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Merge pull request #8059 from freqtrade/bybit

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Bybit futures support 🎉
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Matthias 2023-01-30 18:10:46 +01:00 committed by GitHub
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13 changed files with 316 additions and 27 deletions
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1
README.md
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@ -40,6 +40,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
- [X] [Binance](https://www.binance.com/)
- [X] [Gate.io](https://www.gate.io/ref/6266643)
- [X] [OKX](https://okx.com/)
- [X] [Bybit](https://bybit.com/)
Please make sure to read the [exchange specific notes](docs/exchanges.md), as well as the [trading with leverage](docs/leverage.md) documentation before diving in.

12
docs/exchanges.md
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@ -255,6 +255,18 @@ OKX requires a passphrase for each api key, you will therefore need to add this
Gate.io allows the use of `POINT` to pay for fees. As this is not a tradable currency (no regular market available), automatic fee calculations will fail (and default to a fee of 0).
The configuration parameter `exchange.unknown_fee_rate` can be used to specify the exchange rate between Point and the stake currency. Obviously, changing the stake-currency will also require changes to this value.
## Bybit
Futures trading on bybit is currently supported for USDT markets, and will use isolated futures mode.
Users with unified accounts (there's no way back) can create a Sub-account which will start as "non-unified", and can therefore use isolated futures.
On startup, freqtrade will set the position mode to "One-way Mode" for the whole (sub)account. This avoids making this call over and over again (slowing down bot operations), but means that changes to this setting may result in exceptions and errors.
As bybit doesn't provide funding rate history, the dry-run calculation is used for live trades as well.
!!! Tip "Stoploss on Exchange"
Bybit (futures only) supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange.
On futures, Bybit supports both `stop-limit` as well as `stop-market` orders. You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type to use.
## All exchanges
Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.

1
docs/index.md
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@ -52,6 +52,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
- [X] [Binance](https://www.binance.com/)
- [X] [Gate.io](https://www.gate.io/ref/6266643)
- [X] [OKX](https://okx.com/)
- [X] [Bybit](https://bybit.com/)
Please make sure to read the [exchange specific notes](exchanges.md), as well as the [trading with leverage](leverage.md) documentation before diving in.

12
freqtrade/exchange/binance.py
View File

@ -28,7 +28,6 @@ class Binance(Exchange):
"trades_pagination": "id",
"trades_pagination_arg": "fromId",
"l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
"ccxt_futures_name": "swap"
}
_ft_has_futures: Dict = {
"stoploss_order_types": {"limit": "stop", "market": "stop_market"},
@ -78,7 +77,9 @@ class Binance(Exchange):
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
f'Error in additional_exchange_init due to {e.__class__.__name__}. Message: {e}'
) from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
@ -87,7 +88,8 @@ class Binance(Exchange):
self,
leverage: float,
pair: Optional[str] = None,
trading_mode: Optional[TradingMode] = None
trading_mode: Optional[TradingMode] = None,
accept_fail: bool = False,
):
"""
Set's the leverage before making a trade, in order to not
@ -150,6 +152,7 @@ class Binance(Exchange):
is_short: bool,
amount: float,
stake_amount: float,
leverage: float,
wallet_balance: float, # Or margin balance
mm_ex_1: float = 0.0, # (Binance) Cross only
upnl_ex_1: float = 0.0, # (Binance) Cross only
@ -159,11 +162,12 @@ class Binance(Exchange):
MARGIN: https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed
PERPETUAL: https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
:param exchange_name:
:param pair: Pair to calculate liquidation price for
:param open_rate: Entry price of position
:param is_short: True if the trade is a short, false otherwise
:param amount: Absolute value of position size incl. leverage (in base currency)
:param stake_amount: Stake amount - Collateral in settle currency.
:param leverage: Leverage used for this position.
:param trading_mode: SPOT, MARGIN, FUTURES, etc.
:param margin_mode: Either ISOLATED or CROSS
:param wallet_balance: Amount of margin_mode in the wallet being used to trade

