Merge branch 'develop' into maint/python_3.14

tests/commands/test_commands.py

@@ -198,6 +198,8 @@ def test_list_timeframes(mocker, capsys):
         "1h": "hour",
         "1d": "day",
     }
+    api_mock.options = {}
+
     patch_exchange(mocker, api_mock=api_mock, exchange="bybit")
     args = [
         "list-timeframes",
@@ -286,6 +288,52 @@ def test_list_timeframes(mocker, capsys):
     assert re.search(r"^1h$", captured.out, re.MULTILINE)
     assert re.search(r"^1d$", captured.out, re.MULTILINE)
 
+    api_mock.options = {
+        "timeframes": {
+            "spot": {"1m": "1m", "5m": "5m", "15m": "15m"},
+            "swap": {"1m": "1m", "15m": "15m", "1h": "1h"},
+        }
+    }
+
+    args = [
+        "list-timeframes",
+        "--exchange",
+        "binance",
+    ]
+    start_list_timeframes(get_args(args))
+    captured = capsys.readouterr()
+    assert re.match(
+        "Timeframes available for the exchange `Binance`: 1m, 5m, 15m",
+        captured.out,
+    )
+
+    args = [
+        "list-timeframes",
+        "--exchange",
+        "binance",
+        "--trading-mode",
+        "spot",
+    ]
+    start_list_timeframes(get_args(args))
+    captured = capsys.readouterr()
+    assert re.match(
+        "Timeframes available for the exchange `Binance`: 1m, 5m, 15m",
+        captured.out,
+    )
+    args = [
+        "list-timeframes",
+        "--exchange",
+        "binance",
+        "--trading-mode",
+        "futures",
+    ]
+    start_list_timeframes(get_args(args))
+    captured = capsys.readouterr()
+    assert re.match(
+        "Timeframes available for the exchange `Binance`: 1m, 15m, 1h",
+        captured.out,
+    )
+
 
 def test_list_markets(mocker, markets_static, capsys):
     api_mock = MagicMock()
@@ -1719,7 +1767,7 @@ def test_start_list_data(testdatadir, capsys):
     pargs["config"] = None
     start_list_data(pargs)
     captured = capsys.readouterr()
-    assert "Found 16 pair / timeframe combinations." in captured.out
+    assert "Found 18 pair / timeframe combinations." in captured.out
     assert re.search(r".*Pair.*Timeframe.*Type.*\n", captured.out)
     assert re.search(r"\n.* UNITTEST/BTC .* 1m, 5m, 8m, 30m .* spot |\n", captured.out)
 
@@ -1753,10 +1801,10 @@ def test_start_list_data(testdatadir, capsys):
     start_list_data(pargs)
     captured = capsys.readouterr()
 
-    assert "Found 6 pair / timeframe combinations." in captured.out
+    assert "Found 5 pair / timeframe combinations." in captured.out
     assert re.search(r".*Pair.*Timeframe.*Type.*\n", captured.out)
     assert re.search(r"\n.* XRP/USDT:USDT .* 5m, 1h .* futures |\n", captured.out)
-    assert re.search(r"\n.* XRP/USDT:USDT .* 1h, 8h .* mark |\n", captured.out)
+    assert re.search(r"\n.* XRP/USDT:USDT .* 1h.* mark |\n", captured.out)
 
     args = [
         "list-data",

tests/conftest_trades_usdt.py

@@ -303,6 +303,7 @@ def mock_order_usdt_6(is_short: bool):
         "side": entry_side(is_short),
         "type": "limit",
         "price": 10.0,
+        "cost": 20.0,
         "amount": 2.0,
         "filled": 2.0,
         "remaining": 0.0,
@@ -317,6 +318,7 @@ def mock_order_usdt_6_exit(is_short: bool):
         "side": exit_side(is_short),
         "type": "limit",
         "price": 12.0,
+        "cost": 24.0,
         "amount": 2.0,
         "filled": 0.0,
         "remaining": 2.0,

tests/data/test_btanalysis.py

@@ -290,20 +290,23 @@ def test_combine_dataframes_with_mean(testdatadir):
 
 
 def test_combined_dataframes_with_rel_mean(testdatadir):
-    pairs = ["ETH/BTC", "ADA/BTC"]
+    pairs = ["BTC/USDT", "XRP/USDT"]
     data = load_data(datadir=testdatadir, pairs=pairs, timeframe="5m")
     df = combined_dataframes_with_rel_mean(
-        data, datetime(2018, 1, 12, tzinfo=UTC), datetime(2018, 1, 28, tzinfo=UTC)
+        data,
+        fromdt=data["BTC/USDT"].at[0, "date"],
+        todt=data["BTC/USDT"].at[data["BTC/USDT"].index[-1], "date"],
     )
     assert isinstance(df, DataFrame)
-    assert "ETH/BTC" not in df.columns
-    assert "ADA/BTC" not in df.columns
+    assert "BTC/USDT" not in df.columns
+    assert "XRP/USDT" not in df.columns
     assert "mean" in df.columns
     assert "rel_mean" in df.columns
     assert "count" in df.columns
     assert df.iloc[0]["count"] == 2
     assert df.iloc[-1]["count"] == 2
-    assert len(df) < len(data["ETH/BTC"])
+    assert len(df) < len(data["BTC/USDT"])
+    assert df["rel_mean"].between(-0.5, 0.5).all()
 
 
 def test_combine_dataframes_with_mean_no_data(testdatadir):
@@ -575,12 +578,18 @@ def test_calculate_max_drawdown2():
     # No losing trade ...
     drawdown = calculate_max_drawdown(df, date_col="open_date", value_col="profit")
     assert drawdown.drawdown_abs == 0.0
+    assert drawdown.low_value == 0.0
+    assert drawdown.current_high_value >= 0.0
+    assert drawdown.current_drawdown_abs == 0.0
 
     df1 = DataFrame(zip(values[:5], dates[:5], strict=False), columns=["profit", "open_date"])
     df1.loc[:, "profit"] = df1["profit"] * -1
     # No winning trade ...
     drawdown = calculate_max_drawdown(df1, date_col="open_date", value_col="profit")
     assert drawdown.drawdown_abs == 0.055545
+    assert drawdown.high_value == 0.0
+    assert drawdown.current_high_value == 0.0
+    assert drawdown.current_drawdown_abs == 0.055545
 
 
 @pytest.mark.parametrize(

tests/data/test_datahandler.py

@@ -40,6 +40,8 @@ def test_datahandler_ohlcv_get_pairs(testdatadir):
         "NXT/BTC",
         "DASH/BTC",
         "XRP/ETH",
+        "BTC/USDT",
+        "XRP/USDT",
     }
 
     pairs = JsonGzDataHandler.ohlcv_get_pairs(testdatadir, "8m", candle_type=CandleType.SPOT)
@@ -111,6 +113,8 @@ def test_datahandler_ohlcv_get_available_data(testdatadir):
         ("DASH/BTC", "5m", CandleType.SPOT),
         ("XRP/ETH", "1m", CandleType.SPOT),
         ("XRP/ETH", "5m", CandleType.SPOT),
+        ("BTC/USDT", "5m", CandleType.SPOT),
+        ("XRP/USDT", "5m", CandleType.SPOT),
         ("UNITTEST/BTC", "30m", CandleType.SPOT),
         ("UNITTEST/BTC", "8m", CandleType.SPOT),
     }
@@ -122,8 +126,7 @@ def test_datahandler_ohlcv_get_available_data(testdatadir):
         ("XRP/USDT:USDT", "5m", "futures"),
         ("XRP/USDT:USDT", "1h", "futures"),
         ("XRP/USDT:USDT", "1h", "mark"),
-        ("XRP/USDT:USDT", "8h", "mark"),
-        ("XRP/USDT:USDT", "8h", "funding_rate"),
+        ("XRP/USDT:USDT", "1h", "funding_rate"),
     }
 
     paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT)

tests/data/test_dataprovider.py

@@ -9,7 +9,7 @@ from freqtrade.enums import CandleType, RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.util import dt_utc
-from tests.conftest import EXMS, generate_test_data, get_patched_exchange
+from tests.conftest import EXMS, generate_test_data, get_patched_exchange, log_has_re
 
 
 @pytest.mark.parametrize(
@@ -185,6 +185,28 @@ def test_get_pair_dataframe(mocker, default_conf, ohlcv_history, candle_type):
     assert len(df) == 2  # ohlcv_history is limited to 2 rows now
 
