diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 4fe1ad853..7b077be04 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -351,7 +351,7 @@ jobs: python setup.py sdist bdist_wheel - name: Publish to PyPI (Test) - uses: pypa/gh-action-pypi-publish@master + uses: pypa/gh-action-pypi-publish@v1.5.0 if: (github.event_name == 'release') with: user: __token__ @@ -359,7 +359,7 @@ jobs: repository_url: https://test.pypi.org/legacy/ - name: Publish to PyPI - uses: pypa/gh-action-pypi-publish@master + uses: pypa/gh-action-pypi-publish@v1.5.0 if: (github.event_name == 'release') with: user: __token__ diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json index 6382e1baf..e2e9a16fd 100644 --- a/config_examples/config_full.example.json +++ b/config_examples/config_full.example.json @@ -155,7 +155,8 @@ "entry_cancel": "on", "exit_cancel": "on", "protection_trigger": "off", - "protection_trigger_global": "on" + "protection_trigger_global": "on", + "show_candle": "off" }, "reload": true, "balance_dust_level": 0.01 diff --git a/docs/developer.md b/docs/developer.md index ce7fb37e1..0209d220a 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -334,7 +334,7 @@ lev_tiers = exchange.fetch_leverage_tiers() # Assumes this is running in the root of the repository. file = Path('freqtrade/exchange/binance_leverage_tiers.json') -json.dump(lev_tiers, file.open('w'), indent=2) +json.dump(dict(sorted(lev_tiers.items())), file.open('w'), indent=2) ``` diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 63c7a4413..55fe8f008 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -271,7 +271,8 @@ The last one we call `trigger` and use it to decide which buy trigger we want to !!! Note "Parameter space assignment" Parameters must either be assigned to a variable named `buy_*` or `sell_*` - or contain `space='buy'` | `space='sell'` to be assigned to a space correctly. - If no parameter is available for a space, you'll receive the error that no space was found when running hyperopt. + If no parameter is available for a space, you'll receive the error that no space was found when running hyperopt. + Parameters with unclear space (e.g. `adx_period = IntParameter(4, 24, default=14)` - no explicit nor implicit space) will not be detected and will therefore be ignored. So let's write the buy strategy using these values: @@ -334,6 +335,7 @@ There are four parameter types each suited for different purposes. ## Optimizing an indicator parameter Assuming you have a simple strategy in mind - a EMA cross strategy (2 Moving averages crossing) - and you'd like to find the ideal parameters for this strategy. +By default, we assume a stoploss of 5% - and a take-profit (`minimal_roi`) of 10% - which means freqtrade will sell the trade once 10% profit has been reached. ``` python from pandas import DataFrame @@ -348,6 +350,9 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib class MyAwesomeStrategy(IStrategy): stoploss = -0.05 timeframe = '15m' + minimal_roi = { + "0": 0.10 + }, # Define the parameter spaces buy_ema_short = IntParameter(3, 50, default=5) buy_ema_long = IntParameter(15, 200, default=50) @@ -382,7 +387,7 @@ class MyAwesomeStrategy(IStrategy): return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - conditions = [] + conditions = [] conditions.append(qtpylib.crossed_above( dataframe[f'ema_long_{self.buy_ema_long.value}'], dataframe[f'ema_short_{self.buy_ema_short.value}'] )) @@ -403,7 +408,7 @@ Using `self.buy_ema_short.range` will return a range object containing all entri In this case (`IntParameter(3, 50, default=5)`), the loop would run for all numbers between 3 and 50 (`[3, 4, 5, ... 49, 50]`). By using this in a loop, hyperopt will generate 48 new columns (`['buy_ema_3', 'buy_ema_4', ... , 'buy_ema_50']`). -Hyperopt itself will then use the selected value to create the buy and sell signals +Hyperopt itself will then use the selected value to create the buy and sell signals. While this strategy is most likely too simple to provide consistent profit, it should serve as an example how optimize indicator parameters. @@ -867,6 +872,22 @@ To combat these, you have multiple options: * reduce the number of parallel processes (`-j `) * Increase the memory of your machine +## The objective has been evaluated at this point before. + +If you see `The objective has been evaluated at this point before.` - then this is a sign that your space has been exhausted, or is close to that. +Basically all points in your space have been hit (or a local minima has been hit) - and hyperopt does no longer find points in the multi-dimensional space it did not try yet. +Freqtrade tries to counter the "local minima" problem by using new, randomized points in this case. + +Example: + +``` python +buy_ema_short = IntParameter(5, 20, default=10, space="buy", optimize=True) +# This is the only parameter in the buy space +``` + +The `buy_ema_short` space has 15 possible values (`5, 6, ... 19, 20`). If you now run hyperopt for the buy space, hyperopt will only have 15 values to try before running out of options. +Your epochs should therefore be aligned to the possible values - or you should be ready to interrupt a run if you norice a lot of `The objective has been evaluated at this point before.` warnings. + ## Show details of Hyperopt results After you run Hyperopt for the desired amount of epochs, you can later list all results for analysis, select only best or profitable once, and show the details for any of the epochs previously evaluated. This can be done with the `hyperopt-list` and `hyperopt-show` sub-commands. The usage of these sub-commands is described in the [Utils](utils.md#list-hyperopt-results) chapter. diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index fe00705b9..22d92c65d 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,5 +1,6 @@ +markdown==3.3.7 mkdocs==1.3.0 -mkdocs-material==8.3.8 +mkdocs-material==8.3.9 mdx_truly_sane_lists==1.2 pymdown-extensions==9.5 jinja2==3.1.2 diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index 374c675a2..a3115bfb2 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -224,3 +224,5 @@ for val in self.buy_ema_short.range: # Append columns to existing dataframe merged_frame = pd.concat(frames, axis=1) ``` + +Freqtrade does however also counter this by running `dataframe.copy()` on the dataframe right after the `populate_indicators()` method - so performance implications of this should be low to non-existant. diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index beffba56b..f584bd1bb 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -82,8 +82,9 @@ Called before entering a trade, makes it possible to manage your position size w ```python class AwesomeStrategy(IStrategy): def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, - proposed_stake: float, min_stake: float, max_stake: float, - entry_tag: Optional[str], side: str, **kwargs) -> float: + proposed_stake: float, min_stake: Optional[float], max_stake: float, + leverage: float, entry_tag: Optional[str], side: str, + **kwargs) -> float: dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe) current_candle = dataframe.iloc[-1].squeeze() @@ -673,9 +674,10 @@ class DigDeeperStrategy(IStrategy): max_dca_multiplier = 5.5 # This is called when placing the initial order (opening trade) - def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, +def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, proposed_stake: float, min_stake: Optional[float], max_stake: float, - entry_tag: Optional[str], side: str, **kwargs) -> float: + leverage: float, entry_tag: Optional[str], side: str, + **kwargs) -> float: # We need to leave most of the funds for possible further DCA orders # This also applies to fixed stakes diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md index ae0c6a6a3..fbfce37d1 100644 --- a/docs/strategy_analysis_example.md +++ b/docs/strategy_analysis_example.md @@ -31,11 +31,13 @@ pair = "BTC/USDT" ```python # Load data using values set above from freqtrade.data.history import load_pair_history +from freqtrade.enums import CandleType candles = load_pair_history(datadir=data_location, timeframe=config["timeframe"], pair=pair, data_format = "hdf5", + candle_type=CandleType.SPOT, ) # Confirm success @@ -93,7 +95,7 @@ from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats # if backtest_dir points to a directory, it'll automatically load the last backtest file. backtest_dir = config["user_data_dir"] / "backtest_results" -# backtest_dir can also point to a specific file +# backtest_dir can also point to a specific file # backtest_dir = config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json" ``` diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index 2145797b4..9853e15c6 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -97,7 +97,8 @@ Example configuration showing the different settings: "entry_fill": "off", "exit_fill": "off", "protection_trigger": "off", - "protection_trigger_global": "on" + "protection_trigger_global": "on", + "show_candle": "off" }, "reload": true, "balance_dust_level": 0.01 @@ -108,7 +109,7 @@ Example configuration showing the different settings: `exit` notifications are sent when the order is placed, while `exit_fill` notifications are sent when the order is filled on the exchange. `*_fill` notifications are off by default and must be explicitly enabled. `protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered. - +`show_candle` - show candle values as part of entry/exit messages. Only possible value is "ohlc". `balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown. `reload` allows you to disable reload-buttons on selected messages. diff --git a/freqtrade/constants.py b/freqtrade/constants.py index c9f79ab09..d28dffe53 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -314,6 +314,10 @@ CONF_SCHEMA = { 'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS, }, + 'show_candle': { + 'type': 'string', + 'enum': ['off', 'ohlc'], + }, } }, 'reload': {'type': 'boolean'}, diff --git a/freqtrade/exchange/binance_leverage_tiers.json b/freqtrade/exchange/binance_leverage_tiers.json index 126b3b62f..1cf6ba079 100644 --- a/freqtrade/exchange/binance_leverage_tiers.json +++ b/freqtrade/exchange/binance_leverage_tiers.json @@ -1,201 +1,87 @@ { - "RAY/USDT": [ + "1000LUNC/BUSD": [ { "tier": 1.0, - "currency": "USDT", + "currency": "BUSD", "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 25.