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
|
f7be93aaa6
|
leverage limits can be None, so we need to check for that
|
2022-01-25 06:30:03 +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
|
c6c97efed3
|
Remove unused method _get_funding_fee
|
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
|
56daafd6b7
|
Use realistic date for dry-run orders
|
2022-01-22 16:31:59 +01:00 |
|
Matthias
|
6684bff963
|
Dry-run orders should have filled set correctly
|
2022-01-15 15:25:16 +01:00 |
|
Matthias
|
46809f08fe
|
Merge branch 'develop' into feat/short
|
2022-01-07 10:13:16 +01:00 |
|
Matthias
|
326e3d1f8e
|
Selectively convert quote to base volume in volumepairlist
|
2022-01-06 19:07:43 +01:00 |
|
Matthias
|
431fcdd76f
|
contractSize is a string comming from ccxt
|
2022-01-06 13:53:27 +01:00 |
|
Matthias
|
33d95d245e
|
Fix unbounderror
closes #6169
|
2022-01-06 08:48:30 +01:00 |
|
Matthias
|
d8cb61278f
|
Simplify contract conversion code
by reusing "get_contract_size"
|
2022-01-03 18:12:45 +01:00 |
|
Matthias
|
7f88f9bf27
|
Revert unintended double-call of amount conversion
|
2022-01-02 13:11:29 +01:00 |
|
Sam Germain
|
14ae327459
|
grouped contract methods
|
2022-01-01 14:08:10 -06:00 |
|
Sam Germain
|
3e4912979a
|
exchange.py: removed get funding rate history
|
2022-01-01 14:03:26 -06:00 |
|
Sam Germain
|
fcded264e6
|
removed exchange._get_mark_price_history
|
2022-01-01 13:53:26 -06:00 |
|
Sam Germain
|
f92d47a16b
|
exchange._contracts_to_amount and exchange._amount_to_contracts safe checks
|
2022-01-01 13:52:06 -06:00 |
|
Matthias
|
8da596f66d
|
Implement PR feedback
|
2022-01-01 13:52:01 -06:00 |
|
Sam Germain
|
49a6ebb454
|
exchange class contract methods safe check for symbol
|
2022-01-01 13:50:50 -06:00 |
|
Sam Germain
|
78d1a267f0
|
contract-sizes tests
|
2022-01-01 13:50:50 -06:00 |
|
Sam Germain
|
d0a300a2e1
|
Added TODOs
|
2022-01-01 13:50:49 -06:00 |
|
Sam Germain
|
4f6203e45f
|
Added conversions from contract size to amount for objects returned from api
|
2022-01-01 13:50:43 -06:00 |
|
Sam Germain
|
e10ceb2362
|
Amount to precision has _amount_to_contract_size in it
|
2022-01-01 13:49:09 -06:00 |
|
Sam Germain
|
ee63f12236
|
Revert "Removed leverage param from get_min_pair_stake_amount"
This reverts commit 096588550ca1de5e5edf63cf7214af037d7bc93b.
|
2022-01-01 13:49:09 -06:00 |
|
Sam Germain
|
2df5993812
|
_contract_size_to_amount only impacts limits.amount and not limits.cost, put _get_stake_amount_considering_leverage back in
|
2022-01-01 13:49:09 -06:00 |
|
Sam Germain
|
ef6ad0e6d7
|
Removed leverage param from get_min_pair_stake_amount
|
2022-01-01 13:49:09 -06:00 |
|
Sam Germain
|
3f75531105
|
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
|
2022-01-01 13:49:09 -06:00 |
|
Matthias
|
ddfbe55e7c
|
Merge branch 'develop' into feat/short
|
2022-01-01 19:16:49 +01:00 |
|
Matthias
|
0277d93a64
|
don't use deprecated asyncio.get_event_loop()
|
2021-12-31 17:27:42 +01:00 |
|
Matthias
|
39f8c5719b
|
Fix exception on exchange shutdown
|
2021-12-31 11:24:56 +01:00 |
|
Wade Dyck
|
60dfadf446
|
Don't attempt to calculate funding fees when the initial timeframe hasn't been exceeded.
