diff --git a/.github/dependabot.yml b/.github/dependabot.yml index dfbc0cee7..8c9a3f936 100644 --- a/.github/dependabot.yml +++ b/.github/dependabot.yml @@ -10,8 +10,17 @@ updates: directory: "/" schedule: interval: weekly + time: "03:00" + timezone: "Etc/UTC" open-pull-requests-limit: 15 target-branch: develop + groups: + types: + patterns: + - "types-*" + pytest: + patterns: + - "pytest*" - package-ecosystem: "github-actions" directory: "/" diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index a8a261d0e..a268acf80 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -124,8 +124,11 @@ jobs: runs-on: ${{ matrix.os }} strategy: matrix: - os: [ "macos-latest", "macos-13" ] + os: [ "macos-latest", "macos-13", "macos-14" ] python-version: ["3.9", "3.10", "3.11", "3.12"] + exclude: + - os: "macos-14" + python-version: "3.9" steps: - uses: actions/checkout@v4 @@ -154,7 +157,7 @@ jobs: run: | cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd .. - - name: Installation - macOS + - name: Installation - macOS (Brew) run: | # brew update # TODO: Should be the brew upgrade @@ -177,6 +180,9 @@ jobs: rm /usr/local/bin/python3.12-config || true brew install hdf5 c-blosc libomp + + - name: Installation (python) + run: | python -m pip install --upgrade pip wheel export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH export TA_LIBRARY_PATH=${HOME}/dependencies/lib @@ -325,7 +331,7 @@ jobs: - uses: actions/setup-python@v5 with: python-version: "3.10" - - uses: pre-commit/action@v3.0.0 + - uses: pre-commit/action@v3.0.1 docs-check: runs-on: ubuntu-22.04 @@ -482,12 +488,12 @@ jobs: path: dist - name: Publish to PyPI (Test) - uses: pypa/gh-action-pypi-publish@v1.8.11 + uses: pypa/gh-action-pypi-publish@v1.8.14 with: repository-url: https://test.pypi.org/legacy/ - name: Publish to PyPI - uses: pypa/gh-action-pypi-publish@v1.8.11 + uses: pypa/gh-action-pypi-publish@v1.8.14 deploy-docker: diff --git a/.github/workflows/pre-commit-update.yml b/.github/workflows/pre-commit-update.yml index bd50a9c3c..13188af14 100644 --- a/.github/workflows/pre-commit-update.yml +++ b/.github/workflows/pre-commit-update.yml @@ -30,7 +30,7 @@ jobs: - name: Run pre-commit run: pre-commit run --all-files - - uses: peter-evans/create-pull-request@v5 + - uses: peter-evans/create-pull-request@v6 with: token: ${{ secrets.REPO_SCOPED_TOKEN }} add-paths: .pre-commit-config.yaml diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml index 979fbe083..facc774f3 100644 --- a/.pre-commit-config.yaml +++ b/.pre-commit-config.yaml @@ -16,10 +16,10 @@ repos: additional_dependencies: - types-cachetools==5.3.0.7 - types-filelock==3.2.7 - - types-requests==2.31.0.20240125 + - types-requests==2.31.0.20240311 - types-tabulate==0.9.0.20240106 - - types-python-dateutil==2.8.19.20240106 - - SQLAlchemy==2.0.25 + - types-python-dateutil==2.8.19.20240311 + - SQLAlchemy==2.0.27 # stages: [push] - repo: https://github.com/pycqa/isort @@ -31,7 +31,7 @@ repos: - repo: https://github.com/charliermarsh/ruff-pre-commit # Ruff version. - rev: 'v0.1.15' + rev: 'v0.3.0' hooks: - id: ruff diff --git a/Dockerfile b/Dockerfile index e5a33df87..a1205f219 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,4 +1,4 @@ -FROM python:3.11.7-slim-bookworm as base +FROM python:3.11.8-slim-bookworm as base # Setup env ENV LANG C.UTF-8 diff --git a/docker/Dockerfile.armhf b/docker/Dockerfile.armhf index 4cb8f5fea..1165f305c 100644 --- a/docker/Dockerfile.armhf +++ b/docker/Dockerfile.armhf @@ -1,4 +1,4 @@ -FROM python:3.11.7-slim-bookworm as base +FROM python:3.11.8-slim-bookworm as base # Setup env ENV LANG C.UTF-8 diff --git a/docs/advanced-backtesting.md b/docs/advanced-backtesting.md index 3926fb5b1..e91842d64 100644 --- a/docs/advanced-backtesting.md +++ b/docs/advanced-backtesting.md @@ -109,12 +109,12 @@ automatically accessible by including them on the indicator-list, and these incl - **open_date :** trade open datetime - **close_date :** trade close datetime - **min_rate :** minimum price seen throughout the position -- **max_rate :** maxiumum price seen throughout the position +- **max_rate :** maximum price seen throughout the position - **open :** signal candle open price - **close :** signal candle close price - **high :** signal candle high price - **low :** signal candle low price -- **volume :** signal candle volumne +- **volume :** signal candle volume - **profit_ratio :** trade profit ratio - **profit_abs :** absolute profit return of the trade diff --git a/docs/configuration.md b/docs/configuration.md index 202fa49bf..2fc54668a 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -14,7 +14,7 @@ You can specify a different configuration file used by the bot with the `-c/--co If you used the [Quick start](docker_quickstart.md#docker-quick-start) method for installing the bot, the installation script should have already created the default configuration file (`config.json`) for you. -If the default configuration file is not created we recommend to use `freqtrade new-config --config config.json` to generate a basic configuration file. +If the default configuration file is not created we recommend to use `freqtrade new-config --config user_data/config.json` to generate a basic configuration file. The Freqtrade configuration file is to be written in JSON format. diff --git a/docs/freqai-parameter-table.md b/docs/freqai-parameter-table.md index 905ea479a..055b7b45d 100644 --- a/docs/freqai-parameter-table.md +++ b/docs/freqai-parameter-table.md @@ -75,7 +75,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the | `rl_config` | A dictionary containing the control parameters for a Reinforcement Learning model.
**Datatype:** Dictionary. | `train_cycles` | Training time steps will be set based on the `train_cycles * number of training data points.
**Datatype:** Integer. | `max_trade_duration_candles`| Guides the agent training to keep trades below desired length. Example usage shown in `prediction_models/ReinforcementLearner.py` within the customizable `calculate_reward()` function.
**Datatype:** int. -| `model_type` | Model string from stable_baselines3 or SBcontrib. Available strings include: `'TRPO', 'ARS', 'RecurrentPPO', 'MaskablePPO', 'PPO', 'A2C', 'DQN'`. User should ensure that `model_training_parameters` match those available to the corresponding stable_baselines3 model by visiting their documentaiton. [PPO doc](https://stable-baselines3.readthedocs.io/en/master/modules/ppo.html) (external website)
**Datatype:** string. +| `model_type` | Model string from stable_baselines3 or SBcontrib. Available strings include: `'TRPO', 'ARS', 'RecurrentPPO', 'MaskablePPO', 'PPO', 'A2C', 'DQN'`. User should ensure that `model_training_parameters` match those available to the corresponding stable_baselines3 model by visiting their documentation. [PPO doc](https://stable-baselines3.readthedocs.io/en/master/modules/ppo.html) (external website)
**Datatype:** string. | `policy_type` | One of the available policy types from stable_baselines3
**Datatype:** string. | `max_training_drawdown_pct` | The maximum drawdown that the agent is allowed to experience during training.
**Datatype:** float.
Default: 0.8 | `cpu_count` | Number of threads/cpus to dedicate to the Reinforcement Learning training process (depending on if `ReinforcementLearning_multiproc` is selected or not). Recommended to leave this untouched, by default, this value is set to the total number of physical cores minus 1.
**Datatype:** int. diff --git a/docs/freqai-reinforcement-learning.md b/docs/freqai-reinforcement-learning.md index c5cda3bc3..3b75e6b71 100644 --- a/docs/freqai-reinforcement-learning.md +++ b/docs/freqai-reinforcement-learning.md @@ -142,7 +142,7 @@ Parameter details can be found [here](freqai-parameter-table.md), but in general As you begin to modify the strategy and the prediction model, you will quickly realize some important differences between the Reinforcement Learner and the Regressors/Classifiers. Firstly, the strategy does not set a target value (no labels!). Instead, you set the `calculate_reward()` function inside the `MyRLEnv` class (see below). A default `calculate_reward()` is provided inside `prediction_models/ReinforcementLearner.py` to demonstrate the necessary building blocks for creating rewards, but this is *not* designed for production. Users *must* create their own custom reinforcement learning model class or use a pre-built one from outside the Freqtrade source code and save it to `user_data/freqaimodels`. It is inside the `calculate_reward()` where creative theories about the market can be expressed. For example, you can reward your agent when it makes a winning trade, and penalize the agent when it makes a losing trade. Or perhaps, you wish to reward the agent for entering trades, and penalize the agent for sitting in trades too long. Below we show examples of how these rewards are all calculated: !!! note "Hint" - The best reward functions are ones that are continuously differentiable, and well scaled. In other words, adding a single large negative penalty to a rare event is not a good idea, and the neural net will not be able to learn that function. Instead, it is better to add a small negative penalty to a common event. This will help the agent learn faster. Not only this, but you can help improve the continuity of your rewards/penalties by having them scale with severity according to some linear/exponential functions. In other words, you'd slowly scale the penalty as the duration of the trade increases. This is better than a single large penalty occuring at a single point in time. + The best reward functions are ones that are continuously differentiable, and well scaled. In other words, adding a single large negative penalty to a rare event is not a good idea, and the neural net will not be able to learn that function. Instead, it is better to add a small negative penalty to a common event. This will help the agent learn faster. Not only this, but you can help improve the continuity of your rewards/penalties by having them scale with severity according to some linear/exponential functions. In other words, you'd slowly scale the penalty as the duration of the trade increases. This is better than a single large penalty occurring at a single point in time. ```python from freqtrade.freqai.prediction_models.ReinforcementLearner import ReinforcementLearner diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md index 9781edf10..960f2d210 100644 --- a/docs/includes/pairlists.md +++ b/docs/includes/pairlists.md @@ -68,7 +68,7 @@ When used in the leading position of the chain of Pairlist Handlers, the `pair_w The `refresh_period` setting allows to define the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes). The pairlist cache (`refresh_period`) on `VolumePairList` is only applicable to generating pairlists. -Filtering instances (not the first position in the list) will not apply any cache and will always use up-to-date data. +Filtering instances (not the first position in the list) will not apply any cache (beyond caching candles for the duration of the candle in advanced mode) and will always use up-to-date data. `VolumePairList` is per default based on the ticker data from exchange, as reported by the ccxt library: @@ -201,7 +201,7 @@ The RemotePairList is defined in the pairlists section of the configuration sett The optional `mode` option specifies if the pairlist should be used as a `blacklist` or as a `whitelist`. The default value is "whitelist". -The optional `processing_mode` option in the RemotePairList configuration determines how the retrieved pairlist is processed. It can have two values: "filter" or "append". +The optional `processing_mode` option in the RemotePairList configuration determines how the retrieved pairlist is processed. It can have two values: "filter" or "append". The default value is "filter". In "filter" mode, the retrieved pairlist is used as a filter. Only the pairs present in both the original pairlist and the retrieved pairlist are included in the final pairlist. Other pairs are filtered out. @@ -450,6 +450,8 @@ If the trading range over the last 10 days is <1% or >99%, remove the pair from ] ``` +Adding `"sort_direction": "asc"` or `"sort_direction": "desc"` enables sorting for this pairlist. + !!! Tip This Filter can be used to automatically remove stable coin pairs, which have a very low trading range, and are therefore extremely difficult to trade with profit. Additionally, it can also be used to automatically remove pairs with extreme high/low variance over a given amount of time. @@ -460,7 +462,7 @@ Volatility is the degree of historical variation of a pairs over time, it is mea This filter removes pairs if the average volatility over a `lookback_days` days is below `min_volatility` or above `max_volatility`. Since this is a filter that requires additional data, the results are cached for `refresh_period`. -This filter can be used to narrow down your pairs to a certain volatility or avoid very volatile pairs. +This filter can be used to narrow down your pairs to a certain volatility or avoid very volatile pairs. In the below example: If the volatility over the last 10 days is not in the range of 0.05-0.50, remove the pair from the whitelist. The filter is applied every 24h. @@ -477,6 +479,8 @@ If the volatility over the last 10 days is not in the range of 0.05-0.50, remove ] ``` +Adding `"sort_direction": "asc"` or `"sort_direction": "desc"` enables sorting mode for this pairlist. + ### Full example of Pairlist Handlers The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#pricefilter), filtering all assets where 1 price unit is > 1%. Then the [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) is applied and pairs are finally shuffled with the random seed set to some predefined value. diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index d6d2c29cc..33d58fdbb 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,6 +1,6 @@ markdown==3.5.2 mkdocs==1.5.3 -mkdocs-material==9.5.6 +mkdocs-material==9.5.13 mdx_truly_sane_lists==1.3 -pymdown-extensions==10.7 +pymdown-extensions==10.7.1 jinja2==3.1.3 diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md index 67c081d4c..a0c5c8da1 100644 --- a/docs/sql_cheatsheet.md +++ b/docs/sql_cheatsheet.md @@ -109,7 +109,7 @@ Freqtrade does not depend or install any additional database driver. Please refe The following systems have been tested and are known to work with freqtrade: * sqlite (default) -* PostgreSQL) +* PostgreSQL * MariaDB !!! Warning diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index 2749d1281..debd5bc1b 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -11,34 +11,129 @@ The call sequence of the methods described here is covered under [bot execution !!! Tip Start off with a strategy template containing all available callback methods by running `freqtrade new-strategy --strategy MyAwesomeStrategy --template advanced` -## Storing information +## Storing information (Persistent) -Storing information can be accomplished by creating a new dictionary within the strategy class. +Freqtrade allows storing/retrieving user custom information associated with a specific trade in the database. -The name of the variable can be chosen at will, but should be prefixed with `custom_` to avoid naming collisions with predefined strategy variables. +Using a trade object, information can be stored using `trade.set_custom_data(key='my_key', value=my_value)` and retrieved using `trade.get_custom_data(key='my_key')`. Each data entry is associated with a trade and a user supplied key (of type `string`). This means that this can only be used in callbacks that also provide a trade object. + +For the data to be able to be stored within the database, freqtrade must serialized the data. This is done by converting the data to a JSON formatted string. +Freqtrade will attempt to reverse this action on retrieval, so from a strategy perspective, this should not be relevant. ```python +from freqtrade.persistence import Trade +from datetime import timedelta + class AwesomeStrategy(IStrategy): - # Create custom dictionary - custom_info = {} - def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - # Check if the entry already exists - if not metadata["pair"] in self.custom_info: - # Create empty entry for this pair - self.custom_info[metadata["pair"]] = {} + def bot_loop_start(self, **kwargs) -> None: + for trade in Trade.get_open_order_trades(): + fills = trade.select_filled_orders(trade.entry_side) + if trade.pair == 'ETH/USDT': + trade_entry_type = trade.get_custom_data(key='entry_type') + if trade_entry_type is None: + trade_entry_type = 'breakout' if 'entry_1' in trade.enter_tag else 'dip' + elif fills > 1: + trade_entry_type = 'buy_up' + trade.set_custom_data(key='entry_type', value=trade_entry_type) + return super().bot_loop_start(**kwargs) - if "crosstime" in self.custom_info[metadata["pair"]]: - self.custom_info[metadata["pair"]]["crosstime"] += 1 - else: - self.custom_info[metadata["pair"]]["crosstime"] = 1 + def adjust_entry_price(self, trade: Trade, order: Optional[Order], pair: str, + current_time: datetime, proposed_rate: float, current_order_rate: float, + entry_tag: Optional[str], side: str, **kwargs) -> float: + # Limit orders to use and follow SMA200 as price target for the first 10 minutes since entry trigger for BTC/USDT pair. + if ( + pair == 'BTC/USDT' + and entry_tag == 'long_sma200' + and side == 'long' + and (current_time - timedelta(minutes=10)) > trade.open_date_utc + and order.filled == 0.0 + ): + dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe) + current_candle = dataframe.iloc[-1].squeeze() + # store information about entry adjustment + existing_count = trade.get_custom_data('num_entry_adjustments', default=0) + if not existing_count: + existing_count = 1 + else: + existing_count += 1 + trade.set_custom_data(key='num_entry_adjustments', value=existing_count) + + # adjust order price + return current_candle['sma_200'] + + # default: maintain existing order + return current_order_rate + + def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs): + + entry_adjustment_count = trade.get_custom_data(key='num_entry_adjustments') + trade_entry_type = trade.get_custom_data(key='entry_type') + if entry_adjustment_count is None: + if current_profit > 0.01 and (current_time - timedelta(minutes=100) > trade.open_date_utc): + return True, 'exit_1' + else + if entry_adjustment_count > 0 and if current_profit > 0.05: + return True, 'exit_2' + if trade_entry_type == 'breakout' and current_profit > 0.1: + return True, 'exit_3 + + return False, None ``` -!!! Warning - The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash. +The above is a simple example - there are simpler ways to retrieve trade data like entry-adjustments. !!! Note - If the data is pair-specific, make sure to use pair as one of the keys in the dictionary. + It is recommended that simple data types are used `[bool, int, float, str]` to ensure no issues when serializing the data that needs to be stored. + Storing big junks of data may lead to unintended side-effects, like a database becoming big (and as a consequence, also slow). + +!!! Warning "Non-serializable data" + If supplied data cannot be serialized a warning is logged and the entry for the specified `key` will contain `None` as data. + +??? Note "All attributes" + custom-data has the following accessors through the Trade object (assumed as `trade` below): + + * `trade.get_custom_data(key='something', default=0)` - Returns the actual value given in the type provided. + * `trade.get_custom_data_entry(key='something')` - Returns the entry - including metadata. The value is accessible via `.value` property. + * `trade.set_custom_data(key='something', value={'some': 'value'})` - set or update the corresponding key for this trade. Value must be serializable - and we recommend to keep the stored data relatively small. + + "value" can be any type (both in setting and receiving) - but must be json serializable. + +## Storing information (Non-Persistent) + +!!! Warning "Deprecated" + This method of storing information is deprecated and we do advise against using non-persistent storage. + Please use [Persistent Storage](#storing-information-persistent) instead. + + It's content has therefore been collapsed. + +??? Abstract "Storing information" + Storing information can be accomplished by creating a new dictionary within the strategy class. + + The name of the variable can be chosen at will, but should be prefixed with `custom_` to avoid naming collisions with predefined strategy variables. + + ```python + class AwesomeStrategy(IStrategy): + # Create custom dictionary + custom_info = {} + + def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: + # Check if the entry already exists + if not metadata["pair"] in self.custom_info: + # Create empty entry for this pair + self.custom_info[metadata["pair"]] = {} + + if "crosstime" in self.custom_info[metadata["pair"]]: + self.custom_info[metadata["pair"]]["crosstime"] += 1 + else: + self.custom_info[metadata["pair"]]["crosstime"] = 1 + ``` + + !!! Warning + The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash. + + !!! Note + If the data is pair-specific, make sure to use pair as one of the keys in the dictionary. ## Dataframe access diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index 7242e9c90..2f04e906e 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -767,6 +767,7 @@ This callback is **not** called when there is an open order (either buy or sell) `adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible. Position adjustments will always be applied in the direction of the trade, so a positive value will always increase your position (negative values will decrease your position), no matter if it's a long or short trade. +Adjustment orders can be assigned with a tag by returning a 2 element Tuple, with the first element being the adjustment amount, and the 2nd element the tag (e.g. `return 250, 'increase_favorable_conditions'`). Modifications to leverage are not possible, and the stake-amount returned is assumed to be before applying leverage. @@ -790,7 +791,7 @@ Returning a value more than the above (so remaining stake_amount would become ne If you wish to buy additional orders with DCA, then make sure to leave enough funds in the wallet for that. Using 'unlimited' stake amount with DCA orders requires you to also implement the `custom_stake_amount()` callback to avoid allocating all funds to the initial order. -!!! Warning +!!! Warning "Stoploss calculation" Stoploss is still calculated from the initial opening price, not averaged price. Regular stoploss rules still apply (cannot move down). @@ -800,6 +801,11 @@ Returning a value more than the above (so remaining stake_amount would become ne During backtesting this callback is called for each candle in `timeframe` or `timeframe_detail`, so run-time performance will be affected. This can also cause deviating results between live and backtesting, since backtesting can adjust the trade only once per candle, whereas live could adjust the trade multiple times per candle. +!!! Warning "Performance with many position adjustments" + Position adjustments can be a good approach to increase a strategy's output - but it can also have drawbacks if using this feature extensively. + Each of the orders will be attached to the trade object for the duration of the trade - hence increasing memory usage. + Trades with long duration and 10s or even 100ds of position adjustments are therefore not recommended, and should be closed at regular intervals to not affect performance. + ``` python from freqtrade.persistence import Trade @@ -833,7 +839,8 @@ class DigDeeperStrategy(IStrategy): min_stake: Optional[float], max_stake: float, current_entry_rate: float, current_exit_rate: float, current_entry_profit: float, current_exit_profit: float, - **kwargs) -> Optional[float]: + **kwargs + ) -> Union[Optional[float], Tuple[Optional[float], Optional[str]]]: """ Custom trade adjustment logic, returning the stake amount that a trade should be increased or decreased. @@ -859,11 +866,12 @@ class DigDeeperStrategy(IStrategy): :return float: Stake amount to adjust your trade, Positive values to increase position, Negative values to decrease position. Return None for no action. + Optionally, return a tuple with a 2nd element with an order reason """ if current_profit > 0.05 and trade.nr_of_successful_exits == 0: # Take half of the profit at +5% - return -(trade.stake_amount / 2) + return -(trade.stake_amount / 2), 'half_profit_5%' if current_profit > -0.05: return None @@ -891,7 +899,7 @@ class DigDeeperStrategy(IStrategy): stake_amount = filled_entries[0].stake_amount # This then calculates current safety order size stake_amount = stake_amount * (1 + (count_of_entries * 0.25)) - return stake_amount + return stake_amount, '1/3rd_increase' except Exception as exception: return None diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md index 846c53238..22828b899 100644 --- a/docs/strategy_analysis_example.md +++ b/docs/strategy_analysis_example.md @@ -19,7 +19,7 @@ from pathlib import Path project_root = "somedir/freqtrade" i=0 try: - os.chdirdir(project_root) + os.chdir(project_root) assert Path('LICENSE').is_file() except: while i<4 and (not Path('LICENSE').is_file()): diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index e4dc02c76..f878fc2b3 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -59,7 +59,7 @@ For the Freqtrade configuration, you can then use the the full value (including "chat_id": "-1001332619709" ``` !!! Warning "Using telegram groups" - When using telegram groups, you're giving every member of the telegram group access to your freqtrade bot and to all commands possible via telegram. Please make sure that you can trust everyone in the telegram group to avoid unpleasent surprises. + When using telegram groups, you're giving every member of the telegram group access to your freqtrade bot and to all commands possible via telegram. Please make sure that you can trust everyone in the telegram group to avoid unpleasant surprises. ## Control telegram noise @@ -181,6 +181,7 @@ official commands. You can ask at any moment for help with `/help`. | `/locks` | Show currently locked pairs. | `/unlock ` | Remove the lock for this pair (or for this lock id). | `/marketdir [long | short | even | none]` | Updates the user managed variable that represents the current market direction. If no direction is provided, the currently set direction will be displayed. +| `/list_custom_data [key]` | List custom_data for Trade ID & Key combination. If no Key is supplied it will list all key-value pairs found for that Trade ID. | **Modify Trade states** | | `/forceexit | /fx ` | Instantly exits the given trade (Ignoring `minimum_roi`). | `/forceexit all | /fx all` | Instantly exits all open trades (Ignoring `minimum_roi`). diff --git a/docs/updating.md b/docs/updating.md index 1e5dc8ffe..5841d205a 100644 --- a/docs/updating.md +++ b/docs/updating.md @@ -6,7 +6,7 @@ To update your freqtrade installation, please use one of the below methods, corr Breaking changes / changed behavior will be documented in the changelog that is posted alongside every release. For the develop branch, please follow PR's to avoid being surprised by changes. -## docker +## Docker !!! Note "Legacy installations using the `master` image" We're switching from master to stable for the release Images - please adjust your docker-file and replace `freqtradeorg/freqtrade:master` with `freqtradeorg/freqtrade:stable` diff --git a/docs/utils.md b/docs/utils.md index b4432833d..ea52737d6 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -54,7 +54,7 @@ optional arguments: ### Create config examples ``` -$ freqtrade new-config --config config_binance.json +$ freqtrade new-config --config user_data/config_binance.json ? Do you want to enable Dry-run (simulated trades)? Yes ? Please insert your stake currency: BTC @@ -219,207 +219,49 @@ optional arguments: -a, --all Print all exchanges known to the ccxt library. ``` -* Example: see exchanges available for the bot: +Example: see exchanges available for the bot: + ``` $ freqtrade list-exchanges Exchanges available for Freqtrade: -Exchange name Valid reason ---------------- ------- -------------------------------------------- -aax True -ascendex True missing opt: fetchMyTrades -bequant True -bibox True -bigone True -binance True -binanceus True -bitbank True missing opt: fetchTickers -bitcoincom True -bitfinex True -bitforex True missing opt: fetchMyTrades, fetchTickers -bitget True -bithumb True missing opt: fetchMyTrades -bitkk True missing opt: fetchMyTrades -bitmart True -bitmax True missing opt: fetchMyTrades -bitpanda True -bitvavo True -bitz True missing opt: fetchMyTrades -btcalpha True missing opt: fetchTicker, fetchTickers -btcmarkets True missing opt: fetchTickers -buda True missing opt: fetchMyTrades, fetchTickers -bw True missing opt: fetchMyTrades, fetchL2OrderBook -bybit True -bytetrade True -cdax True -cex True missing opt: fetchMyTrades -coinbaseprime True missing opt: fetchTickers -coinbasepro True missing opt: fetchTickers -coinex True -crex24 True -deribit True -digifinex True -equos True missing opt: fetchTicker, fetchTickers -eterbase True -fcoin True missing opt: fetchMyTrades, fetchTickers -fcoinjp True missing opt: fetchMyTrades, fetchTickers -gateio True -gemini True -gopax True -hbtc True -hitbtc True -huobijp True -huobipro True -idex True -kraken True -kucoin True -lbank True missing opt: fetchMyTrades -mercado True missing opt: fetchTickers -ndax True missing opt: fetchTickers -novadax True -okcoin True -okex True -probit True -qtrade True -stex True -timex True -upbit True missing opt: fetchMyTrades -vcc True -zb True missing opt: fetchMyTrades - +Exchange name Supported Markets Reason +------------------ ----------- ---------------------- ------------------------------------------------------------------------ +binance Official spot, isolated futures +bitmart Official spot +bybit spot, isolated futures +gate Official spot, isolated futures +htx Official spot +huobi spot +kraken Official spot +okx Official spot, isolated futures ``` +!!! info "" + Output reduced for clarity - supported and available exchanges may change over time. + !!! Note "missing opt exchanges" Values with "missing opt:" might need special configuration (e.g. using orderbook if `fetchTickers` is missing) - but should in theory work (although we cannot guarantee they will). -* Example: see all exchanges supported by the ccxt library (including 'bad' ones, i.e. those that are known to not work with Freqtrade): +Example: see all exchanges supported by the ccxt library (including 'bad' ones, i.e. those that are known to not work with Freqtrade) + ``` $ freqtrade list-exchanges -a All exchanges supported by the ccxt library: -Exchange name Valid reason ------------------- ------- --------------------------------------------------------------------------------------- -aax True -aofex False missing: fetchOrder -ascendex True missing opt: fetchMyTrades -bequant True -bibox True -bigone True -binance True -binanceus True -bit2c False missing: fetchOrder, fetchOHLCV -bitbank True missing opt: fetchTickers -bitbay False missing: fetchOrder -bitcoincom True -bitfinex True -bitfinex2 False missing: fetchOrder -bitflyer False missing: fetchOrder, fetchOHLCV -bitforex True missing opt: fetchMyTrades, fetchTickers -bitget True -bithumb True missing opt: fetchMyTrades -bitkk True missing opt: fetchMyTrades -bitmart True -bitmax True missing opt: fetchMyTrades -bitmex False Various reasons. -bitpanda True -bitso False missing: fetchOHLCV -bitstamp True missing opt: fetchTickers -bitstamp1 False missing: fetchOrder, fetchOHLCV -bitvavo True -bitz True missing opt: fetchMyTrades -bl3p False missing: fetchOrder, fetchOHLCV -bleutrade False missing: fetchOrder -braziliex False missing: fetchOHLCV -btcalpha True missing opt: fetchTicker, fetchTickers -btcbox False missing: fetchOHLCV -btcmarkets True missing opt: fetchTickers -btctradeua False missing: fetchOrder, fetchOHLCV -btcturk False missing: fetchOrder -buda True missing opt: fetchMyTrades, fetchTickers -bw True missing opt: fetchMyTrades, fetchL2OrderBook -bybit True -bytetrade True -cdax True -cex True missing opt: fetchMyTrades -chilebit False missing: fetchOrder, fetchOHLCV -coinbase False missing: fetchOrder, cancelOrder, createOrder, fetchOHLCV -coinbaseprime True missing opt: fetchTickers -coinbasepro True missing opt: fetchTickers -coincheck False missing: fetchOrder, fetchOHLCV -coinegg False missing: fetchOHLCV -coinex True -coinfalcon False missing: fetchOHLCV -coinfloor False missing: fetchOrder, fetchOHLCV -coingi False missing: fetchOrder, fetchOHLCV -coinmarketcap False missing: fetchOrder, cancelOrder, createOrder, fetchBalance, fetchOHLCV -coinmate False missing: fetchOHLCV -coinone False missing: fetchOHLCV -coinspot False missing: fetchOrder, cancelOrder, fetchOHLCV -crex24 True -currencycom False missing: fetchOrder -delta False missing: fetchOrder -deribit True -digifinex True -equos True missing opt: fetchTicker, fetchTickers -eterbase True -exmo False missing: fetchOrder -exx False missing: fetchOHLCV -fcoin True missing opt: fetchMyTrades, fetchTickers -fcoinjp True missing opt: fetchMyTrades, fetchTickers -flowbtc False missing: fetchOrder, fetchOHLCV -foxbit False missing: fetchOrder, fetchOHLCV -gateio True -gemini True -gopax True -hbtc True -hitbtc True -hollaex False missing: fetchOrder -huobijp True -huobipro True -idex True -independentreserve False missing: fetchOHLCV -indodax False missing: fetchOHLCV -itbit False missing: fetchOHLCV -kraken True -kucoin True -kuna False missing: fetchOHLCV -lakebtc False missing: fetchOrder, fetchOHLCV -latoken False missing: fetchOrder, fetchOHLCV -lbank True missing opt: fetchMyTrades -liquid False missing: fetchOHLCV -luno False missing: fetchOHLCV -lykke False missing: fetchOHLCV -mercado True missing opt: fetchTickers -mixcoins False missing: fetchOrder, fetchOHLCV -ndax True missing opt: fetchTickers -novadax True -oceanex False missing: fetchOHLCV -okcoin True -okex True -paymium False missing: fetchOrder, fetchOHLCV -phemex False Does not provide history. -poloniex False missing: fetchOrder -probit True -qtrade True -rightbtc False missing: fetchOrder -ripio False missing: fetchOHLCV -southxchange False missing: fetchOrder, fetchOHLCV -stex True -surbitcoin False missing: fetchOrder, fetchOHLCV -therock False missing: fetchOHLCV -tidebit False missing: fetchOrder -tidex False missing: fetchOHLCV -timex True -upbit True missing opt: fetchMyTrades -vbtc False missing: fetchOrder, fetchOHLCV -vcc True -wavesexchange False missing: fetchOrder -whitebit False missing: fetchOrder, cancelOrder, createOrder, fetchBalance -xbtce False missing: fetchOrder, fetchOHLCV -xena False missing: fetchOrder -yobit False missing: fetchOHLCV -zaif False missing: fetchOrder, fetchOHLCV -zb True missing opt: fetchMyTrades +Exchange name Valid Supported Markets Reason +------------------ ------- ----------- ---------------------- --------------------------------------------------------------------------------- +binance True Official spot, isolated futures +bitflyer False spot missing: fetchOrder. missing opt: fetchTickers. +bitmart True Official spot +bybit True spot, isolated futures +gate True Official spot, isolated futures +htx True Official spot +kraken True Official spot +okx True Official spot, isolated futures ``` +!!! info "" + Reduced output - supported and available exchanges may change over time. + ## List Timeframes Use the `list-timeframes` subcommand to see the list of timeframes available for the exchange. @@ -990,11 +832,7 @@ options: -h, --help show this help message and exit --strategy-list STRATEGY_LIST [STRATEGY_LIST ...] Provide a space-separated list of strategies to - backtest. Please note that timeframe needs to be set - either in config or via command line. When using this - together with `--export trades`, the strategy-name is - injected into the filename (so `backtest-data.json` - becomes `backtest-data-SampleStrategy.json` + be converted. Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). diff --git a/docs/webhook-config.md b/docs/webhook-config.md index b4044655c..9125ff361 100644 --- a/docs/webhook-config.md +++ b/docs/webhook-config.md @@ -65,7 +65,7 @@ You can set the POST body format to Form-Encoded (default), JSON-Encoded, or raw The result would be a POST request with e.g. `{"text":"Status: running"}` body and `Content-Type: application/json` header which results `Status: running` message in the Mattermost channel. -When using the Form-Encoded or JSON-Encoded configuration you can configure any number of payload values, and both the key and value will be ouput in the POST request. However, when using the raw data format you can only configure one value and it **must** be named `"data"`. In this instance the data key will not be output in the POST request, only the value. For example: +When using the Form-Encoded or JSON-Encoded configuration you can configure any number of payload values, and both the key and value will be output in the POST request. However, when using the raw data format you can only configure one value and it **must** be named `"data"`. In this instance the data key will not be output in the POST request, only the value. For example: ```json "webhook": { diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index 7c699d643..fa5d9214e 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -1,5 +1,5 @@ """ Freqtrade bot """ -__version__ = '2024.2-dev' +__version__ = '2024.3-dev' if 'dev' in __version__: from pathlib import Path diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index f72164675..191f07910 100755 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -69,7 +69,8 @@ ARGS_CONVERT_DATA_TRADES = ["pairs", "format_from_trades", "format_to", "erase", ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase", "exchange"] ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes", "trading_mode", "candle_types"] -ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "dataformat_trades"] +ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "dataformat_trades", + "trading_mode"] ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs", "trading_mode", "show_timerange"] diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py index 33069885a..b183d403b 100644 --- a/freqtrade/commands/data_commands.py +++ b/freqtrade/commands/data_commands.py @@ -8,9 +8,10 @@ from freqtrade.constants import DATETIME_PRINT_FORMAT, DL_DATA_TIMEFRAMES, Confi from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_format, convert_trades_to_ohlcv) from freqtrade.data.history import download_data_main -from freqtrade.enums import RunMode, TradingMode +from freqtrade.enums import CandleType, RunMode, TradingMode from freqtrade.exceptions import OperationalException from freqtrade.exchange import timeframe_to_minutes +from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist from freqtrade.resolvers import ExchangeResolver from freqtrade.util.migrations import migrate_data @@ -62,13 +63,21 @@ def start_convert_trades(args: Dict[str, Any]) -> None: for timeframe in config['timeframes']: exchange.validate_timeframes(timeframe) + available_pairs = [ + p for p in exchange.get_markets( + tradable_only=True, active_only=not config.get('include_inactive') + ).keys() + ] + + expanded_pairs = dynamic_expand_pairlist(config, available_pairs) # Convert downloaded trade data to different timeframes convert_trades_to_ohlcv( - pairs=config.get('pairs', []), timeframes=config['timeframes'], + pairs=expanded_pairs, timeframes=config['timeframes'], datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')), data_format_ohlcv=config['dataformat_ohlcv'], data_format_trades=config['dataformat_trades'], + candle_type=config.get('candle_type_def', CandleType.SPOT) ) diff --git a/freqtrade/data/converter/trade_converter.py b/freqtrade/data/converter/trade_converter.py index bd4efb77e..682430994 100644 --- a/freqtrade/data/converter/trade_converter.py +++ b/freqtrade/data/converter/trade_converter.py @@ -11,7 +11,7 @@ from pandas import DataFrame, to_datetime from freqtrade.configuration import TimeRange from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TRADES_DTYPES, Config, TradeList) -from freqtrade.enums import CandleType +from freqtrade.enums import CandleType, TradingMode from freqtrade.exceptions import OperationalException @@ -88,10 +88,10 @@ def convert_trades_to_ohlcv( timeframes: List[str], datadir: Path, timerange: TimeRange, - erase: bool = False, - data_format_ohlcv: str = 'feather', - data_format_trades: str = 'feather', - candle_type: CandleType = CandleType.SPOT + erase: bool, + data_format_ohlcv: str, + data_format_trades: str, + candle_type: CandleType, ) -> None: """ Convert stored trades data to ohlcv data @@ -99,14 +99,12 @@ def convert_trades_to_ohlcv( from freqtrade.data.history.idatahandler import get_datahandler data_handler_trades = get_datahandler(datadir, data_format=data_format_trades) data_handler_ohlcv = get_datahandler(datadir, data_format=data_format_ohlcv) - if not pairs: - pairs = data_handler_trades.trades_get_pairs(datadir) logger.info(f"About to convert pairs: '{', '.join(pairs)}', " f"intervals: '{', '.join(timeframes)}' to {datadir}") - + trading_mode = TradingMode.FUTURES if candle_type != CandleType.SPOT else TradingMode.SPOT for pair in pairs: - trades = data_handler_trades.trades_load(pair) + trades = data_handler_trades.trades_load(pair, trading_mode) for timeframe in timeframes: if erase: if data_handler_ohlcv.ohlcv_purge(pair, timeframe, candle_type=candle_type): @@ -116,7 +114,7 @@ def convert_trades_to_ohlcv( # Store ohlcv data_handler_ohlcv.ohlcv_store(pair, timeframe, data=ohlcv, candle_type=candle_type) except ValueError: - logger.exception(f'Could not convert {pair} to OHLCV.') + logger.warning(f'Could not convert {pair} to OHLCV.') def convert_trades_format(config: Config, convert_from: str, convert_to: str, erase: bool): @@ -144,11 +142,12 @@ def convert_trades_format(config: Config, convert_from: str, convert_to: str, er if 'pairs' not in config: config['pairs'] = src.trades_get_pairs(config['datadir']) logger.info(f"Converting trades for {config['pairs']}") - + trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT) for pair in config['pairs']: - data = src.trades_load(pair=pair) + data = src.trades_load(pair, trading_mode) logger.info(f"Converting {len(data)} trades for {pair}") - trg.trades_store(pair, data) + trg.trades_store(pair, data, trading_mode) + if erase and convert_from != convert_to: logger.info(f"Deleting source Trade data for {pair}.") - src.trades_purge(pair=pair) + src.trades_purge(pair, trading_mode) diff --git a/freqtrade/data/converter/trade_converter_kraken.py b/freqtrade/data/converter/trade_converter_kraken.py index 5abebd6a2..80bd917af 100644 --- a/freqtrade/data/converter/trade_converter_kraken.py +++ b/freqtrade/data/converter/trade_converter_kraken.py @@ -7,7 +7,9 @@ from freqtrade.constants import DATETIME_PRINT_FORMAT, DEFAULT_TRADES_COLUMNS, C from freqtrade.data.converter.trade_converter import (trades_convert_types, trades_df_remove_duplicates) from freqtrade.data.history.idatahandler import get_datahandler +from freqtrade.enums import TradingMode from freqtrade.exceptions import OperationalException +from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.resolvers import ExchangeResolver @@ -38,12 +40,22 @@ def import_kraken_trades_from_csv(config: Config, convert_to: str): } logger.info(f"Found csv files for {', '.join(data_symbols)}.") + if pairs_raw := config.get('pairs'): + pairs = expand_pairlist(pairs_raw, [m[0] for m in markets]) + markets = {m for m in markets if m[0] in pairs} + if not markets: + logger.info(f"No data found for pairs {', '.join(pairs_raw)}.") + return + logger.info(f"Converting pairs: {', '.join(m[0] for m in markets)}.") + for pair, name in markets: + logger.debug(f"Converting pair {pair}, files */{name}.csv") dfs = [] # Load and combine all csv files for this pair for f in tradesdir.rglob(f"{name}.csv"): df = pd.read_csv(f, names=KRAKEN_CSV_TRADE_COLUMNS) - dfs.append(df) + if not df.empty: + dfs.append(df) # Load existing trades data if not dfs: @@ -52,19 +64,20 @@ def import_kraken_trades_from_csv(config: Config, convert_to: str): continue trades = pd.concat(dfs, ignore_index=True) + del dfs trades.loc[:, 'timestamp'] = trades['timestamp'] * 1e3 trades.loc[:, 'cost'] = trades['price'] * trades['amount'] for col in DEFAULT_TRADES_COLUMNS: if col not in trades.columns: - trades[col] = '' - + trades.loc[:, col] = '' trades = trades[DEFAULT_TRADES_COLUMNS] trades = trades_convert_types(trades) trades_df = trades_df_remove_duplicates(trades) + del trades logger.info(f"{pair}: {len(trades_df)} trades, from " f"{trades_df['date'].min():{DATETIME_PRINT_FORMAT}} to " f"{trades_df['date'].max():{DATETIME_PRINT_FORMAT}}") - data_handler.trades_store(pair, trades_df) + data_handler.trades_store(pair, trades_df, TradingMode.SPOT) diff --git a/freqtrade/data/history/featherdatahandler.py b/freqtrade/data/history/featherdatahandler.py index 44d337836..6d57dbed7 100644 --- a/freqtrade/data/history/featherdatahandler.py +++ b/freqtrade/data/history/featherdatahandler.py @@ -5,7 +5,7 @@ from pandas import DataFrame, read_feather, to_datetime from freqtrade.configuration import TimeRange from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS -from freqtrade.enums import CandleType +from freqtrade.enums import CandleType, TradingMode from .idatahandler import IDataHandler @@ -82,14 +82,15 @@ class FeatherDataHandler(IDataHandler): """ raise NotImplementedError() - def _trades_store(self, pair: str, data: DataFrame) -> None: + def _trades_store(self, pair: str, data: DataFrame, trading_mode: TradingMode) -> None: """ Store trades data (list of Dicts) to file :param pair: Pair - used for filename :param data: Dataframe containing trades column sequence as in DEFAULT_TRADES_COLUMNS + :param trading_mode: Trading mode to use (used to determine the filename) """ - filename = self._pair_trades_filename(self._datadir, pair) + filename = self._pair_trades_filename(self._datadir, pair, trading_mode) self.create_dir_if_needed(filename) data.reset_index(drop=True).to_feather(filename, compression_level=9, compression='lz4') @@ -102,15 +103,18 @@ class FeatherDataHandler(IDataHandler): """ raise NotImplementedError() - def _trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> DataFrame: + def _trades_load( + self, pair: str, trading_mode: TradingMode, timerange: Optional[TimeRange] = None + ) -> DataFrame: """ Load a pair from file, either .json.gz or .json # TODO: respect timerange ... :param pair: Load trades for this pair + :param trading_mode: Trading mode to use (used to determine the filename) :param timerange: Timerange to load trades for - currently not implemented :return: Dataframe containing trades """ - filename = self._pair_trades_filename(self._datadir, pair) + filename = self._pair_trades_filename(self._datadir, pair, trading_mode) if not filename.exists(): return DataFrame(columns=DEFAULT_TRADES_COLUMNS) diff --git a/freqtrade/data/history/hdf5datahandler.py b/freqtrade/data/history/hdf5datahandler.py index d22fd9e31..cb2cdd884 100644 --- a/freqtrade/data/history/hdf5datahandler.py +++ b/freqtrade/data/history/hdf5datahandler.py @@ -6,7 +6,7 @@ import pandas as pd from freqtrade.configuration import TimeRange from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS -from freqtrade.enums import CandleType +from freqtrade.enums import CandleType, TradingMode from .idatahandler import IDataHandler @@ -35,7 +35,7 @@ class HDF5DataHandler(IDataHandler): self.create_dir_if_needed(filename) _data.loc[:, self._columns].to_hdf( - filename, key, mode='a', complevel=9, complib='blosc', + filename, key=key, mode='a', complevel=9, complib='blosc', format='table', data_columns=['date'] ) @@ -100,17 +100,18 @@ class HDF5DataHandler(IDataHandler): """ raise NotImplementedError() - def _trades_store(self, pair: str, data: pd.DataFrame) -> None: + def _trades_store(self, pair: str, data: pd.DataFrame, trading_mode: TradingMode) -> None: """ Store trades data (list of Dicts) to file :param pair: Pair - used for filename :param data: Dataframe containing trades column sequence as in DEFAULT_TRADES_COLUMNS + :param trading_mode: Trading mode to use (used to determine the filename) """ key = self._pair_trades_key(pair) data.to_hdf( - self._pair_trades_filename(self._datadir, pair), key, + self._pair_trades_filename(self._datadir, pair, trading_mode), key=key, mode='a', complevel=9, complib='blosc', format='table', data_columns=['timestamp'] ) @@ -124,15 +125,18 @@ class HDF5DataHandler(IDataHandler): """ raise NotImplementedError() - def _trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> pd.DataFrame: + def _trades_load( + self, pair: str, trading_mode: TradingMode, timerange: Optional[TimeRange] = None + ) -> pd.DataFrame: """ Load a pair from h5 file. :param pair: Load trades for this pair + :param trading_mode: Trading mode to use (used to determine the filename) :param timerange: Timerange to load trades for - currently not implemented :return: Dataframe containing trades """ key = self._pair_trades_key(pair) - filename = self._pair_trades_filename(self._datadir, pair) + filename = self._pair_trades_filename(self._datadir, pair, trading_mode) if not filename.exists(): return pd.DataFrame(columns=DEFAULT_TRADES_COLUMNS) diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py index ff6c2561d..208859cd3 100644 --- a/freqtrade/data/history/history_utils.py +++ b/freqtrade/data/history/history_utils.py @@ -13,7 +13,7 @@ from freqtrade.data.converter import (clean_ohlcv_dataframe, convert_trades_to_o ohlcv_to_dataframe, trades_df_remove_duplicates, trades_list_to_df) from freqtrade.data.history.idatahandler import IDataHandler, get_datahandler -from freqtrade.enums import CandleType +from freqtrade.enums import CandleType, TradingMode from freqtrade.exceptions import OperationalException from freqtrade.exchange import Exchange from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist @@ -333,7 +333,8 @@ def _download_trades_history(exchange: Exchange, pair: str, *, new_pairs_days: int = 30, timerange: Optional[TimeRange] = None, - data_handler: IDataHandler + data_handler: IDataHandler, + trading_mode: TradingMode, ) -> bool: """ Download trade history from the exchange. @@ -349,7 +350,7 @@ def _download_trades_history(exchange: Exchange, if timerange.stoptype == 'date': until = timerange.stopts * 1000 - trades = data_handler.trades_load(pair) + trades = data_handler.trades_load(pair, trading_mode) # TradesList columns are defined in constants.DEFAULT_TRADES_COLUMNS # DEFAULT_TRADES_COLUMNS: 0 -> timestamp @@ -388,7 +389,7 @@ def _download_trades_history(exchange: Exchange, trades = concat([trades, new_trades_df], axis=0) # Remove duplicates to make sure we're not storing data we don't need trades = trades_df_remove_duplicates(trades) - data_handler.trades_store(pair, data=trades) + data_handler.trades_store(pair, trades, trading_mode) logger.debug("New Start: %s", 'None' if trades.empty else f"{trades.iloc[0]['date']:{DATETIME_PRINT_FORMAT}}") @@ -405,8 +406,10 @@ def _download_trades_history(exchange: Exchange, def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir: