGTH:
self._send_msg(output, parse_mode=ParseMode.HTML)
output = stat_line
else:
@@ -1176,7 +1251,7 @@ class Telegram(RPCHandler):
f"({trade['profit_ratio']:.2%}) "
f"({trade['count']})\n")
- if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
+ if len(output + stat_line) >= MAX_MESSAGE_LENGTH:
self._send_msg(output, parse_mode=ParseMode.HTML)
output = stat_line
else:
@@ -1211,7 +1286,7 @@ class Telegram(RPCHandler):
f"({trade['profit']:.2%}) "
f"({trade['count']})\n")
- if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
+ if len(output + stat_line) >= MAX_MESSAGE_LENGTH:
self._send_msg(output, parse_mode=ParseMode.HTML)
output = stat_line
else:
@@ -1350,7 +1425,7 @@ class Telegram(RPCHandler):
escape_markdown(logrec[2], version=2),
escape_markdown(logrec[3], version=2),
escape_markdown(logrec[4], version=2))
- if len(msgs + msg) + 10 >= MAX_TELEGRAM_MESSAGE_LENGTH:
+ if len(msgs + msg) + 10 >= MAX_MESSAGE_LENGTH:
# Send message immediately if it would become too long
self._send_msg(msgs, parse_mode=ParseMode.MARKDOWN_V2)
msgs = msg + '\n'
@@ -1568,9 +1643,9 @@ class Telegram(RPCHandler):
# Filter empty lines using list-comprehension
messages.append("\n".join([line for line in lines if line]))
for msg in messages:
- if len(msg) > MAX_TELEGRAM_MESSAGE_LENGTH:
+ if len(msg) > MAX_MESSAGE_LENGTH:
msg = "Message dropped because length exceeds "
- msg += f"maximum allowed characters: {MAX_TELEGRAM_MESSAGE_LENGTH}"
+ msg += f"maximum allowed characters: {MAX_MESSAGE_LENGTH}"
logger.warning(msg)
self._send_msg(msg)
else:
diff --git a/freqtrade/rpc/webhook.py b/freqtrade/rpc/webhook.py
index a2edcbc85..1b39a29b7 100644
--- a/freqtrade/rpc/webhook.py
+++ b/freqtrade/rpc/webhook.py
@@ -45,21 +45,21 @@ class Webhook(RPCHandler):
try:
whconfig = self._config['webhook']
if msg['type'] in [RPCMessageType.ENTRY]:
- valuedict = whconfig.get('webhookentry', None)
+ valuedict = whconfig.get('webhookentry')
elif msg['type'] in [RPCMessageType.ENTRY_CANCEL]:
- valuedict = whconfig.get('webhookentrycancel', None)
+ valuedict = whconfig.get('webhookentrycancel')
elif msg['type'] in [RPCMessageType.ENTRY_FILL]:
- valuedict = whconfig.get('webhookentryfill', None)
+ valuedict = whconfig.get('webhookentryfill')
elif msg['type'] == RPCMessageType.EXIT:
- valuedict = whconfig.get('webhookexit', None)
+ valuedict = whconfig.get('webhookexit')
elif msg['type'] == RPCMessageType.EXIT_FILL:
- valuedict = whconfig.get('webhookexitfill', None)
+ valuedict = whconfig.get('webhookexitfill')
elif msg['type'] == RPCMessageType.EXIT_CANCEL:
- valuedict = whconfig.get('webhookexitcancel', None)
+ valuedict = whconfig.get('webhookexitcancel')
elif msg['type'] in (RPCMessageType.STATUS,
RPCMessageType.STARTUP,
RPCMessageType.WARNING):
- valuedict = whconfig.get('webhookstatus', None)
+ valuedict = whconfig.get('webhookstatus')
else:
raise NotImplementedError('Unknown message type: {}'.format(msg['type']))
if not valuedict:
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index cdcfc969e..47377f238 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -191,6 +191,7 @@ def detect_parameters(
and attr.category is not None and attr.category != category):
raise OperationalException(
f'Inconclusive parameter name {attr_name}, category: {attr.category}.')
+
if (category == attr.category or
(attr_name.startswith(category + '_') and attr.category is None)):
yield attr_name, attr
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index d4ccfc5db..5e0aba2fe 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -442,7 +442,8 @@ class IStrategy(ABC, HyperStrategyMixin):
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: Optional[float], max_stake: float,
- entry_tag: Optional[str], side: str, **kwargs) -> float:
+ leverage: float, entry_tag: Optional[str], side: str,
+ **kwargs) -> float:
"""
Customize stake size for each new trade.
@@ -452,6 +453,7 @@ class IStrategy(ABC, HyperStrategyMixin):
:param proposed_stake: A stake amount proposed by the bot.
:param min_stake: Minimal stake size allowed by exchange.
:param max_stake: Balance available for trading.
+ :param leverage: Leverage selected for this trade.
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
:param side: 'long' or 'short' - indicating the direction of the proposed trade
:return: A stake size, which is between min_stake and max_stake.
@@ -461,10 +463,13 @@ class IStrategy(ABC, HyperStrategyMixin):
def adjust_trade_position(self, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float,
min_stake: Optional[float], max_stake: float,
+ current_entry_rate: float, current_exit_rate: float,
+ current_entry_profit: float, current_exit_profit: float,
**kwargs) -> Optional[float]:
"""
- Custom trade adjustment logic, returning the stake amount that a trade should be increased.
- This means extra buy orders with additional fees.
+ Custom trade adjustment logic, returning the stake amount that a trade should be
+ increased or decreased.
+ This means extra buy or sell orders with additional fees.
Only called when `position_adjustment_enable` is set to True.
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
@@ -475,10 +480,16 @@ class IStrategy(ABC, HyperStrategyMixin):
:param current_time: datetime object, containing the current datetime
:param current_rate: Current buy rate.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
- :param min_stake: Minimal stake size allowed by exchange.
- :param max_stake: Balance available for trading.
+ :param min_stake: Minimal stake size allowed by exchange (for both entries and exits)
+ :param max_stake: Maximum stake allowed (either through balance, or by exchange limits).
+ :param current_entry_rate: Current rate using entry pricing.
+ :param current_exit_rate: Current rate using exit pricing.
+ :param current_entry_profit: Current profit using entry pricing.
+ :param current_exit_profit: Current profit using exit pricing.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
- :return float: Stake amount to adjust your trade
+ :return float: Stake amount to adjust your trade,
+ Positive values to increase position, Negative values to decrease position.
+ Return None for no action.
"""
return None
@@ -961,7 +972,7 @@ class IStrategy(ABC, HyperStrategyMixin):
# ROI
# Trailing stoploss
- if stoplossflag.exit_type == ExitType.STOP_LOSS:
+ if stoplossflag.exit_type in (ExitType.STOP_LOSS, ExitType.LIQUIDATION):
logger.debug(f"{trade.pair} - Stoploss hit. exit_type={stoplossflag.exit_type}")
exits.append(stoplossflag)
@@ -1033,6 +1044,17 @@ class IStrategy(ABC, HyperStrategyMixin):
sl_higher_long = (trade.stop_loss >= (low or current_rate) and not trade.is_short)
sl_lower_short = (trade.stop_loss <= (high or current_rate) and trade.is_short)
+ liq_higher_long = (trade.liquidation_price
+ and trade.liquidation_price >= (low or current_rate)
+ and not trade.is_short)
+ liq_lower_short = (trade.liquidation_price
+ and trade.liquidation_price <= (high or current_rate)
+ and trade.is_short)
+
+ if (liq_higher_long or liq_lower_short):
+ logger.debug(f"{trade.pair} - Liquidation price hit. exit_type=ExitType.LIQUIDATION")
+ return ExitCheckTuple(exit_type=ExitType.LIQUIDATION)
+
# evaluate if the stoploss was hit if stoploss is not on exchange
# in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
# regular stoploss handling.
@@ -1050,13 +1072,6 @@ class IStrategy(ABC, HyperStrategyMixin):
f"stoploss is {trade.stop_loss:.6f}, "
f"initial stoploss was at {trade.initial_stop_loss:.6f}, "
f"trade opened at {trade.open_rate:.6f}")
- new_stoploss = (
- trade.stop_loss + trade.initial_stop_loss
- if trade.is_short else
- trade.stop_loss - trade.initial_stop_loss
- )
- logger.debug(f"{trade.pair} - Trailing stop saved "
- f"{new_stoploss:.6f}")
return ExitCheckTuple(exit_type=exit_type)
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 914aa964b..681af84c6 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -12,6 +12,7 @@
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "{{ fiat_display_currency }}",{{ ('\n "timeframe": "' + timeframe + '",') if timeframe else '' }}
"dry_run": {{ dry_run | lower }},
+ "dry_run_wallet": 1000,
"cancel_open_orders_on_exit": false,
"trading_mode": "{{ trading_mode }}",
"margin_mode": "{{ margin_mode }}",
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 93e4b83ae..a7430c225 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -51,11 +51,13 @@
"source": [
"# Load data using values set above\n",
"from freqtrade.data.history import load_pair_history\n",
+ "from freqtrade.enums import CandleType\n",
"\n",
"candles = load_pair_history(datadir=data_location,\n",
" timeframe=config[\"timeframe\"],\n",
" pair=pair,\n",
" data_format = \"hdf5\",\n",
+ " candle_type=CandleType.SPOT,\n",
" )\n",
"\n",
"# Confirm success\n",
diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index 815ca7cd3..488ca2fd7 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -79,9 +79,10 @@ def custom_exit_price(self, pair: str, trade: 'Trade',
"""
return proposed_rate
-def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate: float,
+def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: Optional[float], max_stake: float,
- entry_tag: 'Optional[str]', side: str, **kwargs) -> float:
+ leverage: float, entry_tag: Optional[str], side: str,
+ **kwargs) -> float:
"""
Customize stake size for each new trade.
@@ -91,6 +92,7 @@ def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate:
:param proposed_stake: A stake amount proposed by the bot.
:param min_stake: Minimal stake size allowed by exchange.
:param max_stake: Balance available for trading.
+ :param leverage: Leverage selected for this trade.
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
:param side: 'long' or 'short' - indicating the direction of the proposed trade
:return: A stake size, which is between min_stake and max_stake.
@@ -245,12 +247,16 @@ def check_exit_timeout(self, pair: str, trade: 'Trade', order: 'Order',
"""
return False
-def adjust_trade_position(self, trade: 'Trade', current_time: 'datetime',
- current_rate: float, current_profit: float, min_stake: Optional[float],
- max_stake: float, **kwargs) -> 'Optional[float]':
+def adjust_trade_position(self, trade: 'Trade', current_time: datetime,
+ current_rate: float, current_profit: float,
+ min_stake: Optional[float], max_stake: float,
+ current_entry_rate: float, current_exit_rate: float,
+ current_entry_profit: float, current_exit_profit: float,
+ **kwargs) -> Optional[float]:
"""
- Custom trade adjustment logic, returning the stake amount that a trade should be increased.
- This means extra buy orders with additional fees.
+ Custom trade adjustment logic, returning the stake amount that a trade should be
+ increased or decreased.
+ This means extra buy or sell orders with additional fees.
Only called when `position_adjustment_enable` is set to True.
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
@@ -261,10 +267,16 @@ def adjust_trade_position(self, trade: 'Trade', current_time: 'datetime',
:param current_time: datetime object, containing the current datetime
:param current_rate: Current buy rate.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
- :param min_stake: Minimal stake size allowed by exchange.
- :param max_stake: Balance available for trading.
+ :param min_stake: Minimal stake size allowed by exchange (for both entries and exits)
+ :param max_stake: Maximum stake allowed (either through balance, or by exchange limits).
+ :param current_entry_rate: Current rate using entry pricing.
+ :param current_exit_rate: Current rate using exit pricing.
+ :param current_entry_profit: Current profit using entry pricing.
+ :param current_exit_profit: Current profit using exit pricing.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
- :return float: Stake amount to adjust your trade
+ :return float: Stake amount to adjust your trade,
+ Positive values to increase position, Negative values to decrease position.
+ Return None for no action.
"""
return None
diff --git a/freqtrade/util/__init__.py b/freqtrade/util/__init__.py
new file mode 100644
index 000000000..7980b7ca2
--- /dev/null
+++ b/freqtrade/util/__init__.py
@@ -0,0 +1,3 @@
+# flake8: noqa: F401
+from freqtrade.util.ft_precise import FtPrecise
+from freqtrade.util.periodic_cache import PeriodicCache
diff --git a/freqtrade/util/ft_precise.py b/freqtrade/util/ft_precise.py
new file mode 100644
index 000000000..aba0517a9
--- /dev/null
+++ b/freqtrade/util/ft_precise.py
@@ -0,0 +1,12 @@
+"""
+Slim wrapper around ccxt's Precise (string math)
+To have imports from freqtrade - and support float initializers
+"""
+from ccxt import Precise
+
+
+class FtPrecise(Precise):
+ def __init__(self, number, decimals=None):
+ if not isinstance(number, str):
+ number = str(number)
+ super().__init__(number, decimals)
diff --git a/freqtrade/configuration/PeriodicCache.py b/freqtrade/util/periodic_cache.py
similarity index 100%
rename from freqtrade/configuration/PeriodicCache.py
rename to freqtrade/util/periodic_cache.py
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 0c2197917..14e5a6743 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -131,9 +131,9 @@ class Wallets:
if isinstance(balances[currency], dict):
self._wallets[currency] = Wallet(
currency,
- balances[currency].get('free', None),
- balances[currency].get('used', None),
- balances[currency].get('total', None)
+ balances[currency].get('free'),
+ balances[currency].get('used'),
+ balances[currency].get('total')
)
# Remove currencies no longer in get_balances output
for currency in deepcopy(self._wallets):
diff --git a/requirements-dev.txt b/requirements-dev.txt
index 19912d59c..977b7b9ec 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -5,25 +5,25 @@
-r docs/requirements-docs.txt
coveralls==3.3.1
-flake8==4.0.1
+flake8==5.0.4
flake8-tidy-imports==4.8.0
-mypy==0.961
-pre-commit==2.19.0
+mypy==0.971
+pre-commit==2.20.0
pytest==7.1.2
-pytest-asyncio==0.18.3
+pytest-asyncio==0.19.0
pytest-cov==3.0.0
-pytest-mock==3.7.0
+pytest-mock==3.8.2
pytest-random-order==1.0.4
isort==5.10.1
# For datetime mocking
-time-machine==2.7.0
+time-machine==2.7.1
# Convert jupyter notebooks to markdown documents
nbconvert==6.5.0
# mypy types
-types-cachetools==5.0.1
+types-cachetools==5.2.1
types-filelock==3.2.7
-types-requests==2.27.30
-types-tabulate==0.8.9
-types-python-dateutil==2.8.17
+types-requests==2.28.8
+types-tabulate==0.8.11
+types-python-dateutil==2.8.19
diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 94e59ec15..11b9511f2 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,8 +2,8 @@
-r requirements.txt
# Required for hyperopt
-scipy==1.8.1
-scikit-learn==1.1.1
+scipy==1.9.0
+scikit-learn==1.1.2
scikit-optimize==0.9.0
filelock==3.7.1
progressbar2==4.0.0
diff --git a/requirements-plot.txt b/requirements-plot.txt
index a2a894c57..0f6ae94c2 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,4 +1,4 @@
# Include all requirements to run the bot.
-r requirements.txt
-plotly==5.8.2
+plotly==5.9.0
diff --git a/requirements.txt b/requirements.txt
index b2dbd921e..4fa6e60a0 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,21 +1,21 @@
-numpy==1.22.4
-pandas==1.4.2
+numpy==1.23.1
+pandas==1.4.3
pandas-ta==0.3.14b
-ccxt==1.87.12
+ccxt==1.91.93
# Pin cryptography for now due to rust build errors with piwheels
-cryptography==37.0.2
+cryptography==37.0.4
aiohttp==3.8.1
-SQLAlchemy==1.4.37
-python-telegram-bot==13.12
+SQLAlchemy==1.4.39
+python-telegram-bot==13.13
arrow==1.2.2
cachetools==4.2.2
-requests==2.28.0
-urllib3==1.26.9
-jsonschema==4.6.0
+requests==2.28.1
+urllib3==1.26.11
+jsonschema==4.9.1
TA-Lib==0.4.24
technical==1.3.0
-tabulate==0.8.9
+tabulate==0.8.10
pycoingecko==2.2.0
jinja2==3.1.2
tables==3.7.0
@@ -26,25 +26,25 @@ joblib==1.1.0
py_find_1st==1.1.5
# Load ticker files 30% faster
-python-rapidjson==1.6
+python-rapidjson==1.8
# Properly format api responses
-orjson==3.7.2
+orjson==3.7.11
# Notify systemd
sdnotify==0.3.2
# API Server
-fastapi==0.78.0
-uvicorn==0.17.6
+fastapi==0.79.0
+uvicorn==0.18.2
pyjwt==2.4.0
aiofiles==0.8.0
psutil==5.9.1
# Support for colorized terminal output
-colorama==0.4.4
+colorama==0.4.5
# Building config files interactively
questionary==1.10.0
-prompt-toolkit==3.0.29
+prompt-toolkit==3.0.30
# Extensions to datetime library
python-dateutil==2.8.2
diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index e5d358c98..989e6a50d 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -275,14 +275,20 @@ class FtRestClient():
}
return self._post("forceenter", data=data)
- def forceexit(self, tradeid):
+ def forceexit(self, tradeid, ordertype=None, amount=None):
"""Force-exit a trade.
:param tradeid: Id of the trade (can be received via status command)
+ :param ordertype: Order type to use (must be market or limit)
+ :param amount: Amount to sell. Full sell if not given
:return: json object
"""
- return self._post("forceexit", data={"tradeid": tradeid})
+ return self._post("forceexit", data={
+ "tradeid": tradeid,
+ "ordertype": ordertype,
+ "amount": amount,
+ })
def strategies(self):
"""Lists available strategies
diff --git a/tests/conftest.py b/tests/conftest.py
index b4b98cbeb..a02fc4566 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -78,9 +78,21 @@ def get_args(args):
# Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines
-def get_mock_coro(return_value):
+# TODO: This should be replaced with AsyncMock once support for python 3.7 is dropped.
