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 |
|
Sam Germain
|
f58b92bb86
|
exchange.create_order removed default for leverage
|
2022-02-03 17:48:08 -06:00 |
|
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 |
|
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
|
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
|
a368f8b322
|
exchange.get_max_leverage changed variable names, made more effecient
|
2022-01-31 12:21:12 -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
|
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
|
0c13e387fe
|
moved liquidation_price method to exchange classes
|
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
|
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
|
2d545a2def
|
fixed breaking tests for liquidation price
|
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
|
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
|
29c5dfd4ca
|
Removed unnecessary CCXT market checks
|
2022-01-31 02:40:10 -06:00 |
|
Matthias
|
463714832d
|
Merge branch 'develop' into feat/short
|
2022-01-29 14:19:30 +01:00 |
|
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
|
108018b30b
|
Merge pull request #6231 from freqtrade/funding_rate_backtest
Funding rate backtest
|
2022-01-27 17:01:28 +01:00 |
|
Matthias
|
f7be93aaa6
|
leverage limits can be None, so we need to check for that
|
2022-01-25 06:30:03 +01:00 |
|
Matthias
|
a0c0c4dcbe
|
Update funding_fee formula to correctly calculate fees for long trades
|
2022-01-22 19:46:10 +01:00 |
|
Matthias
|
82c90c0049
|
Extract funding and mark mergin to separate method
|
2022-01-22 19:45:46 +01:00 |
|
Matthias
|
84c6d92d4c
|
calculate_funding_fees is actually a public exchange interface (used in backtesting).
|
2022-01-22 19:45:46 +01:00 |
|
Matthias
|
c6c97efed3
|
Remove unused method _get_funding_fee
|
2022-01-22 19:44:20 +01:00 |
|
Matthias
|
ef3a1ea8f2
|
Split funding fee calculation from Download
|
2022-01-22 19:44:20 +01:00 |
|
Matthias
|
f090dcc597
|
Merge branch 'develop' into feat/short
|
2022-01-22 17:56:01 +01:00 |
|
Matthias
|
56daafd6b7
|
Use realistic date for dry-run orders
|
2022-01-22 16:31:59 +01:00 |
|
Matthias
|
6684bff963
|
Dry-run orders should have filled set correctly
|
2022-01-15 15:25:16 +01:00 |
|
Matthias
|
46809f08fe
|
Merge branch 'develop' into feat/short
|
2022-01-07 10:13:16 +01:00 |
|
Matthias
|
326e3d1f8e
|
Selectively convert quote to base volume in volumepairlist
|
2022-01-06 19:07:43 +01:00 |
|
Matthias
|
431fcdd76f
|
contractSize is a string comming from ccxt
|
2022-01-06 13:53:27 +01:00 |
|
Matthias
|
33d95d245e
|
Fix unbounderror
closes #6169
|
2022-01-06 08:48:30 +01:00 |
|
Matthias
|
d8cb61278f
|
Simplify contract conversion code
by reusing "get_contract_size"
|
2022-01-03 18:12:45 +01:00 |
|
Matthias
|
7f88f9bf27
|
Revert unintended double-call of amount conversion
|
2022-01-02 13:11:29 +01:00 |
|
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
|
f92d47a16b
|
exchange._contracts_to_amount and exchange._amount_to_contracts safe checks
|
2022-01-01 13:52:06 -06:00 |
|
Matthias
|
8da596f66d
|
Implement PR feedback
|
2022-01-01 13:52:01 -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 |
|
Matthias
|
ddfbe55e7c
|
Merge branch 'develop' into feat/short
|
2022-01-01 19:16:49 +01:00 |
|
Matthias
|
0277d93a64
|
don't use deprecated asyncio.get_event_loop()
|
2021-12-31 17:27:42 +01:00 |
|
Matthias
|
39f8c5719b
|
Fix exception on exchange shutdown
|
2021-12-31 11:24:56 +01:00 |
|
Wade Dyck
|
60dfadf446
|
Don't attempt to calculate funding fees when the initial timeframe hasn't been exceeded.