171
freqtrade/exchange/bybit.py
View File

@ -1,9 +1,16 @@
""" Bybit exchange subclass """
import logging
from typing import Dict, List, Tuple
from datetime import datetime
from typing import Any, Dict, List, Optional, Tuple
import ccxt
from freqtrade.constants import BuySell
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier
from freqtrade.exchange.exchange_utils import timeframe_to_msecs
logger = logging.getLogger(__name__)
@ -21,17 +28,20 @@ class Bybit(Exchange):
_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",
"stoploss_on_exchange": True,
"stoploss_order_types": {"limit": "limit", "market": "market"},
}
_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)
(TradingMode.FUTURES, MarginMode.ISOLATED)
]
@property
@ -47,3 +57,158 @@ class Bybit(Exchange):
})
config.update(super()._ccxt_config)
return config
def market_is_future(self, market: Dict[str, Any]) -> bool:
main = super().market_is_future(market)
# For ByBit, we'll only support USDT markets for now.
return (
main and market['settle'] == 'USDT'
)
@retrier
def additional_exchange_init(self) -> None:
"""
Additional exchange initialization logic.
.api will be available at this point.
Must be overridden in child methods if required.
"""
try:
if self.trading_mode == TradingMode.FUTURES and not self._config['dry_run']:
position_mode = self._api.set_position_mode(False)
self._log_exchange_response('set_position_mode', position_mode)
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Error in additional_exchange_init due to {e.__class__.__name__}. Message: {e}'
) from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
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
def _lev_prep(self, pair: str, leverage: float, side: BuySell):
if self.trading_mode != TradingMode.SPOT:
params = {'leverage': leverage}
self.set_margin_mode(pair, self.margin_mode, accept_fail=True, params=params)
self._set_leverage(leverage, pair, accept_fail=True)
def _get_params(
self,
side: BuySell,
ordertype: str,
leverage: float,
reduceOnly: bool,
time_in_force: str = 'GTC',
) -> Dict:
params = super()._get_params(
side=side,
ordertype=ordertype,
leverage=leverage,
reduceOnly=reduceOnly,
time_in_force=time_in_force,
)
if self.trading_mode == TradingMode.FUTURES and self.margin_mode:
params['position_idx'] = 0
return params
def dry_run_liquidation_price(
self,
pair: str,
open_rate: float, # Entry price of position
is_short: bool,
amount: float,
stake_amount: float,
leverage: float,
wallet_balance: float, # Or margin balance
mm_ex_1: float = 0.0, # (Binance) Cross only
upnl_ex_1: float = 0.0, # (Binance) Cross only
) -> Optional[float]:
"""
Important: Must be fetching data from cached values as this is used by backtesting!
PERPETUAL:
bybit:
https://www.bybithelp.com/HelpCenterKnowledge/bybitHC_Article?language=en_US&id=000001067
Long:
Liquidation Price = (
Entry Price * (1 - Initial Margin Rate + Maintenance Margin Rate)
- Extra Margin Added/ Contract)
Short:
Liquidation Price = (
Entry Price * (1 + Initial Margin Rate - Maintenance Margin Rate)
+ Extra Margin Added/ Contract)
Implementation Note: Extra margin is currently not used.
:param pair: Pair to calculate liquidation price for
:param open_rate: Entry price of position
:param is_short: True if the trade is a short, false otherwise
:param amount: Absolute value of position size incl. leverage (in base currency)
:param stake_amount: Stake amount - Collateral in settle currency.
:param leverage: Leverage used for this position.
:param trading_mode: SPOT, MARGIN, FUTURES, etc.
:param margin_mode: Either ISOLATED or CROSS
:param wallet_balance: Amount of margin_mode in the wallet being used to trade
Cross-Margin Mode: crossWalletBalance
Isolated-Margin Mode: isolatedWalletBalance
"""
market = self.markets[pair]
mm_ratio, _ = self.get_maintenance_ratio_and_amt(pair, stake_amount)
if self.trading_mode == TradingMode.FUTURES and self.margin_mode == MarginMode.ISOLATED:
if market['inverse']:
raise OperationalException(
"Freqtrade does not yet support inverse contracts")
initial_margin_rate = 1 / leverage
# See docstring - ignores extra margin!
if is_short:
return open_rate * (1 + initial_margin_rate - mm_ratio)
else:
return open_rate * (1 - initial_margin_rate + mm_ratio)
else:
raise OperationalException(
"Freqtrade only supports isolated futures for leverage trading")
def get_funding_fees(
self, pair: str, amount: float, is_short: bool, open_date: datetime) -> float:
"""
Fetch funding fees, either from the exchange (live) or calculates them
based on funding rate/mark price history
:param pair: The quote/base pair of the trade
:param is_short: trade direction
:param amount: Trade amount
:param open_date: Open date of the trade
:return: funding fee since open_date
:raises: ExchangeError if something goes wrong.
"""
# Bybit does not provide "applied" funding fees per position.
if self.trading_mode == TradingMode.FUTURES:
return self._fetch_and_calculate_funding_fees(
pair, amount, is_short, open_date)
return 0.0