+def get_mock_coro(return_value=None, side_effect=None):
async def mock_coro(*args, **kwargs):
- return return_value
+ if side_effect:
+ if isinstance(side_effect, list):
+ effect = side_effect.pop(0)
+ else:
+ effect = side_effect
+ if isinstance(effect, Exception):
+ raise effect
+ if callable(effect):
+ return effect(*args, **kwargs)
+ return effect
+ else:
+ return return_value
return Mock(wraps=mock_coro)
@@ -100,11 +112,8 @@ def patch_exchange(
mock_supported_modes=True
) -> None:
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock(return_value={}))
- mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+ mocker.patch('freqtrade.exchange.Exchange.validate_config', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
- mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())
- mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency', MagicMock())
- mocker.patch('freqtrade.exchange.Exchange.validate_pricing')
mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
@@ -139,7 +148,7 @@ def get_patched_exchange(mocker, config, api_mock=None, id='binance',
patch_exchange(mocker, api_mock, id, mock_markets, mock_supported_modes)
config['exchange']['name'] = id
try:
- exchange = ExchangeResolver.load_exchange(id, config)
+ exchange = ExchangeResolver.load_exchange(id, config, load_leverage_tiers=True)
except ImportError:
exchange = Exchange(config)
return exchange
@@ -1618,8 +1627,8 @@ def limit_buy_order_open():
'timestamp': arrow.utcnow().int_timestamp * 1000,
'datetime': arrow.utcnow().isoformat(),
'price': 0.00001099,
+ 'average': 0.00001099,
'amount': 90.99181073,
- 'average': None,
'filled': 0.0,
'cost': 0.0009999,
'remaining': 90.99181073,
@@ -1682,6 +1691,7 @@ def limit_buy_order_old_partial():
'price': 0.00001099,
'amount': 90.99181073,
'filled': 23.0,
+ 'cost': 90.99181073 * 23.0,
'remaining': 67.99181073,
'status': 'open'
}
@@ -2599,7 +2609,7 @@ def open_trade_usdt():
pair='ADA/USDT',
open_rate=2.0,
exchange='binance',
- open_order_id='123456789',
+ open_order_id='123456789_exit',
amount=30.0,
fee_open=0.0,
fee_close=0.0,
@@ -2624,6 +2634,23 @@ def open_trade_usdt():
cost=trade.open_rate * trade.amount,
order_date=trade.open_date,
order_filled_date=trade.open_date,
+ ),
+ Order(
+ ft_order_side='exit',
+ ft_pair=trade.pair,
+ ft_is_open=True,
+ order_id='123456789_exit',
+ status="open",
+ symbol=trade.pair,
+ order_type="limit",
+ side="sell",
+ price=trade.open_rate,
+ average=trade.open_rate,
+ filled=trade.amount,
+ remaining=0,
+ cost=trade.open_rate * trade.amount,
+ order_date=trade.open_date,
+ order_filled_date=trade.open_date,
)
]
return trade
@@ -2790,6 +2817,7 @@ def limit_buy_order_usdt_open():
'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().int_timestamp * 1000,
'price': 2.00,
+ 'average': 2.00,
'amount': 30.0,
'filled': 0.0,
'cost': 60.0,
@@ -3153,60 +3181,46 @@ def leverage_tiers():
"AAVE/USDT": [
{
'min': 0,
- 'max': 50000,
+ 'max': 5000,
'mmr': 0.01,
'lev': 50,
'maintAmt': 0.0
},
{
- 'min': 50000,
- 'max': 250000,
+ 'min': 5000,
+ 'max': 25000,
'mmr': 0.02,
'lev': 25,
- 'maintAmt': 500.0
+ 'maintAmt': 75.0
+ },
+ {
+ 'min': 25000,
+ 'max': 100000,
+ 'mmr': 0.05,
+ 'lev': 10,
+ 'maintAmt': 700.0
+ },
+ {
+ 'min': 100000,
+ 'max': 250000,
+ 'mmr': 0.1,
+ 'lev': 5,
+ 'maintAmt': 5700.0
},
{
'min': 250000,
'max': 1000000,
- 'mmr': 0.05,
- 'lev': 10,
- 'maintAmt': 8000.0
- },
- {
- 'min': 1000000,
- 'max': 2000000,
- 'mmr': 0.1,
- 'lev': 5,
- 'maintAmt': 58000.0
- },
- {
- 'min': 2000000,
- 'max': 5000000,
'mmr': 0.125,
- 'lev': 4,
- 'maintAmt': 108000.0
- },
- {
- 'min': 5000000,
- 'max': 10000000,
- 'mmr': 0.1665,
- 'lev': 3,
- 'maintAmt': 315500.0
+ 'lev': 2,
+ 'maintAmt': 11950.0
},
{
'min': 10000000,
- 'max': 20000000,
- 'mmr': 0.25,
- 'lev': 2,
- 'maintAmt': 1150500.0
+ 'max': 50000000,
+ 'mmr': 0.5,
+ 'lev': 1,
+ 'maintAmt': 386950.0
},
- {
- "min": 20000000,
- "max": 50000000,
- "mmr": 0.5,
- "lev": 1,
- "maintAmt": 6150500.0
- }
],
"ADA/BUSD": [
{
diff --git a/tests/conftest_trades.py b/tests/conftest_trades.py
index 1a8cf3183..9642435e5 100644
--- a/tests/conftest_trades.py
+++ b/tests/conftest_trades.py
@@ -214,7 +214,8 @@ def mock_trade_4(fee, is_short: bool):
open_order_id=f'prod_buy_{direc(is_short)}_12345',
strategy='StrategyTestV3',
timeframe=5,
- is_short=is_short
+ is_short=is_short,
+ stop_loss_pct=0.10
)
o = Order.parse_from_ccxt_object(mock_order_4(is_short), 'ETC/BTC', entry_side(is_short))
trade.orders.append(o)
@@ -270,7 +271,8 @@ def mock_trade_5(fee, is_short: bool):
enter_tag='TEST1',
stoploss_order_id=f'prod_stoploss_{direc(is_short)}_3455',
timeframe=5,
- is_short=is_short
+ is_short=is_short,
+ stop_loss_pct=0.10,
)
o = Order.parse_from_ccxt_object(mock_order_5(is_short), 'XRP/BTC', entry_side(is_short))
trade.orders.append(o)
diff --git a/tests/conftest_trades_usdt.py b/tests/conftest_trades_usdt.py
index 41d705c01..9a89eaca6 100644
--- a/tests/conftest_trades_usdt.py
+++ b/tests/conftest_trades_usdt.py
@@ -63,7 +63,7 @@ def mock_trade_usdt_1(fee, is_short: bool):
open_rate=10.0,
close_rate=8.0,
close_profit=-0.2,
- close_profit_abs=-4.0,
+ close_profit_abs=-4.09,
exchange='binance',
strategy='SampleStrategy',
open_order_id=f'prod_exit_1_{direc(is_short)}',
@@ -183,7 +183,7 @@ def mock_trade_usdt_3(fee, is_short: bool):
open_rate=1.0,
close_rate=1.1,
close_profit=0.1,
- close_profit_abs=9.8425,
+ close_profit_abs=2.8425,
exchange='binance',
is_open=False,
strategy='StrategyTestV2',
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index 93f82de5d..49603feac 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -311,3 +311,27 @@ def test_no_exchange_mode(default_conf):
with pytest.raises(OperationalException, match=message):
dp.available_pairs()
+
+
+def test_dp_send_msg(default_conf):
+
+ default_conf["runmode"] = RunMode.DRY_RUN
+
+ default_conf["timeframe"] = '1h'
+ dp = DataProvider(default_conf, None)
+ msg = 'Test message'
+ dp.send_msg(msg)
+
+ assert msg in dp._msg_queue
+ dp._msg_queue.pop()
+ assert msg not in dp._msg_queue
+ # Message is not resent due to caching
+ dp.send_msg(msg)
+ assert msg not in dp._msg_queue
+ dp.send_msg(msg, always_send=True)
+ assert msg in dp._msg_queue
+
+ default_conf["runmode"] = RunMode.BACKTEST
+ dp = DataProvider(default_conf, None)
+ dp.send_msg(msg, always_send=True)
+ assert msg not in dp._msg_queue
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index b30d6f998..1b0191fda 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -136,7 +136,7 @@ def test_adjust(mocker, edge_conf):
))
pairs = ['A/B', 'C/D', 'E/F', 'G/H']
- assert(edge.adjust(pairs) == ['E/F', 'C/D'])
+ assert (edge.adjust(pairs) == ['E/F', 'C/D'])
def test_stoploss(mocker, edge_conf):
diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index e016873cb..7bb52ccaf 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -137,7 +137,8 @@ def exchange_futures(request, exchange_conf, class_mocker):
'freqtrade.exchange.binance.Binance.fill_leverage_tiers')
class_mocker.patch('freqtrade.exchange.exchange.Exchange.fetch_trading_fees')
class_mocker.patch('freqtrade.exchange.okx.Okx.additional_exchange_init')
- exchange = ExchangeResolver.load_exchange(request.param, exchange_conf, validate=True)
+ exchange = ExchangeResolver.load_exchange(
+ request.param, exchange_conf, validate=True, load_leverage_tiers=True)
yield exchange, request.param
@@ -153,6 +154,25 @@ class TestCCXTExchange():
assert isinstance(markets[pair], dict)
assert exchange.market_is_spot(markets[pair])
+ def test_has_validations(self, exchange):
+
+ exchange, exchangename = exchange
+
+ exchange.validate_ordertypes({
+ 'entry': 'limit',
+ 'exit': 'limit',
+ 'stoploss': 'limit',
+ })
+
+ if exchangename == 'gateio':
+ # gateio doesn't have market orders on spot
+ return
+ exchange.validate_ordertypes({
+ 'entry': 'market',
+ 'exit': 'market',
+ 'stoploss': 'market',
+ })
+
def test_load_markets_futures(self, exchange_futures):
exchange, exchangename = exchange_futures
if not exchange:
@@ -199,8 +219,13 @@ class TestCCXTExchange():
l2 = exchange.fetch_l2_order_book(pair)
assert 'asks' in l2
assert 'bids' in l2
+ assert len(l2['asks']) >= 1
+ assert len(l2['bids']) >= 1
l2_limit_range = exchange._ft_has['l2_limit_range']
l2_limit_range_required = exchange._ft_has['l2_limit_range_required']
+ if exchangename == 'gateio':
+ # TODO: Gateio is unstable here at the moment, ignoring the limit partially.
+ return
for val in [1, 2, 5, 25, 100]:
l2 = exchange.fetch_l2_order_book(pair, val)
if not l2_limit_range or val in l2_limit_range:
diff --git a/tests/exchange/test_ccxt_precise.py b/tests/exchange/test_ccxt_precise.py
index 026adb4c1..8b599093f 100644
--- a/tests/exchange/test_ccxt_precise.py
+++ b/tests/exchange/test_ccxt_precise.py
@@ -1,14 +1,14 @@
-from ccxt import Precise
+from freqtrade.util import FtPrecise
-ws = Precise('-1.123e-6')
-ws = Precise('-1.123e-6')
-xs = Precise('0.00000002')
-ys = Precise('69696900000')
-zs = Precise('0')
+ws = FtPrecise('-1.123e-6')
+ws = FtPrecise('-1.123e-6')
+xs = FtPrecise('0.00000002')
+ys = FtPrecise('69696900000')
+zs = FtPrecise('0')
-def test_precise():
+def test_FtPrecise():
assert ys * xs == '1393.938'
assert xs * ys == '1393.938'
@@ -45,31 +45,36 @@ def test_precise():
assert xs + zs == '0.00000002'
assert ys + zs == '69696900000'
- assert abs(Precise('-500.1')) == '500.1'
- assert abs(Precise('213')) == '213'
+ assert abs(FtPrecise('-500.1')) == '500.1'
+ assert abs(FtPrecise('213')) == '213'
- assert abs(Precise('-500.1')) == '500.1'
- assert -Precise('213') == '-213'
+ assert abs(FtPrecise('-500.1')) == '500.1'
+ assert -FtPrecise('213') == '-213'
- assert Precise('10.1') % Precise('0.5') == '0.1'
- assert Precise('5550') % Precise('120') == '30'
+ assert FtPrecise('10.1') % FtPrecise('0.5') == '0.1'
+ assert FtPrecise('5550') % FtPrecise('120') == '30'
- assert Precise('-0.0') == Precise('0')
- assert Precise('5.534000') == Precise('5.5340')
+ assert FtPrecise('-0.0') == FtPrecise('0')
+ assert FtPrecise('5.534000') == FtPrecise('5.5340')
- assert min(Precise('-3.1415'), Precise('-2')) == '-3.1415'
+ assert min(FtPrecise('-3.1415'), FtPrecise('-2')) == '-3.1415'
- assert max(Precise('3.1415'), Precise('-2')) == '3.1415'
+ assert max(FtPrecise('3.1415'), FtPrecise('-2')) == '3.1415'
- assert Precise('2') > Precise('1.2345')
- assert not Precise('-3.1415') > Precise('-2')
- assert not Precise('3.1415') > Precise('3.1415')
- assert Precise.string_gt('3.14150000000000000000001', '3.1415')
+ assert FtPrecise('2') > FtPrecise('1.2345')
+ assert not FtPrecise('-3.1415') > FtPrecise('-2')
+ assert not FtPrecise('3.1415') > FtPrecise('3.1415')
+ assert FtPrecise.string_gt('3.14150000000000000000001', '3.1415')
- assert Precise('3.1415') >= Precise('3.1415')
- assert Precise('3.14150000000000000000001') >= Precise('3.1415')
+ assert FtPrecise('3.1415') >= FtPrecise('3.1415')
+ assert FtPrecise('3.14150000000000000000001') >= FtPrecise('3.1415')
- assert not Precise('3.1415') < Precise('3.1415')
+ assert not FtPrecise('3.1415') < FtPrecise('3.1415')
- assert Precise('3.1415') <= Precise('3.1415')
- assert Precise('3.1415') <= Precise('3.14150000000000000000001')
+ assert FtPrecise('3.1415') <= FtPrecise('3.1415')
+ assert FtPrecise('3.1415') <= FtPrecise('3.14150000000000000000001')
+
+ assert FtPrecise(213) == '213'
+ assert FtPrecise(-213) == '-213'
+ assert str(FtPrecise(-213)) == '-213'
+ assert FtPrecise(213.2) == '213.2'
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 708a0e889..bbe424430 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -27,6 +27,57 @@ from tests.conftest import get_mock_coro, get_patched_exchange, log_has, log_has
# Make sure to always keep one exchange here which is NOT subclassed!!
EXCHANGES = ['bittrex', 'binance', 'kraken', 'ftx', 'gateio']
+get_entry_rate_data = [
+ ('other', 20, 19, 10, 0.0, 20), # Full ask side
+ ('ask', 20, 19, 10, 0.0, 20), # Full ask side
+ ('ask', 20, 19, 10, 1.0, 10), # Full last side
+ ('ask', 20, 19, 10, 0.5, 15), # Between ask and last
+ ('ask', 20, 19, 10, 0.7, 13), # Between ask and last
+ ('ask', 20, 19, 10, 0.3, 17), # Between ask and last
+ ('ask', 5, 6, 10, 1.0, 5), # last bigger than ask
+ ('ask', 5, 6, 10, 0.5, 5), # last bigger than ask
+ ('ask', 20, 19, 10, None, 20), # price_last_balance missing
+ ('ask', 10, 20, None, 0.5, 10), # last not available - uses ask
+ ('ask', 4, 5, None, 0.5, 4), # last not available - uses ask
+ ('ask', 4, 5, None, 1, 4), # last not available - uses ask
+ ('ask', 4, 5, None, 0, 4), # last not available - uses ask
+ ('same', 21, 20, 10, 0.0, 20), # Full bid side
+ ('bid', 21, 20, 10, 0.0, 20), # Full bid side
+ ('bid', 21, 20, 10, 1.0, 10), # Full last side
+ ('bid', 21, 20, 10, 0.5, 15), # Between bid and last
+ ('bid', 21, 20, 10, 0.7, 13), # Between bid and last
+ ('bid', 21, 20, 10, 0.3, 17), # Between bid and last
+ ('bid', 6, 5, 10, 1.0, 5), # last bigger than bid
+ ('bid', 21, 20, 10, None, 20), # price_last_balance missing
+ ('bid', 6, 5, 10, 0.5, 5), # last bigger than bid
+ ('bid', 21, 20, None, 0.5, 20), # last not available - uses bid
+ ('bid', 6, 5, None, 0.5, 5), # last not available - uses bid
+ ('bid', 6, 5, None, 1, 5), # last not available - uses bid
+ ('bid', 6, 5, None, 0, 5), # last not available - uses bid
+]
+
+get_sell_rate_data = [
+ ('bid', 12.0, 11.0, 11.5, 0.0, 11.0), # full bid side
+ ('bid', 12.0, 11.0, 11.5, 1.0, 11.5), # full last side
+ ('bid', 12.0, 11.0, 11.5, 0.5, 11.25), # between bid and lat
+ ('bid', 12.0, 11.2, 10.5, 0.0, 11.2), # Last smaller than bid
+ ('bid', 12.0, 11.2, 10.5, 1.0, 11.2), # Last smaller than bid - uses bid
+ ('bid', 12.0, 11.2, 10.5, 0.5, 11.2), # Last smaller than bid - uses bid
+ ('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
+ ('bid', 0.003, 0.002, 0.005, None, 0.002),
+ ('ask', 12.0, 11.0, 12.5, 0.0, 12.0), # full ask side
+ ('ask', 12.0, 11.0, 12.5, 1.0, 12.5), # full last side
+ ('ask', 12.0, 11.0, 12.5, 0.5, 12.25), # between bid and lat
+ ('ask', 12.2, 11.2, 10.5, 0.0, 12.2), # Last smaller than ask
+ ('ask', 12.0, 11.0, 10.5, 1.0, 12.0), # Last smaller than ask - uses ask
+ ('ask', 12.0, 11.2, 10.5, 0.5, 12.0), # Last smaller than ask - uses ask
+ ('ask', 10.0, 11.0, 11.0, 0.0, 10.0),
+ ('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
+ ('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
+ ('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
+ ('ask', 0.006, 1.0, 11.0, None, 0.006),
+]
+
def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
fun, mock_ccxt_fun, retries=API_RETRY_COUNT + 1, **kwargs):
@@ -1135,7 +1186,58 @@ def test_create_dry_run_order(default_conf, mocker, side, exchange_name, leverag
assert order["symbol"] == "ETH/BTC"
assert order["amount"] == 1
assert order["leverage"] == leverage
- assert order["cost"] == 1 * 200 / leverage
+ assert order["cost"] == 1 * 200
+
+
+@pytest.mark.parametrize('side,is_short,order_reason', [
+ ("buy", False, "entry"),
+ ("sell", False, "exit"),
+ ("buy", True, "exit"),
+ ("sell", True, "entry"),
+])
+@pytest.mark.parametrize("order_type,price_side,fee", [
+ ("limit", "same", 1.0),
+ ("limit", "other", 2.0),
+ ("market", "same", 2.0),
+ ("market", "other", 2.0),
+])
+def test_create_dry_run_order_fees(
+ default_conf,
+ mocker,
+ side,
+ order_type,
+ is_short,
+ order_reason,
+ price_side,
+ fee,
+):
+ mocker.patch(
+ 'freqtrade.exchange.Exchange.get_fee',
+ side_effect=lambda symbol, taker_or_maker: 2.0 if taker_or_maker == 'taker' else 1.0
+ )
+ mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled',
+ return_value=price_side == 'other')
+ exchange = get_patched_exchange(mocker, default_conf)
+
+ order = exchange.create_dry_run_order(
+ pair='LTC/USDT',
+ ordertype=order_type,
+ side=side,
+ amount=10,
+ rate=2.0,
+ leverage=1.0
+ )
+ if price_side == 'other' or order_type == 'market':
+ assert order['fee']['rate'] == fee
+ return
+ else:
+ assert order['fee'] is None
+
+ mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled',
+ return_value=price_side != 'other')
+
+ order1 = exchange.fetch_dry_run_order(order['id'])
+ assert order1['fee']['rate'] == fee
@pytest.mark.parametrize("side,startprice,endprice", [
@@ -2309,34 +2411,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50)
-@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [
- ('other', 20, 19, 10, 0.0, 20), # Full ask side
- ('ask', 20, 19, 10, 0.0, 20), # Full ask side
- ('ask', 20, 19, 10, 1.0, 10), # Full last side
- ('ask', 20, 19, 10, 0.5, 15), # Between ask and last
- ('ask', 20, 19, 10, 0.7, 13), # Between ask and last
- ('ask', 20, 19, 10, 0.3, 17), # Between ask and last
- ('ask', 5, 6, 10, 1.0, 5), # last bigger than ask
- ('ask', 5, 6, 10, 0.5, 5), # last bigger than ask
- ('ask', 20, 19, 10, None, 20), # price_last_balance missing
- ('ask', 10, 20, None, 0.5, 10), # last not available - uses ask
- ('ask', 4, 5, None, 0.5, 4), # last not available - uses ask
- ('ask', 4, 5, None, 1, 4), # last not available - uses ask
- ('ask', 4, 5, None, 0, 4), # last not available - uses ask
- ('same', 21, 20, 10, 0.0, 20), # Full bid side
- ('bid', 21, 20, 10, 0.0, 20), # Full bid side
- ('bid', 21, 20, 10, 1.0, 10), # Full last side
- ('bid', 21, 20, 10, 0.5, 15), # Between bid and last
- ('bid', 21, 20, 10, 0.7, 13), # Between bid and last
- ('bid', 21, 20, 10, 0.3, 17), # Between bid and last
- ('bid', 6, 5, 10, 1.0, 5), # last bigger than bid
- ('bid', 21, 20, 10, None, 20), # price_last_balance missing
- ('bid', 6, 5, 10, 0.5, 5), # last bigger than bid
- ('bid', 21, 20, None, 0.5, 20), # last not available - uses bid
- ('bid', 6, 5, None, 0.5, 5), # last not available - uses bid
- ('bid', 6, 5, None, 1, 5), # last not available - uses bid
- ('bid', 6, 5, None, 0, 5), # last not available - uses bid
-])
+@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", get_entry_rate_data)
def test_get_entry_rate(mocker, default_conf, caplog, side, ask, bid,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
@@ -2360,27 +2435,7 @@ def test_get_entry_rate(mocker, default_conf, caplog, side, ask, bid,
assert not log_has("Using cached entry rate for ETH/BTC.", caplog)
-@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', [
- ('bid', 12.0, 11.0, 11.5, 0.0, 11.0), # full bid side
- ('bid', 12.0, 11.0, 11.5, 1.0, 11.5), # full last side
- ('bid', 12.0, 11.0, 11.5, 0.5, 11.25), # between bid and lat
- ('bid', 12.0, 11.2, 10.5, 0.0, 11.2), # Last smaller than bid
- ('bid', 12.0, 11.2, 10.5, 1.0, 11.2), # Last smaller than bid - uses bid
- ('bid', 12.0, 11.2, 10.5, 0.5, 11.2), # Last smaller than bid - uses bid
- ('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
- ('bid', 0.003, 0.002, 0.005, None, 0.002),
- ('ask', 12.0, 11.0, 12.5, 0.0, 12.0), # full ask side
- ('ask', 12.0, 11.0, 12.5, 1.0, 12.5), # full last side
- ('ask', 12.0, 11.0, 12.5, 0.5, 12.25), # between bid and lat
- ('ask', 12.2, 11.2, 10.5, 0.0, 12.2), # Last smaller than ask
- ('ask', 12.0, 11.0, 10.5, 1.0, 12.0), # Last smaller than ask - uses ask
- ('ask', 12.0, 11.2, 10.5, 0.5, 12.0), # Last smaller than ask - uses ask
- ('ask', 10.0, 11.0, 11.0, 0.0, 10.0),
- ('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
- ('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
- ('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
- ('ask', 0.006, 1.0, 11.0, None, 0.006),
-])
+@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', get_sell_rate_data)
def test_get_exit_rate(default_conf, mocker, caplog, side, bid, ask,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
@@ -2430,14 +2485,14 @@ def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, is_sho
@pytest.mark.parametrize('is_short,side,expected', [
- (False, 'bid', 0.043936), # Value from order_book_l2 fitxure - bids side
- (False, 'ask', 0.043949), # Value from order_book_l2 fitxure - asks side
- (False, 'other', 0.043936), # Value from order_book_l2 fitxure - bids side
- (False, 'same', 0.043949), # Value from order_book_l2 fitxure - asks side
- (True, 'bid', 0.043936), # Value from order_book_l2 fitxure - bids side
- (True, 'ask', 0.043949), # Value from order_book_l2 fitxure - asks side
- (True, 'other', 0.043949), # Value from order_book_l2 fitxure - asks side
- (True, 'same', 0.043936), # Value from order_book_l2 fitxure - bids side
+ (False, 'bid', 0.043936), # Value from order_book_l2 fixture - bids side
+ (False, 'ask', 0.043949), # Value from order_book_l2 fixture - asks side
+ (False, 'other', 0.043936), # Value from order_book_l2 fixture - bids side
+ (False, 'same', 0.043949), # Value from order_book_l2 fixture - asks side
+ (True, 'bid', 0.043936), # Value from order_book_l2 fixture - bids side
+ (True, 'ask', 0.043949), # Value from order_book_l2 fixture - asks side
+ (True, 'other', 0.043949), # Value from order_book_l2 fixture - asks side
+ (True, 'same', 0.043936), # Value from order_book_l2 fixture - bids side
])
def test_get_exit_rate_orderbook(
default_conf, mocker, caplog, is_short, side, expected, order_book_l2):
@@ -2470,7 +2525,8 @@ def test_get_exit_rate_orderbook_exception(default_conf, mocker, caplog):
exchange = get_patched_exchange(mocker, default_conf)
with pytest.raises(PricingError):
exchange.get_rate(pair, refresh=True, side="exit", is_short=False)
- assert log_has_re(r"Exit Price at location 1 from orderbook could not be determined\..*",
+ assert log_has_re(rf"{pair} - Exit Price at location 1 from orderbook "
+ rf"could not be determined\..*",
caplog)
@@ -2497,6 +2553,84 @@ def test_get_exit_rate_exception(default_conf, mocker, is_short):
assert exchange.get_rate(pair, refresh=True, side="exit", is_short=is_short) == 0.13
+@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", get_entry_rate_data)
+@pytest.mark.parametrize("side2", ['bid', 'ask'])
+@pytest.mark.parametrize("use_order_book", [True, False])
+def test_get_rates_testing_buy(mocker, default_conf, caplog, side, ask, bid,
+ last, last_ab, expected,
+ side2, use_order_book, order_book_l2) -> None:
+ caplog.set_level(logging.DEBUG)
+ if last_ab is None:
+ del default_conf['entry_pricing']['price_last_balance']
+ else:
+ default_conf['entry_pricing']['price_last_balance'] = last_ab
+ default_conf['entry_pricing']['price_side'] = side
+ default_conf['exit_pricing']['price_side'] = side2
+ default_conf['exit_pricing']['use_order_book'] = use_order_book
+ api_mock = MagicMock()
+ api_mock.fetch_l2_order_book = order_book_l2
+ api_mock.fetch_ticker = MagicMock(
+ return_value={'ask': ask, 'last': last, 'bid': bid})
+ exchange = get_patched_exchange(mocker, default_conf, api_mock)
+
+ assert exchange.get_rates('ETH/BTC', refresh=True, is_short=False)[0] == expected
+ assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
+
+ api_mock.fetch_l2_order_book.reset_mock()
+ api_mock.fetch_ticker.reset_mock()
+ assert exchange.get_rates('ETH/BTC', refresh=False, is_short=False)[0] == expected
+ assert log_has("Using cached buy rate for ETH/BTC.", caplog)
+ assert api_mock.fetch_l2_order_book.call_count == 0
+ assert api_mock.fetch_ticker.call_count == 0
+ # Running a 2nd time with Refresh on!
