Merge branch 'develop' into feature/fetch-public-trades

.pre-commit-config.yaml

@@ -16,7 +16,7 @@ repos:
         additional_dependencies:
           - types-cachetools==5.3.0.7
           - types-filelock==3.2.7
-          - types-requests==2.32.0.20240622
+          - types-requests==2.32.0.20240712
           - types-tabulate==0.9.0.20240106
           - types-python-dateutil==2.9.0.20240316
           - SQLAlchemy==2.0.31
@@ -31,7 +31,7 @@ repos:
 
   - repo: https://github.com/charliermarsh/ruff-pre-commit
     # Ruff version.
-    rev: 'v0.5.1'
+    rev: 'v0.5.2'
     hooks:
       - id: ruff
 

docker-compose.yml

@@ -1,5 +1,4 @@
 ---
-version: '3'
 services:
   freqtrade:
     image: freqtradeorg/freqtrade:stable

docker/docker-compose-freqai.yml

@@ -1,5 +1,4 @@
 ---
-version: '3'
 services:
   freqtrade:
     image: freqtradeorg/freqtrade:stable_freqaitorch

docker/docker-compose-jupyter.yml

@@ -1,5 +1,4 @@
 ---
-version: '3'
 services:
   ft_jupyterlab:
     build:

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.6
 mkdocs==1.6.0
-mkdocs-material==9.5.28
+mkdocs-material==9.5.29
 mdx_truly_sane_lists==1.3
 pymdown-extensions==10.8.1
 jinja2==3.1.4

freqtrade/configuration/config_secrets.py

@@ -14,9 +14,13 @@ def sanitize_config(config: Config, *, show_sensitive: bool = False) -> Config:
         return config
     keys_to_remove = [
         "exchange.key",
+        "exchange.apiKey",
         "exchange.secret",
         "exchange.password",
         "exchange.uid",
+        "exchange.accountId",
+        "exchange.walletAddress",
+        "exchange.privateKey",
         "telegram.token",
         "telegram.chat_id",
         "discord.webhook_url",

freqtrade/data/history/history_utils.py

@@ -26,8 +26,7 @@ from freqtrade.enums import CandleType, TradingMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist
-from freqtrade.util import dt_ts, format_ms_time
-from freqtrade.util.datetime_helpers import dt_now
+from freqtrade.util import dt_now, dt_ts, format_ms_time, get_progress_tracker
 from freqtrade.util.migrations import migrate_data
 
 
@@ -155,11 +154,9 @@ def refresh_data(
     :param candle_type: Any of the enum CandleType (must match trading mode!)
     """
     data_handler = get_datahandler(datadir, data_format)
-    for idx, pair in enumerate(pairs):
-        process = f"{idx}/{len(pairs)}"
+    for pair in pairs:
         _download_pair_history(
             pair=pair,
-            process=process,
             timeframe=timeframe,
             datadir=datadir,
             timerange=timerange,
@@ -223,7 +220,6 @@ def _download_pair_history(
     datadir: Path,
     exchange: Exchange,
     timeframe: str = "5m",
-    process: str = "",
     new_pairs_days: int = 30,
     data_handler: Optional[IDataHandler] = None,
     timerange: Optional[TimeRange] = None,
@@ -261,7 +257,7 @@ def _download_pair_history(
         )
 