|
2021-12-27 16:51:47 -07:00 |
|
Matthias
|
2917cc1f2e
|
Bitpanda's "fetch_my_trades" requires "to" argument
closes #4938
|
2021-12-25 14:28:22 +01:00 |
|
Matthias
|
a557451eee
|
Okex uses 4h mark candle timeframe
|
2021-12-19 16:47:44 +01:00 |
|
Matthias
|
ddce28c12d
|
Update data downloading to include funding_fee downloads
|
2021-12-18 15:32:02 +01:00 |
|
Matthias
|
e729fad99c
|
Add unknown_fee_rate parameter
|
2021-12-11 15:26:08 +01:00 |
|
Matthias
|
17bd990053
|
Update funding_fee freqtradebot test
|
2021-12-11 09:49:48 +01:00 |
|
Matthias
|
6948414e47
|
Remove no longer necessary method _get_mark_price_history
|
2021-12-10 19:54:49 +01:00 |
|
Matthias
|
a87d2d62bb
|
Remove no longer needed method get_funding_rate_history
|
2021-12-10 19:52:02 +01:00 |
|
Matthias
|
aabca85a5f
|
Update _calculate_funding_fees to reuse existing async infrastructure
|
2021-12-10 19:50:58 +01:00 |
|
Matthias
|
35f9549e98
|
Expose drop_incomplete from refresh_latest_ohlcv
|
2021-12-10 07:36:25 +01:00 |
|
Matthias
|
9b9d61c6d6
|
Remove SPOT_ candletype
|
2021-12-08 14:38:09 +01:00 |
|
Matthias
|
a80c3f6a1b
|
Use exchange-dependant timeframe/candletype to get mark/index candles
|
2021-12-05 10:01:44 +01:00 |
|
Matthias
|
5b779fd68b
|
Update missing candle_type params
|
2021-12-03 16:44:05 +01:00 |
|
Matthias
|
bead867940
|
Improve some typehints
|
2021-12-03 15:08:00 +01:00 |
|
Matthias
|
69f371bf63
|
Update download-data to download necessary data for futures
|
2021-12-03 14:43:49 +01:00 |
|
Matthias
|
2f17fa2765
|
Update more to use candleType
|
2021-12-03 14:15:35 +01:00 |
|
Matthias
|
fae7167bf3
|
Merge branch 'feat/short' into pr/samgermain/5780
|
2021-12-02 20:25:30 +01:00 |
|
Matthias
|
fb1599d21b
|
Merge branch 'develop' into feat/short
|
2021-12-02 20:20:35 +01:00 |
|
Matthias
|
d3ad4fb52e
|
Don't crash dry-run if orderbook side is empty
closes #6018
|
2021-12-02 19:17:47 +01:00 |
|
Matthias
|
f4d0abc51a
|
Merge branch 'feat/short' into pr/samgermain/5780
|
2021-12-02 07:09:37 +01:00 |
|
Matthias
|
67f3570bf3
|
Merge branch 'develop' into feat/short
|
2021-12-01 07:21:36 +01:00 |
|
Matthias
|
f0abe218a2
|
Batch ohlcv requests to not overwelm ccxt's async throttler
closes #6003
|
2021-11-30 07:10:12 +01:00 |
|
Matthias
|
231b1e2f57
|
Improve Async error message content
|
2021-11-30 07:10:12 +01:00 |
|
Matthias
|
409a801763
|
Fix caching problem in refresh_ohlcv
closes #5978
|
2021-11-27 19:31:39 +01:00 |
|
Matthias
|
107e124f60
|
Fix bug in exchange causing candles not to download
|
2021-11-27 17:00:06 +01:00 |
|
Sam Germain
|
8761649fd7
|
Added candle_type in doc strings
|
2021-11-27 02:55:42 -06:00 |
|
Matthias
|
51e54a666c
|
Merge branch 'feat/short' into pr/samgermain/5780
|
2021-11-23 19:01:07 +01:00 |
|
Matthias
|
db16098981
|
Fix Tests
|
2021-11-23 17:43:37 +01:00 |
|
Sam Germain
|
70751b942c
|
market_is_future fix
|
2021-11-23 01:50:23 -06:00 |
|
Sam Germain
|
920151934a
|
Added candle_type to a lot of methods, wrote some tests
|
2021-11-21 17:48:14 -06:00 |
|
Sam Germain
|
e2f98a8dab
|
replaced candle_type: Optional[str] = '' with candle_type: str = ''
|
2021-11-21 17:48:14 -06:00 |
|
Sam Germain
|
12060a2d2c
|
fixed error with fetch_ohlcv candndle_type
|
2021-11-21 17:48:14 -06:00 |
|
Sam Germain
|
a657707ca3
|
Added timedelta to exchange
|
2021-11-21 17:48:14 -06:00 |
|
Sam Germain
|
3d95533bf9
|
Removed candletype from converter methods
|
2021-11-21 17:48:14 -06:00 |
|
Sam Germain
|
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
|
2021-11-21 17:48:14 -06:00 |
|
Matthias
|
f40221dd9f
|
Merge branch 'develop' into feat/short
|
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
