562 Commits

Author	SHA1	Message	Date
Matthias	71846ecbf2	Partially revert prior commit, use correct exchange class	2022-08-29 21:51:10 +02:00
Matthias	eee2071e32	Fix non-testing liquidation test	2022-08-29 21:04:09 +02:00
Matthias	27a9f98d5f	Simplify liquidation price structure, improve test cov	2022-08-29 07:04:48 +02:00
Matthias	226fa5d93c	Simplify liquidation price calling structure	2022-08-29 07:04:48 +02:00
Matthias	104a73025d	Uppercase TimeInForce (align with ccxt)	2022-08-27 10:30:06 +02:00
Matthias	01126c43f7	Fix liquidation price tier calculation ... closes #7294	2022-08-26 20:14:24 +02:00
Matthias	753d1b2aad	Update leverage tier terminology to be clear and aligned with ccxt	2022-08-26 19:34:51 +02:00
Matthias	6036018f35	Extract contracts_to_amount and amount_to_contracts to standalone functions	2022-08-23 06:37:38 +02:00
Matthias	5f38a574ce	Add okx broker id	2022-08-23 06:37:38 +02:00
Matthias	2dc34779d5	Fix line length	2022-08-21 18:07:41 +02:00
Matthias	f6d832c6d9	Add get_option to expose ft_has via method	2022-08-21 17:51:46 +02:00
Matthias	4511634f3a	improve test coverage	2022-08-20 14:03:47 +02:00
Matthias	15e85797c2	Simplify to_precision tests and imports	2022-08-15 08:51:15 +02:00
Matthias	d75e0a9820	Fix Flake8 errors after flake update	2022-08-01 06:43:59 +02:00
Kavinkumar	a4bada3ebe	Partial exit using average price (#6545) ... Introduce Partial exits	2022-07-31 14:19:04 +02:00
Matthias	bad15f077c	Simplify fetch_positions by using already existing method	2022-07-30 17:49:06 +02:00
Matthias	ea112fb583	Add test for empty order (cancelled order)	2022-07-25 17:47:28 +02:00
Matthias	4172f92bfc	simplify dry-run taker/maker selection	2022-07-16 17:25:13 +02:00
Matthias	8d2e22f009	Merge branch 'develop' into pr/samgermain/6780	2022-07-16 15:35:00 +02:00
Matthias	d03dfb3934	Oder cost is real cost (including leverage)	2022-07-16 13:14:21 +02:00
Matthias	6ac1aa15f5	Reenable ccxt order checks	2022-07-11 10:36:19 +02:00
Matthias	f8e35d8760	Add TODO to disabled test	2022-07-11 10:30:05 +02:00
Matthias	523d8a84a8	skip "supports market order" for now until CCXT fixes their assignemnt bugs.	2022-07-11 10:22:51 +02:00
Matthias	c98e7ea055	Revert allowing empty currency for futures	2022-07-09 08:57:15 +02:00
Matthias	b7167ec880	Fix wrong fee calclulation for gateio futures	2022-07-09 08:51:59 +02:00
Matthias	81f7d77d74	Allow fee currency to be empty for futures	2022-07-09 08:51:28 +02:00
Matthias	2499276fca	Refactor calculate_fee_rate to take separate parameters instead of an "Order" ... we passed in a trade object anyway	2022-07-09 08:51:28 +02:00
Matthias	24cf044646	Fix bybit spot mode	2022-05-27 08:18:04 +00:00
Matthias	682daa4e94	Reset logging mixin to avoid random test failure	2022-05-26 18:05:40 +02:00
Matthias	eb5fe9e3ae	Merge pull request #6857 from froggleston/develop ... Add support for fudging unavailable funding rates, allowing backtesti…	2022-05-23 06:31:51 +02:00
Matthias	0d388b561b	Add test for "combine_funding_and_mark", fix bug	2022-05-21 09:03:30 +02:00
Matthias	2cf17e04be	Init persistence for tests that use dry-run orders	2022-05-20 06:26:16 +02:00
Matthias	a793cf8f05	Use ccxt's "precise" to do precise math	2022-05-16 19:21:38 +02:00
Matthias	9143e9ecb1	Add some safety measures for new startup_candles verification	2022-05-15 15:12:29 +02:00
Matthias	116b58e97c	add "date_minus_candles" method	2022-05-14 19:30:42 +02:00
Matthias	bb1b283d95	Update some ohlcv_candle_limit calls	2022-05-14 13:44:10 +02:00
Matthias	64668b11da	add ohlcv_has_history - disabling kraken downloads	2022-05-14 09:10:38 +02:00