|
2021-12-27 16:51:47 -07:00 |
|
Matthias
|
2917cc1f2e
|
Bitpanda's "fetch_my_trades" requires "to" argument
closes #4938
|
2021-12-25 14:28:22 +01:00 |
|
Matthias
|
a557451eee
|
Okex uses 4h mark candle timeframe
|
2021-12-19 16:47:44 +01:00 |
|
Matthias
|
ddce28c12d
|
Update data downloading to include funding_fee downloads
|
2021-12-18 15:32:02 +01:00 |
|
Matthias
|
e729fad99c
|
Add unknown_fee_rate parameter
|
2021-12-11 15:26:08 +01:00 |
|
Matthias
|
17bd990053
|
Update funding_fee freqtradebot test
|
2021-12-11 09:49:48 +01:00 |
|
Matthias
|
6948414e47
|
Remove no longer necessary method _get_mark_price_history
|
2021-12-10 19:54:49 +01:00 |
|
Matthias
|
a87d2d62bb
|
Remove no longer needed method get_funding_rate_history
|
2021-12-10 19:52:02 +01:00 |
|
Matthias
|
aabca85a5f
|
Update _calculate_funding_fees to reuse existing async infrastructure
|
2021-12-10 19:50:58 +01:00 |
|
Matthias
|
35f9549e98
|
Expose drop_incomplete from refresh_latest_ohlcv
|
2021-12-10 07:36:25 +01:00 |
|
Matthias
|
9b9d61c6d6
|
Remove SPOT_ candletype
|
2021-12-08 14:38:09 +01:00 |
|
Matthias
|
a80c3f6a1b
|
Use exchange-dependant timeframe/candletype to get mark/index candles
|
2021-12-05 10:01:44 +01:00 |
|
Matthias
|
5b779fd68b
|
Update missing candle_type params
|
2021-12-03 16:44:05 +01:00 |
|
Matthias
|
bead867940
|
Improve some typehints
|
2021-12-03 15:08:00 +01:00 |
|
Matthias
|
69f371bf63
|
Update download-data to download necessary data for futures
|
2021-12-03 14:43:49 +01:00 |
|
Matthias
|
2f17fa2765
|
Update more to use candleType
|
2021-12-03 14:15:35 +01:00 |
|
Matthias
|
fae7167bf3
|
Merge branch 'feat/short' into pr/samgermain/5780
|
2021-12-02 20:25:30 +01:00 |
|
Matthias
|
fb1599d21b
|
Merge branch 'develop' into feat/short
|
2021-12-02 20:20:35 +01:00 |
|
Matthias
|
d3ad4fb52e
|
Don't crash dry-run if orderbook side is empty
closes #6018
|
2021-12-02 19:17:47 +01:00 |
|
Matthias
|
f4d0abc51a
|
Merge branch 'feat/short' into pr/samgermain/5780
|
2021-12-02 07:09:37 +01:00 |
|
Matthias
|
67f3570bf3
|
Merge branch 'develop' into feat/short
|
2021-12-01 07:21:36 +01:00 |
|
Matthias
|
f0abe218a2
|
Batch ohlcv requests to not overwelm ccxt's async throttler
closes #6003
|
2021-11-30 07:10:12 +01:00 |
|
Matthias
|
231b1e2f57
|
Improve Async error message content
|
2021-11-30 07:10:12 +01:00 |
|
Matthias
|
409a801763
|
Fix caching problem in refresh_ohlcv
closes #5978
|
2021-11-27 19:31:39 +01:00 |
|
Matthias
|
107e124f60
|
Fix bug in exchange causing candles not to download
|
2021-11-27 17:00:06 +01:00 |
|
Sam Germain
|
8761649fd7
|
Added candle_type in doc strings
|
2021-11-27 02:55:42 -06:00 |
|
Matthias
|
51e54a666c
|
Merge branch 'feat/short' into pr/samgermain/5780
|
2021-11-23 19:01:07 +01:00 |
|
Matthias
|
db16098981
|
Fix Tests
|
2021-11-23 17:43:37 +01:00 |
|
Sam Germain
|
70751b942c
|
market_is_future fix
|
2021-11-23 01:50:23 -06:00 |
|
Sam Germain
|
920151934a
|
Added candle_type to a lot of methods, wrote some tests
|
2021-11-21 17:48:14 -06:00 |
|
Sam Germain
|
e2f98a8dab
|
replaced candle_type: Optional[str] = '' with candle_type: str = ''
|
2021-11-21 17:48:14 -06:00 |
|
Sam Germain
|
12060a2d2c
|
fixed error with fetch_ohlcv candndle_type
|
2021-11-21 17:48:14 -06:00 |
|
Sam Germain
|
a657707ca3
|
Added timedelta to exchange
|
2021-11-21 17:48:14 -06:00 |
|
Sam Germain
|
3d95533bf9
|
Removed candletype from converter methods
|
2021-11-21 17:48:14 -06:00 |
|
Sam Germain
|
ee2ad8ca97
|
updated historic data filenames to include the candle type
|
2021-11-21 17:48:14 -06:00 |
|
Sam Germain
|
c8162479d6
|
Added price as param to fetch_ohlcv
|
2021-11-21 17:48:14 -06:00 |
|
Matthias
|
f40221dd9f
|
Merge branch 'develop' into feat/short
|
2021-11-18 20:20:01 +01:00 |
|
Matthias
|
8638e6fe47
|
Simplify tradingmode parsing
|
2021-11-18 19:58:44 +01:00 |
|
Matthias
|
75eccea88d
|
Improve futures detection, add ccxt-compat test
|
2021-11-15 19:57:36 +01:00 |
|
Matthias
|
4e9b83e170
|
Merge branch 'feat/short' into futures_pairlist
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2021-11-15 19:12:36 +01:00 |
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Matthias
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1b058d882d
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Simplify date rounding logic
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2021-11-14 19:55:56 +01:00 |
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Sam Germain
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e7fad04eb9
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Merge branch 'feat/short' into funding-fee-dry-run
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2021-11-14 03:15:22 -06:00 |
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Sam Germain
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3d86b18492
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Added property _ft_has_default.ccxt_futures_name and removed subclass ccxt_config properties
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2021-11-13 16:23:58 -06:00 |
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Sam Germain
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3c509a1f9b
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New method for combining all funding fees within a time period
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2021-11-13 04:45:23 -06:00 |
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Matthias
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8d4163d003
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Add compat tests
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2021-11-12 07:26:59 +01:00 |
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Sam Germain
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c8c2d89893
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exchange.get_funding_fees returns 0 by default
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2021-11-11 19:10:56 -06:00 |
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Sam Germain
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9a65f486ed
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updated exchangeError messages regarding fetch_funding_rate_history
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2021-11-11 18:33:46 -06:00 |
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Matthias
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76ced8acf6
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Add some documentation to class
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2021-11-11 20:34:52 +01:00 |
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Sam Germain
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b87f8e7034
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Removed unnecessary todo comments
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2021-11-10 00:59:53 -06:00 |
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Sam Germain
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e713f5188f
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Merge branch 'funding-fee-dry-run' of https://github.com/samgermain/freqtrade into funding-fee-dry-run
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2021-11-09 14:45:50 -06:00 |
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