Commit Graph

12855 Commits

Author SHA1 Message Date
Joe Schr
f075d728c5 constants: make "orderflow" fields required 2024-06-04 19:23:23 +02:00
Matthias
a2251d045c Only load markets once
Increases startup speed by 6s on binance (from 9 to 3s).
2024-06-04 19:01:00 +02:00
Matthias
5a08d1acf9 combine _load_markets and reload_markets 2024-06-04 07:21:42 +02:00
Matthias
d5361d84fa use np.where instead of apply 2024-06-02 17:09:23 +02:00
Matthias
6913aed027 Merge branch 'develop' into ci/ccxt.pro 2024-06-01 08:48:50 +02:00
Matthias
0e44cd91d8 StrEnum was only introduced in 3.11 . . . 2024-06-01 08:43:04 +02:00
Joe Schr
bfb29d3c14 orderflow: fix ask/bid & buy/sell mixup 2024-05-31 21:25:36 +02:00
Matthias
5a0e0263d8 use StrEnum for RunMode 2024-05-31 20:36:18 +02:00
Matthias
122896f9ab Improved "task done" message 2024-05-31 07:12:02 +02:00
Matthias
8b90643f3a Don't show "exchange closed by user" exceptions 2024-05-31 07:03:40 +02:00
Matthias
12852438a5 Call connection at intervals 2024-05-31 06:52:11 +02:00
Matthias
33e61b1308 Extract connection reset from exchange_ws 2024-05-31 06:48:38 +02:00
Matthias
7e736a34dd Reduce ccxt.pro verbosity 2024-05-31 06:40:14 +02:00
Matthias
f33c4db572 Apply ruff formatting to ws branch 2024-05-31 06:40:14 +02:00
Matthias
cabd36253e Reduce level of "reuse watch result" . . . 2024-05-31 06:40:14 +02:00
Matthias
212ac2073e Don't multiply klines_last_refresh
with 1000 - it's already in ms
2024-05-31 06:40:14 +02:00
Matthias
627154cb66 improve ws "removing" condition 2024-05-31 06:40:14 +02:00
Matthias
7ec8b28be3 Re-adjust ts handling to not use time.time() 2024-05-31 06:40:14 +02:00
Matthias
765fa06daa Deepcopy ccxt ws result 2024-05-31 06:40:14 +02:00
Matthias
d5d818be8b Remove unused import 2024-05-31 06:40:14 +02:00
Matthias
ed8b9018c5 Properly handle shutdown (canceled coroutines)
This will imrove shutdown behavior
2024-05-31 06:40:14 +02:00
Matthias
68c36ce07d Fix typo 2024-05-31 06:40:14 +02:00
Matthias
b5239f06ae Improve log formatting 2024-05-31 06:40:14 +02:00
Matthias
7bc4fdca27 remove pairs from _pairs_schedules when their coroutine stops 2024-05-31 06:40:14 +02:00
Matthias
93cdf1bb54 Simplify logging 2024-05-31 06:40:14 +02:00
Matthias
554d4134ff Add humanized date to debug log 2024-05-31 06:40:14 +02:00
Matthias
45c17f2448 Reduce excessive log again 2024-05-31 06:40:14 +02:00
Matthias
ce33b031f2 Show pair for task finished 2024-05-31 06:40:14 +02:00
Matthias
fc66a12c14 Improve "stopped" messages 2024-05-31 06:40:14 +02:00
Matthias
85725b5472 Improved exception message 2024-05-31 06:40:14 +02:00
Matthias
c482b7e40f Add log for "removal" tracking 2024-05-31 06:40:14 +02:00
Matthias
80c7d4eb5f Improve debug logging 2024-05-31 06:40:14 +02:00
Matthias
d3962a7c07 Remove websocket init for non-trade modes 2024-05-31 06:40:14 +02:00
Matthias
2ade5191e6 Ensure shutdown of async exchange, fix test 2024-05-31 06:40:14 +02:00
Matthias
d42e012ec3 ws - Improve cleanup behavior 2024-05-31 06:40:14 +02:00
Matthias
9f2708247a Enable ws for bybit 2024-05-31 06:40:14 +02:00
Matthias
f324af938a Improve WS logic to assume a candle is complete if time rolled over 2024-05-31 06:40:14 +02:00
Matthias
b5dc54072e Ensure exchange objects are not undefined 2024-05-31 06:40:14 +02:00
Matthias
c61d9e0dec Reduce verbosity 2024-05-31 06:40:14 +02:00
Matthias
c0c775114e Slightly improved loggign 2024-05-31 06:40:14 +02:00
Matthias
0ec751826b Opt in binance to websocket support 2024-05-31 06:40:14 +02:00
Matthias
137ddb2ec3 Require opt-in for ws enablement to allow slow rollout 2024-05-31 06:40:14 +02:00
Matthias