 
+def test_get_pair_dataframe_funding_rate(mocker, default_conf, ohlcv_history, caplog):
+    default_conf["runmode"] = RunMode.DRY_RUN
+    timeframe = "1h"
+    exchange = get_patched_exchange(mocker, default_conf)
+    candletype = CandleType.FUNDING_RATE
+    exchange._klines[("XRP/BTC", timeframe, candletype)] = ohlcv_history
+    exchange._klines[("UNITTEST/BTC", timeframe, candletype)] = ohlcv_history
+
+    dp = DataProvider(default_conf, exchange)
+    assert dp.runmode == RunMode.DRY_RUN
+    assert ohlcv_history.equals(
+        dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type="funding_rate")
+    )
+    msg = r".*funding rate timeframe not matching"
+    assert not log_has_re(msg, caplog)
+
+    assert ohlcv_history.equals(
+        dp.get_pair_dataframe("UNITTEST/BTC", "5h", candle_type="funding_rate")
+    )
+    assert log_has_re(msg, caplog)
+
+
 def test_available_pairs(mocker, default_conf, ohlcv_history):
     exchange = get_patched_exchange(mocker, default_conf)
     timeframe = default_conf["timeframe"]
@@ -636,3 +658,21 @@ def test_check_delisting(mocker, default_conf_usdt):
     assert res == dt_utc(2025, 10, 2)
 
     assert delist_mock2.call_count == 1
+
+
+def test_get_funding_rate_timeframe(mocker, default_conf_usdt):
+    default_conf_usdt["trading_mode"] = "futures"
+    default_conf_usdt["margin_mode"] = "isolated"
+    exchange = get_patched_exchange(mocker, default_conf_usdt)
+    mock_get_option = mocker.spy(exchange, "get_option")
+    dp = DataProvider(default_conf_usdt, exchange)
+
+    assert dp.get_funding_rate_timeframe() == "1h"
+    mock_get_option.assert_called_once_with("funding_fee_timeframe")
+
+
+def test_get_funding_rate_timeframe_no_exchange(default_conf_usdt):
+    dp = DataProvider(default_conf_usdt, None)
+
+    with pytest.raises(OperationalException, match=r"Exchange is not available to DataProvider."):
+        dp.get_funding_rate_timeframe()

tests/data/test_history.py

@@ -534,18 +534,19 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
 
 
 @pytest.mark.parametrize(
-    "trademode,callcount",
+    "trademode,callcount, callcount_parallel",
     [
-        ("spot", 4),
-        ("margin", 4),
-        ("futures", 8),  # Called 8 times - 4 normal, 2 funding and 2 mark/index calls
+        ("spot", 4, 2),
+        ("margin", 4, 2),
+        ("futures", 8, 4),  # Called 8 times - 4 normal, 2 funding and 2 mark/index calls
     ],
 )
 def test_refresh_backtest_ohlcv_data(
-    mocker, default_conf, markets, caplog, testdatadir, trademode, callcount
+    mocker, default_conf, markets, caplog, testdatadir, trademode, callcount, callcount_parallel
 ):
     caplog.set_level(logging.DEBUG)
     dl_mock = mocker.patch("freqtrade.data.history.history_utils._download_pair_history")
+    mocker.patch(f"{EXMS}.verify_candle_type_support", MagicMock())
 
     def parallel_mock(pairs, timeframe, candle_type, **kwargs):
         return {(pair, timeframe, candle_type): DataFrame() for pair in pairs}
@@ -573,14 +574,50 @@ def test_refresh_backtest_ohlcv_data(
     )
 
     # Called once per timeframe (as we return an empty dataframe)
-    assert parallel_mock.call_count == 2
+    # called twice for spot/margin and 4 times for futures
+    assert parallel_mock.call_count == callcount_parallel
     assert dl_mock.call_count == callcount
     assert dl_mock.call_args[1]["timerange"].starttype == "date"
 
     assert log_has_re(r"Downloading pair ETH/BTC, .* interval 1m\.", caplog)
     if trademode == "futures":
-        assert log_has_re(r"Downloading pair ETH/BTC, funding_rate, interval 8h\.", caplog)
-        assert log_has_re(r"Downloading pair ETH/BTC, mark, interval 4h\.", caplog)
+        assert log_has_re(r"Downloading pair ETH/BTC, funding_rate, interval 1h\.", caplog)
+        assert log_has_re(r"Downloading pair ETH/BTC, mark, interval 1h\.", caplog)
+
+    # Test with only one pair - no parallel download should happen 1 pair/timeframe combination
+    # doesn't justify parallelization
+    parallel_mock.reset_mock()
+    dl_mock.reset_mock()
+    refresh_backtest_ohlcv_data(
+        exchange=ex,
+        pairs=[
+            "ETH/BTC",
+        ],
+        timeframes=["5m"],
+        datadir=testdatadir,
+        timerange=timerange,
+        erase=False,
+        trading_mode=trademode,
+    )
+    assert parallel_mock.call_count == 0
+
+    if trademode == "futures":
+        dl_mock.reset_mock()
+        refresh_backtest_ohlcv_data(
+            exchange=ex,
+            pairs=[
+                "ETH/BTC",
+            ],
+            timeframes=["5m", "1h"],
+            datadir=testdatadir,
+            timerange=timerange,
+            erase=False,
+            trading_mode=trademode,
+            no_parallel_download=True,
+            candle_types=["premiumIndex", "funding_rate"],
+        )
+        assert parallel_mock.call_count == 0
+        assert dl_mock.call_count == 3  # 2 timeframes premiumIndex + 1x funding_rate
 
 
 def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
@@ -780,6 +817,7 @@ def test_download_all_pairs_history_parallel(mocker, default_conf_usdt):
     exchange.refresh_latest_ohlcv.reset_mock()
 
     # Test without timerange
+    # expected to call refresh_latest_ohlcv - as we can't know how much will be required.
     result3 = _download_all_pairs_history_parallel(
         exchange=exchange,
         pairs=pairs,
@@ -787,8 +825,8 @@ def test_download_all_pairs_history_parallel(mocker, default_conf_usdt):
         candle_type=candle_type,
         timerange=None,
     )
-    assert result3 == {}
-    assert exchange.refresh_latest_ohlcv.call_count == 0
+    assert result3 == expected
+    assert exchange.refresh_latest_ohlcv.call_count == 1
 
 
 def test_download_pair_history_with_pair_candles(mocker, default_conf, tmp_path, caplog) -> None:
@@ -878,7 +916,7 @@ def test_download_pair_history_with_pair_candles(mocker, default_conf, tmp_path,
     assert get_historic_ohlcv_mock.call_count == 0
 
     # Verify the log message indicating parallel method was used (line 315-316)
-    assert log_has("Downloaded data for TEST/BTC with length 3. Parallel Method.", caplog)
+    assert log_has("Downloaded data for TEST/BTC, 5m, spot with length 3. Parallel Method.", caplog)
 
     # Verify data was stored
     assert data_handler_mock.ohlcv_store.call_count == 1

tests/exchange/test_binance.py

@@ -157,7 +157,8 @@ def test_create_stoploss_order_dry_run_binance(default_conf, mocker):
     assert "type" in order
 
     assert order["type"] == order_type
-    assert order["price"] == 220
+    assert order["price"] == 217.8
+    assert order["stopPrice"] == 220
     assert order["amount"] == 1
 
 

tests/exchange/test_bitget.py

@@ -1,12 +1,13 @@
+from copy import deepcopy
 from datetime import timedelta
 from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
-from freqtrade.enums import CandleType, MarginMode, TradingMode
+from freqtrade.enums import CandleType, MarginMode, RunMode, TradingMode
 from freqtrade.exceptions import OperationalException, RetryableOrderError
 from freqtrade.exchange.common import API_RETRY_COUNT
-from freqtrade.util import dt_now, dt_ts
+from freqtrade.util import dt_now, dt_ts, dt_utc
 from tests.conftest import EXMS, get_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
@@ -193,3 +194,43 @@ def test__lev_prep_bitget(default_conf, mocker):
     assert api_mock.set_margin_mode.call_count == 0
     assert api_mock.set_leverage.call_count == 1
     api_mock.set_leverage.assert_called_with(symbol="BTC/USDC:USDC", leverage=19.99)
+
+
+def test_check_delisting_time_bitget(default_conf_usdt, mocker):
+    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="bitget")
+    exchange._config["runmode"] = RunMode.BACKTEST
+    delist_fut_mock = MagicMock(return_value=None)
+    mocker.patch.object(exchange, "_check_delisting_futures", delist_fut_mock)
+
+    # Invalid run mode
+    resp = exchange.check_delisting_time("BTC/USDT")
+    assert resp is None
+    assert delist_fut_mock.call_count == 0
+
+    # Delist spot called
+    exchange._config["runmode"] = RunMode.DRY_RUN
+    resp1 = exchange.check_delisting_time("BTC/USDT")
+    assert resp1 is None
+    assert delist_fut_mock.call_count == 0
+
+    # Delist futures called
+    exchange.trading_mode = TradingMode.FUTURES
+    resp1 = exchange.check_delisting_time("BTC/USDT:USDT")
+    assert resp1 is None
+    assert delist_fut_mock.call_count == 1
+
+
+def test__check_delisting_futures_bitget(default_conf_usdt, mocker, markets):
+    markets["BTC/USDT:USDT"] = deepcopy(markets["SOL/BUSD:BUSD"])
+    markets["BTC/USDT:USDT"]["info"]["limitOpenTime"] = "-1"
+    markets["SOL/BUSD:BUSD"]["info"]["limitOpenTime"] = "-1"
+    markets["ADA/USDT:USDT"]["info"]["limitOpenTime"] = "1760745600000"  # 2025-10-18
+    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="bitget")
+    mocker.patch(f"{EXMS}.markets", PropertyMock(return_value=markets))
+
+    resp_sol = exchange._check_delisting_futures("SOL/BUSD:BUSD")
+    # No delisting date
+    assert resp_sol is None
+    # Has a delisting date
+    resp_ada = exchange._check_delisting_futures("ADA/USDT:USDT")
+    assert resp_ada == dt_utc(2025, 10, 18)

