Matthias
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138e867a68
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Filter tickers on stake-currency for kraken
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2022-01-28 07:20:47 +01:00 |
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Matthias
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108018b30b
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Merge pull request #6231 from freqtrade/funding_rate_backtest
Funding rate backtest
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2022-01-27 17:01:28 +01:00 |
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Matthias
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f7be93aaa6
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leverage limits can be None, so we need to check for that
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2022-01-25 06:30:03 +01:00 |
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Matthias
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a0c0c4dcbe
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Update funding_fee formula to correctly calculate fees for long trades
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2022-01-22 19:46:10 +01:00 |
|
Matthias
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82c90c0049
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Extract funding and mark mergin to separate method
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2022-01-22 19:45:46 +01:00 |
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Matthias
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84c6d92d4c
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calculate_funding_fees is actually a public exchange interface (used in backtesting).
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2022-01-22 19:45:46 +01:00 |
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Matthias
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c6c97efed3
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Remove unused method _get_funding_fee
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2022-01-22 19:44:20 +01:00 |
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Matthias
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ef3a1ea8f2
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Split funding fee calculation from Download
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2022-01-22 19:44:20 +01:00 |
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Matthias
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f090dcc597
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Merge branch 'develop' into feat/short
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2022-01-22 17:56:01 +01:00 |
|
Matthias
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56daafd6b7
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Use realistic date for dry-run orders
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2022-01-22 16:31:59 +01:00 |
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Matthias
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6684bff963
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Dry-run orders should have filled set correctly
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2022-01-15 15:25:16 +01:00 |
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Matthias
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46809f08fe
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Merge branch 'develop' into feat/short
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2022-01-07 10:13:16 +01:00 |
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Matthias
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326e3d1f8e
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Selectively convert quote to base volume in volumepairlist
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2022-01-06 19:07:43 +01:00 |
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Matthias
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431fcdd76f
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contractSize is a string comming from ccxt
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2022-01-06 13:53:27 +01:00 |
|
Matthias
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33d95d245e
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Fix unbounderror
closes #6169
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2022-01-06 08:48:30 +01:00 |
|
Matthias
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d8cb61278f
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Simplify contract conversion code
by reusing "get_contract_size"
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2022-01-03 18:12:45 +01:00 |
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Matthias
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7f88f9bf27
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Revert unintended double-call of amount conversion
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2022-01-02 13:11:29 +01:00 |
|
Sam Germain
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14ae327459
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grouped contract methods
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2022-01-01 14:08:10 -06:00 |
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Sam Germain
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3e4912979a
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exchange.py: removed get funding rate history
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2022-01-01 14:03:26 -06:00 |
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Sam Germain
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fcded264e6
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removed exchange._get_mark_price_history
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2022-01-01 13:53:26 -06:00 |
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Sam Germain
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f92d47a16b
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exchange._contracts_to_amount and exchange._amount_to_contracts safe checks
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2022-01-01 13:52:06 -06:00 |
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Matthias
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8da596f66d
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Implement PR feedback
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2022-01-01 13:52:01 -06:00 |
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Sam Germain
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49a6ebb454
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exchange class contract methods safe check for symbol
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2022-01-01 13:50:50 -06:00 |
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Sam Germain
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78d1a267f0
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contract-sizes tests
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2022-01-01 13:50:50 -06:00 |
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Sam Germain
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d0a300a2e1
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Added TODOs
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2022-01-01 13:50:49 -06:00 |
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Sam Germain
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4f6203e45f
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Added conversions from contract size to amount for objects returned from api
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2022-01-01 13:50:43 -06:00 |
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Sam Germain
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e10ceb2362
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Amount to precision has _amount_to_contract_size in it
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2022-01-01 13:49:09 -06:00 |
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Sam Germain
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ee63f12236
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Revert "Removed leverage param from get_min_pair_stake_amount"
This reverts commit 096588550ca1de5e5edf63cf7214af037d7bc93b.
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2022-01-01 13:49:09 -06:00 |
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Sam Germain
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2df5993812
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_contract_size_to_amount only impacts limits.amount and not limits.cost, put _get_stake_amount_considering_leverage back in
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2022-01-01 13:49:09 -06:00 |
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Sam Germain
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ef6ad0e6d7
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Removed leverage param from get_min_pair_stake_amount
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2022-01-01 13:49:09 -06:00 |
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Sam Germain
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3f75531105
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added methods _contract_size_to_amount and _amount_to_contract_size, added _amount_to_contract_size to create_order, added contract_size_to_amount to get_min_leverage
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2022-01-01 13:49:09 -06:00 |
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Matthias
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ddfbe55e7c
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Merge branch 'develop' into feat/short
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2022-01-01 19:16:49 +01:00 |
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Matthias
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0277d93a64
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don't use deprecated asyncio.get_event_loop()
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2021-12-31 17:27:42 +01:00 |
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Matthias
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39f8c5719b
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Fix exception on exchange shutdown
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2021-12-31 11:24:56 +01:00 |
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Wade Dyck
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60dfadf446
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Don't attempt to calculate funding fees when the initial timeframe hasn't been exceeded.
