c745f5828c
Update comments to clarify it's supposed to be a "offline" call
2022-02-28 20:05:14 +01:00
79538368db
Simplify liquidation price calculation
2022-02-28 19:47:21 +01:00
ab46476e63
Rename get_liquidation method
2022-02-28 19:42:26 +01:00
8e2d3445a7
Move leverage_prep calculations to exchange class
2022-02-28 19:29:42 +01:00
68bc2a6107
Add huobi to ccxt compat tests
2022-02-28 07:00:52 +01:00
92ad353169
Fix OKX exception
2022-02-26 20:13:24 +01:00
fbcd260bf6
flake8 import issues
2022-02-26 09:05:51 -06:00
f5ea7827e0
removed gateio.get_max_leverage and gateio.get_maint_ratio_and_amt
2022-02-26 09:05:51 -06:00
6cd01c45d5
exchange.get_leverage_tiers and exchange.get_market_leverage_tiers
2022-02-26 09:05:51 -06:00
c7e87e86e2
added exception handlers to fetch_market_leverage_tiers
2022-02-26 09:05:51 -06:00
b61cfada6d
moved okex.load_leverage_tiers to new method
2022-02-26 09:05:51 -06:00
41316abb55
Sort supported exchanges alphabetically
2022-02-26 14:57:17 +01:00
14d49e85af
Update Huobi stoploss to shared method
2022-02-26 14:57:13 +01:00
a1f2f6ddeb
Updates required for huobi datadownload
2022-02-26 10:33:37 +01:00
f3421dfa9f
Use unified stopPrice argument
2022-02-26 10:33:37 +01:00
292c350885
Add stoploss support for huobi
2022-02-26 10:33:36 +01:00
2ec1a7b370
Add huobi exchange class
2022-02-26 10:33:11 +01:00
3942b30ebf
Add kraken TODO
2022-02-26 08:34:23 +01:00
6caa5f7131
Update dry-run behaviour
2022-02-26 08:25:42 +01:00
0749199097
Add stoploss tests for kucoin
2022-02-26 08:25:42 +01:00
768b526c38
Add kucoin stoploss on exchange
2022-02-26 08:25:42 +01:00
7ba92086c9
Make stoploss method more flexible
2022-02-26 08:25:42 +01:00
ea197b79ca
Add some more logic to stoploss
2022-02-26 08:25:42 +01:00
1d57ce19eb
Move stoploss -limit implemenentation to exchange class, as this seems to be used by multiple exchanges.
2022-02-26 08:25:42 +01:00
9901decf0d
Rename get_positions to fetch_positions to align with ccxt naming
2022-02-24 20:05:56 +01:00
ed65692257
add get_position exchange wrapper
2022-02-24 20:05:56 +01:00
9f4f65e457
exchange.get_balances minor fix
2022-02-24 20:05:56 +01:00
f336e7fc5b
exchange.get_balances futures shorts taken out
2022-02-24 20:05:56 +01:00
f67e0bd6dd
wallet amount for futures
2022-02-24 20:05:56 +01:00
8952829adc
Merge branch 'develop' into feat/short
2022-02-23 06:28:15 +01:00
70f4305dfa
don't allow short trades in spot mode
2022-02-21 19:19:12 +01:00
a32aed2225
Update FTX stoploss code to avoid exception for stoploss-market orders
...
closes #6430 , closes #6392
2022-02-19 10:07:32 +01:00
a37287d9ba
test__get_params
2022-02-16 10:06:27 -06:00
124532a4b7
maintenanceMarginRatio -> maintenanceMarginRate
2022-02-16 09:04:43 -06:00
88a8ff2f4e
Merge branch 'feat/short' into leverage-tiers
2022-02-16 08:05:51 -06:00
de26844578
Merge pull request #6397 from samgermain/todos
...