tests/exchange/test_bybit.py

@@ -1,10 +1,11 @@
+from copy import deepcopy
 from datetime import UTC, datetime, timedelta
-from unittest.mock import MagicMock
+from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
-from freqtrade.enums.marginmode import MarginMode
-from freqtrade.enums.tradingmode import TradingMode
+from freqtrade.enums import MarginMode, RunMode, TradingMode
+from freqtrade.util import dt_utc
 from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
@@ -214,3 +215,43 @@ def test_bybit__order_needs_price(
     exchange.unified_account = uta
 
     assert exchange._order_needs_price(side, order_type) == expected
+
+
+def test_check_delisting_time_bybit(default_conf_usdt, mocker):
+    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="bybit")
+    exchange._config["runmode"] = RunMode.BACKTEST
+    delist_fut_mock = MagicMock(return_value=None)
+    mocker.patch.object(exchange, "_check_delisting_futures", delist_fut_mock)
+
+    # Invalid run mode
+    resp = exchange.check_delisting_time("BTC/USDT:USDT")
+    assert resp is None
+    assert delist_fut_mock.call_count == 0
+
+    # Delist spot called
+    exchange._config["runmode"] = RunMode.DRY_RUN
+    resp1 = exchange.check_delisting_time("BTC/USDT")
+    assert resp1 is None
+    assert delist_fut_mock.call_count == 0
+
+    # Delist futures called
+    exchange.trading_mode = TradingMode.FUTURES
+    resp1 = exchange.check_delisting_time("BTC/USDT:USDT")
+    assert resp1 is None
+    assert delist_fut_mock.call_count == 1
+
+
+def test__check_delisting_futures_bybit(default_conf_usdt, mocker, markets):
+    markets["BTC/USDT:USDT"] = deepcopy(markets["SOL/BUSD:BUSD"])
+    markets["BTC/USDT:USDT"]["info"]["deliveryTime"] = "0"
+    markets["SOL/BUSD:BUSD"]["info"]["deliveryTime"] = "0"
+    markets["ADA/USDT:USDT"]["info"]["deliveryTime"] = "1760745600000"  # 2025-10-18
+    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="bybit")
+    mocker.patch(f"{EXMS}.markets", PropertyMock(return_value=markets))
+
+    resp_sol = exchange._check_delisting_futures("SOL/BUSD:BUSD")
+    # SOL has no delisting date
+    assert resp_sol is None
+    # Actually has a delisting date
+    resp_ada = exchange._check_delisting_futures("ADA/USDT:USDT")
+    assert resp_ada == dt_utc(2025, 10, 18)

tests/exchange/test_exchange.py

@@ -742,10 +742,11 @@ def test_get_pair_base_currency(default_conf, mocker, pair, expected):
 def test_validate_timeframes(default_conf, mocker, timeframe):
     default_conf["timeframe"] = timeframe
     api_mock = MagicMock()
-    id_mock = PropertyMock(return_value="test_exchange")
-    type(api_mock).id = id_mock
-    timeframes = PropertyMock(return_value={"1m": "1m", "5m": "5m", "15m": "15m", "1h": "1h"})
-    type(api_mock).timeframes = timeframes
+    id_mock = MagicMock(return_value="test_exchange")
+    api_mock.id = id_mock
+    api_mock.options = {}
+    timeframes = {"1m": "1m", "5m": "5m", "15m": "15m", "1h": "1h"}
+    api_mock.timeframes = timeframes
 
     mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
     mocker.patch(f"{EXMS}.reload_markets")
@@ -757,12 +758,11 @@ def test_validate_timeframes(default_conf, mocker, timeframe):
 def test_validate_timeframes_failed(default_conf, mocker):
     default_conf["timeframe"] = "3m"
     api_mock = MagicMock()
-    id_mock = PropertyMock(return_value="test_exchange")
-    type(api_mock).id = id_mock
-    timeframes = PropertyMock(
-        return_value={"15s": "15s", "1m": "1m", "5m": "5m", "15m": "15m", "1h": "1h"}
-    )
-    type(api_mock).timeframes = timeframes
+    id_mock = MagicMock(return_value="test_exchange")
+    api_mock.id = id_mock
+    timeframes = {"15s": "15s", "1m": "1m", "5m": "5m", "15m": "15m", "1h": "1h"}
+    api_mock.timeframes = timeframes
+    api_mock.options = {}
 
     mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
     mocker.patch(f"{EXMS}.reload_markets")
@@ -1110,6 +1110,191 @@ def test_create_dry_run_order_fees(
     assert order1["fee"]["rate"] == fee
 
 
+@pytest.mark.parametrize(
+    "side,limit,offset,is_stop,expected",
+    [
+        ("buy", 46.0, 0.0, False, True),
+        ("buy", 46.0, 0.0, True, False),
+        ("buy", 26.0, 0.0, False, True),
+        ("buy", 26.0, 0.0, True, False),  # Stop - didn't trigger
+        ("buy", 25.55, 0.0, False, False),
+        ("buy", 25.55, 0.0, True, True),  # Stop - triggered
+        ("buy", 1, 0.0, False, False),  # Very far away
+        ("buy", 1, 0.0, True, True),  # Current price is above stop - triggered
+        ("sell", 25.5, 0.0, False, True),
+        ("sell", 50, 0.0, False, False),  # Very far away
+        ("sell", 25.58, 0.0, False, False),
+        ("sell", 25.563, 0.01, False, False),
+        ("sell", 25.563, 0.0, True, False),  # stop order - Not triggered, best bid
+        ("sell", 25.566, 0.0, True, True),  # stop order - triggered
+        ("sell", 26, 0.01, True, True),  # stop order - triggered
+        ("sell", 5.563, 0.01, False, True),
+        ("sell", 5.563, 0.0, True, False),  # stop order - not triggered
+    ],
+)
+def test__dry_is_price_crossed_with_orderbook(
+    default_conf, mocker, order_book_l2_usd, side, limit, offset, is_stop, expected
+):
+    # Best bid 25.563
+    # Best ask 25.566
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch(f"{EXMS}.exchange_has", return_value=True)
+    exchange.fetch_l2_order_book = order_book_l2_usd
+    orderbook = order_book_l2_usd.return_value
+    result = exchange._dry_is_price_crossed(
+        "LTC/USDT", side, limit, orderbook=orderbook, offset=offset, is_stop=is_stop
+    )
+    assert result is expected
+    assert order_book_l2_usd.call_count == 0
+
+    # Test without passing orderbook
+    order_book_l2_usd.reset_mock()
+    result = exchange._dry_is_price_crossed("LTC/USDT", side, limit, offset=offset, is_stop=is_stop)
+    assert result is expected
+
+
+def test__dry_is_price_crossed_empty_orderbook(default_conf, mocker):
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch(f"{EXMS}.exchange_has", return_value=True)
+    empty_book = {"asks": [], "bids": []}
+    assert not exchange._dry_is_price_crossed("LTC/USDT", "buy", 100.0, orderbook=empty_book)
+
+
+def test__dry_is_price_crossed_fetches_orderbook(default_conf, mocker, order_book_l2_usd):
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch(f"{EXMS}.exchange_has", return_value=True)
+    exchange.fetch_l2_order_book = order_book_l2_usd
+    assert exchange._dry_is_price_crossed("LTC/USDT", "buy", 26.0)
+    assert order_book_l2_usd.call_count == 1
+
+
+def test__dry_is_price_crossed_without_orderbook_support(default_conf, mocker):
+    exchange = get_patched_exchange(mocker, default_conf)
+    exchange.fetch_l2_order_book = MagicMock()
+    mocker.patch(f"{EXMS}.exchange_has", return_value=False)
+    assert exchange._dry_is_price_crossed("LTC/USDT", "buy", 1.0)
+    assert exchange._dry_is_price_crossed("LTC/USDT", "sell", 1.0)
+    assert exchange.fetch_l2_order_book.call_count == 0
+    assert not exchange._dry_is_price_crossed("LTC/USDT", "buy", 1.0, is_stop=True)
+    assert not exchange._dry_is_price_crossed("LTC/USDT", "sell", 1.0, is_stop=True)
+
+
+@pytest.mark.parametrize(
+    "crossed,immediate,side,amount,expected_status,expected_fee_rate,expected_calls,taker_or_maker",
+    [
+        (True, True, "buy", 2.0, "closed", 0.005, 1, "taker"),
+        (True, False, "sell", 1.5, "closed", 0.005, 1, "maker"),
+        (False, False, "sell", 1.0, "open", None, 0, None),
+    ],
+)
+def test_check_dry_limit_order_filled(
+    default_conf,
+    mocker,
+    crossed,
+    immediate,
+    side,
+    amount,
+    expected_status,
+    expected_fee_rate,
+    expected_calls,
+    taker_or_maker,
+):
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch(f"{EXMS}._dry_is_price_crossed", return_value=crossed)
+    fee_mock = mocker.patch(f"{EXMS}.get_fee", return_value=0.005)
+
+    order = {
+        "symbol": "LTC/USDT",
+        "status": "open",
+        "type": "limit",
+        "side": side,
+        "price": 25.0,
+        "amount": amount,
+        "filled": 0.0,
+        "remaining": amount,
+        "cost": 25.0 * amount,
+        "fee": None,
+    }
+
+    result = exchange.check_dry_limit_order_filled(order, immediate=immediate)
+
+    assert result["status"] == expected_status
+    if crossed:
+        assert result["filled"] == amount
+        assert result["remaining"] == 0.0
+        assert result["fee"]["rate"] == expected_fee_rate
+        fee_mock.assert_called_once_with("LTC/USDT", taker_or_maker=taker_or_maker)
+    else:
+        assert result["filled"] == 0.0
+        assert result["remaining"] == amount
+        assert result["fee"] is None
+    assert fee_mock.call_count == expected_calls
+
+
+@pytest.mark.parametrize(
+    "immediate,crossed,expected_status,expected_fee_type",
+    [
+        (True, True, "closed", "taker"),
+        (False, True, "closed", "maker"),
+        (True, False, "open", None),
+    ],
+)
+def test_check_dry_limit_order_filled_stoploss(
+    default_conf, mocker, immediate, crossed, expected_status, expected_fee_type, order_book_l2_usd
+):
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch.multiple(
+        EXMS,
+        exchange_has=MagicMock(return_value=True),
+        _dry_is_price_crossed=MagicMock(return_value=crossed),
+        fetch_l2_order_book=order_book_l2_usd,
+    )
+    average_mock = mocker.patch(f"{EXMS}.get_dry_market_fill_price", return_value=24.25)
+    fee_mock = mocker.patch(
+        f"{EXMS}.add_dry_order_fee",
+        autospec=True,
+        side_effect=lambda self, pair, dry_order, taker_or_maker: dry_order,
+    )
+
+    amount = 1.75
+    order = {
+        "symbol": "LTC/USDT",
+        "status": "open",
+        "type": "limit",
+        "side": "sell",
+        "amount": amount,
+        "filled": 0.0,
+        "remaining": amount,
+        "price": 25.0,
+        "average": 0.0,
+        "cost": 0.0,
+        "fee": None,
+        "ft_order_type": "stoploss",
+        "stopLossPrice": 24.5,
+    }
+
+    result = exchange.check_dry_limit_order_filled(order, immediate=immediate)
+
+    assert result["status"] == expected_status
+    assert order_book_l2_usd.call_count == 1
+    if crossed:
+        assert result["filled"] == amount
+        assert result["remaining"] == 0
+        assert result["average"] == 24.25
+        assert result["cost"] == pytest.approx(amount * 24.25)
+        assert average_mock.call_count == 1
+        assert fee_mock.call_count == 1
+        assert fee_mock.call_args[0][1] == "LTC/USDT"
+        assert fee_mock.call_args[0][3] == expected_fee_type
+    else:
+        assert result["filled"] == 0.0
+        assert result["remaining"] == amount
+        assert result["average"] == 0.0
+
+        assert average_mock.call_count == 0
+        assert fee_mock.call_count == 0
+
+
 @pytest.mark.parametrize(
     "side,price,filled,converted",
     [
@@ -2204,6 +2389,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
         ]
     ]
     exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
+    mocker.patch.object(exchange, "verify_candle_type_support")
     # Monkey-patch async function
     exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
 