Matthias	6fdcf3a10a	Support both position modes on OKX	2022-05-07 10:58:41 +02:00
Sam Germain	10cbb5e67c	test_exchange::test_taker_or_maker fixes	2022-05-04 00:10:09 -06:00
Sam Germain	86ad5dd02a	test_exchange::test_taker_or_maker fixes	2022-05-04 00:08:41 -06:00
Sam Germain	dac9931b4a	test_create_dry_run_order_fees	2022-05-03 23:56:49 -06:00
Sam Germain	5d9aee6b7e	test_taker_or_maker	2022-05-03 23:56:49 -06:00
Matthias	eb996a152a	Fix fee handling for futures trades	2022-05-03 19:06:17 +02:00
Matthias	f6a7e6b785	Add prepend option to download-data	2022-04-30 17:32:50 +02:00
Matthias	cb5c3316d1	Simplify log output	2022-04-28 19:43:52 +02:00
Sam Germain	591a2fb7fc	switch notionalFloor -> minNotional and notionalCap -> maxNotional	2022-04-16 21:47:44 -06:00
Matthias	f61d4d36c3	Add test for 0 precision amount	2022-04-15 14:48:09 +02:00
Matthias	baefda80d1	Enable flake8 E226 rule	2022-04-11 18:02:06 +02:00
Matthias	39d925c295	Change to precise casing instead of .lower()	2022-04-02 19:48:01 +02:00
Matthias	dafc2bf361	Merge branch 'develop' into feat/short	2022-03-30 07:09:41 +02:00
Matthias	8ebef914e2	Update pricing documentation	2022-03-28 20:20:10 +02:00
Matthias	2d740230f7	price_last_balance renaming	2022-03-28 19:53:55 +02:00
Matthias	d7c6520268	Update remaining tests	2022-03-28 19:30:14 +02:00
Matthias	440967e483	Update some tests	2022-03-28 19:17:22 +02:00
மனோஜ்குமார் பழனிச்சாமி	5552ad779c	Corrected test_create_order	2022-03-28 19:31:12 +05:30
Matthias	bcf326a035	Initial steps to change bid/ask pricing to enter/exit	2022-03-27 18:03:49 +02:00
Matthias	f5578aba48	Update trading_fee naming	2022-03-26 15:16:04 +01:00
Matthias	9b8a2435f8	Add tests for fetch_order gateio patch	2022-03-26 15:12:05 +01:00
Matthias	9a8c24ddf3	Update gateio to patch fees	2022-03-26 15:04:17 +01:00
Matthias	33229c91cb	Add fetch_trading_fees endpoint	2022-03-26 13:53:36 +01:00
Matthias	78fe29cc2d	Merge pull request #6588 from samgermain/contracts ... Add amount_to_contracts and order_contracts_to_amount to exchange.stoploss	2022-03-25 19:18:01 +01:00
Matthias	46f4227329	Check if symbol is not None	2022-03-25 18:11:02 +01:00
Sam Germain	d3ea14de68	test_stoploss_contract_size	2022-03-25 07:21:31 -06:00
Matthias	2c89da6bf7	Update code to properly behave when rounding open_date for funding fees	2022-03-21 19:38:27 +01:00
Sam Germain	f03f586eeb	funding_fee tests	2022-03-21 05:01:18 -06:00
Matthias	7d8ca63752	Merge pull request #6550 from freqtrade/short_tickerproblems ... Short tickerproblems	2022-03-19 15:43:40 +01:00
Matthias	97c1316bf1	Add new validation to validate excludes	2022-03-18 19:26:54 +01:00
Matthias	d32153c8d3	Validate pricing configuration	2022-03-18 17:07:12 +01:00
Matthias	7868e50141	Merge branch 'develop' into feat/short	2022-03-18 08:18:17 +01:00
Matthias	208a139d2b	Incorporate fetch_bids_asks to allow binance spread filter to work ... closes #6474	2022-03-18 07:08:16 +01:00
Matthias	12948aade6	Remove unused argument	2022-03-14 19:29:26 +01:00
Matthias	d5f0c6c78d	Exclude alternative candletypes from timeframe check	2022-03-13 16:16:48 +01:00
Matthias	cfa9458bcc	Merge branch 'develop' into feat/short	2022-03-13 15:38:12 +01:00
Matthias	7825d855cd	Fix flake8 error in tests	2022-03-11 19:28:15 +01:00
Matthias	11c76c3c89	Check if timeframe is available before calling exchange ... closes #6517	2022-03-11 18:01:30 +01:00
Matthias	5d4386f037	Implement order_types validation	2022-03-09 06:37:08 +01:00
Matthias	76e5d5b232	Fix stake-amount handling for dry-run	2022-03-05 15:53:40 +01:00
Sam Germain	488da9b875	Merge branch 'develop' into feat/short	2022-03-03 13:51:52 -06:00
