736 Commits

Author	SHA1	Message	Date
Sam Germain	f336e7fc5b	exchange.get_balances futures shorts taken out	2022-02-24 20:05:56 +01:00
Sam Germain	f67e0bd6dd	wallet amount for futures	2022-02-24 20:05:56 +01:00
Matthias	70f4305dfa	don't allow short trades in spot mode	2022-02-21 19:19:12 +01:00
Sam Germain	124532a4b7	maintenanceMarginRatio -> maintenanceMarginRate	2022-02-16 09:04:43 -06:00
Sam Germain	88a8ff2f4e	Merge branch 'feat/short' into leverage-tiers	2022-02-16 08:05:51 -06:00
Matthias	de26844578	Merge pull request #6397 from samgermain/todos ... edited todo-lev comments	2022-02-16 13:36:17 +01:00
Matthias	1bae18c60a	Update decorator locations	2022-02-15 07:11:07 +01:00
Matthias	324fdcedb1	Attempt test fix	2022-02-15 06:59:10 +01:00
Sam Germain	f4a57b71e7	Filled in test_load_leverage_tiers_okx	2022-02-14 16:53:29 -06:00
Sam Germain	19783e0d39	edited todos	2022-02-14 09:02:55 -06:00
Matthias	2523c12c71	Small enhancements and notes	2022-02-13 14:33:37 +01:00
Matthias	eaf13f96f7	Use exchange_has to check for ccxt properties	2022-02-13 12:48:28 +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	8657e99c26	trimmed down get_maintenance_ratio_and_amt, now requires fetchLeverageTiers	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	4a1ed01708	get_maintenance_ratio_and_amt tests	2022-02-12 23:02:16 -06:00
Sam Germain	60a45ff394	exchange.get_max_leverage de-complex	2022-02-12 23:02:16 -06:00
Sam Germain	41ab20d949	get_max_leverage checks if the number of tiers is < 1	2022-02-12 23:02:15 -06:00
Sam Germain	fa2c9fc51f	replaced mmr_key with unified maintenanceMarginRate	2022-02-12 23:02:15 -06:00
Sam Germain	e987e0e2a9	exchange minor fixes	2022-02-12 23:02:15 -06:00
Sam Germain	f3cb7e90e0	moved get_leverage_tiers_for_pair to be with other leverage_tier methods	2022-02-12 23:02:15 -06:00
Sam Germain	5f07546b86	moved leverage_tier caching to get_leverage_tiers_for_pair	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	18b4d0be95	fixed error with exchange.fill_leverage_tiers	2022-02-12 23:02:14 -06:00
Sam Germain	41d8330fbc	freqtrade.exchange edited load_leverage_tiers	2022-02-12 23:02:14 -06:00
Sam Germain	42e36f44f8	replaced "leverage" with "tiers"	2022-02-12 23:02:14 -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	720a86778e	okex.get_max_pair_stake_amount	2022-02-12 23:01:39 -06:00
Sam Germain	a5aba4813d	moved get_maintenance_ratio_and_amt to base.exchange. Wrote get_leverage_tiers. Added mmr_key to exchange._ft_has	2022-02-12 23:01:30 -06:00
Sam Germain	fc2d3649a1	edited todos	2022-02-12 16:23:14 -06:00
Sam Germain	6ae85f9be1	fixed liq-buffer tests	2022-02-11 19:38:59 +01:00
Sam Germain	fb3a6e2ce8	added liquidation_buffer to constants.py	2022-02-11 19:38:59 +01:00
Sam Germain	3c3675ea1a	moved liquidation_buffer to exchange class, add check for valid liquidation_buffer values	2022-02-11 19:38:59 +01:00
Matthias	0c6d92a7a6	Merge branch 'develop' into feat/short	2022-02-11 17:02:04 +01:00
Matthias	1d10d2c87c	Okex -> okx	2022-02-08 19:45:39 +01:00
Sam Germain	33b04b1992	deleted outdated todos	2022-02-07 02:47:18 -06:00
Sam Germain	8b57827676	exchange.get_max_pair_stake_amount hard set leverage to 0	2022-02-04 14:26:15 -06:00