@@ -2254,6 +2440,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf_usdt, caplog, candle_type) ->
 
     caplog.set_level(logging.DEBUG)
     exchange = get_patched_exchange(mocker, default_conf_usdt)
+    mocker.patch.object(exchange, "verify_candle_type_support")
     exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
 
     pairs = [("IOTA/USDT", "5m", candle_type), ("XRP/USDT", "5m", candle_type)]
@@ -2504,6 +2691,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
     time_machine.move_to(start + timedelta(hours=99, minutes=30))
 
     exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch.object(exchange, "verify_candle_type_support")
     exchange._set_startup_candle_count(default_conf)
 
     mocker.patch(f"{EXMS}.ohlcv_candle_limit", return_value=100)
@@ -2652,6 +2840,29 @@ def test_refresh_ohlcv_with_cache(mocker, default_conf, time_machine) -> None:
     assert ohlcv_mock.call_args_list[0][0][0] == pairs
 
 
+def test_refresh_latest_ohlcv_funding_rate(mocker, default_conf_usdt, caplog) -> None:
+    ohlcv = generate_test_data_raw("1h", 24, "2025-01-02 12:00:00+00:00")
+    funding_data = [{"timestamp": x[0], "fundingRate": x[1]} for x in ohlcv]
+
+    caplog.set_level(logging.DEBUG)
+    exchange = get_patched_exchange(mocker, default_conf_usdt)
+    exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
+    exchange._api_async.fetch_funding_rate_history = get_mock_coro(funding_data)
+
+    pairs = [
+        ("IOTA/USDT:USDT", "8h", CandleType.FUNDING_RATE),
+        ("XRP/USDT:USDT", "1h", CandleType.FUNDING_RATE),
+    ]
+    # empty dicts
+    assert not exchange._klines
+    res = exchange.refresh_latest_ohlcv(pairs, cache=False)
+
+    assert len(res) == len(pairs)
+    assert log_has_re(r"Wrong funding rate timeframe 8h for pair IOTA/USDT:USDT", caplog)
+    assert not log_has_re(r"Wrong funding rate timeframe 8h for pair XRP/USDT:USDT", caplog)
+    assert exchange._api_async.fetch_ohlcv.call_count == 0
+
+
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
     ohlcv = [
@@ -3716,37 +3927,29 @@ def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
     default_conf["dry_run"] = False
-    mock_prefix = "freqtrade.exchange.gate.Gate"
-    if exchange_name == "okx":
-        mock_prefix = "freqtrade.exchange.okx.Okx"
-    mocker.patch(f"{EXMS}.fetch_stoploss_order", return_value={"for": 123})
-    mocker.patch(f"{mock_prefix}.fetch_stoploss_order", return_value={"for": 123})
     exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
+    mocker.patch.object(exchange, "fetch_stoploss_order", return_value={"for": 123})
 
     res = {"fee": {}, "status": "canceled", "amount": 1234}
-    mocker.patch(f"{EXMS}.cancel_stoploss_order", return_value=res)
-    mocker.patch(f"{mock_prefix}.cancel_stoploss_order", return_value=res)
+    mocker.patch.object(exchange, "cancel_stoploss_order", return_value=res)
     co = exchange.cancel_stoploss_order_with_result(order_id="_", pair="TKN/BTC", amount=555)
     assert co == res
 
-    mocker.patch(f"{EXMS}.cancel_stoploss_order", return_value="canceled")
-    mocker.patch(f"{mock_prefix}.cancel_stoploss_order", return_value="canceled")
+    mocker.patch.object(exchange, "cancel_stoploss_order", return_value="canceled")
     # Fall back to fetch_stoploss_order
     co = exchange.cancel_stoploss_order_with_result(order_id="_", pair="TKN/BTC", amount=555)
     assert co == {"for": 123}
 
     exc = InvalidOrderException("")
-    mocker.patch(f"{EXMS}.fetch_stoploss_order", side_effect=exc)
-    mocker.patch(f"{mock_prefix}.fetch_stoploss_order", side_effect=exc)
+    mocker.patch.object(exchange, "fetch_stoploss_order", side_effect=exc)
     co = exchange.cancel_stoploss_order_with_result(order_id="_", pair="TKN/BTC", amount=555)
     assert co["amount"] == 555
     assert co == {"id": "_", "fee": {}, "status": "canceled", "amount": 555, "info": {}}
 
     with pytest.raises(InvalidOrderException):
         exc = InvalidOrderException("Did not find order")
-        mocker.patch(f"{EXMS}.cancel_stoploss_order", side_effect=exc)
-        mocker.patch(f"{mock_prefix}.cancel_stoploss_order", side_effect=exc)
         exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
+        mocker.patch.object(exchange, "cancel_stoploss_order", side_effect=exc)
         exchange.cancel_stoploss_order_with_result(order_id="_", pair="TKN/BTC", amount=123)
 
 
@@ -3931,7 +4134,7 @@ def test_fetch_order_or_stoploss_order(default_conf, mocker):
     fetch_order_mock = MagicMock()
     fetch_stoploss_order_mock = MagicMock()
     mocker.patch.multiple(
-        EXMS,
+        exchange,
         fetch_order=fetch_order_mock,
         fetch_stoploss_order=fetch_stoploss_order_mock,
     )
@@ -5119,6 +5322,7 @@ def test_combine_funding_and_mark(
             {"date": trade_date, "open": mark_price},
         ]
     )
+    # Test fallback to futures funding rate for missing funding rates
     df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate)
 
     if futures_funding_rate is not None:
@@ -5146,6 +5350,34 @@ def test_combine_funding_and_mark(
 
     assert len(df) == 0
 
+    # Test fallback to futures funding rate for middle missing funding rate
+    funding_rates = DataFrame(
+        [
+            {"date": prior2_date, "open": funding_rate},
+            # missing 1 hour
+            {"date": trade_date, "open": funding_rate},
+        ],
+    )
+    mark_rates = DataFrame(
+        [
+            {"date": prior2_date, "open": mark_price},
+            {"date": prior_date, "open": mark_price},
+            {"date": trade_date, "open": mark_price},
+        ]
+    )
+    df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate)
+
+    if futures_funding_rate is not None:
+        assert len(df) == 2
+        assert df.iloc[0]["open_fund"] == funding_rate
+        # assert df.iloc[1]["open_fund"] == futures_funding_rate
+        assert df.iloc[-1]["open_fund"] == funding_rate
+        # Mid-candle is dropped ...
+        assert df["date"].to_list() == [prior2_date, trade_date]
+    else:
+        assert len(df) == 2
+        assert df["date"].to_list() == [prior2_date, trade_date]
+
 