edited todo-lev comments
2022-02-16 13:36:17 +01:00
c70050e750
fixed test_load_leverage_tiers
2022-02-16 05:26:52 -06:00
3bfd9186f7
gateio.get_max_leverage small fix
2022-02-16 04:05:27 -06:00
dbd2df6406
Merge branch 'leverage-tiers' of https://github.com/samgermain/freqtrade into leverage-tiers
2022-02-16 03:50:24 -06:00
c9da6f480f
gateio get_max_leverage and get_maintenance_ratio_and_amt temporary solution
2022-02-16 03:36:08 -06:00
ff5b3c323a
Fix okx trading mode
2022-02-16 09:13:49 +01:00
7f7c395b10
Add exception handling for lev_prep in okx
2022-02-15 19:30:02 +01:00
33cc5e0ac7
Use kwargs for set_leverage
2022-02-15 18:56:58 +01:00
c37f03a638
Update static-markets to include futures pair
2022-02-15 08:04:16 +01:00
1bae18c60a
Update decorator locations
2022-02-15 07:11:07 +01:00
324fdcedb1
Attempt test fix
2022-02-15 06:59:10 +01:00
ae249a0f97
Merge branch 'leverage-tiers' of https://github.com/samgermain/freqtrade into leverage-tiers
2022-02-14 17:36:47 -06:00
3753df26fc
fixed tests
2022-02-14 17:34:59 -06:00
f4a57b71e7
Filled in test_load_leverage_tiers_okx
2022-02-14 16:53:29 -06:00
513669f834
Be verbose on okex startup to point out delay.
2022-02-14 19:44:05 +01:00
19783e0d39
edited todos
2022-02-14 09:02:55 -06:00
2523c12c71
Small enhancements and notes
2022-02-13 14:33:37 +01:00
ad801e05f7
Filter loadable leverage tiers to stake-currency pairs
2022-02-13 13:05:57 +01:00
7f0cedc769
Use "is_future" to check for futures markets
2022-02-13 12:54:49 +01:00
eaf13f96f7
Use exchange_has to check for ccxt properties
2022-02-13 12:48:28 +01:00
8fe3f0c933
fix breaking tests
2022-02-12 23:08:42 -06:00
7a0f7da128
okex loads all leverage tiers at beginning, removed get tiers for pair
2022-02-12 23:02:16 -06:00
8657e99c26
trimmed down get_maintenance_ratio_and_amt, now requires fetchLeverageTiers
2022-02-12 23:02:16 -06:00
03b3756e4b
strengthened and fixed leverage_tier tests
2022-02-12 23:02:16 -06:00
4a1ed01708
get_maintenance_ratio_and_amt tests
2022-02-12 23:02:16 -06:00
60a45ff394
exchange.get_max_leverage de-complex
2022-02-12 23:02:16 -06:00
41ab20d949
get_max_leverage checks if the number of tiers is < 1
2022-02-12 23:02:15 -06:00
fa2c9fc51f
replaced mmr_key with unified maintenanceMarginRate
2022-02-12 23:02:15 -06:00
e987e0e2a9
exchange minor fixes
2022-02-12 23:02:15 -06:00
f3cb7e90e0
moved get_leverage_tiers_for_pair to be with other leverage_tier methods
2022-02-12 23:02:15 -06:00
5f07546b86
moved leverage_tier caching to get_leverage_tiers_for_pair
2022-02-12 23:02:15 -06:00
eb72e5cc42
Added some exchange leverage tier tests
2022-02-12 23:02:15 -06:00
18b4d0be95
fixed error with exchange.fill_leverage_tiers
2022-02-12 23:02:14 -06:00
41d8330fbc
freqtrade.exchange edited load_leverage_tiers
2022-02-12 23:02:14 -06:00
0b717fbace
okex.load_leverage_tiers
2022-02-12 23:02:14 -06:00
42e36f44f8
replaced "leverage" with "tiers"
2022-02-12 23:02:14 -06:00
6b9915bc73
moved fill_leverage_brackets and get_max_leverage to base exchange class, wrote parse_leverage_tier and load_leverage_brackets
2022-02-12 23:02:14 -06:00
a99cf2eeed
redid get_max_leverage
2022-02-12 23:02:07 -06:00
720a86778e
okex.get_max_pair_stake_amount
2022-02-12 23:01:39 -06:00
a5aba4813d
moved get_maintenance_ratio_and_amt to base.exchange. Wrote get_leverage_tiers. Added mmr_key to exchange._ft_has
2022-02-12 23:01:30 -06:00
fc2d3649a1
edited todos
2022-02-12 16:23:14 -06:00
6ae85f9be1
fixed liq-buffer tests
2022-02-11 19:38:59 +01:00
fb3a6e2ce8
added liquidation_buffer to constants.py
2022-02-11 19:38:59 +01:00
3c3675ea1a
moved liquidation_buffer to exchange class, add check for valid liquidation_buffer values
2022-02-11 19:38:59 +01:00
0c6d92a7a6
Merge branch 'develop' into feat/short
2022-02-11 17:02:04 +01:00
553da850ce
binance futures stoploss
2022-02-10 09:43:32 -06:00
1d10d2c87c
Okex -> okx
2022-02-08 19:45:39 +01:00
172e018d2d
Add probit to list of non-working exchanges
...