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, "info": { "bracket": "1", - "initialLeverage": "25", - "notionalCap": "5000", + "initialLeverage": "20", + "notionalCap": "25000", "notionalFloor": "0", - "maintMarginRatio": "0.01", + "maintMarginRatio": "0.025", "cum": "0.0" } }, { "tier": 2.0, - "currency": "USDT", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, - "info": { - "bracket": "2", - "initialLeverage": "20", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "75.0" - } - }, - { - "tier": 3.0, - "currency": "USDT", + "currency": "BUSD", "minNotional": 25000.0, "maxNotional": 100000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { - "bracket": "3", + "bracket": "2", "initialLeverage": "10", "notionalCap": "100000", "notionalFloor": "25000", "maintMarginRatio": "0.05", - "cum": "700.0" - } - }, - { - "tier": 4.0, - "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, - "info": { - "bracket": "4", - "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", - "maintMarginRatio": "0.1", - "cum": "5700.0" - } - }, - { - "tier": 5.0, - "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, - "info": { - "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11950.0" - } - }, - { - "tier": 6.0, - "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 30000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "30000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386950.0" - } - } - ], - "API3/USDT": [ - { - "tier": 1.0, - "currency": "USDT", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 25.0, - "info": { - "bracket": "1", - "initialLeverage": "25", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.01", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "USDT", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, - "info": { - "bracket": "2", - "initialLeverage": "20", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "75.0" + "cum": "625.0" } }, { "tier": 3.0, - "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, - "info": { - "bracket": "3", - "initialLeverage": "10", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "700.0" - } - }, - { - "tier": 4.0, - "currency": "USDT", + "currency": "BUSD", "minNotional": 100000.0, "maxNotional": 250000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { - "bracket": "4", + "bracket": "3", "initialLeverage": "5", "notionalCap": "250000", "notionalFloor": "100000", "maintMarginRatio": "0.1", - "cum": "5700.0" + "cum": "5625.0" } }, { - "tier": 5.0, - "currency": "USDT", + "tier": 4.0, + "currency": "BUSD", "minNotional": 250000.0, "maxNotional": 1000000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 2.0, "info": { - "bracket": "5", + "bracket": "4", "initialLeverage": "2", "notionalCap": "1000000", "notionalFloor": "250000", "maintMarginRatio": "0.125", - "cum": "11950.0" + "cum": "11875.0" } }, { - "tier": 6.0, - "currency": "USDT", + "tier": 5.0, + "currency": "BUSD", "minNotional": 1000000.0, - "maxNotional": 30000000.0, + "maxNotional": 5000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "6", + "bracket": "5", "initialLeverage": "1", - "notionalCap": "30000000", + "notionalCap": "5000000", "notionalFloor": "1000000", "maintMarginRatio": "0.5", - "cum": "386950.0" + "cum": "386875.0" } } ], - "SUSHI/USDT": [ + "1000SHIB/USDT": [ { "tier": 1.0, "currency": "USDT", @@ -296,20 +182,754 @@ "tier": 7.0, "currency": "USDT", "minNotional": 2000000.0, - "maxNotional": 50000000.0, + "maxNotional": 30000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "7", "initialLeverage": "1", - "notionalCap": "50000000", + "notionalCap": "30000000", "notionalFloor": "2000000", "maintMarginRatio": "0.5", "cum": "654500.0" } } ], - "CVC/USDT": [ + "1000XEC/USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.01", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "currency": "USDT", + "minNotional": 5000.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, + "info": { + "bracket": "2", + "initialLeverage": "20", + "notionalCap": "25000", + "notionalFloor": "5000", + "maintMarginRatio": "0.025", + "cum": "75.0" + } + }, + { + "tier": 3.0, + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 100000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "3", + "initialLeverage": "10", + "notionalCap": "100000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "700.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 100000.0, + "maxNotional": 250000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "250000", + "notionalFloor": "100000", + "maintMarginRatio": "0.1", + "cum": "5700.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 250000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 2.0, + "info": { + "bracket": "5", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "250000", + "maintMarginRatio": "0.125", + "cum": "11950.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 5000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "6", + "initialLeverage": "1", + "notionalCap": "5000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "386950.0" + } + } + ], + "1INCH/USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.012, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.012", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "currency": "USDT", + "minNotional": 5000.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, + "info": { + "bracket": "2", + "initialLeverage": "20", + "notionalCap": "25000", + "notionalFloor": "5000", + "maintMarginRatio": "0.025", + "cum": "65.0" + } + }, + { + "tier": 3.0, + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 100000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "3", + "initialLeverage": "10", + "notionalCap": "100000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "690.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 100000.0, + "maxNotional": 250000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "250000", + "notionalFloor": "100000", + "maintMarginRatio": "0.1", + "cum": "5690.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 250000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 2.0, + "info": { + "bracket": "5", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "250000", + "maintMarginRatio": "0.125", + "cum": "11940.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 10000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "6", + "initialLeverage": "1", + "notionalCap": "10000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "386940.0" + } + } + ], + "AAVE/USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.01", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "currency": "USDT", + "minNotional": 5000.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, + "info": { + "bracket": "2", + 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"notionalFloor": "0", "maintMarginRatio": "0.01", "cum": "0.0" @@ -623,277 +3413,97 @@ { "tier": 2.0, "currency": "USDT", - "minNotional": 5000.0, - "maxNotional": 25000.0, + "minNotional": 50000.0, + "maxNotional": 150000.0, "maintenanceMarginRate": 0.025, "maxLeverage": 20.0, "info": { "bracket": "2", "initialLeverage": "20", - "notionalCap": "25000", - "notionalFloor": "5000", + "notionalCap": "150000", + "notionalFloor": "50000", "maintMarginRatio": "0.025", - "cum": "75.0" + "cum": "750.0" } }, { "tier": 3.0, "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 100000.0, + "minNotional": 150000.0, + "maxNotional": 250000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "3", "initialLeverage": "10", - "notionalCap": "100000", - "notionalFloor": "25000", + "notionalCap": "250000", + "notionalFloor": "150000", "maintMarginRatio": "0.05", - "cum": "700.0" + "cum": "4500.0" } }, { "tier": 4.0, "currency": "USDT", - "minNotional": 100000.0, - 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"maintMarginRatio": "0.5", "cum": "386950.0" } } ], - "HNT/USDT": [ + "DASH/USDT": [ { "tier": 1.0, "currency": "USDT", @@ -1974,19 +5516,1503 @@ "tier": 6.0, "currency": "USDT", "minNotional": 1000000.0, - "maxNotional": 30000000.0, + "maxNotional": 5000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "6", "initialLeverage": "1", - "notionalCap": "30000000", + "notionalCap": "5000000", "notionalFloor": "1000000", "maintMarginRatio": "0.5", "cum": "386950.0" } } ], + "DEFI/USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.01", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "currency": "USDT", + "minNotional": 5000.