 @pytest.mark.parametrize(
     "exchange,rate_start,rate_end,d1,d2,amount,expected_fees",
@@ -5235,8 +5467,13 @@ def test__fetch_and_calculate_funding_fees(
     api_mock = MagicMock()
     api_mock.fetch_funding_rate_history = get_mock_coro(return_value=funding_rate_history)
     api_mock.fetch_ohlcv = get_mock_coro(return_value=mark_ohlcv)
-    type(api_mock).has = PropertyMock(return_value={"fetchOHLCV": True})
-    type(api_mock).has = PropertyMock(return_value={"fetchFundingRateHistory": True})
+    type(api_mock).has = PropertyMock(
+        return_value={
+            "fetchFundingRateHistory": True,
+            "fetchMarkOHLCV": True,
+            "fetchOHLCV": True,
+        }
+    )
 
     ex = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange)
     mocker.patch(f"{EXMS}.timeframes", PropertyMock(return_value=["1h", "4h", "8h"]))
@@ -5280,8 +5517,13 @@ def test__fetch_and_calculate_funding_fees_datetime_called(
     api_mock.fetch_funding_rate_history = get_mock_coro(
         return_value=funding_rate_history_octohourly
     )
-    type(api_mock).has = PropertyMock(return_value={"fetchOHLCV": True})
-    type(api_mock).has = PropertyMock(return_value={"fetchFundingRateHistory": True})
+    type(api_mock).has = PropertyMock(
+        return_value={
+            "fetchFundingRateHistory": True,
+            "fetchMarkOHLCV": True,
+            "fetchOHLCV": True,
+        }
+    )
     mocker.patch(f"{EXMS}.timeframes", PropertyMock(return_value=["4h", "8h"]))
     exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange)
     d1 = datetime.strptime("2021-08-31 23:00:01 +0000", "%Y-%m-%d %H:%M:%S %z")
@@ -6368,3 +6610,51 @@ def test_fetch_funding_rate(default_conf, mocker, exchange_name):
 
     with pytest.raises(DependencyException, match=r"Pair XRP/ETH not available"):
         exchange.fetch_funding_rate(pair="XRP/ETH")
+
+
+def test_verify_candle_type_support(default_conf, mocker):
+    api_mock = MagicMock()
+    type(api_mock).has = PropertyMock(
+        return_value={
+            "fetchFundingRateHistory": True,
+            "fetchIndexOHLCV": True,
+            "fetchMarkOHLCV": True,
+            "fetchPremiumIndexOHLCV": False,
+        }
+    )
+    exchange = get_patched_exchange(mocker, default_conf, api_mock)
+
+    # Should pass
+    exchange.verify_candle_type_support("futures")
+    exchange.verify_candle_type_support(CandleType.FUTURES)
+    exchange.verify_candle_type_support(CandleType.FUNDING_RATE)
+    exchange.verify_candle_type_support(CandleType.SPOT)
+    exchange.verify_candle_type_support(CandleType.MARK)
+
+    # Should fail:
+
+    with pytest.raises(
+        OperationalException,
+        match=r"Exchange .* does not support fetching premiumindex candles\.",
+    ):
+        exchange.verify_candle_type_support(CandleType.PREMIUMINDEX)
+
+    type(api_mock).has = PropertyMock(
+        return_value={
+            "fetchFundingRateHistory": False,
+            "fetchIndexOHLCV": False,
+            "fetchMarkOHLCV": False,
+            "fetchPremiumIndexOHLCV": True,
+        }
+    )
+    for candle_type in [
+        CandleType.FUNDING_RATE,
+        CandleType.INDEX,
+        CandleType.MARK,
+    ]:
+        with pytest.raises(
+            OperationalException,
+            match=rf"Exchange .* does not support fetching {candle_type.value} candles\.",
+        ):
+            exchange.verify_candle_type_support(candle_type)
+    exchange.verify_candle_type_support(CandleType.PREMIUMINDEX)

tests/exchange/test_htx.py

@@ -123,7 +123,8 @@ def test_create_stoploss_order_dry_run_htx(default_conf, mocker):
     assert "type" in order
 
     assert order["type"] == order_type
-    assert order["price"] == 220
+    assert order["price"] == 217.8
+    assert order["stopPrice"] == 220
     assert order["amount"] == 1
 
 

tests/exchange_online/conftest.py

@@ -515,7 +515,8 @@ EXCHANGES = {
         ],
     },
     "hyperliquid": {
-        "pair": "UBTC/USDC",
+        # TODO: Should be UBTC/USDC - probably needs a fix in ccxt
+        "pair": "BTC/USDC",
         "stake_currency": "USDC",
         "hasQuoteVolume": False,
         "timeframe": "30m",

tests/exchange_online/test_ccxt_compat.py

@@ -11,7 +11,7 @@ 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.exchange.exchange import Exchange, timeframe_to_msecs
 from freqtrade.util import dt_floor_day, dt_now, dt_ts
 from tests.exchange_online.conftest import EXCHANGE_FIXTURE_TYPE, EXCHANGES
 
@@ -270,11 +270,14 @@ class TestCCXTExchange:
         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, pair, timeframe, candle_type, factor=0.9):
+    def _ccxt__async_get_candle_history(
+        self, exchange, pair: str, timeframe: str, candle_type: CandleType, factor: float = 0.9
+    ):
         timeframe_ms = timeframe_to_msecs(timeframe)
+        timeframe_ms_8h = timeframe_to_msecs("8h")
         now = timeframe_to_prev_date(timeframe, datetime.now(UTC))
-        for offset in (360, 120, 30, 10, 5, 2):
-            since = now - timedelta(days=offset)
+        for offset_days in (360, 120, 30, 10, 5, 2):
+            since = now - timedelta(days=offset_days)
             since_ms = int(since.timestamp() * 1000)
 
             res = exchange.loop.run_until_complete(
@@ -289,8 +292,15 @@ class TestCCXTExchange:
             candles = res[3]
             candle_count = exchange.ohlcv_candle_limit(timeframe, candle_type, since_ms) * factor
             candle_count1 = (now.timestamp() * 1000 - since_ms) // timeframe_ms * factor
-            assert len(candles) >= min(candle_count, candle_count1), (
-                f"{len(candles)} < {candle_count} in {timeframe}, Offset: {offset} {factor}"
+            # funding fees can be 1h or 8h - depending on pair and time.
+            candle_count2 = (now.timestamp() * 1000 - since_ms) // timeframe_ms_8h * factor
+            min_value = min(
+                candle_count,
+                candle_count1,
+                candle_count2 if candle_type == CandleType.FUNDING_RATE else candle_count1,
+            )
+            assert len(candles) >= min_value, (
+                f"{len(candles)} < {candle_count} in {timeframe} {offset_days=} {factor=}"
             )
             # Check if first-timeframe is either the start, or start + 1
             assert candles[0][0] == since_ms or (since_ms + timeframe_ms)
@@ -309,6 +319,8 @@ class TestCCXTExchange:
         [
             CandleType.FUTURES,
             CandleType.FUNDING_RATE,
+            CandleType.INDEX,
+            CandleType.PREMIUMINDEX,
             CandleType.MARK,
         ],
     )
@@ -322,6 +334,10 @@ class TestCCXTExchange:
             timeframe = exchange._ft_has.get(
                 "funding_fee_timeframe", exchange._ft_has["mark_ohlcv_timeframe"]
             )
+        else:
+            # never skip funding rate!
+            if not exchange.check_candle_type_support(candle_type):
+                pytest.skip(f"Exchange does not support candle type {candle_type}")
         self._ccxt__async_get_candle_history(
             exchange,
             pair=pair,
@@ -337,6 +353,7 @@ class TestCCXTExchange:
         timeframe_ff = exchange._ft_has.get(
             "funding_fee_timeframe", exchange._ft_has["mark_ohlcv_timeframe"]
         )
+        timeframe_ff_8h = "8h"
         pair_tf = (pair, timeframe_ff, CandleType.FUNDING_RATE)
 
         funding_ohlcv = exchange.refresh_latest_ohlcv(
@@ -350,14 +367,26 @@ class TestCCXTExchange:
         hour1 = timeframe_to_prev_date(timeframe_ff, this_hour - timedelta(minutes=1))
         hour2 = timeframe_to_prev_date(timeframe_ff, hour1 - timedelta(minutes=1))
         hour3 = timeframe_to_prev_date(timeframe_ff, hour2 - timedelta(minutes=1))
-        val0 = rate[rate["date"] == this_hour].iloc[0]["open"]
-        val1 = rate[rate["date"] == hour1].iloc[0]["open"]
-        val2 = rate[rate["date"] == hour2].iloc[0]["open"]
-        val3 = rate[rate["date"] == hour3].iloc[0]["open"]
+        # Alternative 8h timeframe - funding fee timeframe is not stable.
+        h8_this_hour = timeframe_to_prev_date(timeframe_ff_8h)
+        h8_hour1 = timeframe_to_prev_date(timeframe_ff_8h, h8_this_hour - timedelta(minutes=1))
+        h8_hour2 = timeframe_to_prev_date(timeframe_ff_8h, h8_hour1 - timedelta(minutes=1))
+        h8_hour3 = timeframe_to_prev_date(timeframe_ff_8h, h8_hour2 - timedelta(minutes=1))
+        row0 = rate.iloc[-1]
+        row1 = rate.iloc[-2]
+        row2 = rate.iloc[-3]
+        row3 = rate.iloc[-4]
+
+        assert row0["date"] == this_hour or row0["date"] == h8_this_hour
+        assert row1["date"] == hour1 or row1["date"] == h8_hour1
+        assert row2["date"] == hour2 or row2["date"] == h8_hour2
+        assert row3["date"] == hour3 or row3["date"] == h8_hour3
 