Matthias	79538368db	Simplify liquidation price calculation	2022-02-28 19:47:21 +01:00
Matthias	ab46476e63	Rename get_liquidation method	2022-02-28 19:42:26 +01:00
Matthias	8e2d3445a7	Move leverage_prep calculations to exchange class	2022-02-28 19:29:42 +01:00
Matthias	9504b3eb05	Improve huobi config generation	2022-02-26 10:33:11 +01:00
Matthias	9d55621f42	Test fetch_position exchange method	2022-02-24 20:05:56 +01:00
Sam Germain	a37287d9ba	test__get_params	2022-02-16 10:06:27 -06:00
Sam Germain	124532a4b7	maintenanceMarginRatio -> maintenanceMarginRate	2022-02-16 09:04:43 -06:00
Sam Germain	6f410d3096	fixed test_load_leverage_tiers	2022-02-16 05:44:11 -06:00
Sam Germain	c70050e750	fixed test_load_leverage_tiers	2022-02-16 05:26:52 -06:00
Sam Germain	1f3d3d87f6	fixed tests	2022-02-16 04:52:26 -06:00
Sam Germain	3fe0e13bb1	expanded test_load_leverage_tiers	2022-02-16 04:37:11 -06:00
Sam Germain	3bfd9186f7	gateio.get_max_leverage small fix	2022-02-16 04:05:27 -06:00
Matthias	c37f03a638	Update static-markets to include futures pair	2022-02-15 08:04:16 +01:00
Matthias	1bae18c60a	Update decorator locations	2022-02-15 07:11:07 +01:00
Sam Germain	3753df26fc	fixed tests	2022-02-14 17:34:59 -06:00
Sam Germain	5cd2501397	Merge branch 'leverage-tiers' of https://github.com/samgermain/freqtrade into leverage-tiers	2022-02-14 09:40:53 -06:00
Sam Germain	cfd438b966	fixed test_get_markets	2022-02-14 09:40:01 -06:00
Sam Germain	16e38592a9	test_get_markets created debugging param test_comment	2022-02-14 09:33:56 -06:00
Matthias	bc855b2a32	Update some missing mocks	2022-02-13 13:00:38 +01:00
Sam Germain	8fe3f0c933	fix breaking tests	2022-02-12 23:08:42 -06:00
Sam Germain	7a0f7da128	okex loads all leverage tiers at beginning, removed get tiers for pair	2022-02-12 23:02:16 -06:00
Sam Germain	03b3756e4b	strengthened and fixed leverage_tier tests	2022-02-12 23:02:16 -06:00
Sam Germain	a6043e6a85	get_max_leverage test clean up	2022-02-12 23:02:16 -06:00
Sam Germain	4a1ed01708	get_maintenance_ratio_and_amt tests	2022-02-12 23:02:16 -06:00
Sam Germain	3b43d42eaa	Updated exchange tests	2022-02-12 23:02:15 -06:00
Sam Germain	eb72e5cc42	Added some exchange leverage tier tests	2022-02-12 23:02:15 -06:00
Sam Germain	98f32e8964	fixed failing test_get_max_leverage	2022-02-12 23:02:15 -06:00
Sam Germain	3ebda1d29d	Added test templated	2022-02-12 23:02:15 -06:00
Sam Germain	a0264f0651	test_get_max_pair_stake_amount with leverage	2022-02-12 23:02:15 -06:00
Sam Germain	6b9915bc73	moved fill_leverage_brackets and get_max_leverage to base exchange class, wrote parse_leverage_tier and load_leverage_brackets	2022-02-12 23:02:14 -06:00
Sam Germain	a99cf2eeed	redid get_max_leverage	2022-02-12 23:02:07 -06:00
Sam Germain	19a282ddb4	fixed broken test_get_liquidation_price	2022-02-11 19:38:59 +01:00
Sam Germain	6ae85f9be1	fixed liq-buffer tests	2022-02-11 19:38:59 +01:00
Matthias	0c6d92a7a6	Merge branch 'develop' into feat/short	2022-02-11 17:02:04 +01:00
Sam Germain	8b57827676	exchange.get_max_pair_stake_amount hard set leverage to 0	2022-02-04 14:26:15 -06:00
Sam Germain	c0a593280e	test_exchange.test_cancel_order_dry_run pass leverage to create_order	2022-02-04 04:54:16 -06:00
Sam Germain	dc6cb445fd	Merge branch 'feat/short' into max-amount	2022-02-04 04:42:38 -06:00
Matthias	6afad6c99f	Small change to todo comment	2022-02-04 07:20:27 +01:00
Sam Germain	a50f4d2c57	Exchange.createOrder added * as second param	2022-02-03 20:33:16 -06:00
Sam Germain	16c2d54482	updated margin_modes	2022-02-03 20:33:16 -06:00
