kokimame
|
d23d830346
|
Avoid ignoring the case precision amount = 0
|
2022-04-15 00:35:11 +09:00 |
|
Matthias
|
baefda80d1
|
Enable flake8 E226 rule
|
2022-04-11 18:02:06 +02:00 |
|
Matthias
|
8e98a2ff9f
|
api - provide assset_currency via API
|
2022-04-09 16:42:18 +02:00 |
|
Matthias
|
33841da382
|
Slightly imporve Typing by reusing long/short type
|
2022-04-04 16:51:57 +02:00 |
|
Matthias
|
2d914c8e13
|
Simplify formatting in exchange class
|
2022-03-30 20:02:56 +02:00 |
|
Matthias
|
2d740230f7
|
price_last_balance renaming
|
2022-03-28 19:53:55 +02:00 |
|
Matthias
|
d7c6520268
|
Update remaining tests
|
2022-03-28 19:30:14 +02:00 |
|
Matthias
|
440967e483
|
Update some tests
|
2022-03-28 19:17:22 +02:00 |
|
Matthias
|
f70166270d
|
Update pricing to use entry/exit pricing
|
2022-03-28 07:07:46 +02:00 |
|
Matthias
|
bcf326a035
|
Initial steps to change bid/ask pricing to enter/exit
|
2022-03-27 18:03:49 +02:00 |
|
Matthias
|
f5578aba48
|
Update trading_fee naming
|
2022-03-26 15:16:04 +01:00 |
|
Matthias
|
9a8c24ddf3
|
Update gateio to patch fees
|
2022-03-26 15:04:17 +01:00 |
|
Matthias
|
33229c91cb
|
Add fetch_trading_fees endpoint
|
2022-03-26 13:53:36 +01:00 |
|
Matthias
|
78fe29cc2d
|
Merge pull request #6588 from samgermain/contracts
Add amount_to_contracts and order_contracts_to_amount to exchange.stoploss
|
2022-03-25 19:18:01 +01:00 |
|
Matthias
|
46f4227329
|
Check if symbol is not None
|
2022-03-25 18:11:02 +01:00 |
|
Matthias
|
f8e87e45a5
|
Merge pull request #6576 from samgermain/funding-tests
funding_fee tests
|
2022-03-25 15:11:45 +01:00 |
|
Sam Germain
|
054b637001
|
Add amount_to_contracts and order_contracts_to_amount to stoploss
|
2022-03-25 06:56:05 -06:00 |
|
Matthias
|
08a55d4f6d
|
Extract supported Exchanges to exchange.common
|
2022-03-23 19:51:44 +01:00 |
|
Matthias
|
7d02e81857
|
Remove impossible TODO
|
2022-03-23 19:40:40 +01:00 |
|
Matthias
|
2c89da6bf7
|
Update code to properly behave when rounding open_date for funding fees
|
2022-03-21 19:38:27 +01:00 |
|
Matthias
|
7d8ca63752
|
Merge pull request #6550 from freqtrade/short_tickerproblems
Short tickerproblems
|
2022-03-19 15:43:40 +01:00 |
|
Matthias
|
9f34f824af
|
Fix hyperopt when using futures markets
|
2022-03-19 13:20:14 +01:00 |
|
Matthias
|
97c1316bf1
|
Add new validation to validate excludes
|
2022-03-18 19:26:54 +01:00 |
|
Matthias
|
d32153c8d3
|
Validate pricing configuration
|
2022-03-18 17:07:12 +01:00 |
|
Matthias
|
2791e799ee
|
Rename tickers_has_quoteVolume
|
2022-03-18 16:49:37 +01:00 |
|
Matthias
|
1de5d2fb94
|
Remove unnecessary condition
|
2022-03-18 16:44:27 +01:00 |
|
Matthias
|
7868e50141
|
Merge branch 'develop' into feat/short
|
2022-03-18 08:18:17 +01:00 |
|
Matthias
|
208a139d2b
|
Incorporate fetch_bids_asks to allow binance spread filter to work
closes #6474
|
2022-03-18 07:08:16 +01:00 |
|
Matthias
|
1299a703e2
|
Implement fix for okx futures not having quoteVolume
|
2022-03-17 20:15:51 +01:00 |
|
Matthias
|
b6a6aa48c9
|
Create separate _ft_has_futures dict
|
2022-03-17 20:05:05 +01:00 |
|
Matthias
|
d5f0c6c78d
|
Exclude alternative candletypes from timeframe check
|
2022-03-13 16:16:48 +01:00 |
|
Matthias
|
cfa9458bcc
|
Merge branch 'develop' into feat/short
|
2022-03-13 15:38:12 +01:00 |
|
Sam Germain
|
7e7e596372
|
Revert "moved binance.stoploss_adjust to exchange class"
This reverts commit 6bb93bdc25 .