closes #6379
2022-02-08 19:21:27 +01:00
33b04b1992
deleted outdated todos
2022-02-07 02:47:18 -06:00
8b57827676
exchange.get_max_pair_stake_amount hard set leverage to 0
2022-02-04 14:26:15 -06:00
dc6cb445fd
Merge branch 'feat/short' into max-amount
2022-02-04 04:42:38 -06:00
a50f4d2c57
Exchange.createOrder added * as second param
2022-02-03 20:33:16 -06:00
8c680d75b9
moved max_stake_amount check for None to exchange.get_max_pair_stake_amount
2022-02-03 20:33:16 -06:00
55d91f018f
exchange._get_stake_amount_limit (merged min_pair_stake_amount and get_max_tradeable amount)
2022-02-03 20:33:04 -06:00
ff5fffefb4
exchange.get_max_amount_tradable looks at cost also
2022-02-03 20:33:03 -06:00
6e8420914e
removed unnecessary CCXT checks in exchange.get_min_pair_stake_amount
2022-02-03 20:33:03 -06:00
64ad810445
Revert "moved get_max_leverage to get_min_pair_stake_amount"
...
This reverts commit 90e48d5b98bcfb1452aa818a3274745eac395712.
2022-02-03 20:33:03 -06:00
73319a74d3
moved get_max_leverage to get_min_pair_stake_amount
2022-02-03 20:33:03 -06:00
f3b42b0ef3
wrote exchange.get_max_amount_tradable
2022-02-03 20:33:03 -06:00
f58b92bb86
exchange.create_order removed default for leverage
2022-02-03 17:48:08 -06:00
179947fa72
New config ( #6333 )
...
* updated new-config to add trading_mode and margin_mode
* added trading_mode and margin_mode to config examples
* added okex config example
* new file: config_examples/config_binance_futures.example.json
* removed trading_mode and margin_mode from base_config and binance and okex example
* deleted okex and futures config files
* updated full config file
* updated new-config command to add trading_mode and margin_mode to config
* new file: config_examples/config_okex_futures.example.json
* removed config_okex_futures.example.json
* added trading_mode to test_start_new_config
* new-config asks exchange before asking futures
* Simplify trading_mode selection
* margin_mode is empty string for spot new configs
* build_config_commands sorted exchanges
* isort
Co-authored-by: Matthias <xmatthias@outlook.com>
2022-02-02 14:46:44 +01:00
a741356d65
okex._lev_prep, removing rounding from default set_leverage
2022-02-02 00:28:57 -06:00
8e51360f75
exchange._set_leverage rounds leverage
2022-02-02 00:09:58 -06:00
8a64f6a27f
exchange.set_margin_mode param swap
2022-02-02 00:09:53 -06:00
386be2d889
set reduceOnly for futures exit orders
2022-02-02 00:08:50 -06:00
b3477c4802
_api.fetch_funding_history argument pair->symbol
2022-02-02 00:08:50 -06:00
30519aa3be
Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs
2022-02-01 13:05:40 -06:00
7dd50f78cf
Small finetuning improving a comment
2022-02-01 06:37:13 +01:00
fc15e14707
Merge branch 'feat/short' into isolated-liq
2022-01-31 14:22:01 -06:00
ed320bb2ac
exchange.get_liquidation_price check length of positions
2022-01-31 14:01:06 -06:00
9de63412c1
exchange.get_liquidation_price arguments are not optional
2022-01-31 14:00:52 -06:00
8190b0d83b
binance.get_max_leverage adjustment
2022-01-31 12:49:18 -06:00
a368f8b322
exchange.get_max_leverage changed variable names, made more effecient
2022-01-31 12:21:12 -06:00
08e4a4a6dd
binance.get_max_leverage_fix
2022-01-31 12:21:12 -06:00
43db4c34d1
added okex back to unsupported exchanges
2022-01-31 12:18:30 -06:00
2c1497b348
contracts_to_amount no longer in amount_to_precision
2022-01-31 12:18:30 -06:00
b8f4cebce7
exchange.liquidation_price methods combined, dry_run check on exchange for liquidation price
2022-01-31 12:18:25 -06:00
143c37d36f
cleaned up liquidation price methods