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, + "info": { + "bracket": "2", + 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"tier": 6.0, "currency": "USDT", "minNotional": 1000000.0, - "maxNotional": 30000000.0, + "maxNotional": 5000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "6", "initialLeverage": "1", - "notionalCap": "30000000", + "notionalCap": "5000000", "notionalFloor": "1000000", "maintMarginRatio": "0.5", "cum": "386950.0" @@ -6066,666 +14410,30 @@ "tier": 6.0, "currency": "USDT", "minNotional": 1000000.0, - "maxNotional": 30000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "30000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386950.0" - } - } - ], - "REN/USDT": [ - { - "tier": 1.0, - "currency": "USDT", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 50.0, - "info": { - "bracket": "1", - "initialLeverage": "50", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.01", - "cum": 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{ - "tier": 6.0, - "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "6", - "initialLeverage": "2", - "notionalCap": "2000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.25", - "cum": "154500.0" - } - }, - { - "tier": 7.0, - "currency": "USDT", - "minNotional": 2000000.0, - "maxNotional": 30000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "7", - "initialLeverage": "1", - "notionalCap": "30000000", - "notionalFloor": "2000000", - "maintMarginRatio": "0.5", - "cum": "654500.0" - } - } - ], - "FTM/USDT": [ + "XMR/USDT": [ { "tier": 1.0, "currency": "USDT", @@ -14644,117 +16842,19 @@ "tier": 7.0, "currency": "USDT", "minNotional": 10000000.0, - "maxNotional": 50000000.0, + "maxNotional": 20000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "7", "initialLeverage": "1", - "notionalCap": "50000000", + "notionalCap": "20000000", "notionalFloor": "10000000", "maintMarginRatio": "0.5", "cum": "3232000.0" } } ], - "BAND/USDT": [ - { - "tier": 1.0, - "currency": "USDT", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 50.0, - "info": { - "bracket": "1", - "initialLeverage": "50", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.01", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "USDT", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, - "info": { - "bracket": "2", - "initialLeverage": "20", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "75.0" - } - }, - { - "tier": 3.0, - "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, - "info": { - "bracket": "3", - "initialLeverage": "10", - "notionalCap": "100000", - "notionalFloor": 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"0.5", - "cum": "386950.0" - } - } - ], "XRP/BUSD": [ { "tier": 1.0, @@ -14840,111 +16940,13 @@ "tier": 6.0, "currency": "BUSD", "minNotional": 5000000.0, - "maxNotional": 30000000.0, + "maxNotional": 8000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "6", "initialLeverage": "1", - "notionalCap": "30000000", - "notionalFloor": "5000000", - "maintMarginRatio": "0.5", - "cum": "1527500.0" - } - } - ], - "DOGE/BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, - "info": { - "bracket": "1", - "initialLeverage": "20", - "notionalCap": "100000", - "notionalFloor": "0", - "maintMarginRatio": "0.025", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 100000.0, - "maxNotional": 500000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, - "info": { - "bracket": "2", - "initialLeverage": "10", - "notionalCap": "500000", - "notionalFloor": "100000", - "maintMarginRatio": "0.05", - "cum": "2500.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 500000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, - "info": { - "bracket": "3", - "initialLeverage": "5", - "notionalCap": "1000000", - "notionalFloor": "500000", - "maintMarginRatio": "0.1", - "cum": "27500.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, - "maintenanceMarginRate": 0.15, - "maxLeverage": 3.0, - "info": { - "bracket": "4", - "initialLeverage": "3", - "notionalCap": "2000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.15", - "cum": "77500.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "minNotional": 2000000.0, - "maxNotional": 5000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "5", - "initialLeverage": "2", - "notionalCap": "5000000", - "notionalFloor": "2000000", - "maintMarginRatio": "0.25", - "cum": "277500.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 5000000.0, - "maxNotional": 30000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "30000000", + "notionalCap": "8000000", "notionalFloor": "5000000", "maintMarginRatio": "0.5", "cum": "1527500.0" @@ -15097,203 +17099,7 @@ } } ], - "FTT/USDT": [ - { - "tier": 1.0, - "currency": "USDT", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 25.0, - "info": { - "bracket": "1", - "initialLeverage": "25", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.01", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "USDT", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, - "info": { - "bracket": "2", - "initialLeverage": "20", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "75.0" - } - }, - { - "tier": 3.0, - "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, - "info": { - "bracket": "3", - "initialLeverage": "10", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "700.0" - } - }, - { - "tier": 4.0, - "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, - "info": { - "bracket": "4", - "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", - "maintMarginRatio": "0.1", - "cum": "5700.0" - } - }, - { - "tier": 5.0, - "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, - "info": { - "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11950.0" - } - }, - { - "tier": 6.0, - "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 30000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "30000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386950.0" - } - } - ], - "SXP/USDT": [ - { - "tier": 1.0, - "currency": "USDT", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 50.0, - "info": { - "bracket": "1", - "initialLeverage": "50", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.01", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "USDT", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, - "info": { - "bracket": "2", - "initialLeverage": "20", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "75.0" - } - }, - { - "tier": 3.0, - "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, - "info": { - "bracket": "3", - "initialLeverage": "10", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "700.0" - } - }, - { - "tier": 4.0, - "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, - "info": { - "bracket": "4", - "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", - "maintMarginRatio": "0.1", - "cum": "5700.0" - } - }, - { - "tier": 5.0, - "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, - "info": { - "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11950.0" - } - }, - { - "tier": 6.0, - "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 30000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "30000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386950.0" - } - } - ], - "CRV/USDT": [ + "XTZ/USDT": [ { "tier": 1.0, "currency": "USDT", @@ -15314,13 +17120,13 @@ "tier": 2.0, "currency": "USDT", "minNotional": 50000.0, - "maxNotional": 150000.0, + "maxNotional": 250000.0, "maintenanceMarginRate": 0.025, "maxLeverage": 20.0, "info": { "bracket": "2", "initialLeverage": "20", - "notionalCap": "150000", + "notionalCap": "250000", "notionalFloor": "50000", "maintMarginRatio": "0.025", "cum": "750.0" @@ -15329,329 +17135,85 @@ { "tier": 3.0, "currency": "USDT", - "minNotional": 150000.0, - "maxNotional": 250000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, - "info": { - "bracket": "3", - "initialLeverage": "10", - "notionalCap": "250000", - "notionalFloor": "150000", - "maintMarginRatio": "0.05", - "cum": "4500.0" - } - }, - { - "tier": 4.0, - "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 500000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, - "info": { - "bracket": "4", - "initialLeverage": "5", - "notionalCap": "500000", - "notionalFloor": "250000", - "maintMarginRatio": "0.1", - "cum": "17000.0" - } - }, - { - "tier": 5.0, - "currency": "USDT", - "minNotional": 500000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 4.0, - "info": { - "bracket": "5", - "initialLeverage": "4", - "notionalCap": "1000000", - "notionalFloor": "500000", - "maintMarginRatio": "0.125", - "cum": "29500.0" - } - }, - { - "tier": 6.0, - "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "6", - "initialLeverage": "2", - "notionalCap": "2000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.25", - "cum": "154500.0" - } - }, - { - "tier": 7.0, - "currency": "USDT", - "minNotional": 2000000.0, - "maxNotional": 30000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "7", - "initialLeverage": "1", - "notionalCap": "30000000", - "notionalFloor": "2000000", - "maintMarginRatio": "0.5", - "cum": "654500.0" - } - } - ], - "BEL/USDT": [ - { - "tier": 1.0, - "currency": "USDT", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 50.0, - "info": { - "bracket": "1", - "initialLeverage": "50", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.01", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "USDT", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, - "info": { - "bracket": "2", - "initialLeverage": "20", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "75.0" - } - }, - { - "tier": 3.0, - "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, - "info": { - "bracket": "3", - "initialLeverage": "10", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "700.0" - } - }, - { - "tier": 4.0, - "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, - "info": { - "bracket": "4", - "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", - "maintMarginRatio": "0.1", - "cum": "5700.0" - } - }, - { - "tier": 5.0, - "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, - "info": { - "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11950.0" - } - }, - { - "tier": 