f9ce0bb9ab Improve exchange formatting 2024-05-31 06:40:14 +02:00
Matthias
35e2e58a5c Improve formatting 2024-05-31 06:40:14 +02:00
Matthias
8375209a8e Add fixtures for exchange_ws 2024-05-31 06:40:14 +02:00
Matthias
55bd7db022 Don't forget to close WS session 2024-05-31 06:40:14 +02:00
Matthias
c18b6cdb74 Improve stop behavior 2024-05-31 06:40:14 +02:00
Matthias
4832c10973 Only import ccxt.async when necessary 2024-05-31 06:40:14 +02:00
Matthias
67a6c11f6d No longer import ccxt.async_support 2024-05-31 06:40:14 +02:00
Matthias
55ed505f94 Update exchange_ws get_ohlcv logic 2024-05-31 06:40:14 +02:00
Matthias
f90574abee use OHLCVResponse in ws 2024-05-31 06:40:14 +02:00
Matthias
0b620817a2 Don't append fake candle 2024-05-31 06:40:14 +02:00
Matthias
fcaee33706 Improve log msg 2024-05-31 06:40:14 +02:00
Matthias
ec6c54367b Add exchange_ws test case 2024-05-31 06:40:14 +02:00
Matthias
f223319909 Improve typehint for ohlcv endpoint 2024-05-31 06:40:14 +02:00
Matthias
e8b4bcc65d use default argument 2024-05-31 06:40:14 +02:00
Matthias
dadc96306f Better define what interface is external 2024-05-31 06:40:14 +02:00
Matthias
8a00bf3188 Use proper typehint 2024-05-31 06:40:14 +02:00
Matthias
aef0324aa7 set markets for ws exchange on reload 2024-05-31 06:40:14 +02:00
Matthias
f4f8b910fe Improve exchange_ws terminology 2024-05-31 06:40:14 +02:00
Matthias
60cfda5d52 Add very basic exception handling 2024-05-31 06:40:14 +02:00
Matthias
f9524aebe9 Improve temporary log output for exchange_ws 2024-05-31 06:40:14 +02:00
Matthias
eda8a767ca Improve ws exchange 2024-05-31 06:40:14 +02:00
Matthias
18dabd519a ccxt.pro - move get_klines to ws_exchange 2024-05-31 06:40:13 +02:00
Matthias
e2b567165c remove double log 2024-05-31 06:40:13 +02:00
Matthias
972b932e5d Implement ws cleanup 2024-05-31 06:40:13 +02:00
Matthias
2fd5b4a6e1 Use websocket results 2024-05-31 06:40:13 +02:00
Matthias
1d12985b70 Update exchange_ws with cleanup function 2024-05-31 06:40:13 +02:00
Matthias
bd494ed67a Cleanup exchange changes 2024-05-31 06:40:13 +02:00
Matthias
3468edddf6 Add enable_ws config setting 2024-05-31 06:40:13 +02:00
Matthias
51890f80c4 Add parameter for ws enablin 2024-05-31 06:40:13 +02:00
Matthias
34ccada909 Tests with seperate thread 2024-05-31 06:40:13 +02:00
Matthias
e985c1890b Implement basic ccxt.pro to test 2024-05-31 06:40:13 +02:00
Matthias
ad7b78ec93 Update exchange init to use .pro if available 2024-05-31 06:40:13 +02:00
Matthias
c9b1071baa Use api_async for exchange_has 2024-05-31 06:40:13 +02:00
Matthias
feeccfedaa Update list-exchanges with watchOHLCV 2024-05-31 06:40:13 +02:00
Matthias
a02ef7dce1 Bump dev version to 2024.6-dev 2024-05-30 06:40:15 +02:00
xmatthias
d983572358 chore: update pre-commit hooks 2024-05-30 03:02:44 +00:00
Joe Schr
41def8b28b orderflow: removes unnecessary code 2024-05-29 20:09:34 +02:00
Joe Schr
5dcf75f648 exchange: replace OperationalException with logger.error message 2024-05-29 19:52:37 +02:00
Joe Schr
82e8901db4 orderflow: remove unused function orderflow_to_volume_profile 2024-05-29 19:49:33 +02:00
Joe Schr
07034ed7a6 orderflow: add comment with insight about imbalances 2024-05-29 19:49:33 +02:00
Joe Schr
24707ab7b9 orderflow: raise DependencyException instead of raising generic exception 2024-05-29 19:49:33 +02:00
Joe Schr
4629362a60 Fixing merge error 2024-05-29 19:46:27 +02:00
Joe Schr
bf3eeeb0fc Use .exception instead of .error for trace logging 2024-05-29 19:46:27 +02:00
Joe Schr
32f931ca25 Revert "refresh_latest_trades: remove "-cached" from trades pair files"
This reverts commit 839827c0d7.
