Commit Graph

651 Commits

Author SHA1 Message Date
Matthias
11c76c3c89 Check if timeframe is available before calling exchange
closes #6517
2022-03-11 18:01:30 +01:00
Sam Germain
6f4d607902 stoploss_adjust fixed breaking tests 2022-03-09 19:31:51 -06:00
Sam Germain
6bb93bdc25 moved binance.stoploss_adjust to exchange class 2022-03-09 15:47:16 -06:00
Sam Germain
ae4742afcb test_fetch_stoploss_order_gateio and test_cancel_stoploss_order_gateio 2022-03-09 00:59:28 -06:00
Matthias
93a91bdeee Update order_Types documentation 2022-03-09 07:44:21 +01:00
Matthias
5d4386f037 Implement order_types validation 2022-03-09 06:37:08 +01:00
Matthias
76e5d5b232 Fix stake-amount handling for dry-run 2022-03-05 15:53:40 +01:00
Matthias
7a545f49af Improve test stability by making keys optional in the ccxt test-matrix 2022-03-05 14:15:58 +01:00
Matthias
2b1a8f2fbb Update binance stoploss to use correct stop order for futures 2022-03-05 13:57:54 +01:00
Matthias
62dcebee46 Update stoploss method to new functionality 2022-03-04 07:07:34 +01:00
Matthias
011cd58377 Adjust new stoploss tests to futures world 2022-03-04 06:58:34 +01:00
Sam Germain
488da9b875 Merge branch 'develop' into feat/short 2022-03-03 13:51:52 -06:00
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
68bc2a6107 Add huobi to ccxt compat tests 2022-02-28 07:00:52 +01:00
Sam Germain
7dab70f1a5 test_ccxt_compat - ftx["futures"] = false 2022-02-26 09:45:15 -06:00
Sam Germain
64172bc98d removed TODOs in test_CCXT_compat 2022-02-26 09:27:38 -06:00
Sam Germain
fbcd260bf6 flake8 import issues 2022-02-26 09:05:51 -06:00
Sam Germain
af77358d6a updated test_load_leverage_tiers_okx 2022-02-26 09:05:51 -06:00
Sam Germain
f5ea7827e0 removed gateio.get_max_leverage and gateio.get_maint_ratio_and_amt 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
14d49e85af Update Huobi stoploss to shared method 2022-02-26 14:57:13 +01:00
Matthias
292c350885 Add stoploss support for huobi 2022-02-26 10:33:36 +01:00
Matthias
9504b3eb05 Improve huobi config generation 2022-02-26 10:33:11 +01:00
Matthias
0749199097 Add stoploss tests for kucoin 2022-02-26 08:25:42 +01:00
Matthias
9d55621f42 Test fetch_position exchange method 2022-02-24 20:05:56 +01:00
Matthias
8952829adc Merge branch 'develop' into feat/short 2022-02-23 06:28:15 +01:00
Matthias
a32aed2225 Update FTX stoploss code to avoid exception for stoploss-market orders
closes #6430, closes #6392
2022-02-19 10:07:32 +01:00
Matthias
de8d789962 Fix test missing assert statement 2022-02-17 19:37:24 +01:00
Sam Germain
f452fce4cc Merge branch 'ccxt-compat' into leverage-tiers 2022-02-16 10:07:49 -06:00
Sam Germain
a37287d9ba test__get_params 2022-02-16 10:06:27 -06:00
Sam Germain
2015e9345d test_ccxt_compat maintenanceMarginRatio -> maintenanceMarginRate 2022-02-16 09:25:27 -06:00
Sam Germain
df86300729 test_ccxt_dry_run_liquidation_price 2022-02-16 09:22:22 -06:00
Sam Germain
124532a4b7 maintenanceMarginRatio -> maintenanceMarginRate 2022-02-16 09:04:43 -06:00
Sam Germain
dc73fccd3c removed test_ccxt_get_maintenance_ratio_and_amt 2022-02-16 09:03:50 -06:00
Sam Germain
a1e9e940dd test_ccxt_load_leverage_tiers 2022-02-16 08:51:39 -06:00
Sam Germain
ef5dae2770 ccxt_compat_tests for leverage tiers 2022-02-16 08:08:10 -06:00
Sam Germain
6f410d3096 fixed test_load_leverage_tiers 2022-02-16 05:44:11 -06:00
Sam Germain
c70050e750 fixed test_load_leverage_tiers 2022-02-16 05:26:52 -06:00
Sam Germain
1f3d3d87f6 fixed tests 2022-02-16 04:52:26 -06:00
Sam Germain
3fe0e13bb1 expanded test_load_leverage_tiers 2022-02-16 04:37:11 -06:00
Sam Germain
3bfd9186f7 gateio.get_max_leverage small fix 2022-02-16 04:05:27 -06:00
Sam Germain
dbd2df6406 Merge branch 'leverage-tiers' of https://github.com/samgermain/freqtrade into leverage-tiers 2022-02-16 03:50:24 -06:00
Sam Germain
c9da6f480f gateio get_max_leverage and get_maintenance_ratio_and_amt temporary solution 2022-02-16 03:36:08 -06:00