Path, - timerange: TimeRange, new_pairs_days: int = 30, - erase: bool = False, data_format: str = 'feather') -> List[str]: + timerange: TimeRange, trading_mode: TradingMode, + new_pairs_days: int = 30, + erase: bool = False, data_format: str = 'feather', + ) -> List[str]: """ Refresh stored trades data for backtesting and hyperopt operations. Used by freqtrade download-data subcommand. @@ -421,7 +424,7 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir: continue if erase: - if data_handler.trades_purge(pair): + if data_handler.trades_purge(pair, trading_mode): logger.info(f'Deleting existing data for pair {pair}.') logger.info(f'Downloading trades for pair {pair}.') @@ -429,7 +432,8 @@ def refresh_backtest_trades_data(exchange: Exchange, pairs: List[str], datadir: pair=pair, new_pairs_days=new_pairs_days, timerange=timerange, - data_handler=data_handler) + data_handler=data_handler, + trading_mode=trading_mode) return pairs_not_available @@ -516,12 +520,12 @@ def download_data_main(config: Config) -> None: # Start downloading try: if config.get('download_trades'): - if config.get('trading_mode') == 'futures': - raise OperationalException("Trade download not supported for futures.") pairs_not_available = refresh_backtest_trades_data( exchange, pairs=expanded_pairs, datadir=config['datadir'], timerange=timerange, new_pairs_days=config['new_pairs_days'], - erase=bool(config.get('erase')), data_format=config['dataformat_trades']) + erase=bool(config.get('erase')), data_format=config['dataformat_trades'], + trading_mode=config.get('trading_mode', TradingMode.SPOT), + ) # Convert downloaded trade data to different timeframes convert_trades_to_ohlcv( @@ -529,6 +533,7 @@ def download_data_main(config: Config) -> None: datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')), data_format_ohlcv=config['dataformat_ohlcv'], data_format_trades=config['dataformat_trades'], + candle_type=config.get('candle_type_def', CandleType.SPOT), ) else: if not exchange.get_option('ohlcv_has_history', True): diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py index 47c2dd838..fbaded640 100644 --- a/freqtrade/data/history/idatahandler.py +++ b/freqtrade/data/history/idatahandler.py @@ -172,12 +172,13 @@ class IDataHandler(ABC): return [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match] @abstractmethod - def _trades_store(self, pair: str, data: DataFrame) -> None: + def _trades_store(self, pair: str, data: DataFrame, trading_mode: TradingMode) -> None: """ Store trades data (list of Dicts) to file :param pair: Pair - used for filename :param data: Dataframe containing trades column sequence as in DEFAULT_TRADES_COLUMNS + :param trading_mode: Trading mode to use (used to determine the filename) """ @abstractmethod @@ -190,45 +191,55 @@ class IDataHandler(ABC): """ @abstractmethod - def _trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> DataFrame: + def _trades_load( + self, pair: str, trading_mode: TradingMode, timerange: Optional[TimeRange] = None + ) -> DataFrame: """ Load a pair from file, either .json.gz or .json :param pair: Load trades for this pair + :param trading_mode: Trading mode to use (used to determine the filename) :param timerange: Timerange to load trades for - currently not implemented :return: Dataframe containing trades """ - def trades_store(self, pair: str, data: DataFrame) -> None: + def trades_store(self, pair: str, data: DataFrame, trading_mode: TradingMode) -> None: """ Store trades data (list of Dicts) to file :param pair: Pair - used for filename :param data: Dataframe containing trades column sequence as in DEFAULT_TRADES_COLUMNS + :param trading_mode: Trading mode to use (used to determine the filename) """ # Filter on expected columns (will remove the actual date column). - self._trades_store(pair, data[DEFAULT_TRADES_COLUMNS]) + self._trades_store(pair, data[DEFAULT_TRADES_COLUMNS], trading_mode) - def trades_purge(self, pair: str) -> bool: + def trades_purge(self, pair: str, trading_mode: TradingMode) -> bool: """ Remove data for this pair :param pair: Delete data for this pair. + :param trading_mode: Trading mode to use (used to determine the filename) :return: True when deleted, false if file did not exist. """ - filename = self._pair_trades_filename(self._datadir, pair) + filename = self._pair_trades_filename(self._datadir, pair, trading_mode) if filename.exists(): filename.unlink() return True return False - def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> DataFrame: + def trades_load( + self, pair: str, trading_mode: TradingMode, timerange: Optional[TimeRange] = None + ) -> DataFrame: """ Load a pair from file, either .json.gz or .json Removes duplicates in the process. :param pair: Load trades for this pair + :param trading_mode: Trading mode to use (used to determine the filename) :param timerange: Timerange to load trades for - currently not implemented :return: List of trades """ - trades = trades_df_remove_duplicates(self._trades_load(pair, timerange=timerange)) + trades = trades_df_remove_duplicates( + self._trades_load(pair, trading_mode, timerange=timerange) + ) trades = trades_convert_types(trades) return trades @@ -264,8 +275,12 @@ class IDataHandler(ABC): return filename @classmethod - def _pair_trades_filename(cls, datadir: Path, pair: str) -> Path: + def _pair_trades_filename(cls, datadir: Path, pair: str, trading_mode: TradingMode) -> Path: pair_s = misc.pair_to_filename(pair) + if trading_mode == TradingMode.FUTURES: + # Futures pair ... + datadir = datadir.joinpath('futures') + filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}') return filename diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py index 9a02a7769..2d0333fed 100644 --- a/freqtrade/data/history/jsondatahandler.py +++ b/freqtrade/data/history/jsondatahandler.py @@ -8,7 +8,7 @@ from freqtrade import misc from freqtrade.configuration import TimeRange from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS from freqtrade.data.converter import trades_dict_to_list, trades_list_to_df -from freqtrade.enums import CandleType +from freqtrade.enums import CandleType, TradingMode from .idatahandler import IDataHandler @@ -37,7 +37,7 @@ class JsonDataHandler(IDataHandler): self.create_dir_if_needed(filename) _data = data.copy() # Convert date to int - _data['date'] = _data['date'].view(np.int64) // 1000 // 1000 + _data['date'] = _data['date'].astype(np.int64) // 1000 // 1000 # Reset index, select only appropriate columns and save as json _data.reset_index(drop=True).loc[:, self._columns].to_json( @@ -94,14 +94,15 @@ class JsonDataHandler(IDataHandler): """ raise NotImplementedError() - def _trades_store(self, pair: str, data: DataFrame) -> None: + def _trades_store(self, pair: str, data: DataFrame, trading_mode: TradingMode) -> None: """ Store trades data (list of Dicts) to file :param pair: Pair - used for filename :param data: Dataframe containing trades column sequence as in DEFAULT_TRADES_COLUMNS + :param trading_mode: Trading mode to use (used to determine the filename) """ - filename = self._pair_trades_filename(self._datadir, pair) + filename = self._pair_trades_filename(self._datadir, pair, trading_mode) trades = data.values.tolist() misc.file_dump_json(filename, trades, is_zip=self._use_zip) @@ -114,15 +115,18 @@ class JsonDataHandler(IDataHandler): """ raise NotImplementedError() - def _trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> DataFrame: + def _trades_load( + self, pair: str, trading_mode: TradingMode, timerange: Optional[TimeRange] = None + ) -> DataFrame: """ Load a pair from file, either .json.gz or .json # TODO: respect timerange ... :param pair: Load trades for this pair + :param trading_mode: Trading mode to use (used to determine the filename) :param timerange: Timerange to load trades for - currently not implemented :return: Dataframe containing trades """ - filename = self._pair_trades_filename(self._datadir, pair) + filename = self._pair_trades_filename(self._datadir, pair, trading_mode) tradesdata = misc.file_load_json(filename) if not tradesdata: diff --git a/freqtrade/data/history/parquetdatahandler.py b/freqtrade/data/history/parquetdatahandler.py index c0b0cad63..01becdc84 100644 --- a/freqtrade/data/history/parquetdatahandler.py +++ b/freqtrade/data/history/parquetdatahandler.py @@ -4,8 +4,8 @@ from typing import Optional from pandas import DataFrame, read_parquet, to_datetime from freqtrade.configuration import TimeRange -from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TradeList -from freqtrade.enums import CandleType +from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS +from freqtrade.enums import CandleType, TradingMode from .idatahandler import IDataHandler @@ -81,14 +81,15 @@ class ParquetDataHandler(IDataHandler): """ raise NotImplementedError() - def _trades_store(self, pair: str, data: DataFrame) -> None: + def _trades_store(self, pair: str, data: DataFrame, trading_mode: TradingMode) -> None: """ Store trades data (list of Dicts) to file :param pair: Pair - used for filename :param data: Dataframe containing trades column sequence as in DEFAULT_TRADES_COLUMNS + :param trading_mode: Trading mode to use (used to determine the filename) """ - filename = self._pair_trades_filename(self._datadir, pair) + filename = self._pair_trades_filename(self._datadir, pair, trading_mode) self.create_dir_if_needed(filename) data.reset_index(drop=True).to_parquet(filename) @@ -101,15 +102,18 @@ class ParquetDataHandler(IDataHandler): """ raise NotImplementedError() - def _trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList: + def _trades_load( + self, pair: str, trading_mode: TradingMode, timerange: Optional[TimeRange] = None + ) -> DataFrame: """ Load a pair from file, either .json.gz or .json # TODO: respect timerange ... :param pair: Load trades for this pair + :param trading_mode: Trading mode to use (used to determine the filename) :param timerange: Timerange to load trades for - currently not implemented :return: List of trades """ - filename = self._pair_trades_filename(self._datadir, pair) + filename = self._pair_trades_filename(self._datadir, pair, trading_mode) if not filename.exists(): return DataFrame(columns=DEFAULT_TRADES_COLUMNS) diff --git a/freqtrade/data/metrics.py b/freqtrade/data/metrics.py index 7b45342bb..738129939 100644 --- a/freqtrade/data/metrics.py +++ b/freqtrade/data/metrics.py @@ -143,8 +143,10 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_date' starting_balance=starting_balance ) - idxmin = max_drawdown_df['drawdown_relative'].idxmax() if relative \ - else max_drawdown_df['drawdown'].idxmin() + idxmin = ( + max_drawdown_df['drawdown_relative'].idxmax() + if relative else max_drawdown_df['drawdown'].idxmin() + ) if idxmin == 0: raise ValueError("No losing trade, therefore no drawdown.") high_date = profit_results.loc[max_drawdown_df.iloc[:idxmin]['high_value'].idxmax(), date_col] @@ -191,6 +193,9 @@ def calculate_cagr(days_passed: int, starting_balance: float, final_balance: flo :param final_balance: Final balance to calculate CAGR against :return: CAGR """ + if final_balance < 0: + # With leveraged trades, final_balance can become negative. + return 0 return (final_balance / starting_balance) ** (1 / (days_passed / 365)) - 1 diff --git a/freqtrade/exchange/binance_leverage_tiers.json b/freqtrade/exchange/binance_leverage_tiers.json index 3a6e6b0a1..36c2e5996 100644 --- a/freqtrade/exchange/binance_leverage_tiers.json +++ b/freqtrade/exchange/binance_leverage_tiers.json @@ -227,104 +227,6 @@ } } ], - "1000LUNC/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, - "info": { - "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, - "info": { - "bracket": "2", - "initialLeverage": "8", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "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": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 1500000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "1500000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386900.0" - } - } - ], "1000LUNC/USDT:USDT": [ { "tier": 1.0, @@ -569,7 +471,7 @@ } } ], - "1000SATS/USDT:USDT": [ + "1000RATS/USDT:USDT": [ { "tier": 1.0, "currency": "USDT", @@ -683,91 +585,91 @@ } } ], - "1000SHIB/BUSD:BUSD": [ + "1000SATS/USDT:USDT": [ { "tier": 1.0, - "currency": "BUSD", + "currency": "USDT", "minNotional": 0.0, "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, "info": { "bracket": "1", - "initialLeverage": "10", + "initialLeverage": "50", "notionalCap": "5000", "notionalFloor": "0", - "maintMarginRatio": "0.02", + "maintMarginRatio": "0.015", "cum": "0.0" } }, { "tier": 2.0, - "currency": "BUSD", + "currency": "USDT", "minNotional": 5000.0, - "maxNotional": 25000.0, + "maxNotional": 50000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, + "maxLeverage": 20.0, "info": { "bracket": "2", - "initialLeverage": "8", - "notionalCap": "25000", + "initialLeverage": "20", + "notionalCap": "50000", "notionalFloor": "5000", "maintMarginRatio": "0.025", - "cum": "25.0" + "cum": "50.0" } }, { "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, + "currency": "USDT", + "minNotional": 50000.0, + "maxNotional": 200000.0, "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, + "maxLeverage": 10.0, "info": { "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "50000", "maintMarginRatio": "0.05", - "cum": "650.0" + "cum": "1300.0" } }, { "tier": 4.0, - "currency": "BUSD", - "minNotional": 100000.0, - "maxNotional": 250000.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "4", "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", + "notionalCap": "500000", + "notionalFloor": "200000", "maintMarginRatio": "0.1", - "cum": "5650.0" + "cum": "11300.0" } }, { "tier": 5.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 1500000.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "5", "initialLeverage": "4", - "notionalCap": "1500000", - "notionalFloor": "250000", + "notionalCap": "1000000", + "notionalFloor": "500000", "maintMarginRatio": "0.125", - "cum": "11900.0" + "cum": "23800.0" } }, { "tier": 6.0, - "currency": "BUSD", - "minNotional": 1500000.0, + "currency": "USDT", + "minNotional": 1000000.0, "maxNotional": 3000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, @@ -775,25 +677,25 @@ "bracket": "6", "initialLeverage": "2", "notionalCap": "3000000", - "notionalFloor": "1500000", + "notionalFloor": "1000000", "maintMarginRatio": "0.25", - "cum": "199400.0" + "cum": "148800.0" } }, { "tier": 7.0, - "currency": "BUSD", + "currency": "USDT", "minNotional": 3000000.0, - "maxNotional": 3500000.0, + "maxNotional": 5000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "7", "initialLeverage": "1", - "notionalCap": "3500000", + "notionalCap": "5000000", "notionalFloor": "3000000", "maintMarginRatio": "0.5", - "cum": "949400.0" + "cum": "898800.0" } } ], @@ -1269,6 +1171,120 @@ } } ], + "ACE/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "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": "50.0" + } + }, + { + "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": "675.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 100000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "200000", + "notionalFloor": "100000", + "maintMarginRatio": "0.1", + "cum": "5675.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.125", + "cum": "10675.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "73175.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "323175.0" + } + } + ], "ACH/USDT:USDT": [ { "tier": 1.0, @@ -1367,104 +1383,6 @@ } } ], - "ADA/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 10.0, - "info": { - "bracket": "1", - "initialLeverage": "10", - "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": 8.0, - "info": { - "bracket": "2", - "initialLeverage": "8", - "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": 5500000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - 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"notionalCap": "1500000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386900.0" - } - } - ], "AGIX/USDT:USDT": [ { "tier": 1.0, @@ -1953,6 +1773,120 @@ } } ], + "AI/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "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": "50.0" + } + }, + { + "tier": 3.0, + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 100000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": 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"notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "73175.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "323175.0" + } + } + ], "ALGO/USDT:USDT": [ { "tier": 1.0, @@ -2263,101 +2197,117 @@ } } ], - "AMB/BUSD:BUSD": [ + "ALT/USDT:USDT": [ { "tier": 1.0, - "currency": "BUSD", + "currency": "USDT", "minNotional": 0.0, "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 8.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, "info": { "bracket": "1", - "initialLeverage": "8", + "initialLeverage": "50", "notionalCap": "5000", "notionalFloor": "0", - "maintMarginRatio": "0.02", + "maintMarginRatio": "0.015", "cum": "0.0" } }, { "tier": 2.0, - "currency": 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"notionalCap": "200000", "notionalFloor": "100000", "maintMarginRatio": "0.1", - "cum": "5650.0" + "cum": "5675.0" } }, { "tier": 5.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 1000000.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, + "maxLeverage": 4.0, "info": { "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "200000", "maintMarginRatio": "0.125", - "cum": "11900.0" + "cum": "10675.0" } }, { "tier": 6.0, - "currency": "BUSD", + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "73175.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", "minNotional": 1000000.0, - "maxNotional": 1500000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "6", + "bracket": "7", "initialLeverage": "1", - "notionalCap": "1500000", + "notionalCap": "2000000", "notionalFloor": "1000000", "maintMarginRatio": "0.5", - "cum": "386900.0" + "cum": "323175.0" } } ], @@ -2475,104 +2425,6 @@ } } ], - "ANC/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 8.0, - "info": { - "bracket": "1", - "initialLeverage": "8", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 7.0, - "info": { - "bracket": "2", - "initialLeverage": "7", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": 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- "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "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": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 1200000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "1200000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386900.0" - } - } - ], "APE/USDT:USDT": [ { "tier": 1.0, @@ -3159,120 +2913,6 @@ } } ], - "APT/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, - "info": { - "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, - "info": { - "bracket": "2", - "initialLeverage": "8", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": 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"currency": "BUSD", - "minNotional": 1500000.0, - "maxNotional": 3000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "6", - "initialLeverage": "2", - "notionalCap": "3000000", - "notionalFloor": "1500000", - "maintMarginRatio": "0.25", - "cum": "199400.0" - } - }, - { - "tier": 7.0, - "currency": "BUSD", - "minNotional": 3000000.0, - "maxNotional": 4000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "7", - "initialLeverage": "1", - "notionalCap": "4000000", - "notionalFloor": "3000000", - "maintMarginRatio": "0.5", - "cum": "949400.0" - } - } - ], "APT/USDT:USDT": [ { "tier": 1.0, @@ -4299,101 +3939,117 @@ } } ], - "AUCTION/BUSD:BUSD": [ + "AUCTION/USDT:USDT": [ { "tier": 1.0, - "currency": "BUSD", + "currency": "USDT", "minNotional": 0.0, "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 8.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, "info": { "bracket": "1", - 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"minNotional": 100000.0, - "maxNotional": 250000.0, + "maxNotional": 200000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "4", "initialLeverage": "5", - "notionalCap": "250000", + "notionalCap": "200000", "notionalFloor": "100000", "maintMarginRatio": "0.1", - "cum": "5650.0" + "cum": "5675.0" } }, { "tier": 5.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 1000000.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, + "maxLeverage": 4.0, "info": { "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "200000", "maintMarginRatio": "0.125", - "cum": "11900.0" + "cum": "10675.0" } }, { "tier": 6.0, - "currency": "BUSD", + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "73175.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", "minNotional": 1000000.0, - "maxNotional": 1500000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "6", + "bracket": "7", "initialLeverage": "1", - "notionalCap": "1500000", + "notionalCap": "2000000", "notionalFloor": "1000000", "maintMarginRatio": "0.5", - "cum": "386900.0" + "cum": "323175.0" } } ], @@ -4495,120 +4151,6 @@ } } ], - "AVAX/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 8.0, - "info": { - "bracket": "1", - "initialLeverage": "8", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 7.0, - "info": { - "bracket": "2", - "initialLeverage": "7", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 1500000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 4.0, - "info": { - "bracket": "5", - "initialLeverage": "4", - "notionalCap": "1500000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1500000.0, - "maxNotional": 3000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "6", - "initialLeverage": "2", - "notionalCap": "3000000", - "notionalFloor": "1500000", - "maintMarginRatio": "0.25", - "cum": "199400.0" - } - }, - { - "tier": 7.0, - "currency": "BUSD", - "minNotional": 3000000.0, - "maxNotional": 4000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "7", - "initialLeverage": "1", - "notionalCap": "4000000", - "notionalFloor": "3000000", - "maintMarginRatio": "0.5", - "cum": "949400.0" - } - } - ], "AVAX/USDT:USDT": [ { "tier": 1.0, @@ -5118,10 +4660,10 @@ "minNotional": 250000.0, "maxNotional": 1000000.0, "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, + "maxLeverage": 4.0, "info": { "bracket": "5", - "initialLeverage": "2", + "initialLeverage": "4", "notionalCap": "1000000", "notionalFloor": "250000", "maintMarginRatio": "0.125", @@ -5132,16 +4674,32 @@ "tier": 6.0, "currency": "USDT", "minNotional": 1000000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.25", + "cum": "136925.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 1500000.0, "maxNotional": 3000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "6", + "bracket": "7", "initialLeverage": "1", "notionalCap": "3000000", - "notionalFloor": "1000000", + "notionalFloor": "1500000", "maintMarginRatio": "0.5", - "cum": "386925.0" + "cum": "511925.0" } } ], @@ -6324,10 +5882,10 @@ "minNotional": 250000.0, "maxNotional": 1000000.0, "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, + "maxLeverage": 4.0, "info": { "bracket": "4", - "initialLeverage": "2", + "initialLeverage": "4", "notionalCap": "1000000", "notionalFloor": "250000", "maintMarginRatio": "0.125", @@ -6338,121 +5896,39 @@ "tier": 5.0, "currency": "USDT", "minNotional": 1000000.0, - "maxNotional": 3000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "5", - "initialLeverage": "1", - "notionalCap": "3000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386875.0" - } - } - ], - "BNB/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 11.0, - "info": { - "bracket": "1", - "initialLeverage": "11", - "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, + "maxNotional": 1500000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "5", "initialLeverage": "2", - "notionalCap": "5000000", - "notionalFloor": "2000000", + "notionalCap": "1500000", + "notionalFloor": "1000000", "maintMarginRatio": "0.25", - "cum": "277500.0" + "cum": "136875.0" } }, { "tier": 6.0, - "currency": "BUSD", - "minNotional": 5000000.0, - "maxNotional": 5500000.0, + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "6", "initialLeverage": "1", - "notionalCap": "5500000", - "notionalFloor": "5000000", + "notionalCap": "3000000", + "notionalFloor": "1500000", "maintMarginRatio": "0.5", - "cum": "1527500.0" + "cum": "511875.0" } } ], - "BNB/USDT:USDT": [ + "BNB/USDC:USDC": [ { "tier": 1.0, - "currency": "USDT", + "currency": "USDC", "minNotional": 0.0, "maxNotional": 5000.0, "maintenanceMarginRate": 0.005, @@ -6468,7 +5944,7 @@ }, { "tier": 2.0, - "currency": "USDT", + "currency": "USDC", "minNotional": 5000.0, "maxNotional": 10000.0, "maintenanceMarginRate": 0.006, @@ -6484,7 +5960,7 @@ }, { "tier": 3.0, - "currency": "USDT", + "currency": "USDC", "minNotional": 10000.0, "maxNotional": 50000.0, "maintenanceMarginRate": 0.01, @@ -6500,7 +5976,7 @@ }, { "tier": 4.0, - "currency": "USDT", + "currency": "USDC", "minNotional": 50000.0, "maxNotional": 250000.0, "maintenanceMarginRate": 0.02, @@ -6516,7 +5992,7 @@ }, { "tier": 5.0, - "currency": "USDT", + "currency": "USDC", "minNotional": 250000.0, "maxNotional": 1000000.0, "maintenanceMarginRate": 0.05, @@ -6532,7 +6008,7 @@ }, { "tier": 6.0, - "currency": "USDT", + "currency": "USDC", "minNotional": 1000000.0, "maxNotional": 5000000.0, "maintenanceMarginRate": 0.1, @@ -6548,7 +6024,7 @@ }, { "tier": 7.0, - "currency": "USDT", + "currency": "USDC", "minNotional": 5000000.0, "maxNotional": 10000000.0, "maintenanceMarginRate": 0.125, @@ -6564,7 +6040,7 @@ }, { "tier": 8.0, - "currency": "USDT", + "currency": "USDC", "minNotional": 10000000.0, "maxNotional": 20000000.0, "maintenanceMarginRate": 0.15, @@ -6580,7 +6056,7 @@ }, { "tier": 9.0, - "currency": "USDT", + "currency": "USDC", "minNotional": 20000000.0, "maxNotional": 30000000.0, "maintenanceMarginRate": 0.25, @@ -6596,7 +6072,7 @@ }, { "tier": 10.0, - "currency": "USDT", + "currency": "USDC", "minNotional": 30000000.0, "maxNotional": 50000000.0, "maintenanceMarginRate": 0.5, @@ -6611,6 +6087,168 @@ } } ], + "BNB/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.005, + "maxLeverage": 75.0, + "info": { + "bracket": "1", + "initialLeverage": "75", + "notionalCap": "10000", + "notionalFloor": "0", + "maintMarginRatio": "0.005", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "currency": "USDT", + "minNotional": 10000.0, + "maxNotional": 50000.0, + "maintenanceMarginRate": 0.006, + "maxLeverage": 50.0, + "info": { + "bracket": "2", + "initialLeverage": "50", + "notionalCap": "50000", + "notionalFloor": "10000", + "maintMarginRatio": "0.006", + "cum": "10.0" + } + }, + { + "tier": 3.0, + "currency": "USDT", + "minNotional": 50000.0, + "maxNotional": 100000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 40.0, + "info": { + "bracket": "3", + "initialLeverage": "40", + "notionalCap": "100000", + "notionalFloor": "50000", + "maintMarginRatio": "0.01", + "cum": "210.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 100000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "4", + "initialLeverage": "25", + "notionalCap": "500000", + "notionalFloor": "100000", + "maintMarginRatio": "0.02", + "cum": "1210.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "5", + "initialLeverage": "10", + "notionalCap": "2000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.05", + "cum": "16210.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 2000000.0, + "maxNotional": 6000000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "6", + "initialLeverage": "5", + "notionalCap": "6000000", + "notionalFloor": "2000000", + "maintMarginRatio": "0.1", + "cum": "116210.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 6000000.0, + "maxNotional": 10000000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "7", + "initialLeverage": "4", + "notionalCap": "10000000", + "notionalFloor": "6000000", + "maintMarginRatio": "0.125", + "cum": "266210.0" + } + }, + { + "tier": 8.0, + "currency": "USDT", + "minNotional": 10000000.0, + "maxNotional": 20000000.0, + "maintenanceMarginRate": 0.15, + "maxLeverage": 3.0, + "info": { + "bracket": "8", + "initialLeverage": "3", + "notionalCap": "20000000", + "notionalFloor": "10000000", + "maintMarginRatio": "0.15", + "cum": "516210.0" + } + }, + { + "tier": 9.0, + "currency": "USDT", + "minNotional": 20000000.0, + "maxNotional": 30000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "9", + "initialLeverage": "2", + "notionalCap": "30000000", + "notionalFloor": "20000000", + "maintMarginRatio": "0.25", + "cum": "2516210.0" + } + }, + { + "tier": 10.0, + "currency": "USDT", + "minNotional": 30000000.0, + "maxNotional": 50000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "10", + "initialLeverage": "1", + "notionalCap": "50000000", + "notionalFloor": "30000000", + "maintMarginRatio": "0.5", + "cum": "10016210.0" + } + } + ], "BNT/USDT:USDT": [ { "tier": 1.0, @@ -7051,17 +6689,17 @@ } } ], - "BTC/BUSD:BUSD": [ + "BTC/USDC:USDC": [ { "tier": 1.0, - "currency": "BUSD", + "currency": "USDC", "minNotional": 0.0, "maxNotional": 50000.0, "maintenanceMarginRate": 0.004, - "maxLeverage": 30.0, + "maxLeverage": 125.0, "info": { "bracket": "1", - "initialLeverage": "30", + "initialLeverage": "125", "notionalCap": "50000", "notionalFloor": "0", "maintMarginRatio": "0.004", @@ -7070,15 +6708,15 @@ }, { "tier": 2.0, - "currency": "BUSD", + "currency": "USDC", "minNotional": 50000.0, - "maxNotional": 250000.0, + "maxNotional": 500000.0, "maintenanceMarginRate": 0.005, - "maxLeverage": 25.0, + "maxLeverage": 100.0, "info": { "bracket": "2", - "initialLeverage": "25", - "notionalCap": "250000", + "initialLeverage": "100", + "notionalCap": "500000", "notionalFloor": "50000", "maintMarginRatio": "0.005", "cum": "50.0" @@ -7086,130 +6724,130 @@ }, { "tier": 3.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 1000000.0, + "currency": "USDC", + "minNotional": 500000.0, + "maxNotional": 10000000.0, "maintenanceMarginRate": 0.01, - "maxLeverage": 20.0, + "maxLeverage": 50.0, "info": { "bracket": "3", - "initialLeverage": "20", - "notionalCap": "1000000", - "notionalFloor": "250000", + "initialLeverage": "50", + "notionalCap": "10000000", + "notionalFloor": "500000", "maintMarginRatio": "0.01", - "cum": "1300.0" + "cum": "2550.0" } }, { "tier": 4.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 7500000.0, + "currency": "USDC", + "minNotional": 10000000.0, + "maxNotional": 80000000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 15.0, + "maxLeverage": 20.0, "info": { "bracket": "4", - "initialLeverage": "15", - "notionalCap": "7500000", - "notionalFloor": "1000000", + "initialLeverage": "20", + "notionalCap": "80000000", + "notionalFloor": "10000000", "maintMarginRatio": "0.025", - "cum": "16300.0" + "cum": "152550.0" } }, { "tier": 5.0, - "currency": "BUSD", - "minNotional": 7500000.0, - "maxNotional": 40000000.0, + "currency": "USDC", + "minNotional": 80000000.0, + "maxNotional": 150000000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "5", "initialLeverage": "10", - "notionalCap": "40000000", - "notionalFloor": "7500000", + "notionalCap": "150000000", + "notionalFloor": "80000000", "maintMarginRatio": "0.05", - "cum": "203800.0" + "cum": "2152550.0" } }, { "tier": 6.0, - "currency": "BUSD", - "minNotional": 40000000.0, - "maxNotional": 100000000.0, + "currency": "USDC", + "minNotional": 150000000.0, + "maxNotional": 300000000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "6", "initialLeverage": "5", - "notionalCap": "100000000", - "notionalFloor": "40000000", + "notionalCap": "300000000", + "notionalFloor": "150000000", "maintMarginRatio": "0.1", - "cum": "2203800.0" + "cum": "9652550.0" } }, { "tier": 7.0, - "currency": "BUSD", - "minNotional": 100000000.0, - "maxNotional": 200000000.0, + "currency": "USDC", + "minNotional": 300000000.0, + "maxNotional": 450000000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "7", "initialLeverage": "4", - "notionalCap": "200000000", - "notionalFloor": "100000000", + "notionalCap": "450000000", + "notionalFloor": "300000000", "maintMarginRatio": "0.125", - "cum": "4703800.0" + "cum": "17152550.0" } }, { "tier": 8.0, - "currency": "BUSD", - "minNotional": 200000000.0, - "maxNotional": 400000000.0, + "currency": "USDC", + "minNotional": 450000000.0, + "maxNotional": 600000000.0, "maintenanceMarginRate": 0.15, "maxLeverage": 3.0, "info": { "bracket": "8", "initialLeverage": "3", - "notionalCap": "400000000", - "notionalFloor": "200000000", + "notionalCap": "600000000", + "notionalFloor": "450000000", "maintMarginRatio": "0.15", - "cum": "9703800.0" + "cum": "28402550.0" } }, { "tier": 9.0, - "currency": "BUSD", - "minNotional": 400000000.0, - "maxNotional": 600000000.0, + "currency": "USDC", + "minNotional": 600000000.0, + "maxNotional": 800000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "9", "initialLeverage": "2", - "notionalCap": "600000000", - "notionalFloor": "400000000", + "notionalCap": "800000000", + "notionalFloor": "600000000", "maintMarginRatio": "0.25", - "cum": "49703800.0" + "cum": "88402550.0" } }, { "tier": 10.0, - "currency": "BUSD", - "minNotional": 600000000.0, - "maxNotional": 600500000.0, + "currency": "USDC", + "minNotional": 800000000.0, + "maxNotional": 1000000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "10", "initialLeverage": "1", - "notionalCap": "600500000", - "notionalFloor": "600000000", + "notionalCap": "1000000000", + "notionalFloor": "800000000", "maintMarginRatio": "0.5", - "cum": "199703800.0" + "cum": "288402550.0" } } ], @@ -7250,13 +6888,13 @@ "tier": 3.0, "currency": "USDT", "minNotional": 500000.0, - "maxNotional": 8000000.0, + "maxNotional": 10000000.0, "maintenanceMarginRate": 0.01, "maxLeverage": 50.0, "info": { "bracket": "3", "initialLeverage": "50", - "notionalCap": "8000000", + "notionalCap": "10000000", "notionalFloor": "500000", "maintMarginRatio": "0.01", "cum": "2550.0" @@ -7265,117 +6903,117 @@ { "tier": 4.0, "currency": "USDT", - "minNotional": 8000000.0, - "maxNotional": 50000000.0, + "minNotional": 10000000.0, + "maxNotional": 80000000.0, "maintenanceMarginRate": 0.025, "maxLeverage": 20.0, "info": { "bracket": "4", "initialLeverage": "20", - "notionalCap": "50000000", - "notionalFloor": "8000000", + "notionalCap": "80000000", + "notionalFloor": "10000000", "maintMarginRatio": "0.025", - "cum": "122550.0" + "cum": "152550.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 50000000.0, - "maxNotional": 80000000.0, + "minNotional": 80000000.0, + "maxNotional": 150000000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "5", "initialLeverage": "10", - "notionalCap": "80000000", - "notionalFloor": "50000000", + "notionalCap": "150000000", + "notionalFloor": "80000000", "maintMarginRatio": "0.05", - "cum": "1372550.0" + "cum": "2152550.0" } }, { "tier": 6.0, "currency": "USDT", - "minNotional": 80000000.0, - "maxNotional": 100000000.0, + "minNotional": 150000000.0, + "maxNotional": 300000000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "6", "initialLeverage": "5", - "notionalCap": "100000000", - "notionalFloor": "80000000", + "notionalCap": "300000000", + "notionalFloor": "150000000", "maintMarginRatio": "0.1", - "cum": "5372550.0" + "cum": "9652550.0" } }, { "tier": 7.0, "currency": "USDT", - "minNotional": 100000000.0, - "maxNotional": 120000000.0, + "minNotional": 300000000.0, + "maxNotional": 450000000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "7", "initialLeverage": "4", - "notionalCap": "120000000", - "notionalFloor": "100000000", + "notionalCap": "450000000", + "notionalFloor": "300000000", "maintMarginRatio": "0.125", - "cum": "7872550.0" + "cum": "17152550.0" } }, { "tier": 8.0, "currency": "USDT", - "minNotional": 120000000.0, - "maxNotional": 200000000.0, + "minNotional": 450000000.0, + "maxNotional": 600000000.0, "maintenanceMarginRate": 0.15, "maxLeverage": 3.0, "info": { "bracket": "8", "initialLeverage": "3", - "notionalCap": "200000000", - "notionalFloor": "120000000", + "notionalCap": "600000000", + "notionalFloor": "450000000", "maintMarginRatio": "0.15", - "cum": "10872550.0" + "cum": "28402550.0" } }, { "tier": 9.0, "currency": "USDT", - "minNotional": 200000000.0, - "maxNotional": 300000000.0, + "minNotional": 600000000.0, + "maxNotional": 800000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "9", "initialLeverage": "2", - "notionalCap": "300000000", - "notionalFloor": "200000000", + "notionalCap": "800000000", + "notionalFloor": "600000000", "maintMarginRatio": "0.25", - "cum": "30872550.0" + "cum": "88402550.0" } }, { "tier": 10.0, "currency": "USDT", - "minNotional": 300000000.0, - "maxNotional": 500000000.0, + "minNotional": 800000000.0, + "maxNotional": 1000000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "10", "initialLeverage": "1", - "notionalCap": "500000000", - "notionalFloor": "300000000", + "notionalCap": "1000000000", + "notionalFloor": "800000000", "maintMarginRatio": "0.5", - "cum": "105872550.0" + "cum": "288402550.0" } } ], - "BTC/USDT:USDT-231229": [ + "BTC/USDT:USDT-240329": [ { "tier": 1.0, "currency": "USDT", @@ -7505,7 +7143,7 @@ } } ], - "BTC/USDT:USDT-240329": [ + "BTC/USDT:USDT-240628": [ { "tier": 1.0, "currency": "USDT", @@ -9657,104 +9295,6 @@ } } ], - "CVX/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, - "info": { - "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, - "info": { - "bracket": "2", - "initialLeverage": "8", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 500000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, - "info": { - "bracket": "5", - "initialLeverage": "2", - "notionalCap": "500000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 500000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "1000000", - "notionalFloor": "500000", - "maintMarginRatio": "0.5", - "cum": "199400.0" - } - } - ], "CVX/USDT:USDT": [ { "tier": 1.0, @@ -10473,88 +10013,6 @@ } } ], - "DODO/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, - "info": { - "bracket": "1", - "initialLeverage": "8", - "notionalCap": "25000", - "notionalFloor": "0", - "maintMarginRatio": "0.025", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "2", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "625.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 100000.0, - "maxNotional": 250000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, - "info": { - "bracket": "3", - "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", - "maintMarginRatio": "0.1", - "cum": "5625.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, - "info": { - "bracket": "4", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11875.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 1200000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "5", - "initialLeverage": "1", - "notionalCap": "1200000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386875.0" - } - } - ], "DODOX/USDT:USDT": [ { "tier": 1.0, @@ -10669,101 +10127,165 @@ } } ], - "DOGE/BUSD:BUSD": [ + "DOGE/USDC:USDC": [ { "tier": 1.0, - "currency": "BUSD", + "currency": "USDC", "minNotional": 0.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 10.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.005, + "maxLeverage": 75.0, "info": { "bracket": "1", - "initialLeverage": "10", - "notionalCap": "100000", + "initialLeverage": "75", + "notionalCap": "5000", "notionalFloor": "0", - "maintMarginRatio": "0.025", + "maintMarginRatio": "0.005", "cum": "0.0" } }, { "tier": 2.0, - "currency": "BUSD", - "minNotional": 100000.0, - "maxNotional": 500000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 8.0, + "currency": "USDC", + "minNotional": 5000.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.006, + "maxLeverage": 50.0, "info": { "bracket": "2", - "initialLeverage": "8", - "notionalCap": "500000", - "notionalFloor": "100000", - "maintMarginRatio": "0.05", - "cum": "2500.0" + "initialLeverage": "50", + "notionalCap": "10000", + "notionalFloor": "5000", + "maintMarginRatio": "0.006", + "cum": "5.0" } }, { "tier": 3.0, - "currency": "BUSD", - "minNotional": 500000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, + "currency": "USDC", + "minNotional": 10000.0, + "maxNotional": 50000.0, + "maintenanceMarginRate": 0.007, + "maxLeverage": 40.0, "info": { "bracket": "3", - "initialLeverage": "5", - "notionalCap": "1000000", - "notionalFloor": "500000", - "maintMarginRatio": "0.1", - "cum": "27500.0" + "initialLeverage": "40", + "notionalCap": "50000", + "notionalFloor": "10000", + "maintMarginRatio": "0.007", + "cum": "15.0" } }, { "tier": 4.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, - "maintenanceMarginRate": 0.15, - "maxLeverage": 3.0, + "currency": "USDC", + "minNotional": 50000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 25.0, "info": { "bracket": "4", - "initialLeverage": "3", - "notionalCap": "2000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.15", - "cum": "77500.0" + "initialLeverage": "25", + "notionalCap": "750000", + "notionalFloor": "50000", + "maintMarginRatio": "0.01", + "cum": "165.0" } }, { "tier": 5.0, - "currency": "BUSD", - "minNotional": 2000000.0, - "maxNotional": 5000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, + "currency": "USDC", + "minNotional": 750000.0, + "maxNotional": 1100000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, "info": { "bracket": "5", - "initialLeverage": "2", - "notionalCap": "5000000", - "notionalFloor": "2000000", - "maintMarginRatio": "0.25", - "cum": "277500.0" + "initialLeverage": "20", + "notionalCap": "1100000", + "notionalFloor": "750000", + "maintMarginRatio": "0.025", + "cum": "11415.0" } }, { "tier": 6.0, - "currency": "BUSD", - "minNotional": 5000000.0, - "maxNotional": 5200000.0, + "currency": "USDC", + "minNotional": 1100000.0, + "maxNotional": 2200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "6", + "initialLeverage": "10", + "notionalCap": "2200000", + "notionalFloor": "1100000", + "maintMarginRatio": "0.05", + "cum": "38915.0" + } + }, + { + "tier": 7.0, + "currency": "USDC", + "minNotional": 2200000.0, + "maxNotional": 5600000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "7", + "initialLeverage": "5", + "notionalCap": "5600000", + "notionalFloor": "2200000", + "maintMarginRatio": "0.1", + "cum": "148915.0" + } + }, + { + "tier": 8.0, + "currency": "USDC", + "minNotional": 5600000.0, + "maxNotional": 7000000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "8", + "initialLeverage": "4", + "notionalCap": "7000000", + "notionalFloor": "5600000", + "maintMarginRatio": "0.125", + "cum": "288915.0" + } + }, + { + "tier": 9.0, + "currency": "USDC", + "minNotional": 7000000.0, + "maxNotional": 18000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "9", + "initialLeverage": "2", + "notionalCap": "18000000", + "notionalFloor": "7000000", + "maintMarginRatio": "0.25", + "cum": "1163915.0" + } + }, + { + "tier": 10.0, + "currency": "USDC", + "minNotional": 18000000.0, + "maxNotional": 30000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "6", + "bracket": "10", "initialLeverage": "1", - "notionalCap": "5200000", - "notionalFloor": "5000000", + "notionalCap": "30000000", + "notionalFloor": "18000000", "maintMarginRatio": "0.5", - "cum": "1527500.0" + "cum": "5663915.0" } } ], @@ -10929,120 +10451,6 @@ } } ], - "DOT/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, - "info": { - "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, - "info": { - "bracket": "2", - "initialLeverage": "8", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 1500000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 4.0, - "info": { - "bracket": "5", - "initialLeverage": "4", - "notionalCap": "1500000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1500000.0, - "maxNotional": 3000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "6", - "initialLeverage": "2", - "notionalCap": "3000000", - "notionalFloor": "1500000", - "maintMarginRatio": "0.25", - "cum": "199400.0" - } - }, - { - "tier": 7.0, - "currency": "BUSD", - "minNotional": 3000000.0, - "maxNotional": 4000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "7", - "initialLeverage": "1", - "notionalCap": "4000000", - "notionalFloor": "3000000", - "maintMarginRatio": "0.5", - "cum": "949400.0" - } - } - ], "DOT/USDT:USDT": [ { "tier": 1.0, @@ -11080,13 +10488,13 @@ "tier": 3.0, "currency": "USDT", "minNotional": 50000.0, - "maxNotional": 250000.0, + "maxNotional": 500000.0, "maintenanceMarginRate": 0.02, "maxLeverage": 25.0, "info": { "bracket": "3", "initialLeverage": "25", - "notionalCap": "250000", + "notionalCap": "500000", "notionalFloor": "50000", "maintMarginRatio": "0.02", "cum": "535.0" @@ -11095,55 +10503,55 @@ { "tier": 4.0, "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 1000000.0, + "minNotional": 500000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "4", "initialLeverage": "10", - "notionalCap": "1000000", - "notionalFloor": "250000", + "notionalCap": "2000000", + "notionalFloor": "500000", "maintMarginRatio": "0.05", - "cum": "8035.0" + "cum": "15535.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, + "minNotional": 2000000.0, + "maxNotional": 5000000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "5", "initialLeverage": "5", - "notionalCap": "2000000", - "notionalFloor": "1000000", + "notionalCap": "5000000", + "notionalFloor": "2000000", "maintMarginRatio": "0.1", - "cum": "58035.0" + "cum": "115535.0" } }, { "tier": 6.0, "currency": "USDT", - "minNotional": 2000000.0, - "maxNotional": 5000000.0, + "minNotional": 5000000.0, + "maxNotional": 7000000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "6", "initialLeverage": "4", - "notionalCap": "5000000", - "notionalFloor": "2000000", + "notionalCap": "7000000", + "notionalFloor": "5000000", "maintMarginRatio": "0.125", - "cum": "108035.0" + "cum": "240535.0" } }, { "tier": 7.0, "currency": "USDT", - "minNotional": 5000000.0, + "minNotional": 7000000.0, "maxNotional": 10000000.0, "maintenanceMarginRate": 0.15, "maxLeverage": 3.0, @@ -11151,41 +10559,41 @@ "bracket": "7", "initialLeverage": "3", "notionalCap": "10000000", - "notionalFloor": "5000000", + "notionalFloor": "7000000", "maintMarginRatio": "0.15", - "cum": "233035.0" + "cum": "415535.0" } }, { "tier": 8.0, "currency": "USDT", "minNotional": 10000000.0, - "maxNotional": 50000000.0, + "maxNotional": 30000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "8", "initialLeverage": "2", - "notionalCap": "50000000", + "notionalCap": "30000000", "notionalFloor": "10000000", "maintMarginRatio": "0.25", - "cum": "1233035.0" + "cum": "1415535.0" } }, { "tier": 9.0, "currency": "USDT", - "minNotional": 50000000.0, - "maxNotional": 100000000.0, + "minNotional": 30000000.0, + "maxNotional": 50000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "9", "initialLeverage": "1", - "notionalCap": "100000000", - "notionalFloor": "50000000", + "notionalCap": "50000000", + "notionalFloor": "30000000", "maintMarginRatio": "0.5", - "cum": "13733035.0" + "cum": "8915535.0" } } ], @@ -12051,104 +11459,6 @@ } } ], - "ETC/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 8.0, - "info": { - "bracket": "1", - "initialLeverage": "8", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 7.0, - "info": { - "bracket": "2", - "initialLeverage": "7", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "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": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 1500000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "1500000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386900.0" - } - } - ], "ETC/USDT:USDT": [ { "tier": 1.0, @@ -12473,17 +11783,17 @@ } } ], - "ETH/BUSD:BUSD": [ + "ETH/USDC:USDC": [ { "tier": 1.0, - "currency": "BUSD", + "currency": "USDC", "minNotional": 0.0, "maxNotional": 50000.0, "maintenanceMarginRate": 0.004, - "maxLeverage": 30.0, + "maxLeverage": 125.0, "info": { "bracket": "1", - "initialLeverage": "30", + "initialLeverage": "125", "notionalCap": "50000", "notionalFloor": "0", "maintMarginRatio": "0.004", @@ -12492,15 +11802,15 @@ }, { "tier": 2.0, - "currency": "BUSD", + "currency": "USDC", "minNotional": 50000.0, - "maxNotional": 100000.0, + "maxNotional": 500000.0, "maintenanceMarginRate": 0.005, - "maxLeverage": 25.0, + "maxLeverage": 100.0, "info": { "bracket": "2", - "initialLeverage": "25", - "notionalCap": "100000", + "initialLeverage": "100", + "notionalCap": "500000", "notionalFloor": "50000", "maintMarginRatio": "0.005", "cum": "50.0" @@ -12508,130 +11818,146 @@ }, { "tier": 3.0, - "currency": "BUSD", - "minNotional": 100000.0, + "currency": "USDC", + "minNotional": 500000.0, "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 20.0, + "maintenanceMarginRate": 0.0065, + "maxLeverage": 75.0, "info": { "bracket": "3", - "initialLeverage": "20", + "initialLeverage": "75", "notionalCap": "1000000", - "notionalFloor": "100000", - "maintMarginRatio": "0.01", - "cum": "550.0" + "notionalFloor": "500000", + "maintMarginRatio": "0.0065", + "cum": "800.0" } }, { "tier": 4.0, - "currency": "BUSD", + "currency": "USDC", "minNotional": 1000000.0, "maxNotional": 5000000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 15.