18
freqtrade/exchange/exchange.py
View File

@ -2484,7 +2484,8 @@ class Exchange:
self,
leverage: float,
pair: Optional[str] = None,
trading_mode: Optional[TradingMode] = None
trading_mode: Optional[TradingMode] = None,
accept_fail: bool = False,
):
"""
Set's the leverage before making a trade, in order to not
@ -2499,6 +2500,10 @@ class Exchange:
self._log_exchange_response('set_leverage', res)
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except ccxt.BadRequest as e:
if not accept_fail:
raise TemporaryError(
f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
@ -2520,7 +2525,8 @@ class Exchange:
return open_date.minute > 0 or open_date.second > 0
@retrier
def set_margin_mode(self, pair: str, margin_mode: MarginMode, params: dict = {}):
def set_margin_mode(self, pair: str, margin_mode: MarginMode, accept_fail: bool = False,
params: dict = {}):
"""
Set's the margin mode on the exchange to cross or isolated for a specific pair
:param pair: base/quote currency pair (e.g. "ADA/USDT")
@ -2534,6 +2540,10 @@ class Exchange:
self._log_exchange_response('set_margin_mode', res)
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except ccxt.BadRequest as e:
if not accept_fail:
raise TemporaryError(
f'Could not set margin mode due to {e.__class__.__name__}. Message: {e}') from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not set margin mode due to {e.__class__.__name__}. Message: {e}') from e
@ -2687,6 +2697,7 @@ class Exchange:
is_short: bool,
amount: float, # Absolute value of position size
stake_amount: float,
leverage: float,
wallet_balance: float,
mm_ex_1: float = 0.0, # (Binance) Cross only
upnl_ex_1: float = 0.0, # (Binance) Cross only
@ -2708,6 +2719,7 @@ class Exchange:
open_rate=open_rate,
is_short=is_short,
amount=amount,
leverage=leverage,
stake_amount=stake_amount,
wallet_balance=wallet_balance,
mm_ex_1=mm_ex_1,
@ -2737,6 +2749,7 @@ class Exchange:
is_short: bool,
amount: float,
stake_amount: float,
leverage: float,
wallet_balance: float, # Or margin balance
mm_ex_1: float = 0.0, # (Binance) Cross only
upnl_ex_1: float = 0.0, # (Binance) Cross only
@ -2758,6 +2771,7 @@ class Exchange:
:param is_short: True if the trade is a short, false otherwise
:param amount: Absolute value of position size incl. leverage (in base currency)
:param stake_amount: Stake amount - Collateral in settle currency.
:param leverage: Leverage used for this position.
:param trading_mode: SPOT, MARGIN, FUTURES, etc.
:param margin_mode: Either ISOLATED or CROSS
:param wallet_balance: Amount of margin_mode in the wallet being used to trade

