Commit Graph
100 Commits
Author SHA1 Message Date
Sam Germain c5cfd971f5 get_max_pair_stake_amount_tests 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 6b6b35ac1c check for max stake limit in freqtradebot and backtesting 2022-02-03 20:33:04 -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
Sam GermainandMatthias 179947fa72 New config (#6333)
* updated new-config to add trading_mode and margin_mode

* added trading_mode and margin_mode to config examples

* added okex config example

* new file:   config_examples/config_binance_futures.example.json

* removed trading_mode and margin_mode from base_config and binance and okex example

* deleted okex and futures config files

* updated full config file

* updated new-config command to add trading_mode and margin_mode to config

* new file:   config_examples/config_okex_futures.example.json

* removed config_okex_futures.example.json

* added trading_mode to test_start_new_config

* new-config asks exchange before asking futures

* Simplify trading_mode selection

* margin_mode is empty string for spot new configs

* build_config_commands sorted exchanges

* isort

Co-authored-by: Matthias <xmatthias@outlook.com>
2022-02-02 14:46:44 +01:00
Sam Germain a741356d65 okex._lev_prep, removing rounding from default set_leverage 2022-02-02 00:28:57 -06:00
Sam Germain 8e51360f75 exchange._set_leverage rounds leverage 2022-02-02 00:09:58 -06:00
Sam Germain 8a64f6a27f exchange.set_margin_mode param swap 2022-02-02 00:09:53 -06:00
Sam Germain 386be2d889 set reduceOnly for futures exit orders 2022-02-02 00:08:50 -06:00
Sam Germain b3477c4802 _api.fetch_funding_history argument pair->symbol 2022-02-02 00:08:50 -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
Sam Germain fc15e14707 Merge branch 'feat/short' into isolated-liq 2022-01-31 14:22:01 -06:00
Sam Germain ed320bb2ac exchange.get_liquidation_price check length of positions 2022-01-31 14:01:06 -06:00
Sam Germain 9de63412c1 exchange.get_liquidation_price arguments are not optional 2022-01-31 14:00:52 -06:00
Sam Germain 6c4325b7a2 confest markets removed futures values from ETH/USDT 2022-01-31 13:44:57 -06:00
Sam Germain 430051275a freqtradebot.leverage_prep moved wallet_balance to a variable 2022-01-31 13:21:27 -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 8190b0d83b binance.get_max_leverage adjustment 2022-01-31 12:49:18 -06:00
Sam Germain a368f8b322 exchange.get_max_leverage changed variable names, made more effecient 2022-01-31 12:21:12 -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 2c1497b348 contracts_to_amount no longer in amount_to_precision 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 d133a7c789 added isolated, futures to okex trading_mode_collateral_pairs 2022-01-31 12:17:07 -06:00
Sam Germain 88ce66650c Okex and Gateio liquidation_price formula are the same, moved liquidation_price to exchange.exchange class 2022-01-31 12:17:07 -06:00
Sam Germain 7f4894d68e okex.liquidation_price formula update 2022-01-31 12:17:07 -06:00
Sam Germain fe037aa971 exchange.liquidation_price combined position and position_assets 2022-01-31 12:17:07 -06:00
Sam Germain 0b5c2e97b3 exchange._get_maintenance_ratio_and_amount 2022-01-31 12:17:07 -06:00
Sam Germain e91aaa7d64 removed isolated_liq= 2022-01-31 12:16:43 -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 5a97760bd1 binance.get_max_leverage divide by 0 warning 2022-01-31 12:16:43 -06:00
Sam Germain 1f8111d1c6 exchange.get_max_leverage pair is required 2022-01-31 12:16:43 -06:00
Sam Germain caff7e227f binance.fill_leverage_brackets remove excess bracket 2022-01-31 12:16:43 -06:00