         # Test For last 4 hours
         # Avoids random test-failure when funding-fees are 0 for a few hours.
-        assert val0 != 0.0 or val1 != 0.0 or val2 != 0.0 or val3 != 0.0
+        assert (
+            row0["open"] != 0.0 or row1["open"] != 0.0 or row2["open"] != 0.0 or row3["open"] != 0.0
+        )
         # We expect funding rates to be different from 0.0 - or moving around.
         assert (
             rate["open"].max() != 0.0
@@ -369,7 +398,10 @@ class TestCCXTExchange:
         exchange, exchangename = exchange_futures
         pair = EXCHANGES[exchangename].get("futures_pair", EXCHANGES[exchangename]["pair"])
         since = int((datetime.now(UTC) - timedelta(days=5)).timestamp() * 1000)
-        pair_tf = (pair, "1h", CandleType.MARK)
+        candle_type = CandleType.from_string(
+            exchange.get_option("mark_ohlcv_price", default=CandleType.MARK)
+        )
+        pair_tf = (pair, "1h", candle_type)
 
         mark_ohlcv = exchange.refresh_latest_ohlcv([pair_tf], since_ms=since, drop_incomplete=False)
 
@@ -422,15 +454,23 @@ class TestCCXTExchange:
             trades_orig = nvspy.call_args_list[2][0][0]
             assert len(trades_orig[-1].get("info")) > len(trades_orig[-2].get("info"))
 
-    def test_ccxt_get_fee(self, exchange: EXCHANGE_FIXTURE_TYPE):
-        exch, exchangename = exchange
-        pair = EXCHANGES[exchangename]["pair"]
+    def _ccxt_get_fee(self, exch: Exchange, pair: str):
         threshold = 0.01
         assert 0 < exch.get_fee(pair, "limit", "buy") < threshold
         assert 0 < exch.get_fee(pair, "limit", "sell") < threshold
         assert 0 < exch.get_fee(pair, "market", "buy") < threshold
         assert 0 < exch.get_fee(pair, "market", "sell") < threshold
 
+    def test_ccxt_get_fee_spot(self, exchange: EXCHANGE_FIXTURE_TYPE):
+        exch, exchangename = exchange
+        pair = EXCHANGES[exchangename]["pair"]
+        self._ccxt_get_fee(exch, pair)
+
+    def test_ccxt_get_fee_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
+        exch, exchangename = exchange_futures
+        pair = EXCHANGES[exchangename].get("futures_pair", EXCHANGES[exchangename]["pair"])
+        self._ccxt_get_fee(exch, pair)
+
     def test_ccxt_get_max_leverage_spot(self, exchange: EXCHANGE_FIXTURE_TYPE):
         spot, spot_name = exchange
         if spot:

tests/freqtradebot/test_freqtradebot.py

@@ -2548,9 +2548,9 @@ def test_manage_open_orders_exception(
     caplog.clear()
     freqtrade.manage_open_orders()
     assert log_has_re(
-        r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30.00000000, "
-        r"is_short=False, leverage=1.0, "
-        r"open_rate=2.00000000, open_since="
+        r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30, "
+        r"is_short=False, leverage=1, "
+        r"open_rate=2, open_since="
         f"{open_trade_usdt.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
         r"\) due to Traceback \(most recent call last\):\n*",
         caplog,
@@ -3092,7 +3092,7 @@ def test_execute_trade_exit_custom_exit_price(
         "exit_reason": "foo",
         "open_date": ANY,
         "close_date": ANY,
-        "close_rate": ANY,
+        "close_rate": 2.25,  # the custom exit price
         "sub_trade": False,
         "cumulative_profit": 0.0,
         "stake_amount": pytest.approx(60),
@@ -3751,8 +3751,8 @@ def test_get_real_amount_quote(
     # Amount is reduced by "fee"
     assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == (amount * 0.001)
     assert log_has(
-        "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False,"
-        " leverage=1.0, open_rate=0.24544100, open_since=closed), fee=0.008.",
+        "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8, is_short=False,"
+        " leverage=1, open_rate=0.245441, open_since=closed), fee=0.008.",
         caplog,
     )
 
@@ -3805,8 +3805,8 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
     # Amount is reduced by "fee"
     assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) is None
     assert log_has(
-        "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, "
-        "is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) failed: "
+        "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8, "
+        "is_short=False, leverage=1, open_rate=0.245441, open_since=closed) failed: "
         "myTrade-dict empty found",
         caplog,
     )
@@ -3825,8 +3825,8 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
             0,
             True,
             (
-                "Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False, "
-                "leverage=1.0, open_rate=0.24544100, open_since=closed) [buy]: 0.00094518 BNB -"
+                "Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8, is_short=False, "
+                "leverage=1, open_rate=0.245441, open_since=closed) [buy]: 0.00094518 BNB -"
                 " rate: None"
             ),
         ),
@@ -3836,8 +3836,8 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
             0.004,
             False,
             (
-                "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, "
-                "is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed), fee=0.004."
+                "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8, "
+                "is_short=False, leverage=1, open_rate=0.245441, open_since=closed), fee=0.004."
             ),
         ),
         # invalid, no currency in from fee dict
@@ -3941,8 +3941,8 @@ def test_get_real_amount_multi(
     assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == expected_amount
     assert log_has(
         (
-            "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, "
-            "is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed), "
+            "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8, "
+            "is_short=False, leverage=1, open_rate=0.245441, open_since=closed), "
             f"fee={expected_amount}."
         ),
         caplog,
@@ -4525,6 +4525,7 @@ def test_check_for_open_trades(mocker, default_conf_usdt, fee, is_short):
 def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_short):
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     create_mock_trades(fee, is_short=is_short)
+    mocker.patch(f"{EXMS}._dry_is_price_crossed", return_value=False)
 
     freqtrade.startup_update_open_orders()
     assert not log_has_re(r"Error updating Order .*", caplog)

tests/freqtradebot/test_integration.py

@@ -50,16 +50,20 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
     stoploss_order_mock = MagicMock(side_effect=stop_orders)
     # Sell 3rd trade (not called for the first trade)
     should_sell_mock = MagicMock(side_effect=[[], [ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]])
-    cancel_order_mock = MagicMock()
+
+    def patch_stoploss(order_id, *args, **kwargs):
+        slo = stoploss_order_open.copy()
+        slo["id"] = order_id
+        slo["status"] = "canceled"
+        return slo
+
+    cancel_order_mock = MagicMock(side_effect=patch_stoploss)
     mocker.patch.multiple(
         EXMS,
-        create_stoploss=stoploss,
         fetch_ticker=ticker,
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
-        fetch_stoploss_order=stoploss_order_mock,
-        cancel_stoploss_order_with_result=cancel_order_mock,
     )
 
     mocker.patch.multiple(
@@ -73,6 +77,12 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
     mocker.patch("freqtrade.wallets.Wallets.check_exit_amount", return_value=True)
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    mocker.patch.multiple(
+        freqtrade.exchange,
+        create_stoploss=stoploss,
+        fetch_stoploss_order=stoploss_order_mock,
+        cancel_stoploss_order_with_result=cancel_order_mock,
+    )
     freqtrade.strategy.order_types["stoploss_on_exchange"] = True
     # Switch ordertype to market to close trade immediately
     freqtrade.strategy.order_types["exit"] = "market"
@@ -793,9 +803,13 @@ def test_dca_handle_similar_open_order(
     # Should Create a new exit order
     freqtrade.exchange.amount_to_contract_precision = MagicMock(return_value=2)
     freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-2)
+    msg = r"Skipping cancelling stoploss on exchange for.*"
 
     mocker.patch(f"{EXMS}._dry_is_price_crossed", return_value=False)
+    assert not log_has_re(msg, caplog)
     freqtrade.process()
+    assert log_has_re(msg, caplog)
+
     trade = Trade.get_trades().first()
 
     assert trade.orders[-2].status == "closed"

tests/freqtradebot/test_stoploss_on_exchange.py

@@ -103,7 +103,7 @@ def test_handle_stoploss_on_exchange(
     trade.is_open = True
 
     hanging_stoploss_order = MagicMock(return_value={"id": "13434334", "status": "open"})
-    mocker.patch(f"{EXMS}.fetch_stoploss_order", hanging_stoploss_order)
+    mocker.patch.object(freqtrade.exchange, "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)
@@ -116,7 +116,7 @@ def test_handle_stoploss_on_exchange(
     trade.is_open = True
 
     canceled_stoploss_order = MagicMock(return_value={"id": "13434334", "status": "canceled"})
-    mocker.patch(f"{EXMS}.fetch_stoploss_order", canceled_stoploss_order)
+    mocker.patch.object(freqtrade.exchange, "fetch_stoploss_order", canceled_stoploss_order)
     stoploss.reset_mock()
     amount_before = trade.amount
 