6.0, - "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 30000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "30000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386950.0" - } - } - ], - "DOT/USDT": [ - { - "tier": 1.0, - "currency": "USDT", - "minNotional": 0.0, - "maxNotional": 10000.0, - "maintenanceMarginRate": 0.0065, - "maxLeverage": 75.0, - "info": { - "bracket": "1", - "initialLeverage": "75", - "notionalCap": "10000", - "notionalFloor": "0", - "maintMarginRatio": "0.0065", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "USDT", - "minNotional": 10000.0, - "maxNotional": 50000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 50.0, - "info": { - "bracket": "2", - "initialLeverage": "50", - "notionalCap": "50000", - "notionalFloor": "10000", - "maintMarginRatio": "0.01", - "cum": "35.0" - } - }, - { - "tier": 3.0, - "currency": "USDT", - "minNotional": 50000.0, - 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"notionalCap": "250000", - "notionalFloor": "100000", - "maintMarginRatio": "0.1", - "cum": "5690.0" - } - }, - { - "tier": 5.0, - "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, - "info": { - "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11940.0" - } - }, - { - "tier": 6.0, - "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 30000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "30000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386940.0" - } - } - ], - "ANKR/USDT": [ - { - "tier": 1.0, - "currency": "USDT", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.012, - "maxLeverage": 50.0, - "info": { - "bracket": "1", - "initialLeverage": "50", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.012", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "USDT", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, - "info": { - "bracket": "2", - "initialLeverage": "20", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "65.0" - } - }, - { - "tier": 3.0, - "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, - "info": { - "bracket": "3", - "initialLeverage": "10", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "690.0" - } - }, - { - "tier": 4.0, - "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, - "info": { - "bracket": "4", - "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", - "maintMarginRatio": "0.1", - "cum": "5690.0" - } - }, - { - "tier": 5.0, - "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, - "info": { - "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11940.0" - } - }, - { - "tier": 6.0, - "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 30000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "30000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386940.0" - } - } - ], - "DUSK/USDT": [ + "ZRX/USDT": [ { "tier": 1.0, "currency": "USDT", "minNotional": 0.0, "maxNotional": 5000.0, "maintenanceMarginRate": 0.01, - "maxLeverage": 25.0, + "maxLeverage": 50.0, "info": { "bracket": "1", - "initialLeverage": "25", + "initialLeverage": "50", "notionalCap": "5000", "notionalFloor": "0", "maintMarginRatio": "0.01", @@ -16682,225 +17706,13 @@ "tier": 6.0, "currency": "USDT", "minNotional": 1000000.0, - "maxNotional": 30000000.0, + "maxNotional": 5000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "6", "initialLeverage": "1", - "notionalCap": "30000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386950.0" - } - } - ], - "BTCUSDT_220624": [ - { - "tier": 1.0, - "currency": "USDT", - "minNotional": 0.0, - "maxNotional": 375000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 25.0, - "info": { - "bracket": "1", - "initialLeverage": "25", - "notionalCap": "375000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "USDT", - "minNotional": 375000.0, - "maxNotional": 2000000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, - "info": { - "bracket": "2", - "initialLeverage": "10", - "notionalCap": "2000000", - "notionalFloor": "375000", - "maintMarginRatio": "0.05", - "cum": "11250.0" - } - }, - { - "tier": 3.0, - "currency": "USDT", - "minNotional": 2000000.0, - "maxNotional": 4000000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, - "info": { - "bracket": "3", - "initialLeverage": "5", - "notionalCap": "4000000", - "notionalFloor": "2000000", - "maintMarginRatio": "0.1", - "cum": "111250.0" - } - }, - { - "tier": 4.0, - "currency": "USDT", - "minNotional": 4000000.0, - "maxNotional": 10000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 4.0, - "info": { - "bracket": "4", - "initialLeverage": "4", - "notionalCap": "10000000", - "notionalFloor": "4000000", - "maintMarginRatio": "0.125", - "cum": "211250.0" - } - }, - { - "tier": 5.0, - "currency": "USDT", - "minNotional": 10000000.0, - "maxNotional": 20000000.0, - "maintenanceMarginRate": 0.15, - "maxLeverage": 3.0, - "info": { - "bracket": "5", - "initialLeverage": "3", - "notionalCap": "20000000", - "notionalFloor": "10000000", - "maintMarginRatio": "0.15", - "cum": "461250.0" - } - }, - { - "tier": 6.0, - "currency": "USDT", - "minNotional": 20000000.0, - "maxNotional": 40000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "6", - "initialLeverage": "2", - "notionalCap": "40000000", - "notionalFloor": "20000000", - "maintMarginRatio": "0.25", - "cum": "2461250.0" - } - }, - { - "tier": 7.0, - "currency": "USDT", - "minNotional": 40000000.0, - "maxNotional": 400000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "7", - "initialLeverage": "1", - "notionalCap": "400000000", - "notionalFloor": "40000000", - "maintMarginRatio": "0.5", - "cum": "1.246125E7" - } - } - ], - "CTSI/USDT": [ - { - "tier": 1.0, - "currency": "USDT", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 25.0, - "info": { - "bracket": "1", - "initialLeverage": "25", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.01", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "USDT", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, - "info": { - "bracket": "2", - "initialLeverage": "20", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "75.0" - } - }, - { - "tier": 3.0, - "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, - "info": { - "bracket": "3", - "initialLeverage": "10", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "700.0" - } - }, - { - "tier": 4.0, - "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, - "info": { - "bracket": "4", - "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", - "maintMarginRatio": "0.1", - "cum": "5700.0" - } - }, - { - "tier": 5.0, - "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, - "info": { - "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11950.0" - } - }, - { - "tier": 6.0, - "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 30000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "30000000", + "notionalCap": "5000000", "notionalFloor": "1000000", "maintMarginRatio": "0.5", "cum": "386950.0" diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py index 841f45cd0..5765dc459 100644 --- a/freqtrade/exchange/common.py +++ b/freqtrade/exchange/common.py @@ -46,6 +46,7 @@ MAP_EXCHANGE_CHILDCLASS = { 'binanceje': 'binance', 'binanceusdm': 'binance', 'okex': 'okx', + 'gate': 'gateio', } SUPPORTED_EXCHANGES = [ @@ -63,17 +64,16 @@ EXCHANGE_HAS_REQUIRED = [ 'fetchOrder', 'cancelOrder', 'createOrder', - # 'createLimitOrder', 'createMarketOrder', 'fetchBalance', # Public endpoints - 'loadMarkets', 'fetchOHLCV', ] EXCHANGE_HAS_OPTIONAL = [ # Private 'fetchMyTrades', # Trades for order - fee detection + 'createLimitOrder', 'createMarketOrder', # Either OR for orders # 'setLeverage', # Margin/Futures trading # 'setMarginMode', # Margin/Futures trading # 'fetchFundingHistory', # Futures trading diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index dc378a438..294c63056 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -77,7 +77,9 @@ class Exchange: "mark_ohlcv_price": "mark", "mark_ohlcv_timeframe": "8h", "ccxt_futures_name": "swap", + "fee_cost_in_contracts": False, # Fee cost needs contract conversion "needs_trading_fees": False, # use fetch_trading_fees to cache fees + "order_props_in_contracts": ['amount', 'cost', 'filled', 'remaining'], } _ft_has: Dict = {} _ft_has_futures: Dict = {} @@ -174,23 +176,11 @@ class Exchange: logger.info(f'Using Exchange "{self.name}"') if validate: - # Check if timeframe is available - self.validate_timeframes(config.get('timeframe')) - # Initial markets load self._load_markets() - - # Check if all pairs are available - self.validate_stakecurrency(config['stake_currency']) - if not exchange_config.get('skip_pair_validation'): - self.validate_pairs(config['exchange']['pair_whitelist']) - self.validate_ordertypes(config.get('order_types', {})) - self.validate_order_time_in_force(config.get('order_time_in_force', {})) + self.validate_config(config) self.required_candle_call_count = self.validate_required_startup_candles( config.get('startup_candle_count', 0), config.get('timeframe', '')) - self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode) - self.validate_pricing(config['exit_pricing']) - self.validate_pricing(config['entry_pricing']) # Converts the interval provided in minutes in config to seconds self.markets_refresh_interval: int = exchange_config.get( @@ -213,6 +203,20 @@ class Exchange: logger.info("Closing async ccxt session.") self.loop.run_until_complete(self._api_async.close()) + def validate_config(self, config): + # Check if timeframe is available + self.validate_timeframes(config.get('timeframe')) + + # Check if all pairs are available + self.validate_stakecurrency(config['stake_currency']) + if not