Sam Germain e4b37c6462 freqtradebot.leverage_prep minor fixes 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 b4a0611afc exchange.get_liquidation_price removed irrelevant comment 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 7abffee755 liquidation_price formula organize and comment clean up 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 8889512887 freqtradebot.leverage_prep gets taker_fee_rate 2022-01-31 12:15:54 -06:00
Sam Germain bff53c52af rewrite fill_leverage_brackets 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 e0df7ee72a Changed variable names in binance.get_max_leverage 2022-01-31 12:15:54 -06:00
Sam Germain 42360592ba trimmed down liquidation_price variable and edited comments 2022-01-31 12:15:54 -06:00
Sam Germain 5796d95a95 Added gateio and okex isolated liquidation formulas 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 eee7271ab8 Added live isolated-liq get 2022-01-31 12:15:54 -06:00
Sam Germain 92c94bb62a added position and wallet_balance to LocalTrade.set_isolated_liq 2022-01-31 12:15:54 -06:00
Sam Germain d26a068adf rearanged isolated_liq in models a bit 2022-01-31 12:15:54 -06:00
Sam Germain 80f4bae3fe Revert "Added Formulas to Calculate Liquidation Price of Binance USDⓈ-M Futures Contracts"
This reverts commit d343e84507.
2022-01-31 12:15:54 -06:00
Sam Germain b30458f871 Revert "Added Margin Mode Check for Binance."
This reverts commit abcb9729e5.
2022-01-31 12:15:54 -06:00
Sam Germain fe5e00361e separated test_leverage into test_interest and test_liquidation_price, and paramaterized tests 2022-01-31 12:15:54 -06:00
Sam Germain a087d03db9 Added liquidation_price function 2022-01-31 12:15:54 -06:00
Sam Germain da0d2590b9 Removed PrecisionFilter liquidation price TODO-lev 2022-01-31 12:06:04 -06:00
Sam Germain 689174ea0d removed TODO-lev comments 2022-01-31 04:12:37 -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
Sam Germain 5af3e1600d updated conftest to have limit keys and contractSize on every market 2022-01-31 03:01:44 -06:00
Sam Germain 29c5dfd4ca Removed unnecessary CCXT market checks 2022-01-31 02:40:10 -06:00
Sam Germain c61acb9f19 removed rename todos 2022-01-08 03:09:47 -06:00
Sam Germain 3d22497177 add warning for futures dust to freqtradebot.apply_fee_conditional 2022-01-05 00:57:36 -06:00
Sam Germain 501f473164 Merge branch 'develop' into feat/short 2022-01-04 22:47:33 -06:00
Sam Germain b2a1124a26 Merge branch 'feat/short' of https://github.com/freqtrade/freqtrade into feat/short 2022-01-04 00:17:42 -06:00
Sam Germain 707a6507b5 removed redundant todos 2022-01-02 21:46:06 -06:00
Sam Germain 67a5739501 fixed test_get_trades_for_order for contracts 2022-01-01 15:39:16 -06:00
Sam Germain 33ab3c1bea Removed some todo-lev comments 2022-01-01 14:10:24 -06:00
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 3d4a5eab81 fixed flake8 error 2022-01-01 13:52:06 -06:00
Sam Germain 48567a1301 fixe broken test_get_min_pair_stake_amount 2022-01-01 13:52:06 -06:00
Sam Germain 230dd15ee7 fixed test_amount_to_precision 2022-01-01 13:52:06 -06:00
Sam Germain f92d47a16b exchange._contracts_to_amount and exchange._amount_to_contracts safe checks 2022-01-01 13:52:06 -06:00
Sam Germain 6ab0e870c2 fixed breaking test test_amount_to_precision 2022-01-01 13:52:06 -06:00
Sam Germain d105bb764a test__get_contract_size creates its own markets instead of using the markets from conftest 2022-01-01 13:52:06 -06:00
Sam Germain a85566d6c3 test_exchange.test_create_order removed # assert api_mock.create_order.call_args[0][3] == 100 2022-01-01 13:52:06 -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
Sam Germain 9a220f6cfe removed a few todos 2021-12-31 07:30:01 -06:00
Sam Germain 08b738a5d9 removed outdated todo in kraken 2021-12-31 06:26:13 -06:00
Sam Germain 46072be011 models.__init__ exception for no interest_rates on Margin trading 2021-12-31 06:20:00 -06:00