3
freqtrade/exchange/kraken.py
View File

@ -158,7 +158,8 @@ class Kraken(Exchange):
self,
leverage: float,
pair: Optional[str] = None,
trading_mode: Optional[TradingMode] = None
trading_mode: Optional[TradingMode] = None,
accept_fail: bool = False,
):
"""
Kraken set's the leverage as an option in the order object, so we need to

1
freqtrade/freqtradebot.py
View File

@ -1789,6 +1789,7 @@ class FreqtradeBot(LoggingMixin):
is_short=trade.is_short,
amount=trade.amount,
stake_amount=trade.stake_amount,
leverage=trade.leverage,
wallet_balance=trade.stake_amount,
))

1
freqtrade/optimize/backtesting.py
View File

@ -868,6 +868,7 @@ class Backtesting:
open_rate=propose_rate,
amount=amount,
stake_amount=trade.stake_amount,
leverage=trade.leverage,
wallet_balance=trade.stake_amount,
is_short=is_short,
))

57
tests/exchange/test_bybit.py Normal file
View File

@ -0,0 +1,57 @@
from unittest.mock import MagicMock
from freqtrade.enums.marginmode import MarginMode
from freqtrade.enums.tradingmode import TradingMode
from freqtrade.exchange.exchange_utils import timeframe_to_msecs
from tests.conftest import get_mock_coro, get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers
def test_additional_exchange_init_bybit(default_conf, mocker):
default_conf['dry_run'] = False
default_conf['trading_mode'] = TradingMode.FUTURES
default_conf['margin_mode'] = MarginMode.ISOLATED
api_mock = MagicMock()
api_mock.set_position_mode = MagicMock(return_value={"dualSidePosition": False})
get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
assert api_mock.set_position_mode.call_count == 1
ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'bybit',
"additional_exchange_init", "set_position_mode")
async def test_bybit_fetch_funding_rate(default_conf, mocker):
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
api_mock = MagicMock()
api_mock.fetch_funding_rate_history = get_mock_coro(return_value=[])
exchange = get_patched_exchange(mocker, default_conf, id='bybit', api_mock=api_mock)
limit = 200
# Test fetch_funding_rate_history (current data)
await exchange._fetch_funding_rate_history(
pair='BTC/USDT:USDT',
timeframe='4h',
limit=limit,
)
assert api_mock.fetch_funding_rate_history.call_count == 1
assert api_mock.fetch_funding_rate_history.call_args_list[0][0][0] == 'BTC/USDT:USDT'
kwargs = api_mock.fetch_funding_rate_history.call_args_list[0][1]
assert kwargs['params'] == {}
assert kwargs['since'] is None
api_mock.fetch_funding_rate_history.reset_mock()
since_ms = 1610000000000
since_ms_end = since_ms + (timeframe_to_msecs('4h') * limit)
# Test fetch_funding_rate_history (current data)
await exchange._fetch_funding_rate_history(
pair='BTC/USDT:USDT',
timeframe='4h',
limit=limit,
since_ms=since_ms,
)
assert api_mock.fetch_funding_rate_history.call_count == 1
assert api_mock.fetch_funding_rate_history.call_args_list[0][0][0] == 'BTC/USDT:USDT'
kwargs = api_mock.fetch_funding_rate_history.call_args_list[0][1]
assert kwargs['params'] == {'until': since_ms_end}
assert kwargs['since'] == since_ms