|
2022-03-12 20:07:50 -06:00 |
|
Sam Germain
|
bf5afbcdbd
|
Merge branch 'develop' into gateio-stoploss
|
2022-03-12 19:50:46 -06:00 |
|
Matthias
|
11c76c3c89
|
Check if timeframe is available before calling exchange
closes #6517
|
2022-03-11 18:01:30 +01:00 |
|
Sam Germain
|
6bb93bdc25
|
moved binance.stoploss_adjust to exchange class
|
2022-03-09 15:47:16 -06:00 |
|
Sam Germain
|
61182f849b
|
exchange.fetch_order and exchange.cancel_order added params argument
|
2022-03-09 00:45:10 -06:00 |
|
Matthias
|
76e5d5b232
|
Fix stake-amount handling for dry-run
|
2022-03-05 15:53:40 +01:00 |
|
Matthias
|
2b1a8f2fbb
|
Update binance stoploss to use correct stop order for futures
|
2022-03-05 13:57:54 +01:00 |
|
Matthias
|
cee126a2cf
|
extract stop_limit-rate calculation
|
2022-03-04 07:10:14 +01:00 |
|
Matthias
|
62dcebee46
|
Update stoploss method to new functionality
|
2022-03-04 07:07:34 +01:00 |
|
Sam Germain
|
488da9b875
|
Merge branch 'develop' into feat/short
|
2022-03-03 13:51:52 -06:00 |
|
Matthias
|
736a930152
|
Update small things
|
2022-03-01 19:23:14 +01:00 |
|
Matthias
|
c745f5828c
|
Update comments to clarify it's supposed to be a "offline" call
|
2022-02-28 20:05:14 +01:00 |
|
Matthias
|
79538368db
|
Simplify liquidation price calculation
|
2022-02-28 19:47:21 +01:00 |
|
Matthias
|
ab46476e63
|
Rename get_liquidation method
|
2022-02-28 19:42:26 +01:00 |
|
Matthias
|
8e2d3445a7
|
Move leverage_prep calculations to exchange class
|
2022-02-28 19:29:42 +01:00 |
|
Matthias
|
92ad353169
|
Fix OKX exception
|
2022-02-26 20:13:24 +01:00 |
|
Sam Germain
|
6cd01c45d5
|
exchange.get_leverage_tiers and exchange.get_market_leverage_tiers
|
2022-02-26 09:05:51 -06:00 |
|
Sam Germain
|
c7e87e86e2
|
added exception handlers to fetch_market_leverage_tiers
|
2022-02-26 09:05:51 -06:00 |
|
Sam Germain
|
b61cfada6d
|
moved okex.load_leverage_tiers to new method
|
2022-02-26 09:05:51 -06:00 |
|
Matthias
|
41316abb55
|
Sort supported exchanges alphabetically
|
2022-02-26 14:57:17 +01:00 |
|
Matthias
|
6caa5f7131
|
Update dry-run behaviour
|
2022-02-26 08:25:42 +01:00 |
|
Matthias
|
0749199097
|
Add stoploss tests for kucoin
|
2022-02-26 08:25:42 +01:00 |
|
Matthias
|
7ba92086c9
|
Make stoploss method more flexible
|
2022-02-26 08:25:42 +01:00 |
|
Matthias
|
ea197b79ca
|
Add some more logic to stoploss
|
2022-02-26 08:25:42 +01:00 |
|
Matthias
|
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 |
|
Matthias
|
9901decf0d
|
Rename get_positions to fetch_positions to align with ccxt naming
