Commit Graph

774 Commits

Author SHA1 Message Date
Matthias b7167ec880 Fix wrong fee calclulation for gateio futures 2022-07-09 08:51:59 +02:00
Matthias 81f7d77d74 Allow fee currency to be empty for futures 2022-07-09 08:51:28 +02:00
Matthias 2499276fca Refactor calculate_fee_rate to take separate parameters instead of an "Order"
we passed in a trade object anyway
2022-07-09 08:51:28 +02:00
Matthias 53e5483daa Store StopPrice for dry-run orders
closes #6996
2022-06-22 06:31:51 +02:00
Matthias 3a0f31fe89
Merge pull request #6914 from freqtrade/leverage_tiers_async
Leverage tiers async
2022-06-21 10:18:40 +02:00
Matthias 50c19ece53 Fix ccxt test gateio flukyness 2022-06-20 07:05:51 +02:00
Matthias fda8248d41 Gateio allow market orders on futures markets 2022-06-17 22:43:24 +02:00
Matthias ea537b32c7 Update tests for leverage_tier_loading 2022-05-31 11:40:14 +00:00
Matthias a875a7dc40 Use unified stopPrice for binance 2022-05-29 11:01:01 +02:00
Matthias 24cf044646 Fix bybit spot mode 2022-05-27 08:18:04 +00:00
Matthias 682daa4e94 Reset logging mixin to avoid random test failure 2022-05-26 18:05:40 +02:00
Matthias eb5fe9e3ae
Merge pull request #6857 from froggleston/develop
Add support for fudging unavailable funding rates, allowing backtesti…
2022-05-23 06:31:51 +02:00
Matthias ea8fda0dee Slightly improve test 2022-05-22 08:36:28 +02:00
Matthias 1ff1e3b43d
Merge pull request #6869 from freqtrade/update_levtiers
Update leveraged tiers
2022-05-22 08:35:02 +02:00
Matthias 681ef13174 Relax dry-run leverage test-case to simplify future updates 2022-05-21 16:23:29 +02:00
Matthias 0d388b561b Add test for "combine_funding_and_mark", fix bug 2022-05-21 09:03:30 +02:00
Matthias 2cf17e04be Init persistence for tests that use dry-run orders 2022-05-20 06:26:16 +02:00
Matthias d09b462930 Add rudimentary tests for Precise "builtin operator" workings 2022-05-16 19:21:38 +02:00
Matthias a793cf8f05 Use ccxt's "precise" to do precise math 2022-05-16 19:21:38 +02:00
Matthias 9143e9ecb1 Add some safety measures for new startup_candles verification 2022-05-15 15:12:29 +02:00
Matthias d60d0f64d2 Revert ohlcv_candle_limit logic for okx 2022-05-14 19:35:06 +02:00
Matthias 116b58e97c add "date_minus_candles" method 2022-05-14 19:30:42 +02:00
Matthias 5767d652bf Add explicit test and document behavior 2022-05-14 14:18:51 +02:00
Matthias bb1b283d95 Update some ohlcv_candle_limit calls 2022-05-14 13:44:10 +02:00
Matthias 111b04c9e6 Okx - conditional candle-length 2022-05-14 09:51:44 +02:00
Matthias 64668b11da add ohlcv_has_history - disabling kraken downloads 2022-05-14 09:10:38 +02:00
Matthias dc0c1bf87d Only fetch accounts when authenticated. 2022-05-07 13:17:27 +02:00
Matthias 6fdcf3a10a Support both position modes on OKX 2022-05-07 10:58:41 +02:00
Sam Germain 10cbb5e67c test_exchange::test_taker_or_maker fixes 2022-05-04 00:10:09 -06:00
Sam Germain 86ad5dd02a test_exchange::test_taker_or_maker fixes 2022-05-04 00:08:41 -06:00
Sam Germain dac9931b4a test_create_dry_run_order_fees 2022-05-03 23:56:49 -06:00
Sam Germain 5d9aee6b7e test_taker_or_maker 2022-05-03 23:56:49 -06:00
Matthias eb996a152a Fix fee handling for futures trades 2022-05-03 19:06:17 +02:00
Matthias f6a7e6b785 Add prepend option to download-data 2022-04-30 17:32:50 +02:00
Matthias cb5c3316d1 Simplify log output 2022-04-28 19:43:52 +02:00
Sam Germain 591a2fb7fc switch notionalFloor -> minNotional and notionalCap -> maxNotional 2022-04-16 21:47:44 -06:00
Matthias f61d4d36c3 Add test for 0 precision amount 2022-04-15 14:48:09 +02:00
Matthias baefda80d1 Enable flake8 E226 rule 2022-04-11 18:02:06 +02:00
Matthias 39d925c295 Change to precise casing instead of .lower() 2022-04-02 19:48:01 +02:00
Matthias dafc2bf361 Merge branch 'develop' into feat/short 2022-03-30 07:09:41 +02:00
Matthias 8ebef914e2 Update pricing documentation 2022-03-28 20:20:10 +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
மனோஜ்குமார் பழனிச்சாமி 5552ad779c
Corrected test_create_order 2022-03-28 19:31:12 +05:30
Matthias bcf326a035 Initial steps to change bid/ask pricing to enter/exit 2022-03-27 18:03:49 +02:00
Matthias 0f1de435da Fix ccxt compat tests 2022-03-27 08:28:44 +02:00
Matthias d244391860 no need to "abs" cost will be fixed in ccxt 2022-03-26 19:06:37 +01:00
Matthias f509959bd4 Update 2022-03-26 16:26:31 +01:00
Matthias f5578aba48 Update trading_fee naming 2022-03-26 15:16:04 +01:00
Matthias 9b8a2435f8 Add tests for fetch_order gateio patch 2022-03-26 15:12:05 +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
Sam Germain d3ea14de68 test_stoploss_contract_size 2022-03-25 07:21:31 -06:00
Matthias 2c89da6bf7 Update code to properly behave when rounding open_date for funding fees 2022-03-21 19:38:27 +01:00
Sam Germain f03f586eeb funding_fee tests 2022-03-21 05:01:18 -06:00
Matthias 7d8ca63752
Merge pull request #6550 from freqtrade/short_tickerproblems
Short tickerproblems
2022-03-19 15:43:40 +01:00
Matthias f44601d0cc Update ccxt-compat test config 2022-03-19 14:45:35 +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 0c63c0bbb3 Update Gateio stoploss adjust 2022-03-18 10:41:38 +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 12948aade6 Remove unused argument 2022-03-14 19:29:26 +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 843606c9cb gateio stoploss adjust 2022-03-12 20:14:23 -06:00
Sam Germain 91549d3254 Revert "stoploss_adjust fixed breaking tests"
This reverts commit 6f4d607902.
2022-03-12 20:07:56 -06:00
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 7825d855cd Fix flake8 error in tests 2022-03-11 19:28:15 +01:00
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