37
tests/exchange/test_ccxt_compat.py
View File

@ -159,6 +159,16 @@ EXCHANGES = {
'leverage_tiers_public': True,
'leverage_in_spot_market': True,
},
'bybit': {
'pair': 'BTC/USDT',
'stake_currency': 'USDT',
'hasQuoteVolume': True,
'timeframe': '5m',
'futures_pair': 'BTC/USDT:USDT',
'futures': True,
'leverage_tiers_public': True,
'leverage_in_spot_market': True,
},
'huobi': {
'pair': 'ETH/BTC',
'stake_currency': 'BTC',
@ -235,6 +245,7 @@ def exchange_futures(request, exchange_conf, class_mocker):
class_mocker.patch('freqtrade.exchange.exchange.Exchange.fetch_trading_fees')
class_mocker.patch('freqtrade.exchange.okx.Okx.additional_exchange_init')
class_mocker.patch('freqtrade.exchange.binance.Binance.additional_exchange_init')
class_mocker.patch('freqtrade.exchange.bybit.Bybit.additional_exchange_init')
class_mocker.patch('freqtrade.exchange.exchange.Exchange.load_cached_leverage_tiers',
return_value=None)
class_mocker.patch('freqtrade.exchange.exchange.Exchange.cache_leverage_tiers')
@ -616,23 +627,25 @@ class TestCCXTExchange():
)
liquidation_price = futures.dry_run_liquidation_price(
futures_pair,
40000,
False,
100,
100,
100,
pair=futures_pair,
open_rate=40000,
is_short=False,
amount=100,
stake_amount=100,
leverage=5,
wallet_balance=100,
)
assert (isinstance(liquidation_price, float))
assert liquidation_price >= 0.0
liquidation_price = futures.dry_run_liquidation_price(
futures_pair,
40000,
False,
100,
100,
100,
pair=futures_pair,
open_rate=40000,
is_short=False,
amount=100,
stake_amount=100,
leverage=5,
wallet_balance=100,
)
assert (isinstance(liquidation_price, float))
assert liquidation_price >= 0.0