Sam Germain	c5cfd971f5	get_max_pair_stake_amount_tests	2022-02-03 20:33:16 -06:00
Sam Germain	55d91f018f	exchange._get_stake_amount_limit (merged min_pair_stake_amount and get_max_tradeable amount)	2022-02-03 20:33:04 -06:00
Sam Germain	ff5fffefb4	exchange.get_max_amount_tradable looks at cost also	2022-02-03 20:33:03 -06:00
Sam Germain	64ad810445	Revert "moved get_max_leverage to get_min_pair_stake_amount" ... This reverts commit 90e48d5b98bcfb1452aa818a3274745eac395712.	2022-02-03 20:33:03 -06:00
Sam Germain	73319a74d3	moved get_max_leverage to get_min_pair_stake_amount	2022-02-03 20:33:03 -06:00
Sam Germain	f3b42b0ef3	wrote exchange.get_max_amount_tradable	2022-02-03 20:33:03 -06:00
Sam Germain	f58b92bb86	exchange.create_order removed default for leverage	2022-02-03 17:48:08 -06:00
Sam Germain	09f0e7149f	test__fetch_and_calculate_funding_fees_datetime_called # TODO-lev: test for longs	2022-02-02 12:42:13 -06:00
Sam Germain	30519aa3be	Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs	2022-02-01 13:05:40 -06:00
Matthias	7dd50f78cf	Small finetuning improving a comment	2022-02-01 06:37:13 +01:00
Sam Germain	9de63412c1	exchange.get_liquidation_price arguments are not optional	2022-01-31 14:00:52 -06:00
Sam Germain	43db4c34d1	added okex back to unsupported exchanges	2022-01-31 12:18:30 -06:00
Sam Germain	b8f4cebce7	exchange.liquidation_price methods combined, dry_run check on exchange for liquidation price	2022-01-31 12:18:25 -06:00
Sam Germain	143c37d36f	cleaned up liquidation price methods	2022-01-31 12:17:07 -06:00
Sam Germain	ede9012fcc	removed TODO-levs about okex liquidation price	2022-01-31 12:17:07 -06:00
Sam Germain	0c13e387fe	moved liquidation_price method to exchange classes	2022-01-31 12:16:43 -06:00
Sam Germain	1f1ac8ce9d	test_get_liquidation_price/test_get_maintenance_ratio_and_amt_binance/fill_leverage_brackets/test_validate_trading_mode_and_collateral TODO comments	2022-01-31 12:16:43 -06:00
Sam Germain	c2f9201512	Added get_liquidation_price check	2022-01-31 12:16:43 -06:00
Sam Germain	0c8205ab3b	replace single quote docstrings with double quote docstrings	2022-01-31 12:16:43 -06:00
Sam Germain	ba5fc21d84	added isolated futures to supported modes for binance,gateio	2022-01-31 12:15:54 -06:00
Sam Germain	ba02605d77	Isolated liq branch passes all tests and has the general structure that it is supposed to, but is patchy, and doesnt get the correct maintenance amt and maintenance margin rate yet	2022-01-31 12:15:54 -06:00
Sam Germain	779b82b5b4	fixed test_get_min_pair_stake_amount by adding amount.min/max and cost.min/max to all markets	2022-01-31 03:02:17 -06:00
Matthias	fdea4fcb1b	Remove some todo's	2022-01-28 15:52:12 +01:00
Matthias	bf0b95b3d8	Improve backtest tests	2022-01-22 19:46:11 +01:00
Matthias	a0c0c4dcbe	Update funding_fee formula to correctly calculate fees for long trades	2022-01-22 19:46:10 +01:00
Matthias	82c90c0049	Extract funding and mark mergin to separate method	2022-01-22 19:45:46 +01:00
Matthias	84c6d92d4c	calculate_funding_fees is actually a public exchange interface (used in backtesting).	2022-01-22 19:45:46 +01:00
Matthias	a340d73edc	Update funding_fee calculation test	2022-01-22 19:44:20 +01:00
Matthias	ef3a1ea8f2	Split funding fee calculation from Download	2022-01-22 19:44:20 +01:00
Matthias	f090dcc597	Merge branch 'develop' into feat/short	2022-01-22 17:56:01 +01:00
Matthias	6684bff963	Dry-run orders should have filled set correctly	2022-01-15 15:25:16 +01:00
Matthias	173524ea5b	Merge pull request #6170 from freqtrade/contract_workaround ... contractSize is a string coming from ccxt	2022-01-06 16:25:19 +01:00