Sam Germain	dc6cb445fd	Merge branch 'feat/short' into max-amount	2022-02-04 04:42:38 -06:00
Sam Germain	a50f4d2c57	Exchange.createOrder added * as second param	2022-02-03 20:33:16 -06:00
Sam Germain	8c680d75b9	moved max_stake_amount check for None to exchange.get_max_pair_stake_amount	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	6e8420914e	removed unnecessary CCXT checks in exchange.get_min_pair_stake_amount	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	a741356d65	okex._lev_prep, removing rounding from default set_leverage	2022-02-02 00:28:57 -06:00
Sam Germain	8e51360f75	exchange._set_leverage rounds leverage	2022-02-02 00:09:58 -06:00
Sam Germain	8a64f6a27f	exchange.set_margin_mode param swap	2022-02-02 00:09:53 -06:00
Sam Germain	386be2d889	set reduceOnly for futures exit orders	2022-02-02 00:08:50 -06:00
Sam Germain	b3477c4802	_api.fetch_funding_history argument pair->symbol	2022-02-02 00:08:50 -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	fc15e14707	Merge branch 'feat/short' into isolated-liq	2022-01-31 14:22:01 -06:00
Sam Germain	ed320bb2ac	exchange.get_liquidation_price check length of positions	2022-01-31 14:01:06 -06:00
Sam Germain	9de63412c1	exchange.get_liquidation_price arguments are not optional	2022-01-31 14:00:52 -06:00
Sam Germain	a368f8b322	exchange.get_max_leverage changed variable names, made more effecient	2022-01-31 12:21:12 -06:00
Sam Germain	2c1497b348	contracts_to_amount no longer in amount_to_precision	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	88ce66650c	Okex and Gateio liquidation_price formula are the same, moved liquidation_price to exchange.exchange class	2022-01-31 12:17:07 -06:00
Sam Germain	7f4894d68e	okex.liquidation_price formula update	2022-01-31 12:17:07 -06:00
Sam Germain	fe037aa971	exchange.liquidation_price combined position and position_assets	2022-01-31 12:17:07 -06:00
Sam Germain	0b5c2e97b3	exchange._get_maintenance_ratio_and_amount	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	1f8111d1c6	exchange.get_max_leverage pair is required	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	bb2b2211d0	exchange.fill_leverage_brackets/get_maintenance_ratio_and_amt docstring and type specification	2022-01-31 12:16:43 -06:00
Sam Germain	b4a0611afc	exchange.get_liquidation_price removed irrelevant comment	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	2d545a2def	fixed breaking tests for liquidation price	2022-01-31 12:15:54 -06:00
Sam Germain	69a6223ca0	implemented binance.get_maintenance_ratio_and_amt	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	eee7271ab8	Added live isolated-liq get	2022-01-31 12:15:54 -06:00
Sam Germain	29c5dfd4ca	Removed unnecessary CCXT market checks	2022-01-31 02:40:10 -06:00
Matthias	463714832d	Merge branch 'develop' into feat/short	2022-01-29 14:19:30 +01:00
Matthias	fdea4fcb1b	Remove some todo's	2022-01-28 15:52:12 +01:00
Matthias	138e867a68	Filter tickers on stake-currency for kraken	2022-01-28 07:20:47 +01:00
Matthias	108018b30b	Merge pull request #6231 from freqtrade/funding_rate_backtest ... Funding rate backtest	2022-01-27 17:01:28 +01:00