+ caplog.clear()
+
+ assert exchange.get_rates('ETH/BTC', refresh=True, is_short=False)[0] == expected
+ assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
+
+ assert api_mock.fetch_l2_order_book.call_count == int(use_order_book)
+ assert api_mock.fetch_ticker.call_count == 1
+
+
+@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', get_sell_rate_data)
+@pytest.mark.parametrize("side2", ['bid', 'ask'])
+@pytest.mark.parametrize("use_order_book", [True, False])
+def test_get_rates_testing_sell(default_conf, mocker, caplog, side, bid, ask,
+ last, last_ab, expected,
+ side2, use_order_book, order_book_l2) -> None:
+ caplog.set_level(logging.DEBUG)
+
+ default_conf['exit_pricing']['price_side'] = side
+ if last_ab is not None:
+ default_conf['exit_pricing']['price_last_balance'] = last_ab
+
+ default_conf['entry_pricing']['price_side'] = side2
+ default_conf['entry_pricing']['use_order_book'] = use_order_book
+ api_mock = MagicMock()
+ api_mock.fetch_l2_order_book = order_book_l2
+ api_mock.fetch_ticker = MagicMock(
+ return_value={'ask': ask, 'last': last, 'bid': bid})
+ exchange = get_patched_exchange(mocker, default_conf, api_mock)
+
+ pair = "ETH/BTC"
+
+ # Test regular mode
+ rate = exchange.get_rates(pair, refresh=True, is_short=False)[1]
+ assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
+ assert isinstance(rate, float)
+ assert rate == expected
+ # Use caching
+ api_mock.fetch_l2_order_book.reset_mock()
+ api_mock.fetch_ticker.reset_mock()
+
+ rate = exchange.get_rates(pair, refresh=False, is_short=False)[1]
+ assert rate == expected
+ assert log_has("Using cached sell rate for ETH/BTC.", caplog)
+
+ assert api_mock.fetch_l2_order_book.call_count == 0
+ assert api_mock.fetch_ticker.call_count == 0
+
+
@pytest.mark.parametrize("exchange_name", EXCHANGES)
@pytest.mark.asyncio
async def test___async_get_candle_history_sort(default_conf, mocker, exchange_name):
@@ -2859,6 +2993,9 @@ def test_check_order_canceled_empty(mocker, default_conf, exchange_name, order,
({'amount': 10.0, 'fee': {}}, False),
({'result': 'testest123'}, False),
('hello_world', False),
+ ({'status': 'canceled', 'amount': None, 'fee': None}, False),
+ ({'status': 'canceled', 'filled': None, 'amount': None, 'fee': None}, False),
+
])
def test_is_cancel_order_result_suitable(mocker, default_conf, exchange_name, order, result):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
@@ -3544,7 +3681,7 @@ def test_order_has_fee(order, expected) -> None:
def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
mocker.patch('freqtrade.exchange.Exchange.calculate_fee_rate', MagicMock(return_value=0.01))
ex = get_patched_exchange(mocker, default_conf)
- assert ex.extract_cost_curr_rate(order) == expected
+ assert ex.extract_cost_curr_rate(order['fee'], order['symbol'], cost=20, amount=1) == expected
@pytest.mark.parametrize("order,unknown_fee_rate,expected", [
@@ -3582,6 +3719,9 @@ def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 1, 4.0),
({'symbol': 'POINT/BTC', 'amount': 0.04, 'cost': 0.5,
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 2, 8.0),
+ # Missing currency
+ ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
+ 'fee': {'currency': None, 'cost': 0.005}}, None, None),
])
def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_rate) -> None:
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})
@@ -3590,7 +3730,8 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_r
ex = get_patched_exchange(mocker, default_conf)
- assert ex.calculate_fee_rate(order) == expected
+ assert ex.calculate_fee_rate(order['fee'], order['symbol'],
+ cost=order['cost'], amount=order['amount']) == expected
@pytest.mark.parametrize('retrycount,max_retries,expected', [
@@ -3669,8 +3810,8 @@ def test__get_funding_fees_from_exchange(default_conf, mocker, exchange_name):
since=unix_time
)
- assert(isclose(expected_fees, fees_from_datetime))
- assert(isclose(expected_fees, fees_from_unix_time))
+ assert (isclose(expected_fees, fees_from_datetime))
+ assert (isclose(expected_fees, fees_from_unix_time))
ccxt_exceptionhandlers(
mocker,
@@ -4041,20 +4182,6 @@ def test_get_or_calculate_liquidation_price(mocker, default_conf):
)
assert liq_price == 17.540699999999998
- ccxt_exceptionhandlers(
- mocker,
- default_conf,
- api_mock,
- "binance",
- "get_or_calculate_liquidation_price",
- "fetch_positions",
- pair="XRP/USDT",
- open_rate=0.0,
- is_short=False,
- position=0.0,
- wallet_balance=0.0,
- )
-
@pytest.mark.parametrize('exchange,rate_start,rate_end,d1,d2,amount,expected_fees', [
('binance', 0, 2, "2021-09-01 01:00:00", "2021-09-01 04:00:00", 30.0, 0.0),
diff --git a/tests/exchange/test_ftx.py b/tests/exchange/test_ftx.py
index 5a83b964a..5213c1b36 100644
--- a/tests/exchange/test_ftx.py
+++ b/tests/exchange/test_ftx.py
@@ -203,7 +203,7 @@ def test_fetch_stoploss_order_ftx(default_conf, mocker, limit_sell_order, limit_
'info': {
'orderId': 'mocked_limit_sell',
}}])
- api_mock.fetch_order = MagicMock(return_value=limit_sell_order)
+ 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')
@@ -219,11 +219,23 @@ def test_fetch_stoploss_order_ftx(default_conf, mocker, limit_sell_order, limit_
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 == 0
- assert order == order
+ 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"))
diff --git a/tests/exchange/test_gateio.py b/tests/exchange/test_gateio.py
index cbd4776fb..dabdbba65 100644
--- a/tests/exchange/test_gateio.py
+++ b/tests/exchange/test_gateio.py
@@ -53,6 +53,25 @@ def test_fetch_stoploss_order_gateio(default_conf, mocker):
assert fetch_order_mock.call_args_list[0][1]['pair'] == 'ETH/BTC'
assert fetch_order_mock.call_args_list[0][1]['params'] == {'stop': True}
+ default_conf['trading_mode'] = 'futures'
+ default_conf['margin_mode'] = 'isolated'
+
+ exchange = get_patched_exchange(mocker, default_conf, id='gateio')
+
+ exchange.fetch_order = MagicMock(return_value={
+ 'status': 'closed',
+ 'id': '1234',
+ 'stopPrice': 5.62,
+ 'info': {
+ 'trade_id': '222555'
+ }
+ })
+
+ exchange.fetch_stoploss_order('1234', 'ETH/BTC')
+ assert exchange.fetch_order.call_count == 2
+ assert exchange.fetch_order.call_args_list[0][1]['order_id'] == '1234'
+ assert exchange.fetch_order.call_args_list[1][1]['order_id'] == '222555'
+
def test_cancel_stoploss_order_gateio(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, id='gateio')
diff --git a/tests/exchange/test_kucoin.py b/tests/exchange/test_kucoin.py
index 8af1e83a3..ebaf5ae81 100644
--- a/tests/exchange/test_kucoin.py
+++ b/tests/exchange/test_kucoin.py
@@ -123,5 +123,5 @@ def test_stoploss_adjust_kucoin(mocker, default_conf):
assert exchange.stoploss_adjust(1501, order, 'sell')
assert not exchange.stoploss_adjust(1499, order, 'sell')
# Test with invalid order case
- order['info']['stop'] = None
- assert not exchange.stoploss_adjust(1501, order, 'sell')
+ order['stopPrice'] = None
+ assert exchange.stoploss_adjust(1501, order, 'sell')
diff --git a/tests/exchange/test_okx.py b/tests/exchange/test_okx.py
index 19c09ad9e..91c4a3368 100644
--- a/tests/exchange/test_okx.py
+++ b/tests/exchange/test_okx.py
@@ -6,7 +6,7 @@ import pytest
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.enums.candletype import CandleType
from freqtrade.exchange.exchange import timeframe_to_minutes
-from tests.conftest import get_patched_exchange
+from tests.conftest import get_mock_coro, get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -273,7 +273,7 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets):
'fetchLeverageTiers': False,
'fetchMarketLeverageTiers': True,
})
- api_mock.fetch_market_leverage_tiers = MagicMock(side_effect=[
+ api_mock.fetch_market_leverage_tiers = get_mock_coro(side_effect=[
[
{
'tier': 1,
diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index 8a9e0cbf0..9eb3a88cc 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -18,11 +18,11 @@ def hyperopt_conf(default_conf):
'runmode': RunMode.HYPEROPT,
'strategy': 'HyperoptableStrategy',
'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
- 'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
- 'epochs': 1,
- 'timerange': None,
- 'spaces': ['default'],
- 'hyperopt_jobs': 1,
+ 'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
+ 'epochs': 1,
+ 'timerange': None,
+ 'spaces': ['default'],
+ 'hyperopt_jobs': 1,
'hyperopt_min_trades': 1,
})
return hyperconf
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 6912184aa..0b964c54a 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -90,28 +90,6 @@ def load_data_test(what, testdatadir):
fill_missing=True)}
-def simple_backtest(config, contour, mocker, testdatadir) -> None:
- patch_exchange(mocker)
- config['timeframe'] = '1m'
- backtesting = Backtesting(config)
- backtesting._set_strategy(backtesting.strategylist[0])
-
- data = load_data_test(contour, testdatadir)
- processed = backtesting.strategy.advise_all_indicators(data)
- min_date, max_date = get_timerange(processed)
- assert isinstance(processed, dict)
- results = backtesting.backtest(
- processed=processed,
- start_date=min_date,
- end_date=max_date,
- max_open_trades=1,
- position_stacking=False,
- enable_protections=config.get('enable_protections', False),
- )
- # results ::
- return results
-
-
# FIX: fixturize this?
def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
data = history.load_data(datadir=datadir, timeframe='1m', pairs=[pair])
@@ -942,6 +920,7 @@ def test_backtest_dataprovider_analyzed_df(default_conf, fee, mocker, testdatadi
def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatadir) -> None:
# While this test IS a copy of test_backtest_pricecontours, it's needed to ensure
# results do not carry-over to the next run, which is not given by using parametrize.
+ patch_exchange(mocker)
default_conf['protections'] = [
{
"method": "CooldownPeriod",
@@ -949,6 +928,7 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
}]
default_conf['enable_protections'] = True
+ default_conf['timeframe'] = '1m'
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
@@ -959,12 +939,27 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
['sine', 9],
['raise', 10],
]
+ backtesting = Backtesting(default_conf)
+ backtesting._set_strategy(backtesting.strategylist[0])
+
# While entry-signals are unrealistic, running backtesting
# over and over again should not cause different results
for [contour, numres] in tests:
# Debug output for random test failure
print(f"{contour}, {numres}")
- assert len(simple_backtest(default_conf, contour, mocker, testdatadir)['results']) == numres
+ data = load_data_test(contour, testdatadir)
+ processed = backtesting.strategy.advise_all_indicators(data)
+ min_date, max_date = get_timerange(processed)
+ assert isinstance(processed, dict)
+ results = backtesting.backtest(
+ processed=processed,
+ start_date=min_date,
+ end_date=max_date,
+ max_open_trades=1,
+ position_stacking=False,
+ enable_protections=default_conf.get('enable_protections', False),
+ )
+ assert len(results['results']) == numres
@pytest.mark.parametrize('protections,contour,expected', [
@@ -990,7 +985,25 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
# While entry-signals are unrealistic, running backtesting
# over and over again should not cause different results
- assert len(simple_backtest(default_conf, contour, mocker, testdatadir)['results']) == expected
+
+ patch_exchange(mocker)
+ default_conf['timeframe'] = '1m'
+ backtesting = Backtesting(default_conf)
+ backtesting._set_strategy(backtesting.strategylist[0])
+
+ data = load_data_test(contour, testdatadir)
+ processed = backtesting.strategy.advise_all_indicators(data)
+ min_date, max_date = get_timerange(processed)
+ assert isinstance(processed, dict)
+ results = backtesting.backtest(
+ processed=processed,
+ start_date=min_date,
+ end_date=max_date,
+ max_open_trades=1,
+ position_stacking=False,
+ enable_protections=default_conf.get('enable_protections', False),
+ )
+ assert len(results['results']) == expected
def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
diff --git a/tests/optimize/test_backtesting_adjust_position.py b/tests/optimize/test_backtesting_adjust_position.py
index fca9c01b2..2bb7de574 100644
--- a/tests/optimize/test_backtesting_adjust_position.py
+++ b/tests/optimize/test_backtesting_adjust_position.py
@@ -1,8 +1,10 @@
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
from copy import deepcopy
+from unittest.mock import MagicMock
import pandas as pd
+import pytest
from arrow import Arrow
from freqtrade.configuration import TimeRange
@@ -87,3 +89,87 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
assert (round(ln.iloc[0]["open"], 6) == round(t["close_rate"], 6) or
round(ln.iloc[0]["low"], 6) < round(
t["close_rate"], 6) < round(ln.iloc[0]["high"], 6))
+
+
+def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> None:
+ default_conf['use_exit_signal'] = False
+ mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+ mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=10)
+ mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
+ patch_exchange(mocker)
+ default_conf.update({
+ "stake_amount": 100.0,
+ "dry_run_wallet": 1000.0,
+ "strategy": "StrategyTestV3"
+ })
+ backtesting = Backtesting(default_conf)
+ backtesting._set_strategy(backtesting.strategylist[0])
+ pair = 'XRP/USDT'
+ row = [
+ pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
+ 2.1, # Open
+ 2.2, # High
+ 1.9, # Low
+ 2.1, # Close
+ 1, # enter_long
+ 0, # exit_long
+ 0, # enter_short
+ 0, # exit_short
+ '', # enter_tag
+ '', # exit_tag
+ ]
+ trade = backtesting._enter_trade(pair, row=row, direction='long')
+ trade.orders[0].close_bt_order(row[0], trade)
+ assert trade
+ assert pytest.approx(trade.stake_amount) == 100.0
+ assert pytest.approx(trade.amount) == 47.61904762
+ assert len(trade.orders) == 1
+ backtesting.strategy.adjust_trade_position = MagicMock(return_value=None)
+
+ trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+ assert trade
+ assert pytest.approx(trade.stake_amount) == 100.0
+ assert pytest.approx(trade.amount) == 47.61904762
+ assert len(trade.orders) == 1
+ # Increase position by 100
+ backtesting.strategy.adjust_trade_position = MagicMock(return_value=100)
+
+ trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+
+ assert trade
+ assert pytest.approx(trade.stake_amount) == 200.0
+ assert pytest.approx(trade.amount) == 95.23809524
+ assert len(trade.orders) == 2
+
+ # Reduce by more than amount - no change to trade.