         logger.info(
-            f'({process}) - Download history data for "{pair}", {timeframe}, '
+            f'Download history data for "{pair}", {timeframe}, '
             f"{candle_type} and store in {datadir}. "
             f'From {format_ms_time(since_ms) if since_ms else "start"} to '
             f'{format_ms_time(until_ms) if until_ms else "now"}'
@@ -345,53 +341,65 @@ def refresh_backtest_ohlcv_data(
     pairs_not_available = []
     data_handler = get_datahandler(datadir, data_format)
     candle_type = CandleType.get_default(trading_mode)
-    process = ""
-    for idx, pair in enumerate(pairs, start=1):
-        if pair not in exchange.markets:
-            pairs_not_available.append(pair)
-            logger.info(f"Skipping pair {pair}...")
-            continue
-        for timeframe in timeframes:
-            logger.debug(f"Downloading pair {pair}, {candle_type}, interval {timeframe}.")
-            process = f"{idx}/{len(pairs)}"
-            _download_pair_history(
-                pair=pair,
-                process=process,
-                datadir=datadir,
-                exchange=exchange,
-                timerange=timerange,
-                data_handler=data_handler,
-                timeframe=str(timeframe),
-                new_pairs_days=new_pairs_days,
-                candle_type=candle_type,
-                erase=erase,
-                prepend=prepend,
-            )
-        if trading_mode == "futures":
-            # Predefined candletype (and timeframe) depending on exchange
-            # Downloads what is necessary to backtest based on futures data.
-            tf_mark = exchange.get_option("mark_ohlcv_timeframe")
-            tf_funding_rate = exchange.get_option("funding_fee_timeframe")
+    with get_progress_tracker() as progress:
+        tf_length = len(timeframes) if trading_mode != "futures" else len(timeframes) + 2
+        timeframe_task = progress.add_task("Timeframe", total=tf_length)
+        pair_task = progress.add_task("Downloading data...", total=len(pairs))
 
-            fr_candle_type = CandleType.from_string(exchange.get_option("mark_ohlcv_price"))
-            # All exchanges need FundingRate for futures trading.
-            # The timeframe is aligned to the mark-price timeframe.
-            combs = ((CandleType.FUNDING_RATE, tf_funding_rate), (fr_candle_type, tf_mark))
-            for candle_type_f, tf in combs:
-                logger.debug(f"Downloading pair {pair}, {candle_type_f}, interval {tf}.")
+        for pair in pairs:
+            progress.update(pair_task, description=f"Downloading {pair}")
+            progress.update(timeframe_task, completed=0)
+
+            if pair not in exchange.markets:
+                pairs_not_available.append(pair)
+                logger.info(f"Skipping pair {pair}...")
+                continue
+            for timeframe in timeframes:
+                progress.update(timeframe_task, description=f"Timeframe {timeframe}")
+                logger.debug(f"Downloading pair {pair}, {candle_type}, interval {timeframe}.")
                 _download_pair_history(
                     pair=pair,
-                    process=process,
                     datadir=datadir,
                     exchange=exchange,
                     timerange=timerange,
                     data_handler=data_handler,
-                    timeframe=str(tf),
+                    timeframe=str(timeframe),
                     new_pairs_days=new_pairs_days,
-                    candle_type=candle_type_f,
+                    candle_type=candle_type,
                     erase=erase,
                     prepend=prepend,
                 )
+                progress.update(timeframe_task, advance=1)
+            if trading_mode == "futures":
+                # Predefined candletype (and timeframe) depending on exchange
+                # Downloads what is necessary to backtest based on futures data.
+                tf_mark = exchange.get_option("mark_ohlcv_timeframe")
+                tf_funding_rate = exchange.get_option("funding_fee_timeframe")
+
+                fr_candle_type = CandleType.from_string(exchange.get_option("mark_ohlcv_price"))
+                # All exchanges need FundingRate for futures trading.
+                # The timeframe is aligned to the mark-price timeframe.
+                combs = ((CandleType.FUNDING_RATE, tf_funding_rate), (fr_candle_type, tf_mark))
+                for candle_type_f, tf in combs:
+                    logger.debug(f"Downloading pair {pair}, {candle_type_f}, interval {tf}.")
+                    _download_pair_history(
+                        pair=pair,
+                        datadir=datadir,
+                        exchange=exchange,
+                        timerange=timerange,
+                        data_handler=data_handler,
+                        timeframe=str(tf),
+                        new_pairs_days=new_pairs_days,
+                        candle_type=candle_type_f,
+                        erase=erase,
+                        prepend=prepend,
+                    )
+                    progress.update(
+                        timeframe_task, advance=1, description=f"Timeframe {candle_type_f}, {tf}"
+                    )
+
+            progress.update(pair_task, advance=1)
+            progress.update(timeframe_task, description="Timeframe")
 