|
2022-02-24 20:05:56 +01:00 |
|
Matthias
|
ed65692257
|
add get_position exchange wrapper
|
2022-02-24 20:05:56 +01:00 |
|
Sam Germain
|
9f4f65e457
|
exchange.get_balances minor fix
|
2022-02-24 20:05:56 +01:00 |
|
Sam Germain
|
f336e7fc5b
|
exchange.get_balances futures shorts taken out
|
2022-02-24 20:05:56 +01:00 |
|
Sam Germain
|
f67e0bd6dd
|
wallet amount for futures
|
2022-02-24 20:05:56 +01:00 |
|
Matthias
|
70f4305dfa
|
don't allow short trades in spot mode
|
2022-02-21 19:19:12 +01:00 |
|
Sam Germain
|
124532a4b7
|
maintenanceMarginRatio -> maintenanceMarginRate
|
2022-02-16 09:04:43 -06:00 |
|
Sam Germain
|
88a8ff2f4e
|
Merge branch 'feat/short' into leverage-tiers
|
2022-02-16 08:05:51 -06:00 |
|
Matthias
|
de26844578
|
Merge pull request #6397 from samgermain/todos
edited todo-lev comments
|
2022-02-16 13:36:17 +01:00 |
|
Matthias
|
1bae18c60a
|
Update decorator locations
|
2022-02-15 07:11:07 +01:00 |
|
Matthias
|
324fdcedb1
|
Attempt test fix
|
2022-02-15 06:59:10 +01:00 |
|
Sam Germain
|
f4a57b71e7
|
Filled in test_load_leverage_tiers_okx
|
2022-02-14 16:53:29 -06:00 |
|
Sam Germain
|
19783e0d39
|
edited todos
|
2022-02-14 09:02:55 -06:00 |
|
Matthias
|
2523c12c71
|
Small enhancements and notes
|
2022-02-13 14:33:37 +01:00 |
|
Matthias
|
eaf13f96f7
|
Use exchange_has to check for ccxt properties
|
2022-02-13 12:48:28 +01:00 |
|
Sam Germain
|
8fe3f0c933
|
fix breaking tests
|
2022-02-12 23:08:42 -06:00 |
|
Sam Germain
|
7a0f7da128
|
okex loads all leverage tiers at beginning, removed get tiers for pair
|
2022-02-12 23:02:16 -06:00 |
|
Sam Germain
|
8657e99c26
|
trimmed down get_maintenance_ratio_and_amt, now requires fetchLeverageTiers
|
2022-02-12 23:02:16 -06:00 |
|
Sam Germain
|
03b3756e4b
|
strengthened and fixed leverage_tier tests
|
2022-02-12 23:02:16 -06:00 |
|
Sam Germain
|
4a1ed01708
|
get_maintenance_ratio_and_amt tests
|
2022-02-12 23:02:16 -06:00 |
|
Sam Germain
|
60a45ff394
|
exchange.get_max_leverage de-complex
|
2022-02-12 23:02:16 -06:00 |
|
Sam Germain
|
41ab20d949
|
get_max_leverage checks if the number of tiers is < 1
|
2022-02-12 23:02:15 -06:00 |
|
Sam Germain
|
fa2c9fc51f
|
replaced mmr_key with unified maintenanceMarginRate
|
2022-02-12 23:02:15 -06:00 |
|
Sam Germain
|
e987e0e2a9
|
exchange minor fixes
|
2022-02-12 23:02:15 -06:00 |
|
Sam Germain
|
f3cb7e90e0
|
moved get_leverage_tiers_for_pair to be with other leverage_tier methods
|
2022-02-12 23:02:15 -06:00 |
|
Sam Germain