+ backtesting.strategy.adjust_trade_position = MagicMock(return_value=-500)
+
+ trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+
+ assert trade
+ assert pytest.approx(trade.stake_amount) == 200.0
+ assert pytest.approx(trade.amount) == 95.23809524
+ assert len(trade.orders) == 2
+ assert trade.nr_of_successful_entries == 2
+
+ # Reduce position by 50
+ backtesting.strategy.adjust_trade_position = MagicMock(return_value=-100)
+ trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+
+ assert trade
+ assert pytest.approx(trade.stake_amount) == 100.0
+ assert pytest.approx(trade.amount) == 47.61904762
+ assert len(trade.orders) == 3
+ assert trade.nr_of_successful_entries == 2
+ assert trade.nr_of_successful_exits == 1
+
+ # Adjust below minimum
+ backtesting.strategy.adjust_trade_position = MagicMock(return_value=-99)
+ trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
+
+ assert trade
+ assert pytest.approx(trade.stake_amount) == 100.0
+ assert pytest.approx(trade.amount) == 47.61904762
+ assert len(trade.orders) == 3
+ assert trade.nr_of_successful_entries == 2
+ assert trade.nr_of_successful_exits == 1
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 9f3c5845f..0f615b7a3 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1,7 +1,7 @@
# pragma pylint: disable=missing-docstring,W0212,C0103
from datetime import datetime, timedelta
from pathlib import Path
-from unittest.mock import ANY, MagicMock
+from unittest.mock import ANY, MagicMock, PropertyMock
import pandas as pd
import pytest
@@ -18,8 +18,8 @@ from freqtrade.optimize.hyperopt_tools import HyperoptTools
from freqtrade.optimize.optimize_reports import generate_strategy_stats
from freqtrade.optimize.space import SKDecimal
from freqtrade.strategy import IntParameter
-from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange,
- patched_configuration_load_config_file)
+from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, get_markets, log_has, log_has_re,
+ patch_exchange, patched_configuration_load_config_file)
def generate_result_metrics():
@@ -855,12 +855,13 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
'strategy': 'HyperoptableStrategy',
'user_data_dir': Path(tmpdir),
'hyperopt_random_state': 42,
- 'spaces': ['all']
+ 'spaces': ['all'],
})
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
+ assert hyperopt.backtesting.strategy.bot_loop_started is True
assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
assert hyperopt.backtesting.strategy.buy_rsi.value == 35
@@ -882,6 +883,45 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
hyperopt.get_optimizer([], 2)
+def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir, fee) -> None:
+ mocker.patch('freqtrade.exchange.Exchange.validate_config', MagicMock())
+ mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+ mocker.patch('freqtrade.exchange.Exchange._load_markets')
+ mocker.patch('freqtrade.exchange.Exchange.markets',
+ PropertyMock(return_value=get_markets()))
+ (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
+ # No hyperopt needed
+ hyperopt_conf.update({
+ 'strategy': 'HyperoptableStrategy',
+ 'user_data_dir': Path(tmpdir),
+ 'hyperopt_random_state': 42,
+ 'spaces': ['all'],
+ # Enforce parallelity
+ 'epochs': 2,
+ 'hyperopt_jobs': 2,
+ 'fee': fee.return_value,
+ })
+ hyperopt = Hyperopt(hyperopt_conf)
+ hyperopt.backtesting.exchange.get_max_leverage = lambda *x, **xx: 1.0
+ hyperopt.backtesting.exchange.get_min_pair_stake_amount = lambda *x, **xx: 1.0
+ hyperopt.backtesting.exchange.get_max_pair_stake_amount = lambda *x, **xx: 100.0
+
+ assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
+ assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
+ assert hyperopt.backtesting.strategy.bot_loop_started is True
+
+ assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
+ assert hyperopt.backtesting.strategy.buy_rsi.value == 35
+ assert hyperopt.backtesting.strategy.sell_rsi.value == 74
+ assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30
+ buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
+ assert isinstance(buy_rsi_range, range)
+ # Range from 0 - 50 (inclusive)
+ assert len(list(buy_rsi_range)) == 51
+
+ hyperopt.start()
+
+
def test_SKDecimal():
space = SKDecimal(1, 2, decimals=2)
assert 1.5 in space
diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py
index 172e1f077..4cebb6492 100644
--- a/tests/plugins/test_protections.py
+++ b/tests/plugins/test_protections.py
@@ -6,6 +6,7 @@ import pytest
from freqtrade import constants
from freqtrade.enums import ExitType
from freqtrade.persistence import PairLocks, Trade
+from freqtrade.persistence.trade_model import Order
from freqtrade.plugins.protectionmanager import ProtectionManager
from tests.conftest import get_patched_freqtradebot, log_has_re
@@ -30,7 +31,37 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
amount=0.01 / open_rate,
exchange='binance',
is_short=is_short,
+ leverage=1,
)
+
+ trade.orders.append(Order(
+ ft_order_side=trade.entry_side,
+ order_id=f'{pair}-{trade.entry_side}-{trade.open_date}',
+ ft_pair=pair,
+ amount=trade.amount,
+ filled=trade.amount,
+ remaining=0,
+ price=open_rate,
+ average=open_rate,
+ status="closed",
+ order_type="market",
+ side=trade.entry_side,
+ ))
+ if not is_open:
+ trade.orders.append(Order(
+ ft_order_side=trade.exit_side,
+ order_id=f'{pair}-{trade.exit_side}-{trade.close_date}',
+ ft_pair=pair,
+ amount=trade.amount,
+ filled=trade.amount,
+ remaining=0,
+ price=open_rate * (2 - profit_rate if is_short else profit_rate),
+ average=open_rate * (2 - profit_rate if is_short else profit_rate),
+ status="closed",
+ order_type="market",
+ side=trade.exit_side,
+ ))
+
trade.recalc_open_trade_value()
if not is_open:
trade.close(open_rate * (2 - profit_rate if is_short else profit_rate))
@@ -393,7 +424,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
@pytest.mark.parametrize("protectionconf,desc_expected,exception_expected", [
({"method": "StoplossGuard", "lookback_period": 60, "trade_limit": 2, "stop_duration": 60},
"[{'StoplossGuard': 'StoplossGuard - Frequent Stoploss Guard, "
- "2 stoplosses within 60 minutes.'}]",
+ "2 stoplosses with profit < 0.00% within 60 minutes.'}]",
None
),
({"method": "CooldownPeriod", "stop_duration": 60},
@@ -411,9 +442,9 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
None
),
({"method": "StoplossGuard", "lookback_period_candles": 12, "trade_limit": 2,
- "stop_duration": 60},
+ "required_profit": -0.05, "stop_duration": 60},
"[{'StoplossGuard': 'StoplossGuard - Frequent Stoploss Guard, "
- "2 stoplosses within 12 candles.'}]",
+ "2 stoplosses with profit < -5.00% within 12 candles.'}]",
None
),
({"method": "CooldownPeriod", "stop_duration_candles": 5},
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index d20646e60..4c580c3c2 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -111,6 +111,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'stoploss_entry_dist': -0.00010475,
'stoploss_entry_dist_ratio': -0.10448878,
'open_order': None,
+ 'realized_profit': 0.0,
'exchange': 'binance',
'leverage': 1.0,
'interest_rate': 0.0,
@@ -196,6 +197,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'stoploss_entry_dist_ratio': -0.10448878,
'open_order': None,
'exchange': 'binance',
+ 'realized_profit': 0.0,
'leverage': 1.0,
'interest_rate': 0.0,
'liquidation_price': None,
@@ -312,10 +314,10 @@ def test__rpc_timeunit_profit(default_conf_usdt, ticker, fee,
# {'date': datetime.date(2022, 6, 11), 'abs_profit': 13.8299999,
# 'starting_balance': 1055.37, 'rel_profit': 0.0131044,
# 'fiat_value': 0.0, 'trade_count': 2}
- assert day['abs_profit'] in (0.0, pytest.approx(13.8299999), pytest.approx(-4.0))
- assert day['rel_profit'] in (0.0, pytest.approx(0.01310441), pytest.approx(-0.00377583))
+ assert day['abs_profit'] in (0.0, pytest.approx(6.83), pytest.approx(-4.09))
+ assert day['rel_profit'] in (0.0, pytest.approx(0.00642902), pytest.approx(-0.00383512))
assert day['trade_count'] in (0, 1, 2)
- assert day['starting_balance'] in (pytest.approx(1059.37), pytest.approx(1055.37))
+ assert day['starting_balance'] in (pytest.approx(1062.37), pytest.approx(1066.46))
assert day['fiat_value'] in (0.0, )
# ensure first day is current date
assert str(days['data'][0]['date']) == str(datetime.utcnow().date())
@@ -433,9 +435,9 @@ def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
create_mock_trades_usdt(fee)
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
- assert pytest.approx(stats['profit_closed_coin']) == 9.83
+ assert pytest.approx(stats['profit_closed_coin']) == 2.74
assert pytest.approx(stats['profit_closed_percent_mean']) == -1.67
- assert pytest.approx(stats['profit_closed_fiat']) == 10.813
+ assert pytest.approx(stats['profit_closed_fiat']) == 3.014
assert pytest.approx(stats['profit_all_coin']) == -77.45964918
assert pytest.approx(stats['profit_all_percent_mean']) == -57.86
assert pytest.approx(stats['profit_all_fiat']) == -85.205614098
@@ -830,6 +832,8 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
assert cancel_order_mock.call_count == 2
assert trade.amount == amount
+ trade = Trade.query.filter(Trade.id == '3').first()
+
# make an limit-sell open trade
mocker.patch(
'freqtrade.exchange.Exchange.fetch_order',
@@ -839,7 +843,8 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
'side': 'sell',
'amount': amount,
'remaining': amount,
- 'filled': 0.0
+ 'filled': 0.0,
+ 'id': trade.orders[0].order_id,
}
)
msg = rpc._rpc_force_exit('3')
@@ -865,9 +870,9 @@ def test_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None:
res = rpc._rpc_performance()
assert len(res) == 3
- assert res[0]['pair'] == 'XRP/USDT'
+ assert res[0]['pair'] == 'ETC/USDT'
assert res[0]['count'] == 1
- assert res[0]['profit_pct'] == 10.0
+ assert res[0]['profit_pct'] == 5.0
def test_enter_tag_performance_handle(default_conf, ticker, fee, mocker) -> None:
@@ -891,16 +896,16 @@ def test_enter_tag_performance_handle(default_conf, ticker, fee, mocker) -> None
res = rpc._rpc_enter_tag_performance(None)
assert len(res) == 3
- assert res[0]['enter_tag'] == 'TEST3'
+ assert res[0]['enter_tag'] == 'TEST1'
assert res[0]['count'] == 1
- assert res[0]['profit_pct'] == 10.0
+ assert res[0]['profit_pct'] == 5.0
res = rpc._rpc_enter_tag_performance(None)
assert len(res) == 3
- assert res[0]['enter_tag'] == 'TEST3'
+ assert res[0]['enter_tag'] == 'TEST1'
assert res[0]['count'] == 1
- assert res[0]['profit_pct'] == 10.0
+ assert res[0]['profit_pct'] == 5.0
def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee):
@@ -951,11 +956,11 @@ def test_exit_reason_performance_handle(default_conf_usdt, ticker, fee, mocker)
res = rpc._rpc_exit_reason_performance(None)
assert len(res) == 3
- assert res[0]['exit_reason'] == 'roi'
+ assert res[0]['exit_reason'] == 'exit_signal'
assert res[0]['count'] == 1
- assert res[0]['profit_pct'] == 10.0
+ assert res[0]['profit_pct'] == 5.0
- assert res[1]['exit_reason'] == 'exit_signal'
+ assert res[1]['exit_reason'] == 'roi'
assert res[2]['exit_reason'] == 'Other'
@@ -1007,9 +1012,9 @@ def test_mix_tag_performance_handle(default_conf, ticker, fee, mocker) -> None:
res = rpc._rpc_mix_tag_performance(None)
assert len(res) == 3
- assert res[0]['mix_tag'] == 'TEST3 roi'
+ assert res[0]['mix_tag'] == 'TEST1 exit_signal'
assert res[0]['count'] == 1
- assert res[0]['profit_pct'] == 10.0
+ assert res[0]['profit_pct'] == 5.0
def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index b0ff5e1b2..25343ead6 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -109,6 +109,9 @@ def test_api_ui_fallback(botclient, mocker):
rc = client_get(client, "/something")
assert rc.status_code == 200
+ rc = client_get(client, "/something.js")
+ assert rc.status_code == 200
+
# Test directory traversal without mock
rc = client_get(client, '%2F%2F%2Fetc/passwd')
assert rc.status_code == 200
@@ -578,9 +581,10 @@ def test_api_trades(botclient, mocker, fee, markets, is_short):
)
rc = client_get(client, f"{BASE_URI}/trades")
assert_response(rc)
- assert len(rc.json()) == 3
+ assert len(rc.json()) == 4
assert rc.json()['trades_count'] == 0
assert rc.json()['total_trades'] == 0
+ assert rc.json()['offset'] == 0
create_mock_trades(fee, is_short=is_short)
Trade.query.session.flush()
@@ -716,11 +720,11 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
(
True,
{'best_pair': 'ETC/BTC', 'best_rate': -0.5, 'best_pair_profit_ratio': -0.005,
- 'profit_all_coin': 43.61269123,
- 'profit_all_fiat': 538398.67323435, 'profit_all_percent_mean': 66.41,
+ 'profit_all_coin': 45.561959,
+ 'profit_all_fiat': 562462.39126200, 'profit_all_percent_mean': 66.41,
'profit_all_ratio_mean': 0.664109545, 'profit_all_percent_sum': 398.47,
- 'profit_all_ratio_sum': 3.98465727, 'profit_all_percent': 4.36,
- 'profit_all_ratio': 0.043612222872799825, 'profit_closed_coin': -0.00673913,
+ 'profit_all_ratio_sum': 3.98465727, 'profit_all_percent': 4.56,
+ 'profit_all_ratio': 0.04556147, 'profit_closed_coin': -0.00673913,
'profit_closed_fiat': -83.19455985, 'profit_closed_ratio_mean': -0.0075,
'profit_closed_percent_mean': -0.75, 'profit_closed_ratio_sum': -0.015,
'profit_closed_percent_sum': -1.5, 'profit_closed_ratio': -6.739057628404269e-06,
@@ -731,11 +735,11 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
(
False,
{'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'best_pair_profit_ratio': 0.01,
- 'profit_all_coin': -44.0631579,
- 'profit_all_fiat': -543959.6842755, 'profit_all_percent_mean': -66.41,
+ 'profit_all_coin': -45.79641127,
+ 'profit_all_fiat': -565356.69712815, 'profit_all_percent_mean': -66.41,
'profit_all_ratio_mean': -0.6641100666666667, 'profit_all_percent_sum': -398.47,
- 'profit_all_ratio_sum': -3.9846604, 'profit_all_percent': -4.41,
- 'profit_all_ratio': -0.044063014216106644, 'profit_closed_coin': 0.00073913,
+ 'profit_all_ratio_sum': -3.9846604, 'profit_all_percent': -4.58,
+ 'profit_all_ratio': -0.045796261934205953, 'profit_closed_coin': 0.00073913,
'profit_closed_fiat': 9.124559849999999, 'profit_closed_ratio_mean': 0.0075,
'profit_closed_percent_mean': 0.75, 'profit_closed_ratio_sum': 0.015,
'profit_closed_percent_sum': 1.5, 'profit_closed_ratio': 7.391275897987988e-07,
@@ -746,11 +750,11 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
(
None,
{'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'best_pair_profit_ratio': 0.01,
- 'profit_all_coin': -14.43790415,
- 'profit_all_fiat': -178235.92673175, 'profit_all_percent_mean': 0.08,
+ 'profit_all_coin': -14.94732578,
+ 'profit_all_fiat': -184524.7367541, 'profit_all_percent_mean': 0.08,
'profit_all_ratio_mean': 0.000835751666666662, 'profit_all_percent_sum': 0.5,
- 'profit_all_ratio_sum': 0.005014509999999972, 'profit_all_percent': -1.44,
- 'profit_all_ratio': -0.014437768014451796, 'profit_closed_coin': -0.00542913,
+ 'profit_all_ratio_sum': 0.005014509999999972, 'profit_all_percent': -1.49,
+ 'profit_all_ratio': -0.014947184841095841, 'profit_closed_coin': -0.00542913,
'profit_closed_fiat': -67.02260985, 'profit_closed_ratio_mean': 0.0025,
'profit_closed_percent_mean': 0.25, 'profit_closed_ratio_sum': 0.005,
'profit_closed_percent_sum': 0.5, 'profit_closed_ratio': -5.429078808526421e-06,
@@ -789,22 +793,22 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
'first_trade_timestamp': ANY,
'latest_trade_date': '5 minutes ago',
'latest_trade_timestamp': ANY,
- 'profit_all_coin': expected['profit_all_coin'],
- 'profit_all_fiat': expected['profit_all_fiat'],
- 'profit_all_percent_mean': expected['profit_all_percent_mean'],
- 'profit_all_ratio_mean': expected['profit_all_ratio_mean'],
- 'profit_all_percent_sum': expected['profit_all_percent_sum'],
- 'profit_all_ratio_sum': expected['profit_all_ratio_sum'],
- 'profit_all_percent': expected['profit_all_percent'],
- 'profit_all_ratio': expected['profit_all_ratio'],
- 'profit_closed_coin': expected['profit_closed_coin'],
- 'profit_closed_fiat': expected['profit_closed_fiat'],
- 'profit_closed_ratio_mean': expected['profit_closed_ratio_mean'],
- 'profit_closed_percent_mean': expected['profit_closed_percent_mean'],
- 'profit_closed_ratio_sum': expected['profit_closed_ratio_sum'],
- 'profit_closed_percent_sum': expected['profit_closed_percent_sum'],
- 'profit_closed_ratio': expected['profit_closed_ratio'],
- 'profit_closed_percent': expected['profit_closed_percent'],
+ 'profit_all_coin': pytest.approx(expected['profit_all_coin']),
+ 'profit_all_fiat': pytest.approx(expected['profit_all_fiat']),
+ 'profit_all_percent_mean': pytest.approx(expected['profit_all_percent_mean']),
+ 'profit_all_ratio_mean': pytest.approx(expected['profit_all_ratio_mean']),
+ 'profit_all_percent_sum': pytest.approx(expected['profit_all_percent_sum']),
+ 'profit_all_ratio_sum': pytest.approx(expected['profit_all_ratio_sum']),
+ 'profit_all_percent': pytest.approx(expected['profit_all_percent']),
+ 'profit_all_ratio': pytest.approx(expected['profit_all_ratio']),
+ 'profit_closed_coin': pytest.approx(expected['profit_closed_coin']),
+ 'profit_closed_fiat': pytest.approx(expected['profit_closed_fiat']),
+ 'profit_closed_ratio_mean': pytest.approx(expected['profit_closed_ratio_mean']),
+ 'profit_closed_percent_mean': pytest.approx(expected['profit_closed_percent_mean']),
+ 'profit_closed_ratio_sum': pytest.approx(expected['profit_closed_ratio_sum']),
+ 'profit_closed_percent_sum': pytest.approx(expected['profit_closed_percent_sum']),
+ 'profit_closed_ratio': pytest.approx(expected['profit_closed_ratio']),
+ 'profit_closed_percent': pytest.approx(expected['profit_closed_percent']),
'trade_count': 6,
'closed_trade_count': 2,
'winning_trades': expected['winning_trades'],
@@ -1201,7 +1205,7 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
fetch_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets),
- _is_dry_limit_order_filled=MagicMock(return_value=False),
+ _is_dry_limit_order_filled=MagicMock(return_value=True),
)
patch_get_signal(ftbot)
@@ -1211,12 +1215,27 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
assert rc.json() == {"error": "Error querying /api/v1/forceexit: invalid argument"}
Trade.query.session.rollback()
- ftbot.enter_positions()
+ create_mock_trades(fee)
+ trade = Trade.get_trades([Trade.id == 5]).first()
+ assert pytest.approx(trade.amount) == 123
+ rc = client_post(client, f"{BASE_URI}/forceexit",
+ data='{"tradeid": "5", "ordertype": "market", "amount": 23}')
+ assert_response(rc)
+ assert rc.json() == {'result': 'Created sell order for trade 5.'}
+ Trade.query.session.rollback()
+
+ trade = Trade.get_trades([Trade.id == 5]).first()
+ assert pytest.approx(trade.amount) == 100
+ assert trade.is_open is True
rc = client_post(client, f"{BASE_URI}/forceexit",
- data='{"tradeid": "1"}')
+ data='{"tradeid": "5"}')
assert_response(rc)
- assert rc.json() == {'result': 'Created sell order for trade 1.'}
+ assert rc.json() == {'result': 'Created sell order for trade 5.'}
+ Trade.query.session.rollback()
+
+ trade = Trade.get_trades([Trade.id == 5]).first()
+ assert trade.is_open is False
def test_api_pair_candles(botclient, ohlcv_history):
@@ -1397,10 +1416,10 @@ def test_api_strategies(botclient):
assert rc.json() == {'strategies': [
'HyperoptableStrategy',
+ 'HyperoptableStrategyV2',
'InformativeDecoratorTest',
'StrategyTestV2',
'StrategyTestV3',
- 'StrategyTestV3Analysis',
'StrategyTestV3Futures'
]}
diff --git a/tests/rpc/test_rpc_manager.py b/tests/rpc/test_rpc_manager.py
index 596b5ae20..b9ae16a20 100644
--- a/tests/rpc/test_rpc_manager.py
+++ b/tests/rpc/test_rpc_manager.py
@@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring, C0103
import logging
import time
+from collections import deque
from unittest.mock import MagicMock
from freqtrade.enums import RPCMessageType
@@ -81,9 +82,25 @@ def test_send_msg_telegram_disabled(mocker, default_conf, caplog) -> None:
assert telegram_mock.call_count == 0
+def test_process_msg_queue(mocker, default_conf, caplog) -> None:
+ telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg')
+ mocker.patch('freqtrade.rpc.telegram.Telegram._init')
+
+ freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+ rpc_manager = RPCManager(freqtradebot)
+ queue = deque()
+ queue.append('Test message')
+ queue.append('Test message 2')
+ rpc_manager.process_msg_queue(queue)
+
+ assert log_has("Sending rpc message: {'type': strategy_msg, 'msg': 'Test message'}", caplog)
+ assert log_has("Sending rpc message: {'type': strategy_msg, 'msg': 'Test message 2'}", caplog)
+ assert telegram_mock.call_count == 2
+
+
def test_send_msg_telegram_enabled(mocker, default_conf, caplog) -> None:
- telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
- mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
+ telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg')
+ mocker.patch('freqtrade.rpc.telegram.Telegram._init')
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
rpc_manager = RPCManager(freqtradebot)
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 39e33a8e3..8f96d086b 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -12,6 +12,7 @@ from unittest.mock import ANY, MagicMock
import arrow
import pytest
+from pandas import DataFrame
from telegram import Chat, Message, ReplyKeyboardMarkup, Update
from telegram.error import BadRequest, NetworkError, TelegramError
@@ -271,7 +272,7 @@ def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None:
msg = msg_mock.call_args_list[0][0][0]
assert re.search(r'Number of Entries.*2', msg)
assert re.search(r'Average Entry Price', msg)