2024-05-29 19:46:27 +02:00
Matthias
72d33070d4 Fix a few codespell typos 2024-05-28 06:37:54 +02:00
Matthias
30ad4ca9a9 Add bingx to list of supported exchanges 2024-05-26 16:37:21 +02:00
Matthias
64c7f6b06a Improve bingx file formatting 2024-05-26 16:37:21 +02:00
Matthias
71cb2ded79 Add Bingx stoploss documentation 2024-05-26 16:37:21 +02:00
Matthias
7f990e7df6 Enable bingx stoploss 2024-05-26 16:37:21 +02:00
Matthias
46e97e5806 fix htx: Reduce amount of data downloaded on higher timeframes
closes #10247
2024-05-26 15:49:48 +02:00
Matthias
32ff3ebb99 Improve handling for immediately canceled orders 2024-05-26 09:42:28 +02:00
Matthias
edd92194b0 have handle_onexchange_order delete trades if no order filled. 2024-05-26 08:36:02 +02:00
Matthias
ec0f6cb246 Add Properties for canceled orders to trade_model 2024-05-26 08:35:57 +02:00
Matthias
dc92787f1d Fix gone-wrong hyperopt fix
closes #10192
2024-05-25 11:52:41 +02:00
xmatthias
d59422159a chore: update pre-commit hooks 2024-05-23 03:02:28 +00:00
Matthias
c3fa8a4c45 feat: Allow empty fiat_display_currency
(instead of completely deleting that key)
2024-05-22 20:30:35 +02:00
Matthias
aecb86d3f9
Merge pull request #10229 from freqtrade/feat/coingecko_apikey
Support Coingecko api keys
2024-05-20 18:04:53 +02:00
Matthias
531843ebcb Improve message for fiat_display_currency
allow leaving empty for new-config
2024-05-20 17:02:00 +02:00
Matthias
468d0f8cf0 use FtCoinGeckoApi for marketCapPairlist, too 2024-05-20 15:22:13 +02:00
Matthias
94e0a808b7 Add test, invert logic 2024-05-20 15:14:15 +02:00
Matthias
9e0ccb1cf4 Rename coingecko wrapper file 2024-05-20 15:11:43 +02:00
Matthias
8d1285bb21 Set session params instead of headers 2024-05-20 14:44:25 +02:00
Matthias
3729daf082 Add type check for coingecko settings 2024-05-20 14:34:18 +02:00
Matthias
1ff162cf17 Use coingecko api keys 2024-05-20 14:32:08 +02:00
Matthias
62166e23f6 Improve singleton pattern 2024-05-20 14:15:20 +02:00
Matthias
cb1600d7b0 Update fiat_convert to use FtCoinGeckoApi 2024-05-20 14:08:44 +02:00
Matthias
c1f780794a Add CoinGeckoApi Wrapper 2024-05-20 14:02:09 +02:00
Matthias
4d2db33445 Add support for ipv6
closes #10222
2024-05-20 10:39:08 +02:00
Matthias
1a86d81200 Initial config for Bingx stop orders 2024-05-20 09:53:52 +02:00
Matthias
1717733b0f
Merge pull request #10221 from freqtrade/hyp/profit-drawdown
improve MaxDrawDownHyperOptLoss
2024-05-20 09:01:21 +02:00
Matthias
c1d26d0330 Don't calculate the "legacy" version of drawdown anymore. 2024-05-19 17:57:21 +02:00
Matthias
3bf02c8a64 Simplify hyperopt drawdown logic
Reduces tons of fallback logic
2024-05-19 17:57:05 +02:00
Matthias
480477d17a Improve profitdrawdownhyperopt balancing 2024-05-19 10:12:50 +02:00
Matthias
2a1ff7f9b3 Try improve profit-drawdown hyperopt 2024-05-19 09:45:32 +02:00
Matthias
c6a5134815 Improve wording of log message 2024-05-18 20:20:58 +02:00
Matthias
c0d43f6d03 Improve line formatting 2024-05-18 20:16:25 +02:00
Matthias
aa0f90bb68 Don't convert trades to OHLCV unless explicitly specified 2024-05-18 20:14:52 +02:00
Matthias
e6d5aa1349 add --convert-trades argument to download-data 2024-05-18 20:14:08 +02:00
Matthias
0673f3ec6c Remove unused function 2024-05-18 16:46:17 +02:00
Matthias
d0eb55a0be Small type fixes 2024-05-18 16:45:49 +02:00
Joe Schr
1167917cf6 constants: add ranges for orderflow config properties 2024-05-17 16:14:54 +02:00