config['exchange'].get('skip_pair_validation'): + self.validate_pairs(config['exchange']['pair_whitelist']) + self.validate_ordertypes(config.get('order_types', {})) + self.validate_order_time_in_force(config.get('order_time_in_force', {})) + self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode) + self.validate_pricing(config['exit_pricing']) + self.validate_pricing(config['entry_pricing']) + def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt, ccxt_kwargs: Dict = {}) -> ccxt.Exchange: """ @@ -422,7 +426,7 @@ class Exchange: if 'symbol' in order and order['symbol'] is not None: contract_size = self._get_contract_size(order['symbol']) if contract_size != 1: - for prop in ['amount', 'cost', 'filled', 'remaining']: + for prop in self._ft_has.get('order_props_in_contracts', []): if prop in order and order[prop] is not None: order[prop] = order[prop] * contract_size return order @@ -820,7 +824,7 @@ class Exchange: 'price': rate, 'average': rate, 'amount': _amount, - 'cost': _amount * rate / leverage, + 'cost': _amount * rate, 'type': ordertype, 'side': side, 'filled': 0, @@ -1631,27 +1635,35 @@ class Exchange: and order['fee']['cost'] is not None ) - def calculate_fee_rate(self, order: Dict) -> Optional[float]: + def calculate_fee_rate( + self, fee: Dict, symbol: str, cost: float, amount: float) -> Optional[float]: """ Calculate fee rate if it's not given by the exchange. - :param order: Order or trade (one trade) dict + :param fee: ccxt Fee dict - must contain cost / currency / rate + :param symbol: Symbol of the order + :param cost: Total cost of the order + :param amount: Amount of the order """ - if order['fee'].get('rate') is not None: - return order['fee'].get('rate') - fee_curr = order['fee']['currency'] + if fee.get('rate') is not None: + return fee.get('rate') + fee_curr = fee.get('currency') + if fee_curr is None: + return None + fee_cost = float(fee['cost']) + if self._ft_has['fee_cost_in_contracts']: + # Convert cost via "contracts" conversion + fee_cost = self._contracts_to_amount(symbol, fee['cost']) + # Calculate fee based on order details - if fee_curr in self.get_pair_base_currency(order['symbol']): + if fee_curr == self.get_pair_base_currency(symbol): # Base currency - divide by amount - return round( - order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8) - elif fee_curr in self.get_pair_quote_currency(order['symbol']): + return round(fee_cost / amount, 8) + elif fee_curr == self.get_pair_quote_currency(symbol): # Quote currency - divide by cost - return round(self._contracts_to_amount( - order['symbol'], order['fee']['cost']) / order['cost'], - 8) if order['cost'] else None + return round(fee_cost / cost, 8) if cost else None else: # If Fee currency is a different currency - if not order['cost']: + if not cost: # If cost is None or 0.0 -> falsy, return None return None try: @@ -1663,19 +1675,28 @@ class Exchange: fee_to_quote_rate = self._config['exchange'].get('unknown_fee_rate', None) if not fee_to_quote_rate: return None - return round((self._contracts_to_amount( - order['symbol'], order['fee']['cost']) * fee_to_quote_rate) / order['cost'], 8) + return round((fee_cost * fee_to_quote_rate) / cost, 8) - def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]: + def extract_cost_curr_rate(self, fee: Dict, symbol: str, cost: float, + amount: float) -> Tuple[float, str, Optional[float]]: """ Extract tuple of cost, currency, rate. Requires order_has_fee to run first! - :param order: Order or trade (one trade) dict + :param fee: ccxt Fee dict - must contain cost / currency / rate + :param symbol: Symbol of the order + :param cost: Total cost of the order + :param amount: Amount of the order :return: Tuple with cost, currency, rate of the given fee dict """ - return (order['fee']['cost'], - order['fee']['currency'], - self.calculate_fee_rate(order)) + return (float(fee['cost']), + fee['currency'], + self.calculate_fee_rate( + fee, + symbol, + cost, + amount + ) + ) # Historic data diff --git a/freqtrade/exchange/gateio.py b/freqtrade/exchange/gateio.py index bf50167da..6df3425d2 100644 --- a/freqtrade/exchange/gateio.py +++ b/freqtrade/exchange/gateio.py @@ -1,12 +1,13 @@ """ Gate.io exchange subclass """ import logging from datetime import datetime -from typing import Dict, List, Optional, Tuple +from typing import Any, Dict, List, Optional, Tuple from freqtrade.constants import BuySell from freqtrade.enums import MarginMode, TradingMode from freqtrade.exceptions import OperationalException from freqtrade.exchange import Exchange +from freqtrade.misc import safe_value_fallback2 logger = logging.getLogger(__name__) @@ -32,7 +33,9 @@ class Gateio(Exchange): } _ft_has_futures: Dict = { - "needs_trading_fees": True + "needs_trading_fees": True, + "fee_cost_in_contracts": False, # Set explicitly to false for clarity + "order_props_in_contracts": ['amount', 'filled', 'remaining'], } _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [ @@ -95,12 +98,29 @@ class Gateio(Exchange): } return trades + def get_order_id_conditional(self, order: Dict[str, Any]) -> str: + if self.trading_mode == TradingMode.FUTURES: + return safe_value_fallback2(order, order, 'id_stop', 'id') + return order['id'] + def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict: - return self.fetch_order( + order = self.fetch_order( order_id=order_id, pair=pair, params={'stop': True} ) + if self.trading_mode == TradingMode.FUTURES: + if order['status'] == 'closed': + # Places a real order - which we need to fetch explicitly. + new_orderid = order.get('info', {}).get('trade_id') + if new_orderid: + order1 = self.fetch_order(order_id=new_orderid, pair=pair, params=params) + order1['id_stop'] = order1['id'] + order1['id'] = order_id + order1['stopPrice'] = order.get('stopPrice') + + return order1 + return order def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict: return self.cancel_order( diff --git a/freqtrade/exchange/okx.py b/freqtrade/exchange/okx.py index 012f51080..afd7a672f 100644 --- a/freqtrade/exchange/okx.py +++ b/freqtrade/exchange/okx.py @@ -28,6 +28,7 @@ class Okx(Exchange): } _ft_has_futures: Dict = { "tickers_have_quoteVolume": False, + "fee_cost_in_contracts": True, } _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [ diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index b30c9b965..2007f9b4e 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -332,6 +332,8 @@ class FreqtradeBot(LoggingMixin): if not trade.is_open and not trade.fee_updated(trade.exit_side): # Get sell fee order = trade.select_order(trade.exit_side, False) + if not order: + order = trade.select_order('stoploss', False) if order: logger.info( f"Updating {trade.exit_side}-fee on trade {trade}" @@ -634,7 +636,7 @@ class FreqtradeBot(LoggingMixin): pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested, time_in_force=time_in_force, current_time=datetime.now(timezone.utc), entry_tag=enter_tag, side=trade_side): - logger.info(f"User requested abortion of buying {pair}") + logger.info(f"User denied entry for {pair}.") return False order = self.exchange.create_order( pair=pair, @@ -814,7 +816,7 @@ class FreqtradeBot(LoggingMixin): pair=pair, current_time=datetime.now(timezone.utc), current_rate=enter_limit_requested, proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=min(max_stake_amount, stake_available), - entry_tag=entry_tag, side=trade_side + leverage=leverage, entry_tag=entry_tag, side=trade_side ) stake_amount = self.wallets.validate_stake_amount( @@ -1465,7 +1467,7 @@ class FreqtradeBot(LoggingMixin): time_in_force=time_in_force, exit_reason=exit_reason, sell_reason=exit_reason, # sellreason -> compatibility current_time=datetime.now(timezone.utc)): - logger.info(f"User requested abortion of {trade.pair} exit.") + logger.info(f"User denied exit for {trade.pair}.") return False try: @@ -1742,7 +1744,8 @@ class FreqtradeBot(LoggingMixin): trade_base_currency = self.exchange.get_pair_base_currency(trade.pair) # use fee from order-dict if possible if self.exchange.order_has_fee(order): - fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order) + fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate( + order['fee'], order['symbol'], order['cost'], order_obj.safe_filled) logger.info(f"Fee for Trade {trade} [{order_obj.ft_order_side}]: " f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}") if fee_rate is None or fee_rate < 0.02: @@ -1780,7 +1783,15 @@ class FreqtradeBot(LoggingMixin): for exectrade in trades: amount += exectrade['amount'] if self.exchange.order_has_fee(exectrade): - fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(exectrade) + # Prefer singular fee + fees = [exectrade['fee']] + else: + fees = exectrade.get('fees', []) + for fee in fees: + + fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate( + fee, exectrade['symbol'], exectrade['cost'], exectrade['amount'] + ) fee_cost += fee_cost_ if fee_rate_ is not None: fee_rate_array.append(fee_rate_) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 37078b85a..f92b5fc38 100755 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -727,7 +727,7 @@ class Backtesting: pair=pair, current_time=current_time, current_rate=propose_rate, proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=min(stake_available, max_stake_amount), - entry_tag=entry_tag, side=direction) + leverage=leverage, entry_tag=entry_tag, side=direction) stake_amount_val = self.wallets.validate_stake_amount( pair=pair, diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 7c7493590..566412f29 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -6,6 +6,7 @@ This module contains the hyperopt logic import logging import random +import sys import warnings from datetime import datetime, timezone from math import ceil @@ -17,6 +18,7 @@ import rapidjson from colorama import Fore, Style from colorama import init as colorama_init from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects +from joblib.externals import cloudpickle from pandas import DataFrame from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN @@ -87,6 +89,7 @@ class Hyperopt: self.backtesting._set_strategy(self.backtesting.strategylist[0]) self.custom_hyperopt.strategy = self.backtesting.strategy + self.hyperopt_pickle_magic(self.backtesting.strategy.