- assert re.search(r'Order filled at', msg)
+ assert re.search(r'Order filled', msg)
assert re.search(r'Close Date:', msg) is None
assert re.search(r'Close Profit:', msg) is None
@@ -341,7 +342,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
# close_rate should not be included in the message as the trade is not closed
# and no line should be empty
lines = msg_mock.call_args_list[0][0][0].split('\n')
- assert '' not in lines
+ assert '' not in lines[:-1]
assert 'Close Rate' not in ''.join(lines)
assert 'Close Profit' not in ''.join(lines)
@@ -356,13 +357,29 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
telegram._status(update=update, context=context)
lines = msg_mock.call_args_list[0][0][0].split('\n')
- assert '' not in lines
+ assert '' not in lines[:-1]
assert 'Close Rate' not in ''.join(lines)
assert 'Close Profit' not in ''.join(lines)
assert msg_mock.call_count == 2
assert 'LTC/BTC' in msg_mock.call_args_list[0][0][0]
+ mocker.patch('freqtrade.rpc.telegram.MAX_MESSAGE_LENGTH', 500)
+
+ msg_mock.reset_mock()
+ context = MagicMock()
+ context.args = ["2"]
+ telegram._status(update=update, context=context)
+
+ assert msg_mock.call_count == 2
+
+ msg1 = msg_mock.call_args_list[0][0][0]
+ msg2 = msg_mock.call_args_list[1][0][0]
+
+ assert 'Close Rate' not in msg1
+ assert 'Trade ID:* `2`' in msg1
+ assert 'Trade ID:* `2` - continued' in msg2
+
def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
mocker.patch.multiple(
@@ -432,10 +449,10 @@ def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time_machi
assert "Daily Profit over the last 2 days:" in msg_mock.call_args_list[0][0][0]
assert 'Day ' in msg_mock.call_args_list[0][0][0]
assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
- assert ' 13.83 USDT' in msg_mock.call_args_list[0][0][0]
- assert ' 15.21 USD' in msg_mock.call_args_list[0][0][0]
+ assert ' 6.83 USDT' in msg_mock.call_args_list[0][0][0]
+ assert ' 7.51 USD' in msg_mock.call_args_list[0][0][0]
assert '(2)' in msg_mock.call_args_list[0][0][0]
- assert '(2) 13.83 USDT 15.21 USD 1.31%' in msg_mock.call_args_list[0][0][0]
+ assert '(2) 6.83 USDT 7.51 USD 0.64%' in msg_mock.call_args_list[0][0][0]
assert '(0)' in msg_mock.call_args_list[0][0][0]
# Reset msg_mock
@@ -446,8 +463,8 @@ def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time_machi
assert "Daily Profit over the last 7 days:" in msg_mock.call_args_list[0][0][0]
assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
assert str((datetime.utcnow() - timedelta(days=5)).date()) in msg_mock.call_args_list[0][0][0]
- assert ' 13.83 USDT' in msg_mock.call_args_list[0][0][0]
- assert ' 15.21 USD' in msg_mock.call_args_list[0][0][0]
+ assert ' 6.83 USDT' in msg_mock.call_args_list[0][0][0]
+ assert ' 7.51 USD' in msg_mock.call_args_list[0][0][0]
assert '(2)' in msg_mock.call_args_list[0][0][0]
assert '(1)' in msg_mock.call_args_list[0][0][0]
assert '(0)' in msg_mock.call_args_list[0][0][0]
@@ -459,8 +476,8 @@ def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time_machi
context = MagicMock()
context.args = ["1"]
telegram._daily(update=update, context=context)
- assert ' 13.83 USDT' in msg_mock.call_args_list[0][0][0]
- assert ' 15.21 USD' in msg_mock.call_args_list[0][0][0]
+ assert ' 6.83 USDT' in msg_mock.call_args_list[0][0][0]
+ assert ' 7.51 USD' in msg_mock.call_args_list[0][0][0]
assert '(2)' in msg_mock.call_args_list[0][0][0]
@@ -522,8 +539,8 @@ def test_weekly_handle(default_conf_usdt, update, ticker, fee, mocker, time_mach
today = datetime.utcnow().date()
first_iso_day_of_current_week = today - timedelta(days=today.weekday())
assert str(first_iso_day_of_current_week) in msg_mock.call_args_list[0][0][0]
- assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0]
- assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0]
+ assert ' 2.74 USDT' in msg_mock.call_args_list[0][0][0]
+ assert ' 3.01 USD' in msg_mock.call_args_list[0][0][0]
assert '(3)' in msg_mock.call_args_list[0][0][0]
assert '(0)' in msg_mock.call_args_list[0][0][0]
@@ -535,8 +552,8 @@ def test_weekly_handle(default_conf_usdt, update, ticker, fee, mocker, time_mach
assert "Weekly Profit over the last 8 weeks (starting from Monday):" \
in msg_mock.call_args_list[0][0][0]
assert 'Weekly' in msg_mock.call_args_list[0][0][0]
- assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0]
- assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0]
+ assert ' 2.74 USDT' in msg_mock.call_args_list[0][0][0]
+ assert ' 3.01 USD' in msg_mock.call_args_list[0][0][0]
assert '(3)' in msg_mock.call_args_list[0][0][0]
assert '(0)' in msg_mock.call_args_list[0][0][0]
@@ -591,8 +608,8 @@ def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, time_mac
today = datetime.utcnow().date()
current_month = f"{today.year}-{today.month:02} "
assert current_month in msg_mock.call_args_list[0][0][0]
- assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0]
- assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0]
+ assert ' 2.74 USDT' in msg_mock.call_args_list[0][0][0]
+ assert ' 3.01 USD' in msg_mock.call_args_list[0][0][0]
assert '(3)' in msg_mock.call_args_list[0][0][0]
assert '(0)' in msg_mock.call_args_list[0][0][0]
@@ -605,8 +622,8 @@ def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, time_mac
assert 'Monthly Profit over the last 6 months:' in msg_mock.call_args_list[0][0][0]
assert 'Month ' in msg_mock.call_args_list[0][0][0]
assert current_month in msg_mock.call_args_list[0][0][0]
- assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0]
- assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0]
+ assert ' 2.74 USDT' in msg_mock.call_args_list[0][0][0]
+ assert ' 3.01 USD' in msg_mock.call_args_list[0][0][0]
assert '(3)' in msg_mock.call_args_list[0][0][0]
assert '(0)' in msg_mock.call_args_list[0][0][0]
@@ -619,8 +636,8 @@ def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, time_mac
telegram._monthly(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Monthly Profit over the last 12 months:' in msg_mock.call_args_list[0][0][0]
- assert ' 9.83 USDT' in msg_mock.call_args_list[0][0][0]
- assert ' 10.81 USD' in msg_mock.call_args_list[0][0][0]
+ assert ' 2.74 USDT' in msg_mock.call_args_list[0][0][0]
+ assert ' 3.01 USD' in msg_mock.call_args_list[0][0][0]
assert '(3)' in msg_mock.call_args_list[0][0][0]
# The one-digit months should contain a zero, Eg: September 2021 = "2021-09"
@@ -685,6 +702,7 @@ def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, f
# Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(
limit_sell_order_usdt, limit_sell_order_usdt['symbol'], 'sell')
+ trade.orders.append(oobj)
trade.update_trade(oobj)
trade.close_date = datetime.now(timezone.utc)
@@ -706,7 +724,7 @@ def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, f
assert '*Best Performing:* `ETH/USDT: 9.45%`' in msg_mock.call_args_list[-1][0][0]
assert '*Max Drawdown:*' in msg_mock.call_args_list[-1][0][0]
assert '*Profit factor:*' in msg_mock.call_args_list[-1][0][0]
- assert '*Trading volume:* `60 USDT`' in msg_mock.call_args_list[-1][0][0]
+ assert '*Trading volume:* `126 USDT`' in msg_mock.call_args_list[-1][0][0]
@pytest.mark.parametrize('is_short', [True, False])
@@ -957,6 +975,9 @@ def test_telegram_forceexit_handle(default_conf, update, ticker, fee,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
+ 'stake_amount': 0.0009999999999054,
+ 'sub_trade': False,
+ 'cumulative_profit': 0.0,
} == last_msg
@@ -1026,6 +1047,9 @@ def test_telegram_force_exit_down_handle(default_conf, update, ticker, fee,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
+ 'stake_amount': 0.0009999999999054,
+ 'sub_trade': False,
+ 'cumulative_profit': 0.0,
} == last_msg
@@ -1085,6 +1109,9 @@ def test_forceexit_all_handle(default_conf, update, ticker, fee, mocker) -> None
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
+ 'stake_amount': 0.0009999999999054,
+ 'sub_trade': False,
+ 'cumulative_profit': 0.0,
} == msg
@@ -1257,7 +1284,7 @@ def test_telegram_performance_handle(default_conf_usdt, update, ticker, fee, moc
telegram._performance(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert 'Performance' in msg_mock.call_args_list[0][0][0]
- assert 'XRP/USDT\t9.842 USDT (10.00%) (1)' in msg_mock.call_args_list[0][0][0]
+ assert 'XRP/USDT\t2.842 USDT (10.00%) (1)' in msg_mock.call_args_list[0][0][0]
def test_telegram_entry_tag_performance_handle(
@@ -1307,7 +1334,7 @@ def test_telegram_exit_reason_performance_handle(default_conf_usdt, update, tick
telegram._exit_reason_performance(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Exit Reason Performance' in msg_mock.call_args_list[0][0][0]
- assert 'roi\t9.842 USDT (10.00%) (1)' in msg_mock.call_args_list[0][0][0]
+ assert 'roi\t2.842 USDT (10.00%) (1)' in msg_mock.call_args_list[0][0][0]
context.args = ['XRP/USDT']
telegram._exit_reason_performance(update=update, context=context)
@@ -1339,7 +1366,7 @@ def test_telegram_mix_tag_performance_handle(default_conf_usdt, update, ticker,
telegram._mix_tag_performance(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Mix Tag Performance' in msg_mock.call_args_list[0][0][0]
- assert ('TEST3 roi\t9.842 USDT (10.00%) (1)'
+ assert ('TEST3 roi\t2.842 USDT (10.00%) (1)'
in msg_mock.call_args_list[0][0][0])
context.args = ['XRP/USDT']
@@ -1435,7 +1462,7 @@ def test_whitelist_static(default_conf, update, mocker) -> None:
def test_whitelist_dynamic(default_conf, update, mocker) -> None:
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
default_conf['pairlists'] = [{'method': 'VolumePairList',
- 'number_assets': 4
+ 'number_assets': 4
}]
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
@@ -1505,7 +1532,7 @@ def test_telegram_logs(default_conf, update, mocker) -> None:
msg_mock.reset_mock()
# Test with changed MaxMessageLength
- mocker.patch('freqtrade.rpc.telegram.MAX_TELEGRAM_MESSAGE_LENGTH', 200)
+ mocker.patch('freqtrade.rpc.telegram.MAX_MESSAGE_LENGTH', 200)
context = MagicMock()
context.args = []
telegram._logs(update=update, context=context)
@@ -1655,8 +1682,17 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
(RPCMessageType.ENTRY, 'Long', 'long_signal_01', 1.0),
(RPCMessageType.ENTRY, 'Long', 'long_signal_01', 5.0),
(RPCMessageType.ENTRY, 'Short', 'short_signal_01', 2.0)])
-def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
- enter, enter_signal, leverage) -> None:
+def test_send_msg_enter_notification(default_conf, mocker, caplog, message_type,
+ enter, enter_signal, leverage) -> None:
+ default_conf['telegram']['notification_settings']['show_candle'] = 'ohlc'
+ df = DataFrame({
+ 'open': [1.1],
+ 'high': [2.2],
+ 'low': [1.0],
+ 'close': [1.5],
+ })
+ mocker.patch('freqtrade.data.dataprovider.DataProvider.get_analyzed_dataframe',
+ return_value=(df, 1))
msg = {
'type': message_type,
@@ -1674,6 +1710,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
'fiat_currency': 'USD',
'current_rate': 1.099e-05,
'amount': 1333.3333333333335,
+ 'analyzed_candle': {'open': 1.1, 'high': 2.2, 'low': 1.0, 'close': 1.5},
'open_date': arrow.utcnow().shift(hours=-1)
}
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
@@ -1683,6 +1720,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
assert msg_mock.call_args[0][0] == (
f'\N{LARGE BLUE CIRCLE} *Binance (dry):* {enter} ETH/BTC (#1)\n'
+ '*Candle OHLC*: `1.1, 2.2, 1.0, 1.5`\n'
f'*Enter Tag:* `{enter_signal}`\n'
'*Amount:* `1333.33333333`\n'
f'{leverage_text}'
@@ -1710,7 +1748,8 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
@pytest.mark.parametrize('message_type,enter_signal', [
(RPCMessageType.ENTRY_CANCEL, 'long_signal_01'),
(RPCMessageType.ENTRY_CANCEL, 'short_signal_01')])
-def test_send_msg_buy_cancel_notification(default_conf, mocker, message_type, enter_signal) -> None:
+def test_send_msg_enter_cancel_notification(
+ default_conf, mocker, message_type, enter_signal) -> None:
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
@@ -1775,7 +1814,6 @@ def test_send_msg_entry_fill_notification(default_conf, mocker, message_type, en
'leverage': leverage,
'stake_amount': 0.01465333,
'direction': entered,
- # 'stake_amount_fiat': 0.0,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'open_rate': 1.099e-05,
@@ -1792,6 +1830,33 @@ def test_send_msg_entry_fill_notification(default_conf, mocker, message_type, en
'*Total:* `(0.01465333 BTC, 180.895 USD)`'
)
+ msg_mock.reset_mock()
+ telegram.send_msg({
+ 'type': message_type,
+ 'trade_id': 1,
+ 'enter_tag': enter_signal,
+ 'exchange': 'Binance',
+ 'pair': 'ETH/BTC',
+ 'leverage': leverage,
+ 'stake_amount': 0.01465333,
+ 'sub_trade': True,
+ 'direction': entered,
+ 'stake_currency': 'BTC',
+ 'fiat_currency': 'USD',
+ 'open_rate': 1.099e-05,
+ 'amount': 1333.3333333333335,
+ 'open_date': arrow.utcnow().shift(hours=-1)
+ })
+
+ assert msg_mock.call_args[0][0] == (
+ f'\N{CHECK MARK} *Binance (dry):* {entered}ed ETH/BTC (#1)\n'
+ f'*Enter Tag:* `{enter_signal}`\n'
+ '*Amount:* `1333.33333333`\n'
+ f"{leverage_text}"
+ '*Open Rate:* `0.00001099`\n'
+ '*Total:* `(0.01465333 BTC, 180.895 USD)`'
+ )
+
def test_send_msg_sell_notification(default_conf, mocker) -> None:
@@ -1826,14 +1891,53 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Exit Reason:* `stop_loss`\n'
- '*Duration:* `1:00:00 (60.0 min)`\n'
'*Direction:* `Long`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
- '*Close Rate:* `0.00003201`'
+ '*Exit Rate:* `0.00003201`\n'
+ '*Duration:* `1:00:00 (60.0 min)`'
)
+ msg_mock.reset_mock()
+ telegram.send_msg({
+ 'type': RPCMessageType.EXIT,
+ 'trade_id': 1,
+ 'exchange': 'Binance',
+ 'pair': 'KEY/ETH',
+ 'direction': 'Long',
+ 'gain': 'loss',
+ 'limit': 3.201e-05,
+ 'amount': 1333.3333333333335,
+ 'order_type': 'market',
+ 'open_rate': 7.5e-05,
+ 'current_rate': 3.201e-05,
+ 'cumulative_profit': -0.15746268,
+ 'profit_amount': -0.05746268,
+ 'profit_ratio': -0.57405275,
+ 'stake_currency': 'ETH',
+ 'fiat_currency': 'USD',
+ 'enter_tag': 'buy_signal1',
+ 'exit_reason': ExitType.STOP_LOSS.value,
+ 'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
+ 'close_date': arrow.utcnow(),
+ 'stake_amount': 0.01,
+ 'sub_trade': True,
+ })
+ assert msg_mock.call_args[0][0] == (
+ '\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
+ '*Unrealized Sub Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
+ '*Cumulative Profit:* (`-0.15746268 ETH / -24.812 USD`)\n'
+ '*Enter Tag:* `buy_signal1`\n'
+ '*Exit Reason:* `stop_loss`\n'
+ '*Direction:* `Long`\n'
+ '*Amount:* `1333.33333333`\n'
+ '*Open Rate:* `0.00007500`\n'
+ '*Current Rate:* `0.00003201`\n'
+ '*Exit Rate:* `0.00003201`\n'
+ '*Remaining:* `(0.01 ETH, -24.812 USD)`'
+ )
+
msg_mock.reset_mock()
telegram.send_msg({
'type': RPCMessageType.EXIT,
@@ -1857,15 +1961,15 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
})
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
- '*Unrealized Profit:* `-57.41%`\n'
+ '*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH)`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Exit Reason:* `stop_loss`\n'
- '*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
'*Direction:* `Long`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
- '*Close Rate:* `0.00003201`'
+ '*Exit Rate:* `0.00003201`\n'
+ '*Duration:* `1 day, 2:30:00 (1590.0 min)`'
)
# Reset singleton function to avoid random breaks
telegram._rpc._fiat_converter.convert_amount = old_convamount
@@ -1940,15 +2044,15 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction,
leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exited KEY/ETH (#1)\n'
- '*Profit:* `-57.41%`\n'
+ '*Profit:* `-57.41% (loss: -0.05746268 ETH)`\n'
f'*Enter Tag:* `{enter_signal}`\n'
'*Exit Reason:* `stop_loss`\n'
- '*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
f"*Direction:* `{direction}`\n"
f"{leverage_text}"
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
- '*Close Rate:* `0.00003201`'
+ '*Exit Rate:* `0.00003201`\n'
+ '*Duration:* `1 day, 2:30:00 (1590.0 min)`'
)
@@ -1980,6 +2084,16 @@ def test_startup_notification(default_conf, mocker) -> None:
assert msg_mock.call_args[0][0] == '*Custom:* `Hello World`'
+def test_send_msg_strategy_msg_notification(default_conf, mocker) -> None:
+
+ telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
+ telegram.send_msg({
+ 'type': RPCMessageType.STRATEGY_MSG,
+ 'msg': 'hello world, Test msg'
+ })
+ assert msg_mock.call_args[0][0] == 'hello world, Test msg'
+
+
def test_send_msg_unknown_type(default_conf, mocker) -> None:
telegram, _, _ = get_telegram_testobject(mocker, default_conf)
with pytest.raises(NotImplementedError, match=r'Unknown message type: None'):
@@ -2066,16 +2180,16 @@ def test_send_msg_sell_notification_no_fiat(
leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
- '*Unrealized Profit:* `-57.41%`\n'
+ '*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH)`\n'
f'*Enter Tag:* `{enter_signal}`\n'
'*Exit Reason:* `stop_loss`\n'
- '*Duration:* `2:35:03 (155.1 min)`\n'
f'*Direction:* `{direction}`\n'
f'{leverage_text}'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
- '*Close Rate:* `0.00003201`'
+ '*Exit Rate:* `0.00003201`\n'
+ '*Duration:* `2:35:03 (155.1 min)`'
)
diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
index 28ecf617a..9850a5675 100644
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -1,13 +1,13 @@
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
from pandas import DataFrame
-from strategy_test_v2 import StrategyTestV2
+from strategy_test_v3 import StrategyTestV3
import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
-class HyperoptableStrategy(StrategyTestV2):
+class HyperoptableStrategy(StrategyTestV3):
"""
Default Strategy provided by freqtrade bot.
Please do not modify this strategy, it's intended for internal use only.
@@ -44,6 +44,11 @@ class HyperoptableStrategy(StrategyTestV2):
})
return prot
+ bot_loop_started = False
+
+ def bot_loop_start(self):
+ self.bot_loop_started = True
+
def bot_start(self, **kwargs) -> None:
"""
Parameters can also be defined here ...
diff --git a/tests/strategy/strats/hyperoptable_strategy_v2.py b/tests/strategy/strats/hyperoptable_strategy_v2.py
new file mode 100644
index 000000000..94a15b456
--- /dev/null
+++ b/tests/strategy/strats/hyperoptable_strategy_v2.py
@@ -0,0 +1,54 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+
+from strategy_test_v2 import StrategyTestV2
+
+from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
+
+
+class HyperoptableStrategyV2(StrategyTestV2):
+ """
+ Default Strategy provided by freqtrade bot.
+ Please do not modify this strategy, it's intended for internal use only.
+ Please look at the SampleStrategy in the user_data/strategy directory
+ or strategy repository https://github.com/freqtrade/freqtrade-strategies
+ for samples and inspiration.
+ """
+
+ buy_params = {
+ 'buy_rsi': 35,
+ # Intentionally not specified, so "default" is tested
+ # 'buy_plusdi': 0.4
+ }
+
+ sell_params = {
+ 'sell_rsi': 74,
+ 'sell_minusdi': 0.4
+ }
+
+ buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
+ sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
+ sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
+ load=False)
+ protection_enabled = BooleanParameter(default=True)
+ protection_cooldown_lookback = IntParameter([0, 50], default=30)
+
+ @property
+ def protections(self):
+ prot = []
+ if self.protection_enabled.value:
+ prot.append({
+ "method": "CooldownPeriod",
+ "stop_duration_candles": self.protection_cooldown_lookback.value
+ })
+ return prot
+
+ bot_loop_started = False
+
+ def bot_loop_start(self):
+ self.bot_loop_started = True
+
+ def bot_start(self, **kwargs) -> None:
+ """
+ Parameters can also be defined here ...
+ """
+ self.buy_rsi = IntParameter([0, 50], default=30, space='buy')
diff --git a/tests/strategy/strats/strategy_test_v3.py b/tests/strategy/strats/strategy_test_v3.py
index 2c7ccbdf2..088ab21d4 100644
--- a/tests/strategy/strats/strategy_test_v3.py
+++ b/tests/strategy/strats/strategy_test_v3.py
@@ -185,9 +185,12 @@ class StrategyTestV3(IStrategy):
return 3.0
- def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float,
- current_profit: float,
- min_stake: Optional[float], max_stake: float, **kwargs):
+ def adjust_trade_position(self, trade: Trade, current_time: datetime,
+ current_rate: float, current_profit: float,
+ min_stake: Optional[float], max_stake: float,
+ current_entry_rate: float, current_exit_rate: float,
+ current_entry_profit: float, current_exit_profit: float,
+ **kwargs) -> Optional[float]:
if current_profit < -0.0075:
orders = trade.select_filled_orders(trade.entry_side)
diff --git a/tests/strategy/strats/strategy_test_v3_analysis.py b/tests/strategy/strats/strategy_test_v3_analysis.py
deleted file mode 100644
index 290fef156..000000000
--- a/tests/strategy/strats/strategy_test_v3_analysis.py
+++ /dev/null
@@ -1,175 +0,0 @@
-# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
-
-import talib.abstract as ta
-from pandas import DataFrame
-
-import freqtrade.vendor.qtpylib.indicators as qtpylib
-from freqtrade.strategy import (BooleanParameter, DecimalParameter, IntParameter, IStrategy,
- RealParameter)
-
-
-class StrategyTestV3Analysis(IStrategy):
- """
- Strategy used by tests freqtrade bot.
- Please do not modify this strategy, it's intended for internal use only.
- Please look at the SampleStrategy in the user_data/strategy directory
- or strategy repository https://github.com/freqtrade/freqtrade-strategies
- for samples and inspiration.
