Commit Graph

1256 Commits

Author SHA1 Message Date
Matthias 528509f809 Extract get_price_side from get_rate 2022-05-16 19:20:13 +02:00
Matthias 706994340f Fix bad docstring 2022-05-15 17:06:40 +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 c299601ece Add warning about OKX futures backtesting data 2022-05-13 07:03:18 +02:00
Matthias dc0c1bf87d Only fetch accounts when authenticated. 2022-05-07 13:17:27 +02:00
Matthias 149704e748 Fix wrong type 2022-05-07 11:39:47 +02:00
Matthias 6fdcf3a10a Support both position modes on OKX 2022-05-07 10:58:41 +02:00
Matthias 2da284b921 Properly type side for create_order 2022-05-07 10:02:54 +02:00
Sam Germain e8803477df exchange/exchange add param taker_or_maker to add_dry_order_fee 2022-05-03 23:56:40 -06:00
Matthias eb996a152a Fix fee handling for futures trades 2022-05-03 19:06:17 +02:00
Matthias 11d447cd5a Add support for download-data "until" 2022-04-30 15:42:41 +02:00
Matthias cb5c3316d1 Simplify log output 2022-04-28 19:43:52 +02:00
Matthias e0d86307cb
Merge pull request #6732 from freqtrade/remove_duplicate_liqprice_call
Don't call interest_rate and isolated_liq twice
2022-04-28 07:38:32 +02:00
Matthias ca49821df0 Fix race condition for loop 2022-04-28 06:29:14 +02:00
Matthias 46855221aa Fix rounding issue with contract-sized pairs for dry-run orders 2022-04-27 19:58:19 +02:00
Matthias 7b02114ad2 Restrict trading pairs with too low precision
closes #6606
2022-04-25 09:49:51 +02:00
Matthias 86b3aac9ba Fix FTX not fetching the very latest data 2022-04-25 08:38:02 +02:00
Sam Germain 591a2fb7fc switch notionalFloor -> minNotional and notionalCap -> maxNotional 2022-04-16 21:47:44 -06:00
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 39d925c295 Change to precise casing instead of .lower() 2022-04-02 19:48:01 +02:00
மனோஜ்குமார் பழனிச்சாமி 40b4a9977e
checking exchange name with lower 2022-04-02 11:23:06 +05:30
Matthias 2d914c8e13 Simplify formatting in exchange class 2022-03-30 20:02:56 +02:00
Matthias dafc2bf361 Merge branch 'develop' into feat/short 2022-03-30 07:09:41 +02:00
Jason Risch 6b57be35e9
Update kucoin candle limit 2022-03-29 07:23:45 -07:00
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 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 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 83f6401820 Add additional endpoints to "has_optional" dict as comments 2022-03-23 19:56:29 +01:00
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 14f9d712dc Simplify okx lev_prep 2022-03-23 06:49:17 +01:00
Matthias 5791d0a394 Align kraken._get_params with okex 2022-03-23 06:49:07 +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 0c63c0bbb3 Update Gateio stoploss adjust 2022-03-18 10:41:38 +01:00
Matthias f37038fb7d Fix gateio stoploss_adjust header 2022-03-18 10:35:00 +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 96bf82dbc6 Remove gateio broker program 2022-03-17 17:06:10 +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 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 f343036e66 Add stoploss-ordertypes mapping for gateio 2022-03-12 19:23:20 +01:00
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 d47274066e Added stoploss_on_exchange flag to gateio 2022-03-09 01:05:21 -06:00
Sam Germain e3ced55f5c gateio.fetch_order and gateio.cancel_order 2022-03-09 00:45:50 -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
Matthias 0622654bcf Give tests a chance to pass 2022-03-04 06:50:42 +01:00
Sam Germain 488da9b875 Merge branch 'develop' into feat/short 2022-03-03 13:51:52 -06:00
Matthias f558d4b132
Merge pull request #6467 from samgermain/backtest-liq
Liquidation price in backtesting
2022-03-03 06:50:32 +01:00
Sam Germain dfb72d8a2f gateio market orders futures 2022-03-02 21:37:53 -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 68bc2a6107 Add huobi to ccxt compat tests 2022-02-28 07:00:52 +01:00
Matthias 92ad353169 Fix OKX exception 2022-02-26 20:13:24 +01:00
Sam Germain fbcd260bf6 flake8 import issues 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 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 14d49e85af Update Huobi stoploss to shared method 2022-02-26 14:57:13 +01:00
Matthias a1f2f6ddeb Updates required for huobi datadownload 2022-02-26 10:33:37 +01:00
Matthias f3421dfa9f Use unified stopPrice argument 2022-02-26 10:33:37 +01:00
Matthias 292c350885 Add stoploss support for huobi 2022-02-26 10:33:36 +01:00
Matthias 2ec1a7b370 Add huobi exchange class 2022-02-26 10:33:11 +01:00
Matthias 3942b30ebf Add kraken TODO 2022-02-26 08:34:23 +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 768b526c38 Add kucoin stoploss on exchange 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 8952829adc Merge branch 'develop' into feat/short 2022-02-23 06:28:15 +01:00
Matthias 70f4305dfa don't allow short trades in spot mode 2022-02-21 19:19:12 +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
Sam Germain a37287d9ba test__get_params 2022-02-16 10:06:27 -06:00
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
Sam Germain c70050e750 fixed test_load_leverage_tiers 2022-02-16 05:26:52 -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 ff5b3c323a Fix okx trading mode 2022-02-16 09:13:49 +01:00
Matthias 7f7c395b10 Add exception handling for lev_prep in okx 2022-02-15 19:30:02 +01:00
Matthias 33cc5e0ac7 Use kwargs for set_leverage 2022-02-15 18:56:58 +01:00
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 324fdcedb1 Attempt test fix 2022-02-15 06:59:10 +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 513669f834 Be verbose on okex startup to point out delay. 2022-02-14 19:44:05 +01:00
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 ad801e05f7 Filter loadable leverage tiers to stake-currency pairs 2022-02-13 13:05:57 +01:00
Matthias 7f0cedc769 Use "is_future" to check for futures markets 2022-02-13 12:54:49 +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