Matthias
c37f03a638 Update static-markets to include futures pair 2022-02-15 08:04:16 +01:00
Matthias
1bae18c60a Update decorator locations 2022-02-15 07:11:07 +01:00
Matthias
5ee5e0256b Clarify todo 2022-02-15 06:39:55 +01:00
Sam Germain
ae249a0f97 Merge branch 'leverage-tiers' of https://github.com/samgermain/freqtrade into leverage-tiers 2022-02-14 17:36:47 -06:00
Sam Germain
3753df26fc fixed tests 2022-02-14 17:34:59 -06:00
Sam Germain
f4a57b71e7 Filled in test_load_leverage_tiers_okx 2022-02-14 16:53:29 -06:00
Matthias
99e3e26542 Adjust ccxt test naming to align with the other tests 2022-02-14 19:14:44 +01:00
Sam Germain
5cd2501397 Merge branch 'leverage-tiers' of https://github.com/samgermain/freqtrade into leverage-tiers 2022-02-14 09:40:53 -06:00
Sam Germain
cfd438b966 fixed test_get_markets 2022-02-14 09:40:01 -06:00
Sam Germain
c1d08dd03a linting 2022-02-14 09:34:09 -06:00
Sam Germain
16e38592a9 test_get_markets created debugging param test_comment 2022-02-14 09:33:56 -06:00
Matthias
ad801e05f7 Filter loadable leverage tiers to stake-currency pairs 2022-02-13 13:05:57 +01:00
Matthias
96df311244 Rename test_okex to test_okx 2022-02-13 13:01:23 +01:00
Matthias
bc855b2a32 Update some missing mocks 2022-02-13 13:00:38 +01:00
Sam Germain
8fe3f0c933 fix breaking tests 2022-02-12 23:08:42 -06:00
Sam Germain
531b4d238c removed test_get_maintenance_margin_and_amt_gatio as its no longer relevant 2022-02-12 23:02:16 -06:00
Sam Germain
765c95f875 test_okex.test_get_maintenance_ratio_and_amt_okex change pair names 2022-02-12 23:02:16 -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
e7430da5d7 test_ccxt_compat commented out unfinished tests 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
a6043e6a85 get_max_leverage test clean up 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
3b43d42eaa Updated exchange tests 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
98f32e8964 fixed failing test_get_max_leverage 2022-02-12 23:02:15 -06:00
Sam Germain
3ebda1d29d Added test templated 2022-02-12 23:02:15 -06:00
Sam Germain
a0264f0651 test_get_max_pair_stake_amount with leverage 2022-02-12 23:02:15 -06:00
Sam Germain
68a778a983 moved leverage_tiers to a fixture 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
ff915b241c test_okex test_get_maintenance_ratio_and_amt_okex 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
19a282ddb4 fixed broken test_get_liquidation_price 2022-02-11 19:38:59 +01:00
Sam Germain
6ae85f9be1 fixed liq-buffer tests 2022-02-11 19:38:59 +01:00
Matthias
0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
Sam Germain
52fed6e779 test_ccxt__get_contract_size 2022-02-10 06:59:43 -06:00
Matthias
1d10d2c87c Okex -> okx 2022-02-08 19:45:39 +01:00
Matthias
412fe65344
Merge pull request #6316 from samgermain/max-amount
exchange.get_max_pair_stake_amount
2022-02-06 07:44:29 +01:00
Sam Germain
ce676a9dd7 wrote ccxt_compat.test_get_max_leverage_spot test_get_max_leverage_futures 2022-02-04 17:55:49 -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
c0a593280e test_exchange.test_cancel_order_dry_run pass leverage to create_order 2022-02-04 04:54:16 -06:00
Sam Germain
dc6cb445fd Merge branch 'feat/short' into max-amount 2022-02-04 04:42:38 -06:00
Matthias
6afad6c99f Small change to todo comment 2022-02-04 07:20:27 +01:00
Sam Germain
a50f4d2c57 Exchange.createOrder added * as second param 2022-02-03 20:33:16 -06:00
Sam Germain
16c2d54482 updated margin_modes 2022-02-03 20:33:16 -06:00
Sam Germain
c5cfd971f5 get_max_pair_stake_amount_tests 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
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
09f0e7149f test__fetch_and_calculate_funding_fees_datetime_called # TODO-lev: test for longs 2022-02-02 12:42:13 -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