- """
- INTERFACE_VERSION = 3
-
- # Minimal ROI designed for the strategy
- minimal_roi = {
- "40": 0.0,
- "30": 0.01,
- "20": 0.02,
- "0": 0.04
- }
-
- # Optimal stoploss designed for the strategy
- stoploss = -0.10
-
- # Optimal timeframe for the strategy
- timeframe = '5m'
-
- # Optional order type mapping
- order_types = {
- 'entry': 'limit',
- 'exit': 'limit',
- 'stoploss': 'limit',
- 'stoploss_on_exchange': False
- }
-
- # Number of candles the strategy requires before producing valid signals
- startup_candle_count: int = 20
-
- # Optional time in force for orders
- order_time_in_force = {
- 'entry': 'gtc',
- 'exit': 'gtc',
- }
-
- buy_params = {
- 'buy_rsi': 35,
- # Intentionally not specified, so "default" is tested
- # 'buy_plusdi': 0.4
- }
-
- sell_params = {
- 'sell_rsi': 74,
- 'sell_minusdi': 0.4
- }
-
- buy_rsi = IntParameter([0, 50], default=30, space='buy')
- buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
- sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
- sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
- load=False)
- protection_enabled = BooleanParameter(default=True)
- protection_cooldown_lookback = IntParameter([0, 50], default=30)
-
- # TODO: Can this work with protection tests? (replace HyperoptableStrategy implicitly ... )
- # @property
- # def protections(self):
- # prot = []
- # if self.protection_enabled.value:
- # prot.append({
- # "method": "CooldownPeriod",
- # "stop_duration_candles": self.protection_cooldown_lookback.value
- # })
- # return prot
-
- bot_started = False
-
- def bot_start(self):
- self.bot_started = True
-
- def informative_pairs(self):
-
- return []
-
- def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-
- # Momentum Indicator
- # ------------------------------------
-
- # ADX
- dataframe['adx'] = ta.ADX(dataframe)
-
- # MACD
- macd = ta.MACD(dataframe)
- dataframe['macd'] = macd['macd']
- dataframe['macdsignal'] = macd['macdsignal']
- dataframe['macdhist'] = macd['macdhist']
-
- # Minus Directional Indicator / Movement
- dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-
- # Plus Directional Indicator / Movement
- dataframe['plus_di'] = ta.PLUS_DI(dataframe)
-
- # RSI
- dataframe['rsi'] = ta.RSI(dataframe)
-
- # Stoch fast
- stoch_fast = ta.STOCHF(dataframe)
- dataframe['fastd'] = stoch_fast['fastd']
- dataframe['fastk'] = stoch_fast['fastk']
-
- # Bollinger bands
- bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
- dataframe['bb_lowerband'] = bollinger['lower']
- dataframe['bb_middleband'] = bollinger['mid']
- dataframe['bb_upperband'] = bollinger['upper']
-
- # EMA - Exponential Moving Average
- dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
-
- return dataframe
-
- def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-
- dataframe.loc[
- (
- (dataframe['rsi'] < self.buy_rsi.value) &
- (dataframe['fastd'] < 35) &
- (dataframe['adx'] > 30) &
- (dataframe['plus_di'] > self.buy_plusdi.value)
- ) |
- (
- (dataframe['adx'] > 65) &
- (dataframe['plus_di'] > self.buy_plusdi.value)
- ),
- ['enter_long', 'enter_tag']] = 1, 'enter_tag_long'
-
- dataframe.loc[
- (
- qtpylib.crossed_below(dataframe['rsi'], self.sell_rsi.value)
- ),
- ['enter_short', 'enter_tag']] = 1, 'enter_tag_short'
-
- return dataframe
-
- def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
- dataframe.loc[
- (
- (
- (qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) |
- (qtpylib.crossed_above(dataframe['fastd'], 70))
- ) &
- (dataframe['adx'] > 10) &
- (dataframe['minus_di'] > 0)
- ) |
- (
- (dataframe['adx'] > 70) &
- (dataframe['minus_di'] > self.sell_minusdi.value)
- ),
- ['exit_long', 'exit_tag']] = 1, 'exit_tag_long'
-
- dataframe.loc[
- (
- qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)
- ),
- ['exit_long', 'exit_tag']] = 1, 'exit_tag_short'
-
- return dataframe
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index dca87e724..4257b2cf9 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -408,28 +408,31 @@ def test_min_roi_reached3(default_conf, fee) -> None:
@pytest.mark.parametrize(
- 'profit,adjusted,expected,trailing,custom,profit2,adjusted2,expected2,custom_stop', [
+ 'profit,adjusted,expected,liq,trailing,custom,profit2,adjusted2,expected2,custom_stop', [
# Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing,
# enable custom stoploss, expected after 1st call, expected after 2nd call
- (0.2, 0.9, ExitType.NONE, False, False, 0.3, 0.9, ExitType.NONE, None),
- (0.2, 0.9, ExitType.NONE, False, False, -0.2, 0.9, ExitType.STOP_LOSS, None),
- (0.2, 1.14, ExitType.NONE, True, False, 0.05, 1.14, ExitType.TRAILING_STOP_LOSS, None),
- (0.01, 0.96, ExitType.NONE, True, False, 0.05, 1, ExitType.NONE, None),
- (0.05, 1, ExitType.NONE, True, False, -0.01, 1, ExitType.TRAILING_STOP_LOSS, None),
+ (0.2, 0.9, ExitType.NONE, None, False, False, 0.3, 0.9, ExitType.NONE, None),
+ (0.2, 0.9, ExitType.NONE, None, False, False, -0.2, 0.9, ExitType.STOP_LOSS, None),
+ (0.2, 0.9, ExitType.NONE, 0.8, False, False, -0.2, 0.9, ExitType.LIQUIDATION, None),
+ (0.2, 1.14, ExitType.NONE, None, True, False, 0.05, 1.14, ExitType.TRAILING_STOP_LOSS,
+ None),
+ (0.01, 0.96, ExitType.NONE, None, True, False, 0.05, 1, ExitType.NONE, None),
+ (0.05, 1, ExitType.NONE, None, True, False, -0.01, 1, ExitType.TRAILING_STOP_LOSS, None),
# Default custom case - trails with 10%
- (0.05, 0.95, ExitType.NONE, False, True, -0.02, 0.95, ExitType.NONE, None),
- (0.05, 0.95, ExitType.NONE, False, True, -0.06, 0.95, ExitType.TRAILING_STOP_LOSS, None),
- (0.05, 1, ExitType.NONE, False, True, -0.06, 1, ExitType.TRAILING_STOP_LOSS,
+ (0.05, 0.95, ExitType.NONE, None, False, True, -0.02, 0.95, ExitType.NONE, None),
+ (0.05, 0.95, ExitType.NONE, None, False, True, -0.06, 0.95, ExitType.TRAILING_STOP_LOSS,
+ None),
+ (0.05, 1, ExitType.NONE, None, False, True, -0.06, 1, ExitType.TRAILING_STOP_LOSS,
lambda **kwargs: -0.05),
- (0.05, 1, ExitType.NONE, False, True, 0.09, 1.04, ExitType.NONE,
+ (0.05, 1, ExitType.NONE, None, False, True, 0.09, 1.04, ExitType.NONE,
lambda **kwargs: -0.05),
- (0.05, 0.95, ExitType.NONE, False, True, 0.09, 0.98, ExitType.NONE,
+ (0.05, 0.95, ExitType.NONE, None, False, True, 0.09, 0.98, ExitType.NONE,
lambda current_profit, **kwargs: -0.1 if current_profit < 0.6 else -(current_profit * 2)),
# Error case - static stoploss in place
- (0.05, 0.9, ExitType.NONE, False, True, 0.09, 0.9, ExitType.NONE,
+ (0.05, 0.9, ExitType.NONE, None, False, True, 0.09, 0.9, ExitType.NONE,
lambda **kwargs: None),
])
-def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
+def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, liq, trailing, custom,
profit2, adjusted2, expected2, custom_stop) -> None:
strategy = StrategyResolver.load_strategy(default_conf)
@@ -442,6 +445,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
+ liquidation_price=liq,
)
trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
strategy.trailing_stop = trailing
@@ -916,7 +920,7 @@ def test_hyperopt_parameters():
def test_auto_hyperopt_interface(default_conf):
- default_conf.update({'strategy': 'HyperoptableStrategy'})
+ default_conf.update({'strategy': 'HyperoptableStrategyV2'})
PairLocks.timeframe = default_conf['timeframe']
strategy = StrategyResolver.load_strategy(default_conf)
strategy.ft_bot_start()
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 4f3d5f667..fb5fd38d8 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -68,8 +68,14 @@ def test_process_stopped(mocker, default_conf_usdt) -> None:
assert coo_mock.call_count == 1
+def test_process_calls_sendmsg(mocker, default_conf_usdt) -> None:
+ freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+ freqtrade.process()
+ assert freqtrade.rpc.process_msg_queue.call_count == 1
+
+
def test_bot_cleanup(mocker, default_conf_usdt, caplog) -> None:
- mock_cleanup = mocker.patch('freqtrade.freqtradebot.cleanup_db')
+ mock_cleanup = mocker.patch('freqtrade.freqtradebot.Trade.commit')
coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
freqtrade.cleanup()
@@ -837,8 +843,8 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
# In case of closed order
order['status'] = 'closed'
- order['price'] = 10
- order['cost'] = 100
+ order['average'] = 10
+ order['cost'] = 300
order['id'] = '444'
mocker.patch('freqtrade.exchange.Exchange.create_order',
@@ -849,7 +855,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
assert trade
assert trade.open_order_id is None
assert trade.open_rate == 10
- assert trade.stake_amount == round(order['price'] * order['filled'] / leverage, 8)
+ assert trade.stake_amount == round(order['average'] * order['filled'] / leverage, 8)
assert pytest.approx(trade.liquidation_price) == liq_price
# In case of rejected or expired order and partially filled
@@ -857,8 +863,8 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
order['amount'] = 30.0
order['filled'] = 20.0
order['remaining'] = 10.00
- order['price'] = 0.5
- order['cost'] = 15.0
+ order['average'] = 0.5
+ order['cost'] = 10.0
order['id'] = '555'
mocker.patch('freqtrade.exchange.Exchange.create_order',
MagicMock(return_value=order))
@@ -866,9 +872,9 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
trade = Trade.query.all()[3]
trade.is_short = is_short
assert trade
- assert trade.open_order_id == '555'
+ assert trade.open_order_id is None
assert trade.open_rate == 0.5
- assert trade.stake_amount == round(order['price'] * order['filled'] / leverage, 8)
+ assert trade.stake_amount == round(order['average'] * order['filled'] / leverage, 8)
# Test with custom stake
order['status'] = 'open'
@@ -895,7 +901,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
order['amount'] = 30.0 * leverage
order['filled'] = 0.0
order['remaining'] = 30.0
- order['price'] = 0.5
+ order['average'] = 0.5
order['cost'] = 0.0
order['id'] = '66'
mocker.patch('freqtrade.exchange.Exchange.create_order',
@@ -967,6 +973,14 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
trade.is_short = is_short
assert pytest.approx(trade.stake_amount) == 500
+ order['id'] = '55673'
+
+ freqtrade.strategy.leverage.reset_mock()
+ assert freqtrade.execute_entry(pair, 200, leverage_=3)
+ assert freqtrade.strategy.leverage.call_count == 0
+ trade = Trade.query.all()[10]
+ assert trade.leverage == 1 if trading_mode == 'spot' else 3
+
@pytest.mark.parametrize("is_short", [False, True])
def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_order, is_short) -> None:
@@ -1077,7 +1091,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
'last': 1.9
}),
create_order=MagicMock(side_effect=[
- {'id': enter_order['id']},
+ enter_order,
exit_order,
]),
get_fee=fee,
@@ -1103,20 +1117,20 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
# should do nothing and return false
trade.is_open = True
trade.open_order_id = None
- trade.stoploss_order_id = 100
+ trade.stoploss_order_id = "100"
hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', hanging_stoploss_order)
assert freqtrade.handle_stoploss_on_exchange(trade) is False
- assert trade.stoploss_order_id == 100
+ assert trade.stoploss_order_id == "100"
# Third case: when stoploss was set but it was canceled for some reason
# should set a stoploss immediately and return False
caplog.clear()
trade.is_open = True
trade.open_order_id = None
- trade.stoploss_order_id = 100
+ trade.stoploss_order_id = "100"
canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', canceled_stoploss_order)
@@ -2033,6 +2047,7 @@ def test_update_trade_state_exception(mocker, default_conf_usdt, is_short, limit
trade = MagicMock()
trade.open_order_id = '123'
+ trade.amount = 123
# Test raise of OperationalException exception
mocker.patch(
@@ -2060,8 +2075,9 @@ def test_update_trade_state_orderexception(mocker, default_conf_usdt, caplog) ->
@pytest.mark.parametrize("is_short", [False, True])
def test_update_trade_state_sell(
- default_conf_usdt, trades_for_order, limit_order_open, limit_order, is_short, mocker,
+ default_conf_usdt, trades_for_order, limit_order_open, limit_order, is_short, mocker
):
+ buy_order = limit_order[entry_side(is_short)]
open_order = limit_order_open[exit_side(is_short)]
l_order = limit_order[exit_side(is_short)]
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
@@ -2088,6 +2104,9 @@ def test_update_trade_state_sell(
leverage=1,
is_short=is_short,
)
+ order = Order.parse_from_ccxt_object(buy_order, 'LTC/ETH', entry_side(is_short))
+ trade.orders.append(order)
+
order = Order.parse_from_ccxt_object(open_order, 'LTC/ETH', exit_side(is_short))
trade.orders.append(order)
assert order.status == 'open'
@@ -2135,8 +2154,6 @@ def test_handle_trade(
assert trade
time.sleep(0.01) # Race condition fix
- oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], entry_side(is_short))
- trade.update_trade(oobj)
assert trade.is_open is True
freqtrade.wallets.update()
@@ -2146,11 +2163,15 @@ def test_handle_trade(
assert trade.open_order_id == exit_order['id']
# Simulate fulfilled LIMIT_SELL order for trade
- oobj = Order.parse_from_ccxt_object(exit_order, exit_order['symbol'], exit_side(is_short))
- trade.update_trade(oobj)
+ trade.orders[-1].ft_is_open = False
+ trade.orders[-1].status = 'closed'
+ trade.orders[-1].filled = trade.orders[-1].remaining
+ trade.orders[-1].remaining = 0.0
- assert trade.close_rate == 2.0 if is_short else 2.2
- assert trade.close_profit == close_profit
+ trade.update_trade(trade.orders[-1])
+
+ assert trade.close_rate == (2.0 if is_short else 2.2)
+ assert pytest.approx(trade.close_profit) == close_profit
assert trade.calc_profit(trade.close_rate) == 5.685
assert trade.close_date is not None
assert trade.exit_reason == 'sell_signal1'
@@ -2340,9 +2361,9 @@ def test_close_trade(
trade.is_short = is_short
assert trade
- oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], 'buy')
+ oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], trade.enter_side)
trade.update_trade(oobj)
- oobj = Order.parse_from_ccxt_object(exit_order, exit_order['symbol'], 'sell')
+ oobj = Order.parse_from_ccxt_object(exit_order, exit_order['symbol'], trade.exit_side)
trade.update_trade(oobj)
assert trade.is_open is False
@@ -2385,8 +2406,8 @@ def test_manage_open_orders_entry_usercustom(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=old_order),
- cancel_order_with_result=cancel_order_wr_mock,
cancel_order=cancel_order_mock,
+ cancel_order_with_result=cancel_order_wr_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf_usdt)
@@ -2434,7 +2455,9 @@ def test_manage_open_orders_entry(
) -> None:
old_order = limit_sell_order_old if is_short else limit_buy_order_old
rpc_mock = patch_RPCManager(mocker)
- old_order['id'] = open_trade.open_order_id
+ open_trade.open_order_id = old_order['id']
+ order = Order.parse_from_ccxt_object(old_order, 'mocked', 'buy')
+ open_trade.orders[0] = order
limit_buy_cancel = deepcopy(old_order)
limit_buy_cancel['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
@@ -2625,7 +2648,9 @@ def test_manage_open_orders_exit_usercustom(
is_short, open_trade_usdt, caplog
) -> None:
default_conf_usdt["unfilledtimeout"] = {"entry": 1440, "exit": 1440, "exit_timeout_count": 1}
- limit_sell_order_old['id'] = open_trade_usdt.open_order_id
+ open_trade_usdt.open_order_id = limit_sell_order_old['id']
+ order = Order.parse_from_ccxt_object(limit_sell_order_old, 'mocked', 'sell')
+ open_trade_usdt.orders[0] = order
if is_short:
limit_sell_order_old['side'] = 'buy'
open_trade_usdt.is_short = is_short
@@ -2753,6 +2778,8 @@ def test_check_handle_cancelled_exit(
cancel_order_mock = MagicMock()
limit_sell_order_old.update({"status": "canceled", 'filled': 0.0})
limit_sell_order_old['side'] = 'buy' if is_short else 'sell'
+ limit_sell_order_old['id'] = open_trade_usdt.open_order_id
+
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -2787,6 +2814,7 @@ def test_manage_open_orders_partial(
rpc_mock = patch_RPCManager(mocker)
open_trade.is_short = is_short
open_trade.leverage = leverage
+ open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
limit_buy_order_old_partial['id'] = open_trade.open_order_id
limit_buy_order_old_partial['side'] = 'sell' if is_short else 'buy'
limit_buy_canceled = deepcopy(limit_buy_order_old_partial)
@@ -2872,6 +2900,7 @@ def test_manage_open_orders_partial_except(
limit_buy_order_old_partial_canceled, mocker
) -> None:
open_trade.is_short = is_short
+ open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
rpc_mock = patch_RPCManager(mocker)
limit_buy_order_old_partial_canceled['id'] = open_trade.open_order_id
limit_buy_order_old_partial['id'] = open_trade.open_order_id
@@ -3090,7 +3119,27 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
close_date=arrow.utcnow().datetime,
exit_reason="sell_reason_whatever",
)
- order = {'remaining': 1,
+ trade.orders = [
+ Order(
+ ft_order_side='buy',
+ ft_pair=trade.pair,
+ ft_is_open=True,
+ order_id='123456',
+ status="closed",
+ symbol=trade.pair,
+ order_type="market",
+ side="buy",
+ price=trade.open_rate,
+ average=trade.open_rate,
+ filled=trade.amount,
+ remaining=0,
+ cost=trade.open_rate * trade.amount,
+ order_date=trade.open_date,
+ order_filled_date=trade.open_date,
+ ),
+ ]
+ order = {'id': "123456",
+ 'remaining': 1,
'amount': 1,
'status': "open"}
reason = CANCEL_REASON['TIMEOUT']
@@ -3214,6 +3263,9 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
+ 'sub_trade': False,
+ 'cumulative_profit': 0.0,
+ 'stake_amount': pytest.approx(60),
} == last_msg
@@ -3274,6 +3326,9 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
+ 'sub_trade': False,
+ 'cumulative_profit': 0.0,
+ 'stake_amount': pytest.approx(60),
} == last_msg
@@ -3355,6 +3410,9 @@ def test_execute_trade_exit_custom_exit_price(
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
+ 'sub_trade': False,
+ 'cumulative_profit': 0.0,
+ 'stake_amount': pytest.approx(60),
} == last_msg
@@ -3423,6 +3481,9 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
+ 'sub_trade': False,
+ 'cumulative_profit': 0.0,
+ 'stake_amount': pytest.approx(60),
} == last_msg
@@ -3626,7 +3687,7 @@ def test_execute_trade_exit_market_order(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
- _is_dry_limit_order_filled=MagicMock(return_value=False),
+ _is_dry_limit_order_filled=MagicMock(return_value=True),
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
@@ -3642,7 +3703,8 @@ def test_execute_trade_exit_market_order(
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
- fetch_ticker=ticker_usdt_sell_up
+ fetch_ticker=ticker_usdt_sell_up,
+ _is_dry_limit_order_filled=MagicMock(return_value=False),
)
freqtrade.config['order_types']['exit'] = 'market'
@@ -3653,9 +3715,9 @@ def test_execute_trade_exit_market_order(
)
assert not trade.is_open
- assert trade.close_profit == profit_ratio
+ assert pytest.approx(trade.close_profit) == profit_ratio
- assert rpc_mock.call_count == 3
+ assert rpc_mock.call_count == 4
last_msg = rpc_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.EXIT,
@@ -3681,6 +3743,9 @@ def test_execute_trade_exit_market_order(
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
+ 'sub_trade': False,
+ 'cumulative_profit': 0.0,
+ 'stake_amount': pytest.approx(60),
} == last_msg
@@ -3752,7 +3817,7 @@ def test_exit_profit_only(
'last': bid
}),
create_order=MagicMock(side_effect=[
- limit_order_open[eside],
+ limit_order[eside],
{'id': 1234553382},
]),
get_fee=fee,
@@ -3951,9 +4016,9 @@ def test_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_
# Test if entry-signal is absent (should sell due to roi = true)
if is_short:
- patch_get_signal(freqtrade, enter_long=False, exit_short=False)
+ patch_get_signal(freqtrade, enter_long=False, exit_short=False, exit_tag='something')
else:
- patch_get_signal(freqtrade, enter_long=False, exit_long=False)
+ patch_get_signal(freqtrade, enter_long=False, exit_long=False, exit_tag='something')
assert freqtrade.handle_trade(trade) is True
assert trade.exit_reason == ExitType.ROI.value
@@ -4044,7 +4109,7 @@ def test_trailing_stop_loss_positive(
'last': enter_price - (-0.01 if is_short else 0.01),
}),
create_order=MagicMock(side_effect=[
- limit_order_open[eside],
+ limit_order[eside],
{'id': 1234553382},
]),
get_fee=fee,
@@ -4595,7 +4660,7 @@ def test_order_book_entry_pricing1(mocker, default_conf_usdt, order_book_l2, exc
with pytest.raises(PricingError):
freqtrade.exchange.get_rate('ETH/USDT', side="entry", is_short=False, refresh=True)
assert log_has_re(
- r'Entry Price at location 1 from orderbook could not be determined.', caplog)
+ r'ETH/USDT - Entry Price at location 1 from orderbook could not be determined.', caplog)
else:
assert freqtrade.exchange.get_rate(
'ETH/USDT', side="entry", is_short=False, refresh=True) == 0.043935
@@ -4674,8 +4739,9 @@ def test_order_book_exit_pricing(
return_value={'bids': [[]], 'asks': [[]]})
with pytest.raises(PricingError):
freqtrade.handle_trade(trade)
- assert log_has_re(r'Exit Price at location 1 from orderbook could not be determined\..*',
- caplog)
+ assert log_has_re(
+ r"ETH/USDT - Exit Price at location 1 from orderbook could not be determined\..*",
+ caplog)
def test_startup_state(default_conf_usdt, mocker):
@@ -5348,7 +5414,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
'status': None,
'price': 9,
'amount': 12,
- 'cost': 100,
+ 'cost': 108,
'ft_is_open': True,
'id': '651',
'order_id': '651'
@@ -5443,7 +5509,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
assert trade.open_order_id is None
assert pytest.approx(trade.open_rate) == 9.90909090909
assert trade.amount == 22
- assert trade.stake_amount == 218
+ assert pytest.approx(trade.stake_amount) == 218
orders = Order.query.all()
assert orders
@@ -5496,6 +5562,329 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
# Make sure the closed order is found as the second order.
order = trade.select_order('buy', False)
assert order.order_id == '652'
+ closed_sell_dca_order_1 = {
+ 'ft_pair': pair,
+ 'status': 'closed',
+ 'ft_order_side': 'sell',
+ 'side': 'sell',
+ 'type': 'limit',
+ 'price': 8,
+ 'average': 8,
+ 'amount': 15,
+ 'filled': 15,
+ 'cost': 120,
+ 'ft_is_open': False,
+ 'id': '653',
+ 'order_id': '653'
+ }
+ mocker.patch('freqtrade.exchange.Exchange.create_order',
+ MagicMock(return_value=closed_sell_dca_order_1))
+ mocker.patch('freqtrade.exchange.Exchange.fetch_order',
+ MagicMock(return_value=closed_sell_dca_order_1))
+ mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
+ MagicMock(return_value=closed_sell_dca_order_1))
+ assert freqtrade.execute_trade_exit(trade=trade, limit=8,
+ exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
+ sub_trade_amt=15)
+
+ # Assert trade is as expected (averaged dca)
+ trade = Trade.query.first()
+ assert trade
+ assert trade.open_order_id is None
+ assert trade.is_open
+ assert trade.amount == 22
+ assert trade.stake_amount == 192.05405405405406
+ assert pytest.approx(trade.open_rate) == 8.729729729729
+
+ orders = Order.query.all()
+ assert orders
+ assert len(orders) == 4
+
+ # Make sure the closed order is found as the second order.
