76 lines
2.4 KiB
Python
76 lines
2.4 KiB
Python
""" Bybit exchange subclass """
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import logging
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from typing import Dict, List, Optional, Tuple
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from freqtrade.enums import MarginMode, TradingMode
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from freqtrade.exchange import Exchange
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from freqtrade.exchange.exchange_utils import timeframe_to_msecs
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logger = logging.getLogger(__name__)
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class Bybit(Exchange):
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"""
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Bybit exchange class. Contains adjustments needed for Freqtrade to work
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with this exchange.
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Please note that this exchange is not included in the list of exchanges
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officially supported by the Freqtrade development team. So some features
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may still not work as expected.
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"""
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_ft_has: Dict = {
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"ohlcv_candle_limit": 1000,
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"ccxt_futures_name": "linear",
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"ohlcv_has_history": False,
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}
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_ft_has_futures: Dict = {
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"ohlcv_candle_limit": 200,
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"ohlcv_has_history": True,
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"mark_ohlcv_timeframe": "4h",
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}
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_supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
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# TradingMode.SPOT always supported and not required in this list
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# (TradingMode.FUTURES, MarginMode.CROSS),
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# (TradingMode.FUTURES, MarginMode.ISOLATED)
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]
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@property
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def _ccxt_config(self) -> Dict:
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# Parameters to add directly to ccxt sync/async initialization.
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# ccxt defaults to swap mode.
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config = {}
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if self.trading_mode == TradingMode.SPOT:
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config.update({
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"options": {
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"defaultType": "spot"
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}
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})
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config.update(super()._ccxt_config)
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return config
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async def _fetch_funding_rate_history(
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self,
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pair: str,
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timeframe: str,
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limit: int,
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since_ms: Optional[int] = None,
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) -> List[List]:
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"""
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Fetch funding rate history
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Necessary workaround until https://github.com/ccxt/ccxt/issues/15990 is fixed.
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"""
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params = {}
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if since_ms:
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until = since_ms + (timeframe_to_msecs(timeframe) * self._ft_has['ohlcv_candle_limit'])
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params.update({'until': until})
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# Funding rate
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data = await self._api_async.fetch_funding_rate_history(
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pair, since=since_ms,
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params=params)
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# Convert funding rate to candle pattern
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data = [[x['timestamp'], x['fundingRate'], 0, 0, 0, 0] for x in data]
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return data
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