     return pairs_not_available
 
@@ -501,25 +509,30 @@ def refresh_backtest_trades_data(
     """
     pairs_not_available = []
     data_handler = get_datahandler(datadir, data_format=data_format)
-    for pair in pairs:
-        if pair not in exchange.markets:
-            pairs_not_available.append(pair)
-            logger.info(f"Skipping pair {pair}...")
-            continue
+    with get_progress_tracker() as progress:
+        pair_task = progress.add_task("Downloading data...", total=len(pairs))
+        for pair in pairs:
+            progress.update(pair_task, description=f"Downloading trades [{pair}]")
+            if pair not in exchange.markets:
+                pairs_not_available.append(pair)
+                logger.info(f"Skipping pair {pair}...")
+                continue
 
-        if erase:
-            if data_handler.trades_purge(pair, trading_mode):
-                logger.info(f"Deleting existing data for pair {pair}.")
+            if erase:
+                if data_handler.trades_purge(pair, trading_mode):
+                    logger.info(f"Deleting existing data for pair {pair}.")
+
+            logger.info(f"Downloading trades for pair {pair}.")
+            _download_trades_history(
+                exchange=exchange,
+                pair=pair,
+                new_pairs_days=new_pairs_days,
+                timerange=timerange,
+                data_handler=data_handler,
+                trading_mode=trading_mode,
+            )
+            progress.update(pair_task, advance=1)
 
-        logger.info(f"Downloading trades for pair {pair}.")
-        _download_trades_history(
-            exchange=exchange,
-            pair=pair,
-            new_pairs_days=new_pairs_days,
-            timerange=timerange,
-            data_handler=data_handler,
-            trading_mode=trading_mode,
-        )
     return pairs_not_available
 
 

freqtrade/exchange/__init__.py

@@ -11,6 +11,7 @@ from freqtrade.exchange.bitpanda import Bitpanda
 from freqtrade.exchange.bitvavo import Bitvavo
 from freqtrade.exchange.bybit import Bybit
 from freqtrade.exchange.coinbasepro import Coinbasepro
+from freqtrade.exchange.cryptocom import Cryptocom
 from freqtrade.exchange.exchange_utils import (
     ROUND_DOWN,
     ROUND_UP,

freqtrade/exchange/cryptocom.py

@@ -0,0 +1,19 @@
+"""Crypto.com exchange subclass"""
+
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+
+logger = logging.getLogger(__name__)
+
+
+class Cryptocom(Exchange):
+    """Crypto.com exchange class.
+    Contains adjustments needed for Freqtrade to work with this exchange.
+    """
+
+    _ft_has: Dict = {
+        "ohlcv_candle_limit": 300,
+    }

freqtrade/exchange/exchange.py

@@ -351,10 +351,14 @@ class Exchange:
             raise OperationalException(f"Exchange {name} is not supported by ccxt")
 
         ex_config = {
-            "apiKey": exchange_config.get("key"),
+            "apiKey": exchange_config.get("apiKey", exchange_config.get("key")),
             "secret": exchange_config.get("secret"),
             "password": exchange_config.get("password"),
             "uid": exchange_config.get("uid", ""),
+            "accountId": exchange_config.get("accountId", ""),
+            # DEX attributes:
+            "walletAddress": exchange_config.get("walletAddress"),
+            "privateKey": exchange_config.get("privateKey"),
         }
         if ccxt_kwargs:
             logger.info("Applying additional ccxt config: %s", ccxt_kwargs)
@@ -3604,13 +3608,12 @@ class Exchange:
     def get_maintenance_ratio_and_amt(
         self,
         pair: str,
-        nominal_value: float,
+        notional_value: float,
     ) -> Tuple[float, Optional[float]]:
         """
         Important: Must be fetching data from cached values as this is used by backtesting!
         :param pair: Market symbol
-        :param nominal_value: The total trade amount in quote currency including leverage
-        maintenance amount only on Binance
+        :param notional_value: The total trade amount in quote currency
         :return: (maintenance margin ratio, maintenance amount)
         """
 