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 50.0, "info": { "bracket": "4", - "initialLeverage": "15", + "initialLeverage": "50", "notionalCap": "5000000", "notionalFloor": "1000000", - "maintMarginRatio": "0.025", - "cum": "15550.0" + "maintMarginRatio": "0.01", + "cum": "4300.0" } }, { "tier": 5.0, - "currency": "BUSD", + "currency": "USDC", "minNotional": 5000000.0, - 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"notionalFloor": "40000000", - "maintMarginRatio": "0.15", - "cum": "2140550.0" + "initialLeverage": "4", + "notionalCap": "300000000", + "notionalFloor": "150000000", + "maintMarginRatio": "0.125", + "cum": "10304300.0" } }, { "tier": 9.0, - "currency": "BUSD", - "minNotional": 80000000.0, - "maxNotional": 150000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, + "currency": "USDC", + "minNotional": 300000000.0, + "maxNotional": 400000000.0, + "maintenanceMarginRate": 0.15, + "maxLeverage": 3.0, "info": { "bracket": "9", - "initialLeverage": "2", - "notionalCap": "150000000", - "notionalFloor": "80000000", - "maintMarginRatio": "0.25", - "cum": "10140550.0" + "initialLeverage": "3", + "notionalCap": "400000000", + "notionalFloor": "300000000", + "maintMarginRatio": "0.15", + "cum": "17804300.0" } }, { "tier": 10.0, - "currency": "BUSD", - "minNotional": 150000000.0, - "maxNotional": 160000000.0, + "currency": "USDC", + "minNotional": 400000000.0, + "maxNotional": 500000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "10", + "initialLeverage": "2", + "notionalCap": "500000000", + "notionalFloor": "400000000", + "maintMarginRatio": "0.25", + "cum": "57804300.0" + } + }, + { + "tier": 11.0, + "currency": "USDC", + "minNotional": 500000000.0, + "maxNotional": 800000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "10", + "bracket": "11", "initialLeverage": "1", - "notionalCap": "160000000", - "notionalFloor": "150000000", + "notionalCap": "800000000", + "notionalFloor": "500000000", "maintMarginRatio": "0.5", - "cum": "47640550.0" + "cum": "182804300.0" } } ], @@ -12640,164 +11966,180 @@ "tier": 1.0, "currency": "USDT", "minNotional": 0.0, - "maxNotional": 200000.0, - "maintenanceMarginRate": 0.005, - "maxLeverage": 100.0, + "maxNotional": 50000.0, + "maintenanceMarginRate": 0.004, + "maxLeverage": 125.0, "info": { "bracket": "1", - "initialLeverage": "100", - "notionalCap": 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{ "tier": 9.0, "currency": "USDT", - "minNotional": 100000000.0, - "maxNotional": 150000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, + "minNotional": 300000000.0, + "maxNotional": 400000000.0, + "maintenanceMarginRate": 0.15, + "maxLeverage": 3.0, "info": { "bracket": "9", - "initialLeverage": "2", - "notionalCap": "150000000", - "notionalFloor": "100000000", - "maintMarginRatio": "0.25", - "cum": "17203100.0" + "initialLeverage": "3", + "notionalCap": "400000000", + "notionalFloor": "300000000", + "maintMarginRatio": "0.15", + "cum": "17804300.0" } }, { "tier": 10.0, "currency": "USDT", - "minNotional": 150000000.0, - "maxNotional": 300000000.0, + "minNotional": 400000000.0, + "maxNotional": 500000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "10", + "initialLeverage": "2", + "notionalCap": "500000000", + "notionalFloor": "400000000", + "maintMarginRatio": "0.25", + "cum": "57804300.0" + } + }, + { + "tier": 11.0, + "currency": "USDT", + "minNotional": 500000000.0, + "maxNotional": 800000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "10", + "bracket": "11", "initialLeverage": "1", - "notionalCap": "300000000", - "notionalFloor": "150000000", + "notionalCap": "800000000", + "notionalFloor": "500000000", "maintMarginRatio": "0.5", - "cum": "54703100.0" + "cum": "182804300.0" } } ], - "ETH/USDT:USDT-231229": [ + "ETH/USDT:USDT-240329": [ { "tier": 1.0, "currency": "USDT", @@ -12927,7 +12269,7 @@ } } ], - "ETH/USDT:USDT-240329": [ + "ETH/USDT:USDT-240628": [ { "tier": 1.0, "currency": "USDT", @@ -13285,104 +12627,6 @@ } } ], - "FIL/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 8.0, - "info": { - "bracket": "1", - "initialLeverage": "8", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": 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1000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, - "info": { - "bracket": "5", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "2000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386900.0" - } - } - ], "FIL/USDT:USDT": [ { "tier": 1.0, @@ -13937,120 +13181,6 @@ } } ], - "FTM/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, - "info": { - "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - 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"maintenanceMarginRate": 0.125, - "maxLeverage": 4.0, - "info": { - "bracket": "5", - "initialLeverage": "4", - "notionalCap": "1500000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1500000.0, - "maxNotional": 3000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "6", - "initialLeverage": "2", - "notionalCap": "3000000", - "notionalFloor": "1500000", - "maintMarginRatio": "0.25", - "cum": "199400.0" - } - }, - { - "tier": 7.0, - "currency": "BUSD", - "minNotional": 3000000.0, - "maxNotional": 4000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "7", - "initialLeverage": "1", - "notionalCap": "4000000", - "notionalFloor": "3000000", - "maintMarginRatio": "0.5", - "cum": "949400.0" - } - } - ], "FTM/USDT:USDT": [ { "tier": 1.0, @@ -14181,104 +13311,6 @@ } } ], - "FTT/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": 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"maintenanceMarginRate": 0.15, - "maxLeverage": 3.0, - "info": { - "bracket": "4", - "initialLeverage": "3", - "notionalCap": "500000", - "notionalFloor": "200000", - "maintMarginRatio": "0.15", - "cum": "12875.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "minNotional": 500000.0, - "maxNotional": 800000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "5", - "initialLeverage": "2", - "notionalCap": "800000", - "notionalFloor": "500000", - "maintMarginRatio": "0.25", - "cum": "62875.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 800000.0, - "maxNotional": 1500000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "1500000", - "notionalFloor": "800000", - "maintMarginRatio": "0.5", - "cum": "262875.0" - } - } - ], "FTT/USDT:USDT": [ { "tier": 1.0, @@ -14459,104 +13491,6 @@ } } ], - "GAL/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, - "info": { - "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, - "info": { - "bracket": "2", - "initialLeverage": "8", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 500000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, - "info": { - "bracket": "5", - "initialLeverage": "2", - "notionalCap": "500000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 500000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "1000000", - "notionalFloor": "500000", - "maintMarginRatio": "0.5", - "cum": "199400.0" - } - } - ], "GAL/USDT:USDT": [ { "tier": 1.0, @@ -14655,104 +13589,6 @@ } } ], - "GALA/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, - "info": { - "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, - "info": { - "bracket": "2", - "initialLeverage": "8", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "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": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "2000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386900.0" - } - } - ], "GALA/USDT:USDT": [ { "tier": 1.0, @@ -15095,104 +13931,6 @@ } } ], - "GMT/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 8.0, - "info": { - "bracket": "1", - "initialLeverage": "8", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 7.0, - "info": { - "bracket": "2", - "initialLeverage": "7", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "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": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 1500000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "1500000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386900.0" - } - } - ], "GMT/USDT:USDT": [ { "tier": 1.0, @@ -16224,13 +14962,13 @@ "tier": 2.0, "currency": "USDT", "minNotional": 5000.0, - "maxNotional": 25000.0, + "maxNotional": 50000.0, "maintenanceMarginRate": 0.025, "maxLeverage": 15.0, "info": { "bracket": "2", "initialLeverage": "15", - "notionalCap": "25000", + "notionalCap": "50000", "notionalFloor": "5000", "maintMarginRatio": "0.025", "cum": "25.0" @@ -16239,39 +14977,39 @@ { "tier": 3.0, "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 100000.0, + "minNotional": 50000.0, + "maxNotional": 200000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "3", "initialLeverage": "10", - "notionalCap": "100000", - "notionalFloor": "25000", + "notionalCap": "200000", + "notionalFloor": "50000", "maintMarginRatio": "0.05", - "cum": "650.0" + "cum": "1275.0" } }, { "tier": 4.0, "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, + "minNotional": 200000.0, + "maxNotional": 500000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "4", "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", + "notionalCap": "500000", + "notionalFloor": "200000", "maintMarginRatio": "0.1", - "cum": "5650.0" + "cum": "11275.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 250000.0, + "minNotional": 500000.0, "maxNotional": 1000000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 2.0, @@ -16279,9 +15017,9 @@ "bracket": "5", "initialLeverage": "2", "notionalCap": "1000000", - "notionalFloor": "250000", + "notionalFloor": "500000", "maintMarginRatio": "0.125", - "cum": "11900.0" + "cum": "23775.0" } }, { @@ -16297,7 +15035,7 @@ "notionalCap": "5000000", "notionalFloor": "1000000", "maintMarginRatio": "0.5", - "cum": "386900.0" + "cum": "398775.0" } } ], @@ -17817,6 +16555,120 @@ } } ], + "JUP/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "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": "50.0" + } + }, + { + "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": "675.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 100000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "200000", + "notionalFloor": "100000", + "maintMarginRatio": "0.1", + "cum": "5675.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.125", + "cum": "10675.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "73175.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "323175.0" + } + } + ], "KAS/USDT:USDT": [ { "tier": 1.0, @@ -18469,104 +17321,6 @@ } } ], - "LDO/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, - "info": { - "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, - "info": { - "bracket": "2", - "initialLeverage": "8", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "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": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "2000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386900.0" - } - } - ], "LDO/USDT:USDT": [ { "tier": 1.0, @@ -18697,104 +17451,6 @@ } } ], - "LEVER/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.023, - "maxLeverage": 8.0, - "info": { - "bracket": "1", - "initialLeverage": "8", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.023", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 7.0, - "info": { - "bracket": "2", - "initialLeverage": "7", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "10.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "635.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5635.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "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": "11885.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 1500000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "1500000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386885.0" - } - } - ], "LEVER/USDT:USDT": [ { "tier": 1.0, @@ -19023,120 +17679,6 @@ } } ], - "LINK/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, - "info": { - "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, - "info": { - "bracket": "2", - "initialLeverage": "8", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 1500000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 4.0, - "info": { - "bracket": "5", - "initialLeverage": "4", - "notionalCap": "1500000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1500000.0, - "maxNotional": 3000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "6", - "initialLeverage": "2", - "notionalCap": "3000000", - "notionalFloor": "1500000", - "maintMarginRatio": "0.25", - "cum": "199400.0" - } - }, - { - "tier": 7.0, - "currency": "BUSD", - "minNotional": 3000000.0, - "maxNotional": 4000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "7", - "initialLeverage": "1", - "notionalCap": "4000000", - "notionalFloor": "3000000", - "maintMarginRatio": "0.5", - "cum": "949400.0" - } - } - ], "LINK/USDT:USDT": [ { "tier": 1.0, @@ -19789,117 +18331,117 @@ } } ], - "LTC/BUSD:BUSD": [ + "LSK/USDT:USDT": [ { "tier": 1.0, - "currency": "BUSD", + "currency": "USDT", "minNotional": 0.0, "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, "info": { "bracket": "1", - "initialLeverage": "10", + "initialLeverage": "50", "notionalCap": "5000", "notionalFloor": "0", - "maintMarginRatio": "0.02", + "maintMarginRatio": "0.015", "cum": "0.0" } }, { "tier": 2.0, - "currency": "BUSD", + "currency": "USDT", "minNotional": 5000.0, "maxNotional": 25000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, + "maxLeverage": 20.0, "info": { "bracket": "2", - "initialLeverage": "8", + "initialLeverage": "20", "notionalCap": "25000", "notionalFloor": "5000", "maintMarginRatio": "0.025", - "cum": "25.0" + "cum": "50.0" } }, { "tier": 3.0, - "currency": "BUSD", + "currency": "USDT", "minNotional": 25000.0, "maxNotional": 100000.0, "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, + "maxLeverage": 10.0, "info": { "bracket": "3", - "initialLeverage": "6", + "initialLeverage": "10", "notionalCap": "100000", "notionalFloor": "25000", "maintMarginRatio": "0.05", - "cum": "650.0" + "cum": "675.0" } }, { "tier": 4.0, - "currency": "BUSD", + "currency": "USDT", "minNotional": 100000.0, - "maxNotional": 250000.0, + "maxNotional": 200000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "4", "initialLeverage": "5", - "notionalCap": "250000", + "notionalCap": "200000", "notionalFloor": "100000", "maintMarginRatio": "0.1", - "cum": "5650.0" + "cum": "5675.0" } }, { "tier": 5.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 1500000.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "5", "initialLeverage": "4", - "notionalCap": "1500000", - "notionalFloor": "250000", + "notionalCap": "500000", + "notionalFloor": "200000", "maintMarginRatio": "0.125", - "cum": "11900.0" + "cum": "10675.0" } }, { "tier": 6.0, - "currency": "BUSD", - "minNotional": 1500000.0, - "maxNotional": 3000000.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "6", "initialLeverage": "2", - "notionalCap": "3000000", - "notionalFloor": "1500000", + "notionalCap": "1000000", + "notionalFloor": "500000", "maintMarginRatio": "0.25", - "cum": "199400.0" + "cum": "73175.0" } }, { "tier": 7.0, - "currency": "BUSD", - "minNotional": 3000000.0, - "maxNotional": 3200000.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "7", "initialLeverage": "1", - "notionalCap": "3200000", - "notionalFloor": "3000000", + "notionalCap": "2000000", + "notionalFloor": "1000000", "maintMarginRatio": "0.5", - "cum": "949400.0" + "cum": "323175.0" } } ], @@ -20407,6 +18949,120 @@ } } ], + "MANTA/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "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": "50.0" + } + }, + { + "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": "675.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 100000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "200000", + "notionalFloor": "100000", + "maintMarginRatio": "0.1", + "cum": "5675.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.125", + "cum": "10675.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "73175.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "323175.0" + } + } + ], "MASK/USDT:USDT": [ { "tier": 1.0, @@ -20537,120 +19193,6 @@ } } ], - "MATIC/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, - "info": { - "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, - "info": { - "bracket": "2", - "initialLeverage": "8", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 1500000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 4.0, - "info": { - "bracket": "5", - "initialLeverage": "4", - "notionalCap": "1500000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1500000.0, - "maxNotional": 3000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "6", - "initialLeverage": "2", - "notionalCap": "3000000", - "notionalFloor": "1500000", - "maintMarginRatio": "0.25", - "cum": "199400.0" - } - }, - { - "tier": 7.0, - "currency": "BUSD", - "minNotional": 3000000.0, - "maxNotional": 3500000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "7", - "initialLeverage": "1", - "notionalCap": "3500000", - "notionalFloor": "3000000", - "maintMarginRatio": "0.5", - "cum": "949400.0" - } - } - ], "MATIC/USDT:USDT": [ { "tier": 1.0, @@ -21497,6 +20039,120 @@ } } ], + "MOVR/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "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": "50.0" + } + }, + { + "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": "675.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 100000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "200000", + "notionalFloor": "100000", + "maintMarginRatio": "0.1", + "cum": "5675.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.125", + "cum": "10675.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "73175.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "323175.0" + } + } + ], "MTL/USDT:USDT": [ { "tier": 1.0, @@ -21611,104 +20267,6 @@ } } ], - "NEAR/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 8.0, - "info": { - "bracket": "1", - "initialLeverage": "8", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 7.0, - "info": { - "bracket": "2", - "initialLeverage": "7", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "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": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 3000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "3000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386900.0" - } - } - ], "NEAR/USDT:USDT": [ { "tier": 1.0, @@ -21730,13 +20288,13 @@ "tier": 2.0, "currency": "USDT", "minNotional": 10000.0, - "maxNotional": 150000.0, + "maxNotional": 250000.0, "maintenanceMarginRate": 0.025, "maxLeverage": 20.0, "info": { "bracket": "2", "initialLeverage": "20", - "notionalCap": "150000", + "notionalCap": "250000", "notionalFloor": "10000", "maintMarginRatio": "0.025", "cum": "100.0" @@ -21745,97 +20303,97 @@ { "tier": 3.0, "currency": "USDT", - "minNotional": 150000.0, - "maxNotional": 250000.0, + "minNotional": 250000.0, + "maxNotional": 750000.0, "maintenanceMarginRate": 0.03, "maxLeverage": 15.0, "info": { "bracket": "3", "initialLeverage": "15", - "notionalCap": "250000", - "notionalFloor": "150000", + "notionalCap": "750000", + "notionalFloor": "250000", "maintMarginRatio": "0.03", - "cum": "850.0" + "cum": "1350.0" } }, { "tier": 4.0, "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 600000.0, + "minNotional": 750000.0, + "maxNotional": 1500000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "4", "initialLeverage": "10", - "notionalCap": "600000", - "notionalFloor": "250000", + "notionalCap": "1500000", + "notionalFloor": "750000", "maintMarginRatio": "0.05", - "cum": "5850.0" + "cum": "16350.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 600000.0, - "maxNotional": 1600000.0, + "minNotional": 1500000.0, + "maxNotional": 4000000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "5", "initialLeverage": "5", - "notionalCap": "1600000", - "notionalFloor": "600000", + "notionalCap": "4000000", + "notionalFloor": "1500000", "maintMarginRatio": "0.1", - "cum": "35850.0" + "cum": "91350.0" } }, { "tier": 6.0, "currency": "USDT", - "minNotional": 1600000.0, - "maxNotional": 2000000.0, + "minNotional": 4000000.0, + "maxNotional": 5000000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "6", "initialLeverage": "4", - "notionalCap": "2000000", - "notionalFloor": "1600000", + "notionalCap": "5000000", + "notionalFloor": "4000000", "maintMarginRatio": "0.125", - "cum": "75850.0" + "cum": "191350.0" } }, { "tier": 7.0, "currency": "USDT", - "minNotional": 2000000.0, - "maxNotional": 6000000.0, + "minNotional": 5000000.0, + "maxNotional": 12000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "7", "initialLeverage": "2", - "notionalCap": "6000000", - "notionalFloor": "2000000", + "notionalCap": "12000000", + "notionalFloor": "5000000", "maintMarginRatio": "0.25", - "cum": "325850.0" + "cum": "816350.0" } }, { "tier": 8.0, "currency": "USDT", - "minNotional": 6000000.0, - "maxNotional": 10000000.0, + "minNotional": 12000000.0, + "maxNotional": 20000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "8", "initialLeverage": "1", - "notionalCap": "10000000", - "notionalFloor": "6000000", + "notionalCap": "20000000", + "notionalFloor": "12000000", "maintMarginRatio": "0.5", - "cum": "1825850.0" + "cum": "3816350.0" } } ], @@ -21969,6 +20527,120 @@ } } ], + "NFP/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "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": "50.0" + } + }, + { + "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": "675.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 100000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "200000", + "notionalFloor": "100000", + "maintMarginRatio": "0.1", + "cum": "5675.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.125", + "cum": "10675.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "73175.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "323175.0" + } + } + ], "NKN/USDT:USDT": [ { "tier": 1.0, @@ -22605,6 +21277,120 @@ } } ], + "ONDO/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "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": "50.0" + } + }, + { + "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": "675.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 100000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "200000", + "notionalFloor": "100000", + "maintMarginRatio": "0.1", + "cum": "5675.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.125", + "cum": "10675.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "73175.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "323175.0" + } + } + ], "ONE/USDT:USDT": [ { "tier": 1.0, @@ -22936,13 +21722,13 @@ "tier": 1.0, "currency": "USDT", "minNotional": 0.0, - "maxNotional": 5000.0, + "maxNotional": 10000.0, "maintenanceMarginRate": 0.006, "maxLeverage": 50.0, "info": { "bracket": "1", "initialLeverage": "50", - "notionalCap": "5000", + "notionalCap": "10000", "notionalFloor": "0", "maintMarginRatio": "0.006", "cum": "0.0" @@ -22951,7 +21737,7 @@ { "tier": 2.0, "currency": "USDT", - "minNotional": 5000.0, + "minNotional": 10000.0, "maxNotional": 50000.0, "maintenanceMarginRate": 0.01, "maxLeverage": 25.0, @@ -22959,9 +21745,9 @@ "bracket": "2", "initialLeverage": "25", "notionalCap": "50000", - "notionalFloor": "5000", + "notionalFloor": "10000", "maintMarginRatio": "0.01", - "cum": "20.0" + "cum": "40.0" } }, { @@ -22977,87 +21763,87 @@ "notionalCap": "600000", "notionalFloor": "50000", "maintMarginRatio": "0.025", - "cum": "770.0" + "cum": "790.0" } }, { "tier": 4.0, "currency": "USDT", "minNotional": 600000.0, - "maxNotional": 1200000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "4", "initialLeverage": "10", - "notionalCap": "1200000", + "notionalCap": "2000000", "notionalFloor": "600000", "maintMarginRatio": "0.05", - "cum": "15770.0" + "cum": "15790.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 1200000.0, - "maxNotional": 3000000.0, + "minNotional": 2000000.0, + "maxNotional": 5000000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "5", "initialLeverage": "5", - "notionalCap": "3000000", - "notionalFloor": "1200000", + "notionalCap": "5000000", + "notionalFloor": "2000000", "maintMarginRatio": "0.1", - "cum": "75770.0" + "cum": "115790.0" } }, { "tier": 6.0, "currency": "USDT", - "minNotional": 3000000.0, - "maxNotional": 5000000.0, + "minNotional": 5000000.0, + "maxNotional": 7000000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "6", "initialLeverage": "4", - "notionalCap": "5000000", - "notionalFloor": "3000000", + "notionalCap": "7000000", + "notionalFloor": "5000000", "maintMarginRatio": "0.125", - "cum": "150770.0" + "cum": "240790.0" } }, { "tier": 7.0, "currency": "USDT", - "minNotional": 5000000.0, - "maxNotional": 12000000.0, + "minNotional": 7000000.0, + "maxNotional": 18000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "7", "initialLeverage": "2", - "notionalCap": "12000000", - "notionalFloor": "5000000", + "notionalCap": "18000000", + "notionalFloor": "7000000", "maintMarginRatio": "0.25", - "cum": "775770.0" + "cum": "1115790.0" } }, { "tier": 8.0, "currency": "USDT", - "minNotional": 12000000.0, - "maxNotional": 20000000.0, + "minNotional": 18000000.0, + "maxNotional": 30000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "8", "initialLeverage": "1", - "notionalCap": "20000000", - "notionalFloor": "12000000", + "notionalCap": "30000000", + "notionalFloor": "18000000", "maintMarginRatio": "0.5", - "cum": "3775770.0" + "cum": "5615790.0" } } ], @@ -23181,14 +21967,14 @@ "currency": "USDT", "minNotional": 0.0, "maxNotional": 5000.0, - "maintenanceMarginRate": 0.015, - "maxLeverage": 50.0, + "maintenanceMarginRate": 0.0065, + "maxLeverage": 75.0, "info": { "bracket": "1", - "initialLeverage": "50", + "initialLeverage": "75", "notionalCap": "5000", "notionalFloor": "0", - "maintMarginRatio": "0.015", + "maintMarginRatio": "0.0065", "cum": "0.0" } }, @@ -23196,112 +21982,144 @@ "tier": 2.0, "currency": "USDT", "minNotional": 5000.0, - "maxNotional": 50000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 25.0, + "maxNotional": 75000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 50.0, "info": { "bracket": "2", - "initialLeverage": "25", - "notionalCap": "50000", + "initialLeverage": "50", + "notionalCap": "75000", "notionalFloor": "5000", - "maintMarginRatio": "0.02", - "cum": "25.0" + "maintMarginRatio": "0.01", + "cum": "17.5" } }, { "tier": 3.0, "currency": "USDT", - "minNotional": 50000.0, - "maxNotional": 400000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, + "minNotional": 75000.0, + "maxNotional": 150000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 40.0, "info": { "bracket": "3", - "initialLeverage": "20", - "notionalCap": "400000", - "notionalFloor": "50000", - "maintMarginRatio": "0.025", - "cum": "275.0" + "initialLeverage": "40", + "notionalCap": "150000", + "notionalFloor": "75000", + "maintMarginRatio": "0.015", + "cum": "392.5" } }, { "tier": 4.0, "currency": "USDT", - "minNotional": 400000.0, - "maxNotional": 800000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, + "minNotional": 150000.0, + "maxNotional": 300000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, "info": { "bracket": "4", - "initialLeverage": "10", - "notionalCap": "800000", - "notionalFloor": "400000", - "maintMarginRatio": "0.05", - "cum": "10275.0" + "initialLeverage": "25", + "notionalCap": "300000", + "notionalFloor": "150000", + "maintMarginRatio": "0.02", + "cum": "1142.5" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 800000.0, - "maxNotional": 2000000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, + "minNotional": 300000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, "info": { "bracket": "5", - "initialLeverage": "5", - "notionalCap": "2000000", - "notionalFloor": "800000", - "maintMarginRatio": "0.1", - "cum": "50275.0" + "initialLeverage": "20", + "notionalCap": "1000000", + "notionalFloor": "300000", + "maintMarginRatio": "0.025", + "cum": "2642.5" } }, { "tier": 6.0, "currency": "USDT", - "minNotional": 2000000.0, - "maxNotional": 4000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 4.0, + "minNotional": 1000000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, "info": { "bracket": "6", - "initialLeverage": "4", - "notionalCap": "4000000", - "notionalFloor": "2000000", - "maintMarginRatio": "0.125", - "cum": "100275.0" + "initialLeverage": "10", + "notionalCap": "3000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.05", + "cum": "27642.5" } }, { "tier": 7.0, "currency": "USDT", - "minNotional": 4000000.0, - "maxNotional": 8000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, + "minNotional": 3000000.0, + "maxNotional": 6000000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, "info": { "bracket": "7", - "initialLeverage": "2", - "notionalCap": "8000000", - "notionalFloor": "4000000", - "maintMarginRatio": "0.25", - "cum": "600275.0" + "initialLeverage": "5", + "notionalCap": "6000000", + "notionalFloor": "3000000", + "maintMarginRatio": "0.1", + "cum": "177642.5" } }, { "tier": 8.0, "currency": "USDT", - "minNotional": 8000000.0, - "maxNotional": 15000000.0, + "minNotional": 6000000.0, + "maxNotional": 10000000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "8", + "initialLeverage": "4", + "notionalCap": "10000000", + "notionalFloor": "6000000", + "maintMarginRatio": "0.125", + "cum": "327642.5" + } + }, + { + "tier": 9.0, + "currency": "USDT", + "minNotional": 10000000.0, + "maxNotional": 20000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "9", + "initialLeverage": "2", + "notionalCap": "20000000", + "notionalFloor": "10000000", + "maintMarginRatio": "0.25", + "cum": "1577642.5" + } + }, + { + "tier": 10.0, + "currency": "USDT", + "minNotional": 20000000.0, + "maxNotional": 30000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "8", + "bracket": "10", "initialLeverage": "1", - "notionalCap": "15000000", - "notionalFloor": "8000000", + "notionalCap": "30000000", + "notionalFloor": "20000000", "maintMarginRatio": "0.5", - "cum": "2600275.0" + "cum": "6577642.5" } } ], @@ -23761,104 +22579,6 @@ } } ], - "PHB/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 8.0, - "info": { - "bracket": "1", - "initialLeverage": "8", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 7.0, - "info": { - "bracket": "2", - "initialLeverage": "7", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "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": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 1500000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "1500000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386900.0" - } - } - ], "PHB/USDT:USDT": [ { "tier": 1.0, @@ -25298,13 +24018,13 @@ "tier": 2.0, "currency": "USDT", "minNotional": 5000.0, - "maxNotional": 25000.0, + "maxNotional": 50000.0, "maintenanceMarginRate": 0.025, "maxLeverage": 15.0, "info": { "bracket": "2", "initialLeverage": "15", - "notionalCap": "25000", + "notionalCap": "50000", "notionalFloor": "5000", "maintMarginRatio": "0.025", "cum": "25.0" @@ -25313,65 +24033,81 @@ { "tier": 3.0, "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 100000.0, + "minNotional": 50000.0, + "maxNotional": 200000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "3", "initialLeverage": "10", - "notionalCap": "100000", - "notionalFloor": "25000", + "notionalCap": "200000", + "notionalFloor": "50000", "maintMarginRatio": "0.05", - "cum": "650.0" + "cum": "1275.0" } }, { "tier": 4.0, "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, + "minNotional": 200000.0, + "maxNotional": 500000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "4", "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", + "notionalCap": "500000", + "notionalFloor": "200000", "maintMarginRatio": "0.1", - "cum": "5650.0" + "cum": "11275.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 250000.0, + "minNotional": 500000.0, "maxNotional": 1000000.0, "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, + "maxLeverage": 4.0, "info": { "bracket": "5", - "initialLeverage": "2", + "initialLeverage": "4", "notionalCap": "1000000", - "notionalFloor": "250000", + "notionalFloor": "500000", "maintMarginRatio": "0.125", - "cum": "11900.0" + "cum": "23775.0" } }, { "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": "148775.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 2000000.0, "maxNotional": 5000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "6", + "bracket": "7", "initialLeverage": "1", "notionalCap": "5000000", - "notionalFloor": "1000000", + "notionalFloor": "2000000", "maintMarginRatio": "0.5", - "cum": "386900.0" + "cum": "648775.0" } } ], @@ -25815,104 +24551,6 @@ } } ], - "SAND/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 8.0, - "info": { - "bracket": "1", - "initialLeverage": "8", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 7.0, - "info": { - "bracket": "2", - "initialLeverage": "7", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "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": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 1500000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "1500000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386900.0" - } - } - ], "SAND/USDT:USDT": [ { "tier": 1.0, @@ -26809,117 +25447,181 @@ } } ], - "SOL/BUSD:BUSD": [ + "SOL/USDC:USDC": [ { "tier": 1.0, - "currency": "BUSD", + "currency": "USDC", "minNotional": 0.0, - "maxNotional": 50000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.005, + "maxLeverage": 100.0, "info": { "bracket": "1", - "initialLeverage": "10", - "notionalCap": "50000", + "initialLeverage": "100", + "notionalCap": "10000", "notionalFloor": "0", - "maintMarginRatio": "0.02", + "maintMarginRatio": "0.005", "cum": "0.0" } }, { "tier": 2.0, - "currency": "BUSD", - "minNotional": 50000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, + "currency": "USDC", + "minNotional": 10000.0, + "maxNotional": 50000.0, + "maintenanceMarginRate": 0.0065, + "maxLeverage": 75.0, "info": { 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"currency": "USDC", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.012, + "maxLeverage": 40.0, "info": { "bracket": "4", - "initialLeverage": "5", - "notionalCap": "1000000", - "notionalFloor": "500000", - "maintMarginRatio": "0.1", - "cum": "27750.0" + "initialLeverage": "40", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.012", + "cum": "590.0" } }, { "tier": 5.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, - "maintenanceMarginRate": 0.15, - "maxLeverage": 3.0, + "currency": "USDC", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, "info": { "bracket": "5", - "initialLeverage": "3", - "notionalCap": "2000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.15", - "cum": "77750.0" + "initialLeverage": "25", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.02", + "cum": "4590.0" } }, 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"initialLeverage": "25", - "notionalCap": "200000", - "notionalFloor": "100000", - "maintMarginRatio": "0.02", - "cum": "935.0" + "initialLeverage": "40", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.012", + "cum": "590.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 200000.0, + "minNotional": 500000.0, "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, "info": { "bracket": "5", - "initialLeverage": "20", + "initialLeverage": "25", "notionalCap": "1000000", - "notionalFloor": "200000", - "maintMarginRatio": "0.025", - "cum": "1935.0" + "notionalFloor": "500000", + "maintMarginRatio": "0.02", + "cum": "4590.0" } }, { @@ -27009,79 +25711,95 @@ "currency": "USDT", "minNotional": 1000000.0, "maxNotional": 2000000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, "info": { "bracket": "6", - 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"maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "10", + "initialLeverage": "2", + "notionalCap": "50000000", + "notionalFloor": "20000000", + "maintMarginRatio": "0.25", + "cum": "3184590.0" + } + }, + { + "tier": 11.0, + "currency": "USDT", + "minNotional": 50000000.0, + "maxNotional": 100000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "10", + "bracket": "11", "initialLeverage": "1", - "notionalCap": "30000000", - "notionalFloor": "18000000", + "notionalCap": "100000000", + "notionalFloor": "50000000", "maintMarginRatio": "0.5", - "cum": "5496935.0" + "cum": "15684590.0" } } ], @@ -28959,104 +27677,6 @@ } } ], - "TLM/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 8.0, - "info": { - "bracket": "1", - "initialLeverage": "8", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 7.0, - "info": { - "bracket": "2", - "initialLeverage": "7", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "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": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 1500000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "1500000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386900.0" - } - } - ], "TLM/USDT:USDT": [ { "tier": 1.0, @@ -29404,13 +28024,13 @@ "tier": 2.0, "currency": "USDT", "minNotional": 5000.0, - "maxNotional": 25000.0, + "maxNotional": 50000.0, "maintenanceMarginRate": 0.02, "maxLeverage": 25.0, "info": { "bracket": "2", "initialLeverage": "25", - "notionalCap": "25000", + "notionalCap": "50000", "notionalFloor": "5000", "maintMarginRatio": "0.02", "cum": "25.0" @@ -29419,81 +28039,97 @@ { "tier": 3.0, "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 50000.0, + "minNotional": 50000.0, + "maxNotional": 100000.0, "maintenanceMarginRate": 0.025, "maxLeverage": 20.0, "info": { "bracket": "3", "initialLeverage": "20", - "notionalCap": "50000", - "notionalFloor": "25000", + "notionalCap": "100000", + "notionalFloor": "50000", "maintMarginRatio": "0.025", - "cum": "150.0" + "cum": "275.0" } }, { "tier": 4.0, "currency": "USDT", - "minNotional": 50000.0, - "maxNotional": 100000.0, + "minNotional": 100000.0, + "maxNotional": 400000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "4", "initialLeverage": "10", - "notionalCap": "100000", - "notionalFloor": "50000", + "notionalCap": "400000", + "notionalFloor": "100000", "maintMarginRatio": "0.05", - "cum": "1400.0" + "cum": "2775.0" } }, { "tier": 5.0, "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 250000.0, + "minNotional": 400000.0, + "maxNotional": 1000000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "5", "initialLeverage": "5", - "notionalCap": "250000", - "notionalFloor": "100000", + "notionalCap": "1000000", + "notionalFloor": "400000", "maintMarginRatio": "0.1", - "cum": "6400.0" + "cum": "22775.0" } }, { "tier": 6.0, "currency": "USDT", - "minNotional": 250000.0, - "maxNotional": 1000000.0, + "minNotional": 1000000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, + "maxLeverage": 4.0, "info": { "bracket": "6", - "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", + "initialLeverage": "4", + "notionalCap": "2000000", + "notionalFloor": "1000000", "maintMarginRatio": "0.125", - "cum": "12650.0" + "cum": "47775.0" } }, { "tier": 7.0, "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 3000000.0, + "minNotional": 2000000.0, + "maxNotional": 4000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "7", + "initialLeverage": "2", + "notionalCap": "4000000", + "notionalFloor": "2000000", + "maintMarginRatio": "0.25", + "cum": "297775.0" + } + }, + { + "tier": 8.0, + "currency": "USDT", + "minNotional": 4000000.0, + "maxNotional": 8000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "7", + "bracket": "8", "initialLeverage": "1", - "notionalCap": "3000000", - "notionalFloor": "1000000", + "notionalCap": "8000000", + "notionalFloor": "4000000", "maintMarginRatio": "0.5", - "cum": "387650.0" + "cum": "1297775.0" } } ], @@ -29611,120 +28247,6 @@ } } ], - "TRX/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, - "info": { - "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, - "info": { - "bracket": "2", - "initialLeverage": "8", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 1500000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 4.0, - "info": { - "bracket": "5", - "initialLeverage": "4", - "notionalCap": "1500000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 1500000.0, - "maxNotional": 3000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "6", - "initialLeverage": "2", - "notionalCap": "3000000", - "notionalFloor": "1500000", - "maintMarginRatio": "0.25", - "cum": "199400.0" - } - }, - { - "tier": 7.0, - "currency": "BUSD", - "minNotional": 3000000.0, - "maxNotional": 4000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "7", - "initialLeverage": "1", - "notionalCap": "4000000", - "notionalFloor": "3000000", - "maintMarginRatio": "0.5", - "cum": "949400.0" - } - } - ], "TRX/USDT:USDT": [ { "tier": 1.0, @@ -30154,10 +28676,10 @@ "minNotional": 250000.0, "maxNotional": 1000000.0, "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, + "maxLeverage": 4.0, "info": { "bracket": "4", - "initialLeverage": "2", + "initialLeverage": "4", "notionalCap": "1000000", "notionalFloor": "250000", "maintMarginRatio": "0.125", @@ -30168,114 +28690,32 @@ "tier": 5.0, "currency": "USDT", "minNotional": 1000000.0, - "maxNotional": 3000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "5", - "initialLeverage": "1", - "notionalCap": "3000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.5", - "cum": "386875.0" - } - } - ], - "UNI/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 8.0, - "info": { - "bracket": "1", - "initialLeverage": "8", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 7.0, - "info": { - "bracket": "2", - "initialLeverage": "7", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.125, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "5", "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11900.0" + "notionalCap": "1500000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.25", + "cum": "136875.0" } }, { "tier": 6.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 1500000.0, + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "6", "initialLeverage": "1", - "notionalCap": "1500000", - "notionalFloor": "1000000", + "notionalCap": "3000000", + "notionalFloor": "1500000", "maintMarginRatio": "0.5", - "cum": "386900.0" + "cum": "511875.0" } } ], @@ -30799,104 +29239,6 @@ } } ], - "WAVES/BUSD:BUSD": [ - { - "tier": 1.0, - "currency": "BUSD", - "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, - "info": { - "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", - "notionalFloor": "0", - "maintMarginRatio": "0.02", - "cum": "0.0" - } - }, - { - "tier": 2.0, - "currency": "BUSD", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, - "info": { - "bracket": "2", - "initialLeverage": "8", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "currency": "BUSD", - "minNotional": 25000.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, - "info": { - "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" - } - }, - { - "tier": 4.0, - "currency": "BUSD", - "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": "5650.0" - } - }, - { - "tier": 5.0, - "currency": "BUSD", - "minNotional": 250000.0, - "maxNotional": 500000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 2.0, - "info": { - "bracket": "5", - "initialLeverage": "2", - "notionalCap": "500000", - "notionalFloor": "250000", - "maintMarginRatio": "0.125", - "cum": "11900.0" - } - }, - { - "tier": 6.0, - "currency": "BUSD", - "minNotional": 500000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.5, - "maxLeverage": 1.0, - "info": { - "bracket": "6", - "initialLeverage": "1", - "notionalCap": "1000000", - "notionalFloor": "500000", - "maintMarginRatio": "0.5", - "cum": "199400.0" - } - } - ], "WAVES/USDT:USDT": [ { "tier": 1.0, @@ -31125,6 +29467,120 @@ } } ], + "WIF/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "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": "50.0" + } + }, + { + "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": "675.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 100000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "200000", + "notionalFloor": "100000", + "maintMarginRatio": "0.1", + "cum": "5675.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.125", + "cum": "10675.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "73175.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "323175.0" + } + } + ], "WLD/USDT:USDT": [ { "tier": 1.0, @@ -31353,6 +29809,120 @@ } } ], + "XAI/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "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": "50.0" + } + }, + { + "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": "675.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 100000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "200000", + "notionalFloor": "100000", + "maintMarginRatio": "0.1", + "cum": "5675.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.125", + "cum": "10675.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "73175.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "323175.0" + } + } + ], "XEM/USDT:USDT": [ { "tier": 1.0, @@ -31727,101 +30297,165 @@ } } ], - "XRP/BUSD:BUSD": [ + "XRP/USDC:USDC": [ { "tier": 1.0, - "currency": "BUSD", + "currency": "USDC", "minNotional": 0.0, - "maxNotional": 100000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 11.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.005, + "maxLeverage": 75.0, "info": { "bracket": "1", - "initialLeverage": "11", - "notionalCap": "100000", + "initialLeverage": "75", + "notionalCap": "5000", "notionalFloor": "0", - "maintMarginRatio": "0.025", + "maintMarginRatio": "0.005", "cum": "0.0" } }, { "tier": 2.0, - "currency": "BUSD", - "minNotional": 100000.0, - "maxNotional": 500000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, + "currency": "USDC", + "minNotional": 5000.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.006, + "maxLeverage": 50.0, "info": { "bracket": "2", - "initialLeverage": "10", - "notionalCap": "500000", - "notionalFloor": "100000", - "maintMarginRatio": "0.05", - "cum": "2500.0" + "initialLeverage": "50", + "notionalCap": "10000", + "notionalFloor": "5000", + "maintMarginRatio": "0.006", + "cum": "5.0" } }, { "tier": 3.0, - "currency": "BUSD", - "minNotional": 500000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, + "currency": "USDC", + "minNotional": 10000.0, + "maxNotional": 50000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 40.0, "info": { "bracket": "3", - "initialLeverage": "5", - "notionalCap": "1000000", - "notionalFloor": "500000", - "maintMarginRatio": "0.1", - "cum": "27500.0" + "initialLeverage": "40", + "notionalCap": "50000", + "notionalFloor": "10000", + "maintMarginRatio": "0.01", + "cum": "45.0" } }, { "tier": 4.0, - "currency": "BUSD", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, - "maintenanceMarginRate": 0.15, - "maxLeverage": 3.0, + "currency": "USDC", + "minNotional": 50000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, "info": { "bracket": "4", - "initialLeverage": "3", - "notionalCap": "2000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.15", - "cum": "77500.0" + "initialLeverage": "25", + "notionalCap": "750000", + "notionalFloor": "50000", + "maintMarginRatio": "0.02", + "cum": "545.0" } }, { "tier": 5.0, - "currency": "BUSD", - "minNotional": 2000000.0, - "maxNotional": 5000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, + "currency": "USDC", + "minNotional": 750000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, "info": { "bracket": "5", - "initialLeverage": "2", - "notionalCap": "5000000", - "notionalFloor": "2000000", - "maintMarginRatio": "0.25", - "cum": "277500.0" + "initialLeverage": "10", + "notionalCap": "3000000", + "notionalFloor": "750000", + "maintMarginRatio": "0.05", + "cum": "23045.0" } }, { "tier": 6.0, - "currency": "BUSD", - "minNotional": 5000000.0, - "maxNotional": 5500000.0, + "currency": "USDC", + "minNotional": 3000000.0, + "maxNotional": 10000000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "6", + "initialLeverage": "5", + "notionalCap": "10000000", + "notionalFloor": "3000000", + "maintMarginRatio": "0.1", + "cum": "173045.0" + } + }, + { + "tier": 7.0, + "currency": "USDC", + "minNotional": 10000000.0, + "maxNotional": 12000000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "7", + "initialLeverage": "4", + "notionalCap": "12000000", + "notionalFloor": "10000000", + "maintMarginRatio": "0.125", + "cum": "423045.0" + } + }, + { + "tier": 8.0, + "currency": "USDC", + "minNotional": 12000000.0, + "maxNotional": 20000000.0, + "maintenanceMarginRate": 0.15, + "maxLeverage": 3.0, + "info": { + "bracket": "8", + "initialLeverage": "3", + "notionalCap": "20000000", + "notionalFloor": "12000000", + "maintMarginRatio": "0.15", + "cum": "723045.0" + } + }, + { + "tier": 9.0, + "currency": "USDC", + "minNotional": 20000000.0, + "maxNotional": 30000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "9", + "initialLeverage": "2", + "notionalCap": "30000000", + "notionalFloor": "20000000", + "maintMarginRatio": "0.25", + "cum": "2723045.0" + } + }, + { + "tier": 10.0, + "currency": "USDC", + "minNotional": 30000000.0, + "maxNotional": 50000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "6", + "bracket": "10", "initialLeverage": "1", - "notionalCap": "5500000", - "notionalFloor": "5000000", + "notionalCap": "50000000", + "notionalFloor": "30000000", "maintMarginRatio": "0.5", - "cum": "1527500.0" + "cum": "10223045.0" } } ], @@ -32769,6 +31403,120 @@ } } ], + "ZETA/USDT:USDT": [ + { + "tier": 1.0, + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "1", + "initialLeverage": "50", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "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": "50.0" + } + }, + { + "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": "675.0" + } + }, + { + "tier": 4.0, + "currency": "USDT", + "minNotional": 100000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "200000", + "notionalFloor": "100000", + "maintMarginRatio": "0.1", + "cum": "5675.0" + } + }, + { + "tier": 5.0, + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.125", + "cum": "10675.0" + } + }, + { + "tier": 6.0, + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.25", + "cum": "73175.0" + } + }, + { + "tier": 7.0, + "currency": "USDT", + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.5", + "cum": "323175.0" + } + } + ], "ZIL/USDT:USDT": [ { "tier": 1.0, diff --git a/freqtrade/exchange/bybit.py b/freqtrade/exchange/bybit.py index e7c463140..63047066a 100644 --- a/freqtrade/exchange/bybit.py +++ b/freqtrade/exchange/bybit.py @@ -25,6 +25,7 @@ class Bybit(Exchange): officially supported by the Freqtrade development team. So some features may still not work as expected. """ + unified_account = False _ft_has: Dict = { "ohlcv_candle_limit": 1000, @@ -82,9 +83,20 @@ class Bybit(Exchange): Must be overridden in child methods if required. """ try: - if self.trading_mode == TradingMode.FUTURES and not self._config['dry_run']: - position_mode = self._api.set_position_mode(False) - self._log_exchange_response('set_position_mode', position_mode) + if not self._config['dry_run']: + if self.trading_mode == TradingMode.FUTURES: + position_mode = self._api.set_position_mode(False) + self._log_exchange_response('set_position_mode', position_mode) + is_unified = self._api.is_unified_enabled() + # Returns a tuple of bools, first for margin, second for Account + if is_unified and len(is_unified) > 1 and is_unified[1]: + self.unified_account = True + logger.info("Bybit: Unified account.") + raise OperationalException("Bybit: Unified account is not supported. " + "Please use a standard (sub)account.") + else: + self.unified_account = False + logger.info("Bybit: Standard account.") except ccxt.DDoSProtection as e: raise DDosProtection(e) from e except (ccxt.NetworkError, ccxt.ExchangeError) as e: diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py index 72ad774b6..8909ef5ff 100644 --- a/freqtrade/exchange/common.py +++ b/freqtrade/exchange/common.py @@ -2,7 +2,7 @@ import asyncio import logging import time from functools import wraps -from typing import Any, Callable, Optional, TypeVar, cast, overload +from typing import Any, Callable, Dict, List, Optional, TypeVar, cast, overload from freqtrade.constants import ExchangeConfig from freqtrade.exceptions import DDosProtection, RetryableOrderError, TemporaryError @@ -60,16 +60,17 @@ SUPPORTED_EXCHANGES = [ 'okx', ] -EXCHANGE_HAS_REQUIRED = [ +# either the main, or replacement methods (array) is required +EXCHANGE_HAS_REQUIRED: Dict[str, List[str]] = { # Required / private - 'fetchOrder', - 'cancelOrder', - 'createOrder', - 'fetchBalance', + 'fetchOrder': ['fetchOpenOrder', 'fetchClosedOrder'], + 'cancelOrder': [], + 'createOrder': [], + 'fetchBalance': [], # Public endpoints - 'fetchOHLCV', -] + 'fetchOHLCV': [], +} EXCHANGE_HAS_OPTIONAL = [ # Private @@ -86,6 +87,7 @@ EXCHANGE_HAS_OPTIONAL = [ # 'fetchPositions', # Futures trading # 'fetchLeverageTiers', # Futures initialization # 'fetchMarketLeverageTiers', # Futures initialization + # 'fetchOpenOrder', 'fetchClosedOrder', # replacement for fetchOrder # 'fetchOpenOrders', 'fetchClosedOrders', # 'fetchOrders', # Refinding balance... ] diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 4b2d52a68..482ac598f 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -8,7 +8,7 @@ import logging import signal from copy import deepcopy from datetime import datetime, timedelta, timezone -from math import floor +from math import floor, isnan from threading import Lock from typing import Any, Coroutine, Dict, List, Literal, Optional, Tuple, Union @@ -23,7 +23,7 @@ from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHAN BuySell, Config, EntryExit, ExchangeConfig, ListPairsWithTimeframes, MakerTaker, OBLiteral, PairWithTimeframe) from freqtrade.data.converter import clean_ohlcv_dataframe, ohlcv_to_dataframe, trades_dict_to_list -from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, PriceType, TradingMode +from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, PriceType, RunMode, TradingMode from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError, InvalidOrderException, OperationalException, PricingError, RetryableOrderError, TemporaryError) @@ -43,6 +43,7 @@ from freqtrade.misc import (chunks, deep_merge_dicts, file_dump_json, file_load_ from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.util import dt_from_ts, dt_now from freqtrade.util.datetime_helpers import dt_humanize, dt_ts +from freqtrade.util.periodic_cache import PeriodicCache logger = logging.getLogger(__name__) @@ -131,6 +132,7 @@ class Exchange: # Holds candles self._klines: Dict[PairWithTimeframe, DataFrame] = {} + self._expiring_candle_cache: Dict[Tuple[str, int], PeriodicCache] = {} # Holds all open sell orders for dry_run self._dry_run_open_orders: Dict[str, Any] = {} @@ -595,7 +597,11 @@ class Exchange: raise OperationalException( f"Invalid timeframe '{timeframe}'. This exchange supports: {self.timeframes}") - if timeframe and timeframe_to_minutes(timeframe) < 1: + if ( + timeframe + and self._config['runmode'] != RunMode.UTIL_EXCHANGE + and timeframe_to_minutes(timeframe) < 1 + ): raise OperationalException("Timeframes < 1m are currently not supported by Freqtrade.") def validate_ordertypes(self, order_types: Dict) -> None: @@ -653,7 +659,7 @@ class Exchange: candle_limit = self.ohlcv_candle_limit( timeframe, self._config['candle_type_def'], - int(date_minus_candles(timeframe, startup_candles).timestamp() * 1000) + dt_ts(date_minus_candles(timeframe, startup_candles)) if timeframe else None) # Require one more candle - to account for the still open candle. candle_count = startup_candles + 1 @@ -1238,7 +1244,7 @@ class Exchange: f'Insufficient funds to create {ordertype} {side} order on market {pair}. ' f'Tried to {side} amount {amount} at rate {limit_rate} with ' f'stop-price {stop_price_norm}. Message: {e}') from e - except (ccxt.InvalidOrder, ccxt.BadRequest) as e: + except (ccxt.InvalidOrder, ccxt.BadRequest, ccxt.OperationRejected) as e: # Errors: # `Order would trigger immediately.