Commit Graph

509 Commits

Author SHA1 Message Date
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 timestamp * 1000 in get_funding_fees_from_exchange 2021-09-29 22:18:15 -06:00
Sam Germain d7c7448632 merged lev-freqtradebot with lev-strat 2021-09-19 19:06:43 -06:00
Sam Germain 778f0d9d0a Merged feat/short into lev-strat 2021-09-19 17:44:12 -06:00
Sam Germain 60a678fea7 merged with feat/short 2021-09-19 17:02:09 -06:00
Sam Germain ac4f5adfe2 switched since = int(since.timestamp()) from %s 2021-09-19 01:16:22 -06:00
Sam Germain a8657bb1ce Removed backtesting funding-fee code 2021-09-16 03:50:01 -06:00
Sam Germain e827ba1388 finished up funding fee formulas 2021-09-15 23:51:21 -06:00
Sam Germain 98b00e8daf merged with feat/short 2021-09-15 22:28:10 -06:00
Sam Germain d604757056 Added is_short to conf tests 2021-09-14 21:10:38 -06:00
Sam Germain d3ab2f887f merged with feat/short 2021-09-14 18:32:08 -06:00
Sam Germain 5f6384a961 Added tests to freqtradebot 2021-09-14 17:18:57 -06:00
Matthias a12c3ecc9b Remove credentials whenever dry-run is set from within the exchange 2021-09-13 20:27:32 +02:00
Sam Germain e070bdd161 set leverage more thorough tests 2021-09-12 03:09:51 -06:00
Sam Germain ad44048e29 customized set_leverage for different exchanges 2021-09-12 02:42:13 -06:00
Sam Germain bc102d57c9 Updated set leverage to check trading mode 2021-09-12 02:09:31 -06:00
Sam Germain 0c1e5afc91 Added set leverage to create_order 2021-09-12 02:02:10 -06:00
Sam Germain 1344c9f7fc _apply_leverage_to_min_stake_amount 2021-09-12 01:31:15 -06:00
Matthias a5f90a409c Small updates to async_history_fetch 2021-09-11 08:18:32 +02:00
Sam Germain 8e83cb4d64 temp commit message 2021-09-10 16:28:34 -06:00
Sam Germain b0e05b92d3 Added minor changes from lev-exchange review 2021-09-10 13:39:42 -06:00
Matthias 8c9159f596 Improve comments 2021-09-10 19:46:38 +02:00
Matthias a19c33ba54 Don't blindly create coroutines, but fire them off in batches 2021-09-10 19:37:07 +02:00
Sam Germain 77aa372909 Fixed test_ftx patch 2021-09-10 02:09:27 -06:00
Sam Germain 2c7cf794f5 Test for short exchange.stoploss exchange.stoploss_adjust 2021-09-09 15:47:49 -06:00
Sam Germain 9f96b977f6 removed interest method from exchange, will create a separate interest PR 2021-09-09 15:47:49 -06:00
Sam Germain 93da13212c test_fill_leverage_brackets_kraken and test_get_max_leverage_binance now pass but test_fill_leverage_brackets_ftx does not if called after test_get_max_leverage_binance 2021-09-09 15:47:49 -06:00
Sam Germain 9e73d02663 Added validating checks for trading_mode and collateral on each exchange 2021-09-09 15:47:49 -06:00
Sam Germain 619ecc9728 Added exceptions to exchange.interest_rate 2021-09-09 15:47:49 -06:00
Sam Germain 97d1306e34 Added retrier to exchange functions and reduced failing tests down to 2 2021-09-09 15:47:49 -06:00
Sam Germain 8d74233aa5 ftx.fill_leverage_brackets test 2021-09-09 15:47:49 -06:00
Sam Germain 8264cc546d Wrote dummy tests for exchange.get_interest_rate 2021-09-09 15:47:49 -06:00
Sam Germain 5708fee0e6 Wrote failing tests for exchange.set_leverage and exchange.set_margin_mode 2021-09-09 15:47:49 -06:00
Sam Germain e6c9b8ffe5 completed set_margin_mode 2021-09-09 15:47:49 -06:00
Sam Germain 39fe381473 set margin mode exchange function 2021-09-09 15:47:49 -06:00
Sam Germain 4ef1f0a977 Changed ftx set_leverage implementation 2021-09-09 15:47:49 -06:00
Sam Germain c256dc3745 Removed some outdated TODOs and whitespace 2021-09-09 15:47:49 -06:00
Sam Germain 134a7ec59b Implemented fill_leverage_brackets get_max_leverage and set_leverage for binance, kraken and ftx. Wrote tests test_apply_leverage_to_stake_amount and test_get_max_leverage 2021-09-09 15:47:49 -06:00
Sam Germain 455bcf5389 Added TODOs to test files 2021-09-09 15:47:49 -06:00
Sam Germain add7e74632 Added set_leverage function to exchange 2021-09-09 15:47:49 -06:00
Sam Germain d262af35ca Removed setup leverage and transfer functions from exchange 2021-09-09 15:47:49 -06:00
Sam Germain f4e26a616f Exchange stoploss function takes side 2021-09-09 15:47:49 -06:00
Sam Germain ebf5310817 Added get_interest template method in exchange 2021-09-09 15:47:48 -06:00
Sam Germain 54dd9ce7ad Add prep functions to exchange 2021-09-09 15:47:48 -06:00
Sam Germain dfb9937436 Added tests and docstring to exchange funding_fee methods, removed utils 2021-09-09 01:43:55 -06:00
Sam Germain d54117990b Added funding_fee method headers to exchange, and implemented some of the methods 2021-09-09 01:19:34 -06:00
Sam Germain 36b8c87fb6 Added funding fee calculation methods to exchange classes 2021-09-08 19:31:04 -06:00
Sam Germain cdefd15b28 separated hours_to_time to utils folder 2021-09-08 14:54:48 -06:00
Sam Germain 2f4b566d99 reverted back exchange.get_funding_fees method 2021-09-08 13:46:52 -06:00
Sam Germain af4a6effb7 added pair to fetch_funding_rate 2021-09-08 13:44:59 -06:00
Sam Germain baaf516aa6 Added funding_times property to exchange 2021-09-08 13:44:42 -06:00
Matthias 8c83c258a5 Move "first-pair_getting" to binance subclass 2021-09-07 19:32:32 +02:00
Matthias 71ff214adf Support "initial_call" for download-data of new pairs 2021-09-07 07:14:40 +02:00
Sam Germain f5248be043 Changed funding fee tracking method, need to get funding_rate and open prices at multiple candles 2021-09-06 15:47:24 -06:00
Sam Germain 92e630eb69 Added get_funding_fees method to exchange 2021-09-04 16:40:53 -06:00
Sam Germain b854350e8d Changed funding fee implementation 2021-09-04 16:31:09 -06:00
Sam Germain 194bb24a55 Miscellaneous funding fee changes. Abandoning for a new method of tracking funding fee 2021-09-04 16:20:25 -06:00
Matthias 19ad165483 Add time_in_force for kucoin 2021-09-03 08:48:53 +02:00