Joe Schr
8afcaeeed9 trades(): add lookahead warning to docstring 2024-05-17 15:58:29 +02:00
Joe Schr
ab7f8b3a0f imbalance_ratio: use ratio instead of percentage 2024-05-17 15:49:53 +02:00
Matthias
1e04140fff Partially revert bybit leverage-tiers workaround 2024-05-16 19:25:19 +02:00
Matthias
a92178dd60 load_cached_leverage_tiers should allow a remote cache period 2024-05-16 19:11:51 +02:00
Matthias
1e2662b627 Greatly simplify leverage tier loading for binance 2024-05-16 18:20:14 +02:00
Joe Schr
0460ce45ff ruff format: exchange/trades_load 2024-05-16 14:28:30 +02:00
Joe Schr
f99e8f18bc refresh_latest_trades: removes TODO 2024-05-16 14:10:08 +02:00
Joe Schr
839827c0d7 refresh_latest_trades: remove "-cached" from trades pair files 2024-05-16 14:08:02 +02:00
Matthias
c06ae41fed Remove catboost stdout workaround
https://github.com/catboost/catboost/issues/2195 is fixed, so this SHOULD work
2024-05-16 07:25:49 +02:00
xmatthias
fb73e23e64 chore: update pre-commit hooks 2024-05-16 03:02:21 +00:00
Joe Schr
a56faf503b ruff format: orderflow / public trades 2024-05-15 17:09:32 +02:00
Joe Schr
b9035da981 Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades 2024-05-15 14:43:00 +02:00
Matthias
702ac14f27 Fix using wrong type 2024-05-15 07:04:36 +02:00
Matthias
a6b07ec96f Remove compatibility layer for calculate_max_drawdown 2024-05-15 06:54:17 +02:00
Matthias
bcb59265b5 Use default parameters for DrawdownResult 2024-05-14 19:50:35 +02:00
Matthias
94786454b7 Use calc_drawdown method throughout the bot 2024-05-14 19:37:41 +02:00
Matthias
0aa3ec2845 Have hyperopt-loss function use calc_max_drawdown 2024-05-14 19:28:48 +02:00
Matthias
c8eb22dcbd Add typed max_drawdown function 2024-05-14 19:28:33 +02:00
Joe Schr
dd432ffbde cleanup ruff and isort errors 2024-05-14 17:28:07 +02:00
Stefano Ariestasia
75965cd50f modify MeasureTime log message to include time limit and 's' suffix 2024-05-14 16:20:20 +09:00
Matthias
9291698561 A few more formatting updates 2024-05-13 19:49:15 +02:00
Matthias
58edb0a54a Update misspellings that are being detected now 2024-05-13 07:10:25 +02:00
Matthias
18e03f398e Partially revert odd formatting decisions 2024-05-13 07:10:25 +02:00
Matthias
b97ff77d65 Update a few missed ruff format updates 2024-05-13 07:10:25 +02:00
Matthias
9d6e4ae67d A few more minor fixes 2024-05-13 07:10:25 +02:00
Matthias
a9732c6195 Fix odd formatting by ruff format 2024-05-13 07:10:25 +02:00
Matthias
876a8f9e3e ruff format: remaining files 2024-05-13 07:10:25 +02:00
Matthias
fea1653e31 ruff format: freqtrade.data 2024-05-13 07:10:25 +02:00
Matthias
801ab4acc9 ruff format: optimize 2024-05-13 07:10:25 +02:00
Matthias
2c60985e2d ruff format: optimize analysis 2024-05-13 07:10:25 +02:00
Matthias
da7addcd98 ruff format: hyperopt 2024-05-13 07:10:25 +02:00
Matthias
f1ef537dfa ruff format: hyperopt-loss 2024-05-13 07:10:25 +02:00
Matthias
d1db43dee0 ruff format: freqai 2024-05-13 07:10:25 +02:00
Matthias
e4e8c3967c ruff format: exchange class 2024-05-13 07:10:25 +02:00
Matthias
53eefb9442 ruff format: exchange classes 2024-05-13 07:10:25 +02:00
Matthias
7ea5e40919 ruff format: util 2024-05-13 07:10:25 +02:00
Matthias
5f64cc8e76 ruff format: rpc modules 2024-05-13 07:10:25 +02:00
Matthias
cebbe0121e ruff format: update persistence 2024-05-13 07:10:25 +02:00
Matthias
5783a44c86 ruff format: template directory 2024-05-13 07:10:25 +02:00
Matthias