` raise InvalidOrderException( @@ -1254,11 +1260,43 @@ class Exchange: except ccxt.BaseError as e: raise OperationalException(e) from e + def fetch_order_emulated(self, order_id: str, pair: str, params: Dict) -> Dict: + """ + Emulated fetch_order if the exchange doesn't support fetch_order, but requires separate + calls for open and closed orders. + """ + try: + order = self._api.fetch_open_order(order_id, pair, params=params) + self._log_exchange_response('fetch_open_order', order) + order = self._order_contracts_to_amount(order) + return order + except ccxt.OrderNotFound: + try: + order = self._api.fetch_closed_order(order_id, pair, params=params) + self._log_exchange_response('fetch_closed_order', order) + order = self._order_contracts_to_amount(order) + return order + except ccxt.OrderNotFound as e: + raise RetryableOrderError( + f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e + except ccxt.InvalidOrder as e: + raise InvalidOrderException( + f'Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}') from e + except ccxt.DDoSProtection as e: + raise DDosProtection(e) from e + except (ccxt.NetworkError, ccxt.ExchangeError) as e: + raise TemporaryError( + f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e + except ccxt.BaseError as e: + raise OperationalException(e) from e + @retrier(retries=API_FETCH_ORDER_RETRY_COUNT) def fetch_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict: if self._config['dry_run']: return self.fetch_dry_run_order(order_id) try: + if not self.exchange_has('fetchOrder'): + return self.fetch_order_emulated(order_id, pair, params) order = self._api.fetch_order(order_id, pair, params=params) self._log_exchange_response('fetch_order', order) order = self._order_contracts_to_amount(order) @@ -2005,7 +2043,7 @@ class Exchange: timeframe, candle_type, since_ms) move_to = one_call * self.required_candle_call_count now = timeframe_to_next_date(timeframe) - since_ms = int((now - timedelta(seconds=move_to // 1000)).timestamp() * 1000) + since_ms = dt_ts(now - timedelta(seconds=move_to // 1000)) if since_ms: return self._async_get_historic_ohlcv( @@ -2120,6 +2158,39 @@ class Exchange: return results_df + def refresh_ohlcv_with_cache( + self, + pairs: List[PairWithTimeframe], + since_ms: int + ) -> Dict[PairWithTimeframe, DataFrame]: + """ + Refresh ohlcv data for all pairs in needed_pairs if necessary. + Caches data with expiring per timeframe. + Should only be used for pairlists which need "on time" expirarion, and no longer cache. + """ + + timeframes = {p[1] for p in pairs} + for timeframe in timeframes: + if (timeframe, since_ms) not in self._expiring_candle_cache: + timeframe_in_sec = timeframe_to_seconds(timeframe) + # Initialise cache + self._expiring_candle_cache[(timeframe, since_ms)] = PeriodicCache( + ttl=timeframe_in_sec, maxsize=1000) + + # Get candles from cache + candles = { + c: self._expiring_candle_cache[(c[1], since_ms)].get(c, None) for c in pairs + if c in self._expiring_candle_cache[(c[1], since_ms)] + } + pairs_to_download = [p for p in pairs if p not in candles] + if pairs_to_download: + candles = self.refresh_latest_ohlcv( + pairs_to_download, since_ms=since_ms, cache=False + ) + for c, val in candles.items(): + self._expiring_candle_cache[(c[1], since_ms)][c] = val + return candles + def _now_is_time_to_refresh(self, pair: str, timeframe: str, candle_type: CandleType) -> bool: # Timeframe in seconds interval_in_sec = timeframe_to_seconds(timeframe) @@ -2432,7 +2503,7 @@ class Exchange: ) if type(since) is datetime: - since = int(since.timestamp()) * 1000 # * 1000 for ms + since = dt_ts(since) try: funding_history = self._api.fetch_funding_history( @@ -2681,7 +2752,7 @@ class Exchange: self._log_exchange_response('set_leverage', res) except ccxt.DDoSProtection as e: raise DDosProtection(e) from e - except (ccxt.BadRequest, ccxt.InsufficientFunds) as e: + except (ccxt.BadRequest, ccxt.OperationRejected, ccxt.InsufficientFunds) as e: if not accept_fail: raise TemporaryError( f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e @@ -2723,7 +2794,7 @@ class Exchange: self._log_exchange_response('set_margin_mode', res) except ccxt.DDoSProtection as e: raise DDosProtection(e) from e - except ccxt.BadRequest as e: + except (ccxt.BadRequest, ccxt.OperationRejected) as e: if not accept_fail: raise TemporaryError( f'Could not set margin mode due to {e.__class__.__name__}. Message: {e}') from e @@ -2762,7 +2833,7 @@ class Exchange: if not close_date: close_date = datetime.now(timezone.utc) - since_ms = int(timeframe_to_prev_date(timeframe, open_date).timestamp()) * 1000 + since_ms = dt_ts(timeframe_to_prev_date(timeframe, open_date)) mark_comb: PairWithTimeframe = (pair, timeframe, mark_price_type) funding_comb: PairWithTimeframe = (pair, timeframe_ff, CandleType.FUNDING_RATE) @@ -2816,7 +2887,7 @@ class Exchange: else: # Fill up missing funding_rate candles with fallback value combined = mark_rates.merge( - funding_rates, on='date', how="outer", suffixes=["_mark", "_fund"] + funding_rates, on='date', how="left", suffixes=["_mark", "_fund"] ) combined['open_fund'] = combined['open_fund'].fillna(futures_funding_rate) return combined @@ -2845,7 +2916,8 @@ class Exchange: if not df.empty: df1 = df[(df['date'] >= open_date) & (df['date'] <= close_date)] fees = sum(df1['open_fund'] * df1['open_mark'] * amount) - + if isnan(fees): + fees = 0.0 # Negate fees for longs as funding_fees expects it this way based on live endpoints. return fees if is_short else -fees diff --git a/freqtrade/exchange/exchange_utils.py b/freqtrade/exchange/exchange_utils.py index 98e05bf7a..f4dc3a721 100644 --- a/freqtrade/exchange/exchange_utils.py +++ b/freqtrade/exchange/exchange_utils.py @@ -40,21 +40,34 @@ def available_exchanges(ccxt_module: Optional[CcxtModuleType] = None) -> List[st def validate_exchange(exchange: str) -> Tuple[bool, str]: + """ + returns: can_use, reason + with Reason including both missing and missing_opt + """ ex_mod = getattr(ccxt, exchange.lower())() + result = True + reason = '' if not ex_mod or not ex_mod.has: return False, '' - missing = [k for k in EXCHANGE_HAS_REQUIRED if ex_mod.has.get(k) is not True] + missing = [ + k for k, v in EXCHANGE_HAS_REQUIRED.items() + if ex_mod.has.get(k) is not True + and not (all(ex_mod.has.get(x) for x in v)) + ] if missing: - return False, f"missing: {', '.join(missing)}" + result = False + reason += f"missing: {', '.join(missing)}" missing_opt = [k for k in EXCHANGE_HAS_OPTIONAL if not ex_mod.has.get(k)] if exchange.lower() in BAD_EXCHANGES: - return False, BAD_EXCHANGES.get(exchange.lower(), '') - if missing_opt: - return True, f"missing opt: {', '.join(missing_opt)}" + result = False + reason = BAD_EXCHANGES.get(exchange.lower(), '') - return True, '' + if missing_opt: + reason += f"{'. ' if reason else ''}missing opt: {', '.join(missing_opt)}. " + + return result, reason def _build_exchange_list_entry( diff --git a/freqtrade/freqai/prediction_models/XGBoostRegressor.py b/freqtrade/freqai/prediction_models/XGBoostRegressor.py index f1a2474da..f3de6653b 100644 --- a/freqtrade/freqai/prediction_models/XGBoostRegressor.py +++ b/freqtrade/freqai/prediction_models/XGBoostRegressor.py @@ -36,8 +36,15 @@ class XGBoostRegressor(BaseRegressionModel): eval_set = None eval_weights = None else: - eval_set = [(data_dictionary["test_features"], data_dictionary["test_labels"])] - eval_weights = [data_dictionary['test_weights']] + eval_set = [ + (data_dictionary["test_features"], + data_dictionary["test_labels"]), + (X, y) + ] + eval_weights = [ + data_dictionary['test_weights'], + data_dictionary['train_weights'] + ] sample_weight = data_dictionary["train_weights"] diff --git a/freqtrade/freqai/tensorboard/tensorboard.py b/freqtrade/freqai/tensorboard/tensorboard.py index 46bf8dc61..3ad896108 100644 --- a/freqtrade/freqai/tensorboard/tensorboard.py +++ b/freqtrade/freqai/tensorboard/tensorboard.py @@ -43,13 +43,11 @@ class TensorBoardCallback(BaseTensorBoardCallback): if not evals_log: return False - for data, metric in evals_log.items(): - for metric_name, log in metric.items(): + evals = ["validation", "train"] + for metric, eval in zip(evals_log.items(), evals): + for metric_name, log in metric[1].items(): score = log[-1][0] if isinstance(log[-1], tuple) else log[-1] - if data == "train": - self.writer.add_scalar("train_loss", score, epoch) - else: - self.writer.add_scalar("valid_loss", score, epoch) + self.writer.add_scalar(f"{eval}-{metric_name}", score, epoch) return False diff --git a/freqtrade/freqai/utils.py b/freqtrade/freqai/utils.py index 4428d9578..22d75bc16 100644 --- a/freqtrade/freqai/utils.py +++ b/freqtrade/freqai/utils.py @@ -118,10 +118,12 @@ def plot_feature_importance(model: Any, pair: str, dk: FreqaiDataKitchen, mdl = models[label] if "catboost.core" in str(mdl.__class__): feature_importance = mdl.get_feature_importance() - elif "lightgbm.sklearn" or "xgb" in str(mdl.__class__): + elif "lightgbm.sklearn" in str(mdl.__class__): + feature_importance = mdl.feature_importances_ + elif "xgb" in str(mdl.__class__): feature_importance = mdl.feature_importances_ else: - logger.info('Model type not support for generating feature importances.') + logger.info('Model type does not support generating feature importances.') return # Data preparation diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 0d7cef827..8ad151108 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -82,7 +82,6 @@ class FreqtradeBot(LoggingMixin): PairLocks.timeframe = self.config['timeframe'] - self.pairlists = PairListManager(self.exchange, self.config) self.trading_mode: TradingMode = self.config.get('trading_mode', TradingMode.SPOT) self.last_process: Optional[datetime] = None @@ -129,8 +128,9 @@ class FreqtradeBot(LoggingMixin): self.update_funding_fees() self.wallets.update() - # TODO: This would be more efficient if scheduled in utc time, and performed at each - # TODO: funding interval, specified by funding_fee_times on the exchange classes + # This would be more efficient if scheduled in utc time, and performed at each + # funding interval, specified by funding_fee_times on the exchange classes + # However, this reduces the precision - and might therefore lead to problems. for time_slot in range(0, 24): for minutes in [1, 31]: t = str(time(time_slot, minutes, 2)) @@ -432,10 +432,6 @@ class FreqtradeBot(LoggingMixin): try: fo = self.exchange.fetch_order_or_stoploss_order(order.order_id, order.ft_pair, order.ft_order_side == 'stoploss') - if order.ft_order_side == 'stoploss': - if fo and fo['status'] == 'open': - # Assume this as the open stoploss order - trade.stoploss_order_id = order.order_id if fo: logger.info(f"Found {order} for trade {trade}.") self.update_trade_state(trade, order.order_id, fo, @@ -645,8 +641,7 @@ class FreqtradeBot(LoggingMixin): max_entry_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_entry_rate) stake_available = self.wallets.get_available_stake_amount() logger.debug(f"Calling adjust_trade_position for pair {trade.pair}") - stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position, - default_retval=None, supress_error=True)( + stake_amount, order_tag = self.strategy._adjust_trade_position_internal( trade=trade, current_time=datetime.now(timezone.utc), current_rate=current_entry_rate, current_profit=current_entry_profit, min_stake=min_entry_stake, @@ -665,7 +660,8 @@ class FreqtradeBot(LoggingMixin): else: logger.debug("Max adjustment entries is set to unlimited.") self.execute_entry(trade.pair, stake_amount, price=current_entry_rate, - trade=trade, is_short=trade.is_short, mode='pos_adjust') + trade=trade, is_short=trade.is_short, mode='pos_adjust', + enter_tag=order_tag) if stake_amount is not None and stake_amount < 0.0: # We should decrease our position @@ -684,7 +680,7 @@ class FreqtradeBot(LoggingMixin): return self.execute_trade_exit(trade, current_exit_rate, exit_check=ExitCheckTuple( - exit_type=ExitType.PARTIAL_EXIT), sub_trade_amt=amount) + exit_type=ExitType.PARTIAL_EXIT), sub_trade_amt=amount, exit_tag=order_tag) def _check_depth_of_market(self, pair: str, conf: Dict, side: SignalDirection) -> bool: """ @@ -706,7 +702,7 @@ class FreqtradeBot(LoggingMixin): delta = f"Delta: {bids_ask_delta}" logger.info( - f"{bids}, {asks}, {delta}, Direction: {side.value}" + f"{bids}, {asks}, {delta}, Direction: {side.value} " f"Bid Price: {order_book['bids'][0][0]}, Ask Price: {order_book['asks'][0][0]}, " f"Immediate Bid Quantity: {order_book['bids'][0][1]}, " f"Immediate Ask Quantity: {order_book['asks'][0][1]}." @@ -782,6 +778,7 @@ class FreqtradeBot(LoggingMixin): leverage=leverage ) order_obj = Order.parse_from_ccxt_object(order, pair, side, amount, enter_limit_requested) + order_obj.ft_order_tag = enter_tag order_id = order['id'] order_status = order.get('status') logger.info(f"Order {order_id} was created for {pair} and status is {order_status}.") @@ -894,17 +891,15 @@ class FreqtradeBot(LoggingMixin): def cancel_stoploss_on_exchange(self, trade: Trade) -> Trade: # First cancelling stoploss on exchange ... - if trade.stoploss_order_id: + for oslo in trade.open_sl_orders: try: - logger.info(f"Cancelling stoploss on exchange for {trade}") + logger.info(f"Cancelling stoploss on exchange for {trade} " + f"order: {oslo.order_id}") co = self.exchange.cancel_stoploss_order_with_result( - trade.stoploss_order_id, trade.pair, trade.amount) - self.update_trade_state(trade, trade.stoploss_order_id, co, stoploss_order=True) - - # Reset stoploss order id. - trade.stoploss_order_id = None + oslo.order_id, trade.pair, trade.amount) + self.update_trade_state(trade, oslo.order_id, co, stoploss_order=True) except InvalidOrderException: - logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id} " + logger.exception(f"Could not cancel stoploss order {oslo.order_id} " f"for pair {trade.pair}") return trade @@ -967,7 +962,7 @@ class FreqtradeBot(LoggingMixin): # edge-case for now. min_stake_amount = self.exchange.get_min_pair_stake_amount( pair, enter_limit_requested, - self.strategy.stoploss if not mode != 'pos_adjust' else 0.0, + self.strategy.stoploss if not mode == 'pos_adjust' else 0.0, leverage) max_stake_amount = self.exchange.get_max_pair_stake_amount( pair, enter_limit_requested, leverage) @@ -992,7 +987,7 @@ class FreqtradeBot(LoggingMixin): return enter_limit_requested, stake_amount, leverage - def _notify_enter(self, trade: Trade, order: Order, order_type: str, + def _notify_enter(self, trade: Trade, order: Order, order_type: Optional[str], fill: bool = False, sub_trade: bool = False) -> None: """ Sends rpc notification when a entry order occurred. @@ -1016,7 +1011,7 @@ class FreqtradeBot(LoggingMixin): 'direction': 'Short' if trade.is_short else 'Long', 'limit': open_rate, # Deprecated (?) 'open_rate': open_rate, - 'order_type': order_type, + 'order_type': order_type or 'unknown', 'stake_amount': trade.stake_amount, 'stake_currency': self.config['stake_currency'], 'base_currency': self.exchange.get_pair_base_currency(trade.pair), @@ -1079,7 +1074,7 @@ class FreqtradeBot(LoggingMixin): if ( not trade.has_open_orders - and not trade.stoploss_order_id + and not trade.has_open_sl_orders and not self.wallets.check_exit_amount(trade) ): logger.warning( @@ -1189,8 +1184,6 @@ class FreqtradeBot(LoggingMixin): order_obj = Order.parse_from_ccxt_object(stoploss_order, trade.pair, 'stoploss', trade.amount, stop_price) trade.orders.append(order_obj) - trade.stoploss_order_id = str(stoploss_order['id']) - trade.stoploss_last_update = datetime.now(timezone.utc) return True except InsufficientFundsError as e: logger.warning(f"Unable to place stoploss order {e}.") @@ -1198,13 +1191,11 @@ class FreqtradeBot(LoggingMixin): self.handle_insufficient_funds(trade) except InvalidOrderException as e: - trade.stoploss_order_id = None logger.error(f'Unable to place a stoploss order on exchange. {e}') logger.warning('Exiting the trade forcefully') self.emergency_exit(trade, stop_price) except ExchangeError: - trade.stoploss_order_id = None logger.exception('Unable to place a stoploss order on exchange.') return False @@ -1218,27 +1209,28 @@ class FreqtradeBot(LoggingMixin): """ logger.debug('Handling stoploss on exchange %s ...', trade) - stoploss_order = None - try: - # First we check if there is already a stoploss on exchange - stoploss_order = self.exchange.fetch_stoploss_order( - trade.stoploss_order_id, trade.pair) if trade.stoploss_order_id else None - except InvalidOrderException as exception: - logger.warning('Unable to fetch stoploss order: %s', exception) + stoploss_orders = [] + for slo in trade.open_sl_orders: + stoploss_order = None + try: + # First we check if there is already a stoploss on exchange + stoploss_order = self.exchange.fetch_stoploss_order( + slo.order_id, trade.pair) if slo.order_id else None + except InvalidOrderException as exception: + logger.warning('Unable to fetch stoploss order: %s', exception) - if stoploss_order: - self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order, - stoploss_order=True) + if stoploss_order: + stoploss_orders.append(stoploss_order) + self.update_trade_state(trade, slo.order_id, stoploss_order, + stoploss_order=True) - # We check if stoploss order is fulfilled - if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'): - trade.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value - self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order, - stoploss_order=True) - self._notify_exit(trade, "stoploss", True) - self.handle_protections(trade.pair, trade.trade_direction) - return True + # We check if stoploss order is fulfilled + if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'): + trade.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value + self._notify_exit(trade, "stoploss", True) + self.handle_protections(trade.pair, trade.trade_direction) + return True if trade.has_open_orders or not trade.is_open: # Trade has an open Buy or Sell order, Stoploss-handling can't happen in this case @@ -1247,7 +1239,7 @@ class FreqtradeBot(LoggingMixin): return False # If enter order is fulfilled but there is no stoploss, we add a stoploss on exchange - if not stoploss_order: + if len(stoploss_orders) == 0: stop_price = trade.stoploss_or_liquidation if self.edge: stoploss = self.edge.get_stoploss(pair=trade.pair) @@ -1261,27 +1253,7 @@ class FreqtradeBot(LoggingMixin): # in which case the trade will be closed - which we must check below. return False - # If stoploss order is canceled for some reason we add it again - if (trade.is_open - and stoploss_order - and stoploss_order['status'] in ('canceled', 'cancelled')): - if self.create_stoploss_order(trade=trade, stop_price=trade.stoploss_or_liquidation): - return False - else: - logger.warning('Stoploss order was cancelled, but unable to recreate one.') - - # Finally we check if stoploss on exchange should be moved up because of trailing. - # Triggered Orders are now real orders - so don't replace stoploss anymore - if ( - trade.is_open and stoploss_order - and stoploss_order.get('status_stop') != 'triggered' - and (self.config.get('trailing_stop', False) - or self.config.get('use_custom_stoploss', False)) - ): - # if trailing stoploss is enabled we check if stoploss value has changed - # in which case we cancel stoploss order and put another one with new - # value immediately - self.handle_trailing_stoploss_on_exchange(trade, stoploss_order) + self.manage_trade_stoploss_orders(trade, stoploss_orders) return False @@ -1317,6 +1289,42 @@ class FreqtradeBot(LoggingMixin): logger.warning(f"Could not create trailing stoploss order " f"for pair {trade.pair}.") + def manage_trade_stoploss_orders(self, trade: Trade, stoploss_orders: List[Dict]): + """ + Perform required actions acording to existing stoploss orders of trade + :param trade: Corresponding Trade + :param stoploss_orders: Current on exchange stoploss orders + :return: None + """ + # If all stoploss orderd are canceled for some reason we add it again + canceled_sl_orders = [o for o in stoploss_orders + if o['status'] in ('canceled', 'cancelled')] + if ( + trade.is_open and + len(stoploss_orders) > 0 and + len(stoploss_orders) == len(canceled_sl_orders) + ): + if self.create_stoploss_order(trade=trade, stop_price=trade.stoploss_or_liquidation): + return False + else: + logger.warning('All Stoploss orders are cancelled, but unable to recreate one.') + + active_sl_orders = [o for o in stoploss_orders if o not in canceled_sl_orders] + if len(active_sl_orders) > 0: + last_active_sl_order = active_sl_orders[-1] + # Finally we check if stoploss on exchange should be moved up because of trailing. + # Triggered Orders are now real orders - so don't replace stoploss anymore + if (trade.is_open and + last_active_sl_order.get('status_stop') != 'triggered' and + (self.config.get('trailing_stop', False) or + self.config.get('use_custom_stoploss', False))): + # if trailing stoploss is enabled we check if stoploss value has changed + # in which case we cancel stoploss order and put another one with new + # value immediately + self.handle_trailing_stoploss_on_exchange(trade, last_active_sl_order) + + return + def manage_open_orders(self) -> None: """ Management of open orders on exchange. Unfilled orders might be cancelled if timeout @@ -1753,6 +1761,7 @@ class FreqtradeBot(LoggingMixin): return False order_obj = Order.parse_from_ccxt_object(order, trade.pair, trade.exit_side, amount, limit) + order_obj.ft_order_tag = exit_reason trade.orders.append(order_obj) trade.exit_order_status = '' @@ -1767,7 +1776,7 @@ class FreqtradeBot(LoggingMixin): return True - def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False, + def _notify_exit(self, trade: Trade, order_type: Optional[str], fill: bool = False, sub_trade: bool = False, order: Optional[Order] = None) -> None: """ Sends rpc notification when a sell occurred. @@ -1799,7 +1808,7 @@ class FreqtradeBot(LoggingMixin): 'gain': gain, 'limit': order_rate, # Deprecated 'order_rate': order_rate, - 'order_type': order_type, + 'order_type': order_type or 'unknown', 'amount': amount, 'open_rate': trade.open_rate, 'close_rate': order_rate, diff --git a/freqtrade/optimize/analysis/lookahead_helpers.py b/freqtrade/optimize/analysis/lookahead_helpers.py index 1d2b9db48..00f83a46b 100644 --- a/freqtrade/optimize/analysis/lookahead_helpers.py +++ b/freqtrade/optimize/analysis/lookahead_helpers.py @@ -107,9 +107,9 @@ class LookaheadAnalysisSubFunctions: csv_df = add_or_update_row(csv_df, new_row_data) # Fill NaN values with a default value (e.g., 0) - csv_df['total_signals'] = csv_df['total_signals'].fillna(0) - csv_df['biased_entry_signals'] = csv_df['biased_entry_signals'].fillna(0) - csv_df['biased_exit_signals'] = csv_df['biased_exit_signals'].fillna(0) + csv_df['total_signals'] = csv_df['total_signals'].astype(int).fillna(0) + csv_df['biased_entry_signals'] = csv_df['biased_entry_signals'].astype(int).fillna(0) + csv_df['biased_exit_signals'] = csv_df['biased_exit_signals'].astype(int).fillna(0) # Convert columns to integers csv_df['total_signals'] = csv_df['total_signals'].astype(int) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 2aa8a23d6..b01bcf32e 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -23,7 +23,7 @@ from freqtrade.enums import (BacktestState, CandleType, ExitCheckTuple, ExitType TradingMode) from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.exchange import (amount_to_contract_precision, price_to_precision, - timeframe_to_minutes, timeframe_to_seconds) + timeframe_to_seconds) from freqtrade.exchange.exchange import Exchange from freqtrade.mixins import LoggingMixin from freqtrade.optimize.backtest_caching import get_strategy_run_id @@ -33,8 +33,8 @@ from freqtrade.optimize.optimize_reports import (generate_backtest_stats, genera show_backtest_results, store_backtest_analysis_results, store_backtest_stats) -from freqtrade.persistence import (LocalTrade, Order, PairLocks, Trade, disable_database_use, - enable_database_use) +from freqtrade.persistence import (CustomDataWrapper, LocalTrade, Order, PairLocks, Trade, + disable_database_use, enable_database_use) from freqtrade.plugins.pairlistmanager import PairListManager from freqtrade.plugins.protectionmanager import ProtectionManager from freqtrade.resolvers import ExchangeResolver, StrategyResolver @@ -117,8 +117,9 @@ class Backtesting: raise OperationalException("Timeframe needs to be set in either " "configuration or as cli argument `--timeframe 5m`") self.timeframe = str(self.config.get('timeframe')) - self.timeframe_min = timeframe_to_minutes(self.timeframe) - self.timeframe_td = timedelta(minutes=self.timeframe_min) + self.timeframe_secs = timeframe_to_seconds(self.timeframe) + self.timeframe_min = self.timeframe_secs // 60 + self.timeframe_td = timedelta(seconds=self.timeframe_secs) self.disable_database_use() self.init_backtest_detail() self.pairlists = PairListManager(self.exchange, self.config, self.dataprovider) @@ -185,13 +186,14 @@ class Backtesting: # Load detail timeframe if specified self.timeframe_detail = str(self.config.get('timeframe_detail', '')) if self.timeframe_detail: - self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail) - if self.timeframe_min <= self.timeframe_detail_min: + timeframe_detail_secs = timeframe_to_seconds(self.timeframe_detail) + self.timeframe_detail_td = timedelta(seconds=timeframe_detail_secs) + if self.timeframe_secs <= timeframe_detail_secs: raise OperationalException( "Detail timeframe must be smaller than strategy timeframe.") else: - self.timeframe_detail_min = 0 + self.timeframe_detail_td = timedelta(seconds=0) self.detail_data: Dict[str, DataFrame] = {} self.futures_data: Dict[str, DataFrame] = {} @@ -199,7 +201,7 @@ class Backtesting: self.prepare_backtest(False) - self.wallets = Wallets(self.config, self.exchange, log=False) + self.wallets = Wallets(self.config, self.exchange, is_backtest=True) self.progress = BTProgress() self.abort = False @@ -335,6 +337,7 @@ class Backtesting: self.disable_database_use() PairLocks.reset_locks() Trade.reset_trades() + CustomDataWrapper.reset_custom_data() self.rejected_trades = 0 self.timedout_entry_orders = 0 self.timedout_exit_orders = 0 @@ -537,14 +540,14 @@ class Backtesting: min_stake = self.exchange.get_min_pair_stake_amount(trade.pair, current_rate, -0.1) max_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_rate) stake_available = self.wallets.get_available_stake_amount() - stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position, - default_retval=None, supress_error=True)( + stake_amount, order_tag = self.strategy._adjust_trade_position_internal( trade=trade, # type: ignore[arg-type] current_time=current_time, current_rate=current_rate, current_profit=current_profit, min_stake=min_stake, max_stake=min(max_stake, stake_available), current_entry_rate=current_rate, current_exit_rate=current_rate, - current_entry_profit=current_profit, current_exit_profit=current_profit) + current_entry_profit=current_profit, current_exit_profit=current_profit + ) # Check if we should increase our position if stake_amount is not None and stake_amount > 0.0: @@ -554,7 +557,8 @@ class Backtesting: check_adjust_entry = (entry_count <= self.strategy.max_entry_position_adjustment) if check_adjust_entry: pos_trade = self._enter_trade( - trade.pair, row, 'short' if trade.is_short else 'long', stake_amount, trade) + trade.pair, row, 'short' if trade.is_short else 'long', stake_amount, trade, + entry_tag1=order_tag) if pos_trade is not None: self.wallets.update() return pos_trade @@ -569,7 +573,7 @@ class Backtesting: if min_stake and remaining != 0 and remaining < min_stake: # Remaining stake is too low to be sold. return trade - exit_ = ExitCheckTuple(ExitType.PARTIAL_EXIT) + exit_ = ExitCheckTuple(ExitType.PARTIAL_EXIT, order_tag) pos_trade = self._get_exit_for_signal(trade, row, exit_, current_time, amount) if pos_trade is not None: order = pos_trade.orders[-1] @@ -681,11 +685,11 @@ class Backtesting: trade.exit_reason = exit_reason - return self._exit_trade(trade, row, close_rate, amount_) + return self._exit_trade(trade, row, close_rate, amount_, exit_reason) return None - def _exit_trade(self, trade: LocalTrade, sell_row: Tuple, - close_rate: float, amount: Optional[float] = None) -> Optional[LocalTrade]: + def _exit_trade(self, trade: LocalTrade, sell_row: Tuple, close_rate: float, + amount: float, exit_reason: Optional[str]) -> Optional[LocalTrade]: self.order_id_counter += 1 exit_candle_time = sell_row[DATE_IDX].to_pydatetime() order_type = self.strategy.order_types['exit'] @@ -712,6 +716,7 @@ class Backtesting: filled=0, remaining=amount, cost=amount * close_rate, + ft_order_tag=exit_reason, ) order._trade_bt = trade trade.orders.append(order) @@ -835,7 +840,9 @@ class Backtesting: stake_amount: Optional[float] = None, trade: Optional[LocalTrade] = None, requested_rate: Optional[float] = None, - requested_stake: Optional[float] = None) -> Optional[LocalTrade]: + requested_stake: Optional[float] = None, + entry_tag1: Optional[str] = None + ) -> Optional[LocalTrade]: """ :param trade: Trade to adjust - initial entry if None :param requested_rate: Adjusted entry rate @@ -843,7 +850,7 @@ class Backtesting: """ current_time = row[DATE_IDX].to_pydatetime() - entry_tag = row[ENTER_TAG_IDX] if len(row) >= ENTER_TAG_IDX + 1 else None + entry_tag = entry_tag1 or (row[ENTER_TAG_IDX] if len(row) >= ENTER_TAG_IDX + 1 else None) # let's call the custom entry price, using the open price as default price order_type = self.strategy.order_types['entry'] pos_adjust = trade is not None and requested_rate is None @@ -944,6 +951,7 @@ class Backtesting: filled=0, remaining=amount, cost=amount * propose_rate + trade.fee_open, + ft_order_tag=entry_tag, ) order._trade_bt = trade trade.orders.append(order) @@ -963,7 +971,8 @@ class Backtesting: # Ignore trade if entry-order did not fill yet continue exit_row = data[pair][-1] - self._exit_trade(trade, exit_row, exit_row[OPEN_IDX], trade.amount) + self._exit_trade(trade, exit_row, exit_row[OPEN_IDX], trade.amount, + ExitType.FORCE_EXIT.value) trade.orders[-1].close_bt_order(exit_row[DATE_IDX].to_pydatetime(), trade) trade.close_date = exit_row[DATE_IDX].to_pydatetime() @@ -1262,7 +1271,7 @@ class Backtesting: open_trade_count_start = self.backtest_loop( det_row, pair, current_time_det, end_date, open_trade_count_start, trade_dir, is_first) - current_time_det += timedelta(minutes=self.timeframe_detail_min) + current_time_det += self.timeframe_detail_td is_first = False else: self.dataprovider._set_dataframe_max_date(current_time) diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py index 47a13dcd8..47aab2a62 100644 --- a/freqtrade/optimize/optimize_reports/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports/optimize_reports.py @@ -215,7 +215,7 @@ def _get_resample_from_period(period: str) -> str: # Weekly defaulting to Monday. return '1W-MON' if period == 'month': - return '1M' + return '1ME' raise ValueError(f"Period {period} is not supported.") diff --git a/freqtrade/persistence/__init__.py b/freqtrade/persistence/__init__.py index 6205174a7..d5584c22c 100644 --- a/freqtrade/persistence/__init__.py +++ b/freqtrade/persistence/__init__.py @@ -1,5 +1,6 @@ # flake8: noqa: F401 +from freqtrade.persistence.custom_data import CustomDataWrapper from freqtrade.persistence.key_value_store import KeyStoreKeys, KeyValueStore from freqtrade.persistence.models import init_db from freqtrade.persistence.pairlock_middleware import PairLocks diff --git a/freqtrade/persistence/custom_data.py b/freqtrade/persistence/custom_data.py new file mode 100644 index 000000000..81a9e7ad6 --- /dev/null +++ b/freqtrade/persistence/custom_data.py @@ -0,0 +1,174 @@ +import json +import logging +from datetime import datetime +from typing import Any, ClassVar, List, Optional, Sequence + +from sqlalchemy import DateTime, ForeignKey, Integer, String, Text, UniqueConstraint, select +from sqlalchemy.orm import Mapped, mapped_column, relationship + +from freqtrade.constants import DATETIME_PRINT_FORMAT +from freqtrade.persistence.base import ModelBase, SessionType +from freqtrade.util import dt_now + + +logger = logging.getLogger(__name__) + + +class _CustomData(ModelBase): + """ + CustomData database model + Keeps records of metadata as key/value store + for trades or global persistant values + One to many relationship with Trades: + - One trade can have many metadata entries + - One metadata entry can only be associated with one Trade + """ + __tablename__ = 'trade_custom_data' + __allow_unmapped__ = True + session: ClassVar[SessionType] + + # Uniqueness should be ensured over pair, order_id + # its likely that order_id is unique per Pair on some exchanges. + __table_args__ = (UniqueConstraint('ft_trade_id', 'cd_key', name="_trade_id_cd_key"),) + + id = mapped_column(Integer, primary_key=True) + ft_trade_id = mapped_column(Integer, ForeignKey('trades.id'), index=True) + + trade = relationship("Trade", back_populates="custom_data") + + cd_key: Mapped[str] = mapped_column(String(255), nullable=False) + cd_type: Mapped[str] = mapped_column(String(25), nullable=False) + cd_value: Mapped[str] = mapped_column(Text, nullable=False) + created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=dt_now) + updated_at: Mapped[Optional[datetime]] = mapped_column(DateTime, nullable=True) + + # Empty container value - not persisted, but filled with cd_value on query + value: Any = None + + def __repr__(self): + create_time = (self.created_at.strftime(DATETIME_PRINT_FORMAT) + if self.created_at is not None else None) + update_time = (self.updated_at.strftime(DATETIME_PRINT_FORMAT) + if self.updated_at is not None else None) + return (f'CustomData(id={self.id}, key={self.cd_key}, type={self.cd_type}, ' + + f'value={self.cd_value}, trade_id={self.ft_trade_id}, created={create_time}, ' + + f'updated={update_time})') + + @classmethod + def query_cd(cls, key: Optional[str] = None, + trade_id: Optional[int] = None) -> Sequence['_CustomData']: + """ + Get all CustomData, if trade_id is not specified + return will be for generic values not tied to a trade + :param trade_id: id of the Trade + """ + filters = [] + if trade_id is not None: + filters.append(_CustomData.ft_trade_id == trade_id) + if key is not None: + filters.append(_CustomData.cd_key.ilike(key)) + + return _CustomData.session.scalars(select(_CustomData).filter(*filters)).all() + + +class CustomDataWrapper: + """ + CustomData middleware class + Abstracts the database layer away so it becomes optional - which will be necessary to support + backtesting and hyperopt in the future. + """ + + use_db = True + custom_data: List[_CustomData] = [] + unserialized_types = ['bool', 'float', 'int', 'str'] + + @staticmethod + def _convert_custom_data(data: _CustomData) -> _CustomData: + if data.cd_type in CustomDataWrapper.unserialized_types: + data.value = data.cd_value + if data.cd_type == 'bool': + data.value = data.cd_value.lower() == 'true' + elif data.cd_type == 'int': + data.value = int(data.cd_value) + elif data.cd_type == 'float': + data.value = float(data.cd_value) + else: + data.value = json.loads(data.cd_value) + return data + + @staticmethod + def reset_custom_data() -> None: + """ + Resets all key-value pairs. Only active for backtesting mode. + """ + if not CustomDataWrapper.use_db: + CustomDataWrapper.custom_data = [] + + @staticmethod + def delete_custom_data(trade_id: int) -> None: + _CustomData.session.query(_CustomData).filter(_CustomData.ft_trade_id == trade_id).delete() + _CustomData.session.commit() + + @staticmethod + def get_custom_data(*, trade_id: int, key: Optional[str] = None) -> List[_CustomData]: + + if CustomDataWrapper.use_db: + filters = [ + _CustomData.ft_trade_id == trade_id, + ] + if key is not None: + filters.append(_CustomData.cd_key.ilike(key)) + filtered_custom_data = _CustomData.session.scalars(select(_CustomData).filter( + *filters)).all() + + else: + filtered_custom_data = [ + data_entry for data_entry in CustomDataWrapper.custom_data + if (data_entry.ft_trade_id == trade_id) + ] + if key is not None: + filtered_custom_data = [ + data_entry for data_entry in filtered_custom_data + if (data_entry.cd_key.casefold() == key.casefold()) + ] + return [CustomDataWrapper._convert_custom_data(d) for d in filtered_custom_data] + + @staticmethod + def set_custom_data(trade_id: int, key: str, value: Any) -> None: + + value_type = type(value).__name__ + + if value_type not in CustomDataWrapper.unserialized_types: + try: + value_db = json.dumps(value) + except TypeError as e: + logger.warning(f"could not serialize {key} value due to {e}") + return + else: + value_db = str(value) + + if trade_id is None: + trade_id = 0 + + custom_data = CustomDataWrapper.get_custom_data(trade_id=trade_id, key=key) + if custom_data: + data_entry = custom_data[0] + data_entry.cd_value = value_db + data_entry.updated_at = dt_now() + else: + data_entry = _CustomData( + ft_trade_id=trade_id, + cd_key=key, + cd_type=value_type, + cd_value=value_db, + created_at=dt_now(), + ) + data_entry.value = value + + if CustomDataWrapper.use_db and value_db is not None: + _CustomData.session.add(data_entry) + _CustomData.session.commit() + else: + if not custom_data: + CustomDataWrapper.custom_data.append(data_entry) + # Existing data will have updated interactively. diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py index bb6c04922..b07a05632 100644 --- a/freqtrade/persistence/migrations.py +++ b/freqtrade/persistence/migrations.py @@ -1,7 +1,7 @@ import logging from typing import List, Optional -from sqlalchemy import inspect, select, text, tuple_, update +from sqlalchemy import inspect, select, text, update from freqtrade.exceptions import OperationalException from freqtrade.persistence.trade_model import Order, Trade @@ -91,8 +91,6 @@ def migrate_trades_and_orders_table( is_stop_loss_trailing = get_column_def( cols, 'is_stop_loss_trailing', f'coalesce({stop_loss_pct}, 0.0) <> coalesce({initial_stop_loss_pct}, 0.0)') - stoploss_order_id = get_column_def(cols, 'stoploss_order_id', 'null') - stoploss_last_update = get_column_def(cols, 'stoploss_last_update', 'null') max_rate = get_column_def(cols, 'max_rate', '0.0') min_rate = get_column_def(cols, 'min_rate', 'null') exit_reason = get_column_def(cols, 'sell_reason', get_column_def(cols, 'exit_reason', 'null')) @@ -160,7 +158,7 @@ def migrate_trades_and_orders_table( open_rate_requested, close_rate, close_rate_requested, close_profit, stake_amount, amount, amount_requested, open_date, close_date, stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct, - is_stop_loss_trailing, stoploss_order_id, stoploss_last_update, + is_stop_loss_trailing, max_rate, min_rate, exit_reason, exit_order_status, strategy, enter_tag, timeframe, open_trade_value, close_profit_abs, trading_mode, leverage, liquidation_price, is_short, @@ -180,7 +178,6 @@ def migrate_trades_and_orders_table( {initial_stop_loss} initial_stop_loss, {initial_stop_loss_pct} initial_stop_loss_pct, {is_stop_loss_trailing} is_stop_loss_trailing, - {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update, {max_rate} max_rate, {min_rate} min_rate, case when {exit_reason} = 'sell_signal' then 'exit_signal' when {exit_reason} = 'custom_sell' then 'custom_exit' @@ -223,6 +220,7 @@ def migrate_orders_table(engine, table_back_name: str, cols_order: List): ft_amount = get_column_def(cols_order, 'ft_amount', 'coalesce(amount, 0.0)') ft_price = get_column_def(cols_order, 'ft_price', 'coalesce(price, 0.0)') ft_cancel_reason = get_column_def(cols_order, 'ft_cancel_reason', 'null') + ft_order_tag = get_column_def(cols_order, 'ft_order_tag', 'null') # sqlite does not support literals for booleans with engine.begin() as connection: @@ -230,13 +228,14 @@ def migrate_orders_table(engine, table_back_name: str, cols_order: List): insert into orders (id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status, symbol, order_type, side, price, amount, filled, average, remaining, cost, stop_price, order_date, order_filled_date, order_update_date, ft_fee_base, funding_fee, - ft_amount, ft_price, ft_cancel_reason + ft_amount, ft_price, ft_cancel_reason, ft_order_tag ) select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status, symbol, order_type, side, price, amount, filled, {average} average, remaining, cost, {stop_price} stop_price, order_date, order_filled_date, order_update_date, {ft_fee_base} ft_fee_base, {funding_fee} funding_fee, - {ft_amount} ft_amount, {ft_price} ft_price, {ft_cancel_reason} ft_cancel_reason + {ft_amount} ft_amount, {ft_price} ft_price, {ft_cancel_reason} ft_cancel_reason, + {ft_order_tag} ft_order_tag from {table_back_name} """)) @@ -277,6 +276,8 @@ def fix_old_dry_orders(engine): with engine.begin() as connection: # Update current dry-run Orders where + # - stoploss order is Open (will be replaced eventually) + # 2nd query: # - current Order is open # - current Trade is closed # - current Order trade_id not equal to current Trade.id @@ -284,11 +285,6 @@ def fix_old_dry_orders(engine): 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%'), @@ -331,8 +327,8 @@ def check_migrate(engine, decl_base, previous_tables) -> None: # if ('orders' not in previous_tables # or not has_column(cols_orders, 'funding_fee')): migrating = False - # if not has_column(cols_orders, 'ft_cancel_reason'): - if not has_column(cols_trades, 'funding_fee_running'): + # if not has_column(cols_trades, 'funding_fee_running'): + if not has_column(cols_orders, 'ft_order_tag'): migrating = True logger.info(f"Running database migration for trades - " f"backup: {table_back_name}, {order_table_bak_name}") diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py index e561e727b..1a69b271c 100644 --- a/freqtrade/persistence/models.py +++ b/freqtrade/persistence/models.py @@ -13,6 +13,7 @@ from sqlalchemy.pool import StaticPool from freqtrade.exceptions import OperationalException from freqtrade.persistence.base import ModelBase +from freqtrade.persistence.custom_data import _CustomData from freqtrade.persistence.key_value_store import _KeyValueStoreModel from freqtrade.persistence.migrations import check_migrate from freqtrade.persistence.pairlock import PairLock @@ -78,6 +79,8 @@ def init_db(db_url: str) -> None: Order.session = Trade.session PairLock.session = Trade.session _KeyValueStoreModel.session = Trade.session + _CustomData.session = scoped_session(sessionmaker(bind=engine, autoflush=True), + scopefunc=get_request_or_thread_id) previous_tables = inspect(engine).get_table_names() ModelBase.metadata.create_all(engine) diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py index 856a33abf..defeb0e3f 100644 --- a/freqtrade/persistence/trade_model.py +++ b/freqtrade/persistence/trade_model.py @@ -23,7 +23,8 @@ from freqtrade.exchange import (ROUND_DOWN, ROUND_UP, amount_to_contract_precisi from freqtrade.leverage import interest from freqtrade.misc import safe_value_fallback from freqtrade.persistence.base import ModelBase, SessionType -from freqtrade.util import FtPrecise, dt_from_ts, dt_now, dt_ts +from freqtrade.persistence.custom_data import CustomDataWrapper, _CustomData +from freqtrade.util import FtPrecise, dt_from_ts, dt_now, dt_ts, dt_ts_none logger = logging.getLogger(__name__) @@ -73,8 +74,7 @@ class Order(ModelBase): order_id: Mapped[str] = mapped_column(String(255), nullable=False, index=True) status: Mapped[Optional[str]] = mapped_column(String(255), nullable=True) symbol: Mapped[Optional[str]] = mapped_column(String(25), nullable=True) - # TODO: type: order_type type is Optional[str] - order_type: Mapped[str] = mapped_column(String(50), nullable=True) + order_type: Mapped[Optional[str]] = mapped_column(String(50), nullable=True) side: Mapped[str] = mapped_column(String(25), nullable=True) price: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) average: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) @@ -89,6 +89,8 @@ class Order(ModelBase): funding_fee: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) ft_fee_base: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) + ft_order_tag: Mapped[Optional[str]] = mapped_column(String(CUSTOM_TAG_MAX_LENGTH), + nullable=True) @property def order_date_utc(self) -> datetime: @@ -175,6 +177,8 @@ class Order(ModelBase): order_date = safe_value_fallback(order, 'timestamp') if order_date: self.order_date = datetime.fromtimestamp(order_date / 1000, tz=timezone.utc) + elif not self.order_date: + self.order_date = dt_now() self.ft_is_open = True if self.status in NON_OPEN_EXCHANGE_STATES: @@ -212,13 +216,17 @@ class Order(ModelBase): return order def to_json(self, entry_side: str, minified: bool = False) -> Dict[str, Any]: + """ + :param minified: If True, only return a subset of the data is returned. + Only used for backtesting. + """ resp = { 'amount': self.safe_amount, 'safe_price': self.safe_price, 'ft_order_side': self.ft_order_side, - 'order_filled_timestamp': int(self.order_filled_date.replace( - tzinfo=timezone.utc).timestamp() * 1000) if self.order_filled_date else None, + 'order_filled_timestamp': dt_ts_none(self.order_filled_utc), 'ft_is_entry': self.ft_order_side == entry_side, + 'ft_order_tag': self.ft_order_tag, } if not minified: resp.update({ @@ -369,10 +377,6 @@ class LocalTrade: # percentage value of the initial stop loss initial_stop_loss_pct: Optional[float] = None is_stop_loss_trailing: bool = False - # stoploss order id which is on exchange - stoploss_order_id: Optional[str] = None - # last update time of the stoploss order on exchange - stoploss_last_update: Optional[datetime] = None # absolute value of the highest reached price max_rate: Optional[float] = None # Lowest price reached @@ -456,14 +460,25 @@ class LocalTrade: return self.open_date_utc return max([self.open_date_utc, dt_last_filled]) + @property + def date_entry_fill_utc(self) -> Optional[datetime]: + """ Date of the first filled order""" + orders = self.select_filled_orders(self.entry_side) + if ( + orders + and len(filled_date := [o.order_filled_utc for o in orders if o.order_filled_utc]) + ): + return min(filled_date) + return None + @property def open_date_utc(self): return self.open_date.replace(tzinfo=timezone.utc) @property def stoploss_last_update_utc(self): - if self.stoploss_last_update: - return self.stoploss_last_update.replace(tzinfo=timezone.utc) + if self.has_open_sl_orders: + return max(o.order_date_utc for o in self.open_sl_orders) return None @property @@ -519,7 +534,7 @@ class LocalTrade: return [o for o in self.orders if o.ft_is_open and o.ft_order_side != 'stoploss'] @property - def has_open_orders(self) -> int: + def has_open_orders(self) -> bool: """ True if there are open orders for this trade excluding stoploss orders """ @@ -529,6 +544,37 @@ class LocalTrade: ] return len(open_orders_wo_sl) > 0 + @property + def open_sl_orders(self) -> List[Order]: + """ + All open stoploss orders for this trade + """ + return [ + o for o in self.orders + if o.ft_order_side in ['stoploss'] and o.ft_is_open + ] + + @property + def has_open_sl_orders(self) -> bool: + """ + True if there are open stoploss orders for this trade + """ + open_sl_orders = [ + o for o in self.orders + if o.ft_order_side in ['stoploss'] and o.ft_is_open + ] + return len(open_sl_orders) > 0 + + @property + def sl_orders(self) -> List[Order]: + """ + All stoploss orders for this trade + """ + return [ + o for o in self.orders + if o.ft_order_side in ['stoploss'] + ] + @property def open_orders_ids(self) -> List[str]: open_orders_ids_wo_sl = [ @@ -589,15 +635,17 @@ class LocalTrade: 'fee_close_currency': self.fee_close_currency, 'open_date': self.open_date.strftime(DATETIME_PRINT_FORMAT), - 'open_timestamp': int(self.open_date.replace(tzinfo=timezone.utc).timestamp() * 1000), + 'open_timestamp': dt_ts_none(self.open_date_utc), + 'open_fill_date': (self.date_entry_fill_utc.strftime(DATETIME_PRINT_FORMAT) + if self.date_entry_fill_utc else None), + 'open_fill_timestamp': dt_ts_none(self.date_entry_fill_utc), 'open_rate': self.open_rate, 'open_rate_requested': self.open_rate_requested, 'open_trade_value': round(self.open_trade_value, 8), 'close_date': (self.close_date.strftime(DATETIME_PRINT_FORMAT) if self.close_date else None), - 'close_timestamp': int(self.close_date.replace( - tzinfo=timezone.utc).timestamp() * 1000) if self.close_date else None, + 'close_timestamp': dt_ts_none(self.close_date_utc), 'realized_profit': self.realized_profit or 0.0, # Close-profit corresponds to relative realized_profit ratio 'realized_profit_ratio': self.close_profit or None, @@ -621,11 +669,9 @@ class LocalTrade: 'stop_loss_abs': self.stop_loss, 'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None, 'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None, - 'stoploss_order_id': self.stoploss_order_id, - 'stoploss_last_update': (self.stoploss_last_update.strftime(DATETIME_PRINT_FORMAT) - if self.stoploss_last_update else None), - 'stoploss_last_update_timestamp': int(self.stoploss_last_update.replace( - tzinfo=timezone.utc).timestamp() * 1000) if self.stoploss_last_update else None, + 'stoploss_last_update': (self.stoploss_last_update_utc.strftime(DATETIME_PRINT_FORMAT) + if self.stoploss_last_update_utc else None), + 'stoploss_last_update_timestamp': dt_ts_none(self.stoploss_last_update_utc), 'initial_stop_loss_abs': self.initial_stop_loss, 'initial_stop_loss_ratio': (self.initial_stop_loss_pct if self.initial_stop_loss_pct else None), @@ -769,6 +815,7 @@ class LocalTrade: order.funding_fee = self.funding_fee_running # Reset running funding fees self.funding_fee_running = 0.0 + order_type = order.order_type.upper() if order.order_type else None if order.ft_order_side == self.entry_side: # Update open rate and actual amount @@ -776,21 +823,20 @@ class LocalTrade: self.amount = order.safe_amount_after_fee if self.is_open: payment = "SELL" if self.is_short else "BUY" - logger.info(f'{order.order_type.upper()}_{payment} has been fulfilled for {self}.') + logger.info(f'{order_type}_{payment} has been fulfilled for {self}.') self.recalc_trade_from_orders() elif order.ft_order_side == self.exit_side: if self.is_open: payment = "BUY" if self.is_short else "SELL" # * On margin shorts, you buy a little bit more than the amount (amount + interest) - logger.info(f'{order.order_type.upper()}_{payment} has been fulfilled for {self}.') + logger.info(f'{order_type}_{payment} has been fulfilled for {self}.') elif order.ft_order_side == 'stoploss' and order.status not in ('open', ): - self.stoploss_order_id = None self.close_rate_requested = self.stop_loss self.