@@ -149,7 +149,7 @@ def test_handle_stoploss_on_exchange(
             "amount": enter_order["amount"],
         }
     )
-    mocker.patch(f"{EXMS}.fetch_stoploss_order", stoploss_order_hit)
+    mocker.patch.object(freqtrade.exchange, "fetch_stoploss_order", stoploss_order_hit)
     freqtrade.strategy.order_filled = MagicMock(return_value=None)
     assert freqtrade.handle_stoploss_on_exchange(trade) is True
     assert log_has_re(r"STOP_LOSS_LIMIT is hit for Trade\(id=1, .*\)\.", caplog)
@@ -158,7 +158,7 @@ def test_handle_stoploss_on_exchange(
     assert freqtrade.strategy.order_filled.call_count == 1
     caplog.clear()
 
-    mocker.patch(f"{EXMS}.create_stoploss", side_effect=ExchangeError())
+    mocker.patch.object(freqtrade.exchange, "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)
@@ -168,8 +168,13 @@ def test_handle_stoploss_on_exchange(
     # 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)
+    mocker.patch.multiple(
+        freqtrade.exchange,
+        fetch_stoploss_order=MagicMock(
+            side_effect=InvalidOrderException(),
+        ),
+        create_stoploss=stoploss,
+    )
     freqtrade.handle_stoploss_on_exchange(trade)
     assert len(trade.open_sl_orders) == 1
     assert stoploss.call_count == 1
@@ -179,8 +184,7 @@ def test_handle_stoploss_on_exchange(
     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)
+    mocker.patch.multiple(freqtrade.exchange, fetch_order=MagicMock(), 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
@@ -252,9 +256,12 @@ def test_handle_stoploss_on_exchange_emergency(
     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)
+    mocker.patch.multiple(
+        freqtrade.exchange,
+        cancel_stoploss_order_with_result=MagicMock(side_effect=InvalidOrderException()),
+        fetch_stoploss_order=stoploss_order_cancelled,
+        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
@@ -311,7 +318,7 @@ def test_handle_stoploss_on_exchange_partial(
             "amount": enter_order["amount"],
         }
     )
-    mocker.patch(f"{EXMS}.fetch_stoploss_order", stoploss_order_hit)
+    mocker.patch.multiple(freqtrade.exchange, fetch_stoploss_order=stoploss_order_hit)
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     # Stoploss filled partially ...
     assert trade.amount == 15
@@ -383,8 +390,11 @@ def test_handle_stoploss_on_exchange_partial_cancel_here(
             "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)
+    mocker.patch.multiple(
+        freqtrade.exchange,
+        fetch_stoploss_order=stoploss_order_hit,
+        cancel_stoploss_order_with_result=stoploss_order_cancel,
+    )
     time_machine.shift(timedelta(minutes=15))
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
@@ -408,20 +418,20 @@ def test_handle_sle_cancel_cant_recreate(
     mocker.patch.multiple(
         EXMS,
         fetch_ticker=MagicMock(return_value={"bid": 1.9, "ask": 2.2, "last": 1.9}),
+        get_fee=fee,
+    )
+    freqtrade = FreqtradeBot(default_conf_usdt)
+    mocker.patch.multiple(
+        freqtrade.exchange,
         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()
@@ -644,8 +654,11 @@ def test_handle_stoploss_on_exchange_trailing(
     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)
+    mocker.patch.multiple(
+        freqtrade.exchange,
+        fetch_stoploss_order=MagicMock(return_value=stoploss_order_hanging),
+        cancel_stoploss_order=MagicMock(return_value=stoploss_order_cancel),
+    )
 
     # stoploss initially at 5%
     assert freqtrade.handle_trade(trade) is False
@@ -671,9 +684,12 @@ def test_handle_stoploss_on_exchange_trailing(
         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)
+    mocker.patch.multiple(
+        freqtrade.exchange,
+        fetch_stoploss_order=MagicMock(),
+        cancel_stoploss_order=cancel_order_mock,
+        create_stoploss=stoploss_order_mock,
+    )
 
     # stoploss should not be updated as the interval is 60 seconds
     assert freqtrade.handle_trade(trade) is False
@@ -711,8 +727,9 @@ def test_handle_stoploss_on_exchange_trailing(
             }
         ),
     )
-    mocker.patch(
-        f"{EXMS}.cancel_stoploss_order_with_result",
+    mocker.patch.object(
+        freqtrade.exchange,
+        "cancel_stoploss_order_with_result",
         return_value={"id": "so1", "status": "canceled"},
     )
     assert len(trade.open_sl_orders) == 1
@@ -786,8 +803,12 @@ def test_handle_stoploss_on_exchange_trailing_error(
             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)
+    mocker.patch.object(
+        freqtrade.exchange, "cancel_stoploss_order", side_effect=InvalidOrderException()
+    )
+    mocker.patch.object(
+        freqtrade.exchange, "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)
@@ -799,8 +820,8 @@ def test_handle_stoploss_on_exchange_trailing_error(
 
     # Fail creating stoploss order
     caplog.clear()
-    cancel_mock = mocker.patch(f"{EXMS}.cancel_stoploss_order")
-    mocker.patch(f"{EXMS}.create_stoploss", side_effect=ExchangeError())
+    cancel_mock = mocker.patch.object(freqtrade.exchange, "cancel_stoploss_order")
+    mocker.patch.object(freqtrade.exchange, "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
@@ -846,20 +867,9 @@ def test_handle_stoploss_on_exchange_custom_stop(
     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
@@ -868,6 +878,17 @@ def test_handle_stoploss_on_exchange_custom_stop(
     default_conf_usdt["minimal_roi"]["0"] = 999999999
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+    mocker.patch.multiple(
+        freqtrade.exchange,
+        create_order=MagicMock(
+            side_effect=[
+                enter_order,
+                exit_order,
+            ]
+        ),
+        create_stoploss=stoploss,
+        stoploss_adjust=MagicMock(return_value=True),
+    )
 
     # enabling stoploss on exchange
     freqtrade.strategy.order_types["stoploss_on_exchange"] = True
@@ -912,8 +933,11 @@ def test_handle_stoploss_on_exchange_custom_stop(
         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)
+    mocker.patch.multiple(
+        freqtrade.exchange,
+        fetch_stoploss_order=MagicMock(fetch_stoploss_order_mock),
+        cancel_stoploss_order=MagicMock(return_value=slo_canceled),
+    )
 
     assert freqtrade.handle_trade(trade) is False
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
@@ -932,8 +956,11 @@ def test_handle_stoploss_on_exchange_custom_stop(
 
     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)
+    mocker.patch.multiple(
+        freqtrade.exchange,
+        cancel_stoploss_order=cancel_order_mock,
+        create_stoploss=stoploss_order_mock,
+    )
 
     # stoploss should not be updated as the interval is 60 seconds
     assert freqtrade.handle_trade(trade) is False
@@ -1054,7 +1081,9 @@ 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.object(
+        freqtrade.exchange, "cancel_stoploss_order", side_effect=InvalidOrderException()
+    )
     mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=300))
     create_order_mock = MagicMock(
         side_effect=[
@@ -1114,12 +1143,15 @@ def test_execute_trade_exit_with_stoploss_on_exchange(
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
+    )
+    freqtrade = FreqtradeBot(default_conf_usdt)
+    mocker.patch.multiple(
+        freqtrade.exchange,
         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)
 
@@ -1208,7 +1240,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
             "trades": None,
         }
     )
-    mocker.patch(f"{EXMS}.fetch_stoploss_order", stoploss_executed)
+    mocker.patch.object(freqtrade.exchange, "fetch_stoploss_order", stoploss_executed)
 
     freqtrade.exit_positions(trades)
     assert trade.has_open_sl_orders is False

tests/optimize/test_backtesting.py

@@ -879,6 +879,10 @@ def test_backtest_one_detail(default_conf_usdt, mocker, testdatadir, use_detail)
     patch_exchange(mocker)
     mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
     mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float("inf"))
+    default_conf_usdt["unfilledtimeout"] = {
+        "entry": 11,
+        "exit": 30,
+    }
     if use_detail:
         default_conf_usdt["timeframe_detail"] = "1m"
 