439b8a0320 ruff format: freqtrade/strategies 2024-05-13 07:10:25 +02:00
Matthias
6bfe7aa72d ruff format: plugins/protections 2024-05-13 07:10:25 +02:00
Matthias
700b7acb6f ruff format: pairlist plugins 2024-05-13 07:10:25 +02:00
Matthias
c9d301e4f9 Ruff format: more random files 2024-05-13 07:10:25 +02:00
Matthias
73e182260e ruff format: more files 2024-05-13 07:10:25 +02:00
Matthias
f8f9ac38b2 ruff format: loggers 2024-05-13 07:10:25 +02:00
Matthias
9303ae29d3 ruff format: freqtrade/configuration 2024-05-13 07:10:25 +02:00
Matthias
8ffc48e4f0 ruff format: constants 2024-05-13 07:10:25 +02:00
Matthias
3c9be47236 ruff format: commands 2024-05-13 07:10:25 +02:00
Matthias
5eb4ad2208 Ruff format edge 2024-05-13 07:10:25 +02:00
Matthias
794e30fedb ruff format: update enums 2024-05-13 07:10:25 +02:00
Matthias
1a4bff7fb8 ruff format freqtrade/resolvers 2024-05-13 07:10:25 +02:00
Matthias
dc3a3d1cf9 ruff format: udpate build_helpers 2024-05-13 07:10:25 +02:00
Matthias
a8eabd0b2e Update remaining files with new import sorting 2024-05-13 07:10:24 +02:00
Matthias
e4881580fd Slightly extend background jobs api 2024-05-12 09:12:53 +02:00
Matthias
0279cf5fed Improved API endpoint ordering 2024-05-12 09:04:03 +02:00
robcaulk
2d069d6156 fix: allow classifiers to work 2024-05-11 16:21:15 +02:00
Stefano Ariestasia
4c2586b3aa remove duplicate stat from BT table 2024-05-11 10:24:55 +09:00
Matthias
e86a0736f3 Add workaround for bybit's changed markets endpoint
closes #10196
2024-05-09 19:42:20 +02:00
xmatthias
ce6445f6b5 chore: update pre-commit hooks 2024-05-09 03:02:41 +00:00
Joe Schr
10cbc76482 use timeframe_to_next_date and date to calculate candle_start/candle_end 2024-05-08 15:12:52 +02:00
Joe Schr
56b07386ae fix _now_is_time_to_refresh_trades so it checks for latest fetched trades 2024-05-08 15:12:42 +02:00
Matthias
39613c0785 no suspect function calls in function headers . . . 2024-05-05 19:55:21 +02:00
Matthias
3f9019a1ad Don't use coro directly 2024-05-05 19:55:02 +02:00
Matthias
c3516dbba6 Simplify trade_statistics function 2024-05-05 16:56:00 +02:00
Matthias
fa79c48c8f Exclude unfilled Trades from "all" /profit
These are not actual profits, as it's unclear if the order
will be filled or will be canceled.

Discovered as part of #10165
2024-05-05 16:48:42 +02:00
Matthias
28449f551a Don't show "0" when fiat_currency is empty 2024-05-05 16:48:42 +02:00
Matthias
566add7a8b Rename variable to show it's just a temporary variable 2024-05-05 16:12:22 +02:00
Matthias
866f059d6a Use FtPrecise to avoid rounding errors 2024-05-04 11:25:07 +02:00
Matthias
ab93fd3be4 Enhance trade to verify #10166 2024-05-04 11:21:25 +02:00
Matthias
ee7be1cd5a move "add_bt_trade" call for entries into enter_trade function 2024-05-04 09:14:56 +02:00
Matthias
c81c07c24a Add docstring for process_exit_order 2024-05-04 09:07:56 +02:00
Matthias
67636abb30 Fix #10166 with fewer side-effects 2024-05-04 09:01:05 +02:00
Matthias
e5b79eee5a Extract _process_exit_order to separate function 2024-05-04 09:00:46 +02:00
Matthias
62a3ed6f8d partial exit order should not close immediately
closes #10166
2024-05-04 08:41:24 +02:00
xmatthias
569e8a74b0 chore: update pre-commit hooks 2024-05-02 03:02:33 +00:00
Matthias
c534d47c12
Merge pull request #10138 from freqtrade/backtest_max_fee
Backtest max fee
2024-04-30 15:33:42 +02:00
Matthias
7bb4b5003d Bump version to 2024.5-dev 2024-04-30 11:46:43 +02:00