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value if self.is_open and order.safe_filled > 0: - logger.info(f'{order.order_type.upper()} is hit for {self}.') + logger.info(f'{order_type} is hit for {self}.') else: raise ValueError(f'Unknown order type: {order.order_type}') @@ -1169,6 +1215,40 @@ class LocalTrade: or (o.ft_is_open is True and o.status is not None) ] + def set_custom_data(self, key: str, value: Any) -> None: + """ + Set custom data for this trade + :param key: key of the custom data + :param value: value of the custom data (must be JSON serializable) + """ + CustomDataWrapper.set_custom_data(trade_id=self.id, key=key, value=value) + + def get_custom_data(self, key: str, default: Any = None) -> Any: + """ + Get custom data for this trade + :param key: key of the custom data + """ + data = CustomDataWrapper.get_custom_data(trade_id=self.id, key=key) + if data: + return data[0].value + return default + + def get_custom_data_entry(self, key: str) -> Optional[_CustomData]: + """ + Get custom data for this trade + :param key: key of the custom data + """ + data = CustomDataWrapper.get_custom_data(trade_id=self.id, key=key) + if data: + return data[0] + return None + + def get_all_custom_data(self) -> List[_CustomData]: + """ + Get all custom data for this trade + """ + return CustomDataWrapper.get_custom_data(trade_id=self.id) + @property def nr_of_successful_entries(self) -> int: """ @@ -1363,11 +1443,6 @@ class LocalTrade: exit_order_status=data["exit_order_status"], stop_loss=data["stop_loss_abs"], stop_loss_pct=data["stop_loss_ratio"], - stoploss_order_id=data["stoploss_order_id"], - stoploss_last_update=( - datetime.fromtimestamp(data["stoploss_last_update_timestamp"] // 1000, - tz=timezone.utc) - if data["stoploss_last_update_timestamp"] else None), initial_stop_loss=data["initial_stop_loss_abs"], initial_stop_loss_pct=data["initial_stop_loss_ratio"], min_rate=data["min_rate"], @@ -1405,6 +1480,7 @@ class LocalTrade: ft_price=order["price"], remaining=order["remaining"], funding_fee=order.get("funding_fee", None), + ft_order_tag=order.get("ft_order_tag", None), ) trade.orders.append(order_obj) @@ -1428,6 +1504,9 @@ class Trade(ModelBase, LocalTrade): orders: Mapped[List[Order]] = relationship( "Order", order_by="Order.id", cascade="all, delete-orphan", lazy="selectin", innerjoin=True) # type: ignore + custom_data: Mapped[List[_CustomData]] = relationship( + "_CustomData", cascade="all, delete-orphan", + lazy="raise") exchange: Mapped[str] = mapped_column(String(25), nullable=False) # type: ignore pair: Mapped[str] = mapped_column(String(25), nullable=False, index=True) # type: ignore @@ -1473,11 +1552,6 @@ class Trade(ModelBase, LocalTrade): Float(), nullable=True) # type: ignore is_stop_loss_trailing: Mapped[bool] = mapped_column( nullable=False, default=False) # type: ignore - # stoploss order id which is on exchange - stoploss_order_id: Mapped[Optional[str]] = mapped_column( - String(255), nullable=True, index=True) # type: ignore - # last update time of the stoploss order on exchange - stoploss_last_update: Mapped[Optional[datetime]] = mapped_column(nullable=True) # type: ignore # absolute value of the highest reached price max_rate: Mapped[Optional[float]] = mapped_column( Float(), nullable=True, default=0.0) # type: ignore @@ -1536,6 +1610,8 @@ class Trade(ModelBase, LocalTrade): for order in self.orders: Order.session.delete(order) + CustomDataWrapper.delete_custom_data(trade_id=self.id) + Trade.session.delete(self) Trade.commit() diff --git a/freqtrade/persistence/usedb_context.py b/freqtrade/persistence/usedb_context.py index 6fffd2fb5..732f0b0f8 100644 --- a/freqtrade/persistence/usedb_context.py +++ b/freqtrade/persistence/usedb_context.py @@ -1,4 +1,5 @@ +from freqtrade.persistence.custom_data import CustomDataWrapper from freqtrade.persistence.pairlock_middleware import PairLocks from freqtrade.persistence.trade_model import Trade @@ -11,6 +12,7 @@ def disable_database_use(timeframe: str) -> None: PairLocks.use_db = False PairLocks.timeframe = timeframe Trade.use_db = False + CustomDataWrapper.use_db = False def enable_database_use() -> None: @@ -20,6 +22,7 @@ def enable_database_use() -> None: PairLocks.use_db = True PairLocks.timeframe = '' Trade.use_db = True + CustomDataWrapper.use_db = True class FtNoDBContext: diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py index 800bf3664..cdd171e91 100644 --- a/freqtrade/plugins/pairlist/VolatilityFilter.py +++ b/freqtrade/plugins/pairlist/VolatilityFilter.py @@ -3,7 +3,6 @@ Volatility pairlist filter """ import logging import sys -from copy import deepcopy from datetime import timedelta from typing import Any, Dict, List, Optional @@ -37,6 +36,7 @@ class VolatilityFilter(IPairList): self._max_volatility = pairlistconfig.get('max_volatility', sys.maxsize) self._refresh_period = pairlistconfig.get('refresh_period', 1440) self._def_candletype = self._config['candle_type_def'] + self._sort_direction: Optional[str] = pairlistconfig.get('sort_direction', None) self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period) @@ -46,6 +46,9 @@ class VolatilityFilter(IPairList): if self._days > candle_limit: raise OperationalException("VolatilityFilter requires lookback_days to not " f"exceed exchange max request size ({candle_limit})") + if self._sort_direction not in [None, 'asc', 'desc']: + raise OperationalException("VolatilityFilter requires sort_direction to be " + "either None (undefined), 'asc' or 'desc'") @property def needstickers(self) -> bool: @@ -89,6 +92,13 @@ class VolatilityFilter(IPairList): "description": "Maximum Volatility", "help": "Maximum volatility a pair must have to be considered.", }, + "sort_direction": { + "type": "option", + "default": None, + "options": ["", "asc", "desc"], + "description": "Sort pairlist", + "help": "Sort Pairlist ascending or descending by volatility.", + }, **IPairList.refresh_period_parameter() } @@ -103,50 +113,63 @@ class VolatilityFilter(IPairList): (p, '1d', self._def_candletype) for p in pairlist if p not in self._pair_cache] since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=self._days)) - # Get all candles - candles = {} - if needed_pairs: - candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, - cache=False) + candles = self._exchange.refresh_ohlcv_with_cache(needed_pairs, since_ms=since_ms) - if self._enabled: - for p in deepcopy(pairlist): - daily_candles = candles[(p, '1d', self._def_candletype)] if ( - p, '1d', self._def_candletype) in candles else None - if not self._validate_pair_loc(p, daily_candles): - pairlist.remove(p) - return pairlist + resulting_pairlist: List[str] = [] + volatilitys: Dict[str, float] = {} + for p in pairlist: + daily_candles = candles.get((p, '1d', self._def_candletype), None) - def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool: - """ - Validate trading range - :param pair: Pair that's currently validated - :param daily_candles: Downloaded daily candles - :return: True if the pair can stay, false if it should be removed - """ + volatility_avg = self._calculate_volatility(p, daily_candles) + + if volatility_avg is not None: + if self._validate_pair_loc(p, volatility_avg): + resulting_pairlist.append(p) + volatilitys[p] = ( + volatility_avg if volatility_avg and not np.isnan(volatility_avg) else 0 + ) + else: + self.log_once(f"Removed {p} from whitelist, no candles found.", logger.info) + + if self._sort_direction: + resulting_pairlist = sorted(resulting_pairlist, + key=lambda p: volatilitys[p], + reverse=self._sort_direction == 'desc') + return resulting_pairlist + + def _calculate_volatility(self, pair: str, daily_candles: DataFrame) -> Optional[float]: # Check symbol in cache - cached_res = self._pair_cache.get(pair, None) - if cached_res is not None: - return cached_res + if (volatility_avg := self._pair_cache.get(pair, None)) is not None: + return volatility_avg - result = False if daily_candles is not None and not daily_candles.empty: returns = (np.log(daily_candles["close"].shift(1) / daily_candles["close"])) returns.fillna(0, inplace=True) volatility_series = returns.rolling(window=self._days).std() * np.sqrt(self._days) volatility_avg = volatility_series.mean() + self._pair_cache[pair] = volatility_avg - if self._min_volatility <= volatility_avg <= self._max_volatility: - result = True - else: - self.log_once(f"Removed {pair} from whitelist, because volatility " - f"over {self._days} {plural(self._days, 'day')} " - f"is: {volatility_avg:.3f} " - f"which is not in the configured range of " - f"{self._min_volatility}-{self._max_volatility}.", - logger.info) - result = False - self._pair_cache[pair] = result + return volatility_avg + else: + return None + def _validate_pair_loc(self, pair: str, volatility_avg: float) -> bool: + """ + Validate trading range + :param pair: Pair that's currently validated + :param volatility_avg: Average volatility + :return: True if the pair can stay, false if it should be removed + """ + + if self._min_volatility <= volatility_avg <= self._max_volatility: + result = True + else: + self.log_once(f"Removed {pair} from whitelist, because volatility " + f"over {self._days} {plural(self._days, 'day')} " + f"is: {volatility_avg:.3f} " + f"which is not in the configured range of " + f"{self._min_volatility}-{self._max_volatility}.", + logger.info) + result = False return result diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py index b5525e950..f4d08e800 100644 --- a/freqtrade/plugins/pairlist/VolumePairList.py +++ b/freqtrade/plugins/pairlist/VolumePairList.py @@ -229,12 +229,8 @@ class VolumePairList(IPairList): if p not in self._pair_cache ] - # Get all candles - candles = {} - if needed_pairs: - candles = self._exchange.refresh_latest_ohlcv( - needed_pairs, since_ms=since_ms, cache=False - ) + candles = self._exchange.refresh_ohlcv_with_cache(needed_pairs, since_ms) + for i, p in enumerate(filtered_tickers): contract_size = self._exchange.markets[p['symbol']].get('contractSize', 1.0) or 1.0 pair_candles = candles[ diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py index f4625f572..0480f60d0 100644 --- a/freqtrade/plugins/pairlist/rangestabilityfilter.py +++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py @@ -2,7 +2,6 @@ Rate of change pairlist filter """ import logging -from copy import deepcopy from datetime import timedelta from typing import Any, Dict, List, Optional @@ -32,6 +31,7 @@ class RangeStabilityFilter(IPairList): self._max_rate_of_change = pairlistconfig.get('max_rate_of_change') self._refresh_period = pairlistconfig.get('refresh_period', 86400) self._def_candletype = self._config['candle_type_def'] + self._sort_direction: Optional[str] = pairlistconfig.get('sort_direction', None) self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period) @@ -41,6 +41,9 @@ class RangeStabilityFilter(IPairList): if self._days > candle_limit: raise OperationalException("RangeStabilityFilter requires lookback_days to not " f"exceed exchange max request size ({candle_limit})") + if self._sort_direction not in [None, 'asc', 'desc']: + raise OperationalException("RangeStabilityFilter requires sort_direction to be " + "either None (undefined), 'asc' or 'desc'") @property def needstickers(self) -> bool: @@ -87,6 +90,13 @@ class RangeStabilityFilter(IPairList): "description": "Maximum Rate of Change", "help": "Maximum rate of change to filter pairs.", }, + "sort_direction": { + "type": "option", + "default": None, + "options": ["", "asc", "desc"], + "description": "Sort pairlist", + "help": "Sort Pairlist ascending or descending by rate of change.", + }, **IPairList.refresh_period_parameter() } @@ -100,53 +110,65 @@ class RangeStabilityFilter(IPairList): needed_pairs: ListPairsWithTimeframes = [ (p, '1d', self._def_candletype) for p in pairlist if p not in self._pair_cache] - since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=self._days - 1)) - # Get all candles - candles = {} - if needed_pairs: - candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, - cache=False) + since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=self._days + 1)) + candles = self._exchange.refresh_ohlcv_with_cache(needed_pairs, since_ms=since_ms) - if self._enabled: - for p in deepcopy(pairlist): - daily_candles = candles[(p, '1d', self._def_candletype)] if ( - p, '1d', self._def_candletype) in candles else None - if not self._validate_pair_loc(p, daily_candles): - pairlist.remove(p) - return pairlist + resulting_pairlist: List[str] = [] + pct_changes: Dict[str, float] = {} - def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool: - """ - Validate trading range - :param pair: Pair that's currently validated - :param daily_candles: Downloaded daily candles - :return: True if the pair can stay, false if it should be removed - """ + for p in pairlist: + daily_candles = candles.get((p, '1d', self._def_candletype), None) + + pct_change = self._calculate_rate_of_change(p, daily_candles) + + if pct_change is not None: + if self._validate_pair_loc(p, pct_change): + resulting_pairlist.append(p) + pct_changes[p] = pct_change + else: + self.log_once(f"Removed {p} from whitelist, no candles found.", logger.info) + + if self._sort_direction: + resulting_pairlist = sorted(resulting_pairlist, + key=lambda p: pct_changes[p], + reverse=self._sort_direction == 'desc') + return resulting_pairlist + + def _calculate_rate_of_change(self, pair: str, daily_candles: DataFrame) -> Optional[float]: # Check symbol in cache - cached_res = self._pair_cache.get(pair, None) - if cached_res is not None: - return cached_res - - result = True + if (pct_change := self._pair_cache.get(pair, None)) is not None: + return pct_change if daily_candles is not None and not daily_candles.empty: + highest_high = daily_candles['high'].max() lowest_low = daily_candles['low'].min() pct_change = ((highest_high - lowest_low) / lowest_low) if lowest_low > 0 else 0 - if pct_change < self._min_rate_of_change: - self.log_once(f"Removed {pair} from whitelist, because rate of change " - f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, " - f"which is below the threshold of {self._min_rate_of_change}.", - logger.info) - result = False - if self._max_rate_of_change: - if pct_change > self._max_rate_of_change: - self.log_once( - f"Removed {pair} from whitelist, because rate of change " - f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, " - f"which is above the threshold of {self._max_rate_of_change}.", - logger.info) - result = False - self._pair_cache[pair] = result + self._pair_cache[pair] = pct_change + return pct_change else: - self.log_once(f"Removed {pair} from whitelist, no candles found.", logger.info) + return None + + def _validate_pair_loc(self, pair: str, pct_change: float) -> bool: + """ + Validate trading range + :param pair: Pair that's currently validated + :param pct_change: Rate of change + :return: True if the pair can stay, false if it should be removed + """ + + result = True + if pct_change < self._min_rate_of_change: + self.log_once(f"Removed {pair} from whitelist, because rate of change " + f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, " + f"which is below the threshold of {self._min_rate_of_change}.", + logger.info) + result = False + if self._max_rate_of_change: + if pct_change > self._max_rate_of_change: + self.log_once( + f"Removed {pair} from whitelist, because rate of change " + f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, " + f"which is above the threshold of {self._max_rate_of_change}.", + logger.info) + result = False return result diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py index 20a614798..af8d8ddf4 100644 --- a/freqtrade/rpc/api_server/api_schemas.py +++ b/freqtrade/rpc/api_server/api_schemas.py @@ -261,6 +261,7 @@ class OrderSchema(BaseModel): order_timestamp: Optional[int] = None order_filled_timestamp: Optional[int] = None ft_fee_base: Optional[float] = None + ft_order_tag: Optional[str] = None class TradeSchema(BaseModel): @@ -287,6 +288,8 @@ class TradeSchema(BaseModel): open_date: str open_timestamp: int + open_fill_date: Optional[str] + open_fill_timestamp: Optional[int] open_rate: float open_rate_requested: Optional[float] = None open_trade_value: float @@ -314,7 +317,6 @@ class TradeSchema(BaseModel): stop_loss_abs: Optional[float] = None stop_loss_ratio: Optional[float] = None stop_loss_pct: Optional[float] = None - stoploss_order_id: Optional[str] = None stoploss_last_update: Optional[str] = None stoploss_last_update_timestamp: Optional[int] = None initial_stop_loss_abs: Optional[float] = None @@ -397,7 +399,7 @@ class ForceEnterPayload(BaseModel): class ForceExitPayload(BaseModel): - tradeid: str + tradeid: Union[str, int] ordertype: Optional[OrderTypeValues] = None amount: Optional[float] = None @@ -557,3 +559,7 @@ class SysInfo(BaseModel): class Health(BaseModel): last_process: Optional[datetime] = None last_process_ts: Optional[int] = None + bot_start: Optional[datetime] = None + bot_start_ts: Optional[int] = None + bot_startup: Optional[datetime] = None + bot_startup_ts: Optional[int] = None diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index 4f4aac32c..99fc3d451 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -215,7 +215,7 @@ def force_entry(payload: ForceEnterPayload, rpc: RPC = Depends(get_rpc)): @router.post('/forcesell', response_model=ResultMsg, tags=['trading']) def forceexit(payload: ForceExitPayload, rpc: RPC = Depends(get_rpc)): ordertype = payload.ordertype.value if payload.ordertype else None - return rpc._rpc_force_exit(payload.tradeid, ordertype, amount=payload.amount) + return rpc._rpc_force_exit(str(payload.tradeid), ordertype, amount=payload.amount) @router.get('/blacklist', response_model=BlacklistResponse, tags=['info', 'pairlist']) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 6decd7f7b..8bb7f754f 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -291,6 +291,10 @@ class RPC: profit_str += f" ({fiat_profit:.2f})" fiat_profit_sum = fiat_profit if isnan(fiat_profit_sum) \ else fiat_profit_sum + fiat_profit + else: + profit_str += f" ({trade_profit:.2f})" + fiat_profit_sum = trade_profit if isnan(fiat_profit_sum) \ + else fiat_profit_sum + trade_profit active_attempt_side_symbols = [ '*' if (oo and oo.ft_order_side == trade.entry_side) else '**' @@ -317,6 +321,8 @@ class RPC: profitcol = "Profit" if self._fiat_converter: profitcol += " (" + fiat_display_currency + ")" + else: + profitcol += " (" + stake_currency + ")" columns = [ 'ID L/S' if nonspot else 'ID', @@ -927,6 +933,7 @@ class RPC: is_short=is_short, enter_tag=enter_tag, leverage_=leverage, + mode='pos_adjust' if trade else 'initial' ): Trade.commit() trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first() @@ -979,15 +986,16 @@ class RPC: except (ExchangeError): pass - # cancel stoploss on exchange ... + # cancel stoploss on exchange orders ... if (self._freqtrade.strategy.order_types.get('stoploss_on_exchange') - and trade.stoploss_order_id): - try: - self._freqtrade.exchange.cancel_stoploss_order(trade.stoploss_order_id, - trade.pair) - c_count += 1 - except (ExchangeError): - pass + and trade.has_open_sl_orders): + + for oslo in trade.open_sl_orders: + try: + self._freqtrade.exchange.cancel_stoploss_order(oslo.order_id, trade.pair) + c_count += 1 + except (ExchangeError): + pass trade.delete() self._freqtrade.wallets.update() @@ -998,6 +1006,32 @@ class RPC: 'cancel_order_count': c_count, } + def _rpc_list_custom_data(self, trade_id: int, key: Optional[str]) -> List[Dict[str, Any]]: + # Query for trade + trade = Trade.get_trades(trade_filter=[Trade.id == trade_id]).first() + if trade is None: + return [] + # Query custom_data + custom_data = [] + if key: + data = trade.get_custom_data(key=key) + if data: + custom_data = [data] + else: + custom_data = trade.get_all_custom_data() + return [ + { + 'id': data_entry.id, + 'ft_trade_id': data_entry.ft_trade_id, + 'cd_key': data_entry.cd_key, + 'cd_type': data_entry.cd_type, + 'cd_value': data_entry.cd_value, + 'created_at': data_entry.created_at, + 'updated_at': data_entry.updated_at + } + for data_entry in custom_data + ] + def _rpc_performance(self) -> List[Dict[str, Any]]: """ Handler for performance. @@ -1154,7 +1188,7 @@ class RPC: } if has_content: - dataframe.loc[:, '__date_ts'] = dataframe.loc[:, 'date'].view(int64) // 1000 // 1000 + dataframe.loc[:, '__date_ts'] = dataframe.loc[:, 'date'].astype(int64) // 1000 // 1000 # Move signal close to separate column when signal for easy plotting for sig_type in signals.keys(): if sig_type in dataframe.columns: @@ -1332,19 +1366,40 @@ class RPC: def health(self) -> Dict[str, Optional[Union[str, int]]]: last_p = self._freqtrade.last_process - if last_p is None: - return { - "last_process": None, - "last_process_loc": None, - "last_process_ts": None, - } - - return { - "last_process": str(last_p), - "last_process_loc": format_date(last_p.astimezone(tzlocal())), - "last_process_ts": int(last_p.timestamp()), + res: Dict[str, Union[None, str, int]] = { + "last_process": None, + "last_process_loc": None, + "last_process_ts": None, + "bot_start": None, + "bot_start_loc": None, + "bot_start_ts": None, + "bot_startup": None, + "bot_startup_loc": None, + "bot_startup_ts": None, } + if last_p is not None: + res.update({ + "last_process": str(last_p), + "last_process_loc": format_date(last_p.astimezone(tzlocal())), + "last_process_ts": int(last_p.timestamp()), + }) + + if (bot_start := KeyValueStore.get_datetime_value(KeyStoreKeys.BOT_START_TIME)): + res.update({ + "bot_start": str(bot_start), + "bot_start_loc": format_date(bot_start.astimezone(tzlocal())), + "bot_start_ts": int(bot_start.timestamp()), + }) + if (bot_startup := KeyValueStore.get_datetime_value(KeyStoreKeys.STARTUP_TIME)): + res.update({ + "bot_startup": str(bot_startup), + "bot_startup_loc": format_date(bot_startup.astimezone(tzlocal())), + "bot_startup_ts": int(bot_startup.timestamp()), + }) + + return res + def _update_market_direction(self, direction: MarketDirection) -> None: self._freqtrade.strategy.market_direction = direction diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index e2fbe1529..f99149c01 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -33,7 +33,7 @@ from freqtrade.misc import chunks, plural from freqtrade.persistence import Trade from freqtrade.rpc import RPC, RPCException, RPCHandler from freqtrade.rpc.rpc_types import RPCEntryMsg, RPCExitMsg, RPCOrderMsg, RPCSendMsg -from freqtrade.util import dt_humanize, fmt_coin, round_value +from freqtrade.util import dt_humanize, fmt_coin, format_date, round_value MAX_MESSAGE_LENGTH = MessageLimit.MAX_TEXT_LENGTH @@ -243,6 +243,7 @@ class Telegram(RPCHandler): CommandHandler('version', self._version), CommandHandler('marketdir', self._changemarketdir), CommandHandler('order', self._order), + CommandHandler('list_custom_data', self._list_custom_data), ] callbacks = [ CallbackQueryHandler(self._status_table, pattern='update_status_table'), @@ -353,7 +354,7 @@ class Telegram(RPCHandler): message += f"*Amount:* `{round_value(msg['amount'], 8)}`\n" message += f"*Direction:* `{msg['direction']}" if msg.get('leverage') and msg.get('leverage', 1.0) != 1.0: - message += f" ({msg['leverage']:.1g}x)" + message += f" ({msg['leverage']:.3g}x)" message += "`\n" message += f"*Open Rate:* `{fmt_coin(msg['open_rate'], msg['quote_currency'])}`\n" if msg['type'] == RPCMessageType.ENTRY and msg['current_rate']: @@ -371,7 +372,7 @@ class Telegram(RPCHandler): microsecond=0) - msg['open_date'].replace(microsecond=0) duration_min = duration.total_seconds() / 60 - leverage_text = (f" ({msg['leverage']:.1g}x)" + leverage_text = (f" ({msg['leverage']:.3g}x)" if msg.get('leverage') and msg.get('leverage', 1.0) != 1.0 else "") @@ -1364,7 +1365,7 @@ class Telegram(RPCHandler): @authorized_only async def _enter_tag_performance(self, update: Update, context: CallbackContext) -> None: """ - Handler for /buys PAIR . + Handler for /entries PAIR . Shows a performance statistic from finished trades :param bot: telegram bot :param update: message update @@ -1375,28 +1376,28 @@ class Telegram(RPCHandler): pair = context.args[0] trades = self._rpc._rpc_enter_tag_performance(pair) - output = "Entry Tag Performance:\n" + output = "*Entry Tag Performance:*\n" for i, trade in enumerate(trades): stat_line = ( - f"{i + 1}.\t {trade['enter_tag']}\t" + f"{i + 1}.\t `{trade['enter_tag']}\t" f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} " f"({trade['profit_ratio']:.2%}) " - f"({trade['count']})\n") + f"({trade['count']})`\n") if len(output + stat_line) >= MAX_MESSAGE_LENGTH: - await self._send_msg(output, parse_mode=ParseMode.HTML) + await self._send_msg(output, parse_mode=ParseMode.MARKDOWN) output = stat_line else: output += stat_line - await self._send_msg(output, parse_mode=ParseMode.HTML, + await self._send_msg(output, parse_mode=ParseMode.MARKDOWN, reload_able=True, callback_path="update_enter_tag_performance", query=update.callback_query) @authorized_only async def _exit_reason_performance(self, update: Update, context: CallbackContext) -> None: """ - Handler for /sells. + Handler for /exits. Shows a performance statistic from finished trades :param bot: telegram bot :param update: message update @@ -1407,21 +1408,21 @@ class Telegram(RPCHandler): pair = context.args[0] trades = self._rpc._rpc_exit_reason_performance(pair) - output = "Exit Reason Performance:\n" + output = "*Exit Reason Performance:*\n" for i, trade in enumerate(trades): stat_line = ( - f"{i + 1}.\t {trade['exit_reason']}\t" + f"{i + 1}.\t `{trade['exit_reason']}\t" f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} " f"({trade['profit_ratio']:.2%}) " - f"({trade['count']})\n") + f"({trade['count']})`\n") if len(output + stat_line) >= MAX_MESSAGE_LENGTH: - await self._send_msg(output, parse_mode=ParseMode.HTML) + await self._send_msg(output, parse_mode=ParseMode.MARKDOWN) output = stat_line else: output += stat_line - await self._send_msg(output, parse_mode=ParseMode.HTML, + await self._send_msg(output, parse_mode=ParseMode.MARKDOWN, reload_able=True, callback_path="update_exit_reason_performance", query=update.callback_query) @@ -1439,21 +1440,21 @@ class Telegram(RPCHandler): pair = context.args[0] trades = self._rpc._rpc_mix_tag_performance(pair) - output = "Mix Tag Performance:\n" + output = "*Mix Tag Performance:*\n" for i, trade in enumerate(trades): stat_line = ( - f"{i + 1}.\t {trade['mix_tag']}\t" + f"{i + 1}.\t `{trade['mix_tag']}\t" f"{fmt_coin(trade['profit_abs'], self._config['stake_currency'])} " f"({trade['profit_ratio']:.2%}) " - f"({trade['count']})\n") + f"({trade['count']})`\n") if len(output + stat_line) >= MAX_MESSAGE_LENGTH: - await self._send_msg(output, parse_mode=ParseMode.HTML) + await self._send_msg(output, parse_mode=ParseMode.MARKDOWN) output = stat_line else: output += stat_line - await self._send_msg(output, parse_mode=ParseMode.HTML, + await self._send_msg(output, parse_mode=ParseMode.MARKDOWN, reload_able=True, callback_path="update_mix_tag_performance", query=update.callback_query) @@ -1667,6 +1668,8 @@ class Telegram(RPCHandler): "*/marketdir [long | short | even | none]:* `Updates the user managed variable " "that represents the current market direction. If no direction is provided `" "`the currently set market direction will be output.` \n" + "*/list_custom_data :* `List custom_data for Trade ID & Key combo.`\n" + "`If no Key is supplied it will list all key-value pairs found for that Trade ID.`" "_Statistics_\n" "------------\n" @@ -1676,8 +1679,8 @@ class Telegram(RPCHandler): " *table :* `will display trades in a table`\n" " `pending buy orders are marked with an asterisk (*)`\n" " `pending sell orders are marked with a double asterisk (**)`\n" - "*/buys :* `Shows the enter_tag performance`\n" - "*/sells :* `Shows the exit reason performance`\n" + "*/entries :* `Shows the enter_tag performance`\n" + "*/exits :* `Shows the exit reason performance`\n" "*/mix_tags :* `Shows combined entry tag + exit reason performance`\n" "*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n" "*/profit []:* `Lists cumulative profit from all finished trades, " @@ -1689,7 +1692,7 @@ class Telegram(RPCHandler): "*/stats:* `Shows Wins / losses by Sell reason as well as " "Avg. holding durations for buys and sells.`\n" "*/help:* `This help message`\n" - "*/version:* `Show version`" + "*/version:* `Show version`\n" ) await self._send_msg(message, parse_mode=ParseMode.MARKDOWN) @@ -1701,7 +1704,9 @@ class Telegram(RPCHandler): Shows the last process timestamp """ health = self._rpc.health() - message = f"Last process: `{health['last_process_loc']}`" + message = f"Last process: `{health['last_process_loc']}`\n" + message += f"Initial bot start: `{health['bot_start_loc']}`\n" + message += f"Last bot restart: `{health['bot_startup_loc']}`" await self._send_msg(message) @authorized_only @@ -1766,6 +1771,53 @@ class Telegram(RPCHandler): f"*Current state:* `{val['state']}`" ) + @authorized_only + async def _list_custom_data(self, update: Update, context: CallbackContext) -> None: + """ + Handler for /list_custom_data . + List custom_data for specified trade (and key if supplied). + :param bot: telegram bot + :param update: message update + :return: None + """ + try: + if not context.args or len(context.args) == 0: + raise RPCException("Trade-id not set.") + trade_id = int(context.args[0]) + key = None if len(context.args) < 2 else str(context.args[1]) + + results = self._rpc._rpc_list_custom_data(trade_id, key) + messages = [] + if len(results) > 0: + messages.append( + 'Found custom-data entr' + ('ies: ' if len(results) > 1 else 'y: ') + ) + for result in results: + lines = [ + f"*Key:* `{result['cd_key']}`", + f"*ID:* `{result['id']}`", + f"*Trade ID:* `{result['ft_trade_id']}`", + f"*Type:* `{result['cd_type']}`", + f"*Value:* `{result['cd_value']}`", + f"*Create Date:* `{format_date(result['created_at'])}`", + f"*Update Date:* `{format_date(result['updated_at'])}`" + ] + # Filter empty lines using list-comprehension + messages.append("\n".join([line for line in lines if line])) + for msg in messages: + if len(msg) > MAX_MESSAGE_LENGTH: + msg = "Message dropped because length exceeds " + msg += f"maximum allowed characters: {MAX_MESSAGE_LENGTH}" + logger.warning(msg) + await self._send_msg(msg) + else: + message = f"Didn't find any custom-data entries for Trade ID: `{trade_id}`" + message += f" and Key: `{key}`." if key is not None else "" + await self._send_msg(message) + + except RPCException as e: + await self._send_msg(str(e)) + async def _update_msg(self, query: CallbackQuery, msg: str, callback_path: str = "", reload_able: bool = False, parse_mode: str = ParseMode.MARKDOWN) -> None: if reload_able: @@ -1777,13 +1829,9 @@ class Telegram(RPCHandler): msg += f"\nUpdated: {datetime.now().ctime()}" if not query.message: return - chat_id = query.message.chat_id - message_id = query.message.message_id try: - await self._app.bot.edit_message_text( - chat_id=chat_id, - message_id=message_id, + await query.edit_message_text( text=msg, parse_mode=parse_mode, reply_markup=reply_markup diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 7f10c2ea2..2630c3547 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -511,7 +511,8 @@ class IStrategy(ABC, HyperStrategyMixin): min_stake: Optional[float], max_stake: float, current_entry_rate: float, current_exit_rate: float, current_entry_profit: float, current_exit_profit: float, - **kwargs) -> Optional[float]: + **kwargs + ) -> Union[Optional[float], Tuple[Optional[float], Optional[str]]]: """ Custom trade adjustment logic, returning the stake amount that a trade should be increased or decreased. @@ -537,6 +538,7 @@ class IStrategy(ABC, HyperStrategyMixin): :return float: Stake amount to adjust your trade, Positive values to increase position, Negative values to decrease position. Return None for no action. + Optionally, return a tuple with a 2nd element with an order reason """ return None @@ -725,6 +727,36 @@ class IStrategy(ABC, HyperStrategyMixin): _ft_stop_uses_after_fill = False + def _adjust_trade_position_internal( + self, trade: Trade, current_time: datetime, + current_rate: float, current_profit: float, + min_stake: Optional[float], max_stake: float, + current_entry_rate: float, current_exit_rate: float, + current_entry_profit: float, current_exit_profit: float, + **kwargs + ) -> Tuple[Optional[float], str]: + """ + wrapper around adjust_trade_position to handle the return value + """ + resp = strategy_safe_wrapper(self.adjust_trade_position, + default_retval=(None, ''), supress_error=True)( + trade=trade, current_time=current_time, + current_rate=current_rate, current_profit=current_profit, + min_stake=min_stake, max_stake=max_stake, + current_entry_rate=current_entry_rate, current_exit_rate=current_exit_rate, + current_entry_profit=current_entry_profit, current_exit_profit=current_exit_profit, + **kwargs + ) + order_tag = '' + if isinstance(resp, tuple): + if len(resp) >= 1: + stake_amount = resp[0] + if len(resp) > 1: + order_tag = resp[1] or '' + else: + stake_amount = resp + return stake_amount, order_tag + def __informative_pairs_freqai(self) -> ListPairsWithTimeframes: """ Create informative-pairs needed for FreqAI diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb index 0b30dbd54..8d4459a3c 100644 --- a/freqtrade/templates/strategy_analysis_example.ipynb +++ b/freqtrade/templates/strategy_analysis_example.ipynb @@ -35,7 +35,7 @@ "project_root = \"somedir/freqtrade\"\n", "i=0\n", "try:\n", - " os.chdirdir(project_root)\n", + " os.chdir(project_root)\n", " assert Path('LICENSE').is_file()\n", "except:\n", " while i<4 and (not Path('LICENSE').is_file()):\n", @@ -181,7 +181,7 @@ "\n", "# if backtest_dir points to a directory, it'll automatically load the last backtest file.\n", "backtest_dir = config[\"user_data_dir\"] / \"backtest_results\"\n", - "# backtest_dir can also point to a specific file \n", + "# backtest_dir can also point to a specific file\n", "# backtest_dir = config[\"user_data_dir\"] / \"backtest_results/backtest-result-2020-07-01_20-04-22.json\"" ] }, diff --git a/freqtrade/util/__init__.py b/freqtrade/util/__init__.py index 513406fd2..f7e63d9d3 100644 --- a/freqtrade/util/__init__.py +++ b/freqtrade/util/__init__.py @@ -1,6 +1,6 @@ from freqtrade.util.datetime_helpers import (dt_floor_day, dt_from_ts, dt_humanize, dt_now, dt_ts, - dt_ts_def, dt_utc, format_date, format_ms_time, - shorten_date) + dt_ts_def, dt_ts_none, dt_utc, format_date, + format_ms_time, shorten_date) from freqtrade.util.formatters import decimals_per_coin, fmt_coin, round_value from freqtrade.util.ft_precise import FtPrecise from freqtrade.util.periodic_cache import PeriodicCache @@ -14,6 +14,7 @@ __all__ = [ 'dt_now', 'dt_ts', 'dt_ts_def', + 'dt_ts_none', 'dt_utc', 'format_date', 'format_ms_time', diff --git a/freqtrade/util/datetime_helpers.py b/freqtrade/util/datetime_helpers.py index 102c83143..66b738e8d 100644 --- a/freqtrade/util/datetime_helpers.py +++ b/freqtrade/util/datetime_helpers.py @@ -31,13 +31,23 @@ def dt_ts(dt: Optional[datetime] = None) -> int: def dt_ts_def(dt: Optional[datetime], default: int = 0) -> int: """ Return dt in ms as a timestamp in UTC. - If dt is None, return the current datetime in UTC. + If dt is None, return the given default. """ if dt: return int(dt.timestamp() * 1000) return default +def dt_ts_none(dt: Optional[datetime]) -> Optional[int]: + """ + Return dt in ms as a timestamp in UTC. + If dt is None, return the given default. + """ + if dt: + return int(dt.timestamp() * 1000) + return None + + def dt_floor_day(dt: datetime) -> datetime: """Return the floor of the day for the given datetime.""" return dt.replace(hour=0, minute=0, second=0, microsecond=0) diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py index 0f41114ed..0d22feb36 100644 --- a/freqtrade/wallets.py +++ b/freqtrade/wallets.py @@ -36,9 +36,9 @@ class PositionWallet(NamedTuple): class Wallets: - def __init__(self, config: Config, exchange: Exchange, log: bool = True) -> None: + def __init__(self, config: Config, exchange: Exchange, is_backtest: bool = False) -> None: self._config = config - self._log = log + self._is_backtest = is_backtest self._exchange = exchange self._wallets: Dict[str, Wallet] = {} self._positions: Dict[str, PositionWallet] = {} @@ -78,11 +78,11 @@ class Wallets: _wallets = {} _positions = {} open_trades = Trade.get_trades_proxy(is_open=True) - # If not backtesting... - # TODO: potentially remove the ._log workaround to determine backtest mode. - if self._log: + if not self._is_backtest: + # Live / Dry-run mode tot_profit = Trade.get_total_closed_profit() else: + # Backtest mode tot_profit = LocalTrade.total_profit tot_profit += sum(trade.realized_profit for trade in open_trades) tot_in_trades = sum(trade.stake_amount for trade in open_trades) @@ -177,7 +177,7 @@ class Wallets: self._update_live() else: self._update_dry() - if self._log: + if not self._is_backtest: logger.info('Wallets synced.') self._last_wallet_refresh = dt_now() @@ -341,19 +341,19 @@ class Wallets: max_allowed_stake = min(max_allowed_stake, max_stake_amount - trade_amount) if min_stake_amount is not None and min_stake_amount > max_allowed_stake: - if self._log: + if not self._is_backtest: logger.warning("Minimum stake amount > available balance. " f"{min_stake_amount} > {max_allowed_stake}") return 0 if min_stake_amount is not None and stake_amount < min_stake_amount: - if self._log: + if not self._is_backtest: logger.info( f"Stake amount for pair {pair} is too small " f"({stake_amount} < {min_stake_amount}), adjusting to {min_stake_amount}." ) if stake_amount * 1.3 < min_stake_amount: # Top-cap stake-amount adjustments to +30%. - if self._log: + if not self._is_backtest: logger.info( f"Adjusted stake amount for pair {pair} is more than 30% bigger than " f"the desired stake amount of ({stake_amount:.8f} * 1.3 = " @@ -363,7 +363,7 @@ class Wallets: stake_amount = min_stake_amount if stake_amount > max_allowed_stake: - if self._log: + if not self._is_backtest: logger.info( f"Stake amount for pair {pair} is too big " f"({stake_amount} > {max_allowed_stake}), adjusting to {max_allowed_stake}." diff --git a/pyproject.toml b/pyproject.toml index 1d8d9420d..753f44262 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -115,6 +115,8 @@ ignore = ["freqtrade/vendor/**"] line-length = 100 extend-exclude = [".env", ".venv"] target-version = "py38" + +[tool.ruff.lint] # Exclude UP036 as it's causing the "exit if < 3.9" to fail. extend-select = [ "C90", # mccabe @@ -132,16 +134,17 @@ extend-select = [ # "TCH", # flake8-type-checking "PTH", # flake8-use-pathlib ] + extend-ignore = [ "E241", # Multiple spaces after comma "E272", # Multiple spaces before keyword "E221", # Multiple spaces before operator ] -[tool.ruff.mccabe] +[tool.ruff.lint.mccabe] max-complexity = 12 -[tool.ruff.per-file-ignores] +[tool.ruff.lint.per-file-ignores] "tests/*" = ["S"] [tool.flake8] diff --git a/requirements-dev.txt b/requirements-dev.txt index 04d4a8563..319b390ed 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -7,25 +7,25 @@ -r docs/requirements-docs.txt coveralls==3.3.1 -ruff==0.1.15 -mypy==1.8.0 -pre-commit==3.6.0 -pytest==7.4.4 -pytest-asyncio==0.23.4 +ruff==0.3.0 +mypy==1.9.0 +pre-commit==3.6.2 +pytest==8.1.1 +pytest-asyncio==0.23.5.post1 pytest-cov==4.1.0 pytest-mock==3.12.0 pytest-random-order==1.1.1 pytest-xdist==3.5.0 isort==5.13.2 # For datetime mocking -time-machine==2.13.0 +time-machine==2.14.0 # Convert jupyter notebooks to markdown documents -nbconvert==7.14.2 +nbconvert==7.16.2 # mypy types types-cachetools==5.3.0.7 types-filelock==3.2.7 -types-requests==2.31.0.20240125 +types-requests==2.31.0.20240311 types-tabulate==0.9.0.20240106 -types-python-dateutil==2.8.19.20240106 +types-python-dateutil==2.8.19.20240311 diff --git a/requirements-freqai-rl.txt b/requirements-freqai-rl.txt index fa5e9f014..67fed9190 100644 --- a/requirements-freqai-rl.txt +++ b/requirements-freqai-rl.txt @@ -8,4 +8,4 @@ gymnasium==0.29.1; python_version < '3.12' stable_baselines3==2.2.1; python_version < '3.12' sb3_contrib>=2.0.0a9; python_version < '3.12' # Progress bar for stable-baselines3 and sb3-contrib -tqdm==4.66.1 +tqdm==4.66.2 diff --git a/requirements-freqai.txt b/requirements-freqai.txt index 988ac2143..31366efa7 100644 --- a/requirements-freqai.txt +++ b/requirements-freqai.txt @@ -3,10 +3,10 @@ -r requirements-plot.txt # Required for freqai -scikit-learn==1.4.0 +scikit-learn==1.4.1.post1 joblib==1.3.2 -catboost==1.2.2; 'arm' not in platform_machine and python_version < '3.12' -lightgbm==4.2.0 +catboost==1.2.3; 'arm' not in platform_machine +lightgbm==4.3.0 xgboost==2.0.3 -tensorboard==2.15.1 +tensorboard==2.16.2 datasieve==0.1.7 diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index b961b3b04..5347adf9c 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -3,6 +3,6 @@ # Required for hyperopt scipy==1.12.0 -scikit-learn==1.4.0 +scikit-learn==1.4.1.post1 ft-scikit-optimize==0.9.2 filelock==3.13.1 diff --git a/requirements-plot.txt b/requirements-plot.txt index 8900bf1f9..af746ef98 100644 --- a/requirements-plot.txt +++ b/requirements-plot.txt @@ -1,4 +1,4 @@ # Include all requirements to run the bot. -r requirements.txt -plotly==5.18.0 +plotly==5.19.0 diff --git a/requirements.txt b/requirements.txt index 535d94946..dcc946696 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,44 +1,44 @@ -numpy==1.26.3 -pandas==2.1.4 +numpy==1.26.4 +pandas==2.2.1 pandas-ta==0.3.14b -ccxt==4.2.25 -cryptography==42.0.1 -aiohttp==3.9.2 -SQLAlchemy==2.0.25 -python-telegram-bot==20.7 +ccxt==4.2.66 +cryptography==42.0.5 +aiohttp==3.9.3 +SQLAlchemy==2.0.27 +python-telegram-bot==21.0.1 # can't be hard-pinned due to telegram-bot pinning httpx with ~ httpx>=0.24.1 arrow==1.3.0 -cachetools==5.3.2 +cachetools==5.3.3 requests==2.31.0 -urllib3==2.1.0 +urllib3==2.2.1 jsonschema==4.21.1 TA-Lib==0.4.28 -technical==1.4.2 +technical==1.4.3 tabulate==0.9.0 pycoingecko==3.1.0 jinja2==3.1.3 tables==3.9.1 joblib==1.3.2 -rich==13.7.0 +rich==13.7.1 pyarrow==15.0.0; platform_machine != 'armv7l' # find first, C search in arrays py_find_1st==1.1.6 # Load ticker files 30% faster -python-rapidjson==1.14 +python-rapidjson==1.16 # Properly format api responses -orjson==3.9.12 +orjson==3.9.15 # Notify systemd sdnotify==0.3.2 # API Server -fastapi==0.109.0 -pydantic==2.5.3 -uvicorn==0.27.0 +fastapi==0.110.0 +pydantic==2.6.3 +uvicorn==0.28.0 pyjwt==2.8.0 aiofiles==23.2.1 psutil==5.9.8 @@ -49,7 +49,8 @@ colorama==0.4.6 questionary==2.0.1 prompt-toolkit==3.0.36 # Extensions to datetime library -python-dateutil==2.8.2 +python-dateutil==2.9.0.post0 +pytz==2024.1 #Futures schedule==1.2.1 @@ -59,4 +60,4 @@ websockets==12.0 janus==1.0.0 ast-comments==1.2.1 -packaging==23.2 +packaging==24.0 diff --git a/setup.py b/setup.py index 64b30ed94..dea1966fa 100644 --- a/setup.py +++ b/setup.py @@ -35,21 +35,21 @@ hdf5 = [ develop = [ 'coveralls', + 'isort', 'mypy', - 'ruff', 'pre-commit', - 'pytest', 'pytest-asyncio', 'pytest-cov', 'pytest-mock', 'pytest-random-order', - 'isort', + 'pytest', + 'ruff', 'time-machine', 'types-cachetools', 'types-filelock', + 'types-python-dateutil' 'types-requests', 'types-tabulate', - 'types-python-dateutil' ] jupyter = [ @@ -70,14 +70,17 @@ setup( ], install_requires=[ # from requirements.txt - 'ccxt>=4.2.15', + 'ccxt>=4.2.47', 'SQLAlchemy>=2.0.6', 'python-telegram-bot>=20.1', 'arrow>=1.0.0', 'cachetools', 'requests', + 'httpx>=0.24.1', 'urllib3', 'jsonschema', + 'numpy', + 'pandas', 'TA-Lib', 'pandas-ta', 'technical', @@ -86,30 +89,28 @@ setup( 'py_find_1st', 'python-rapidjson', 'orjson', - 'sdnotify', 'colorama', 'jinja2', 'questionary', 'prompt-toolkit', - 'numpy', - 'pandas', 'joblib>=1.2.0', 'rich', 'pyarrow; platform_machine != "armv7l"', 'fastapi', 'pydantic>=2.2.0', + 'pyjwt', + 'websockets', 'uvicorn', 'psutil', - 'pyjwt', - 'aiofiles', 'schedule', - 'websockets', 'janus', 'ast-comments', + 'aiofiles', 'aiohttp', 'cryptography', - 'httpx>=0.24.1', + 'sdnotify', 'python-dateutil', + 'pytz', 'packaging', ], extras_require={ diff --git a/setup.sh b/setup.sh index 6bf85edab..68374a689 100755 --- a/setup.sh +++ b/setup.sh @@ -161,7 +161,7 @@ function install_macos() { /usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)" fi - brew install gettext + brew install gettext libomp #Gets number after decimal in python version version=$(egrep -o 3.\[0-9\]+ <<< $PYTHON | sed 's/3.//g') diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index cdad46407..2252ff9f4 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -820,11 +820,6 @@ def test_download_data_trades(mocker): "--trading-mode", "futures", "--dl-trades" ] - with pytest.raises(OperationalException, - match="Trade download not supported for futures."): - pargs = get_args(args) - pargs['config'] = None - start_download_data(pargs) def test_download_data_data_invalid(mocker): @@ -842,10 +837,11 @@ def test_download_data_data_invalid(mocker): start_download_data(pargs) -def test_start_convert_trades(mocker, caplog): +def test_start_convert_trades(mocker): convert_mock = mocker.patch('freqtrade.commands.data_commands.convert_trades_to_ohlcv', MagicMock(return_value=[])) patch_exchange(mocker) + mocker.patch(f'{EXMS}.get_markets') mocker.patch(f'{EXMS}.markets', PropertyMock(return_value={})) args = [ "trades-to-ohlcv", diff --git a/tests/conftest.py b/tests/conftest.py index 0cc3a8ea0..d894a7908 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -142,8 +142,8 @@ def generate_trades_history(n_rows, start_date: Optional[datetime] = None, days= return df -def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05'): - np.random.seed(42) +def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05', random_seed=42): + np.random.seed(random_seed) base = np.random.normal(20, 2, size=size) if timeframe == '1y': @@ -174,10 +174,10 @@ def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05'): return df -def generate_test_data_raw(timeframe: str, size: int, start: str = '2020-07-05'): +def generate_test_data_raw(timeframe: str, size: int, start: str = '2020-07-05', random_seed=42): """ Generates data in the ohlcv format used by ccxt """ - df = generate_test_data(timeframe, size, start) - df['date'] = df.loc[:, 'date'].view(np.int64) // 1000 // 1000 + df = generate_test_data(timeframe, size, start, random_seed) + df['date'] = df.loc[:, 'date'].astype(np.int64) // 1000 // 1000 return list(list(x) for x in zip(*(df[x].values.tolist() for x in df.columns))) @@ -3342,7 +3342,7 @@ def leverage_tiers(): 'maintAmt': 386950.0 }, ], - "ADA/BUSD:BUSD": [ + "ADA/USDT:USDT": [ { "minNotional": 0, "maxNotional": 100000, @@ -3386,7 +3386,7 @@ def leverage_tiers(): "maintAmt": 1527500.0 }, ], - 'BNB/BUSD:BUSD': [ + 'XRP/USDT:USDT': [ { "minNotional": 0, # stake(before leverage) = 0 "maxNotional": 100000, # max stake(before leverage) = 5000 diff --git a/tests/conftest_trades.py b/tests/conftest_trades.py index a2276ae16..9ac43d73d 100644 --- a/tests/conftest_trades.py +++ b/tests/conftest_trades.py @@ -266,7 +266,6 @@ def mock_trade_5(fee, is_short: bool): exchange='binance', strategy='SampleStrategy', enter_tag='TEST1', - stoploss_order_id=f'prod_stoploss_{direc(is_short)}_3455', timeframe=5, is_short=is_short, stop_loss_pct=0.10, diff --git a/tests/conftest_trades_usdt.py b/tests/conftest_trades_usdt.py index d73a53605..cf3109090 100644 --- a/tests/conftest_trades_usdt.py +++ b/tests/conftest_trades_usdt.py @@ -282,7 +282,6 @@ def mock_trade_usdt_5(fee, is_short: bool): open_rate=2.0, exchange='binance', strategy='SampleStrategy', - stoploss_order_id=f'prod_stoploss_3455_{direc(is_short)}', timeframe=5, is_short=is_short, ) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index c1b007e77..554ee261a 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -455,6 +455,13 @@ def test_calculate_max_drawdown2(): with pytest.raises(ValueError, match='No losing trade, therefore no drawdown.'): calculate_max_drawdown(df, date_col='open_date', value_col='profit') + df1 = DataFrame(zip(values[:5], dates[:5]), columns=['profit', 'open_date']) + df1.loc[:, 'profit'] = df1['profit'] * -1 + # No winning trade ... + drawdown, hdate, ldate, hval, lval, drawdown_rel = calculate_max_drawdown( + df1, date_col='open_date', value_col='profit') + assert drawdown == 0.043965 + @pytest.mark.parametrize('profits,relative,highd,lowd,result,result_rel', [ ([0.0, -500.0, 500.0, 10000.0, -1000.0], False, 3, 4, 1000.0, 0.090909), diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py index 08fc785aa..2202ada44 100644 --- a/tests/data/test_converter.py +++ b/tests/data/test_converter.py @@ -542,7 +542,9 @@ def test_convert_trades_to_ohlcv(testdatadir, tmp_path, caplog): convert_trades_to_ohlcv([pair], timeframes=['1m', '5m'], data_format_trades='jsongz', - datadir=tmp_path, timerange=tr, erase=True) + datadir=tmp_path, timerange=tr, erase=True, + data_format_ohlcv='feather', + candle_type=CandleType.SPOT) assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog) # Load new data @@ -556,5 +558,7 @@ def test_convert_trades_to_ohlcv(testdatadir, tmp_path, caplog): convert_trades_to_ohlcv(['NoDatapair'], timeframes=['1m', '5m'], data_format_trades='jsongz', - datadir=tmp_path, timerange=tr, erase=True) + datadir=tmp_path, timerange=tr, erase=True, + data_format_ohlcv='feather', + candle_type=CandleType.SPOT) assert log_has(msg, caplog) diff --git a/tests/data/test_datahandler.py b/tests/data/test_datahandler.py index a0a37c393..1217c35ad 100644 --- a/tests/data/test_datahandler.py +++ b/tests/data/test_datahandler.py @@ -261,11 +261,11 @@ def test_datahandler_trades_not_supported(datahandler, testdatadir, ): def test_jsondatahandler_trades_load(testdatadir, caplog): dh = JsonGzDataHandler(testdatadir) logmsg = "Old trades format detected - converting" - dh.trades_load('XRP/ETH') + dh.trades_load('XRP/ETH', TradingMode.SPOT) assert not log_has(logmsg, caplog) # Test conversation is happening - dh.trades_load('XRP/OLD') + dh.trades_load('XRP/OLD', TradingMode.SPOT) assert log_has(logmsg, caplog) @@ -300,16 +300,16 @@ def test_datahandler_trades_get_pairs(testdatadir, datahandler, expected): def test_hdf5datahandler_trades_load(testdatadir): dh = get_datahandler(testdatadir, 'hdf5') - trades = dh.trades_load('XRP/ETH') + trades = dh.trades_load('XRP/ETH', TradingMode.SPOT) assert isinstance(trades, DataFrame) - trades1 = dh.trades_load('UNITTEST/NONEXIST') + trades1 = dh.trades_load('UNITTEST/NONEXIST', TradingMode.SPOT) assert isinstance(trades1, DataFrame) assert trades1.empty # data goes from 2019-10-11 - 2019-10-13 timerange = TimeRange.parse_timerange('20191011-20191012') - trades2 = dh._trades_load('XRP/ETH', timerange) + trades2 = dh._trades_load('XRP/ETH', TradingMode.SPOT, timerange) assert len(trades) > len(trades2) # Check that ID is None (If it's nan, it's wrong) assert trades2.iloc[0]['type'] is None @@ -451,13 +451,13 @@ def test_hdf5datahandler_ohlcv_purge(mocker, testdatadir): @pytest.mark.parametrize('datahandler', ['jsongz', 'hdf5', 'feather', 'parquet']) def test_datahandler_trades_load(testdatadir, datahandler): dh = get_datahandler(testdatadir, datahandler) - trades = dh.trades_load('XRP/ETH') + trades = dh.trades_load('XRP/ETH', TradingMode.SPOT) assert isinstance(trades, DataFrame) assert trades.iloc[0]['timestamp'] == 1570752011620 assert trades.iloc[0]['date'] == Timestamp('2019-10-11 00:00:11.620000+0000') assert trades.iloc[-1]['cost'] == 0.1986231 - trades1 = dh.trades_load('UNITTEST/NONEXIST') + trades1 = dh.trades_load('UNITTEST/NONEXIST', TradingMode.SPOT) assert isinstance(trades, DataFrame) assert trades1.empty @@ -465,15 +465,15 @@ def test_datahandler_trades_load(testdatadir, datahandler): @pytest.mark.parametrize('datahandler', ['jsongz', 'hdf5', 'feather', 'parquet']) def test_datahandler_trades_store(testdatadir, tmp_path, datahandler): dh = get_datahandler(testdatadir, datahandler) - trades = dh.trades_load('XRP/ETH') + trades = dh.trades_load('XRP/ETH', TradingMode.SPOT) dh1 = get_datahandler(tmp_path, datahandler) - dh1.trades_store('XRP/NEW', trades) + dh1.trades_store('XRP/NEW', trades, TradingMode.SPOT) file = tmp_path / f'XRP_NEW-trades.