Commit Graph

738 Commits

Author SHA1 Message Date
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