|
4e9b83e170
|
Merge branch 'feat/short' into futures_pairlist
|
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
|
2021-11-14 03:15:22 -06:00 |
|
Sam Germain
|
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
|
2021-11-09 14:45:50 -06:00 |
|
Sam Germain
|
45e4354906
|
Merge branch 'feat/short' into funding-fee-dry-run
|
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
|
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 |
|
Sam Germain
|
0c2501e11b
|
Safer keys for funding_rate and mark_price dictionaries, based on rounding down the hour
|
2021-11-06 22:31:38 -06:00 |
|
Sam Germain
|
8bfcf4ee09
|
Fixed breaking exchange tests from _get_funding_fee_dates, and commented out kraken get_funding_fees tests
|
2021-11-06 22:05:38 -06:00 |
|
Sam Germain
|
b88482b2e9
|
Fixed millisecond timestamp issue errors with funding fees
|
2021-11-06 21:45:35 -06:00 |
|
Sam Germain
|
f795288d90
|
Fixed timestamp/datetime issues for mark price, funding rate and _get_funding_fee_dates
|
2021-11-06 20:48:03 -06:00 |
|
Sam Germain
|
6e912c1053
|
Updated _get_funding_fee method names, added kraken._get_funding_fee
|
2021-11-06 17:39:21 -06:00 |
|
Matthias
|
ebc38159b8
|
Merge branch 'develop' into feat/short
|
2021-11-06 15:24:52 +01:00 |
|
Sam Germain
|
cb97c6f388
|
Updated time to utc in test_update_funding_fees, some funding rate key errors because a timestamp is likely not in utc
|
2021-11-06 05:56:58 -06:00 |
|
Sam Germain
|
8a4236198f
|
Added test_update_funding_fees in freqtradebot, test currently fails
|
2021-11-03 22:52:37 -06:00 |
|
Matthias
|
437e5f0645
|
Fix officially supported exchange list
|
2021-11-03 19:20:39 +01:00 |
|
Sam Germain
|
3de42da29a
|
All funding fee test_exchange tests pass
|
2021-11-01 07:52:40 -06:00 |
|
Sam Germain
|
ba95172d07
|
Finished test_calculate_funding_fees
|
2021-11-01 06:28:03 -06:00 |
|
Sam Germain
|
33b0778c0a
|
updated exchange.calculate_funding_fees to have default close_date
|
2021-11-01 01:13:37 -06:00 |
|
Sam Germain
|
edfc3377c5
|
Updated exchange._get_funding_fee_dates to use new method funding_fee_cutoff
|
2021-11-01 01:09:11 -06:00 |
|
Sam Germain
|
5c52b21346
|
Added tests for funding_fee_dry_run
|
2021-10-31 22:24:27 -06:00 |
|
Sam Germain
|
2bfc812618
|
moved mark_ohlcv_price in _ft_has
|
2021-10-31 00:53:36 -06:00 |
|
Sam Germain
|
0ea8957ccc
|
removed ftx get_mark_price_history, added variable mark_ohlcv_price, used fetch_ohlcv instead of fetch_mark_ohlcv inside get_mark_price_history
|
2021-10-29 20:07:24 -06:00 |
|
Sam Germain
|
a4892654da
|
Removed params from _get_mark_price_history
|
2021-10-29 19:37:02 -06:00 |
|
Sam Germain
|
02ab3b1697
|
Switched mark_price endTime to until
|
2021-10-28 07:26:36 -06:00 |
|
Sam Germain
|
0b12107ef8
|
Updated error message in fetchFundingRateHistory
|
2021-10-28 07:22:47 -06:00 |
|
Sam Germain
|
44d9a07acd
|
Fixed _get_funding_fee_dates method
|
2021-10-28 07:20:45 -06:00 |
|
Sam Germain
|
956352f041
|
Removed name_for_futures_market
|
2021-10-28 07:19:46 -06:00 |
|
Sam Germain
|
60478cb213
|
Add fill_leverage_brackets and get_max_leverage back in
|
2021-10-23 22:16:51 -06:00 |
|
Sam Germain
|
d99e0dac7b
|
Added name for futures market property
|
2021-10-23 21:59:47 -06:00 |
|
Sam Germain
|
3eda9455b9
|
Added dry run capability to funding-fee
|
2021-10-23 21:59:47 -06:00 |
|
Sam Germain
|
2533d3b420
|
Added get_funding_rate_history method to exchange
|
2021-10-23 21:59:41 -06:00 |
|
Sam Germain
|
ef8b617eb2
|
gateio, ftx and binance all use same funding fee formula
|
2021-10-23 21:59:03 -06:00 |
|
Sam Germain
|
badc0fa445
|
Adjusted _get_funding_fee_method
|
2021-10-23 21:58:57 -06:00 |
|
Sam Germain