{dh1._get_file_extension()}' assert file.is_file() # Load trades back - trades_new = dh1.trades_load('XRP/NEW') + trades_new = dh1.trades_load('XRP/NEW', TradingMode.SPOT) assert_frame_equal(trades, trades_new, check_exact=True) assert len(trades_new) == len(trades) @@ -483,11 +483,11 @@ def test_datahandler_trades_purge(mocker, testdatadir, datahandler): mocker.patch.object(Path, "exists", MagicMock(return_value=False)) unlinkmock = mocker.patch.object(Path, "unlink", MagicMock()) dh = get_datahandler(testdatadir, datahandler) - assert not dh.trades_purge('UNITTEST/NONEXIST') + assert not dh.trades_purge('UNITTEST/NONEXIST', TradingMode.SPOT) assert unlinkmock.call_count == 0 mocker.patch.object(Path, "exists", MagicMock(return_value=True)) - assert dh.trades_purge('UNITTEST/NONEXIST') + assert dh.trades_purge('UNITTEST/NONEXIST', TradingMode.SPOT) assert unlinkmock.call_count == 1 diff --git a/tests/data/test_download_data.py b/tests/data/test_download_data.py index 97640d01c..1518b28f3 100644 --- a/tests/data/test_download_data.py +++ b/tests/data/test_download_data.py @@ -78,10 +78,6 @@ def test_download_data_main_trades(mocker): "trading_mode": "futures", }) - with pytest.raises(OperationalException, - match="Trade download not supported for futures."): - download_data_main(config) - def test_download_data_main_data_invalid(mocker): patch_exchange(mocker, id="kraken") diff --git a/tests/data/test_history.py b/tests/data/test_history.py index a48d34aee..a3fe492b7 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -23,7 +23,7 @@ from freqtrade.data.history.history_utils import (_download_pair_history, _downl validate_backtest_data) from freqtrade.data.history.idatahandler import get_datahandler from freqtrade.data.history.jsondatahandler import JsonDataHandler, JsonGzDataHandler -from freqtrade.enums import CandleType +from freqtrade.enums import CandleType, TradingMode from freqtrade.exchange import timeframe_to_minutes from freqtrade.misc import file_dump_json from freqtrade.resolvers import StrategyResolver @@ -168,20 +168,21 @@ def test_json_pair_data_filename(pair, timeframe, expected_result, candle_type): assert fn == Path(expected_result + '.gz') -@pytest.mark.parametrize("pair,expected_result", [ - ("ETH/BTC", 'freqtrade/hello/world/ETH_BTC-trades.json'), - ("Fabric Token/ETH", 'freqtrade/hello/world/Fabric_Token_ETH-trades.json'), - ("ETHH20", 'freqtrade/hello/world/ETHH20-trades.json'), - (".XBTBON2H", 'freqtrade/hello/world/_XBTBON2H-trades.json'), - ("ETHUSD.d", 'freqtrade/hello/world/ETHUSD_d-trades.json'), - ("ACC_OLD_BTC", 'freqtrade/hello/world/ACC_OLD_BTC-trades.json'), +@pytest.mark.parametrize("pair,trading_mode,expected_result", [ + ("ETH/BTC", '', 'freqtrade/hello/world/ETH_BTC-trades.json'), + ("ETH/USDT:USDT", 'futures', 'freqtrade/hello/world/futures/ETH_USDT_USDT-trades.json'), + ("Fabric Token/ETH", '', 'freqtrade/hello/world/Fabric_Token_ETH-trades.json'), + ("ETHH20", '', 'freqtrade/hello/world/ETHH20-trades.json'), + (".XBTBON2H", '', 'freqtrade/hello/world/_XBTBON2H-trades.json'), + ("ETHUSD.d", '', 'freqtrade/hello/world/ETHUSD_d-trades.json'), + ("ACC_OLD_BTC", '', 'freqtrade/hello/world/ACC_OLD_BTC-trades.json'), ]) -def test_json_pair_trades_filename(pair, expected_result): - fn = JsonDataHandler._pair_trades_filename(Path('freqtrade/hello/world'), pair) +def test_json_pair_trades_filename(pair, trading_mode, expected_result): + fn = JsonDataHandler._pair_trades_filename(Path('freqtrade/hello/world'), pair, trading_mode) assert isinstance(fn, Path) assert fn == Path(expected_result) - fn = JsonGzDataHandler._pair_trades_filename(Path('freqtrade/hello/world'), pair) + fn = JsonGzDataHandler._pair_trades_filename(Path('freqtrade/hello/world'), pair, trading_mode) assert isinstance(fn, Path) assert fn == Path(expected_result + '.gz') @@ -559,7 +560,8 @@ def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, tes unavailable_pairs = refresh_backtest_trades_data(exchange=ex, pairs=["ETH/BTC", "XRP/BTC", "XRP/ETH"], datadir=testdatadir, - timerange=timerange, erase=True + timerange=timerange, erase=True, + trading_mode=TradingMode.SPOT, ) assert dl_mock.call_count == 2 @@ -584,7 +586,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad assert not file1.is_file() assert _download_trades_history(data_handler=data_handler, exchange=exchange, - pair='ETH/BTC') + pair='ETH/BTC', trading_mode=TradingMode.SPOT) assert log_has("Current Amount of trades: 0", caplog) assert log_has("New Amount of trades: 6", caplog) assert ght_mock.call_count == 1 @@ -597,8 +599,9 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad since_time = int(trades_history[-3][0] // 1000) since_time2 = int(trades_history[-1][0] // 1000) timerange = TimeRange('date', None, since_time, 0) - assert _download_trades_history(data_handler=data_handler, exchange=exchange, - pair='ETH/BTC', timerange=timerange) + assert _download_trades_history( + data_handler=data_handler, exchange=exchange, pair='ETH/BTC', + timerange=timerange, trading_mode=TradingMode.SPOT) assert ght_mock.call_count == 1 # Check this in seconds - since we had to convert to seconds above too. @@ -611,7 +614,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad caplog.clear() assert not _download_trades_history(data_handler=data_handler, exchange=exchange, - pair='ETH/BTC') + pair='ETH/BTC', trading_mode=TradingMode.SPOT) assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog) file2 = tmp_path / 'XRP_ETH-trades.json.gz' @@ -623,8 +626,9 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad since_time = int(trades_history[0][0] // 1000) - 500 timerange = TimeRange('date', None, since_time, 0) - assert _download_trades_history(data_handler=data_handler, exchange=exchange, - pair='XRP/ETH', timerange=timerange) + assert _download_trades_history( + data_handler=data_handler, exchange=exchange, pair='XRP/ETH', + timerange=timerange, trading_mode=TradingMode.SPOT) assert ght_mock.call_count == 1 diff --git a/tests/data/test_trade_converter_kraken.py b/tests/data/test_trade_converter_kraken.py index bb44062bf..ba9221e0a 100644 --- a/tests/data/test_trade_converter_kraken.py +++ b/tests/data/test_trade_converter_kraken.py @@ -6,6 +6,7 @@ import pytest from freqtrade.data.converter.trade_converter_kraken import import_kraken_trades_from_csv from freqtrade.data.history.idatahandler import get_datahandler +from freqtrade.enums import TradingMode from freqtrade.exceptions import OperationalException from tests.conftest import EXMS, log_has, log_has_re, patch_exchange @@ -34,12 +35,13 @@ def test_import_kraken_trades_from_csv(testdatadir, tmp_path, caplog, default_co import_kraken_trades_from_csv(default_conf_usdt, 'feather') assert log_has("Found csv files for BCHEUR.", caplog) + assert log_has("Converting pairs: BCH/EUR.", caplog) assert log_has_re(r"BCH/EUR: 340 trades.* 2023-01-01.* 2023-01-02.*", caplog) assert dstfile.is_file() dh = get_datahandler(tmp_path, 'feather') - trades = dh.trades_load('BCH_EUR') + trades = dh.trades_load('BCH_EUR', TradingMode.SPOT) assert len(trades) == 340 assert trades['date'].min().to_pydatetime() == datetime(2023, 1, 1, 0, 3, 56, @@ -48,3 +50,10 @@ def test_import_kraken_trades_from_csv(testdatadir, tmp_path, caplog, default_co tzinfo=timezone.utc) # ID is not filled assert len(trades.loc[trades['id'] != '']) == 0 + + caplog.clear() + default_conf_usdt['pairs'] = ['XRP/EUR'] + # Filtered to non-existing pair + import_kraken_trades_from_csv(default_conf_usdt, 'feather') + assert log_has("Found csv files for BCHEUR.", caplog) + assert log_has("No data found for pairs XRP/EUR.", caplog) diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py index c4e657ad9..625033645 100644 --- a/tests/exchange/test_binance.py +++ b/tests/exchange/test_binance.py @@ -596,10 +596,10 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, c @pytest.mark.parametrize('pair,nominal_value,mm_ratio,amt', [ - ("BNB/BUSD:BUSD", 0.0, 0.025, 0), + ("XRP/USDT:USDT", 0.0, 0.025, 0), ("BNB/USDT:USDT", 100.0, 0.0065, 0), ("BTC/USDT:USDT", 170.30, 0.004, 0), - ("BNB/BUSD:BUSD", 999999.9, 0.1, 27500.0), + ("XRP/USDT:USDT", 999999.9, 0.1, 27500.0), ("BNB/USDT:USDT", 5000000.0, 0.15, 233035.0), ("BTC/USDT:USDT", 600000000, 0.5, 1.997038E8), ]) diff --git a/tests/exchange/test_bybit.py b/tests/exchange/test_bybit.py index f7383934b..556547d88 100644 --- a/tests/exchange/test_bybit.py +++ b/tests/exchange/test_bybit.py @@ -1,20 +1,40 @@ from datetime import datetime, timedelta, timezone from unittest.mock import MagicMock +import pytest + from freqtrade.enums.marginmode import MarginMode from freqtrade.enums.tradingmode import TradingMode -from tests.conftest import EXMS, get_mock_coro, get_patched_exchange +from freqtrade.exceptions import OperationalException +from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has from tests.exchange.test_exchange import ccxt_exceptionhandlers -def test_additional_exchange_init_bybit(default_conf, mocker): +def test_additional_exchange_init_bybit(default_conf, mocker, caplog): default_conf['dry_run'] = False default_conf['trading_mode'] = TradingMode.FUTURES default_conf['margin_mode'] = MarginMode.ISOLATED api_mock = MagicMock() api_mock.set_position_mode = MagicMock(return_value={"dualSidePosition": False}) - get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock) + api_mock.is_unified_enabled = MagicMock(return_value=[False, False]) + + exchange = get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock) assert api_mock.set_position_mode.call_count == 1 + assert api_mock.is_unified_enabled.call_count == 1 + assert exchange.unified_account is False + + assert log_has("Bybit: Standard account.", caplog) + + api_mock.set_position_mode.reset_mock() + api_mock.is_unified_enabled = MagicMock(return_value=[False, True]) + with pytest.raises(OperationalException, match=r"Bybit: Unified account is not supported.*"): + get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock) + assert log_has("Bybit: Unified account.", caplog) + # exchange = get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock) + # assert api_mock.set_position_mode.call_count == 1 + # assert api_mock.is_unified_enabled.call_count == 1 + # assert exchange.unified_account is True + ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'bybit', "additional_exchange_init", "set_position_mode") @@ -111,6 +131,7 @@ def test_bybit_fetch_order_canceled_empty(default_conf_usdt, mocker): 'amount': 20.0, }) + mocker.patch(f"{EXMS}.exchange_has", return_value=True) exchange = get_patched_exchange(mocker, default_conf_usdt, api_mock, id='bybit') res = exchange.fetch_order('123', 'BTC/USDT') diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index f686959fc..34d4ca4c6 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -7,9 +7,10 @@ from unittest.mock import MagicMock, Mock, PropertyMock, patch import ccxt import pytest +from numpy import NaN from pandas import DataFrame -from freqtrade.enums import CandleType, MarginMode, TradingMode +from freqtrade.enums import CandleType, MarginMode, RunMode, TradingMode from freqtrade.exceptions import (DDosProtection, DependencyException, ExchangeError, InsufficientFundsError, InvalidOrderException, OperationalException, PricingError, TemporaryError) @@ -796,7 +797,9 @@ def test_validate_timeframes_failed(default_conf, mocker): mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) mocker.patch(f'{EXMS}._load_markets', MagicMock(return_value={})) - mocker.patch(f'{EXMS}.validate_pairs', MagicMock()) + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}.validate_pricing') with pytest.raises(OperationalException, match=r"Invalid timeframe '3m'. This exchange supports.*"): Exchange(default_conf) @@ -806,6 +809,10 @@ def test_validate_timeframes_failed(default_conf, mocker): match=r"Timeframes < 1m are currently not supported by Freqtrade."): Exchange(default_conf) + # Will not raise an exception in util mode. + default_conf['runmode'] = RunMode.UTIL_EXCHANGE + Exchange(default_conf) + def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker): default_conf["timeframe"] = "3m" @@ -2297,6 +2304,66 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach assert res[pair2].at[0, 'open'] +def test_refresh_ohlcv_with_cache(mocker, default_conf, time_machine) -> None: + start = datetime(2021, 8, 1, 0, 0, 0, 0, tzinfo=timezone.utc) + ohlcv = generate_test_data_raw('1h', 100, start.strftime('%Y-%m-%d')) + time_machine.move_to(start, tick=False) + pairs = [ + ('ETH/BTC', '1d', CandleType.SPOT), + ('TKN/BTC', '1d', CandleType.SPOT), + ('LTC/BTC', '1d', CandleType.SPOT), + ('LTC/BTC', '5m', CandleType.SPOT), + ('LTC/BTC', '1h', CandleType.SPOT), + ] + + ohlcv_data = { + p: ohlcv for p in pairs + } + ohlcv_mock = mocker.patch(f"{EXMS}.refresh_latest_ohlcv", return_value=ohlcv_data) + mocker.patch(f"{EXMS}.ohlcv_candle_limit", return_value=100) + exchange = get_patched_exchange(mocker, default_conf) + + assert len(exchange._expiring_candle_cache) == 0 + + res = exchange.refresh_ohlcv_with_cache(pairs, start.timestamp()) + assert ohlcv_mock.call_count == 1 + assert ohlcv_mock.call_args_list[0][0][0] == pairs + assert len(ohlcv_mock.call_args_list[0][0][0]) == 5 + + assert len(res) == 5 + # length of 3 - as we have 3 different timeframes + assert len(exchange._expiring_candle_cache) == 3 + + ohlcv_mock.reset_mock() + res = exchange.refresh_ohlcv_with_cache(pairs, start.timestamp()) + assert ohlcv_mock.call_count == 0 + + # Expire 5m cache + time_machine.move_to(start + timedelta(minutes=6), tick=False) + + ohlcv_mock.reset_mock() + res = exchange.refresh_ohlcv_with_cache(pairs, start.timestamp()) + assert ohlcv_mock.call_count == 1 + assert len(ohlcv_mock.call_args_list[0][0][0]) == 1 + + # Expire 5m and 1h cache + time_machine.move_to(start + timedelta(hours=2), tick=False) + + ohlcv_mock.reset_mock() + res = exchange.refresh_ohlcv_with_cache(pairs, start.timestamp()) + assert ohlcv_mock.call_count == 1 + assert len(ohlcv_mock.call_args_list[0][0][0]) == 2 + + # Expire all caches + time_machine.move_to(start + timedelta(days=1, hours=2), tick=False) + + ohlcv_mock.reset_mock() + res = exchange.refresh_ohlcv_with_cache(pairs, start.timestamp()) + assert ohlcv_mock.call_count == 1 + assert len(ohlcv_mock.call_args_list[0][0][0]) == 5 + assert ohlcv_mock.call_args_list[0][0][0] == pairs + + @pytest.mark.parametrize("exchange_name", EXCHANGES) async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name): ohlcv = [ @@ -3171,6 +3238,7 @@ def test_is_cancel_order_result_suitable(mocker, default_conf, exchange_name, or def test_cancel_order_with_result(default_conf, mocker, exchange_name, corder, call_corder, call_forder): default_conf['dry_run'] = False + mocker.patch(f"{EXMS}.exchange_has", return_value=True) api_mock = MagicMock() api_mock.cancel_order = MagicMock(return_value=corder) api_mock.fetch_order = MagicMock(return_value={}) @@ -3184,6 +3252,7 @@ def test_cancel_order_with_result(default_conf, mocker, exchange_name, corder, @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_cancel_order_with_result_error(default_conf, mocker, exchange_name, caplog): default_conf['dry_run'] = False + mocker.patch(f"{EXMS}.exchange_has", return_value=True) api_mock = MagicMock() api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order")) api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order")) @@ -3281,6 +3350,7 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog): order.myid = 123 order.symbol = 'TKN/BTC' + mocker.patch(f"{EXMS}.exchange_has", return_value=True) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) exchange._dry_run_open_orders['X'] = order assert exchange.fetch_order('X', 'TKN/BTC').myid == 123 @@ -3325,10 +3395,80 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog): order_id='_', pair='TKN/BTC') +@pytest.mark.usefixtures("init_persistence") +@pytest.mark.parametrize("exchange_name", EXCHANGES) +def test_fetch_order_emulated(default_conf, mocker, exchange_name, caplog): + default_conf['dry_run'] = True + default_conf['exchange']['log_responses'] = True + order = MagicMock() + order.myid = 123 + order.symbol = 'TKN/BTC' + + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) + mocker.patch(f'{EXMS}.exchange_has', return_value=False) + exchange._dry_run_open_orders['X'] = order + # Dry run - regular fetch_order behavior + assert exchange.fetch_order('X', 'TKN/BTC').myid == 123 + + with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'): + exchange.fetch_order('Y', 'TKN/BTC') + + default_conf['dry_run'] = False + mocker.patch(f'{EXMS}.exchange_has', return_value=False) + api_mock = MagicMock() + api_mock.fetch_open_order = MagicMock( + return_value={'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'}) + api_mock.fetch_closed_order = MagicMock( + return_value={'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'}) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + assert exchange.fetch_order( + 'X', 'TKN/BTC') == {'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'} + assert log_has( + ("API fetch_open_order: {\'id\': \'123\', \'amount\': 2, \'symbol\': \'TKN/BTC\'}" + ), + caplog + ) + assert api_mock.fetch_open_order.call_count == 1 + assert api_mock.fetch_closed_order.call_count == 0 + caplog.clear() + + # open_order doesn't find order + api_mock.fetch_open_order = MagicMock(side_effect=ccxt.OrderNotFound("Order not found")) + api_mock.fetch_closed_order = MagicMock( + return_value={'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'}) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + assert exchange.fetch_order( + 'X', 'TKN/BTC') == {'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'} + assert log_has( + ("API fetch_closed_order: {\'id\': \'123\', \'amount\': 2, \'symbol\': \'TKN/BTC\'}" + ), + caplog + ) + assert api_mock.fetch_open_order.call_count == 1 + assert api_mock.fetch_closed_order.call_count == 1 + caplog.clear() + + with pytest.raises(InvalidOrderException): + api_mock.fetch_open_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) + api_mock.fetch_closed_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + exchange.fetch_order(order_id='_', pair='TKN/BTC') + assert api_mock.fetch_open_order.call_count == 1 + + api_mock.fetch_open_order = MagicMock(side_effect=ccxt.OrderNotFound("Order not found")) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) + + ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name, + 'fetch_order_emulated', 'fetch_open_order', + retries=1, + order_id='_', pair='TKN/BTC', params={}) + + @pytest.mark.usefixtures("init_persistence") @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_fetch_stoploss_order(default_conf, mocker, exchange_name): default_conf['dry_run'] = True + mocker.patch(f"{EXMS}.exchange_has", return_value=True) order = MagicMock() order.myid = 123 exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) @@ -4064,6 +4204,7 @@ def test_get_max_leverage_from_margin(default_conf, mocker, pair, nominal_value, (10, 0.0001, 2.0, 1.0, 0.002, 0.002), (10, 0.0002, 2.0, 0.01, 0.004, 0.00004), (10, 0.0002, 2.5, None, 0.005, None), + (10, 0.0002, NaN, None, 0.0, None), ]) def test_calculate_funding_fees( default_conf, @@ -4173,8 +4314,8 @@ def test_combine_funding_and_mark( assert len(df) == 1 # Empty funding rates - funding_rates = DataFrame([], columns=['date', 'open']) - df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate) + funding_rates2 = DataFrame([], columns=['date', 'open']) + df = exchange.combine_funding_and_mark(funding_rates2, mark_rates, futures_funding_rate) if futures_funding_rate is not None: assert len(df) == 3 assert df.iloc[0]['open_fund'] == futures_funding_rate @@ -4183,6 +4324,12 @@ def test_combine_funding_and_mark( else: assert len(df) == 0 + # Empty mark candles + mark_candles = DataFrame([], columns=['date', 'open']) + df = exchange.combine_funding_and_mark(funding_rates, mark_candles, futures_funding_rate) + + assert len(df) == 0 + @pytest.mark.parametrize('exchange,rate_start,rate_end,d1,d2,amount,expected_fees', [ ('binance', 0, 2, "2021-09-01 01:00:00", "2021-09-01 04:00:00", 30.0, 0.0), @@ -4963,8 +5110,8 @@ def test_get_maintenance_ratio_and_amt_exceptions(mocker, default_conf, leverage @pytest.mark.parametrize('pair,value,mmr,maintAmt', [ - ('ADA/BUSD:BUSD', 500, 0.025, 0.0), - ('ADA/BUSD:BUSD', 20000000, 0.5, 1527500.0), + ('ADA/USDT:USDT', 500, 0.025, 0.0), + ('ADA/USDT:USDT', 20000000, 0.5, 1527500.0), ('ZEC/USDT:USDT', 500, 0.01, 0.0), ('ZEC/USDT:USDT', 20000000, 0.5, 654500.0), ]) @@ -4999,10 +5146,10 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers): exchange._leverage_tiers = leverage_tiers - assert exchange.get_max_leverage("BNB/BUSD:BUSD", 1.0) == 20.0 + assert exchange.get_max_leverage("XRP/USDT:USDT", 1.0) == 20.0 assert exchange.get_max_leverage("BNB/USDT:USDT", 100.0) == 75.0 assert exchange.get_max_leverage("BTC/USDT:USDT", 170.30) == 125.0 - assert pytest.approx(exchange.get_max_leverage("BNB/BUSD:BUSD", 99999.9)) == 5.000005 + assert pytest.approx(exchange.get_max_leverage("XRP/USDT:USDT", 99999.9)) == 5.000005 assert pytest.approx(exchange.get_max_leverage("BNB/USDT:USDT", 1500)) == 33.333333333333333 assert exchange.get_max_leverage("BTC/USDT:USDT", 300000000) == 2.0 assert exchange.get_max_leverage("BTC/USDT:USDT", 600000000) == 1.0 # Last tier diff --git a/tests/exchange/test_okx.py b/tests/exchange/test_okx.py index fe9ab3c18..73f87774e 100644 --- a/tests/exchange/test_okx.py +++ b/tests/exchange/test_okx.py @@ -196,7 +196,7 @@ def test_get_max_pair_stake_amount_okx(default_conf, mocker, leverage_tiers): exchange = get_patched_exchange(mocker, default_conf, id="okx") exchange._leverage_tiers = leverage_tiers - assert exchange.get_max_pair_stake_amount('BNB/BUSD:BUSD', 1.0) == 30000000 + assert exchange.get_max_pair_stake_amount('XRP/USDT:USDT', 1.0) == 30000000 assert exchange.get_max_pair_stake_amount('BNB/USDT:USDT', 1.0) == 50000000 assert exchange.get_max_pair_stake_amount('BTC/USDT:USDT', 1.0) == 1000000000 assert exchange.get_max_pair_stake_amount('BTC/USDT:USDT', 1.0, 10.0) == 100000000 diff --git a/tests/exchange_online/conftest.py b/tests/exchange_online/conftest.py index a613ae586..f8cd8f413 100644 --- a/tests/exchange_online/conftest.py +++ b/tests/exchange_online/conftest.py @@ -324,7 +324,8 @@ def get_futures_exchange(exchange_name, exchange_conf, class_mocker): @pytest.fixture(params=EXCHANGES, scope="class") -def exchange(request, exchange_conf): +def exchange(request, exchange_conf, class_mocker): + class_mocker.patch('freqtrade.exchange.bybit.Bybit.additional_exchange_init') yield from get_exchange(request.param, exchange_conf) diff --git a/tests/exchange_online/test_ccxt_compat.py b/tests/exchange_online/test_ccxt_compat.py index f95f4c000..370bc8184 100644 --- a/tests/exchange_online/test_ccxt_compat.py +++ b/tests/exchange_online/test_ccxt_compat.py @@ -12,6 +12,7 @@ import pytest from freqtrade.enums import CandleType from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date from freqtrade.exchange.exchange import timeframe_to_msecs +from freqtrade.util import dt_floor_day, dt_now, dt_ts from tests.exchange_online.conftest import EXCHANGE_FIXTURE_TYPE, EXCHANGES @@ -187,6 +188,25 @@ class TestCCXTExchange: now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2)) assert exch.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now) + def test_ccxt_fetch_ohlcv_startdate(self, exchange: EXCHANGE_FIXTURE_TYPE): + """ + Test that pair data starts at the provided startdate + """ + exch, exchangename = exchange + pair = EXCHANGES[exchangename]['pair'] + timeframe = '1d' + + pair_tf = (pair, timeframe, CandleType.SPOT) + # last 5 days ... + since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=6)) + ohlcv = exch.refresh_latest_ohlcv([pair_tf], since_ms=since_ms) + assert isinstance(ohlcv, dict) + assert len(ohlcv[pair_tf]) == len(exch.klines(pair_tf)) + # Check if last-timeframe is within the last 2 intervals + now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2)) + assert exch.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now) + assert exch.klines(pair_tf)['date'].astype(int).iloc[0] // 1e6 == since_ms + def ccxt__async_get_candle_history( self, exchange, exchangename, pair, timeframe, candle_type, factor=0.9): diff --git a/tests/freqai/conftest.py b/tests/freqai/conftest.py index 81d72d92a..55f0296a3 100644 --- a/tests/freqai/conftest.py +++ b/tests/freqai/conftest.py @@ -25,10 +25,15 @@ def is_mac() -> bool: return "Darwin" in machine +def is_arm() -> bool: + machine = platform.machine() + return "arm" in machine or "aarch64" in machine + + @pytest.fixture(autouse=True) def patch_torch_initlogs(mocker) -> None: - if is_mac(): + if is_mac() and not is_arm(): # Mock torch import completely import sys import types diff --git a/tests/freqai/test_freqai_interface.py b/tests/freqai/test_freqai_interface.py index 58648d97f..2e42f000e 100644 --- a/tests/freqai/test_freqai_interface.py +++ b/tests/freqai/test_freqai_interface.py @@ -1,5 +1,4 @@ import logging -import platform import shutil from pathlib import Path from unittest.mock import MagicMock @@ -15,19 +14,14 @@ from freqtrade.optimize.backtesting import Backtesting from freqtrade.persistence import Trade from freqtrade.plugins.pairlistmanager import PairListManager from tests.conftest import EXMS, create_mock_trades, get_patched_exchange, log_has_re -from tests.freqai.conftest import (get_patched_freqai_strategy, is_mac, is_py12, make_rl_config, - mock_pytorch_mlp_model_training_parameters) - - -def is_arm() -> bool: - machine = platform.machine() - return "arm" in machine or "aarch64" in machine +from tests.freqai.conftest import (get_patched_freqai_strategy, is_arm, is_mac, is_py12, + make_rl_config, mock_pytorch_mlp_model_training_parameters) def can_run_model(model: str) -> None: is_pytorch_model = 'Reinforcement' in model or 'PyTorch' in model - if is_py12() and ("Catboost" in model or is_pytorch_model): + if is_py12() and is_pytorch_model: pytest.skip("Model not supported on python 3.12 yet.") if is_arm() and "Catboost" in model: @@ -243,7 +237,7 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model): def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog): can_run_model(model) test_tb = True - if is_mac(): + if is_mac() and not is_arm(): test_tb = False freqai_conf.get("freqai", {}).update({"save_backtest_models": True}) diff --git a/tests/freqtradebot/__init__.py b/tests/freqtradebot/__init__.py new file mode 100644 index 000000000..e69de29bb diff --git a/tests/test_freqtradebot.py b/tests/freqtradebot/test_freqtradebot.py similarity index 81% rename from tests/test_freqtradebot.py rename to tests/freqtradebot/test_freqtradebot.py index e61d5804d..1891c2332 100644 --- a/tests/test_freqtradebot.py +++ b/tests/freqtradebot/test_freqtradebot.py @@ -20,7 +20,6 @@ from freqtrade.exceptions import (DependencyException, ExchangeError, Insufficie TemporaryError) from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Order, PairLocks, Trade -from freqtrade.persistence.models import PairLock from freqtrade.plugins.protections.iprotection import ProtectionReturn from freqtrade.util.datetime_helpers import dt_now, dt_utc from freqtrade.worker import Worker @@ -1090,1036 +1089,6 @@ def test_execute_entry_min_leverage(mocker, default_conf_usdt, fee, limit_order, # assert trade.stake_amount == 2 -@pytest.mark.parametrize("is_short", [False, True]) -def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_short, fee) -> None: - patch_RPCManager(mocker) - patch_exchange(mocker) - mocker.patch.multiple( - EXMS, - fetch_ticker=MagicMock(return_value={ - 'bid': 1.9, - 'ask': 2.2, - 'last': 1.9 - }), - create_order=MagicMock(return_value=limit_order[entry_side(is_short)]), - get_fee=fee, - ) - order = limit_order[entry_side(is_short)] - mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) - mocker.patch(f'{EXMS}.fetch_order', return_value=order) - mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[]) - - stoploss = MagicMock(return_value={'id': 13434334}) - mocker.patch(f'{EXMS}.create_stoploss', stoploss) - - freqtrade = FreqtradeBot(default_conf_usdt) - freqtrade.strategy.order_types['stoploss_on_exchange'] = True - - patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - - freqtrade.enter_positions() - trade = Trade.session.scalars(select(Trade)).first() - trade.is_short = is_short - trade.stoploss_order_id = None - trade.is_open = True - trades = [trade] - - freqtrade.exit_positions(trades) - assert trade.stoploss_order_id == '13434334' - assert stoploss.call_count == 1 - assert trade.is_open is True - - -@pytest.mark.parametrize("is_short", [False, True]) -def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_short, - limit_order) -> None: - stop_order_dict = {'id': "13434334"} - stoploss = MagicMock(return_value=stop_order_dict) - enter_order = limit_order[entry_side(is_short)] - exit_order = limit_order[exit_side(is_short)] - patch_RPCManager(mocker) - patch_exchange(mocker) - mocker.patch.multiple( - EXMS, - fetch_ticker=MagicMock(return_value={ - 'bid': 1.9, - 'ask': 2.2, - 'last': 1.9 - }), - create_order=MagicMock(side_effect=[ - enter_order, - exit_order, - ]), - get_fee=fee, - create_stoploss=stoploss - ) - freqtrade = FreqtradeBot(default_conf_usdt) - patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - - # First case: when stoploss is not yet set but the order is open - # should get the stoploss order id immediately - # and should return false as no trade actually happened - - freqtrade.enter_positions() - trade = Trade.session.scalars(select(Trade)).first() - assert trade.is_short == is_short - assert trade.is_open - assert trade.stoploss_order_id is None - - assert freqtrade.handle_stoploss_on_exchange(trade) is False - assert stoploss.call_count == 1 - assert trade.stoploss_order_id == "13434334" - - # Second case: when stoploss is set but it is not yet hit - # should do nothing and return false - trade.is_open = True - - hanging_stoploss_order = MagicMock(return_value={'id': '13434334', 'status': 'open'}) - mocker.patch(f'{EXMS}.fetch_stoploss_order', hanging_stoploss_order) - - assert freqtrade.handle_stoploss_on_exchange(trade) is False - hanging_stoploss_order.assert_called_once_with('13434334', trade.pair) - assert trade.stoploss_order_id == "13434334" - - # Third case: when stoploss was set but it was canceled for some reason - # should set a stoploss immediately and return False - caplog.clear() - trade.is_open = True - - canceled_stoploss_order = MagicMock(return_value={'id': '13434334', 'status': 'canceled'}) - mocker.patch(f'{EXMS}.fetch_stoploss_order', canceled_stoploss_order) - stoploss.reset_mock() - amount_before = trade.amount - - stop_order_dict.update({'id': "103_1"}) - - assert freqtrade.handle_stoploss_on_exchange(trade) is False - assert stoploss.call_count == 1 - assert trade.stoploss_order_id == "103_1" - assert trade.amount == amount_before - - # Fourth case: when stoploss is set and it is hit - # should unset stoploss_order_id and return true - # as a trade actually happened - caplog.clear() - stop_order_dict.update({'id': "103_1"}) - - trade = Trade.session.scalars(select(Trade)).first() - trade.is_short = is_short - trade.is_open = True - - stoploss_order_hit = MagicMock(return_value={ - 'id': "103_1", - 'status': 'closed', - 'type': 'stop_loss_limit', - 'price': 3, - 'average': 2, - 'filled': enter_order['amount'], - 'remaining': 0, - 'amount': enter_order['amount'], - }) - mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hit) - assert freqtrade.handle_stoploss_on_exchange(trade) is True - assert log_has_re(r'STOP_LOSS_LIMIT is hit for Trade\(id=1, .*\)\.', caplog) - assert trade.stoploss_order_id is None - assert trade.is_open is False - caplog.clear() - - mocker.patch(f'{EXMS}.create_stoploss', side_effect=ExchangeError()) - trade.is_open = True - freqtrade.handle_stoploss_on_exchange(trade) - assert log_has('Unable to place a stoploss order on exchange.', caplog) - assert trade.stoploss_order_id is None - - # Fifth case: fetch_order returns InvalidOrder - # It should try to add stoploss order - stop_order_dict.update({'id': "105"}) - trade.stoploss_order_id = "105" - stoploss.reset_mock() - mocker.patch(f'{EXMS}.fetch_stoploss_order', side_effect=InvalidOrderException()) - mocker.patch(f'{EXMS}.create_stoploss', stoploss) - freqtrade.handle_stoploss_on_exchange(trade) - assert stoploss.call_count == 1 - - # Sixth case: Closed Trade - # Should not create new order - trade.stoploss_order_id = None - trade.is_open = False - stoploss.reset_mock() - mocker.patch(f'{EXMS}.fetch_order') - mocker.patch(f'{EXMS}.create_stoploss', stoploss) - assert freqtrade.handle_stoploss_on_exchange(trade) is False - assert stoploss.call_count == 0 - - -@pytest.mark.parametrize("is_short", [False, True]) -def test_handle_stoploss_on_exchange_emergency(mocker, default_conf_usdt, fee, is_short, - limit_order) -> None: - stop_order_dict = {'id': "13434334"} - stoploss = MagicMock(return_value=stop_order_dict) - enter_order = limit_order[entry_side(is_short)] - exit_order = limit_order[exit_side(is_short)] - patch_RPCManager(mocker) - patch_exchange(mocker) - mocker.patch.multiple( - EXMS, - fetch_ticker=MagicMock(return_value={ - 'bid': 1.9, - 'ask': 2.2, - 'last': 1.9 - }), - create_order=MagicMock(side_effect=[ - enter_order, - exit_order, - ]), - get_fee=fee, - create_stoploss=stoploss - ) - freqtrade = FreqtradeBot(default_conf_usdt) - patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - - freqtrade.enter_positions() - trade = Trade.session.scalars(select(Trade)).first() - assert trade.is_short == is_short - assert trade.is_open - assert trade.stoploss_order_id is None - - # emergency exit triggered - # Trailing stop should not act anymore - stoploss_order_cancelled = MagicMock(side_effect=[{ - 'id': "107", - 'status': 'canceled', - 'type': 'stop_loss_limit', - 'price': 3, - 'average': 2, - 'amount': enter_order['amount'], - 'filled': 0, - 'remaining': enter_order['amount'], - 'info': {'stopPrice': 22}, - }]) - trade.stoploss_order_id = "107" - trade.stoploss_last_update = dt_now() - timedelta(hours=1) - trade.stop_loss = 24 - trade.exit_reason = None - trade.orders.append( - Order( - ft_order_side='stoploss', - ft_pair=trade.pair, - ft_is_open=True, - ft_amount=trade.amount, - ft_price=trade.stop_loss, - order_id='107', - status='open', - ) - ) - freqtrade.config['trailing_stop'] = True - stoploss = MagicMock(side_effect=InvalidOrderException()) - - Trade.commit() - mocker.patch(f'{EXMS}.cancel_stoploss_order_with_result', - side_effect=InvalidOrderException()) - mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_cancelled) - mocker.patch(f'{EXMS}.create_stoploss', stoploss) - assert freqtrade.handle_stoploss_on_exchange(trade) is False - assert trade.stoploss_order_id is None - assert trade.is_open is False - assert trade.exit_reason == str(ExitType.EMERGENCY_EXIT) - - -@pytest.mark.parametrize("is_short", [False, True]) -def test_handle_stoploss_on_exchange_partial( - mocker, default_conf_usdt, fee, is_short, limit_order) -> None: - stop_order_dict = {'id': "101", "status": "open"} - stoploss = MagicMock(return_value=stop_order_dict) - enter_order = limit_order[entry_side(is_short)] - exit_order = limit_order[exit_side(is_short)] - patch_RPCManager(mocker) - patch_exchange(mocker) - mocker.patch.multiple( - EXMS, - fetch_ticker=MagicMock(return_value={ - 'bid': 1.9, - 'ask': 2.2, - 'last': 1.9 - }), - create_order=MagicMock(side_effect=[ - enter_order, - exit_order, - ]), - get_fee=fee, - create_stoploss=stoploss - ) - freqtrade = FreqtradeBot(default_conf_usdt) - patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - - freqtrade.enter_positions() - trade = Trade.session.scalars(select(Trade)).first() - trade.is_short = is_short - trade.is_open = True - trade.stoploss_order_id = None - - assert freqtrade.handle_stoploss_on_exchange(trade) is False - assert stoploss.call_count == 1 - assert trade.stoploss_order_id == "101" - assert trade.amount == 30 - stop_order_dict.update({'id': "102"}) - # Stoploss on exchange is cancelled on exchange, but filled partially. - # Must update trade amount to guarantee successful exit. - stoploss_order_hit = MagicMock(return_value={ - 'id': "101", - 'status': 'canceled', - 'type': 'stop_loss_limit', - 'price': 3, - 'average': 2, - 'filled': trade.amount / 2, - 'remaining': trade.amount / 2, - 'amount': enter_order['amount'], - }) - mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hit) - assert freqtrade.handle_stoploss_on_exchange(trade) is False - # Stoploss filled partially ... - assert trade.amount == 15 - - assert trade.stoploss_order_id == "102" - - -@pytest.mark.parametrize("is_short", [False, True]) -def test_handle_stoploss_on_exchange_partial_cancel_here( - mocker, default_conf_usdt, fee, is_short, limit_order, caplog) -> None: - stop_order_dict = {'id': "101", "status": "open"} - default_conf_usdt['trailing_stop'] = True - stoploss = MagicMock(return_value=stop_order_dict) - enter_order = limit_order[entry_side(is_short)] - exit_order = limit_order[exit_side(is_short)] - patch_RPCManager(mocker) - patch_exchange(mocker) - mocker.patch.multiple( - EXMS, - fetch_ticker=MagicMock(return_value={ - 'bid': 1.9, - 'ask': 2.2, - 'last': 1.9 - }), - create_order=MagicMock(side_effect=[ - enter_order, - exit_order, - ]), - get_fee=fee, - create_stoploss=stoploss - ) - freqtrade = FreqtradeBot(default_conf_usdt) - patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - - freqtrade.enter_positions() - trade = Trade.session.scalars(select(Trade)).first() - trade.is_short = is_short - trade.is_open = True - trade.stoploss_order_id = None - - assert freqtrade.handle_stoploss_on_exchange(trade) is False - assert stoploss.call_count == 1 - assert trade.stoploss_order_id == "101" - assert trade.amount == 30 - stop_order_dict.update({'id': "102"}) - # Stoploss on exchange is open. - # Freqtrade cancels the stop - but cancel returns a partial filled order. - stoploss_order_hit = MagicMock(return_value={ - 'id': "101", - 'status': 'open', - 'type': 'stop_loss_limit', - 'price': 3, - 'average': 2, - 'filled': 0, - 'remaining': trade.amount, - 'amount': enter_order['amount'], - }) - stoploss_order_cancel = MagicMock(return_value={ - 'id': "101", - 'status': 'canceled', - 'type': 'stop_loss_limit', - 'price': 3, - 'average': 2, - 'filled': trade.amount / 2, - 'remaining': trade.amount / 2, - 'amount': enter_order['amount'], - }) - mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hit) - mocker.patch(f'{EXMS}.cancel_stoploss_order_with_result', stoploss_order_cancel) - trade.stoploss_last_update = dt_now() - timedelta(minutes=10) - - assert freqtrade.handle_stoploss_on_exchange(trade) is False - # Canceled Stoploss filled partially ... - assert log_has_re('Cancelling current stoploss on exchange.*', caplog) - - assert trade.stoploss_order_id == "102" - assert trade.amount == 15 - - -@pytest.mark.parametrize("is_short", [False, True]) -def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, is_short, - limit_order) -> None: - # Sixth case: stoploss order was cancelled but couldn't create new one - enter_order = limit_order[entry_side(is_short)] - exit_order = limit_order[exit_side(is_short)] - patch_RPCManager(mocker) - patch_exchange(mocker) - mocker.patch.multiple( - EXMS, - fetch_ticker=MagicMock(return_value={ - 'bid': 1.9, - 'ask': 2.2, - 'last': 1.9 - }), - create_order=MagicMock(side_effect=[ - enter_order, - exit_order, - ]), - get_fee=fee, - ) - mocker.patch.multiple( - EXMS, - fetch_stoploss_order=MagicMock(return_value={'status': 'canceled', 'id': 100}), - create_stoploss=MagicMock(side_effect=ExchangeError()), - ) - freqtrade = FreqtradeBot(default_conf_usdt) - patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - - freqtrade.enter_positions() - trade = Trade.session.scalars(select(Trade)).first() - assert trade.is_short == is_short - trade.is_open = True - trade.stoploss_order_id = "100" - trade.orders.append( - Order( - ft_order_side='stoploss', - ft_pair=trade.pair, - ft_is_open=True, - ft_amount=trade.amount, - ft_price=trade.stop_loss, - order_id='100', - status='open', - ) - ) - assert trade - - assert freqtrade.handle_stoploss_on_exchange(trade) is False - assert log_has_re(r'Stoploss order was cancelled, but unable to recreate one.*', caplog) - assert trade.stoploss_order_id is None - assert trade.is_open is True - - -@pytest.mark.parametrize("is_short", [False, True]) -def test_create_stoploss_order_invalid_order( - mocker, default_conf_usdt, caplog, fee, is_short, limit_order -): - open_order = limit_order[entry_side(is_short)] - order = limit_order[exit_side(is_short)] - rpc_mock = patch_RPCManager(mocker) - patch_exchange(mocker) - create_order_mock = MagicMock(side_effect=[ - open_order, - order, - ]) - mocker.patch.multiple( - EXMS, - fetch_ticker=MagicMock(return_value={ - 'bid': 1.9, - 'ask': 2.2, - 'last': 1.9 - }), - create_order=create_order_mock, - get_fee=fee, - ) - mocker.patch.multiple( - EXMS, - fetch_order=MagicMock(return_value={'status': 'canceled'}), - create_stoploss=MagicMock(side_effect=InvalidOrderException()), - ) - freqtrade = FreqtradeBot(default_conf_usdt) - patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - freqtrade.strategy.order_types['stoploss_on_exchange'] = True - - freqtrade.enter_positions() - trade = Trade.session.scalars(select(Trade)).first() - trade.is_short = is_short - caplog.clear() - rpc_mock.reset_mock() - freqtrade.create_stoploss_order(trade, 200) - assert trade.stoploss_order_id is None - assert trade.exit_reason == ExitType.EMERGENCY_EXIT.value - assert log_has("Unable to place a stoploss order on exchange. ", caplog) - assert log_has("Exiting the trade forcefully", caplog) - - # Should call a market sell - assert create_order_mock.call_count == 2 - assert create_order_mock.call_args[1]['ordertype'] == 'market' - assert create_order_mock.call_args[1]['pair'] == trade.pair - assert create_order_mock.call_args[1]['amount'] == trade.amount - - # Rpc is sending first buy, then sell - assert rpc_mock.call_count == 2 - assert rpc_mock.call_args_list[0][0][0]['exit_reason'] == ExitType.EMERGENCY_EXIT.value - assert rpc_mock.call_args_list[0][0][0]['order_type'] == 'market' - assert rpc_mock.call_args_list[0][0][0]['type'] == 'exit' - assert rpc_mock.call_args_list[1][0][0]['type'] == 'exit_fill' - - -@pytest.mark.parametrize("is_short", [False, True]) -def test_create_stoploss_order_insufficient_funds( - mocker, default_conf_usdt, caplog, fee, limit_order, is_short -): - exit_order = limit_order[exit_side(is_short)]['id'] - freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - - mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds') - mocker.patch.multiple( - EXMS, - fetch_ticker=MagicMock(return_value={ - 'bid': 1.9, - 'ask': 2.2, - 'last': 1.9 - }), - create_order=MagicMock(side_effect=[ - limit_order[entry_side(is_short)], - exit_order, - ]), - get_fee=fee, - fetch_order=MagicMock(return_value={'status': 'canceled'}), - ) - mocker.patch.multiple( - EXMS, - create_stoploss=MagicMock(side_effect=InsufficientFundsError()), - ) - patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - freqtrade.strategy.order_types['stoploss_on_exchange'] = True - - freqtrade.enter_positions() - trade = Trade.session.scalars(select(Trade)).first() - trade.is_short = is_short - caplog.clear() - freqtrade.create_stoploss_order(trade, 200) - # stoploss_orderid was empty before - assert trade.stoploss_order_id is None - assert mock_insuf.call_count == 1 - mock_insuf.reset_mock() - - trade.stoploss_order_id = 'stoploss_orderid' - freqtrade.create_stoploss_order(trade, 200) - # No change to stoploss-orderid - assert trade.stoploss_order_id == 'stoploss_orderid' - assert mock_insuf.call_count == 1 - - -@pytest.mark.parametrize("is_short,bid,ask,stop_price,hang_price", [ - (False, [4.38, 4.16], [4.4, 4.17], ['2.0805', 4.4 * 0.95], 3), - (True, [1.09, 1.21], [1.1, 1.22], ['2.321', 1.09 * 1.05], 1.5), -]) -@pytest.mark.usefixtures("init_persistence") -def test_handle_stoploss_on_exchange_trailing( - mocker, default_conf_usdt, fee, is_short, bid, ask, limit_order, stop_price, hang_price, - time_machine, -) -> None: - # When trailing stoploss is set - enter_order = limit_order[entry_side(is_short)] - exit_order = limit_order[exit_side(is_short)] - stoploss = MagicMock(return_value={'id': '13434334', 'status': 'open'}) - start_dt = dt_now() - time_machine.move_to(start_dt, tick=False) - patch_RPCManager(mocker) - mocker.patch.multiple( - EXMS, - fetch_ticker=MagicMock(return_value={ - 'bid': 2.19, - 'ask': 2.2, - 'last': 2.19, - }), - create_order=MagicMock(side_effect=[ - enter_order, - exit_order, - ]), - get_fee=fee, - ) - mocker.patch.multiple( - EXMS, - create_stoploss=stoploss, - stoploss_adjust=MagicMock(return_value=True), - ) - - # enabling TSL - default_conf_usdt['trailing_stop'] = True - - # disabling ROI - default_conf_usdt['minimal_roi']['0'] = 999999999 - - freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - - # enabling stoploss on exchange - freqtrade.strategy.order_types['stoploss_on_exchange'] = True - - # setting stoploss - freqtrade.strategy.stoploss = 0.05 if is_short else -0.05 - - # setting stoploss_on_exchange_interval to 60 seconds - freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60 - - patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - - freqtrade.enter_positions() - trade = Trade.session.scalars(select(Trade)).first() - trade.is_short = is_short - trade.is_open = True - trade.stoploss_order_id = '100' - trade.stoploss_last_update = dt_now() - timedelta(minutes=20) - trade.orders.append( - Order( - ft_order_side='stoploss', - ft_pair=trade.pair, - ft_is_open=True, - ft_amount=trade.amount, - ft_price=trade.stop_loss, - order_id='100', - ) - ) - - stoploss_order_hanging = MagicMock(return_value={ - 'id': '100', - 'status': 'open', - 'type': 'stop_loss_limit', - 'price': hang_price, - 'average': 2, - 'info': { - 'stopPrice': stop_price[0] - } - }) - - mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hanging) - - # stoploss initially at 5% - assert freqtrade.handle_trade(trade) is False - assert freqtrade.handle_stoploss_on_exchange(trade) is False - - assert trade.stoploss_order_id == '13434334' - - # price jumped 2x - mocker.patch( - f'{EXMS}.fetch_ticker', - MagicMock(return_value={ - 'bid': bid[0], - 'ask': ask[0], - 'last': bid[0], - }) - ) - - cancel_order_mock = MagicMock() - stoploss_order_mock = MagicMock(return_value={'id': 'so1', 'status': 'open'}) - mocker.patch(f'{EXMS}.cancel_stoploss_order', cancel_order_mock) - mocker.patch(f'{EXMS}.create_stoploss', stoploss_order_mock) - - # stoploss should not be updated as the interval is 60 seconds - assert freqtrade.handle_trade(trade) is False - assert freqtrade.handle_stoploss_on_exchange(trade) is False - cancel_order_mock.assert_not_called() - stoploss_order_mock.assert_not_called() - - # Move time by 10s ... so stoploss order should be replaced. - time_machine.move_to(start_dt + timedelta(minutes=10), tick=False) - - assert freqtrade.handle_trade(trade) is False - assert trade.stop_loss == stop_price[1] - - assert freqtrade.handle_stoploss_on_exchange(trade) is False - - cancel_order_mock.assert_called_once_with('13434334', 'ETH/USDT') - stoploss_order_mock.assert_called_once_with( - amount=30, - pair='ETH/USDT', - order_types=freqtrade.strategy.order_types, - stop_price=stop_price[1], - side=exit_side(is_short), - leverage=1.0 - ) - - # price fell below stoploss, so dry-run sells trade. - mocker.patch( - f'{EXMS}.fetch_ticker', - MagicMock(return_value={ - 'bid': bid[1], - 'ask': ask[1], - 'last': bid[1], - }) - ) - assert freqtrade.handle_trade(trade) is True - assert trade.stoploss_order_id is None - - -@pytest.mark.parametrize("is_short", [False, True]) -def test_handle_stoploss_on_exchange_trailing_error( - mocker, default_conf_usdt, fee, caplog, limit_order, is_short -) -> None: - enter_order = limit_order[entry_side(is_short)] - exit_order = limit_order[exit_side(is_short)] - # When trailing stoploss is set - stoploss = MagicMock(return_value={'id': '13434334', 'status': 'open'}) - patch_exchange(mocker) - - mocker.patch.multiple( - EXMS, - fetch_ticker=MagicMock(return_value={ - 'bid': 1.9, - 'ask': 2.2, - 'last': 1.9 - }), - create_order=MagicMock(side_effect=[ - {'id': enter_order['id']}, - {'id': exit_order['id']}, - ]), - get_fee=fee, - ) - mocker.patch.multiple( - EXMS, - create_stoploss=stoploss, - stoploss_adjust=MagicMock(return_value=True), - ) - - # enabling TSL - default_conf_usdt['trailing_stop'] = True - - freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - # enabling stoploss on exchange - freqtrade.strategy.order_types['stoploss_on_exchange'] = True - - # setting stoploss - freqtrade.strategy.stoploss = 0.05 if is_short else -0.05 - - # setting stoploss_on_exchange_interval to 60 seconds - freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60 - patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - freqtrade.enter_positions() - trade = Trade.session.scalars(select(Trade)).first() - trade.is_short = is_short - trade.is_open = True - trade.stoploss_order_id = "abcd" - trade.stop_loss = 0.2 - trade.stoploss_last_update = (dt_now() - timedelta(minutes=601)).replace(tzinfo=None) - trade.is_short = is_short - - stoploss_order_hanging = { - 'id': "abcd", - 'status': 'open', - 'type': 'stop_loss_limit', - 'price': 3, - 'average': 2, - 'info': { - 'stopPrice': '0.1' - } - } - mocker.patch(f'{EXMS}.cancel_stoploss_order', - side_effect=InvalidOrderException()) - mocker.patch(f'{EXMS}.fetch_stoploss_order', - return_value=stoploss_order_hanging) - freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) - assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/USDT.