stable/freqtrade/exchange/bybit.py
2023-01-24 07:21:56 +01:00

76 lines
2.4 KiB
Python

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