Merge 5ec04d168e into f50a633f87

Update pre-commit hooks

.pre-commit-config.yaml

@@ -31,7 +31,7 @@ repos:
 
   - repo: https://github.com/charliermarsh/ruff-pre-commit
     # Ruff version.
-    rev: 'v0.6.4'
+    rev: 'v0.6.5'
     hooks:
       - id: ruff
       - id: ruff-format

docs/trade-object.md

@@ -130,20 +130,20 @@ Most properties here can be None as they are dependent on the exchange response.
 
 |  Attribute | DataType | Description |
 |------------|-------------|-------------|
-`trade` | Trade | Trade object this order is attached to
-`ft_pair` | string | Pair this order is for
-`ft_is_open` | boolean | is the order filled?
-`order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss
-`status` | string | Status as defined by ccxt. Usually open, closed, expired or canceled
-`side` | string | Buy or Sell
-`price` | float | Price the order was placed at
-`average` | float | Average price the order filled at
-`amount` | float | Amount in base currency
-`filled` | float | Filled amount (in base currency)
-`remaining` | float | Remaining amount
-`cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures, may contain the cost with or without leverage and may be in contracts.*)
-`stake_amount` | float | Stake amount used for this order. *Added in 2023.7.*
-`order_date` | datetime | Order creation date **use `order_date_utc` instead**
-`order_date_utc` | datetime | Order creation date (in UTC)
-`order_fill_date` | datetime |  Order fill date **use `order_fill_utc` instead**
-`order_fill_date_utc` | datetime | Order fill date
+| `trade` | Trade | Trade object this order is attached to |
+| `ft_pair` | string | Pair this order is for |
+| `ft_is_open` | boolean | is the order filled? |
+| `order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss |
+| `status` | string | Status as defined by ccxt. Usually open, closed, expired or canceled |
+| `side` | string | Buy or Sell |
+| `price` | float | Price the order was placed at |
+| `average` | float | Average price the order filled at |
+| `amount` | float | Amount in base currency |
+| `filled` | float | Filled amount (in base currency) |
+| `remaining` | float | Remaining amount |
+| `cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures, may contain the cost with or without leverage and may be in contracts.*) |
+| `stake_amount` | float | Stake amount used for this order. *Added in 2023.7.* |
+| `order_date` | datetime | Order creation date **use `order_date_utc` instead** |
+| `order_date_utc` | datetime | Order creation date (in UTC) |
+| `order_fill_date` | datetime |  Order fill date **use `order_fill_utc` instead** |
+| `order_fill_date_utc` | datetime | Order fill date |

freqtrade/exchange/binance.py

@@ -6,6 +6,8 @@ from pathlib import Path
 from typing import Dict, List, Optional, Tuple
 
 import ccxt
+from cachetools import TTLCache, cached
+from threading import Lock
 
 from freqtrade.enums import CandleType, MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
@@ -53,6 +55,11 @@ class Binance(Exchange):
         (TradingMode.FUTURES, MarginMode.ISOLATED)
     ]
 
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)
+        self._spot_delist_schedule_cache: TTLCache = TTLCache(maxsize=100, ttl=300)
+        self._spot_delist_schedule_cache_lock = Lock()
+
     def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Tickers:
         tickers = super().get_tickers(symbols=symbols, cached=cached)
         if self.trading_mode == TradingMode.FUTURES:
@@ -214,3 +221,58 @@ class Binance(Exchange):
                 return self.get_leverage_tiers()
         else:
             return {}
+
+
+
+    @retrier
+    @cached(cache=TTLCache(maxsize=100, ttl=10), lock=Lock())
+    def get_deslist_schedule(self):
+        try:
+
+            delist_schedule = self._api.sapi_get_spot_delist_schedule()
+
+            return delist_schedule
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get delist schedule {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    def get_spot_pair_delist_time(self, pair, refresh: bool = True) -> int | None:
+        """
+        Get the delisting time for a pair if it will be delisted
+        :param pair: Pair to get the delisting time for
+        :param refresh: true if you need fresh data
+        :return: int: delisting time None if not delisting
+        """
+
+        if not pair:
+            return
+
+        cache = self._spot_delist_schedule_cache
+        lock = self._spot_delist_schedule_cache_lock
+
+        schedule_pair = pair.replace('/', '')
+
+        if not refresh:
+            with lock:
+                delist_time = cache[f"{schedule_pair}"]
+
+                if delist_time:
+                    return delist_time
+
+        delist_schedule = self.get_deslist_schedule()
+
+        if delist_schedule is None:
+            return None
+
+        with lock:
+            for schedule in delist_schedule:
+                for symbol in schedule['symbols']:
+                    cache[f"{symbol}"] = int(schedule['delistTime'])
+
+
+        with lock:
+            return cache.get(f"{schedule_pair}")

freqtrade/freqtradebot.py

@@ -62,7 +62,7 @@ from freqtrade.rpc.rpc_types import (
 )
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from freqtrade.util import MeasureTime
+from freqtrade.util import FtPrecise, MeasureTime
 from freqtrade.util.migrations.binance_mig import migrate_binance_futures_names
 from freqtrade.wallets import Wallets
 
@@ -784,7 +784,14 @@ class FreqtradeBot(LoggingMixin):
         if stake_amount is not None and stake_amount < 0.0:
             # We should decrease our position
             amount = self.exchange.amount_to_contract_precision(
-                trade.pair, abs(float(stake_amount * trade.amount / trade.stake_amount))
+                trade.pair,
+                abs(
+                    float(
+                        FtPrecise(stake_amount)
+                        * FtPrecise(trade.amount)
+                        / FtPrecise(trade.stake_amount)
+                    )
+                ),
             )
 
             if amount == 0.0:

tests/exchange/test_binance.py

@@ -723,3 +723,16 @@ def test_get_maintenance_ratio_and_amt_binance(
     exchange._leverage_tiers = leverage_tiers
     (result_ratio, result_amt) = exchange.get_maintenance_ratio_and_amt(pair, notional_value)
     assert (round(result_ratio, 8), round(result_amt, 8)) == (mm_ratio, amt)
+
+
+def test_get_spot_delist_schedule(mocker, default_conf) -> None:
+    exchange = get_patched_exchange(mocker, default_conf, id='binance')
+    return_value = [{
+        'delistTime': '1712113200000',
+        'symbols':  ['DREPBTC', 'DREPUSDT', 'MOBBTC', 'MOBUSDT', 'PNTUSDT']
+    }]
+
+    exchange._api.sapi_get_spot_delist_schedule =  MagicMock(return_value=return_value)
+
+    assert exchange.get_spot_pair_delist_time('DREP/USDT') == 1712113200000
+    assert exchange.get_spot_pair_delist_time('BTC/USDT') is None