|
cba0a8cee6
|
adjusted funding fee formula binance
|
2021-10-23 21:58:17 -06:00 |
|
Sam Germain
|
2a26c6fbed
|
Added backtesting methods back in
|
2021-10-23 21:33:37 -06:00 |
|
Sam Germain
|
f07555fc84
|
removed binance constructor, added fill_leverage_brackets call to exchange constructor
|
2021-10-22 06:37:56 -06:00 |
|
Sam Germain
|
0329da1a57
|
updated get_max_leverage to use new ccxt unified property
|
2021-10-20 08:36:48 -06:00 |
|
Sam Germain
|
bcbe8f229c
|
Merge branch 'feat/short' into lev-freqtradebot
|
2021-10-13 19:02:57 -06:00 |
|
Sam Germain
|
bd488cc086
|
Merge branch 'develop' into feat/short
|
2021-10-13 17:56:40 -06:00 |
|
Matthias
|
2c6290a100
|
Small updates to prevent random test failures
|
2021-10-13 07:04:21 +02:00 |
|
Matthias
|
532a9341d2
|
Fix migration issue
|
2021-10-12 20:41:48 +02:00 |
|
Matthias
|
11ec1d9b06
|
Revert previous commit
|
2021-10-08 20:22:07 +02:00 |
|
Matthias
|
482f4418c6
|
Clarify "required candle" message
|
2021-10-08 14:36:52 +02:00 |
|
Matthias
|
29863ad2bf
|
Fix error when ask_last_balance is not set
closes #5181
|
2021-10-07 06:51:29 +02:00 |
|
Sam Germain
|
9046caa27c
|
fixed test_update_trade_state_sell
|
2021-10-03 23:13:34 -06:00 |
|
Matthias
|
f5e5203388
|
Use "round" to 12 digits for TickSize mode
Avoids float rounding problems, fix #5652
|
2021-10-03 09:49:55 +02:00 |
|
Sam Germain
|
993dc672b4
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timestamp * 1000 in get_funding_fees_from_exchange
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2021-09-29 22:18:15 -06:00 |
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Sam Germain
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d7c7448632
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merged lev-freqtradebot with lev-strat
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2021-09-19 19:06:43 -06:00 |
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Sam Germain
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778f0d9d0a
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Merged feat/short into lev-strat
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2021-09-19 17:44:12 -06:00 |
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Sam Germain
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60a678fea7
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merged with feat/short
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2021-09-19 17:02:09 -06:00 |
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Sam Germain
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ac4f5adfe2
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switched since = int(since.timestamp()) from %s
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2021-09-19 01:16:22 -06:00 |
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Sam Germain
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a8657bb1ce
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Removed backtesting funding-fee code
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2021-09-16 03:50:01 -06:00 |
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Sam Germain
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e827ba1388
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finished up funding fee formulas
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2021-09-15 23:51:21 -06:00 |
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Sam Germain
|
98b00e8daf
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merged with feat/short
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2021-09-15 22:28:10 -06:00 |
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