+ order = trade.select_order('sell', False)
+ assert order.order_id == '653'
+
+
+def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
+ """
+ TODO: Should be adjusted to test both long and short
+ buy 100 @ 11
+ sell 50 @ 8
+ sell 50 @ 16
+ """
+ patch_RPCManager(mocker)
+ patch_exchange(mocker)
+ patch_wallet(mocker, free=10000)
+ default_conf_usdt.update({
+ "position_adjustment_enable": True,
+ "dry_run": False,
+ "stake_amount": 200.0,
+ "dry_run_wallet": 1000.0,
+ })
+ freqtrade = FreqtradeBot(default_conf_usdt)
+ freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
+ bid = 11
+ amount = 100
+ buy_rate_mock = MagicMock(return_value=bid)
+ mocker.patch.multiple(
+ 'freqtrade.exchange.Exchange',
+ get_rate=buy_rate_mock,
+ fetch_ticker=MagicMock(return_value={
+ 'bid': 10,
+ 'ask': 12,
+ 'last': 11
+ }),
+ get_min_pair_stake_amount=MagicMock(return_value=1),
+ get_fee=fee,
+ )
+ pair = 'ETH/USDT'
+ # Initial buy
+ closed_successful_buy_order = {
+ 'pair': pair,
+ 'ft_pair': pair,
+ 'ft_order_side': 'buy',
+ 'side': 'buy',
+ 'type': 'limit',
+ 'status': 'closed',
+ 'price': bid,
+ 'average': bid,
+ 'cost': bid * amount,
+ 'amount': amount,
+ 'filled': amount,
+ 'ft_is_open': False,
+ 'id': '600',
+ 'order_id': '600'
+ }
+ mocker.patch('freqtrade.exchange.Exchange.create_order',
+ MagicMock(return_value=closed_successful_buy_order))
+ mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
+ MagicMock(return_value=closed_successful_buy_order))
+ assert freqtrade.execute_entry(pair, amount)
+ # Should create an closed trade with an no open order id
+ # Order is filled and trade is open
+ orders = Order.query.all()
+ assert orders
+ assert len(orders) == 1
+ trade = Trade.query.first()
+ assert trade
+ assert trade.is_open is True
+ assert trade.open_order_id is None
+ assert trade.open_rate == bid
+ assert trade.stake_amount == bid * amount
+
+ # Assume it does nothing since order is closed and trade is open
+ freqtrade.update_closed_trades_without_assigned_fees()
+
+ trade = Trade.query.first()
+ assert trade
+ assert trade.is_open is True
+ assert trade.open_order_id is None
+ assert trade.open_rate == bid
+ assert trade.stake_amount == bid * amount
+ assert not trade.fee_updated(trade.entry_side)
+
+ freqtrade.manage_open_orders()
+
+ trade = Trade.query.first()
+ assert trade
+ assert trade.is_open is True
+ assert trade.open_order_id is None
+ assert trade.open_rate == bid
+ assert trade.stake_amount == bid * amount
+ assert not trade.fee_updated(trade.entry_side)
+
+ amount = 50
+ ask = 8
+ closed_sell_dca_order_1 = {
+ 'ft_pair': pair,
+ 'status': 'closed',
+ 'ft_order_side': 'sell',
+ 'side': 'sell',
+ 'type': 'limit',
+ 'price': ask,
+ 'average': ask,
+ 'amount': amount,
+ 'filled': amount,
+ 'cost': amount * ask,
+ 'ft_is_open': False,
+ 'id': '601',
+ 'order_id': '601'
+ }
+ mocker.patch('freqtrade.exchange.Exchange.create_order',
+ MagicMock(return_value=closed_sell_dca_order_1))
+ mocker.patch('freqtrade.exchange.Exchange.fetch_order',
+ MagicMock(return_value=closed_sell_dca_order_1))
+ mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
+ MagicMock(return_value=closed_sell_dca_order_1))
+ assert freqtrade.execute_trade_exit(trade=trade, limit=ask,
+ exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
+ sub_trade_amt=amount)
+ trades: List[Trade] = trade.get_open_trades_without_assigned_fees()
+ assert len(trades) == 1
+ # Assert trade is as expected (averaged dca)
+
+ trade = Trade.query.first()
+ assert trade
+ assert trade.open_order_id is None
+ assert trade.amount == 50
+ assert trade.open_rate == 11
+ assert trade.stake_amount == 550
+ assert pytest.approx(trade.realized_profit) == -152.375
+ assert pytest.approx(trade.close_profit_abs) == -152.375
+
+ orders = Order.query.all()
+ assert orders
+ assert len(orders) == 2
+ # Make sure the closed order is found as the second order.
+ order = trade.select_order('sell', False)
+ assert order.order_id == '601'
+
+ amount = 50
+ ask = 16
+ closed_sell_dca_order_2 = {
+ 'ft_pair': pair,
+ 'status': 'closed',
+ 'ft_order_side': 'sell',
+ 'side': 'sell',
+ 'type': 'limit',
+ 'price': ask,
+ 'average': ask,
+ 'amount': amount,
+ 'filled': amount,
+ 'cost': amount * ask,
+ 'ft_is_open': False,
+ 'id': '602',
+ 'order_id': '602'
+ }
+ mocker.patch('freqtrade.exchange.Exchange.create_order',
+ MagicMock(return_value=closed_sell_dca_order_2))
+ mocker.patch('freqtrade.exchange.Exchange.fetch_order',
+ MagicMock(return_value=closed_sell_dca_order_2))
+ mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
+ MagicMock(return_value=closed_sell_dca_order_2))
+ assert freqtrade.execute_trade_exit(trade=trade, limit=ask,
+ exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
+ sub_trade_amt=amount)
+ # Assert trade is as expected (averaged dca)
+
+ trade = Trade.query.first()
+ assert trade
+ assert trade.open_order_id is None
+ assert trade.amount == 50
+ assert trade.open_rate == 11
+ assert trade.stake_amount == 550
+ # Trade fully realized
+ assert pytest.approx(trade.realized_profit) == 94.25
+ assert pytest.approx(trade.close_profit_abs) == 94.25
+ orders = Order.query.all()
+ assert orders
+ assert len(orders) == 3
+
+ # Make sure the closed order is found as the second order.
+ order = trade.select_order('sell', False)
+ assert order.order_id == '602'
+ assert trade.is_open is False
+
+
+@pytest.mark.parametrize('data', [
+ (
+ # tuple 1 - side amount, price
+ # tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
+ (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
+ (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
+ (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
+ (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
+ (('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, 336.625, 0.1343142)), # final profit (sum)
+ ),
+ (
+ (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
+ (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
+ (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
+ (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
+ (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
+ (('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 3175.75, 0.9747170)), # final profit
+ )
+])
+def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None:
+ default_conf_usdt.update({
+ "position_adjustment_enable": True,
+ "dry_run": False,
+ "stake_amount": 200.0,
+ "dry_run_wallet": 1000.0,
+ })
+ patch_RPCManager(mocker)
+ patch_exchange(mocker)
+ patch_wallet(mocker, free=10000)
+ freqtrade = FreqtradeBot(default_conf_usdt)
+ trade = None
+ freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
+ for idx, (order, result) in enumerate(data):
+ amount = order[1]
+ price = order[2]
+ price_mock = MagicMock(return_value=price)
+ mocker.patch.multiple(
+ 'freqtrade.exchange.Exchange',
+ get_rate=price_mock,
+ fetch_ticker=MagicMock(return_value={
+ 'bid': 10,
+ 'ask': 12,
+ 'last': 11
+ }),
+ get_min_pair_stake_amount=MagicMock(return_value=1),
+ get_fee=fee,
+ )
+ pair = 'ETH/USDT'
+ closed_successful_order = {
+ 'pair': pair,
+ 'ft_pair': pair,
+ 'ft_order_side': order[0],
+ 'side': order[0],
+ 'type': 'limit',
+ 'status': 'closed',
+ 'price': price,
+ 'average': price,
+ 'cost': price * amount,
+ 'amount': amount,
+ 'filled': amount,
+ 'ft_is_open': False,
+ 'id': f'60{idx}',
+ 'order_id': f'60{idx}'
+ }
+ mocker.patch('freqtrade.exchange.Exchange.create_order',
+ MagicMock(return_value=closed_successful_order))
+ mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
+ MagicMock(return_value=closed_successful_order))
+ if order[0] == 'buy':
+ assert freqtrade.execute_entry(pair, amount, trade=trade)
+ else:
+ assert freqtrade.execute_trade_exit(
+ trade=trade, limit=price,
+ exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
+ sub_trade_amt=amount)
+
+ orders1 = Order.query.all()
+ assert orders1
+ assert len(orders1) == idx + 1
+
+ trade = Trade.query.first()
+ assert trade
+ if idx < len(data) - 1:
+ assert trade.is_open is True
+ assert trade.open_order_id is None
+ assert trade.amount == result[0]
+ assert trade.open_rate == result[1]
+ assert trade.stake_amount == result[2]
+ assert pytest.approx(trade.realized_profit) == result[3]
+ assert pytest.approx(trade.close_profit_abs) == result[4]
+ assert pytest.approx(trade.close_profit) == result[5]
+
+ order_obj = trade.select_order(order[0], False)
+ assert order_obj.order_id == f'60{idx}'
+
+ trade = Trade.query.first()
+ assert trade
+ assert trade.open_order_id is None
+ assert trade.is_open is False
def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee, caplog) -> None:
@@ -5519,9 +5908,25 @@ def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, ca
"max_entry_position_adjustment": 0,
})
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
-
+ buy_rate_mock = MagicMock(return_value=10)
+ mocker.patch.multiple(
+ 'freqtrade.exchange.Exchange',
+ get_rate=buy_rate_mock,
+ fetch_ticker=MagicMock(return_value={
+ 'bid': 10,
+ 'ask': 12,
+ 'last': 11
+ }),
+ get_min_pair_stake_amount=MagicMock(return_value=1),
+ get_fee=fee,
+ )
create_mock_trades(fee)
caplog.set_level(logging.DEBUG)
-
+ freqtrade.strategy.adjust_trade_position = MagicMock(return_value=10)
freqtrade.process_open_trade_positions()
assert log_has_re(r"Max adjustment entries for .* has been reached\.", caplog)
+
+ caplog.clear()
+ freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-10)
+ freqtrade.process_open_trade_positions()
+ assert log_has_re(r"LIMIT_SELL has been fulfilled.*", caplog)
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 83f54becb..40fdb4277 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -6,7 +6,7 @@ from freqtrade.enums import ExitCheckTuple, ExitType
from freqtrade.persistence import Trade
from freqtrade.persistence.models import Order
from freqtrade.rpc.rpc import RPC
-from tests.conftest import get_patched_freqtradebot, patch_get_signal
+from tests.conftest import get_patched_freqtradebot, log_has_re, patch_get_signal
def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
@@ -455,3 +455,60 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
# Check the 2 filled orders equal the above amount
assert pytest.approx(trade.orders[1].amount) == 30.150753768
assert pytest.approx(trade.orders[-1].amount) == 61.538461232
+
+
+def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog) -> None:
+ default_conf_usdt['position_adjustment_enable'] = True
+
+ freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+ mocker.patch.multiple(
+ 'freqtrade.exchange.Exchange',
+ fetch_ticker=ticker_usdt,
+ get_fee=fee,
+ amount_to_precision=lambda s, x, y: y,
+ price_to_precision=lambda s, x, y: y,
+ get_min_pair_stake_amount=MagicMock(return_value=10),
+ )
+
+ patch_get_signal(freqtrade)
+ freqtrade.enter_positions()
+
+ assert len(Trade.get_trades().all()) == 1
+ trade = Trade.get_trades().first()
+ assert len(trade.orders) == 1
+ assert pytest.approx(trade.stake_amount) == 60
+ assert pytest.approx(trade.amount) == 30.0
+ assert trade.open_rate == 2.0
+
+ # Too small size
+ freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-59)
+ freqtrade.process()
+ trade = Trade.get_trades().first()
+ assert len(trade.orders) == 1
+ assert pytest.approx(trade.stake_amount) == 60
+ assert pytest.approx(trade.amount) == 30.0
+ assert log_has_re("Remaining amount of 1.6.* would be too small.", caplog)
+
+ freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-20)
+
+ freqtrade.process()
+ trade = Trade.get_trades().first()
+ assert len(trade.orders) == 2
+ assert trade.orders[-1].ft_order_side == 'sell'
+ assert pytest.approx(trade.stake_amount) == 40.198
+ assert pytest.approx(trade.amount) == 20.099
+ assert trade.open_rate == 2.0
+ assert trade.is_open
+ caplog.clear()
+
+ # Sell more than what we got (we got ~20 coins left)
+ # First adjusts the amount to 20 - then rejects.
+ freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-50)
+ freqtrade.process()
+ assert log_has_re("Adjusting amount to trade.amount as it is higher.*", caplog)
+ assert log_has_re("Remaining amount of 0.0 would be too small.", caplog)
+ trade = Trade.get_trades().first()
+ assert len(trade.orders) == 2
+ assert trade.orders[-1].ft_order_side == 'sell'
+ assert pytest.approx(trade.stake_amount) == 40.198
+ assert trade.is_open
diff --git a/tests/test_periodiccache.py b/tests/test_periodiccache.py
index b2bd8ba2b..df05de4ef 100644
--- a/tests/test_periodiccache.py
+++ b/tests/test_periodiccache.py
@@ -1,6 +1,6 @@
import time_machine
-from freqtrade.configuration import PeriodicCache
+from freqtrade.util import PeriodicCache
def test_ttl_cache():
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 357233dfa..eea6d6fa1 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -99,7 +99,7 @@ def test_enter_exit_side(fee, is_short):
@pytest.mark.usefixtures("init_persistence")
-def test_set_stop_loss_isolated_liq(fee):
+def test_set_stop_loss_liquidation(fee):
trade = Trade(
id=2,
pair='ADA/USDT',
@@ -115,73 +115,94 @@ def test_set_stop_loss_isolated_liq(fee):
leverage=2.0,
trading_mode=margin
)
- trade.set_isolated_liq(0.09)
+ trade.set_liquidation_price(0.09)
assert trade.liquidation_price == 0.09
assert trade.stop_loss is None
assert trade.initial_stop_loss is None
- trade._set_stop_loss(0.1, (1.0 / 9.0))
+ trade.adjust_stop_loss(2.0, 0.2, True)
assert trade.liquidation_price == 0.09
- assert trade.stop_loss == 0.1
- assert trade.initial_stop_loss == 0.1
+ assert trade.stop_loss == 1.8
+ assert trade.initial_stop_loss == 1.8
- trade.set_isolated_liq(0.08)
+ trade.set_liquidation_price(0.08)
assert trade.liquidation_price == 0.08
- assert trade.stop_loss == 0.1
- assert trade.initial_stop_loss == 0.1
+ assert trade.stop_loss == 1.8
+ assert trade.initial_stop_loss == 1.8
- trade.set_isolated_liq(0.11)
- trade._set_stop_loss(0.1, 0)
+ trade.set_liquidation_price(0.11)
+ trade.adjust_stop_loss(2.0, 0.2)
assert trade.liquidation_price == 0.11
- assert trade.stop_loss == 0.11
- assert trade.initial_stop_loss == 0.1
+ # Stoploss does not change from liquidation price
+ assert trade.stop_loss == 1.8
+ assert trade.initial_stop_loss == 1.8
# lower stop doesn't move stoploss
- trade._set_stop_loss(0.1, 0)
+ trade.adjust_stop_loss(1.8, 0.2)
assert trade.liquidation_price == 0.11
- assert trade.stop_loss == 0.11
- assert trade.initial_stop_loss == 0.1
+ assert trade.stop_loss == 1.8
+ assert trade.initial_stop_loss == 1.8
+
+ # higher stop does move stoploss
+ trade.adjust_stop_loss(2.1, 0.1)
+ assert trade.liquidation_price == 0.11
+ assert pytest.approx(trade.stop_loss) == 1.994999
+ assert trade.initial_stop_loss == 1.8
+ assert trade.stoploss_or_liquidation == trade.stop_loss
trade.stop_loss = None
trade.liquidation_price = None
trade.initial_stop_loss = None
+ trade.initial_stop_loss_pct = None
- trade._set_stop_loss(0.07, 0)
+ trade.adjust_stop_loss(2.0, 0.1, True)
assert trade.liquidation_price is None
- assert trade.stop_loss == 0.07
- assert trade.initial_stop_loss == 0.07
+ assert trade.stop_loss == 1.9
+ assert trade.initial_stop_loss == 1.9
+ assert trade.stoploss_or_liquidation == 1.9
trade.is_short = True
trade.recalc_open_trade_value()
trade.stop_loss = None
trade.initial_stop_loss = None
+ trade.initial_stop_loss_pct = None
- trade.set_isolated_liq(0.09)
- assert trade.liquidation_price == 0.09
+ trade.set_liquidation_price(3.09)
+ assert trade.liquidation_price == 3.09
assert trade.stop_loss is None
assert trade.initial_stop_loss is None
- trade._set_stop_loss(0.08, (1.0 / 9.0))
- assert trade.liquidation_price == 0.09
- assert trade.stop_loss == 0.08
- assert trade.initial_stop_loss == 0.08
+ trade.adjust_stop_loss(2.0, 0.2)
+ assert trade.liquidation_price == 3.09
+ assert trade.stop_loss == 2.2
+ assert trade.initial_stop_loss == 2.2
+ assert trade.stoploss_or_liquidation == 2.2
- trade.set_isolated_liq(0.1)
- assert trade.liquidation_price == 0.1
- assert trade.stop_loss == 0.08
- assert trade.initial_stop_loss == 0.08
+ trade.set_liquidation_price(3.1)
+ assert trade.liquidation_price == 3.1
+ assert trade.stop_loss == 2.2
+ assert trade.initial_stop_loss == 2.2
+ assert trade.stoploss_or_liquidation == 2.2
- trade.set_isolated_liq(0.07)
- trade._set_stop_loss(0.1, (1.0 / 8.0))
- assert trade.liquidation_price == 0.07
- assert trade.stop_loss == 0.07
- assert trade.initial_stop_loss == 0.08
+ trade.set_liquidation_price(3.8)
+ assert trade.liquidation_price == 3.8
+ # Stoploss does not change from liquidation price
+ assert trade.stop_loss == 2.2
+ assert trade.initial_stop_loss == 2.2
# Stop doesn't move stop higher
- trade._set_stop_loss(0.1, (1.0 / 9.0))
- assert trade.liquidation_price == 0.07
- assert trade.stop_loss == 0.07
- assert trade.initial_stop_loss == 0.08
+ trade.adjust_stop_loss(2.0, 0.3)
+ assert trade.liquidation_price == 3.8
+ assert trade.stop_loss == 2.2
+ assert trade.initial_stop_loss == 2.2
+
+ # Stoploss does move lower
+ trade.set_liquidation_price(1.5)
+ trade.adjust_stop_loss(1.8, 0.1)
+ assert trade.liquidation_price == 1.5
+ assert pytest.approx(trade.stop_loss) == 1.89
+ assert trade.initial_stop_loss == 2.2
+ assert trade.stoploss_or_liquidation == 1.5
@pytest.mark.parametrize('exchange,is_short,lev,minutes,rate,interest,trading_mode', [
@@ -479,8 +500,9 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
assert trade.close_profit is None
assert trade.close_date is None
- trade.open_order_id = 'something'
+ trade.open_order_id = enter_order['id']
oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', entry_side)
+ trade.orders.append(oobj)
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == open_rate
@@ -493,14 +515,15 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
caplog)
caplog.clear()
- trade.open_order_id = 'something'
+ trade.open_order_id = enter_order['id']
time_machine.move_to("2022-03-31 21:45:05 +00:00")
oobj = Order.parse_from_ccxt_object(exit_order, 'ADA/USDT', exit_side)
+ trade.orders.append(oobj)
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_rate == close_rate
- assert trade.close_profit == profit
+ assert pytest.approx(trade.close_profit) == profit
assert trade.close_date is not None
assert log_has_re(f"LIMIT_{exit_side.upper()} has been fulfilled for "
r"Trade\(id=2, pair=ADA/USDT, amount=30.00000000, "
@@ -527,8 +550,9 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
leverage=1.0,
)
- trade.open_order_id = 'something'
+ trade.open_order_id = 'mocked_market_buy'
oobj = Order.parse_from_ccxt_object(market_buy_order_usdt, 'ADA/USDT', 'buy')
+ trade.orders.append(oobj)
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == 2.0
@@ -541,12 +565,13 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
caplog.clear()
trade.is_open = True
- trade.open_order_id = 'something'
+ trade.open_order_id = 'mocked_market_sell'
oobj = Order.parse_from_ccxt_object(market_sell_order_usdt, 'ADA/USDT', 'sell')
+ trade.orders.append(oobj)
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_rate == 2.2
- assert trade.close_profit == round(0.0945137157107232, 8)
+ assert pytest.approx(trade.close_profit) == 0.094513715710723
assert trade.close_date is not None
assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