__class__.__bases__) self.custom_hyperoptloss: IHyperOptLoss = HyperOptLossResolver.load_hyperoptloss( self.config) self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function @@ -137,6 +140,17 @@ class Hyperopt: logger.info(f"Removing `{p}`.") p.unlink() + def hyperopt_pickle_magic(self, bases) -> None: + """ + Hyperopt magic to allow strategy inheritance across files. + For this to properly work, we need to register the module of the imported class + to pickle as value. + """ + for modules in bases: + if modules.__name__ != 'IStrategy': + cloudpickle.register_pickle_by_value(sys.modules[modules.__module__]) + self.hyperopt_pickle_magic(modules.__bases__) + def _get_params_dict(self, dimensions: List[Dimension], raw_params: List[Any]) -> Dict: # Ensure the number of dimensions match diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py index f8fc5d619..2a8e34cdf 100644 --- a/freqtrade/persistence/migrations.py +++ b/freqtrade/persistence/migrations.py @@ -1,9 +1,10 @@ import logging from typing import List -from sqlalchemy import inspect, text +from sqlalchemy import inspect, select, text, tuple_, update from freqtrade.exceptions import OperationalException +from freqtrade.persistence.trade_model import Order, Trade logger = logging.getLogger(__name__) @@ -251,31 +252,31 @@ def set_sqlite_to_wal(engine): def fix_old_dry_orders(engine): with engine.begin() as connection: - connection.execute( - text( - """ - update orders - set ft_is_open = 0 - where ft_is_open = 1 and (ft_trade_id, order_id) not in ( - select id, stoploss_order_id from trades where stoploss_order_id is not null - ) and ft_order_side = 'stoploss' - and order_id like 'dry_%' - """ - ) - ) - connection.execute( - text( - """ - update orders - set ft_is_open = 0 - where ft_is_open = 1 - and (ft_trade_id, order_id) not in ( - select id, open_order_id from trades where open_order_id is not null - ) and ft_order_side != 'stoploss' - and order_id like 'dry_%' - """ - ) - ) + stmt = update(Order).where( + Order.ft_is_open.is_(True), + tuple_(Order.ft_trade_id, Order.order_id).not_in( + select( + Trade.id, Trade.stoploss_order_id + ).where(Trade.stoploss_order_id.is_not(None)) + ), + Order.ft_order_side == 'stoploss', + Order.order_id.like('dry%'), + + ).values(ft_is_open=False) + connection.execute(stmt) + + stmt = update(Order).where( + Order.ft_is_open.is_(True), + tuple_(Order.ft_trade_id, Order.order_id).not_in( + select( + Trade.id, Trade.open_order_id + ).where(Trade.open_order_id.is_not(None)) + ), + Order.ft_order_side != 'stoploss', + Order.order_id.like('dry%') + + ).values(ft_is_open=False) + connection.execute(stmt) def check_migrate(engine, decl_base, previous_tables) -> None: diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py index 324002685..5f302de71 100644 --- a/freqtrade/persistence/trade_model.py +++ b/freqtrade/persistence/trade_model.py @@ -821,7 +821,7 @@ class LocalTrade(): self.open_rate = total_stake / total_amount self.stake_amount = total_stake / (self.leverage or 1.0) self.amount = total_amount - self.fee_open_cost = self.fee_open * self.stake_amount + self.fee_open_cost = self.fee_open * total_stake self.recalc_open_trade_value() if self.stop_loss_pct is not None and self.open_rate is not None: self.adjust_stop_loss(self.open_rate, self.stop_loss_pct) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 8393ecc43..2aff1d210 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -243,6 +243,22 @@ class Telegram(RPCHandler): """ return f"{msg['exchange']}{' (dry)' if self._config['dry_run'] else ''}" + def _add_analyzed_candle(self, pair: str) -> str: + candle_val = self._config['telegram'].get( + 'notification_settings', {}).get('show_candle', 'off') + if candle_val != 'off': + if candle_val == 'ohlc': + analyzed_df, _ = self._rpc._freqtrade.dataprovider.get_analyzed_dataframe( + pair, self._config['timeframe']) + candle = analyzed_df.iloc[-1].squeeze() if len(analyzed_df) > 0 else None + if candle is not None: + return ( + f"*Candle OHLC*: `{candle['open']}, {candle['high']}, " + f"{candle['low']}, {candle['close']}`\n" + ) + + return '' + def _format_entry_msg(self, msg: Dict[str, Any]) -> str: if self._rpc._fiat_converter: msg['stake_amount_fiat'] = self._rpc._fiat_converter.convert_amount( @@ -259,6 +275,7 @@ class Telegram(RPCHandler): f" {entry_side['entered'] if is_fill else entry_side['enter']} {msg['pair']}" f" (#{msg['trade_id']})\n" ) + message += self._add_analyzed_candle(msg['pair']) message += f"*Enter Tag:* `{msg['enter_tag']}`\n" if msg.get('enter_tag') else "" message += f"*Amount:* `{msg['amount']:.8f}`\n" if msg.get('leverage') and msg.get('leverage', 1.0) != 1.0: @@ -306,6 +323,7 @@ class Telegram(RPCHandler): message = ( f"{msg['emoji']} *{self._exchange_from_msg(msg)}:* " f"{'Exited' if is_fill else 'Exiting'} {msg['pair']} (#{msg['trade_id']})\n" + f"{self._add_analyzed_candle(msg['pair'])}" f"*{'Profit' if is_fill else 'Unrealized Profit'}:* " f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n" f"*Enter Tag:* `{msg['enter_tag']}`\n" diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py index cdcfc969e..47377f238 100644 --- a/freqtrade/strategy/hyper.py +++ b/freqtrade/strategy/hyper.py @@ -191,6 +191,7 @@ def detect_parameters( and attr.category is not None and attr.category != category): raise OperationalException( f'Inconclusive parameter name {attr_name}, category: {attr.category}.') + if (category == attr.category or (attr_name.startswith(category + '_') and attr.category is None)): yield attr_name, attr diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 11cec1fae..ed458786b 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -442,7 +442,8 @@ class IStrategy(ABC, HyperStrategyMixin): def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, proposed_stake: float, min_stake: Optional[float], max_stake: float, - entry_tag: Optional[str], side: str, **kwargs) -> float: + leverage: float, entry_tag: Optional[str], side: str, + **kwargs) -> float: """ Customize stake size for each new trade. @@ -452,6 +453,7 @@ class IStrategy(ABC, HyperStrategyMixin): :param proposed_stake: A stake amount proposed by the bot. :param min_stake: Minimal stake size allowed by exchange. :param max_stake: Balance available for trading. + :param leverage: Leverage selected for this trade. :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal. :param side: 'long' or 'short' - indicating the direction of the proposed trade :return: A stake size, which is between min_stake and max_stake. diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb index 93e4b83ae..a7430c225 100644 --- a/freqtrade/templates/strategy_analysis_example.ipynb +++ b/freqtrade/templates/strategy_analysis_example.ipynb @@ -51,11 +51,13 @@ "source": [ "# Load data using values set above\n", "from freqtrade.data.history import load_pair_history\n", + "from freqtrade.enums import CandleType\n", "\n", "candles = load_pair_history(datadir=data_location,\n", " timeframe=config[\"timeframe\"],\n", " pair=pair,\n", " data_format = \"hdf5\",\n", + " candle_type=CandleType.SPOT,\n", " )\n", "\n", "# Confirm success\n", diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 index 815ca7cd3..989f1d37a 100644 --- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 +++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 @@ -79,9 +79,10 @@ def custom_exit_price(self, pair: str, trade: 'Trade', """ return proposed_rate -def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate: float, +def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, proposed_stake: float, min_stake: Optional[float], max_stake: float, - entry_tag: 'Optional[str]', side: str, **kwargs) -> float: + leverage: float, entry_tag: Optional[str], side: str, + **kwargs) -> float: """ Customize stake size for each new trade. @@ -91,6 +92,7 @@ def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate: :param proposed_stake: A stake amount proposed by the bot. :param min_stake: Minimal stake size allowed by exchange. :param max_stake: Balance available for trading. + :param leverage: Leverage selected for this trade. :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal. :param side: 'long' or 'short' - indicating the direction of the proposed trade :return: A stake size, which is between min_stake and max_stake. diff --git a/requirements-dev.txt b/requirements-dev.txt index 50cb98fa1..f2f77c2ba 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -8,11 +8,11 @@ coveralls==3.3.1 flake8==4.0.1 flake8-tidy-imports==4.8.0 mypy==0.961 -pre-commit==2.19.0 +pre-commit==2.20.0 pytest==7.1.2 pytest-asyncio==0.18.3 pytest-cov==3.0.0 -pytest-mock==3.8.1 +pytest-mock==3.8.2 pytest-random-order==1.0.4 isort==5.10.1 # For datetime mocking diff --git a/requirements.txt b/requirements.txt index 961cfc774..2bb3b4b75 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,18 +1,18 @@ -numpy==1.23.0 +numpy==1.23.1 pandas==1.4.3 pandas-ta==0.3.14b -ccxt==1.89.14 +ccxt==1.90.47 # Pin cryptography for now due to rust build errors with piwheels -cryptography==37.0.2 +cryptography==37.0.4 aiohttp==3.8.1 SQLAlchemy==1.4.39 -python-telegram-bot==13.12 +python-telegram-bot==13.13 arrow==1.2.2 cachetools==4.2.2 -requests==2.28.0 -urllib3==1.26.9 -jsonschema==4.6.0 +requests==2.28.1 +urllib3==1.26.10 +jsonschema==4.6.2 TA-Lib==0.4.24 technical==1.3.0 tabulate==0.8.10 @@ -26,16 +26,16 @@ joblib==1.1.0 py_find_1st==1.1.5 # Load ticker files 30% faster -python-rapidjson==1.6 +python-rapidjson==1.8 # Properly format api responses -orjson==3.7.3 +orjson==3.7.7 # Notify systemd sdnotify==0.3.2 # API Server fastapi==0.78.0 -uvicorn==0.18.1 +uvicorn==0.18.2 pyjwt==2.4.0 aiofiles==0.8.0 psutil==5.9.1 @@ -44,7 +44,7 @@ psutil==5.9.1 colorama==0.4.5 # Building config files interactively questionary==1.10.0 -prompt-toolkit==3.0.29 +prompt-toolkit==3.0.30 # Extensions to datetime library python-dateutil==2.8.2 diff --git a/tests/conftest.py b/tests/conftest.py index e9161d77e..3158e9ede 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -112,11 +112,8 @@ def patch_exchange( mock_supported_modes=True ) -> None: mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock(return_value={})) - mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.validate_config', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id)) mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title())) mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2)) @@ -1694,6 +1691,7 @@ def limit_buy_order_old_partial(): 'price': 0.00001099, 'amount': 90.99181073, 'filled': 23.0, + 'cost': 90.99181073 * 23.0, 'remaining': 67.99181073, 'status': 'open' } @@ -3165,60 +3163,46 @@ def leverage_tiers(): "AAVE/USDT": [ { 'min': 0, - 'max': 50000, + 'max': 5000, 'mmr': 0.01, 'lev': 50, 'maintAmt': 0.0 }, { - 'min': 50000, - 'max': 250000, + 'min': 5000, + 'max': 25000, 'mmr': 0.02, 'lev': 25, - 'maintAmt': 500.0 + 'maintAmt': 75.0 + }, + { + 'min': 25000, + 'max': 100000, + 'mmr': 0.05, + 'lev': 10, + 'maintAmt': 700.0 + }, + { + 'min': 100000, + 'max': 250000, + 'mmr': 0.1, + 'lev': 5, + 'maintAmt': 5700.0 }, { 'min': 250000, 'max': 1000000, - 'mmr': 0.05, - 'lev': 10, - 'maintAmt': 8000.0 - }, - { - 'min': 1000000, - 'max': 2000000, - 'mmr': 0.1, - 'lev': 5, - 'maintAmt': 58000.0 - }, - { - 'min': 2000000, - 'max': 5000000, 'mmr': 0.125, - 'lev': 4, - 'maintAmt': 108000.0 - }, - { - 'min': 5000000, - 'max': 10000000, - 'mmr': 0.1665, - 'lev': 3, - 'maintAmt': 315500.0 + 'lev': 2, + 'maintAmt': 11950.0 }, { 'min': 10000000, - 'max': 20000000, - 'mmr': 0.25, - 'lev': 2, - 'maintAmt': 1150500.0 + 'max': 50000000, + 'mmr': 0.5, + 'lev': 1, + 'maintAmt': 386950.0 }, - { - "min": 20000000, - "max": 50000000, - "mmr": 0.5, - "lev": 1, - "maintAmt": 6150500.0 - } ], "ADA/BUSD": [ { diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py index 50154bcaf..74106f28b 100644 --- a/tests/exchange/test_ccxt_compat.py +++ b/tests/exchange/test_ccxt_compat.py @@ -153,6 +153,25 @@ class TestCCXTExchange(): assert isinstance(markets[pair], dict) assert exchange.market_is_spot(markets[pair]) + def test_has_validations(self, exchange): + + exchange, exchangename = exchange + + exchange.validate_ordertypes({ + 'entry': 'limit', + 'exit': 'limit', + 'stoploss': 'limit', + }) + + if exchangename == 'gateio': + # gateio doesn't have market orders on spot + return + exchange.validate_ordertypes({ + 'entry': 'market', + 'exit': 'market', + 'stoploss': 'market', + }) + def test_load_markets_futures(self, exchange_futures): exchange, exchangename = exchange_futures if not exchange: diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 708a0e889..bf4f44440 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1135,7 +1135,7 @@ def test_create_dry_run_order(default_conf, mocker, side, exchange_name, leverag assert order["symbol"] == "ETH/BTC" assert order["amount"] == 1 assert order["leverage"] == leverage - assert order["cost"] == 1 * 200 / leverage + assert order["cost"] == 1 * 200 @pytest.mark.parametrize("side,startprice,endprice", [ @@ -3544,7 +3544,7 @@ def test_order_has_fee(order, expected) -> None: def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None: mocker.patch('freqtrade.exchange.Exchange.calculate_fee_rate', MagicMock(return_value=0.01)) ex = get_patched_exchange(mocker, default_conf) - assert ex.extract_cost_curr_rate(order) == expected + assert ex.extract_cost_curr_rate(order['fee'], order['symbol'], cost=20, amount=1) == expected @pytest.mark.parametrize("order,unknown_fee_rate,expected", [ @@ -3582,6 +3582,9 @@ def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None: 'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 1, 4.0), ({'symbol': 'POINT/BTC', 'amount': 0.04, 'cost': 0.5, 'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 2, 8.0), + # Missing currency + ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05, + 'fee': {'currency': None, 'cost': 0.005}}, None, None), ]) def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_rate) -> None: mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081}) @@ -3590,7 +3593,8 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_r ex = get_patched_exchange(mocker, default_conf) - assert ex.calculate_fee_rate(order) == expected + assert ex.calculate_fee_rate(order['fee'], order['symbol'], + cost=order['cost'], amount=order['amount']) == expected @pytest.mark.parametrize('retrycount,max_retries,expected', [ diff --git a/tests/exchange/test_gateio.py b/tests/exchange/test_gateio.py index cbd4776fb..dabdbba65 100644 --- a/tests/exchange/test_gateio.py +++ b/tests/exchange/test_gateio.py @@ -53,6 +53,25 @@ def test_fetch_stoploss_order_gateio(default_conf, mocker): assert fetch_order_mock.call_args_list[0][1]['pair'] == 'ETH/BTC' assert fetch_order_mock.call_args_list[0][1]['params'] == {'stop': True} + default_conf['trading_mode'] = 'futures' + default_conf['margin_mode'] = 'isolated' + + exchange = get_patched_exchange(mocker, default_conf, id='gateio') + + exchange.fetch_order = MagicMock(return_value={ + 'status': 'closed', + 'id': '1234', + 'stopPrice': 5.62, + 'info': { + 'trade_id': '222555' + } + }) + + exchange.fetch_stoploss_order('1234', 'ETH/BTC') + assert exchange.fetch_order.call_count == 2 + assert exchange.fetch_order.call_args_list[0][1]['order_id'] == '1234' + assert exchange.fetch_order.call_args_list[1][1]['order_id'] == '222555' + def test_cancel_stoploss_order_gateio(default_conf, mocker): exchange = get_patched_exchange(mocker, default_conf, id='gateio') diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py index 8a9e0cbf0..9eb3a88cc 100644 --- a/tests/optimize/conftest.py +++ b/tests/optimize/conftest.py @@ -18,11 +18,11 @@ def hyperopt_conf(default_conf): 'runmode': RunMode.HYPEROPT, 'strategy': 'HyperoptableStrategy', 'hyperopt_loss': 'ShortTradeDurHyperOptLoss', - 'hyperopt_path': str(Path(__file__).parent / 'hyperopts'), - 'epochs': 1, - 'timerange': None, - 'spaces': ['default'], - 'hyperopt_jobs': 1, + 'hyperopt_path': str(Path(__file__).parent / 'hyperopts'), + 'epochs': 1, + 'timerange': None, + 'spaces': ['default'], + 'hyperopt_jobs': 1, 'hyperopt_min_trades': 1, }) return hyperconf diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 1ad8b33cf..0f615b7a3 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -1,7 +1,7 @@ # pragma pylint: disable=missing-docstring,W0212,C0103 from datetime import datetime, timedelta from pathlib import Path -from unittest.mock import ANY, MagicMock +from unittest.mock import ANY, MagicMock, PropertyMock import pandas as pd import pytest @@ -18,8 +18,8 @@ from freqtrade.optimize.hyperopt_tools import HyperoptTools from freqtrade.optimize.optimize_reports import generate_strategy_stats from freqtrade.optimize.space import SKDecimal from freqtrade.strategy import IntParameter -from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange, - patched_configuration_load_config_file) +from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, get_markets, log_has, log_has_re, + patch_exchange, patched_configuration_load_config_file) def generate_result_metrics(): @@ -855,7 +855,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None: 'strategy': 'HyperoptableStrategy', 'user_data_dir': Path(tmpdir), 'hyperopt_random_state': 42, - 'spaces': ['all'] + 'spaces': ['all'], }) hyperopt = Hyperopt(hyperopt_conf) hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0) @@ -883,6 +883,45 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None: hyperopt.get_optimizer([], 2) +def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir, fee) -> None: + mocker.patch('freqtrade.exchange.Exchange.validate_config', MagicMock()) + mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + mocker.patch('freqtrade.exchange.Exchange._load_markets') + mocker.patch('freqtrade.exchange.Exchange.markets', + PropertyMock(return_value=get_markets())) + (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True) + # No hyperopt needed + hyperopt_conf.update({ + 'strategy': 'HyperoptableStrategy', + 'user_data_dir': Path(tmpdir), + 'hyperopt_random_state': 42, + 'spaces': ['all'], + # Enforce parallelity + 'epochs': 2, + 'hyperopt_jobs': 2, + 'fee': fee.return_value, + }) + hyperopt = Hyperopt(hyperopt_conf) + hyperopt.backtesting.exchange.get_max_leverage = lambda *x, **xx: 1.0 + hyperopt.backtesting.exchange.get_min_pair_stake_amount = lambda *x, **xx: 1.0 + hyperopt.backtesting.exchange.get_max_pair_stake_amount = lambda *x, **xx: 100.0 + + assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto) + assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter) + assert hyperopt.backtesting.strategy.bot_loop_started is True + + assert hyperopt.backtesting.strategy.buy_rsi.in_space is True + assert