9de63412c1 exchange.get_liquidation_price arguments are not optional 2022-01-31 14:00:52 -06:00
Sam Germain
8b9abd0051 test_get_maintenance_ratio_and_amt_gateio removed commented test that returns None 2022-01-31 13:18:31 -06:00
Sam Germain
08e4a4a6dd binance.get_max_leverage_fix 2022-01-31 12:21:12 -06:00
Sam Germain
43db4c34d1 added okex back to unsupported exchanges 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
ede9012fcc removed TODO-levs about okex liquidation price 2022-01-31 12:17:07 -06:00
Sam Germain
5cf54bee4d removed excess decimals in test_binance 2022-01-31 12:16:43 -06:00
Sam Germain
0c13e387fe moved liquidation_price method to exchange classes 2022-01-31 12:16:43 -06:00
Sam Germain
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
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
0c8205ab3b replace single quote docstrings with double quote docstrings 2022-01-31 12:16:43 -06:00
Sam Germain
387a9fbf36 test_execute_entry liquidation_price test test_get_maintenance_ratio_and_amt_gateio 2022-01-31 12:16:38 -06:00
Sam Germain
2d545a2def fixed breaking tests for liquidation price 2022-01-31 12:15:54 -06:00
Sam Germain
1eee5373b9 gateio.get_maintenance_ratio_and_amt 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
ba5fc21d84 added isolated futures to supported modes for binance,gateio 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
779b82b5b4 fixed test_get_min_pair_stake_amount by adding amount.min/max and cost.min/max to all markets 2022-01-31 03:02:17 -06:00
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
9df7014de3 Skip kraken tests temporarily 2022-01-28 06:59:37 +01:00
Matthias
bf0b95b3d8 Improve backtest tests 2022-01-22 19:46:11 +01:00
Matthias
d3713cf245 Fix fee test 2022-01-22 19:46:11 +01:00
Matthias
a0c0c4dcbe Update funding_fee formula to correctly calculate fees for long trades 2022-01-22 19:46:10 +01:00
Matthias
82c90c0049 Extract funding and mark mergin to separate method 2022-01-22 19:45:46 +01:00
Matthias
84c6d92d4c calculate_funding_fees is actually a public exchange interface (used in backtesting). 2022-01-22 19:45:46 +01:00
Matthias
a340d73edc Update funding_fee calculation test 2022-01-22 19:44:20 +01:00
Matthias
ef3a1ea8f2 Split funding fee calculation from Download 2022-01-22 19:44:20 +01:00
Matthias
f090dcc597 Merge branch 'develop' into feat/short 2022-01-22 17:56:01 +01:00
Matthias
6684bff963 Dry-run orders should have filled set correctly 2022-01-15 15:25:16 +01:00
Matthias
cf077b15c2 Fix random test failure 2022-01-08 14:54:39 +01:00
Matthias
dd37e5cfb8 Fix compat-test failures due to wrong currency 2022-01-08 14:46:07 +01:00
Matthias
dad080f56f Merge branch 'develop' into feat/short 2022-01-08 10:45:15 +01:00
Matthias
43f8087f32 Bitvavo does not support USDT stake 2022-01-08 10:44:07 +01:00
Matthias
46809f08fe Merge branch 'develop' into feat/short 2022-01-07 10:13:16 +01:00
Matthias
cd144cdfc9 Add bitvavo to compatibility tests
#6166
2022-01-07 09:30:50 +01:00
Matthias
173524ea5b
Merge pull request #6170 from freqtrade/contract_workaround
contractSize is a string coming from ccxt
2022-01-06 16:25:19 +01:00
Matthias
431fcdd76f contractSize is a string comming from ccxt 2022-01-06 13:53:27 +01:00
Matthias
7c3babc86c Fix failing ftx test 2022-01-06 13:40:12 +01:00
Matthias
72b2d4ab5f Update FTX to support new standardized futures format 2022-01-06 11:16:26 +01:00
Matthias
c1d981749e Fix flake8 error 2022-01-06 10:09:41 +01:00
Matthias
8958f569aa Fix random funding_rate test failure 2022-01-05 20:37:26 +01:00
Matthias
e57c2d64a5
Merge pull request #5888 from samgermain/contract-sizes
Convert contract size to underlying asset size
2022-01-03 21:55:19 +01:00
Matthias
293ffeae67 Fix random test failure in funding test 2022-01-03 20:18:43 +01:00
Matthias
7f88f9bf27 Revert unintended double-call of amount conversion 2022-01-02 13:11:29 +01:00