Matthias	f7be93aaa6	leverage limits can be None, so we need to check for that	2022-01-25 06:30:03 +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	c6c97efed3	Remove unused method _get_funding_fee	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	56daafd6b7	Use realistic date for dry-run orders	2022-01-22 16:31:59 +01:00
Matthias	6684bff963	Dry-run orders should have filled set correctly	2022-01-15 15:25:16 +01:00
Matthias	46809f08fe	Merge branch 'develop' into feat/short	2022-01-07 10:13:16 +01:00
Matthias	326e3d1f8e	Selectively convert quote to base volume in volumepairlist	2022-01-06 19:07:43 +01:00
Matthias	431fcdd76f	contractSize is a string comming from ccxt	2022-01-06 13:53:27 +01:00
Matthias	33d95d245e	Fix unbounderror ... closes #6169	2022-01-06 08:48:30 +01:00
Matthias	d8cb61278f	Simplify contract conversion code ... by reusing "get_contract_size"	2022-01-03 18:12:45 +01:00
Matthias	7f88f9bf27	Revert unintended double-call of amount conversion	2022-01-02 13:11:29 +01:00
Sam Germain	14ae327459	grouped contract methods	2022-01-01 14:08:10 -06:00
Sam Germain	3e4912979a	exchange.py: removed get funding rate history	2022-01-01 14:03:26 -06:00
Sam Germain	fcded264e6	removed exchange._get_mark_price_history	2022-01-01 13:53:26 -06:00
Sam Germain	f92d47a16b	exchange._contracts_to_amount and exchange._amount_to_contracts safe checks	2022-01-01 13:52:06 -06:00
Matthias	8da596f66d	Implement PR feedback	2022-01-01 13:52:01 -06:00
Sam Germain	49a6ebb454	exchange class contract methods safe check for symbol	2022-01-01 13:50:50 -06:00
Sam Germain	78d1a267f0	contract-sizes tests	2022-01-01 13:50:50 -06:00
Sam Germain	d0a300a2e1	Added TODOs	2022-01-01 13:50:49 -06:00
Sam Germain	4f6203e45f	Added conversions from contract size to amount for objects returned from api	2022-01-01 13:50:43 -06:00
Sam Germain	e10ceb2362	Amount to precision has _amount_to_contract_size in it	2022-01-01 13:49:09 -06:00
Sam Germain	ee63f12236	Revert "Removed leverage param from get_min_pair_stake_amount" ... This reverts commit 096588550ca1de5e5edf63cf7214af037d7bc93b.	2022-01-01 13:49:09 -06:00
Sam Germain	2df5993812	_contract_size_to_amount only impacts limits.amount and not limits.cost, put _get_stake_amount_considering_leverage back in	2022-01-01 13:49:09 -06:00
Sam Germain	ef6ad0e6d7	Removed leverage param from get_min_pair_stake_amount	2022-01-01 13:49:09 -06:00
Sam Germain	3f75531105	added methods _contract_size_to_amount and _amount_to_contract_size, added _amount_to_contract_size to create_order, added contract_size_to_amount to get_min_leverage	2022-01-01 13:49:09 -06:00
Matthias	ddfbe55e7c	Merge branch 'develop' into feat/short	2022-01-01 19:16:49 +01:00
Matthias	0277d93a64	don't use deprecated asyncio.get_event_loop()	2021-12-31 17:27:42 +01:00
Matthias	39f8c5719b	Fix exception on exchange shutdown	2021-12-31 11:24:56 +01:00
Wade Dyck	60dfadf446	Don't attempt to calculate funding fees when the initial timeframe hasn't been exceeded.	2021-12-27 16:51:47 -07:00
Matthias	2917cc1f2e	Bitpanda's "fetch_my_trades" requires "to" argument ... closes #4938	2021-12-25 14:28:22 +01:00