27
tests/exchange/test_exchange.py
View File

@ -3959,7 +3959,7 @@ def test_validate_trading_mode_and_margin_mode(
("binance", "margin", {"options": {"defaultType": "margin"}}),
("binance", "futures", {"options": {"defaultType": "swap"}}),
("bybit", "spot", {"options": {"defaultType": "spot"}}),
("bybit", "futures", {"options": {"defaultType": "linear"}}),
("bybit", "futures", {"options": {"defaultType": "swap"}}),
("gateio", "futures", {"options": {"defaultType": "swap"}}),
("hitbtc", "futures", {"options": {"defaultType": "swap"}}),
("kraken", "futures", {"options": {"defaultType": "swap"}}),
@ -4566,6 +4566,7 @@ def test_liquidation_price_is_none(
is_short=is_short,
amount=71200.81144,
stake_amount=open_rate * 71200.81144,
leverage=5,
wallet_balance=-56354.57,
mm_ex_1=0.10,
upnl_ex_1=0.0
@ -4586,7 +4587,7 @@ def test_liquidation_price_is_none(
("binance", False, 'futures', 'cross', 1535443.01, 356512.508,
-448192.89, 16300.000, 109.488, 32481.980, 0.025, 26316.89)
])
def test_liquidation_price(
def test_liquidation_price_binance(
mocker, default_conf, exchange_name, open_rate, is_short, trading_mode,
margin_mode, wallet_balance, mm_ex_1, upnl_ex_1, maintenance_amt, amount, mm_ratio, expected
):
@ -4604,6 +4605,7 @@ def test_liquidation_price(
upnl_ex_1=upnl_ex_1,
amount=amount,
stake_amount=open_rate * amount,
leverage=5,
), 2)) == expected
@ -5025,6 +5027,7 @@ def test__get_params(mocker, default_conf, exchange_name):
def test_get_liquidation_price1(mocker, default_conf):
api_mock = MagicMock()
leverage = 9.97
positions = [
{
'info': {},
@ -5037,7 +5040,7 @@ def test_get_liquidation_price1(mocker, default_conf):
'maintenanceMarginPercentage': 0.025,
'entryPrice': 18.884,
'notional': 15.1072,
'leverage': 9.97,
'leverage': leverage,
'unrealizedPnl': 0.0048,
'contracts': 8,
'contractSize': 0.1,
@ -5067,6 +5070,7 @@ def test_get_liquidation_price1(mocker, default_conf):
is_short=False,
amount=0.8,
stake_amount=18.884 * 0.8,
leverage=leverage,
wallet_balance=18.884 * 0.8,
)
assert liq_price == 17.47
@ -5079,6 +5083,7 @@ def test_get_liquidation_price1(mocker, default_conf):
is_short=False,
amount=0.8,
stake_amount=18.884 * 0.8,
leverage=leverage,
wallet_balance=18.884 * 0.8,
)
assert liq_price == 17.540699999999998
@ -5091,6 +5096,7 @@ def test_get_liquidation_price1(mocker, default_conf):
is_short=False,
amount=0.8,
stake_amount=18.884 * 0.8,
leverage=leverage,
wallet_balance=18.884 * 0.8,
)
assert liq_price is None
@ -5104,11 +5110,12 @@ def test_get_liquidation_price1(mocker, default_conf):
is_short=False,
amount=0.8,
stake_amount=18.884 * 0.8,
leverage=leverage,
wallet_balance=18.884 * 0.8,
)
@pytest.mark.parametrize('liquidation_buffer', [0.0, 0.05])
@pytest.mark.parametrize('liquidation_buffer', [0.0])
@pytest.mark.parametrize(
"is_short,trading_mode,exchange_name,margin_mode,leverage,open_rate,amount,expected_liq", [
(False, 'spot', 'binance', '', 5.0, 10.0, 1.0, None),
@ -5137,6 +5144,16 @@ def test_get_liquidation_price1(mocker, default_conf):
(False, 'futures', 'gateio', 'isolated', 5.0, 10.0, 1.0, 8.085708510208207),
(False, 'futures', 'gateio', 'isolated', 3.0, 10.0, 1.0, 6.738090425173506),
(False, 'futures', 'okx', 'isolated', 3.0, 10.0, 1.0, 6.738090425173506),
# bybit, long
(False, 'futures', 'bybit', 'isolated', 1.0, 10.0, 1.0, 0.1),
(False, 'futures', 'bybit', 'isolated', 3.0, 10.0, 1.0, 6.7666666),
(False, 'futures', 'bybit', 'isolated', 5.0, 10.0, 1.0, 8.1),
(False, 'futures', 'bybit', 'isolated', 10.0, 10.0, 1.0, 9.1),
# bybit, short
(True, 'futures', 'bybit', 'isolated', 1.0, 10.0, 1.0, 19.9),
(True, 'futures', 'bybit', 'isolated', 3.0, 10.0, 1.0, 13.233333),
(True, 'futures', 'bybit', 'isolated', 5.0, 10.0, 1.0, 11.9),
(True, 'futures', 'bybit', 'isolated', 10.0, 10.0, 1.0, 10.9),
]
)
def test_get_liquidation_price(
@ -5222,7 +5239,7 @@ def test_get_liquidation_price(
amount=amount,
stake_amount=amount * open_rate / leverage,
wallet_balance=amount * open_rate / leverage,
# leverage=leverage,
leverage=leverage,
is_short=is_short,
)
if expected_liq is None:

2
tests/test_freqtradebot.py
View File

@ -751,6 +751,8 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
(False, 'futures', 'gateio', 'isolated', 0.05, 8.181423084697796),
(True, 'futures', 'okx', 'isolated', 0.0, 11.87413417771621),
(False, 'futures', 'okx', 'isolated', 0.0, 8.085708510208207),
(True, 'futures', 'bybit', 'isolated', 0.0, 11.9),
(False, 'futures', 'bybit', 'isolated', 0.0, 8.1),
])
def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
limit_order_open, is_short, trading_mode,