hyperopt.backtesting.strategy.buy_rsi.value == 35 + assert hyperopt.backtesting.strategy.sell_rsi.value == 74 + assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30 + buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range + assert isinstance(buy_rsi_range, range) + # Range from 0 - 50 (inclusive) + assert len(list(buy_rsi_range)) == 51 + + hyperopt.start() + + def test_SKDecimal(): space = SKDecimal(1, 2, decimals=2) assert 1.5 in space diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index c0de54c6d..57c08f48e 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -1398,6 +1398,7 @@ def test_api_strategies(botclient): assert rc.json() == {'strategies': [ 'HyperoptableStrategy', + 'HyperoptableStrategyV2', 'InformativeDecoratorTest', 'StrategyTestV2', 'StrategyTestV3', diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index e36d98083..91ee92fd7 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -12,6 +12,7 @@ from unittest.mock import ANY, MagicMock import arrow import pytest +from pandas import DataFrame from telegram import Chat, Message, ReplyKeyboardMarkup, Update from telegram.error import BadRequest, NetworkError, TelegramError @@ -1655,8 +1656,17 @@ def test_show_config_handle(default_conf, update, mocker) -> None: (RPCMessageType.ENTRY, 'Long', 'long_signal_01', 1.0), (RPCMessageType.ENTRY, 'Long', 'long_signal_01', 5.0), (RPCMessageType.ENTRY, 'Short', 'short_signal_01', 2.0)]) -def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type, - enter, enter_signal, leverage) -> None: +def test_send_msg_enter_notification(default_conf, mocker, caplog, message_type, + enter, enter_signal, leverage) -> None: + default_conf['telegram']['notification_settings']['show_candle'] = 'ohlc' + df = DataFrame({ + 'open': [1.1], + 'high': [2.2], + 'low': [1.0], + 'close': [1.5], + }) + mocker.patch('freqtrade.data.dataprovider.DataProvider.get_analyzed_dataframe', + return_value=(df, 1)) msg = { 'type': message_type, @@ -1674,6 +1684,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type, 'fiat_currency': 'USD', 'current_rate': 1.099e-05, 'amount': 1333.3333333333335, + 'analyzed_candle': {'open': 1.1, 'high': 2.2, 'low': 1.0, 'close': 1.5}, 'open_date': arrow.utcnow().shift(hours=-1) } telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf) @@ -1683,6 +1694,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type, assert msg_mock.call_args[0][0] == ( f'\N{LARGE BLUE CIRCLE} *Binance (dry):* {enter} ETH/BTC (#1)\n' + '*Candle OHLC*: `1.1, 2.2, 1.0, 1.5`\n' f'*Enter Tag:* `{enter_signal}`\n' '*Amount:* `1333.33333333`\n' f'{leverage_text}' @@ -1710,7 +1722,8 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type, @pytest.mark.parametrize('message_type,enter_signal', [ (RPCMessageType.ENTRY_CANCEL, 'long_signal_01'), (RPCMessageType.ENTRY_CANCEL, 'short_signal_01')]) -def test_send_msg_buy_cancel_notification(default_conf, mocker, message_type, enter_signal) -> None: +def test_send_msg_enter_cancel_notification( + default_conf, mocker, message_type, enter_signal) -> None: telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf) diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py index 876b31b14..9850a5675 100644 --- a/tests/strategy/strats/hyperoptable_strategy.py +++ b/tests/strategy/strats/hyperoptable_strategy.py @@ -1,13 +1,13 @@ # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement from pandas import DataFrame -from strategy_test_v2 import StrategyTestV2 +from strategy_test_v3 import StrategyTestV3 import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter -class HyperoptableStrategy(StrategyTestV2): +class HyperoptableStrategy(StrategyTestV3): """ Default Strategy provided by freqtrade bot. Please do not modify this strategy, it's intended for internal use only. diff --git a/tests/strategy/strats/hyperoptable_strategy_v2.py b/tests/strategy/strats/hyperoptable_strategy_v2.py new file mode 100644 index 000000000..94a15b456 --- /dev/null +++ b/tests/strategy/strats/hyperoptable_strategy_v2.py @@ -0,0 +1,54 @@ +# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement + +from strategy_test_v2 import StrategyTestV2 + +from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter + + +class HyperoptableStrategyV2(StrategyTestV2): + """ + Default Strategy provided by freqtrade bot. + Please do not modify this strategy, it's intended for internal use only. + Please look at the SampleStrategy in the user_data/strategy directory + or strategy repository https://github.com/freqtrade/freqtrade-strategies + for samples and inspiration. + """ + + buy_params = { + 'buy_rsi': 35, + # Intentionally not specified, so "default" is tested + # 'buy_plusdi': 0.4 + } + + sell_params = { + 'sell_rsi': 74, + 'sell_minusdi': 0.4 + } + + buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy') + sell_rsi = IntParameter(low=50, high=100, default=70, space='sell') + sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell', + load=False) + protection_enabled = BooleanParameter(default=True) + protection_cooldown_lookback = IntParameter([0, 50], default=30) + + @property + def protections(self): + prot = [] + if self.protection_enabled.value: + prot.append({ + "method": "CooldownPeriod", + "stop_duration_candles": self.protection_cooldown_lookback.value + }) + return prot + + bot_loop_started = False + + def bot_loop_start(self): + self.bot_loop_started = True + + def bot_start(self, **kwargs) -> None: + """ + Parameters can also be defined here ... + """ + self.buy_rsi = IntParameter([0, 50], default=30, space='buy') diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index dca87e724..f6996a7a2 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -916,7 +916,7 @@ def test_hyperopt_parameters(): def test_auto_hyperopt_interface(default_conf): - default_conf.update({'strategy': 'HyperoptableStrategy'}) + default_conf.update({'strategy': 'HyperoptableStrategyV2'}) PairLocks.timeframe = default_conf['timeframe'] strategy = StrategyResolver.load_strategy(default_conf) strategy.ft_bot_start() diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py index 666ae2b05..bdfcf3211 100644 --- a/tests/strategy/test_strategy_loading.py +++ b/tests/strategy/test_strategy_loading.py @@ -34,7 +34,7 @@ def test_search_all_strategies_no_failed(): directory = Path(__file__).parent / "strats" strategies = StrategyResolver.search_all_objects(directory, enum_failed=False) assert isinstance(strategies, list) - assert len(strategies) == 6 + assert len(strategies) == 7 assert isinstance(strategies[0], dict) @@ -42,10 +42,10 @@ def test_search_all_strategies_with_failed(): directory = Path(__file__).parent / "strats" strategies = StrategyResolver.search_all_objects(directory, enum_failed=True) assert isinstance(strategies, list) - assert len(strategies) == 7 + assert len(strategies) == 8 # with enum_failed=True search_all_objects() shall find 2 good strategies # and 1 which fails to load - assert len([x for x in strategies if x['class'] is not None]) == 6 + assert len([x for x in strategies if x['class'] is not None]) == 7 assert len([x for x in strategies if x['class'] is None]) == 1 diff --git a/tests/test_persistence.py b/tests/test_persistence.py index c52e06c82..a09711048 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -1200,7 +1200,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog): 0.00258580, {stake}, {amount}, '2019-11-28 12:44:24.000000', 0.0, 0.0, 0.0, '5m', - 'buy_order', 'stop_order_id222') + 'buy_order', 'dry_stop_order_id222') """.format(fee=fee.return_value, stake=default_conf.get("stake_amount"), amount=amount @@ -1226,7 +1226,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog): 'buy', 'ETC/BTC', 0, - 'buy_order', + 'dry_buy_order', 'closed', 'ETC/BTC', 'limit', @@ -1238,12 +1238,44 @@ def test_migrate_new(mocker, default_conf, fee, caplog): {amount * 0.00258580} ), ( + 1, + 'buy', + 'ETC/BTC', + 1, + 'dry_buy_order22', + 'canceled', + 'ETC/BTC', + 'limit', + 'buy', + 0.00258580, + {amount}, + {amount}, + 0, + {amount * 0.00258580} + ), + ( 1, 'stoploss', 'ETC/BTC', + 1, + 'dry_stop_order_id11X', + 'canceled', + 'ETC/BTC', + 'limit', + 'sell', + 0.00258580, + {amount}, + {amount}, 0, - 'stop_order_id222', - 'closed', + {amount * 0.00258580} + ), + ( + 1, + 'stoploss', + 'ETC/BTC', + 1, + 'dry_stop_order_id222', + 'open', 'ETC/BTC', 'limit', 'sell', @@ -1292,7 +1324,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog): assert trade.exit_reason is None assert trade.strategy is None assert trade.timeframe == '5m' - assert trade.stoploss_order_id == 'stop_order_id222' + assert trade.stoploss_order_id == 'dry_stop_order_id222' assert trade.stoploss_last_update is None assert log_has("trying trades_bak1", caplog) assert log_has("trying trades_bak2", caplog) @@ -1302,12 +1334,21 @@ def test_migrate_new(mocker, default_conf, fee, caplog): assert trade.close_profit_abs is None orders = trade.orders - assert len(orders) == 2 - assert orders[0].order_id == 'buy_order' + assert len(orders) == 4 + assert orders[0].order_id == 'dry_buy_order' assert orders[0].ft_order_side == 'buy' - assert orders[1].order_id == 'stop_order_id222' - assert orders[1].ft_order_side == 'stoploss' + assert orders[-1].order_id == 'dry_stop_order_id222' + assert orders[-1].ft_order_side == 'stoploss' + assert orders[-1].ft_is_open is True + + assert orders[1].order_id == 'dry_buy_order22' + assert orders[1].ft_order_side == 'buy' + assert orders[1].ft_is_open is False + + assert orders[2].order_id == 'dry_stop_order_id11X' + assert orders[2].ft_order_side == 'stoploss' + assert orders[2].ft_is_open is False def test_migrate_too_old(mocker, default_conf, fee, caplog):