*", caplog) - - # Still try to create order - assert stoploss.call_count == 1 - - # Fail creating stoploss order - trade.stoploss_last_update = dt_now() - timedelta(minutes=601) - caplog.clear() - cancel_mock = mocker.patch(f'{EXMS}.cancel_stoploss_order') - mocker.patch(f'{EXMS}.create_stoploss', side_effect=ExchangeError()) - freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) - assert cancel_mock.call_count == 1 - assert log_has_re(r"Could not create trailing stoploss order for pair ETH/USDT\..*", caplog) - - -def test_stoploss_on_exchange_price_rounding( - mocker, default_conf_usdt, fee, open_trade_usdt) -> None: - patch_RPCManager(mocker) - mocker.patch.multiple( - EXMS, - get_fee=fee, - ) - price_mock = MagicMock(side_effect=lambda p, s, **kwargs: int(s)) - stoploss_mock = MagicMock(return_value={'id': '13434334'}) - adjust_mock = MagicMock(return_value=False) - mocker.patch.multiple( - EXMS, - create_stoploss=stoploss_mock, - stoploss_adjust=adjust_mock, - price_to_precision=price_mock, - ) - freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - open_trade_usdt.stoploss_order_id = '13434334' - open_trade_usdt.stop_loss = 222.55 - - freqtrade.handle_trailing_stoploss_on_exchange(open_trade_usdt, {}) - assert price_mock.call_count == 1 - assert adjust_mock.call_count == 1 - assert adjust_mock.call_args_list[0][0][0] == 222 - - -@pytest.mark.parametrize("is_short", [False, True]) -@pytest.mark.usefixtures("init_persistence") -def test_handle_stoploss_on_exchange_custom_stop( - mocker, default_conf_usdt, fee, is_short, limit_order -) -> None: - enter_order = limit_order[entry_side(is_short)] - exit_order = limit_order[exit_side(is_short)] - # When trailing stoploss is set - stoploss = MagicMock(return_value={'id': 13434334, 'status': 'open'}) - patch_RPCManager(mocker) - mocker.patch.multiple( - EXMS, - fetch_ticker=MagicMock(return_value={ - 'bid': 1.9, - 'ask': 2.2, - 'last': 1.9 - }), - create_order=MagicMock(side_effect=[ - enter_order, - exit_order, - ]), - get_fee=fee, - ) - mocker.patch.multiple( - EXMS, - create_stoploss=stoploss, - stoploss_adjust=MagicMock(return_value=True), - ) - - # enabling TSL - default_conf_usdt['use_custom_stoploss'] = True - - # disabling ROI - default_conf_usdt['minimal_roi']['0'] = 999999999 - - freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - - # enabling stoploss on exchange - freqtrade.strategy.order_types['stoploss_on_exchange'] = True - - # setting stoploss - freqtrade.strategy.custom_stoploss = lambda *args, **kwargs: -0.04 - - # setting stoploss_on_exchange_interval to 60 seconds - freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60 - - patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - - freqtrade.enter_positions() - trade = Trade.session.scalars(select(Trade)).first() - trade.is_short = is_short - trade.is_open = True - trade.stoploss_order_id = '100' - trade.stoploss_last_update = dt_now() - timedelta(minutes=601) - trade.orders.append( - Order( - ft_order_side='stoploss', - ft_pair=trade.pair, - ft_is_open=True, - ft_amount=trade.amount, - ft_price=trade.stop_loss, - order_id='100', - ) - ) - - stoploss_order_hanging = MagicMock(return_value={ - 'id': '100', - 'status': 'open', - 'type': 'stop_loss_limit', - 'price': 3, - 'average': 2, - 'info': { - 'stopPrice': '2.0805' - } - }) - - mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hanging) - - assert freqtrade.handle_trade(trade) is False - assert freqtrade.handle_stoploss_on_exchange(trade) is False - - # price jumped 2x - mocker.patch( - f'{EXMS}.fetch_ticker', - MagicMock(return_value={ - 'bid': 4.38 if not is_short else 1.9 / 2, - 'ask': 4.4 if not is_short else 2.2 / 2, - 'last': 4.38 if not is_short else 1.9 / 2, - }) - ) - - cancel_order_mock = MagicMock() - stoploss_order_mock = MagicMock(return_value={'id': 'so1', 'status': 'open'}) - mocker.patch(f'{EXMS}.cancel_stoploss_order', cancel_order_mock) - mocker.patch(f'{EXMS}.create_stoploss', stoploss_order_mock) - trade.stoploss_order_id = '100' - - # stoploss should not be updated as the interval is 60 seconds - assert freqtrade.handle_trade(trade) is False - assert freqtrade.handle_stoploss_on_exchange(trade) is False - cancel_order_mock.assert_not_called() - stoploss_order_mock.assert_not_called() - - assert freqtrade.handle_trade(trade) is False - assert trade.stop_loss == 4.4 * 0.96 if not is_short else 1.1 - assert trade.stop_loss_pct == -0.04 if not is_short else 0.04 - - # setting stoploss_on_exchange_interval to 0 seconds - freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0 - - assert freqtrade.handle_stoploss_on_exchange(trade) is False - - cancel_order_mock.assert_called_once_with('100', 'ETH/USDT') - # Long uses modified ask - offset, short modified bid + offset - stoploss_order_mock.assert_called_once_with( - amount=pytest.approx(trade.amount), - pair='ETH/USDT', - order_types=freqtrade.strategy.order_types, - stop_price=4.4 * 0.96 if not is_short else 0.95 * 1.04, - side=exit_side(is_short), - leverage=1.0 - ) - - # price fell below stoploss, so dry-run sells trade. - mocker.patch( - f'{EXMS}.fetch_ticker', - MagicMock(return_value={ - 'bid': 4.17, - 'ask': 4.19, - 'last': 4.17 - }) - ) - assert freqtrade.handle_trade(trade) is True - - -def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_order) -> None: - - enter_order = limit_order['buy'] - exit_order = limit_order['sell'] - enter_order['average'] = 2.19 - # When trailing stoploss is set - stoploss = MagicMock(return_value={'id': '13434334', 'status': 'open'}) - patch_RPCManager(mocker) - patch_exchange(mocker) - patch_edge(mocker) - edge_conf['max_open_trades'] = float('inf') - edge_conf['dry_run_wallet'] = 999.9 - edge_conf['exchange']['name'] = 'binance' - mocker.patch.multiple( - EXMS, - fetch_ticker=MagicMock(return_value={ - 'bid': 2.19, - 'ask': 2.2, - 'last': 2.19 - }), - create_order=MagicMock(side_effect=[ - enter_order, - exit_order, - ]), - get_fee=fee, - create_stoploss=stoploss, - ) - - # enabling TSL - edge_conf['trailing_stop'] = True - edge_conf['trailing_stop_positive'] = 0.01 - edge_conf['trailing_stop_positive_offset'] = 0.011 - - # disabling ROI - edge_conf['minimal_roi']['0'] = 999999999 - - freqtrade = FreqtradeBot(edge_conf) - - # enabling stoploss on exchange - freqtrade.strategy.order_types['stoploss_on_exchange'] = True - - # setting stoploss - freqtrade.strategy.stoploss = -0.02 - - # setting stoploss_on_exchange_interval to 0 seconds - freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0 - - patch_get_signal(freqtrade) - - freqtrade.active_pair_whitelist = freqtrade.edge.adjust(freqtrade.active_pair_whitelist) - - freqtrade.enter_positions() - trade = Trade.session.scalars(select(Trade)).first() - trade.is_open = True - trade.stoploss_order_id = '100' - trade.stoploss_last_update = dt_now() - trade.orders.append( - Order( - ft_order_side='stoploss', - ft_pair=trade.pair, - ft_is_open=True, - ft_amount=trade.amount, - ft_price=trade.stop_loss, - order_id='100', - ) - ) - - stoploss_order_hanging = MagicMock(return_value={ - 'id': '100', - 'status': 'open', - 'type': 'stop_loss_limit', - 'price': 3, - 'average': 2, - 'stopPrice': '2.178' - }) - - mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hanging) - - # stoploss initially at 20% as edge dictated it. - assert freqtrade.handle_trade(trade) is False - assert freqtrade.handle_stoploss_on_exchange(trade) is False - assert pytest.approx(trade.stop_loss) == 1.76 - - cancel_order_mock = MagicMock() - stoploss_order_mock = MagicMock() - mocker.patch(f'{EXMS}.cancel_stoploss_order', cancel_order_mock) - mocker.patch(f'{EXMS}.create_stoploss', stoploss_order_mock) - - # price goes down 5% - mocker.patch(f'{EXMS}.fetch_ticker', MagicMock(return_value={ - 'bid': 2.19 * 0.95, - 'ask': 2.2 * 0.95, - 'last': 2.19 * 0.95 - })) - assert freqtrade.handle_trade(trade) is False - assert freqtrade.handle_stoploss_on_exchange(trade) is False - - # stoploss should remain the same - assert pytest.approx(trade.stop_loss) == 1.76 - - # stoploss on exchange should not be canceled - cancel_order_mock.assert_not_called() - - # price jumped 2x - mocker.patch(f'{EXMS}.fetch_ticker', MagicMock(return_value={ - 'bid': 4.38, - 'ask': 4.4, - 'last': 4.38 - })) - - assert freqtrade.handle_trade(trade) is False - assert freqtrade.handle_stoploss_on_exchange(trade) is False - - # stoploss should be set to 1% as trailing is on - assert trade.stop_loss == 4.4 * 0.99 - cancel_order_mock.assert_called_once_with('100', 'NEO/BTC') - stoploss_order_mock.assert_called_once_with( - amount=30, - pair='NEO/BTC', - order_types=freqtrade.strategy.order_types, - stop_price=4.4 * 0.99, - side='sell', - leverage=1.0 - ) - - @pytest.mark.parametrize('return_value,side_effect,log_message', [ (False, None, 'Found no enter signals for whitelisted currencies. Trying again...'), (None, DependencyException, 'Unable to create trade for ETH/USDT: ') @@ -3954,250 +2923,6 @@ def test_execute_trade_exit_custom_exit_price( } == last_msg -@pytest.mark.parametrize("is_short", [False, True]) -def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( - default_conf_usdt, ticker_usdt, fee, is_short, ticker_usdt_sell_down, - ticker_usdt_sell_up, mocker) -> None: - rpc_mock = patch_RPCManager(mocker) - patch_exchange(mocker) - mocker.patch.multiple( - EXMS, - fetch_ticker=ticker_usdt, - get_fee=fee, - _dry_is_price_crossed=MagicMock(return_value=False), - ) - patch_whitelist(mocker, default_conf_usdt) - freqtrade = FreqtradeBot(default_conf_usdt) - patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - - # Create some test data - freqtrade.enter_positions() - - trade = Trade.session.scalars(select(Trade)).first() - assert trade.is_short == is_short - assert trade - - # Decrease the price and sell it - mocker.patch.multiple( - EXMS, - fetch_ticker=ticker_usdt_sell_up if is_short else ticker_usdt_sell_down - ) - - default_conf_usdt['dry_run'] = True - freqtrade.strategy.order_types['stoploss_on_exchange'] = True - # Setting trade stoploss to 0.01 - - trade.stop_loss = 2.0 * 1.01 if is_short else 2.0 * 0.99 - freqtrade.execute_trade_exit( - trade=trade, limit=trade.stop_loss, - exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS)) - - assert rpc_mock.call_count == 2 - last_msg = rpc_mock.call_args_list[-1][0][0] - - assert { - 'type': RPCMessageType.EXIT, - 'trade_id': 1, - 'exchange': 'Binance', - 'pair': 'ETH/USDT', - 'direction': 'Short' if trade.is_short else 'Long', - 'leverage': 1.0, - 'gain': 'loss', - 'limit': 2.02 if is_short else 1.98, - 'order_rate': 2.02 if is_short else 1.98, - 'amount': pytest.approx(29.70297029 if is_short else 30.0), - 'order_type': 'limit', - 'buy_tag': None, - 'enter_tag': None, - 'open_rate': 2.02 if is_short else 2.0, - 'current_rate': 2.2 if is_short else 2.0, - 'profit_amount': -0.3 if is_short else -0.8985, - 'profit_ratio': -0.00501253 if is_short else -0.01493766, - 'stake_currency': 'USDT', - 'quote_currency': 'USDT', - 'fiat_currency': 'USD', - 'base_currency': 'ETH', - 'exit_reason': ExitType.STOP_LOSS.value, - 'open_date': ANY, - 'close_date': ANY, - 'close_rate': ANY, - 'sub_trade': False, - 'cumulative_profit': 0.0, - 'stake_amount': pytest.approx(60), - 'is_final_exit': False, - 'final_profit_ratio': None, - } == last_msg - - -def test_execute_trade_exit_sloe_cancel_exception( - mocker, default_conf_usdt, ticker_usdt, fee, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - mocker.patch(f'{EXMS}.cancel_stoploss_order', side_effect=InvalidOrderException()) - mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300)) - create_order_mock = MagicMock(side_effect=[ - {'id': '12345554'}, - {'id': '12345555'}, - ]) - patch_exchange(mocker) - mocker.patch.multiple( - EXMS, - fetch_ticker=ticker_usdt, - get_fee=fee, - create_order=create_order_mock, - ) - - freqtrade.strategy.order_types['stoploss_on_exchange'] = True - patch_get_signal(freqtrade) - freqtrade.enter_positions() - - trade = Trade.session.scalars(select(Trade)).first() - PairLock.session = MagicMock() - - freqtrade.config['dry_run'] = False - trade.stoploss_order_id = "abcd" - - freqtrade.execute_trade_exit(trade=trade, limit=1234, - exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS)) - assert create_order_mock.call_count == 2 - assert log_has('Could not cancel stoploss order abcd for pair ETH/USDT', caplog) - - -@pytest.mark.parametrize("is_short", [False, True]) -def test_execute_trade_exit_with_stoploss_on_exchange( - default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, is_short, mocker) -> None: - - default_conf_usdt['exchange']['name'] = 'binance' - rpc_mock = patch_RPCManager(mocker) - patch_exchange(mocker) - stoploss = MagicMock(return_value={ - 'id': 123, - 'status': 'open', - 'info': { - 'foo': 'bar' - } - }) - mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_order_fee') - - cancel_order = MagicMock(return_value=True) - mocker.patch.multiple( - EXMS, - fetch_ticker=ticker_usdt, - get_fee=fee, - amount_to_precision=lambda s, x, y: y, - price_to_precision=lambda s, x, y: y, - create_stoploss=stoploss, - cancel_stoploss_order=cancel_order, - _dry_is_price_crossed=MagicMock(side_effect=[True, False]), - ) - - freqtrade = FreqtradeBot(default_conf_usdt) - freqtrade.strategy.order_types['stoploss_on_exchange'] = True - patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - - # Create some test data - freqtrade.enter_positions() - - trade = Trade.session.scalars(select(Trade)).first() - trade.is_short = is_short - assert trade - trades = [trade] - - freqtrade.manage_open_orders() - freqtrade.exit_positions(trades) - - # Increase the price and sell it - mocker.patch.multiple( - EXMS, - fetch_ticker=ticker_usdt_sell_up - ) - - freqtrade.execute_trade_exit( - trade=trade, - limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'], - exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS) - ) - - trade = Trade.session.scalars(select(Trade)).first() - trade.is_short = is_short - assert trade - assert cancel_order.call_count == 1 - assert rpc_mock.call_count == 4 - - -@pytest.mark.parametrize("is_short", [False, True]) -def test_may_execute_trade_exit_after_stoploss_on_exchange_hit( - default_conf_usdt, ticker_usdt, fee, mocker, is_short) -> None: - default_conf_usdt['exchange']['name'] = 'binance' - rpc_mock = patch_RPCManager(mocker) - patch_exchange(mocker) - mocker.patch.multiple( - EXMS, - fetch_ticker=ticker_usdt, - get_fee=fee, - amount_to_precision=lambda s, x, y: y, - price_to_precision=lambda s, x, y: y, - _dry_is_price_crossed=MagicMock(side_effect=[False, True]), - ) - - stoploss = MagicMock(return_value={ - 'id': 123, - 'info': { - 'foo': 'bar' - } - }) - - mocker.patch(f'{EXMS}.create_stoploss', stoploss) - - freqtrade = FreqtradeBot(default_conf_usdt) - freqtrade.strategy.order_types['stoploss_on_exchange'] = True - patch_get_signal(freqtrade, enter_long=not is_short, enter_short=is_short) - - # Create some test data - freqtrade.enter_positions() - freqtrade.manage_open_orders() - trade = Trade.session.scalars(select(Trade)).first() - trades = [trade] - assert trade.stoploss_order_id is None - - freqtrade.exit_positions(trades) - assert trade - assert trade.stoploss_order_id == '123' - assert not trade.has_open_orders - - # Assuming stoploss on exchange is hit - # stoploss_order_id should become None - # and trade should be sold at the price of stoploss - stoploss_executed = MagicMock(return_value={ - "id": "123", - "timestamp": 1542707426845, - "datetime": "2018-11-20T09:50:26.845Z", - "lastTradeTimestamp": None, - "symbol": "BTC/USDT", - "type": "stop_loss_limit", - "side": "buy" if is_short else "sell", - "price": 1.08801, - "amount": trade.amount, - "cost": 1.08801 * trade.amount, - "average": 1.08801, - "filled": trade.amount, - "remaining": 0.0, - "status": "closed", - "fee": None, - "trades": None - }) - mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_executed) - - freqtrade.exit_positions(trades) - assert trade.stoploss_order_id is None - assert trade.is_open is False - assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value - assert rpc_mock.call_count == 4 - assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.ENTRY - assert rpc_mock.call_args_list[1][0][0]['amount'] > 20 - assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.ENTRY_FILL - assert rpc_mock.call_args_list[3][0][0]['type'] == RPCMessageType.EXIT_FILL - - @pytest.mark.parametrize( "is_short,amount,current_rate,limit,profit_amount,profit_ratio,profit_or_loss", [ (False, 30, 2.3, 2.2, 5.685, 0.09451372, 'profit'), @@ -5693,7 +4418,6 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap def reset_open_orders(trade): - trade.stoploss_order_id = None trade.is_short = is_short create_mock_trades(fee, is_short=is_short) @@ -5705,7 +4429,7 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap trade = trades[1] reset_open_orders(trade) assert not trade.has_open_orders - assert trade.stoploss_order_id is None + assert trade.has_open_sl_orders is False freqtrade.handle_insufficient_funds(trade) order = trade.orders[0] @@ -5715,7 +4439,7 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap assert mock_uts.call_count == 0 # No change to orderid - as update_trade_state is mocked assert not trade.has_open_orders - assert trade.stoploss_order_id is None + assert trade.has_open_sl_orders is False caplog.clear() mock_fo.reset_mock() @@ -5726,7 +4450,7 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap # This part in not relevant anymore # assert not trade.has_open_orders - assert trade.stoploss_order_id is None + assert trade.has_open_sl_orders is False freqtrade.handle_insufficient_funds(trade) order = mock_order_4(is_short=is_short) @@ -5734,8 +4458,8 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap assert mock_fo.call_count == 1 assert mock_uts.call_count == 1 # Found open buy order - assert trade.has_open_orders - assert trade.stoploss_order_id is None + assert trade.has_open_orders is True + assert trade.has_open_sl_orders is False caplog.clear() mock_fo.reset_mock() @@ -5744,16 +4468,16 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap trade = trades[4] reset_open_orders(trade) assert not trade.has_open_orders - assert trade.stoploss_order_id is None + assert trade.has_open_sl_orders freqtrade.handle_insufficient_funds(trade) order = mock_order_5_stoploss(is_short=is_short) assert log_has_re(r"Trying to refind Order\(.*", caplog) assert mock_fo.call_count == 1 assert mock_uts.call_count == 2 - # stoploss_order_id is "refound" and added to the trade + # stoploss order is "refound" and added to the trade assert not trade.has_open_orders - assert trade.stoploss_order_id is not None + assert trade.has_open_sl_orders is True caplog.clear() mock_fo.reset_mock() @@ -5764,7 +4488,7 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap reset_open_orders(trade) # This part in not relevant anymore # assert not trade.has_open_orders - assert trade.stoploss_order_id is None + assert trade.has_open_sl_orders is False freqtrade.handle_insufficient_funds(trade) order = mock_order_6_sell(is_short=is_short) @@ -5773,7 +4497,7 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap assert mock_uts.call_count == 1 # sell-orderid is "refound" and added to the trade assert trade.open_orders_ids[0] == order['id'] - assert trade.stoploss_order_id is None + assert trade.has_open_sl_orders is False caplog.clear() @@ -5956,9 +4680,14 @@ def test_get_valid_price(mocker, default_conf_usdt) -> None: ('futures', 17, "2021-08-31 23:59:59", "2021-09-01 08:01:07"), ('futures', 17, "2021-08-31 23:59:58", "2021-09-01 08:01:07"), ]) +@pytest.mark.parametrize('tzoffset', [ + '+00:00', + '+01:00', + '-02:00', +]) def test_update_funding_fees_schedule(mocker, default_conf, trading_mode, calls, time_machine, - t1, t2): - time_machine.move_to(f"{t1} +00:00", tick=False) + t1, t2, tzoffset): + time_machine.move_to(f"{t1} {tzoffset}", tick=False) patch_RPCManager(mocker) patch_exchange(mocker) @@ -5967,7 +4696,7 @@ def test_update_funding_fees_schedule(mocker, default_conf, trading_mode, calls, default_conf['margin_mode'] = 'isolated' freqtrade = get_patched_freqtradebot(mocker, default_conf) - time_machine.move_to(f"{t2} +00:00", tick=False) + time_machine.move_to(f"{t2} {tzoffset}", tick=False) # Check schedule jobs in debugging with freqtrade._schedule.jobs freqtrade._schedule.run_pending() @@ -6725,11 +5454,15 @@ def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, ca ) create_mock_trades(fee) caplog.set_level(logging.DEBUG) - freqtrade.strategy.adjust_trade_position = MagicMock(return_value=10) + freqtrade.strategy.adjust_trade_position = MagicMock(return_value=(10, 'aaaa')) freqtrade.process_open_trade_positions() assert log_has_re(r"Max adjustment entries for .* has been reached\.", caplog) + assert freqtrade.strategy.adjust_trade_position.call_count == 1 caplog.clear() - freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-10) + freqtrade.strategy.adjust_trade_position = MagicMock(return_value=(-10, 'partial_exit_c')) freqtrade.process_open_trade_positions() assert log_has_re(r"LIMIT_SELL has been fulfilled.*", caplog) + assert freqtrade.strategy.adjust_trade_position.call_count == 1 + trade = Trade.get_trades(trade_filter=[Trade.id == 5]).first() + assert trade.orders[-1].ft_order_tag == 'partial_exit_c' diff --git a/tests/test_integration.py b/tests/freqtradebot/test_integration.py similarity index 98% rename from tests/test_integration.py rename to tests/freqtradebot/test_integration.py index 2e7f38fc8..522693131 100644 --- a/tests/test_integration.py +++ b/tests/freqtradebot/test_integration.py @@ -49,7 +49,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee, stoploss_order_closed['filled'] = stoploss_order_closed['amount'] # Sell first trade based on stoploss, keep 2nd and 3rd trade open - stop_orders = [stoploss_order_closed, stoploss_order_open, stoploss_order_open] + stop_orders = [stoploss_order_closed, stoploss_order_open.copy(), stoploss_order_open.copy()] stoploss_order_mock = MagicMock( side_effect=stop_orders) # Sell 3rd trade (not called for the first trade) @@ -100,9 +100,10 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee, stop_order = stop_orders[idx] stop_order['id'] = f"stop{idx}" oobj = Order.parse_from_ccxt_object(stop_order, trade.pair, 'stoploss') + oobj.ft_is_open = True trade.orders.append(oobj) - trade.stoploss_order_id = f"stop{idx}" + assert len(trade.open_sl_orders) == 1 n = freqtrade.exit_positions(trades) assert n == 2 @@ -113,6 +114,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee, # Only order for 3rd trade needs to be cancelled assert cancel_order_mock.call_count == 1 + assert stoploss_order_mock.call_count == 3 # Wallets must be updated between stoploss cancellation and selling, and will be updated again # during update_trade_state assert wallets_mock.call_count == 4 @@ -536,7 +538,7 @@ def test_dca_order_adjust_entry_replace_fails( # Create DCA order for 2nd trade (so we have 2 open orders on 2 trades) # this 2nd order won't fill. - freqtrade.strategy.adjust_trade_position = MagicMock(return_value=20) + freqtrade.strategy.adjust_trade_position = MagicMock(return_value=(20, 'PeNF')) freqtrade.process() @@ -627,12 +629,13 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera assert log_has_re( r"Remaining amount of \d\.\d+.* would be smaller than the minimum of 10.", caplog) - freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-20) + freqtrade.strategy.adjust_trade_position = MagicMock(return_value=(-20, 'PES')) freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 2 assert trade.orders[-1].ft_order_side == 'sell' + assert trade.orders[-1].ft_order_tag == 'PES' assert pytest.approx(trade.stake_amount) == 40.198 assert pytest.approx(trade.amount) == 20.099 * leverage assert trade.open_rate == 2.0 diff --git a/tests/freqtradebot/test_stoploss_on_exchange.py b/tests/freqtradebot/test_stoploss_on_exchange.py new file mode 100644 index 000000000..325fe549f --- /dev/null +++ b/tests/freqtradebot/test_stoploss_on_exchange.py @@ -0,0 +1,1334 @@ +from copy import deepcopy +from datetime import timedelta +from unittest.mock import ANY, MagicMock + +import pytest +from sqlalchemy import select + +from freqtrade.enums import ExitCheckTuple, ExitType, RPCMessageType +from freqtrade.exceptions import ExchangeError, InsufficientFundsError, InvalidOrderException +from freqtrade.freqtradebot import FreqtradeBot +from freqtrade.persistence import Order, Trade +from freqtrade.persistence.models import PairLock +from freqtrade.util.datetime_helpers import dt_now +from tests.conftest import (EXMS, get_patched_freqtradebot, log_has, log_has_re, patch_edge, + patch_exchange, patch_get_signal, patch_whitelist) +from tests.conftest_trades import entry_side, exit_side +from tests.freqtradebot.test_freqtradebot import patch_RPCManager + + +@pytest.mark.parametrize("is_short", [False, True]) +def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_short, fee) -> None: + patch_RPCManager(mocker) + patch_exchange(mocker) + mocker.patch.multiple( + EXMS, + fetch_ticker=MagicMock(return_value={ + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 + }), + create_order=MagicMock(return_value=limit_order[entry_side(is_short)]), + get_fee=fee, + ) + order = limit_order[entry_side(is_short)] + mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.fetch_order', return_value=order) + mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[]) + + stoploss = MagicMock(return_value={'id': 13434334}) + mocker.patch(f'{EXMS}.create_stoploss', stoploss) + + freqtrade = FreqtradeBot(default_conf_usdt) + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + + patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) + + freqtrade.enter_positions() + trade = Trade.session.scalars(select(Trade)).first() + trade.is_short = is_short + trade.is_open = True + trades = [trade] + + freqtrade.exit_positions(trades) + assert trade.has_open_sl_orders is True + assert stoploss.call_count == 1 + assert trade.is_open is True + + +@pytest.mark.parametrize("is_short", [False, True]) +def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_short, + limit_order) -> None: + stop_order_dict = {'id': "13434334"} + stoploss = MagicMock(return_value=stop_order_dict) + enter_order = limit_order[entry_side(is_short)] + exit_order = limit_order[exit_side(is_short)] + patch_RPCManager(mocker) + patch_exchange(mocker) + mocker.patch.multiple( + EXMS, + fetch_ticker=MagicMock(return_value={ + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 + }), + create_order=MagicMock(side_effect=[ + enter_order, + exit_order, + ]), + get_fee=fee, + create_stoploss=stoploss + ) + freqtrade = FreqtradeBot(default_conf_usdt) + patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) + + # First case: when stoploss is not yet set but the order is open + # should get the stoploss order id immediately + # and should return false as no trade actually happened + + freqtrade.enter_positions() + trade = Trade.session.scalars(select(Trade)).first() + assert trade.is_short == is_short + assert trade.is_open + assert trade.has_open_sl_orders is False + + assert freqtrade.handle_stoploss_on_exchange(trade) is False + assert stoploss.call_count == 1 + assert trade.open_sl_orders[-1].order_id == "13434334" + + # Second case: when stoploss is set but it is not yet hit + # should do nothing and return false + trade.is_open = True + + hanging_stoploss_order = MagicMock(return_value={'id': '13434334', 'status': 'open'}) + mocker.patch(f'{EXMS}.fetch_stoploss_order', hanging_stoploss_order) + + assert freqtrade.handle_stoploss_on_exchange(trade) is False + hanging_stoploss_order.assert_called_once_with('13434334', trade.pair) + assert len(trade.open_sl_orders) == 1 + assert trade.open_sl_orders[-1].order_id == "13434334" + + # Third case: when stoploss was set but it was canceled for some reason + # should set a stoploss immediately and return False + caplog.clear() + trade.is_open = True + + canceled_stoploss_order = MagicMock(return_value={'id': '13434334', 'status': 'canceled'}) + mocker.patch(f'{EXMS}.fetch_stoploss_order', canceled_stoploss_order) + stoploss.reset_mock() + amount_before = trade.amount + + stop_order_dict.update({'id': "103_1"}) + + assert freqtrade.handle_stoploss_on_exchange(trade) is False + assert stoploss.call_count == 1 + assert len(trade.open_sl_orders) == 1 + assert trade.open_sl_orders[-1].order_id == "103_1" + assert trade.amount == amount_before + + # Fourth case: when stoploss is set and it is hit + # should return true as a trade actually happened + caplog.clear() + stop_order_dict.update({'id': "103_1"}) + + trade = Trade.session.scalars(select(Trade)).first() + trade.is_short = is_short + trade.is_open = True + + stoploss_order_hit = MagicMock(return_value={ + 'id': "103_1", + 'status': 'closed', + 'type': 'stop_loss_limit', + 'price': 3, + 'average': 2, + 'filled': enter_order['amount'], + 'remaining': 0, + 'amount': enter_order['amount'], + }) + mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hit) + assert freqtrade.handle_stoploss_on_exchange(trade) is True + assert log_has_re(r'STOP_LOSS_LIMIT is hit for Trade\(id=1, .*\)\.', caplog) + assert len(trade.open_sl_orders) == 0 + assert trade.is_open is False + caplog.clear() + + mocker.patch(f'{EXMS}.create_stoploss', side_effect=ExchangeError()) + trade.is_open = True + freqtrade.handle_stoploss_on_exchange(trade) + assert log_has('Unable to place a stoploss order on exchange.', caplog) + assert len(trade.open_sl_orders) == 0 + + # Fifth case: fetch_order returns InvalidOrder + # It should try to add stoploss order + stop_order_dict.update({'id': "105"}) + stoploss.reset_mock() + mocker.patch(f'{EXMS}.fetch_stoploss_order', side_effect=InvalidOrderException()) + mocker.patch(f'{EXMS}.create_stoploss', stoploss) + freqtrade.handle_stoploss_on_exchange(trade) + assert len(trade.open_sl_orders) == 1 + assert stoploss.call_count == 1 + + # Sixth case: Closed Trade + # Should not create new order + trade.is_open = False + trade.open_sl_orders[-1].ft_is_open = False + stoploss.reset_mock() + mocker.patch(f'{EXMS}.fetch_order') + mocker.patch(f'{EXMS}.create_stoploss', stoploss) + assert freqtrade.handle_stoploss_on_exchange(trade) is False + assert trade.has_open_sl_orders is False + assert stoploss.call_count == 0 + + +@pytest.mark.parametrize("is_short", [False, True]) +def test_handle_stoploss_on_exchange_emergency(mocker, default_conf_usdt, fee, is_short, + limit_order) -> None: + stop_order_dict = {'id': "13434334"} + stoploss = MagicMock(return_value=stop_order_dict) + enter_order = limit_order[entry_side(is_short)] + exit_order = limit_order[exit_side(is_short)] + patch_RPCManager(mocker) + patch_exchange(mocker) + mocker.patch.multiple( + EXMS, + fetch_ticker=MagicMock(return_value={ + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 + }), + create_order=MagicMock(side_effect=[ + enter_order, + exit_order, + ]), + get_fee=fee, + create_stoploss=stoploss + ) + freqtrade = FreqtradeBot(default_conf_usdt) + patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) + + freqtrade.enter_positions() + trade = Trade.session.scalars(select(Trade)).first() + assert trade.is_short == is_short + assert trade.is_open + assert trade.has_open_sl_orders is False + + # emergency exit triggered + # Trailing stop should not act anymore + stoploss_order_cancelled = MagicMock(side_effect=[{ + 'id': "107", + 'status': 'canceled', + 'type': 'stop_loss_limit', + 'price': 3, + 'average': 2, + 'amount': enter_order['amount'], + 'filled': 0, + 'remaining': enter_order['amount'], + 'info': {'stopPrice': 22}, + }]) + trade.stoploss_last_update = dt_now() - timedelta(hours=1) + trade.stop_loss = 24 + trade.exit_reason = None + trade.orders.append( + Order( + ft_order_side='stoploss', + ft_pair=trade.pair, + ft_is_open=True, + ft_amount=trade.amount, + ft_price=trade.stop_loss, + order_id='107', + status='open', + ) + ) + freqtrade.config['trailing_stop'] = True + stoploss = MagicMock(side_effect=InvalidOrderException()) + assert trade.has_open_sl_orders is True + Trade.commit() + mocker.patch(f'{EXMS}.cancel_stoploss_order_with_result', + side_effect=InvalidOrderException()) + mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_cancelled) + mocker.patch(f'{EXMS}.create_stoploss', stoploss) + assert freqtrade.handle_stoploss_on_exchange(trade) is False + assert trade.has_open_sl_orders is False + assert trade.is_open is False + assert trade.exit_reason == str(ExitType.EMERGENCY_EXIT) + + +@pytest.mark.parametrize("is_short", [False, True]) +def test_handle_stoploss_on_exchange_partial( + mocker, default_conf_usdt, fee, is_short, limit_order) -> None: + stop_order_dict = {'id': "101", "status": "open"} + stoploss = MagicMock(return_value=stop_order_dict) + enter_order = limit_order[entry_side(is_short)] + exit_order = limit_order[exit_side(is_short)] + patch_RPCManager(mocker) + patch_exchange(mocker) + mocker.patch.multiple( + EXMS, + fetch_ticker=MagicMock(return_value={ + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 + }), + create_order=MagicMock(side_effect=[ + enter_order, + exit_order, + ]), + get_fee=fee, + create_stoploss=stoploss + ) + freqtrade = FreqtradeBot(default_conf_usdt) + patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) + + freqtrade.enter_positions() + trade = Trade.session.scalars(select(Trade)).first() + trade.is_short = is_short + trade.is_open = True + + assert freqtrade.handle_stoploss_on_exchange(trade) is False + assert stoploss.call_count == 1 + assert trade.has_open_sl_orders is True + assert trade.open_sl_orders[-1].order_id == "101" + assert trade.amount == 30 + stop_order_dict.update({'id': "102"}) + # Stoploss on exchange is cancelled on exchange, but filled partially. + # Must update trade amount to guarantee successful exit. + stoploss_order_hit = MagicMock(return_value={ + 'id': "101", + 'status': 'canceled', + 'type': 'stop_loss_limit', + 'price': 3, + 'average': 2, + 'filled': trade.amount / 2, + 'remaining': trade.amount / 2, + 'amount': enter_order['amount'], + }) + mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hit) + assert freqtrade.handle_stoploss_on_exchange(trade) is False + # Stoploss filled partially ... + assert trade.amount == 15 + + assert trade.open_sl_orders[-1].order_id == "102" + + +@pytest.mark.parametrize("is_short", [False, True]) +def test_handle_stoploss_on_exchange_partial_cancel_here( + mocker, default_conf_usdt, fee, is_short, limit_order, caplog, time_machine) -> None: + stop_order_dict = {'id': "101", "status": "open"} + time_machine.move_to(dt_now()) + default_conf_usdt['trailing_stop'] = True + stoploss = MagicMock(return_value=stop_order_dict) + enter_order = limit_order[entry_side(is_short)] + exit_order = limit_order[exit_side(is_short)] + patch_RPCManager(mocker) + patch_exchange(mocker) + mocker.patch.multiple( + EXMS, + fetch_ticker=MagicMock(return_value={ + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 + }), + create_order=MagicMock(side_effect=[ + enter_order, + exit_order, + ]), + get_fee=fee, + create_stoploss=stoploss + ) + freqtrade = FreqtradeBot(default_conf_usdt) + patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) + + freqtrade.enter_positions() + trade = Trade.session.scalars(select(Trade)).first() + trade.is_short = is_short + trade.is_open = True + + assert freqtrade.handle_stoploss_on_exchange(trade) is False + assert stoploss.call_count == 1 + assert trade.has_open_sl_orders is True + assert trade.open_sl_orders[-1].order_id == "101" + assert trade.amount == 30 + stop_order_dict.update({'id': "102"}) + # Stoploss on exchange is open. + # Freqtrade cancels the stop - but cancel returns a partial filled order. + stoploss_order_hit = MagicMock(return_value={ + 'id': "101", + 'status': 'open', + 'type': 'stop_loss_limit', + 'price': 3, + 'average': 2, + 'filled': 0, + 'remaining': trade.amount, + 'amount': enter_order['amount'], + }) + stoploss_order_cancel = MagicMock(return_value={ + 'id': "101", + 'status': 'canceled', + 'type': 'stop_loss_limit', + 'price': 3, + 'average': 2, + 'filled': trade.amount / 2, + 'remaining': trade.amount / 2, + 'amount': enter_order['amount'], + }) + mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hit) + mocker.patch(f'{EXMS}.cancel_stoploss_order_with_result', stoploss_order_cancel) + time_machine.shift(timedelta(minutes=15)) + + assert freqtrade.handle_stoploss_on_exchange(trade) is False + # Canceled Stoploss filled partially ... + assert log_has_re('Cancelling current stoploss on exchange.*', caplog) + + assert trade.has_open_sl_orders is True + assert trade.open_sl_orders[-1].order_id == "102" + assert trade.amount == 15 + + +@pytest.mark.parametrize("is_short", [False, True]) +def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, is_short, + limit_order) -> None: + # Sixth case: stoploss order was cancelled but couldn't create new one + enter_order = limit_order[entry_side(is_short)] + exit_order = limit_order[exit_side(is_short)] + patch_RPCManager(mocker) + patch_exchange(mocker) + mocker.patch.multiple( + EXMS, + fetch_ticker=MagicMock(return_value={ + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 + }), + create_order=MagicMock(side_effect=[ + enter_order, + exit_order, + ]), + get_fee=fee, + ) + mocker.patch.multiple( + EXMS, + fetch_stoploss_order=MagicMock(return_value={'status': 'canceled', 'id': '100'}), + create_stoploss=MagicMock(side_effect=ExchangeError()), + ) + freqtrade = FreqtradeBot(default_conf_usdt) + patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) + + freqtrade.enter_positions() + trade = Trade.session.scalars(select(Trade)).first() + assert trade.is_short == is_short + trade.is_open = True + trade.orders.append( + Order( + ft_order_side='stoploss', + ft_pair=trade.pair, + ft_is_open=True, + ft_amount=trade.amount, + ft_price=trade.stop_loss, + order_id='100', + status='open', + ) + ) + assert trade + + assert freqtrade.handle_stoploss_on_exchange(trade) is False + assert log_has_re(r'All Stoploss orders are cancelled, but unable to recreate one\.', caplog) + assert trade.has_open_sl_orders is False + assert trade.is_open is True + + +@pytest.mark.parametrize("is_short", [False, True]) +def test_create_stoploss_order_invalid_order( + mocker, default_conf_usdt, caplog, fee, is_short, limit_order +): + open_order = limit_order[entry_side(is_short)] + order = limit_order[exit_side(is_short)] + rpc_mock = patch_RPCManager(mocker) + patch_exchange(mocker) + create_order_mock = MagicMock(side_effect=[ + open_order, + order, + ]) + mocker.patch.multiple( + EXMS, + fetch_ticker=MagicMock(return_value={ + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 + }), + create_order=create_order_mock, + get_fee=fee, + ) + mocker.patch.multiple( + EXMS, + fetch_order=MagicMock(return_value={'status': 'canceled'}), + create_stoploss=MagicMock(side_effect=InvalidOrderException()), + ) + freqtrade = FreqtradeBot(default_conf_usdt) + patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + + freqtrade.enter_positions() + trade = Trade.session.scalars(select(Trade)).first() + trade.is_short = is_short + caplog.clear() + rpc_mock.reset_mock() + freqtrade.create_stoploss_order(trade, 200) + assert trade.has_open_sl_orders is False + assert trade.exit_reason == ExitType.EMERGENCY_EXIT.value + assert log_has("Unable to place a stoploss order on exchange. ", caplog) + assert log_has("Exiting the trade forcefully", caplog) + + # Should call a market sell + assert create_order_mock.call_count == 2 + assert create_order_mock.call_args[1]['ordertype'] == 'market' + assert create_order_mock.call_args[1]['pair'] == trade.pair + assert create_order_mock.call_args[1]['amount'] == trade.amount + + # Rpc is sending first buy, then sell + assert rpc_mock.call_count == 2 + assert rpc_mock.call_args_list[0][0][0]['exit_reason'] == ExitType.EMERGENCY_EXIT.value + assert rpc_mock.call_args_list[0][0][0]['order_type'] == 'market' + assert rpc_mock.call_args_list[0][0][0]['type'] == 'exit' + assert rpc_mock.call_args_list[1][0][0]['type'] == 'exit_fill' + + +@pytest.mark.parametrize("is_short", [False, True]) +def test_create_stoploss_order_insufficient_funds( + mocker, default_conf_usdt, caplog, fee, limit_order, is_short +): + exit_order = limit_order[exit_side(is_short)]['id'] + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + + mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds') + mocker.patch.multiple( + EXMS, + fetch_ticker=MagicMock(return_value={ + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 + }), + create_order=MagicMock(side_effect=[ + limit_order[entry_side(is_short)], + exit_order, + ]), + get_fee=fee, + fetch_order=MagicMock(return_value={'status': 'canceled'}), + ) + mocker.patch.multiple( + EXMS, + create_stoploss=MagicMock(side_effect=InsufficientFundsError()), + ) + patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + + freqtrade.enter_positions() + trade = Trade.session.scalars(select(Trade)).first() + trade.is_short = is_short + caplog.clear() + freqtrade.create_stoploss_order(trade, 200) + # stoploss_orderid was empty before + assert trade.has_open_sl_orders is False + assert mock_insuf.call_count == 1 + mock_insuf.reset_mock() + + freqtrade.create_stoploss_order(trade, 200) + # No change to stoploss-orderid + assert trade.has_open_sl_orders is False + assert mock_insuf.call_count == 1 + + +@pytest.mark.parametrize("is_short,bid,ask,stop_price,hang_price", [ + (False, [4.38, 4.16], [4.4, 4.17], ['2.0805', 4.4 * 0.95], 3), + (True, [1.09, 1.21], [1.1, 1.22], ['2.321', 1.09 * 1.05], 1.5), +]) +@pytest.mark.usefixtures("init_persistence") +def test_handle_stoploss_on_exchange_trailing( + mocker, default_conf_usdt, fee, is_short, bid, ask, limit_order, stop_price, hang_price, + time_machine, +) -> None: + # When trailing stoploss is set + enter_order = limit_order[entry_side(is_short)] + exit_order = limit_order[exit_side(is_short)] + stoploss = MagicMock(return_value={'id': '13434334', 'status': 'open'}) + start_dt = dt_now() + time_machine.move_to(start_dt, tick=False) + patch_RPCManager(mocker) + mocker.patch.multiple( + EXMS, + fetch_ticker=MagicMock(return_value={ + 'bid': 2.19, + 'ask': 2.2, + 'last': 2.19, + }), + create_order=MagicMock(side_effect=[ + enter_order, + exit_order, + ]), + get_fee=fee, + ) + mocker.patch.multiple( + EXMS, + create_stoploss=stoploss, + stoploss_adjust=MagicMock(return_value=True), + ) + + # enabling TSL + default_conf_usdt['trailing_stop'] = True + + # disabling ROI + default_conf_usdt['minimal_roi']['0'] = 999999999 + + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + + # enabling stoploss on exchange + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + + # setting stoploss + freqtrade.strategy.stoploss = 0.05 if is_short else -0.05 + + # setting stoploss_on_exchange_interval to 60 seconds + freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60 + + patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) + + freqtrade.enter_positions() + trade = Trade.session.scalars(select(Trade)).first() + trade.is_short = is_short + trade.is_open = True + assert trade.has_open_sl_orders is False + trade.stoploss_last_update = dt_now() - timedelta(minutes=20) + trade.orders.append( + Order( + ft_order_side='stoploss', + ft_pair=trade.pair, + ft_is_open=True, + ft_amount=trade.amount, + ft_price=trade.stop_loss, + order_id='100', + order_date=dt_now() - timedelta(minutes=20), + ) + ) + + stoploss_order_hanging = { + 'id': '100', + 'status': 'open', + 'type': 'stop_loss_limit', + 'price': hang_price, + 'average': 2, + 'fee': {}, + 'amount': 0, + 'info': { + 'stopPrice': stop_price[0] + } + } + stoploss_order_cancel = deepcopy(stoploss_order_hanging) + stoploss_order_cancel['status'] = 'canceled' + + mocker.patch(f'{EXMS}.fetch_stoploss_order', return_value=stoploss_order_hanging) + mocker.patch(f'{EXMS}.cancel_stoploss_order', return_value=stoploss_order_cancel) + + # stoploss initially at 5% + assert freqtrade.handle_trade(trade) is False + assert freqtrade.handle_stoploss_on_exchange(trade) is False + + assert len(trade.open_sl_orders) == 1 + + assert trade.open_sl_orders[-1].order_id == '13434334' + + # price jumped 2x + mocker.patch( + f'{EXMS}.fetch_ticker', + MagicMock(return_value={ + 'bid': bid[0], + 'ask': ask[0], + 'last': bid[0], + }) + ) + + cancel_order_mock = MagicMock(return_value={ + 'id': '13434334', 'status': 'canceled', 'fee': {}, 'amount': trade.amount}) + stoploss_order_mock = MagicMock(return_value={'id': 'so1', 'status': 'open'}) + mocker.patch(f'{EXMS}.fetch_stoploss_order') + mocker.patch(f'{EXMS}.cancel_stoploss_order', cancel_order_mock) + mocker.patch(f'{EXMS}.create_stoploss', stoploss_order_mock) + + # stoploss should not be updated as the interval is 60 seconds + assert freqtrade.handle_trade(trade) is False + assert freqtrade.handle_stoploss_on_exchange(trade) is False + assert len(trade.open_sl_orders) == 1 + cancel_order_mock.assert_not_called() + stoploss_order_mock.assert_not_called() + + # Move time by 10s ... so stoploss order should be replaced. + time_machine.move_to(start_dt + timedelta(minutes=10), tick=False) + + assert freqtrade.handle_trade(trade) is False + assert trade.stop_loss == stop_price[1] + + assert freqtrade.handle_stoploss_on_exchange(trade) is False + + cancel_order_mock.assert_called_once_with('13434334', 'ETH/USDT') + stoploss_order_mock.assert_called_once_with( + amount=30, + pair='ETH/USDT', + order_types=freqtrade.strategy.order_types, + stop_price=stop_price[1], + side=exit_side(is_short), + leverage=1.0 + ) + + # price fell below stoploss, so dry-run sells trade. + mocker.patch( + f'{EXMS}.fetch_ticker', + MagicMock(return_value={ + 'bid': bid[1], + 'ask': ask[1], + 'last': bid[1], + }) + ) + mocker.patch(f'{EXMS}.cancel_stoploss_order_with_result', + return_value={'id': 'so1', 'status': 'canceled'}) + assert len(trade.open_sl_orders) == 1 + assert trade.open_sl_orders[-1].order_id == 'so1' + + assert freqtrade.handle_trade(trade) is True + assert trade.is_open is False + assert trade.has_open_sl_orders is False + + +@pytest.mark.parametrize("is_short", [False, True]) +def test_handle_stoploss_on_exchange_trailing_error( + mocker, default_conf_usdt, fee, caplog, limit_order, is_short, time_machine +) -> None: + time_machine.move_to(dt_now() - timedelta(minutes=601)) + enter_order = limit_order[entry_side(is_short)] + exit_order = limit_order[exit_side(is_short)] + # When trailing stoploss is set + stoploss = MagicMock(return_value={'id': '13434334', 'status': 'open'}) + patch_exchange(mocker) + + mocker.patch.multiple( + EXMS, + fetch_ticker=MagicMock(return_value={ + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 + }), + create_order=MagicMock(side_effect=[ + {'id': enter_order['id']}, + {'id': exit_order['id']}, + ]), + get_fee=fee, + create_stoploss=stoploss, + stoploss_adjust=MagicMock(return_value=True), + ) + + # enabling TSL + default_conf_usdt['trailing_stop'] = True + + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + # enabling stoploss on exchange + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + + # setting stoploss + freqtrade.strategy.stoploss = 0.05 if is_short else -0.05 + + # setting stoploss_on_exchange_interval to 60 seconds + freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60 + patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) + freqtrade.enter_positions() + trade = Trade.session.scalars(select(Trade)).first() + trade.is_short = is_short + trade.is_open = True + trade.stop_loss = 0.2 + + stoploss_order_hanging = { + 'id': "abcd", + 'status': 'open', + 'type': 'stop_loss_limit', + 'price': 3, + 'average': 2, + 'info': { + 'stopPrice': '0.1' + } + } + trade.orders.append( + Order( + ft_order_side='stoploss', + ft_pair=trade.pair, + ft_is_open=True, + ft_amount=trade.amount, + ft_price=3, + order_id='abcd', + order_date=dt_now(), + ) + ) + mocker.patch(f'{EXMS}.cancel_stoploss_order', + side_effect=InvalidOrderException()) + mocker.patch(f'{EXMS}.fetch_stoploss_order', + return_value=stoploss_order_hanging) + time_machine.shift(timedelta(minutes=50)) + freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) + assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/USDT.*", caplog) + + # Still try to create order + assert stoploss.call_count == 1 + # TODO: Is this actually correct ? This will create a new order every time, + assert len(trade.open_sl_orders) == 2 + + # Fail creating stoploss order + caplog.clear() + cancel_mock = mocker.patch(f'{EXMS}.cancel_stoploss_order') + mocker.patch(f'{EXMS}.create_stoploss', side_effect=ExchangeError()) + time_machine.shift(timedelta(minutes=50)) + freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) + assert cancel_mock.call_count == 2 + assert log_has_re(r"Could not create trailing stoploss order for pair ETH/USDT\..