|
5f07546b86
|
moved leverage_tier caching to get_leverage_tiers_for_pair
|
2022-02-12 23:02:15 -06:00 |
|
Sam Germain
|
eb72e5cc42
|
Added some exchange leverage tier tests
|
2022-02-12 23:02:15 -06:00 |
|
Sam Germain
|
18b4d0be95
|
fixed error with exchange.fill_leverage_tiers
|
2022-02-12 23:02:14 -06:00 |
|
Sam Germain
|
41d8330fbc
|
freqtrade.exchange edited load_leverage_tiers
|
2022-02-12 23:02:14 -06:00 |
|
Sam Germain
|
42e36f44f8
|
replaced "leverage" with "tiers"
|
2022-02-12 23:02:14 -06:00 |
|
Sam Germain
|
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 |
|
Sam Germain
|
a99cf2eeed
|
redid get_max_leverage
|
2022-02-12 23:02:07 -06:00 |
|
Sam Germain
|
720a86778e
|
okex.get_max_pair_stake_amount
|
2022-02-12 23:01:39 -06:00 |
|
Sam Germain
|
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 |
|
Sam Germain
|
fc2d3649a1
|
edited todos
|
2022-02-12 16:23:14 -06:00 |
|
Sam Germain
|
6ae85f9be1
|
fixed liq-buffer tests
|
2022-02-11 19:38:59 +01:00 |
|
Sam Germain
|
fb3a6e2ce8
|
added liquidation_buffer to constants.py
|
2022-02-11 19:38:59 +01:00 |
|
Sam Germain
|
3c3675ea1a
|
moved liquidation_buffer to exchange class, add check for valid liquidation_buffer values
|
2022-02-11 19:38:59 +01:00 |
|
Matthias
|
0c6d92a7a6
|
Merge branch 'develop' into feat/short
|
2022-02-11 17:02:04 +01:00 |
|
Matthias
|
1d10d2c87c
|
Okex -> okx
|
2022-02-08 19:45:39 +01:00 |
|
Sam Germain
|
33b04b1992
|
deleted outdated todos
|
2022-02-07 02:47:18 -06:00 |
|
Sam Germain
|
8b57827676
|
exchange.get_max_pair_stake_amount hard set leverage to 0
|
2022-02-04 14:26:15 -06:00 |
|
Sam Germain
|
dc6cb445fd
|
Merge branch 'feat/short' into max-amount
|
2022-02-04 04:42:38 -06:00 |
|
Sam Germain
|
a50f4d2c57
|
Exchange.createOrder added * as second param
|
2022-02-03 20:33:16 -06:00 |
|
Sam Germain
|
8c680d75b9
|
moved max_stake_amount check for None to exchange.get_max_pair_stake_amount
|
2022-02-03 20:33:16 -06:00 |
|
Sam Germain
|
55d91f018f
|
exchange._get_stake_amount_limit (merged min_pair_stake_amount and get_max_tradeable amount)
|
2022-02-03 20:33:04 -06:00 |
|
Sam Germain
|
ff5fffefb4
|
exchange.get_max_amount_tradable looks at cost also
|
2022-02-03 20:33:03 -06:00 |
|
Sam Germain
|
6e8420914e
|
removed unnecessary CCXT checks in exchange.get_min_pair_stake_amount
|
2022-02-03 20:33:03 -06:00 |
|
Sam Germain
|
64ad810445
|
Revert "moved get_max_leverage to get_min_pair_stake_amount"
This reverts commit 90e48d5b98bcfb1452aa818a3274745eac395712.