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2021-12-27 16:51:47 -07:00 |
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Matthias
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2917cc1f2e
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Bitpanda's "fetch_my_trades" requires "to" argument
closes #4938
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2021-12-25 14:28:22 +01:00 |
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Matthias
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a557451eee
|
Okex uses 4h mark candle timeframe
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2021-12-19 16:47:44 +01:00 |
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Matthias
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ddce28c12d
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Update data downloading to include funding_fee downloads
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2021-12-18 15:32:02 +01:00 |
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Matthias
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e729fad99c
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Add unknown_fee_rate parameter
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2021-12-11 15:26:08 +01:00 |
|
Matthias
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17bd990053
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Update funding_fee freqtradebot test
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2021-12-11 09:49:48 +01:00 |
|
Matthias
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6948414e47
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Remove no longer necessary method _get_mark_price_history
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2021-12-10 19:54:49 +01:00 |
|
Matthias
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a87d2d62bb
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Remove no longer needed method get_funding_rate_history
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2021-12-10 19:52:02 +01:00 |
|
Matthias
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aabca85a5f
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Update _calculate_funding_fees to reuse existing async infrastructure
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2021-12-10 19:50:58 +01:00 |
|
Matthias
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35f9549e98
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Expose drop_incomplete from refresh_latest_ohlcv
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2021-12-10 07:36:25 +01:00 |
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Matthias
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9b9d61c6d6
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Remove SPOT_ candletype
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2021-12-08 14:38:09 +01:00 |
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Matthias
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a80c3f6a1b
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Use exchange-dependant timeframe/candletype to get mark/index candles
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2021-12-05 10:01:44 +01:00 |
|
Matthias
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5b779fd68b
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Update missing candle_type params
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2021-12-03 16:44:05 +01:00 |
|
Matthias
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bead867940
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Improve some typehints
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2021-12-03 15:08:00 +01:00 |
|
Matthias
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69f371bf63
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Update download-data to download necessary data for futures
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2021-12-03 14:43:49 +01:00 |
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Matthias
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2f17fa2765
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Update more to use candleType
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2021-12-03 14:15:35 +01:00 |
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Matthias
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fae7167bf3
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Merge branch 'feat/short' into pr/samgermain/5780
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2021-12-02 20:25:30 +01:00 |
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Matthias
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fb1599d21b
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Merge branch 'develop' into feat/short
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2021-12-02 20:20:35 +01:00 |
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Matthias
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d3ad4fb52e
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Don't crash dry-run if orderbook side is empty
closes #6018
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2021-12-02 19:17:47 +01:00 |
|
Matthias
|
f4d0abc51a
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Merge branch 'feat/short' into pr/samgermain/5780
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2021-12-02 07:09:37 +01:00 |
|
Matthias
|
67f3570bf3
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Merge branch 'develop' into feat/short
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2021-12-01 07:21:36 +01:00 |
|
Matthias
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f0abe218a2
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Batch ohlcv requests to not overwelm ccxt's async throttler
closes #6003
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2021-11-30 07:10:12 +01:00 |
|
Matthias
|
231b1e2f57
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Improve Async error message content
|
2021-11-30 07:10:12 +01:00 |
|
Matthias
|
409a801763
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Fix caching problem in refresh_ohlcv
closes #5978