r"pair=ADA/USDT, amount=30.00000000, is_short=False, leverage=1.0, "
@@ -605,14 +630,14 @@ def test_calc_open_close_trade_price(
trade.open_rate = 2.0
trade.close_rate = 2.2
trade.recalc_open_trade_value()
- assert isclose(trade._calc_open_trade_value(), open_value)
+ assert isclose(trade._calc_open_trade_value(trade.amount, trade.open_rate), open_value)
assert isclose(trade.calc_close_trade_value(trade.close_rate), close_value)
assert isclose(trade.calc_profit(trade.close_rate), round(profit, 8))
assert pytest.approx(trade.calc_profit_ratio(trade.close_rate)) == profit_ratio
@pytest.mark.usefixtures("init_persistence")
-def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee):
+def test_trade_close(fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
@@ -624,14 +649,41 @@ def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee):
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
interest_rate=0.0005,
exchange='binance',
- trading_mode=margin
+ trading_mode=margin,
+ leverage=1.0,
)
+ trade.orders.append(Order(
+ ft_order_side=trade.entry_side,
+ order_id=f'{trade.pair}-{trade.entry_side}-{trade.open_date}',
+ ft_pair=trade.pair,
+ amount=trade.amount,
+ filled=trade.amount,
+ remaining=0,
+ price=trade.open_rate,
+ average=trade.open_rate,
+ status="closed",
+ order_type="limit",
+ side=trade.entry_side,
+ ))
+ trade.orders.append(Order(
+ ft_order_side=trade.exit_side,
+ order_id=f'{trade.pair}-{trade.exit_side}-{trade.open_date}',
+ ft_pair=trade.pair,
+ amount=trade.amount,
+ filled=trade.amount,
+ remaining=0,
+ price=2.2,
+ average=2.2,
+ status="closed",
+ order_type="limit",
+ side=trade.exit_side,
+ ))
assert trade.close_profit is None
assert trade.close_date is None
assert trade.is_open is True
trade.close(2.2)
assert trade.is_open is False
- assert trade.close_profit == round(0.0945137157107232, 8)
+ assert pytest.approx(trade.close_profit) == 0.094513715
assert trade.close_date is not None
new_date = arrow.Arrow(2020, 2, 2, 15, 6, 1).datetime,
@@ -763,7 +815,7 @@ def test_calc_open_trade_value(
trade.update_trade(oobj) # Buy @ 2.0
# Get the open rate price with the standard fee rate
- assert trade._calc_open_trade_value() == result
+ assert trade._calc_open_trade_value(trade.amount, trade.open_rate) == result
@pytest.mark.parametrize(
@@ -853,7 +905,7 @@ def test_calc_close_trade_price(
('binance', False, 1, 1.9, 0.003, -3.3209999, -0.055211970, spot, 0),
('binance', False, 1, 2.2, 0.003, 5.6520000, 0.093965087, spot, 0),
- # # FUTURES, funding_fee=1
+ # FUTURES, funding_fee=1
('binance', False, 1, 2.1, 0.0025, 3.6925, 0.06138819, futures, 1),
('binance', False, 3, 2.1, 0.0025, 3.6925, 0.18416458, futures, 1),
('binance', True, 1, 2.1, 0.0025, -2.3074999, -0.03855472, futures, 1),
@@ -1139,6 +1191,11 @@ def test_calc_profit(
assert pytest.approx(trade.calc_profit(rate=close_rate)) == round(profit, 8)
assert pytest.approx(trade.calc_profit_ratio(rate=close_rate)) == round(profit_ratio, 8)
+ assert pytest.approx(trade.calc_profit(close_rate, trade.amount,
+ trade.open_rate)) == round(profit, 8)
+ assert pytest.approx(trade.calc_profit_ratio(close_rate, trade.amount,
+ trade.open_rate)) == round(profit_ratio, 8)
+
def test_migrate_new(mocker, default_conf, fee, caplog):
"""
@@ -1200,7 +1257,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000',
0.0, 0.0, 0.0, '5m',
- 'buy_order', 'stop_order_id222')
+ 'buy_order', 'dry_stop_order_id222')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
@@ -1226,7 +1283,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
'buy',
'ETC/BTC',
0,
- 'buy_order',
+ 'dry_buy_order',
'closed',
'ETC/BTC',
'limit',
@@ -1238,12 +1295,44 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
{amount * 0.00258580}
),
(
+ 1,
+ 'buy',
+ 'ETC/BTC',
+ 1,
+ 'dry_buy_order22',
+ 'canceled',
+ 'ETC/BTC',
+ 'limit',
+ 'buy',
+ 0.00258580,
+ {amount},
+ {amount},
+ 0,
+ {amount * 0.00258580}
+ ),
+ (
1,
'stoploss',
'ETC/BTC',
+ 1,
+ 'dry_stop_order_id11X',
+ 'canceled',
+ 'ETC/BTC',
+ 'limit',
+ 'sell',
+ 0.00258580,
+ {amount},
+ {amount},
0,
- 'stop_order_id222',
- 'closed',
+ {amount * 0.00258580}
+ ),
+ (
+ 1,
+ 'stoploss',
+ 'ETC/BTC',
+ 1,
+ 'dry_stop_order_id222',
+ 'open',
'ETC/BTC',
'limit',
'sell',
@@ -1292,22 +1381,31 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.exit_reason is None
assert trade.strategy is None
assert trade.timeframe == '5m'
- assert trade.stoploss_order_id == 'stop_order_id222'
+ assert trade.stoploss_order_id == 'dry_stop_order_id222'
assert trade.stoploss_last_update is None
assert log_has("trying trades_bak1", caplog)
assert log_has("trying trades_bak2", caplog)
assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0",
caplog)
- assert trade.open_trade_value == trade._calc_open_trade_value()
+ assert trade.open_trade_value == trade._calc_open_trade_value(trade.amount, trade.open_rate)
assert trade.close_profit_abs is None
orders = trade.orders
- assert len(orders) == 2
- assert orders[0].order_id == 'buy_order'
+ assert len(orders) == 4
+ assert orders[0].order_id == 'dry_buy_order'
assert orders[0].ft_order_side == 'buy'
- assert orders[1].order_id == 'stop_order_id222'
- assert orders[1].ft_order_side == 'stoploss'
+ assert orders[-1].order_id == 'dry_stop_order_id222'
+ assert orders[-1].ft_order_side == 'stoploss'
+ assert orders[-1].ft_is_open is True
+
+ assert orders[1].order_id == 'dry_buy_order22'
+ assert orders[1].ft_order_side == 'buy'
+ assert orders[1].ft_is_open is False
+
+ assert orders[2].order_id == 'dry_stop_order_id11X'
+ assert orders[2].ft_order_side == 'stoploss'
+ assert orders[2].ft_is_open is False
def test_migrate_too_old(mocker, default_conf, fee, caplog):
@@ -1465,26 +1563,26 @@ def test_adjust_stop_loss(fee):
# Get percent of profit with a custom rate (Higher than open rate)
trade.adjust_stop_loss(1.3, -0.1)
- assert round(trade.stop_loss, 8) == 1.17
+ assert pytest.approx(trade.stop_loss) == 1.17
assert trade.stop_loss_pct == -0.1
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
# current rate lower again ... should not change
trade.adjust_stop_loss(1.2, 0.1)
- assert round(trade.stop_loss, 8) == 1.17
+ assert pytest.approx(trade.stop_loss) == 1.17
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
# current rate higher... should raise stoploss
trade.adjust_stop_loss(1.4, 0.1)
- assert round(trade.stop_loss, 8) == 1.26
+ assert pytest.approx(trade.stop_loss) == 1.26
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
# Initial is true but stop_loss set - so doesn't do anything
trade.adjust_stop_loss(1.7, 0.1, True)
- assert round(trade.stop_loss, 8) == 1.26
+ assert pytest.approx(trade.stop_loss) == 1.26
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
assert trade.stop_loss_pct == -0.1
@@ -1537,9 +1635,10 @@ def test_adjust_stop_loss_short(fee):
assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == -0.05
assert trade.stop_loss_pct == -0.1
- trade.set_isolated_liq(0.63)
+ # Liquidation price is lower than stoploss - so liquidation would trigger first.
+ trade.set_liquidation_price(0.63)
trade.adjust_stop_loss(0.59, -0.1)
- assert trade.stop_loss == 0.63
+ assert trade.stop_loss == 0.649
assert trade.liquidation_price == 0.63
@@ -1650,6 +1749,7 @@ def test_to_json(fee):
'stake_amount': 0.001,
'trade_duration': None,
'trade_duration_s': None,
+ 'realized_profit': 0.0,
'close_profit': None,
'close_profit_pct': None,
'close_profit_abs': None,
@@ -1726,6 +1826,7 @@ def test_to_json(fee):
'initial_stop_loss_abs': None,
'initial_stop_loss_pct': None,
'initial_stop_loss_ratio': None,
+ 'realized_profit': 0.0,
'close_profit': None,
'close_profit_pct': None,
'close_profit_abs': None,
@@ -1937,10 +2038,10 @@ def test_stoploss_reinitialization_short(default_conf, fee):
assert trade_adj.initial_stop_loss == 1.01
assert trade_adj.initial_stop_loss_pct == -0.05
# Stoploss can't go above liquidation price
- trade_adj.set_isolated_liq(0.985)
+ trade_adj.set_liquidation_price(0.985)
trade.adjust_stop_loss(0.9799, -0.05)
- assert trade_adj.stop_loss == 0.985
- assert trade_adj.stop_loss == 0.985
+ assert trade_adj.stop_loss == 0.989699
+ assert trade_adj.liquidation_price == 0.985
def test_update_fee(fee):
@@ -2075,6 +2176,24 @@ def test_get_trades_proxy(fee, use_db, is_short):
Trade.use_db = True
+@pytest.mark.usefixtures("init_persistence")
+@pytest.mark.parametrize('is_short', [True, False])
+def test_get_trades__query(fee, is_short):
+ query = Trade.get_trades([])
+ # without orders there should be no join issued.
+ query1 = Trade.get_trades([], include_orders=False)
+
+ assert "JOIN orders" in str(query)
+ assert "JOIN orders" not in str(query1)
+
+ create_mock_trades(fee, is_short)
+ query = Trade.get_trades([])
+ query1 = Trade.get_trades([], include_orders=False)
+
+ assert "JOIN orders" in str(query)
+ assert "JOIN orders" not in str(query1)
+
+
def test_get_trades_backtest():
Trade.use_db = False
with pytest.raises(NotImplementedError, match=r"`Trade.get_trades\(\)` not .*"):
@@ -2150,7 +2269,7 @@ def test_update_order_from_ccxt(caplog):
'symbol': 'ADA/USDT',
'type': 'limit',
'price': 1234.5,
- 'amount': 20.0,
+ 'amount': 20.0,
'filled': 9,
'remaining': 11,
'status': 'open',
@@ -2256,6 +2375,7 @@ def test_Trade_object_idem():
'delete',
'session',
'commit',
+ 'rollback',
'query',
'open_date',
'get_best_pair',
@@ -2309,7 +2429,7 @@ def test_recalc_trade_from_orders(fee):
)
assert fee.return_value == 0.0025
- assert trade._calc_open_trade_value() == o1_trade_val
+ assert trade._calc_open_trade_value(trade.amount, trade.open_rate) == o1_trade_val
assert trade.amount == o1_amount
assert trade.stake_amount == o1_cost
assert trade.open_rate == o1_rate
@@ -2421,7 +2541,8 @@ def test_recalc_trade_from_orders(fee):
assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost
assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val
- # Just to make sure sell orders are ignored, let's calculate one more time.
+ # Just to make sure full sell orders are ignored, let's calculate one more time.
+
sell1 = Order(
ft_order_side='sell',
ft_pair=trade.pair,
@@ -2583,7 +2704,7 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
assert trade.open_trade_value == 2 * o1_trade_val
assert trade.nr_of_successful_entries == 2
- # Just to make sure exit orders are ignored, let's calculate one more time.
+ # Reduce position - this will reduce amount again.
sell1 = Order(
ft_order_side=exit_side,
ft_pair=trade.pair,
@@ -2594,7 +2715,7 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
side=exit_side,
price=4,
average=3,
- filled=2,
+ filled=o1_amount,
remaining=1,
cost=5,
order_date=trade.open_date,
@@ -2603,11 +2724,11 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
trade.orders.append(sell1)
trade.recalc_trade_from_orders()
- assert trade.amount == 2 * o1_amount
- assert trade.stake_amount == 2 * o1_amount
+ assert trade.amount == o1_amount
+ assert trade.stake_amount == o1_amount
assert trade.open_rate == o1_rate
- assert trade.fee_open_cost == 2 * o1_fee_cost
- assert trade.open_trade_value == 2 * o1_trade_val
+ assert trade.fee_open_cost == o1_fee_cost
+ assert trade.open_trade_value == o1_trade_val
assert trade.nr_of_successful_entries == 2
# Check with 1 order
@@ -2631,11 +2752,11 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
trade.recalc_trade_from_orders()
# Calling recalc with single initial order should not change anything
- assert trade.amount == 3 * o1_amount
- assert trade.stake_amount == 3 * o1_amount
+ assert trade.amount == 2 * o1_amount
+ assert trade.stake_amount == 2 * o1_amount
assert trade.open_rate == o1_rate
- assert trade.fee_open_cost == 3 * o1_fee_cost
- assert trade.open_trade_value == 3 * o1_trade_val
+ assert trade.fee_open_cost == 2 * o1_fee_cost
+ assert trade.open_trade_value == 2 * o1_trade_val
assert trade.nr_of_successful_entries == 3
@@ -2699,5 +2820,148 @@ def test_order_to_ccxt(limit_buy_order_open):
del raw_order['fee']
del raw_order['datetime']
del raw_order['info']
+ assert raw_order['stopPrice'] is None
+ del raw_order['stopPrice']
del limit_buy_order_open['datetime']
assert raw_order == limit_buy_order_open
+
+
+@pytest.mark.usefixtures("init_persistence")
+@pytest.mark.parametrize('data', [
+ {
+ # tuple 1 - side, amount, price
+ # tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
+ 'orders': [
+ (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
+ (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
+ (('sell', 50, 12), (150.0, 12.5, 1875.0, -25.0, -25.0, -0.04)),
+ (('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0, 0.60)),
+ (('sell', 50, 5), (50.0, 12.5, 625.0, 350.0, -375.0, -0.60)),
+ ],
+ 'end_profit': 350.0,
+ 'end_profit_ratio': 0.14,
+ 'fee': 0.0,
+ },
+ {
+ 'orders': [
+ (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
+ (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
+ (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
+ (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
+ (('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, -377.1875, -0.60199501)),
+ ],
+ 'end_profit': 336.625,
+ 'end_profit_ratio': 0.1343142,
+ 'fee': 0.0025,
+ },
+ {
+ 'orders': [
+ (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
+ (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
+ (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
+ (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
+ (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
+ (('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 1787.25, 1.08048062)),
+ ],
+ 'end_profit': 3175.75,
+ 'end_profit_ratio': 0.9747170,
+ 'fee': 0.0025,
+ },
+ {
+ # Test above without fees
+ 'orders': [
+ (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
+ (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
+ (('sell', 100, 11), (100.0, 5.0, 500.0, 600.0, 600.0, 1.2)),
+ (('buy', 150, 15), (250.0, 11.0, 2750.0, 600.0, 600.0, 1.2)),
+ (('sell', 100, 19), (150.0, 11.0, 1650.0, 1400.0, 800.0, 0.72727273)),
+ (('sell', 150, 23), (150.0, 11.0, 1650.0, 3200.0, 1800.0, 1.09090909)),
+ ],
+ 'end_profit': 3200.0,
+ 'end_profit_ratio': 0.98461538,
+ 'fee': 0.0,
+ },
+ {
+ 'orders': [
+ (('buy', 100, 8), (100.0, 8.0, 800.0, 0.0, None, None)),
+ (('buy', 100, 9), (200.0, 8.5, 1700.0, 0.0, None, None)),
+ (('sell', 100, 10), (100.0, 8.5, 850.0, 150.0, 150.0, 0.17647059)),
+ (('buy', 150, 11), (250.0, 10, 2500.0, 150.0, 150.0, 0.17647059)),
+ (('sell', 100, 12), (150.0, 10.0, 1500.0, 350.0, 350.0, 0.2)),
+ (('sell', 150, 14), (150.0, 10.0, 1500.0, 950.0, 950.0, 0.40)),
+ ],
+ 'end_profit': 950.0,
+ 'end_profit_ratio': 0.283582,
+ 'fee': 0.0,
+ },
+])
+def test_recalc_trade_from_orders_dca(data) -> None:
+
+ pair = 'ETH/USDT'
+ trade = Trade(
+ id=2,
+ pair=pair,
+ stake_amount=1000,
+ open_rate=data['orders'][0][0][2],
+ amount=data['orders'][0][0][1],
+ is_open=True,
+ open_date=arrow.utcnow().datetime,
+ fee_open=data['fee'],
+ fee_close=data['fee'],
+ exchange='binance',
+ is_short=False,
+ leverage=1.0,
+ trading_mode=TradingMode.SPOT
+ )
+ Trade.query.session.add(trade)
+
+ for idx, (order, result) in enumerate(data['orders']):
+ amount = order[1]
+ price = order[2]
+
+ order_obj = Order(
+ ft_order_side=order[0],
+ ft_pair=trade.pair,
+ order_id=f"order_{order[0]}_{idx}",
+ ft_is_open=False,
+ status="closed",
+ symbol=trade.pair,
+ order_type="market",
+ side=order[0],
+ price=price,
+ average=price,
+ filled=amount,
+ remaining=0,
+ cost=amount * price,
+ order_date=arrow.utcnow().shift(hours=-10 + idx).datetime,
+ order_filled_date=arrow.utcnow().shift(hours=-10 + idx).datetime,
+ )
+ trade.orders.append(order_obj)
+ trade.recalc_trade_from_orders()
+ Trade.commit()
+
+ orders1 = Order.query.all()
+ assert orders1
+ assert len(orders1) == idx + 1
+
+ trade = Trade.query.first()
+ assert trade
+ assert len(trade.orders) == idx + 1
+ if idx < len(data) - 1:
+ assert trade.is_open is True
+ assert trade.open_order_id is None
+ assert trade.amount == result[0]
+ assert trade.open_rate == result[1]
+ assert trade.stake_amount == result[2]
+ # TODO: enable the below.
+ assert pytest.approx(trade.realized_profit) == result[3]
+ # assert pytest.approx(trade.close_profit_abs) == result[4]
+ assert pytest.approx(trade.close_profit) == result[5]
+
+ trade.close(price)
+ assert pytest.approx(trade.close_profit_abs) == data['end_profit']
+ assert pytest.approx(trade.close_profit) == data['end_profit_ratio']
+ assert not trade.is_open
+ trade = Trade.query.first()
+ assert trade
+ assert trade.open_order_id is None
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 9ee7a75c6..52e96e477 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -72,7 +72,7 @@ def test_add_indicators(default_conf, testdatadir, caplog):
strategy = StrategyResolver.load_strategy(default_conf)
- # Generate buy/sell signals and indicators
+ # Generate entry/exit signals and indicators
data = strategy.analyze_ticker(data, {'pair': pair})
fig = generate_empty_figure()
@@ -113,7 +113,7 @@ def test_add_areas(default_conf, testdatadir, caplog):
ind_plain = {"macd": {"fill_to": "macdhist"}}
strategy = StrategyResolver.load_strategy(default_conf)
- # Generate buy/sell signals and indicators
+ # Generate entry/exit signals and indicators
data = strategy.analyze_ticker(data, {'pair': pair})
fig = generate_empty_figure()
@@ -165,24 +165,24 @@ def test_plot_trades(testdatadir, caplog):
fig = plot_trades(fig, trades)
figure = fig1.layout.figure
- # Check buys - color, should be in first graph, ...
- trade_buy = find_trace_in_fig_data(figure.data, 'Trade buy')
- assert isinstance(trade_buy, go.Scatter)
- assert trade_buy.yaxis == 'y'
- assert len(trades) == len(trade_buy.x)
- assert trade_buy.marker.color == 'cyan'
- assert trade_buy.marker.symbol == 'circle-open'
- assert trade_buy.text[0] == '3.99%, buy_tag, roi, 15 min'
+ # Check entry - color, should be in first graph, ...
+ trade_entries = find_trace_in_fig_data(figure.data, 'Trade entry')
+ assert isinstance(trade_entries, go.Scatter)
+ assert trade_entries.yaxis == 'y'
+ assert len(trades) == len(trade_entries.x)
+ assert trade_entries.marker.color == 'cyan'
+ assert trade_entries.marker.symbol == 'circle-open'
+ assert trade_entries.text[0] == '3.99%, buy_tag, roi, 15 min'
- trade_sell = find_trace_in_fig_data(figure.data, 'Sell - Profit')
- assert isinstance(trade_sell, go.Scatter)
- assert trade_sell.yaxis == 'y'
- assert len(trades.loc[trades['profit_ratio'] > 0]) == len(trade_sell.x)
- assert trade_sell.marker.color == 'green'
- assert trade_sell.marker.symbol == 'square-open'
- assert trade_sell.text[0] == '3.99%, buy_tag, roi, 15 min'
+ trade_exit = find_trace_in_fig_data(figure.data, 'Exit - Profit')
+ assert isinstance(trade_exit, go.Scatter)
+ assert trade_exit.yaxis == 'y'
+ assert len(trades.loc[trades['profit_ratio'] > 0]) == len(trade_exit.x)
+ assert trade_exit.marker.color == 'green'
+ assert trade_exit.marker.symbol == 'square-open'
+ assert trade_exit.text[0] == '3.99%, buy_tag, roi, 15 min'
- trade_sell_loss = find_trace_in_fig_data(figure.data, 'Sell - Loss')
+ trade_sell_loss = find_trace_in_fig_data(figure.data, 'Exit - Loss')
assert isinstance(trade_sell_loss, go.Scatter)
assert trade_sell_loss.yaxis == 'y'
assert len(trades.loc[trades['profit_ratio'] <= 0]) == len(trade_sell_loss.x)