@@ -3627,7 +3630,7 @@ class Exchange:
             pair_tiers = self._leverage_tiers[pair]
 
             for tier in reversed(pair_tiers):
-                if nominal_value >= tier["minNotional"]:
+                if notional_value >= tier["minNotional"]:
                     return (tier["maintenanceMarginRate"], tier["maintAmt"])
 
             raise ExchangeError("nominal value can not be lower than 0")

freqtrade/exchange/hyperliquid.py

@@ -0,0 +1,24 @@
+"""Hyperliquid exchange subclass"""
+
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+
+logger = logging.getLogger(__name__)
+
+
+class Hyperliquid(Exchange):
+    """Hyperliquid exchange class.
+    Contains adjustments needed for Freqtrade to work with this exchange.
+    """
+
+    _ft_has: Dict = {
+        # Only the most recent 5000 candles are available according to the
+        # exchange's API documentation.
+        "ohlcv_has_history": True,
+        "ohlcv_candle_limit": 5000,
+        "trades_has_history": False,  # Trades endpoint doesn't seem available.
+        "exchange_has_overrides": {"fetchTrades": False},
+    }

freqtrade/optimize/hyperopt.py

@@ -19,14 +19,6 @@ from joblib.externals import cloudpickle
 from pandas import DataFrame
 from rich.align import Align
 from rich.console import Console
-from rich.progress import (
-    BarColumn,
-    MofNCompleteColumn,
-    TaskProgressColumn,
-    TextColumn,
-    TimeElapsedColumn,
-    TimeRemainingColumn,
-)
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN, Config
 from freqtrade.data.converter import trim_dataframes
@@ -48,7 +40,7 @@ from freqtrade.optimize.hyperopt_tools import (
 )
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
-from freqtrade.util import CustomProgress
+from freqtrade.util import get_progress_tracker
 
 
 # Suppress scikit-learn FutureWarnings from skopt
@@ -634,16 +626,7 @@ class Hyperopt:
                 )
 
                 # Define progressbar
-                with CustomProgress(
-                    TextColumn("[progress.description]{task.description}"),
-                    BarColumn(bar_width=None),
-                    MofNCompleteColumn(),
-                    TaskProgressColumn(),
-                    "•",
-                    TimeElapsedColumn(),
-                    "•",
-                    TimeRemainingColumn(),
-                    expand=True,
+                with get_progress_tracker(
                     console=console,
                     cust_objs=[Align.center(self._hyper_out.table)],
                 ) as pbar:

freqtrade/rpc/api_server/uvicorn_threaded.py

@@ -1,4 +1,3 @@
-import contextlib
 import threading
 import time
 
@@ -53,7 +52,6 @@ class UvicornServer(uvicorn.Server):
             loop = asyncio.new_event_loop()
         loop.run_until_complete(self.serve(sockets=sockets))
 
-    @contextlib.contextmanager
     def run_in_thread(self):
         self.thread = threading.Thread(target=self.run, name="FTUvicorn")
         self.thread.start()

freqtrade/util/__init__.py

@@ -15,6 +15,7 @@ from freqtrade.util.formatters import decimals_per_coin, fmt_coin, round_value
 from freqtrade.util.ft_precise import FtPrecise
 from freqtrade.util.measure_time import MeasureTime
 from freqtrade.util.periodic_cache import PeriodicCache
+from freqtrade.util.progress_tracker import get_progress_tracker  # noqa F401
 from freqtrade.util.rich_progress import CustomProgress
 from freqtrade.util.rich_tables import print_df_rich_table, print_rich_table
 from freqtrade.util.template_renderer import render_template, render_template_with_fallback  # noqa

freqtrade/util/progress_tracker.py

@@ -0,0 +1,28 @@
+from rich.progress import (
+    BarColumn,
+    MofNCompleteColumn,
+    TaskProgressColumn,
+    TextColumn,
+    TimeElapsedColumn,
+    TimeRemainingColumn,
+)
+
+from freqtrade.util.rich_progress import CustomProgress
+
+
+def get_progress_tracker(**kwargs):
+    """
+    Get progress Bar with custom columns.
+    """
+    return CustomProgress(
+        TextColumn("[progress.description]{task.description}"),
+        BarColumn(bar_width=None),
+        MofNCompleteColumn(),
+        TaskProgressColumn(),
+        "•",
+        TimeElapsedColumn(),
+        "•",
+        TimeRemainingColumn(),
+        expand=True,
+        **kwargs,
+    )