Matthias	a557451eee	Okex uses 4h mark candle timeframe	2021-12-19 16:47:44 +01:00
Matthias	ddce28c12d	Update data downloading to include funding_fee downloads	2021-12-18 15:32:02 +01:00
Matthias	e729fad99c	Add unknown_fee_rate parameter	2021-12-11 15:26:08 +01:00
Matthias	17bd990053	Update funding_fee freqtradebot test	2021-12-11 09:49:48 +01:00
Matthias	6948414e47	Remove no longer necessary method _get_mark_price_history	2021-12-10 19:54:49 +01:00
Matthias	a87d2d62bb	Remove no longer needed method get_funding_rate_history	2021-12-10 19:52:02 +01:00
Matthias	aabca85a5f	Update _calculate_funding_fees to reuse existing async infrastructure	2021-12-10 19:50:58 +01:00
Matthias	35f9549e98	Expose drop_incomplete from refresh_latest_ohlcv	2021-12-10 07:36:25 +01:00
Matthias	9b9d61c6d6	Remove SPOT_ candletype	2021-12-08 14:38:09 +01:00
Matthias	a80c3f6a1b	Use exchange-dependant timeframe/candletype to get mark/index candles	2021-12-05 10:01:44 +01:00
Matthias	5b779fd68b	Update missing candle_type params	2021-12-03 16:44:05 +01:00
Matthias	bead867940	Improve some typehints	2021-12-03 15:08:00 +01:00
Matthias	69f371bf63	Update download-data to download necessary data for futures	2021-12-03 14:43:49 +01:00
Matthias	2f17fa2765	Update more to use candleType	2021-12-03 14:15:35 +01:00
Matthias	fae7167bf3	Merge branch 'feat/short' into pr/samgermain/5780	2021-12-02 20:25:30 +01:00
Matthias	fb1599d21b	Merge branch 'develop' into feat/short	2021-12-02 20:20:35 +01:00
Matthias	d3ad4fb52e	Don't crash dry-run if orderbook side is empty ... closes #6018	2021-12-02 19:17:47 +01:00
Matthias	f4d0abc51a	Merge branch 'feat/short' into pr/samgermain/5780	2021-12-02 07:09:37 +01:00
Matthias	67f3570bf3	Merge branch 'develop' into feat/short	2021-12-01 07:21:36 +01:00
Matthias	f0abe218a2	Batch ohlcv requests to not overwelm ccxt's async throttler ... closes #6003	2021-11-30 07:10:12 +01:00
Matthias	231b1e2f57	Improve Async error message content	2021-11-30 07:10:12 +01:00
Matthias	409a801763	Fix caching problem in refresh_ohlcv ... closes #5978	2021-11-27 19:31:39 +01:00
Matthias	107e124f60	Fix bug in exchange causing candles not to download	2021-11-27 17:00:06 +01:00
Sam Germain	8761649fd7	Added candle_type in doc strings	2021-11-27 02:55:42 -06:00
Matthias	51e54a666c	Merge branch 'feat/short' into pr/samgermain/5780	2021-11-23 19:01:07 +01:00
Matthias	db16098981	Fix Tests	2021-11-23 17:43:37 +01:00
Sam Germain	70751b942c	market_is_future fix	2021-11-23 01:50:23 -06:00
Sam Germain	920151934a	Added candle_type to a lot of methods, wrote some tests	2021-11-21 17:48:14 -06:00
Sam Germain	e2f98a8dab	replaced candle_type: Optional[str] = '' with candle_type: str = ''	2021-11-21 17:48:14 -06:00
Sam Germain	12060a2d2c	fixed error with fetch_ohlcv candndle_type	2021-11-21 17:48:14 -06:00
Sam Germain	a657707ca3	Added timedelta to exchange	2021-11-21 17:48:14 -06:00
Sam Germain	3d95533bf9	Removed candletype from converter methods	2021-11-21 17:48:14 -06:00
Sam Germain	ee2ad8ca97	updated historic data filenames to include the candle type	2021-11-21 17:48:14 -06:00
Sam Germain	c8162479d6	Added price as param to fetch_ohlcv	2021-11-21 17:48:14 -06:00