|
2022-02-03 20:33:03 -06:00 |
|
Sam Germain
|
73319a74d3
|
moved get_max_leverage to get_min_pair_stake_amount
|
2022-02-03 20:33:03 -06:00 |
|
Sam Germain
|
f3b42b0ef3
|
wrote exchange.get_max_amount_tradable
|
2022-02-03 20:33:03 -06:00 |
|
Sam Germain
|
f58b92bb86
|
exchange.create_order removed default for leverage
|
2022-02-03 17:48:08 -06:00 |
|
Sam Germain
|
a741356d65
|
okex._lev_prep, removing rounding from default set_leverage
|
2022-02-02 00:28:57 -06:00 |
|
Sam Germain
|
8e51360f75
|
exchange._set_leverage rounds leverage
|
2022-02-02 00:09:58 -06:00 |
|
Sam Germain
|
8a64f6a27f
|
exchange.set_margin_mode param swap
|
2022-02-02 00:09:53 -06:00 |
|
Sam Germain
|
386be2d889
|
set reduceOnly for futures exit orders
|
2022-02-02 00:08:50 -06:00 |
|
Sam Germain
|
b3477c4802
|
_api.fetch_funding_history argument pair->symbol
|
2022-02-02 00:08:50 -06:00 |
|
Sam Germain
|
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 |
|
Matthias
|
7dd50f78cf
|
Small finetuning improving a comment
|
2022-02-01 06:37:13 +01:00 |
|
Sam Germain
|
fc15e14707
|
Merge branch 'feat/short' into isolated-liq
|
2022-01-31 14:22:01 -06:00 |
|
Sam Germain
|
ed320bb2ac
|
exchange.get_liquidation_price check length of positions
|
2022-01-31 14:01:06 -06:00 |
|
Sam Germain
|
9de63412c1
|
exchange.get_liquidation_price arguments are not optional
|
2022-01-31 14:00:52 -06:00 |
|
Sam Germain
|
a368f8b322
|
exchange.get_max_leverage changed variable names, made more effecient
|
2022-01-31 12:21:12 -06:00 |
|
Sam Germain
|
2c1497b348
|
contracts_to_amount no longer in amount_to_precision
|
2022-01-31 12:18:30 -06:00 |
|
Sam Germain
|
b8f4cebce7
|
exchange.liquidation_price methods combined, dry_run check on exchange for liquidation price
|
2022-01-31 12:18:25 -06:00 |
|
Sam Germain
|
143c37d36f
|
cleaned up liquidation price methods
|
2022-01-31 12:17:07 -06:00 |
|
Sam Germain
|
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 |
|
Sam Germain
|
7f4894d68e
|
okex.liquidation_price formula update
|
2022-01-31 12:17:07 -06:00 |
|
Sam Germain
|
fe037aa971
|
exchange.liquidation_price combined position and position_assets
|
2022-01-31 12:17:07 -06:00 |
|
Sam Germain
|
0b5c2e97b3
|
exchange._get_maintenance_ratio_and_amount
|
2022-01-31 12:17:07 -06:00 |
|
Sam Germain
|
0c13e387fe
|
moved liquidation_price method to exchange classes
|
2022-01-31 12:16:43 -06:00 |
|
Sam Germain
|
1f8111d1c6
|
exchange.get_max_leverage pair is required
|
2022-01-31 12:16:43 -06:00 |
|
Sam Germain
|
c2f9201512
|
Added get_liquidation_price check
|
2022-01-31 12:16:43 -06:00 |
|
Sam Germain
|
bb2b2211d0
|
exchange.fill_leverage_brackets/get_maintenance_ratio_and_amt docstring and type specification
|
2022-01-31 12:16:43 -06:00 |
|
Sam Germain
|
b4a0611afc
|
exchange.get_liquidation_price removed irrelevant comment
|
2022-01-31 12:16:43 -06:00 |
|
Sam Germain
|
0c8205ab3b
|
replace single quote docstrings with double quote docstrings
|
2022-01-31 12:16:43 -06:00 |
|
Sam Germain
|
2d545a2def
|
fixed breaking tests for liquidation price
|
2022-01-31 12:15:54 -06:00 |
|
Sam Germain
|
69a6223ca0
|
implemented binance.get_maintenance_ratio_and_amt
|
2022-01-31 12:15:54 -06:00 |
|
Sam Germain
|
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 |
|
Sam Germain
|
eee7271ab8
|
Added live isolated-liq get
|
2022-01-31 12:15:54 -06:00 |
|
Sam Germain
|
29c5dfd4ca
|
Removed unnecessary CCXT market checks
|
2022-01-31 02:40:10 -06:00 |
|
Matthias
|
463714832d
|
Merge branch 'develop' into feat/short
|
2022-01-29 14:19:30 +01:00 |
|
Matthias
|
fdea4fcb1b
|
Remove some todo's
|
2022-01-28 15:52:12 +01:00 |
|
Matthias
|
138e867a68
|
Filter tickers on stake-currency for kraken
|
2022-01-28 07:20:47 +01:00 |
|
Matthias
|
108018b30b
|
Merge pull request #6231 from freqtrade/funding_rate_backtest
Funding rate backtest
|
2022-01-27 17:01:28 +01:00 |
|
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 |
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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 |
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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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