freqtrade/util/rich_progress.py

@@ -5,7 +5,7 @@ from rich.progress import Progress
 
 
 class CustomProgress(Progress):
-    def __init__(self, *args, cust_objs, **kwargs) -> None:
+    def __init__(self, *args, cust_objs=[], **kwargs) -> None:
         self._cust_objs = cust_objs
         super().__init__(*args, **kwargs)
 

requirements-dev.txt

@@ -7,7 +7,7 @@
 -r docs/requirements-docs.txt
 
 coveralls==4.0.1
-ruff==0.5.1
+ruff==0.5.2
 mypy==1.10.1
 pre-commit==3.7.1
 pytest==8.2.2
@@ -27,6 +27,6 @@ nbconvert==7.16.4
 # mypy types
 types-cachetools==5.3.0.7
 types-filelock==3.2.7
-types-requests==2.32.0.20240622
+types-requests==2.32.0.20240712
 types-tabulate==0.9.0.20240106
 types-python-dateutil==2.9.0.20240316

requirements.txt

@@ -4,18 +4,18 @@ bottleneck==1.4.0
 numexpr==2.10.1
 pandas-ta==0.3.14b
 
-ccxt==4.3.58
+ccxt==4.3.61
 cryptography==42.0.8
 aiohttp==3.9.5
 SQLAlchemy==2.0.31
-python-telegram-bot==21.3
+python-telegram-bot==21.4
 # can't be hard-pinned due to telegram-bot pinning httpx with ~
 httpx>=0.24.1
-humanize==4.9.0
+humanize==4.10.0
 cachetools==5.3.3
 requests==2.32.3
 urllib3==2.2.2
-jsonschema==4.22.0
+jsonschema==4.23.0
 TA-Lib==0.4.32
 technical==1.4.3
 tabulate==0.9.0
@@ -38,7 +38,7 @@ orjson==3.10.6
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.111.0
+fastapi==0.111.1
 pydantic==2.8.2
 uvicorn==0.30.1
 pyjwt==2.8.0

tests/data/test_history.py

@@ -151,9 +151,7 @@ def test_load_data_with_new_pair_1min(
     )
     load_pair_history(datadir=tmp_path, timeframe="1m", pair="MEME/BTC", candle_type=candle_type)
     assert file.is_file()
-    assert log_has_re(
-        r'\(0/1\) - Download history data for "MEME/BTC", 1m, ' r"spot and store in .*", caplog
-    )
+    assert log_has_re(r'Download history data for "MEME/BTC", 1m, ' r"spot and store in .*", caplog)
 
 
 def test_testdata_path(testdatadir) -> None:

tests/exchange/test_binance.py

@@ -600,7 +600,7 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, c
 
 
 @pytest.mark.parametrize(
-    "pair,nominal_value,mm_ratio,amt",
+    "pair,notional_value,mm_ratio,amt",
     [
         ("XRP/USDT:USDT", 0.0, 0.025, 0),
         ("BNB/USDT:USDT", 100.0, 0.0065, 0),
@@ -615,12 +615,12 @@ def test_get_maintenance_ratio_and_amt_binance(
     mocker,
     leverage_tiers,
     pair,
-    nominal_value,
+    notional_value,
     mm_ratio,
     amt,
 ):
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
     exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
     exchange._leverage_tiers = leverage_tiers
-    (result_ratio, result_amt) = exchange.get_maintenance_ratio_and_amt(pair, nominal_value)
+    (result_ratio, result_amt) = exchange.get_maintenance_ratio_and_amt(pair, notional_value)
     assert (round(result_ratio, 8), round(result_amt, 8)) == (mm_ratio, amt)