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2021-11-27 19:31:39 +01:00 |
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Matthias
|
107e124f60
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Fix bug in exchange causing candles not to download
|
2021-11-27 17:00:06 +01:00 |
|
Sam Germain
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8761649fd7
|
Added candle_type in doc strings
|
2021-11-27 02:55:42 -06:00 |
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Matthias
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51e54a666c
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Merge branch 'feat/short' into pr/samgermain/5780
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2021-11-23 19:01:07 +01:00 |
|
Matthias
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db16098981
|
Fix Tests
|
2021-11-23 17:43:37 +01:00 |
|
Sam Germain
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70751b942c
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market_is_future fix
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2021-11-23 01:50:23 -06:00 |
|
Sam Germain
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920151934a
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Added candle_type to a lot of methods, wrote some tests
|
2021-11-21 17:48:14 -06:00 |
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Sam Germain
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e2f98a8dab
|
replaced candle_type: Optional[str] = '' with candle_type: str = ''
|
2021-11-21 17:48:14 -06:00 |
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Sam Germain
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12060a2d2c
|
fixed error with fetch_ohlcv candndle_type
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2021-11-21 17:48:14 -06:00 |
|
Sam Germain
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a657707ca3
|
Added timedelta to exchange
|
2021-11-21 17:48:14 -06:00 |
|
Sam Germain
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3d95533bf9
|
Removed candletype from converter methods
|
2021-11-21 17:48:14 -06:00 |
|
Sam Germain
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ee2ad8ca97
|
updated historic data filenames to include the candle type
|
2021-11-21 17:48:14 -06:00 |
|
Sam Germain
|
c8162479d6
|
Added price as param to fetch_ohlcv
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2021-11-21 17:48:14 -06:00 |
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Matthias
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f40221dd9f
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Merge branch 'develop' into feat/short
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2021-11-18 20:20:01 +01:00 |
|
Matthias
|
8638e6fe47
|
Simplify tradingmode parsing
|
2021-11-18 19:58:44 +01:00 |
|
Matthias
|
75eccea88d
|
Improve futures detection, add ccxt-compat test
|
2021-11-15 19:57:36 +01:00 |
|
Matthias
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4e9b83e170
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Merge branch 'feat/short' into futures_pairlist
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2021-11-15 19:12:36 +01:00 |
|
Matthias
|
1b058d882d
|
Simplify date rounding logic
|
2021-11-14 19:55:56 +01:00 |
|
Sam Germain
|
e7fad04eb9
|
Merge branch 'feat/short' into funding-fee-dry-run
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2021-11-14 03:15:22 -06:00 |
|
Sam Germain
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3d86b18492
|
Added property _ft_has_default.ccxt_futures_name and removed subclass ccxt_config properties
|
2021-11-13 16:23:58 -06:00 |
|
Sam Germain
|
3c509a1f9b
|
New method for combining all funding fees within a time period
|
2021-11-13 04:45:23 -06:00 |
|
Matthias
|
8d4163d003
|
Add compat tests
|
2021-11-12 07:26:59 +01:00 |
|
Sam Germain
|
c8c2d89893
|
exchange.get_funding_fees returns 0 by default
|
2021-11-11 19:10:56 -06:00 |
|
Sam Germain
|
9a65f486ed
|
updated exchangeError messages regarding fetch_funding_rate_history
|
2021-11-11 18:33:46 -06:00 |
|
Matthias
|
76ced8acf6
|
Add some documentation to class
|
2021-11-11 20:34:52 +01:00 |
|
Sam Germain
|
b87f8e7034
|
Removed unnecessary todo comments
|
2021-11-10 00:59:53 -06:00 |
|
Sam Germain
|
e713f5188f
|
Merge branch 'funding-fee-dry-run' of https://github.com/samgermain/freqtrade into funding-fee-dry-run
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2021-11-09 14:45:50 -06:00 |
|
Sam Germain
|
45e4354906
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Merge branch 'feat/short' into funding-fee-dry-run
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2021-11-09 14:45:10 -06:00 |
|
Matthias
|
4a67b33cb3
|
Fix some formatting
|
2021-11-09 19:40:42 +01:00 |
|
Matthias
|
e69a100c64
|
Merge branch 'feat/short' into pr/samgermain/5779
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2021-11-09 19:34:57 +01:00 |
|
Matthias
|
d5438ed0a8
|
Fix docstring indents
|
2021-11-09 19:22:29 +01:00 |
|
Sam Germain
|
fbe9e73c5d
|
better param for funding_fee_cutoff
|
2021-11-09 01:17:29 -06:00 |
|
Sam Germain
|
6c8501dadc
|
Removed docstring indents
|
2021-11-09 01:00:57 -06:00 |
|
Sam Germain
|
01229ad631
|
updated exchange.get_funding_fee_dates with better names
|
2021-11-08 01:58:23 -06:00 |
|
Sam Germain
|
bea37e5ea3
|
moved dry run check for funding fees to exchange
|
2021-11-08 01:58:09 -06:00 |
|
Matthias
|
de4bc7204d
|
Update documentation to clarify new behaviour
|
2021-11-07 15:36:43 +01:00 |
|
Matthias
|
a08dd17bc1
|
Use startup_candle-count to determine call count
|
2021-11-07 13:10:40 +01:00 |
|
Matthias
|
9fa64c2647
|
Allow multiple calls to get more candles in live-run
|
2021-11-07 11:31:59 +01:00 |
|
Matthias
|
fb6ba62158
|
Add default to "is_new_pair"
|
2021-11-07 11:08:30 +01:00 |
|
Matthias
|
6cc3f65a83
|
Add --trading-mode parameter
|
2021-11-07 10:52:20 +01:00 |
|
Matthias
|
0dd9a277d3
|
improve market_is_tradable tests
|
2021-11-07 10:43:00 +01:00 |
|
Matthias
|
3fac5c5bcd
|
Update list-markets to work for futures/margin as well
|
2021-11-07 10:43:00 +01:00 |
|
Sam Germain
|
252e45ebf2
|
Merge branch 'feat/short' into funding-fee-dry-run
|
2021-11-06 22:46:00 -06:00 |
|