2022-01-31 12:17:07 -06:00
ede9012fcc
removed TODO-levs about okex liquidation price
2022-01-31 12:17:07 -06:00
d133a7c789
added isolated, futures to okex trading_mode_collateral_pairs
2022-01-31 12:17:07 -06:00
88ce66650c
Okex and Gateio liquidation_price formula are the same, moved liquidation_price to exchange.exchange class
2022-01-31 12:17:07 -06:00
7f4894d68e
okex.liquidation_price formula update
2022-01-31 12:17:07 -06:00
fe037aa971
exchange.liquidation_price combined position and position_assets
2022-01-31 12:17:07 -06:00
0b5c2e97b3
exchange._get_maintenance_ratio_and_amount
2022-01-31 12:17:07 -06:00
0c13e387fe
moved liquidation_price method to exchange classes
2022-01-31 12:16:43 -06:00
5a97760bd1
binance.get_max_leverage divide by 0 warning
2022-01-31 12:16:43 -06:00
1f8111d1c6
exchange.get_max_leverage pair is required
2022-01-31 12:16:43 -06:00
caff7e227f
binance.fill_leverage_brackets remove excess bracket
2022-01-31 12:16:43 -06:00
1f1ac8ce9d
test_get_liquidation_price/test_get_maintenance_ratio_and_amt_binance/fill_leverage_brackets/test_validate_trading_mode_and_collateral TODO comments
2022-01-31 12:16:43 -06:00
c2f9201512
Added get_liquidation_price check
2022-01-31 12:16:43 -06:00
bb2b2211d0
exchange.fill_leverage_brackets/get_maintenance_ratio_and_amt docstring and type specification
2022-01-31 12:16:43 -06:00
b4a0611afc
exchange.get_liquidation_price removed irrelevant comment
2022-01-31 12:16:43 -06:00
0c8205ab3b
replace single quote docstrings with double quote docstrings
2022-01-31 12:16:43 -06:00
2d545a2def
fixed breaking tests for liquidation price
2022-01-31 12:15:54 -06:00
1eee5373b9
gateio.get_maintenance_ratio_and_amt
2022-01-31 12:15:54 -06:00
bff53c52af
rewrite fill_leverage_brackets
2022-01-31 12:15:54 -06:00
69a6223ca0
implemented binance.get_maintenance_ratio_and_amt
2022-01-31 12:15:54 -06:00
ba5fc21d84
added isolated futures to supported modes for binance,gateio
2022-01-31 12:15:54 -06:00
e0df7ee72a
Changed variable names in binance.get_max_leverage
2022-01-31 12:15:54 -06:00
ba02605d77
Isolated liq branch passes all tests and has the general structure that it is supposed to, but is patchy, and doesnt get the correct maintenance amt and maintenance margin rate yet
2022-01-31 12:15:54 -06:00
eee7271ab8
Added live isolated-liq get
2022-01-31 12:15:54 -06:00
29c5dfd4ca
Removed unnecessary CCXT market checks
2022-01-31 02:40:10 -06:00
463714832d
Merge branch 'develop' into feat/short
2022-01-29 14:19:30 +01:00
fdea4fcb1b
Remove some todo's
2022-01-28 15:52:12 +01:00
138e867a68
Filter tickers on stake-currency for kraken
2022-01-28 07:20:47 +01:00
108018b30b
Merge pull request #6231 from freqtrade/funding_rate_backtest
...
Funding rate backtest
2022-01-27 17:01:28 +01:00
f7be93aaa6
leverage limits can be None, so we need to check for that
2022-01-25 06:30:03 +01:00
ad28543d4d
Update kraken calculation
2022-01-22 19:46:11 +01:00
a0c0c4dcbe
Update funding_fee formula to correctly calculate fees for long trades
2022-01-22 19:46:10 +01:00
82c90c0049
Extract funding and mark mergin to separate method
2022-01-22 19:45:46 +01:00
84c6d92d4c
calculate_funding_fees is actually a public exchange interface (used in backtesting).
2022-01-22 19:45:46 +01:00
c6c97efed3
Remove unused method `_get_funding_fee`
2022-01-22 19:44:20 +01:00
ef3a1ea8f2
Split funding fee calculation from Download
2022-01-22 19:44:20 +01:00
f090dcc597
Merge branch 'develop' into feat/short
2022-01-22 17:56:01 +01:00
56daafd6b7
Use realistic date for dry-run orders
2022-01-22 16:31:59 +01:00
Matthias
Sam Germain