*", caplog) + + +def test_stoploss_on_exchange_price_rounding( + mocker, default_conf_usdt, fee, open_trade_usdt) -> None: + patch_RPCManager(mocker) + mocker.patch.multiple( + EXMS, + get_fee=fee, + ) + price_mock = MagicMock(side_effect=lambda p, s, **kwargs: int(s)) + stoploss_mock = MagicMock(return_value={'id': '13434334'}) + adjust_mock = MagicMock(return_value=False) + mocker.patch.multiple( + EXMS, + create_stoploss=stoploss_mock, + stoploss_adjust=adjust_mock, + price_to_precision=price_mock, + ) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + open_trade_usdt.stop_loss = 222.55 + + freqtrade.handle_trailing_stoploss_on_exchange(open_trade_usdt, {}) + assert price_mock.call_count == 1 + assert adjust_mock.call_count == 1 + assert adjust_mock.call_args_list[0][0][0] == 222 + + +@pytest.mark.parametrize("is_short", [False, True]) +@pytest.mark.usefixtures("init_persistence") +def test_handle_stoploss_on_exchange_custom_stop( + mocker, default_conf_usdt, fee, is_short, limit_order +) -> None: + enter_order = limit_order[entry_side(is_short)] + exit_order = limit_order[exit_side(is_short)] + # When trailing stoploss is set + stoploss = MagicMock(return_value={'id': 13434334, 'status': 'open'}) + patch_RPCManager(mocker) + mocker.patch.multiple( + EXMS, + fetch_ticker=MagicMock(return_value={ + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 + }), + create_order=MagicMock(side_effect=[ + enter_order, + exit_order, + ]), + get_fee=fee, + is_cancel_order_result_suitable=MagicMock(return_value=True), + ) + mocker.patch.multiple( + EXMS, + create_stoploss=stoploss, + stoploss_adjust=MagicMock(return_value=True), + ) + + # enabling TSL + default_conf_usdt['use_custom_stoploss'] = True + + # disabling ROI + default_conf_usdt['minimal_roi']['0'] = 999999999 + + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + + # enabling stoploss on exchange + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + + # setting stoploss + freqtrade.strategy.custom_stoploss = lambda *args, **kwargs: -0.04 + + # setting stoploss_on_exchange_interval to 60 seconds + freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60 + + patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) + + freqtrade.enter_positions() + trade = Trade.session.scalars(select(Trade)).first() + trade.is_short = is_short + trade.is_open = True + trade.orders.append( + Order( + ft_order_side='stoploss', + ft_pair=trade.pair, + ft_is_open=True, + ft_amount=trade.amount, + ft_price=trade.stop_loss, + order_date=dt_now() - timedelta(minutes=601), + order_id='100', + ) + ) + Trade.commit() + slo = { + 'id': '100', + 'status': 'open', + 'type': 'stop_loss_limit', + 'price': 3, + 'average': 2, + 'info': { + 'stopPrice': '2.0805' + } + } + slo_canceled = deepcopy(slo) + slo_canceled.update({'status': 'canceled'}) + + def fetch_stoploss_order_mock(order_id, *args, **kwargs): + x = deepcopy(slo) + x['id'] = order_id + return x + + mocker.patch(f'{EXMS}.fetch_stoploss_order', MagicMock(fetch_stoploss_order_mock)) + mocker.patch(f'{EXMS}.cancel_stoploss_order', return_value=slo_canceled) + + assert freqtrade.handle_trade(trade) is False + assert freqtrade.handle_stoploss_on_exchange(trade) is False + + # price jumped 2x + mocker.patch( + f'{EXMS}.fetch_ticker', + MagicMock(return_value={ + 'bid': 4.38 if not is_short else 1.9 / 2, + 'ask': 4.4 if not is_short else 2.2 / 2, + 'last': 4.38 if not is_short else 1.9 / 2, + }) + ) + + cancel_order_mock = MagicMock() + stoploss_order_mock = MagicMock(return_value={'id': 'so1', 'status': 'open'}) + mocker.patch(f'{EXMS}.cancel_stoploss_order', cancel_order_mock) + mocker.patch(f'{EXMS}.create_stoploss', stoploss_order_mock) + + # stoploss should not be updated as the interval is 60 seconds + assert freqtrade.handle_trade(trade) is False + assert freqtrade.handle_stoploss_on_exchange(trade) is False + cancel_order_mock.assert_not_called() + stoploss_order_mock.assert_not_called() + + assert freqtrade.handle_trade(trade) is False + assert trade.stop_loss == 4.4 * 0.96 if not is_short else 1.1 + assert trade.stop_loss_pct == -0.04 if not is_short else 0.04 + + # setting stoploss_on_exchange_interval to 0 seconds + freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0 + cancel_order_mock.assert_not_called() + stoploss_order_mock.assert_not_called() + + assert freqtrade.handle_stoploss_on_exchange(trade) is False + + cancel_order_mock.assert_called_once_with('13434334', 'ETH/USDT') + # Long uses modified ask - offset, short modified bid + offset + stoploss_order_mock.assert_called_once_with( + amount=pytest.approx(trade.amount), + pair='ETH/USDT', + order_types=freqtrade.strategy.order_types, + stop_price=4.4 * 0.96 if not is_short else 0.95 * 1.04, + side=exit_side(is_short), + leverage=1.0 + ) + + # price fell below stoploss, so dry-run sells trade. + mocker.patch( + f'{EXMS}.fetch_ticker', + MagicMock(return_value={ + 'bid': 4.17, + 'ask': 4.19, + 'last': 4.17 + }) + ) + assert freqtrade.handle_trade(trade) is True + + +def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_order) -> None: + + enter_order = limit_order['buy'] + exit_order = limit_order['sell'] + enter_order['average'] = 2.19 + # When trailing stoploss is set + stoploss = MagicMock(return_value={'id': '13434334', 'status': 'open'}) + patch_RPCManager(mocker) + patch_exchange(mocker) + patch_edge(mocker) + edge_conf['max_open_trades'] = float('inf') + edge_conf['dry_run_wallet'] = 999.9 + edge_conf['exchange']['name'] = 'binance' + mocker.patch.multiple( + EXMS, + fetch_ticker=MagicMock(return_value={ + 'bid': 2.19, + 'ask': 2.2, + 'last': 2.19 + }), + create_order=MagicMock(side_effect=[ + enter_order, + exit_order, + ]), + get_fee=fee, + create_stoploss=stoploss, + ) + + # enabling TSL + edge_conf['trailing_stop'] = True + edge_conf['trailing_stop_positive'] = 0.01 + edge_conf['trailing_stop_positive_offset'] = 0.011 + + # disabling ROI + edge_conf['minimal_roi']['0'] = 999999999 + + freqtrade = FreqtradeBot(edge_conf) + + # enabling stoploss on exchange + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + + # setting stoploss + freqtrade.strategy.stoploss = -0.02 + + # setting stoploss_on_exchange_interval to 0 seconds + freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0 + + patch_get_signal(freqtrade) + + freqtrade.active_pair_whitelist = freqtrade.edge.adjust(freqtrade.active_pair_whitelist) + + freqtrade.enter_positions() + trade = Trade.session.scalars(select(Trade)).first() + trade.is_open = True + + trade.stoploss_last_update = dt_now() + trade.orders.append( + Order( + ft_order_side='stoploss', + ft_pair=trade.pair, + ft_is_open=True, + ft_amount=trade.amount, + ft_price=trade.stop_loss, + order_id='100', + ) + ) + + stoploss_order_hanging = MagicMock(return_value={ + 'id': '100', + 'status': 'open', + 'type': 'stop_loss_limit', + 'price': 3, + 'average': 2, + 'stopPrice': '2.178' + }) + + mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hanging) + + # stoploss initially at 20% as edge dictated it. + assert freqtrade.handle_trade(trade) is False + assert freqtrade.handle_stoploss_on_exchange(trade) is False + assert pytest.approx(trade.stop_loss) == 1.76 + + cancel_order_mock = MagicMock() + stoploss_order_mock = MagicMock() + mocker.patch(f'{EXMS}.cancel_stoploss_order', cancel_order_mock) + mocker.patch(f'{EXMS}.create_stoploss', stoploss_order_mock) + + # price goes down 5% + mocker.patch(f'{EXMS}.fetch_ticker', MagicMock(return_value={ + 'bid': 2.19 * 0.95, + 'ask': 2.2 * 0.95, + 'last': 2.19 * 0.95 + })) + assert freqtrade.handle_trade(trade) is False + assert freqtrade.handle_stoploss_on_exchange(trade) is False + + # stoploss should remain the same + assert pytest.approx(trade.stop_loss) == 1.76 + + # stoploss on exchange should not be canceled + cancel_order_mock.assert_not_called() + + # price jumped 2x + mocker.patch(f'{EXMS}.fetch_ticker', MagicMock(return_value={ + 'bid': 4.38, + 'ask': 4.4, + 'last': 4.38 + })) + + assert freqtrade.handle_trade(trade) is False + assert freqtrade.handle_stoploss_on_exchange(trade) is False + + # stoploss should be set to 1% as trailing is on + assert trade.stop_loss == 4.4 * 0.99 + cancel_order_mock.assert_called_once_with('100', 'NEO/BTC') + stoploss_order_mock.assert_called_once_with( + amount=30, + pair='NEO/BTC', + order_types=freqtrade.strategy.order_types, + stop_price=4.4 * 0.99, + side='sell', + leverage=1.0 + ) + + +@pytest.mark.parametrize("is_short", [False, True]) +def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( + default_conf_usdt, ticker_usdt, fee, is_short, ticker_usdt_sell_down, + ticker_usdt_sell_up, mocker) -> None: + rpc_mock = patch_RPCManager(mocker) + patch_exchange(mocker) + mocker.patch.multiple( + EXMS, + fetch_ticker=ticker_usdt, + get_fee=fee, + _dry_is_price_crossed=MagicMock(return_value=False), + ) + patch_whitelist(mocker, default_conf_usdt) + freqtrade = FreqtradeBot(default_conf_usdt) + patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) + + # Create some test data + freqtrade.enter_positions() + + trade = Trade.session.scalars(select(Trade)).first() + assert trade.is_short == is_short + assert trade + + # Decrease the price and sell it + mocker.patch.multiple( + EXMS, + fetch_ticker=ticker_usdt_sell_up if is_short else ticker_usdt_sell_down + ) + + default_conf_usdt['dry_run'] = True + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + # Setting trade stoploss to 0.01 + + trade.stop_loss = 2.0 * 1.01 if is_short else 2.0 * 0.99 + freqtrade.execute_trade_exit( + trade=trade, limit=trade.stop_loss, + exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS)) + + assert rpc_mock.call_count == 2 + last_msg = rpc_mock.call_args_list[-1][0][0] + + assert { + 'type': RPCMessageType.EXIT, + 'trade_id': 1, + 'exchange': 'Binance', + 'pair': 'ETH/USDT', + 'direction': 'Short' if trade.is_short else 'Long', + 'leverage': 1.0, + 'gain': 'loss', + 'limit': 2.02 if is_short else 1.98, + 'order_rate': 2.02 if is_short else 1.98, + 'amount': pytest.approx(29.70297029 if is_short else 30.0), + 'order_type': 'limit', + 'buy_tag': None, + 'enter_tag': None, + 'open_rate': 2.02 if is_short else 2.0, + 'current_rate': 2.2 if is_short else 2.0, + 'profit_amount': -0.3 if is_short else -0.8985, + 'profit_ratio': -0.00501253 if is_short else -0.01493766, + 'stake_currency': 'USDT', + 'quote_currency': 'USDT', + 'fiat_currency': 'USD', + 'base_currency': 'ETH', + 'exit_reason': ExitType.STOP_LOSS.value, + 'open_date': ANY, + 'close_date': ANY, + 'close_rate': ANY, + 'sub_trade': False, + 'cumulative_profit': 0.0, + 'stake_amount': pytest.approx(60), + 'is_final_exit': False, + 'final_profit_ratio': None, + } == last_msg + + +def test_execute_trade_exit_sloe_cancel_exception( + mocker, default_conf_usdt, ticker_usdt, fee, caplog) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + mocker.patch(f'{EXMS}.cancel_stoploss_order', side_effect=InvalidOrderException()) + mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300)) + create_order_mock = MagicMock(side_effect=[ + {'id': '12345554'}, + {'id': '12345555'}, + ]) + patch_exchange(mocker) + mocker.patch.multiple( + EXMS, + fetch_ticker=ticker_usdt, + get_fee=fee, + create_order=create_order_mock, + ) + + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + patch_get_signal(freqtrade) + freqtrade.enter_positions() + + trade = Trade.session.scalars(select(Trade)).first() + PairLock.session = MagicMock() + + freqtrade.config['dry_run'] = False + trade.orders.append( + Order( + ft_order_side='stoploss', + ft_pair=trade.pair, + ft_is_open=True, + ft_amount=trade.amount, + ft_price=trade.stop_loss, + order_id='abcd', + status='open', + ) + ) + + freqtrade.execute_trade_exit(trade=trade, limit=1234, + exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS)) + assert create_order_mock.call_count == 2 + assert log_has('Could not cancel stoploss order abcd for pair ETH/USDT', caplog) + + +@pytest.mark.parametrize("is_short", [False, True]) +def test_execute_trade_exit_with_stoploss_on_exchange( + default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, is_short, mocker) -> None: + + default_conf_usdt['exchange']['name'] = 'binance' + rpc_mock = patch_RPCManager(mocker) + patch_exchange(mocker) + stoploss = MagicMock(return_value={ + 'id': 123, + 'status': 'open', + 'info': { + 'foo': 'bar' + } + }) + mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_order_fee') + + cancel_order = MagicMock(return_value=True) + mocker.patch.multiple( + EXMS, + fetch_ticker=ticker_usdt, + get_fee=fee, + amount_to_precision=lambda s, x, y: y, + price_to_precision=lambda s, x, y: y, + create_stoploss=stoploss, + cancel_stoploss_order=cancel_order, + _dry_is_price_crossed=MagicMock(side_effect=[True, False]), + ) + + freqtrade = FreqtradeBot(default_conf_usdt) + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) + + # Create some test data + freqtrade.enter_positions() + + trade = Trade.session.scalars(select(Trade)).first() + trade.is_short = is_short + assert trade + trades = [trade] + + freqtrade.manage_open_orders() + freqtrade.exit_positions(trades) + + # Increase the price and sell it + mocker.patch.multiple( + EXMS, + fetch_ticker=ticker_usdt_sell_up + ) + + freqtrade.execute_trade_exit( + trade=trade, + limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'], + exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS) + ) + + trade = Trade.session.scalars(select(Trade)).first() + trade.is_short = is_short + assert trade + assert cancel_order.call_count == 1 + assert rpc_mock.call_count == 4 + + +@pytest.mark.parametrize("is_short", [False, True]) +def test_may_execute_trade_exit_after_stoploss_on_exchange_hit( + default_conf_usdt, ticker_usdt, fee, mocker, is_short) -> None: + default_conf_usdt['exchange']['name'] = 'binance' + rpc_mock = patch_RPCManager(mocker) + patch_exchange(mocker) + mocker.patch.multiple( + EXMS, + fetch_ticker=ticker_usdt, + get_fee=fee, + amount_to_precision=lambda s, x, y: y, + price_to_precision=lambda s, x, y: y, + _dry_is_price_crossed=MagicMock(side_effect=[False, True]), + ) + + stoploss = MagicMock(return_value={ + 'id': 123, + 'info': { + 'foo': 'bar' + } + }) + + mocker.patch(f'{EXMS}.create_stoploss', stoploss) + + freqtrade = FreqtradeBot(default_conf_usdt) + freqtrade.strategy.order_types['stoploss_on_exchange'] = True + patch_get_signal(freqtrade, enter_long=not is_short, enter_short=is_short) + + # Create some test data + freqtrade.enter_positions() + freqtrade.manage_open_orders() + trade = Trade.session.scalars(select(Trade)).first() + trades = [trade] + assert trade.has_open_sl_orders is False + + freqtrade.exit_positions(trades) + assert trade + assert trade.has_open_sl_orders is True + assert not trade.has_open_orders + + # Assuming stoploss on exchange is hit + # trade should be sold at the price of stoploss, with exit_reason STOPLOSS_ON_EXCHANGE + stoploss_executed = MagicMock(return_value={ + "id": "123", + "timestamp": 1542707426845, + "datetime": "2018-11-20T09:50:26.845Z", + "lastTradeTimestamp": None, + "symbol": "BTC/USDT", + "type": "stop_loss_limit", + "side": "buy" if is_short else "sell", + "price": 1.08801, + "amount": trade.amount, + "cost": 1.08801 * trade.amount, + "average": 1.08801, + "filled": trade.amount, + "remaining": 0.0, + "status": "closed", + "fee": None, + "trades": None + }) + mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_executed) + + freqtrade.exit_positions(trades) + assert trade.has_open_sl_orders is False + assert trade.is_open is False + assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value + assert rpc_mock.call_count == 4 + assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.ENTRY + assert rpc_mock.call_args_list[1][0][0]['amount'] > 20 + assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.ENTRY_FILL + assert rpc_mock.call_args_list[3][0][0]['type'] == RPCMessageType.EXIT_FILL diff --git a/tests/test_worker.py b/tests/freqtradebot/test_worker.py similarity index 100% rename from tests/test_worker.py rename to tests/freqtradebot/test_worker.py diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py index 4d257addc..cb8a6b5f7 100644 --- a/tests/optimize/conftest.py +++ b/tests/optimize/conftest.py @@ -30,7 +30,7 @@ def hyperopt_conf(default_conf): @pytest.fixture(autouse=True) -def backtesting_cleanup() -> None: +def backtesting_cleanup(): yield None Backtesting.cleanup() diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index 82c036e07..71cb8ff34 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -900,7 +900,7 @@ TESTS = [ @pytest.mark.parametrize("data", TESTS) -def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer) -> None: +def test_backtest_results(default_conf, mocker, caplog, data: BTContainer) -> None: """ run functional tests """ diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 87e92071f..603fcc310 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -742,14 +742,18 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None: 'orders': [ [ {'amount': 0.00957442, 'safe_price': 0.104445, 'ft_order_side': 'buy', - 'order_filled_timestamp': 1517251200000, 'ft_is_entry': True}, + 'order_filled_timestamp': 1517251200000, 'ft_is_entry': True, + 'ft_order_tag': ''}, {'amount': 0.00957442, 'safe_price': 0.10496853383458644, 'ft_order_side': 'sell', - 'order_filled_timestamp': 1517265300000, 'ft_is_entry': False} + 'order_filled_timestamp': 1517265300000, 'ft_is_entry': False, + 'ft_order_tag': 'roi'} ], [ {'amount': 0.0097064, 'safe_price': 0.10302485, 'ft_order_side': 'buy', - 'order_filled_timestamp': 1517283000000, 'ft_is_entry': True}, + 'order_filled_timestamp': 1517283000000, 'ft_is_entry': True, + 'ft_order_tag': ''}, {'amount': 0.0097064, 'safe_price': 0.10354126528822055, 'ft_order_side': 'sell', - 'order_filled_timestamp': 1517285400000, 'ft_is_entry': False} + 'order_filled_timestamp': 1517285400000, 'ft_is_entry': False, + 'ft_order_tag': 'roi'} ] ] }) diff --git a/tests/optimize/test_backtesting_adjust_position.py b/tests/optimize/test_backtesting_adjust_position.py index 56b04b3fd..2a158acf3 100644 --- a/tests/optimize/test_backtesting_adjust_position.py +++ b/tests/optimize/test_backtesting_adjust_position.py @@ -57,28 +57,30 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) -> ), 'close_date': pd.to_datetime([dt_utc(2018, 1, 29, 22, 00, 0), dt_utc(2018, 1, 30, 4, 10, 0)], utc=True), - 'open_rate': [0.10401764894444211, 0.10302485], - 'close_rate': [0.10453904066847439, 0.103541], + 'open_rate': [0.10401764891917063, 0.10302485], + 'close_rate': [0.10453904064307624, 0.10354126528822055], 'fee_open': [0.0025, 0.0025], 'fee_close': [0.0025, 0.0025], 'trade_duration': [200, 40], 'profit_ratio': [0.0, 0.0], 'profit_abs': [0.0, 0.0], 'exit_reason': [ExitType.ROI.value, ExitType.ROI.value], - 'initial_stop_loss_abs': [0.0940005, 0.09272236], + 'initial_stop_loss_abs': [0.0940005, 0.092722365], 'initial_stop_loss_ratio': [-0.1, -0.1], - 'stop_loss_abs': [0.0940005, 0.09272236], + 'stop_loss_abs': [0.0940005, 0.092722365], 'stop_loss_ratio': [-0.1, -0.1], 'min_rate': [0.10370188, 0.10300000000000001], - 'max_rate': [0.10481985, 0.1038888], + 'max_rate': [0.10481985, 0.10388887000000001], 'is_open': [False, False], 'enter_tag': ['', ''], 'leverage': [1.0, 1.0], 'is_short': [False, False], 'open_timestamp': [1517251200000, 1517283000000], - 'close_timestamp': [1517265300000, 1517285400000], + 'close_timestamp': [1517263200000, 1517285400000], }) - pd.testing.assert_frame_equal(results.drop(columns=['orders']), expected) + results_no = results.drop(columns=['orders']) + pd.testing.assert_frame_equal(results_no, expected, check_exact=True) + data_pair = processed[pair] assert len(results.iloc[0]['orders']) == 6 assert len(results.iloc[1]['orders']) == 2 @@ -148,7 +150,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera assert pytest.approx(trade.amount) == 47.61904762 * leverage assert len(trade.orders) == 1 # Increase position by 100 - backtesting.strategy.adjust_trade_position = MagicMock(return_value=100) + backtesting.strategy.adjust_trade_position = MagicMock(return_value=(100, 'PartIncrease')) trade = backtesting._get_adjust_trade_entry_for_candle(trade, row, current_time) @@ -156,6 +158,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera assert pytest.approx(trade.stake_amount) == 200.0 assert pytest.approx(trade.amount) == 95.23809524 * leverage assert len(trade.orders) == 2 + assert trade.orders[-1].ft_order_tag == 'PartIncrease' assert pytest.approx(trade.liquidation_price) == (0.1038916 if leverage == 1 else 1.2127791) # Reduce by more than amount - no change to trade. @@ -171,13 +174,14 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera assert pytest.approx(trade.liquidation_price) == (0.1038916 if leverage == 1 else 1.2127791) # Reduce position by 50 - backtesting.strategy.adjust_trade_position = MagicMock(return_value=-100) + backtesting.strategy.adjust_trade_position = MagicMock(return_value=(-100, 'partDecrease')) trade = backtesting._get_adjust_trade_entry_for_candle(trade, row, current_time) assert trade assert pytest.approx(trade.stake_amount) == 100.0 assert pytest.approx(trade.amount) == 47.61904762 * leverage assert len(trade.orders) == 3 + assert trade.orders[-1].ft_order_tag == 'partDecrease' assert trade.nr_of_successful_entries == 2 assert trade.nr_of_successful_exits == 1 assert pytest.approx(trade.liquidation_price) == (0.1038916 if leverage == 1 else 1.2127791) diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 0f190f3f5..e3603849d 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -498,7 +498,7 @@ def test__get_resample_from_period(): assert _get_resample_from_period('day') == '1d' assert _get_resample_from_period('week') == '1W-MON' - assert _get_resample_from_period('month') == '1M' + assert _get_resample_from_period('month') == '1ME' with pytest.raises(ValueError, match=r"Period noooo is not supported."): _get_resample_from_period('noooo') diff --git a/tests/persistence/test_migrations.py b/tests/persistence/test_migrations.py index f2bb0b2f1..a6a107a5e 100644 --- a/tests/persistence/test_migrations.py +++ b/tests/persistence/test_migrations.py @@ -74,7 +74,7 @@ def test_init_dryrun_db(default_conf, tmpdir): assert Path(filename).is_file() -def test_migrate_new(mocker, default_conf, fee, caplog): +def test_migrate(mocker, default_conf, fee, caplog): """ Test Database migration (starting with new pairformat) """ @@ -277,8 +277,6 @@ 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 == '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) assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0", @@ -294,9 +292,10 @@ def test_migrate_new(mocker, default_conf, fee, caplog): assert orders[0].order_id == 'dry_buy_order' assert orders[0].ft_order_side == 'buy' + # All dry-run stoploss orders will be closed 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].ft_is_open is False assert orders[1].order_id == 'dry_buy_order22' assert orders[1].ft_order_side == 'buy' diff --git a/tests/persistence/test_persistence.py b/tests/persistence/test_persistence.py index 5829f8b71..18f28da2b 100644 --- a/tests/persistence/test_persistence.py +++ b/tests/persistence/test_persistence.py @@ -1400,6 +1400,8 @@ def test_to_json(fee): 'is_open': None, 'open_date': trade.open_date.strftime(DATETIME_PRINT_FORMAT), 'open_timestamp': int(trade.open_date.timestamp() * 1000), + 'open_fill_date': None, + 'open_fill_timestamp': None, 'close_date': None, 'close_timestamp': None, 'open_rate': 0.123, @@ -1432,7 +1434,6 @@ def test_to_json(fee): 'stop_loss_abs': None, 'stop_loss_ratio': None, 'stop_loss_pct': None, - 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss_abs': None, @@ -1487,6 +1488,8 @@ def test_to_json(fee): 'quote_currency': 'BTC', 'open_date': trade.open_date.strftime(DATETIME_PRINT_FORMAT), 'open_timestamp': int(trade.open_date.timestamp() * 1000), + 'open_fill_date': None, + 'open_fill_timestamp': None, 'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT), 'close_timestamp': int(trade.close_date.timestamp() * 1000), 'open_rate': 0.123, @@ -1500,7 +1503,6 @@ def test_to_json(fee): 'stop_loss_abs': None, 'stop_loss_pct': None, 'stop_loss_ratio': None, - 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss_abs': None, @@ -2097,6 +2099,7 @@ def test_Trade_object_idem(): 'get_mix_tag_performance', 'get_trading_volume', 'validate_string_len', + 'custom_data' ) EXCLUDES2 = ('trades', 'trades_open', 'bt_trades_open_pp', 'bt_open_open_trade_count', 'total_profit', 'from_json',) diff --git a/tests/persistence/test_trade_custom_data.py b/tests/persistence/test_trade_custom_data.py new file mode 100644 index 000000000..15241aa93 --- /dev/null +++ b/tests/persistence/test_trade_custom_data.py @@ -0,0 +1,160 @@ +from copy import deepcopy +from unittest.mock import MagicMock + +import pytest + +from freqtrade.data.history.history_utils import get_timerange +from freqtrade.optimize.backtesting import Backtesting +from freqtrade.persistence import Trade, disable_database_use, enable_database_use +from freqtrade.persistence.custom_data import CustomDataWrapper +from tests.conftest import (EXMS, create_mock_trades_usdt, generate_test_data, + get_patched_freqtradebot, patch_exchange) + + +@pytest.mark.usefixtures("init_persistence") +@pytest.mark.parametrize("use_db", [True, False]) +def test_trade_custom_data(fee, use_db): + if not use_db: + disable_database_use('5m') + Trade.reset_trades() + CustomDataWrapper.reset_custom_data() + + create_mock_trades_usdt(fee, use_db=use_db) + + trade1 = Trade.get_trades_proxy()[0] + if not use_db: + trade1.id = 1 + + assert trade1.get_all_custom_data() == [] + trade1.set_custom_data('test_str', 'test_value') + trade1.set_custom_data('test_int', 1) + trade1.set_custom_data('test_float', 1.55) + trade1.set_custom_data('test_bool', True) + trade1.set_custom_data('test_dict', {'test': 'dict'}) + + assert len(trade1.get_all_custom_data()) == 5 + assert trade1.get_custom_data('test_str') == 'test_value' + trade1.set_custom_data('test_str', 'test_value_updated') + assert trade1.get_custom_data('test_str') == 'test_value_updated' + + assert trade1.get_custom_data('test_int') == 1 + assert isinstance(trade1.get_custom_data('test_int'), int) + + assert trade1.get_custom_data('test_float') == 1.55 + assert isinstance(trade1.get_custom_data('test_float'), float) + + assert trade1.get_custom_data('test_bool') is True + assert isinstance(trade1.get_custom_data('test_bool'), bool) + + assert trade1.get_custom_data('test_dict') == {'test': 'dict'} + assert isinstance(trade1.get_custom_data('test_dict'), dict) + if not use_db: + enable_database_use() + + +def test_trade_custom_data_strategy_compat(mocker, default_conf_usdt, fee): + + mocker.patch(f'{EXMS}.get_rate', return_value=0.50) + mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=None) + default_conf_usdt["minimal_roi"] = {"0": 100} + + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + create_mock_trades_usdt(fee) + + trade1 = Trade.get_trades_proxy(pair='ADA/USDT')[0] + trade1.set_custom_data('test_str', 'test_value') + trade1.set_custom_data('test_int', 1) + + def custom_exit(pair, trade, **kwargs): + + if pair == 'ADA/USDT': + custom_val = trade.get_custom_data('test_str') + custom_val_i = trade.get_custom_data('test_int') + + return f"{custom_val}_{custom_val_i}" + + freqtrade.strategy.custom_exit = custom_exit + ff_spy = mocker.spy(freqtrade.strategy, 'custom_exit') + trades = Trade.get_open_trades() + freqtrade.exit_positions(trades) + Trade.commit() + + trade_after = Trade.get_trades_proxy(pair='ADA/USDT')[0] + assert trade_after.get_custom_data('test_str') == 'test_value' + assert trade_after.get_custom_data('test_int') == 1 + # 2 open pairs eligible for exit + assert ff_spy.call_count == 2 + + assert trade_after.exit_reason == 'test_value_1' + + +def test_trade_custom_data_strategy_backtest_compat(mocker, default_conf_usdt, fee): + + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=10) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f"{EXMS}.get_max_leverage", return_value=10) + mocker.patch(f"{EXMS}.get_maintenance_ratio_and_amt", return_value=(0.1, 0.1)) + mocker.patch('freqtrade.optimize.backtesting.Backtesting._run_funding_fees') + + patch_exchange(mocker) + default_conf_usdt.update({ + "stake_amount": 100.0, + "max_open_trades": 2, + "dry_run_wallet": 1000.0, + "strategy": "StrategyTestV3", + "trading_mode": "futures", + "margin_mode": "isolated", + "stoploss": -2, + "minimal_roi": {"0": 100}, + }) + default_conf_usdt['pairlists'] = [{'method': 'StaticPairList', 'allow_inactive': True}] + backtesting = Backtesting(default_conf_usdt) + + df = generate_test_data(default_conf_usdt['timeframe'], 100, '2022-01-01 00:00:00+00:00') + + pair_exp = 'XRP/USDT:USDT' + + def custom_exit(pair, trade, **kwargs): + custom_val = trade.get_custom_data('test_str') + custom_val_i = trade.get_custom_data('test_int', 0) + + if pair == pair_exp: + trade.set_custom_data('test_str', 'test_value') + trade.set_custom_data('test_int', custom_val_i + 1) + + if custom_val_i >= 2: + return f"{custom_val}_{custom_val_i}" + + backtesting._set_strategy(backtesting.strategylist[0]) + processed = backtesting.strategy.advise_all_indicators({ + pair_exp: df, + 'BTC/USDT:USDT': df, + }) + + def fun(dataframe, *args, **kwargs): + dataframe.loc[dataframe.index == 50, 'enter_long'] = 1 + return dataframe + + backtesting.strategy.advise_entry = fun + backtesting.strategy.leverage = MagicMock(return_value=1) + backtesting.strategy.custom_exit = custom_exit + ff_spy = mocker.spy(backtesting.strategy, 'custom_exit') + + min_date, max_date = get_timerange(processed) + + result = backtesting.backtest( + processed=deepcopy(processed), + start_date=min_date, + end_date=max_date, + ) + results = result['results'] + assert not results.empty + assert len(results) == 2 + assert results['pair'][0] == pair_exp + assert results['pair'][1] == 'BTC/USDT:USDT' + assert results['exit_reason'][0] == 'test_value_2' + assert results['exit_reason'][1] == 'exit_signal' + + assert ff_spy.call_count == 7 + Backtesting.cleanup() diff --git a/tests/persistence/test_trade_fromjson.py b/tests/persistence/test_trade_fromjson.py index bb5e77f22..988f7ed5b 100644 --- a/tests/persistence/test_trade_fromjson.py +++ b/tests/persistence/test_trade_fromjson.py @@ -54,7 +54,6 @@ def test_trade_fromjson(): "stop_loss_abs": 0.1981, "stop_loss_ratio": -0.216, "stop_loss_pct": -21.6, - "stoploss_order_id": null, "stoploss_last_update": "2022-10-18 09:13:42", "stoploss_last_update_timestamp": 1666077222000, "initial_stop_loss_abs": 0.1981, @@ -224,7 +223,7 @@ def test_trade_serialize_load_back(fee): 'realized_profit_ratio', 'close_profit_pct', 'trade_duration_s', 'trade_duration', 'profit_ratio', 'profit_pct', 'profit_abs', 'stop_loss_abs', - 'initial_stop_loss_abs', + 'initial_stop_loss_abs', 'open_fill_date', 'open_fill_timestamp', 'orders', ] failed = [] diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py index 09dcd0af3..57affc731 100644 --- a/tests/plugins/test_pairlist.py +++ b/tests/plugins/test_pairlist.py @@ -19,7 +19,7 @@ from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist, from freqtrade.plugins.pairlistmanager import PairListManager from freqtrade.resolvers import PairListResolver from freqtrade.util.datetime_helpers import dt_now -from tests.conftest import (EXMS, create_mock_trades_usdt, get_patched_exchange, +from tests.conftest import (EXMS, create_mock_trades_usdt, generate_test_data, get_patched_exchange, get_patched_freqtradebot, log_has, log_has_re, num_log_has) @@ -621,13 +621,20 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", "lookback_timeframe": "1d", "lookback_period": 6, "refresh_period": 86400}], "BTC", "binance", ['LTC/BTC', 'XRP/BTC', 'ETH/BTC', 'HOT/BTC', 'NEO/BTC']), + # VolumePairlist in range mode as filter. + # TKN/BTC is removed because it doesn't have enough candles + ([{"method": "VolumePairList", "number_assets": 5}, + {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", + "lookback_timeframe": "1d", "lookback_period": 2, "refresh_period": 86400}], + "BTC", "binance", ['LTC/BTC', 'XRP/BTC', 'ETH/BTC', 'TKN/BTC', 'HOT/BTC']), # ftx data is already in Quote currency, therefore won't require conversion # ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", # "lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}], # "BTC", "ftx", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']), ]) -def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history, - pairlists, base_currency, exchange, volumefilter_result) -> None: +def test_VolumePairList_range( + mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history, + pairlists, base_currency, exchange, volumefilter_result, time_machine) -> None: whitelist_conf['pairlists'] = pairlists whitelist_conf['stake_currency'] = base_currency whitelist_conf['exchange']['name'] = exchange @@ -686,23 +693,36 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, get_tickers=tickers, markets=PropertyMock(return_value=shitcoinmarkets) ) - + start_dt = dt_now() + time_machine.move_to(start_dt) # remove ohlcv when looback_timeframe != 1d # to enforce fallback to ticker data if 'lookback_timeframe' in pairlists[0]: if pairlists[0]['lookback_timeframe'] != '1d': - ohlcv_data = [] + ohlcv_data = {} - mocker.patch.multiple( - EXMS, - refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data), - ) + ohclv_mock = mocker.patch(f"{EXMS}.refresh_latest_ohlcv", return_value=ohlcv_data) freqtrade.pairlists.refresh_pairlist() whitelist = freqtrade.pairlists.whitelist + assert ohclv_mock.call_count == 1 assert isinstance(whitelist, list) assert whitelist == volumefilter_result + # Test caching + ohclv_mock.reset_mock() + freqtrade.pairlists.refresh_pairlist() + # in "filter" mode, caching is disabled. + assert ohclv_mock.call_count == 0 + whitelist = freqtrade.pairlists.whitelist + assert whitelist == volumefilter_result + + time_machine.move_to(start_dt + timedelta(days=2)) + ohclv_mock.reset_mock() + freqtrade.pairlists.refresh_pairlist() + assert ohclv_mock.call_count == 1 + whitelist = freqtrade.pairlists.whitelist + assert whitelist == volumefilter_result def test_PrecisionFilter_error(mocker, whitelist_conf) -> None: @@ -728,6 +748,104 @@ def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None: assert log_has("PerformanceFilter is not available in this mode.", caplog) +def test_VolatilityFilter_error(mocker, whitelist_conf) -> None: + volatility_filter = {"method": "VolatilityFilter", "lookback_days": -1} + whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, volatility_filter] + + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) + exchange_mock = MagicMock() + exchange_mock.ohlcv_candle_limit = MagicMock(return_value=1000) + + with pytest.raises(OperationalException, + match=r"VolatilityFilter requires lookback_days to be >= 1*"): + PairListManager(exchange_mock, whitelist_conf, MagicMock()) + + volatility_filter = {"method": "VolatilityFilter", "lookback_days": 2000} + whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, volatility_filter] + with pytest.raises(OperationalException, + match=r"VolatilityFilter requires lookback_days to not exceed exchange max"): + PairListManager(exchange_mock, whitelist_conf, MagicMock()) + + volatility_filter = {"method": "VolatilityFilter", "sort_direction": "Random"} + whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, volatility_filter] + with pytest.raises(OperationalException, + match=r"VolatilityFilter requires sort_direction to be either " + r"None .*'asc'.*'desc'"): + PairListManager(exchange_mock, whitelist_conf, MagicMock()) + + +@pytest.mark.parametrize('pairlist,expected_pairlist', [ + ({"method": "VolatilityFilter", "sort_direction": "asc"}, + ['XRP/BTC', 'ETH/BTC', 'LTC/BTC', 'TKN/BTC']), + ({"method": "VolatilityFilter", "sort_direction": "desc"}, + ['TKN/BTC', 'LTC/BTC', 'ETH/BTC', 'XRP/BTC']), + ({"method": "VolatilityFilter", "sort_direction": "desc", 'min_volatility': 0.4}, + ['TKN/BTC', 'LTC/BTC', 'ETH/BTC']), + ({"method": "VolatilityFilter", "sort_direction": "asc", 'min_volatility': 0.4}, + ['ETH/BTC', 'LTC/BTC', 'TKN/BTC']), + ({"method": "VolatilityFilter", "sort_direction": "desc", 'max_volatility': 0.5}, + ['LTC/BTC', 'ETH/BTC', 'XRP/BTC']), + ({"method": "VolatilityFilter", "sort_direction": "asc", 'max_volatility': 0.5}, + ['XRP/BTC', 'ETH/BTC', 'LTC/BTC']), + ({"method": "RangeStabilityFilter", "sort_direction": "asc"}, + ['ETH/BTC', 'XRP/BTC', 'LTC/BTC', 'TKN/BTC']), + ({"method": "RangeStabilityFilter", "sort_direction": "desc"}, + ['TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'ETH/BTC']), + ({"method": "RangeStabilityFilter", "sort_direction": "asc", 'min_rate_of_change': 0.4}, + ['XRP/BTC', 'LTC/BTC', 'TKN/BTC']), + ({"method": "RangeStabilityFilter", "sort_direction": "desc", 'min_rate_of_change': 0.4}, + ['TKN/BTC', 'LTC/BTC', 'XRP/BTC']), +]) +def test_VolatilityFilter_RangeStabilityFilter_sort( + mocker, whitelist_conf, tickers, time_machine, pairlist, expected_pairlist) -> None: + whitelist_conf['pairlists'] = [ + {'method': 'VolumePairList', 'number_assets': 10}, + pairlist + ] + + df1 = generate_test_data('1d', 10, '2022-01-05 00:00:00+00:00', random_seed=42) + df2 = generate_test_data('1d', 10, '2022-01-05 00:00:00+00:00', random_seed=2) + df3 = generate_test_data('1d', 10, '2022-01-05 00:00:00+00:00', random_seed=3) + df4 = generate_test_data('1d', 10, '2022-01-05 00:00:00+00:00', random_seed=4) + df5 = generate_test_data('1d', 10, '2022-01-05 00:00:00+00:00', random_seed=5) + df6 = generate_test_data('1d', 10, '2022-01-05 00:00:00+00:00', random_seed=6) + + assert not df1.equals(df2) + time_machine.move_to('2022-01-15 00:00:00+00:00') + + ohlcv_data = { + ('ETH/BTC', '1d', CandleType.SPOT): df1, + ('TKN/BTC', '1d', CandleType.SPOT): df2, + ('LTC/BTC', '1d', CandleType.SPOT): df3, + ('XRP/BTC', '1d', CandleType.SPOT): df4, + ('HOT/BTC', '1d', CandleType.SPOT): df5, + ('BLK/BTC', '1d', CandleType.SPOT): df6, + + } + ohlcv_mock = MagicMock(return_value=ohlcv_data) + mocker.patch.multiple( + EXMS, + exchange_has=MagicMock(return_value=True), + refresh_latest_ohlcv=ohlcv_mock, + get_tickers=tickers + + ) + + exchange = get_patched_exchange(mocker, whitelist_conf) + exchange.ohlcv_candle_limit = MagicMock(return_value=1000) + plm = PairListManager(exchange, whitelist_conf, MagicMock()) + + assert exchange.ohlcv_candle_limit.call_count == 2 + plm.refresh_pairlist() + assert ohlcv_mock.call_count == 1 + assert exchange.ohlcv_candle_limit.call_count == 2 + assert plm.whitelist == expected_pairlist + + plm.refresh_pairlist() + assert exchange.ohlcv_candle_limit.call_count == 2 + assert ohlcv_mock.call_count == 1 + + def test_ShuffleFilter_init(mocker, whitelist_conf, caplog) -> None: whitelist_conf['pairlists'] = [ {"method": "StaticPairList"}, @@ -1075,6 +1193,13 @@ def test_rangestabilityfilter_checks(mocker, default_conf, markets, tickers): match='RangeStabilityFilter requires lookback_days to be >= 1'): get_patched_freqtradebot(mocker, default_conf) + default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, + {'method': 'RangeStabilityFilter', 'sort_direction': 'something'}] + + with pytest.raises(OperationalException, + match='RangeStabilityFilter requires sort_direction to be either None.*'): + get_patched_freqtradebot(mocker, default_conf) + @pytest.mark.parametrize('min_rate_of_change,max_rate_of_change,expected_length', [ (0.01, 0.99, 5), diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 785efc522..66a750f1f 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -10,6 +10,7 @@ from freqtrade.edge import PairInfo from freqtrade.enums import SignalDirection, State, TradingMode from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError from freqtrade.persistence import Order, Trade +from freqtrade.persistence.key_value_store import set_startup_time from freqtrade.persistence.pairlock_middleware import PairLocks from freqtrade.rpc import RPC, RPCException from freqtrade.rpc.fiat_convert import CryptoToFiatConverter @@ -25,6 +26,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'quote_currency': 'BTC', 'open_date': ANY, 'open_timestamp': ANY, + 'open_fill_date': ANY, + 'open_fill_timestamp': ANY, 'is_open': ANY, 'fee_open': ANY, 'fee_open_cost': ANY, @@ -63,7 +66,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'stop_loss_abs': 9.89e-06, 'stop_loss_pct': -10.0, 'stop_loss_ratio': -0.1, - 'stoploss_order_id': None, 'stoploss_last_update': ANY, 'stoploss_last_update_timestamp': ANY, 'initial_stop_loss_abs': 9.89e-06, @@ -99,7 +101,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05, 'is_open': False, 'pair': 'ETH/BTC', 'order_id': ANY, 'remaining': ANY, 'status': ANY, 'ft_is_entry': True, 'ft_fee_base': None, - 'funding_fee': ANY, + 'funding_fee': ANY, 'ft_order_tag': None, }], } mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) @@ -222,8 +224,8 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: assert "Pair" in headers assert 'instantly' == result[0][2] assert 'ETH/BTC' in result[0][1] - assert '0.00' == result[0][3] - assert isnan(fiat_profit_sum) + assert '0.00 (0.00)' == result[0][3] + assert '0.00' == f'{fiat_profit_sum:.2f}' mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=True) freqtradebot.process() @@ -233,8 +235,8 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: assert "Pair" in headers assert 'instantly' == result[0][2] assert 'ETH/BTC' in result[0][1] - assert '-0.41%' == result[0][3] - assert isnan(fiat_profit_sum) + assert '-0.41% (-0.00)' == result[0][3] + assert '-0.00' == f'{fiat_profit_sum:.2f}' # Test with fiat convert rpc._fiat_converter = CryptoToFiatConverter() @@ -355,7 +357,6 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short): rpc._rpc_delete('200') trades = Trade.session.scalars(select(Trade)).all() - trades[2].stoploss_order_id = '102' trades[2].orders.append( Order( ft_order_side='stoploss', @@ -1298,6 +1299,7 @@ def test_rpc_health(mocker, default_conf) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) freqtradebot = get_patched_freqtradebot(mocker, default_conf) + set_startup_time() rpc = RPC(freqtradebot) result = rpc.health() assert result['last_process'] is None diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 9df26ad4e..1e008d98e 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -180,7 +180,9 @@ def test_api_auth(): def test_api_ws_auth(botclient): ftbot, client = botclient - def url(token): return f"/api/v1/message/ws?token={token}" + + def url(token): + return f"/api/v1/message/ws?token={token}" bad_token = "bad-ws_token" with pytest.raises(WebSocketDisconnect): @@ -1165,6 +1167,8 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short, 'current_rate': current_rate, 'open_date': ANY, 'open_timestamp': ANY, + 'open_fill_date': ANY, + 'open_fill_timestamp': ANY, 'open_rate': 0.123, 'pair': 'ETH/BTC', 'base_currency': 'ETH', @@ -1174,7 +1178,6 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short, 'stop_loss_abs': ANY, 'stop_loss_pct': ANY, 'stop_loss_ratio': ANY, - 'stoploss_order_id': None, 'stoploss_last_update': ANY, 'stoploss_last_update_timestamp': ANY, 'initial_stop_loss_abs': 0.0, @@ -1369,6 +1372,8 @@ def test_api_force_entry(botclient, mocker, fee, endpoint): 'close_rate': 0.265441, 'open_date': ANY, 'open_timestamp': ANY, + 'open_fill_date': ANY, + 'open_fill_timestamp': ANY, 'open_rate': 0.245441, 'pair': 'ETH/BTC', 'base_currency': 'ETH', @@ -1378,7 +1383,6 @@ def test_api_force_entry(botclient, mocker, fee, endpoint): 'stop_loss_abs': None, 'stop_loss_pct': None, 'stop_loss_ratio': None, - 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss_abs': None, diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index f85b19a01..3bd372b19 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -150,7 +150,7 @@ def test_telegram_init(default_conf, mocker, caplog) -> None: "['stopbuy', 'stopentry'], ['whitelist'], ['blacklist'], " "['bl_delete', 'blacklist_delete'], " "['logs'], ['edge'], ['health'], ['help'], ['version'], ['marketdir'], " - "['order']]") + "['order'], ['list_custom_data']]") assert log_has(message_str, caplog) @@ -1507,7 +1507,7 @@ async def test_telegram_entry_tag_performance_handle( await telegram._enter_tag_performance(update=update, context=context) assert msg_mock.call_count == 1 assert 'Entry Tag Performance' in msg_mock.call_args_list[0][0][0] - assert 'TEST1\t3.987 USDT (5.00%) (1)' in msg_mock.call_args_list[0][0][0] + assert '`TEST1\t3.987 USDT (5.00%) (1)`' in msg_mock.call_args_list[0][0][0] context.args = ['XRP/USDT'] await telegram._enter_tag_performance(update=update, context=context) @@ -1538,7 +1538,7 @@ async def test_telegram_exit_reason_performance_handle( await telegram._exit_reason_performance(update=update, context=context) assert msg_mock.call_count == 1 assert 'Exit Reason Performance' in msg_mock.call_args_list[0][0][0] - assert 'roi\t2.842 USDT (10.00%) (1)' in msg_mock.call_args_list[0][0][0] + assert '`roi\t2.842 USDT (10.00%) (1)`' in msg_mock.call_args_list[0][0][0] context.args = ['XRP/USDT'] await telegram._exit_reason_performance(update=update, context=context) @@ -1570,7 +1570,7 @@ async def test_telegram_mix_tag_performance_handle(default_conf_usdt, update, ti await telegram._mix_tag_performance(update=update, context=context) assert msg_mock.call_count == 1 assert 'Mix Tag Performance' in msg_mock.call_args_list[0][0][0] - assert ('TEST3 roi\t2.842 USDT (10.00%) (1)' + assert ('`TEST3 roi\t2.842 USDT (10.00%) (1)`' in msg_mock.call_args_list[0][0][0]) context.args = ['XRP/USDT'] @@ -2017,7 +2017,7 @@ def test_send_msg_enter_notification(default_conf, mocker, caplog, message_type, telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf) telegram.send_msg(msg) - leverage_text = f' ({leverage:.1g}x)' if leverage and leverage != 1.0 else '' + leverage_text = f' ({leverage:.3g}x)' if leverage and leverage != 1.0 else '' assert msg_mock.call_args[0][0] == ( f'\N{LARGE BLUE CIRCLE} *Binance (dry):* New Trade (#1)\n' @@ -2126,7 +2126,7 @@ def test_send_msg_entry_fill_notification(default_conf, mocker, message_type, en 'amount': 1333.3333333333335, 'open_date': dt_now() - timedelta(hours=1) }) - leverage_text = f' ({leverage:.1g}x)' if leverage != 1.0 else '' + leverage_text = f' ({leverage:.3g}x)' if leverage != 1.0 else '' assert msg_mock.call_args[0][0] == ( f'\N{CHECK MARK} *Binance (dry):* New Trade filled (#1)\n' f'*Pair:* `ETH/BTC`\n' @@ -2365,7 +2365,7 @@ def test_send_msg_exit_fill_notification(default_conf, mocker, direction, 'close_date': dt_now(), }) - leverage_text = f' ({leverage:.1g}x)`\n' if leverage and leverage != 1.0 else '`\n' + leverage_text = f' ({leverage:.3g}x)`\n' if leverage and leverage != 1.0 else '`\n' assert msg_mock.call_args[0][0] == ( '\N{WARNING SIGN} *Binance (dry):* Exited KEY/ETH (#1)\n' '*Profit:* `-57.41% (loss: -0.05746 ETH)`\n' @@ -2458,7 +2458,7 @@ def test_send_msg_buy_notification_no_fiat( 'open_date': dt_now() - timedelta(hours=1) }) - leverage_text = f' ({leverage:.1g}x)' if leverage and leverage != 1.0 else '' + leverage_text = f' ({leverage:.3g}x)' if leverage and leverage != 1.0 else '' assert msg_mock.call_args[0][0] == ( f'\N{LARGE BLUE CIRCLE} *Binance:* New Trade (#1)\n' '*Pair:* `ETH/BTC`\n' @@ -2510,7 +2510,7 @@ def test_send_msg_exit_notification_no_fiat( 'close_date': dt_now(), }) - leverage_text = f' ({leverage:.1g}x)' if leverage and leverage != 1.0 else '' + leverage_text = f' ({leverage:.3g}x)' if leverage and leverage != 1.0 else '' assert msg_mock.call_args[0][0] == ( '\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n' '*Unrealized Profit:* `-57.41% (loss: -0.05746 ETH)`\n' @@ -2557,22 +2557,22 @@ async def test_telegram__send_msg(default_conf, mocker, caplog) -> None: # Test update query = MagicMock() + query.edit_message_text = AsyncMock() await telegram._send_msg('test', callback_path="DeadBeef", query=query, reload_able=True) - edit_message_text = telegram._app.bot.edit_message_text - assert edit_message_text.call_count == 1 - assert "Updated: " in edit_message_text.call_args_list[0][1]['text'] + assert query.edit_message_text.call_count == 1 + assert "Updated: " in query.edit_message_text.call_args_list[0][1]['text'] - telegram._app.bot.edit_message_text = AsyncMock(side_effect=BadRequest("not modified")) + query.edit_message_text = AsyncMock(side_effect=BadRequest("not modified")) await telegram._send_msg('test', callback_path="DeadBeef", query=query) - assert telegram._app.bot.edit_message_text.call_count == 1 + assert query.edit_message_text.call_count == 1 assert not log_has_re(r"TelegramError: .*", caplog) - telegram._app.bot.edit_message_text = AsyncMock(side_effect=BadRequest("")) + query.edit_message_text = AsyncMock(side_effect=BadRequest("")) await telegram._send_msg('test2', callback_path="DeadBeef", query=query) - assert telegram._app.bot.edit_message_text.call_count == 1 + assert query.edit_message_text.call_count == 1 assert log_has_re(r"TelegramError: .*", caplog) - telegram._app.bot.edit_message_text = AsyncMock(side_effect=TelegramError("DeadBEEF")) + query.edit_message_text = AsyncMock(side_effect=TelegramError("DeadBEEF")) await telegram._send_msg('test3', callback_path="DeadBeef", query=query) assert log_has_re(r"TelegramError: DeadBEEF! Giving up.*", caplog) @@ -2657,3 +2657,49 @@ async def test_change_market_direction(default_conf, mocker, update) -> None: context.args = ["invalid"] await telegram._changemarketdir(update, context) assert telegram._rpc._freqtrade.strategy.market_direction == MarketDirection.LONG + + +async def test_telegram_list_custom_data(default_conf_usdt, update, ticker, fee, mocker) -> None: + + mocker.patch.multiple( + EXMS, + fetch_ticker=ticker, + get_fee=fee, + ) + telegram, _freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt) + + # Create some test data + create_mock_trades_usdt(fee) + # No trade id + context = MagicMock() + await telegram._list_custom_data(update=update, context=context) + assert msg_mock.call_count == 1 + assert 'Trade-id not set.' in msg_mock.call_args_list[0][0][0] + msg_mock.reset_mock() + + # + context.args = ['1'] + await telegram._list_custom_data(update=update, context=context) + assert msg_mock.call_count == 1 + assert ( + "Didn't find any custom-data entries for Trade ID: `1`" in msg_mock.call_args_list[0][0][0] + ) + msg_mock.reset_mock() + + # Add some custom data + trade1 = Trade.get_trades_proxy()[0] + trade1.set_custom_data('test_int', 1) + trade1.set_custom_data('test_dict', {'test': 'dict'}) + Trade.commit() + context.args = [f"{trade1.id}"] + await telegram._list_custom_data(update=update, context=context) + assert msg_mock.call_count == 3 + assert "Found custom-data entries: " in msg_mock.call_args_list[0][0][0] + assert ( + "*Key:* `test_int`\n*ID:* `1`\n*Trade ID:* `1`\n*Type:* `int`\n" + "*Value:* `1`\n*Create Date:*") in msg_mock.call_args_list[1][0][0] + assert ( + '*Key:* `test_dict`\n*ID:* `2`\n*Trade ID:* `1`\n*Type:* `dict`\n' + '*Value:* `{"test": "dict"}`\n*Create Date:* `') in msg_mock.call_args_list[2][0][0] + + msg_mock.reset_mock() diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 790f5d255..645cae887 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -1022,22 +1022,22 @@ def test_auto_hyperopt_interface_loadparams(default_conf, mocker, caplog): @pytest.mark.parametrize('function,raises', [ - ('populate_entry_trend', True), + ('populate_entry_trend', False), ('advise_entry', False), - ('populate_exit_trend', True), + ('populate_exit_trend', False), ('advise_exit', False), ]) -def test_pandas_warning_direct(ohlcv_history, function, raises): +def test_pandas_warning_direct(ohlcv_history, function, raises, recwarn): df = _STRATEGY.populate_indicators(ohlcv_history, {'pair': 'ETH/BTC'}) if raises: - with pytest.warns(FutureWarning): - # Test for Future warning - # FutureWarning: Setting an item of incompatible dtype is - # deprecated and will raise in a future error of pandas - # https://github.com/pandas-dev/pandas/issues/56503 - getattr(_STRATEGY, function)(df, {'pair': 'ETH/BTC'}) + assert len(recwarn) == 1 + # https://github.com/pandas-dev/pandas/issues/56503 + # Fixed in 2.2.x + getattr(_STRATEGY, function)(df, {'pair': 'ETH/BTC'}) else: + assert len(recwarn) == 0 + getattr(_STRATEGY, function)(df, {'pair': 'ETH/BTC'}) diff --git a/tests/utils/test_datetime_helpers.py b/tests/utils/test_datetime_helpers.py index b70065645..6fbe75200 100644 --- a/tests/utils/test_datetime_helpers.py +++ b/tests/utils/test_datetime_helpers.py @@ -3,8 +3,8 @@ from datetime import datetime, timedelta, timezone import pytest import time_machine -from freqtrade.util import (dt_floor_day, dt_from_ts, dt_humanize, dt_now, dt_ts, dt_ts_def, dt_utc, - format_date, format_ms_time, shorten_date) +from freqtrade.util import (dt_floor_day, dt_from_ts, dt_humanize, dt_now, dt_ts, dt_ts_def, + dt_ts_none, dt_utc, format_date, format_ms_time, shorten_date) def test_dt_now(): @@ -29,6 +29,13 @@ def test_dt_ts_def(): assert dt_ts_def(datetime(2023, 5, 5, tzinfo=timezone.utc), 123) == 1683244800000 +def test_dt_ts_none(): + assert dt_ts_none(None) is None + assert dt_ts_none(None) is None + assert dt_ts_none(datetime(2023, 5, 5, tzinfo=timezone.utc)) == 1683244800000 + assert dt_ts_none(datetime(2023, 5, 5, tzinfo=timezone.utc)) == 1683244800000 + + def test_dt_utc(): assert dt_utc(2023, 5, 5) == datetime(2023, 5, 5, tzinfo=timezone.utc) assert dt_utc(2023, 5, 5, 0, 0, 0, 555500) == datetime(2023, 5, 5, 0, 0, 0, 555500, diff --git a/tests/utils/test_periodiccache.py b/tests/utils/test_periodiccache.py index df05de4ef..a8931d6a2 100644 --- a/tests/utils/test_periodiccache.py +++ b/tests/utils/test_periodiccache.py @@ -5,7 +5,7 @@ from freqtrade.util import PeriodicCache def test_ttl_cache(): - with time_machine.travel("2021-09-01 05:00:00 +00:00") as t: + with time_machine.travel("2021-09-01 05:00:00 +00:00", tick=False) as t: cache = PeriodicCache(5, ttl=60) cache1h = PeriodicCache(5, ttl=3600)