@@ -916,7 +920,7 @@ def test_backtest_one_detail(default_conf_usdt, mocker, testdatadir, use_detail)
     )
     results = result["results"]
     assert not results.empty
-    # Timeout settings from default_conf = entry: 10, exit: 30
+    # Timeout settings from = entry: 11, exit: 30
     assert len(results) == (2 if use_detail else 3)
 
     assert "orders" in results.columns
@@ -966,8 +970,8 @@ def test_backtest_one_detail(default_conf_usdt, mocker, testdatadir, use_detail)
 @pytest.mark.parametrize(
     "use_detail,exp_funding_fee, exp_ff_updates",
     [
-        (True, -0.018054162, 10),
-        (False, -0.01780296, 6),
+        (True, -0.0180457882, 15),
+        (False, -0.0178000543, 12),
     ],
 )
 def test_backtest_one_detail_futures(
@@ -1077,8 +1081,8 @@ def test_backtest_one_detail_futures(
 @pytest.mark.parametrize(
     "use_detail,entries,max_stake,ff_updates,expected_ff",
     [
-        (True, 50, 3000, 55, -1.18038144),
-        (False, 6, 360, 11, -0.14679994),
+        (True, 50, 3000, 78, -1.17988972),
+        (False, 6, 360, 34, -0.14673681),
     ],
 )
 def test_backtest_one_detail_futures_funding_fees(
@@ -1800,7 +1804,7 @@ def test_backtest_multi_pair_detail_simplified(
     if use_detail:
         # Backtest loop is called once per candle per pair
         # Exact numbers depend on trade state - but should be around 2_600
-        assert bl_spy.call_count > 2_170
+        assert bl_spy.call_count > 2_159
         assert bl_spy.call_count < 2_800
         assert len(evaluate_result_multi(results["results"], "1h", 3)) > 0
     else:
@@ -2378,13 +2382,12 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, caplog, testda
         f"Using data directory: {testdatadir} ...",
         "Loading data from 2021-11-17 01:00:00 up to 2021-11-21 04:00:00 (4 days).",
         "Backtesting with data from 2021-11-17 21:00:00 up to 2021-11-21 04:00:00 (3 days).",
-        "XRP/USDT:USDT, funding_rate, 8h, data starts at 2021-11-18 00:00:00",
-        "XRP/USDT:USDT, mark, 8h, data starts at 2021-11-18 00:00:00",
+        "XRP/USDT:USDT, funding_rate, 1h, data starts at 2021-11-18 00:00:00",
         f"Running backtesting for Strategy {CURRENT_TEST_STRATEGY}",
     ]
 
     for line in exists:
-        assert log_has(line, caplog)
+        assert log_has(line, caplog), line
 
     captured = capsys.readouterr()
     assert "BACKTESTING REPORT" in captured.out
@@ -2772,7 +2775,7 @@ def test_time_pair_generator_open_trades_first(mocker, default_conf, dynamic_pai
     dummy_row = (end_date, 1.0, 1.1, 0.9, 1.0, 0, 0, 0, 0, None, None)
     data = {pair: [dummy_row] for pair in pairs}
 
-    def mock_refresh(self):
+    def mock_refresh(self, **kwargs):
         # Simulate shuffle
         self._whitelist = pairs[::-1]  # ['ETH/BTC', 'NEO/BTC', 'LTC/BTC', 'XRP/BTC']
 

tests/persistence/test_persistence.py

@@ -372,8 +372,8 @@ def test_borrowed(fee, is_short, lev, borrowed, trading_mode):
 @pytest.mark.parametrize(
     "is_short,open_rate,close_rate,lev,profit,trading_mode",
     [
-        (False, 2.0, 2.2, 1.0, 0.09451372, spot),
-        (True, 2.2, 2.0, 3.0, 0.25894253, margin),
+        (False, 2, 2.2, 1, 0.09451372, spot),
+        (True, 2.2, 2.0, 3, 0.25894253, margin),
     ],
 )
 @pytest.mark.usefixtures("init_persistence")
@@ -493,8 +493,8 @@ def test_update_limit_order(
     assert trade.close_date is None
     assert log_has_re(
         f"LIMIT_{entry_side.upper()} has been fulfilled for "
-        r"Trade\(id=2, pair=ADA/USDT, amount=30.00000000, "
-        f"is_short={is_short}, leverage={lev}, open_rate={open_rate}0000000, "
+        r"Trade\(id=2, pair=ADA/USDT, amount=30, "
+        f"is_short={is_short}, leverage={lev}, open_rate={open_rate}, "
         r"open_since=.*\).",
         caplog,
     )
@@ -511,8 +511,8 @@ def test_update_limit_order(
     assert trade.close_date is not None
     assert log_has_re(
         f"LIMIT_{exit_side.upper()} has been fulfilled for "
-        r"Trade\(id=2, pair=ADA/USDT, amount=30.00000000, "
-        f"is_short={is_short}, leverage={lev}, open_rate={open_rate}0000000, "
+        r"Trade\(id=2, pair=ADA/USDT, amount=30, "
+        f"is_short={is_short}, leverage={lev}, open_rate={open_rate}, "
         r"open_since=.*\).",
         caplog,
     )
@@ -545,8 +545,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
     assert trade.close_date is None
     assert log_has_re(
         r"MARKET_BUY has been fulfilled for Trade\(id=1, "
-        r"pair=ADA/USDT, amount=30.00000000, is_short=False, leverage=1.0, "
-        r"open_rate=2.00000000, open_since=.*\).",
+        r"pair=ADA/USDT, amount=30, is_short=False, leverage=1, "
+        r"open_rate=2, open_since=.*\).",
         caplog,
     )
 
@@ -561,8 +561,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
     assert trade.close_date is not None
     assert log_has_re(
         r"MARKET_SELL has been fulfilled for Trade\(id=1, "
-        r"pair=ADA/USDT, amount=30.00000000, is_short=False, leverage=1.0, "
-        r"open_rate=2.00000000, open_since=.*\).",
+        r"pair=ADA/USDT, amount=30, is_short=False, leverage=1, "
+        r"open_rate=2, open_since=.*\).",
         caplog,
     )
 
@@ -1479,6 +1479,8 @@ def test_to_json(fee):
         "contract_size": 1,
         "orders": [],
         "has_open_orders": False,
+        "nr_of_successful_entries": 0,
+        "nr_of_successful_exits": 0,
     }
 
     # Simulate dry_run entries
@@ -1570,6 +1572,8 @@ def test_to_json(fee):
         "contract_size": 1,
         "orders": [],
         "has_open_orders": False,
+        "nr_of_successful_entries": 0,
+        "nr_of_successful_exits": 0,
     }
 
 

tests/rpc/test_rpc.py

@@ -99,6 +99,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         "contract_size": 1,
         "has_open_orders": False,
         "nr_of_successful_entries": ANY,
+        "nr_of_successful_exits": ANY,
         "orders": [
             {
                 "amount": 91.07468123,
@@ -309,7 +310,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker, time_machine) -> No
     )
     assert "now" == result[0][2]
     assert "ETH/BTC" in result[0][1]
-    assert "nan%" == result[0][3]
+    assert "N/A" == result[0][3]
     assert isnan(fiat_profit_sum)
 
 
@@ -385,11 +386,14 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
     mocker.patch.multiple(
         EXMS,
         markets=PropertyMock(return_value=markets),
-        cancel_order=cancel_mock,
-        cancel_stoploss_order=stoploss_mock,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    mocker.patch.multiple(
+        freqtradebot.exchange,
+        cancel_order=cancel_mock,
+        cancel_stoploss_order=stoploss_mock,
+    )
     freqtradebot.strategy.order_types["stoploss_on_exchange"] = True
     create_mock_trades(fee, is_short)
     rpc = RPC(freqtradebot)
@@ -425,13 +429,17 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
     assert stoploss_mock.call_count == 1
     assert res["cancel_order_count"] == 1
 
-    stoploss_mock = mocker.patch(f"{EXMS}.cancel_stoploss_order", side_effect=InvalidOrderException)
+    stoploss_mock = mocker.patch.object(
+        freqtradebot.exchange, "cancel_stoploss_order", side_effect=InvalidOrderException
+    )
 
     res = rpc._rpc_delete("3")
     assert stoploss_mock.call_count == 1
     stoploss_mock.reset_mock()
 
-    cancel_mock = mocker.patch(f"{EXMS}.cancel_order", side_effect=InvalidOrderException)
+    cancel_mock = mocker.patch.object(
+        freqtradebot.exchange, "cancel_order", side_effect=InvalidOrderException
+    )
 
     res = rpc._rpc_delete("4")
     assert cancel_mock.call_count == 1

tests/rpc/test_rpc_apiserver.py

@@ -1034,8 +1034,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
     stoploss_mock = MagicMock()
     cancel_mock = MagicMock()
     mocker.patch.multiple(
-        EXMS,
-        markets=PropertyMock(return_value=markets),
+        ftbot.exchange,
         cancel_order=cancel_mock,
         cancel_stoploss_order=stoploss_mock,
     )
@@ -1605,6 +1604,8 @@ def test_api_status(
         "precision_mode": None,
         "orders": [ANY],
         "has_open_orders": True,
+        "nr_of_successful_entries": ANY,
+        "nr_of_successful_exits": ANY,
     }
 
     mocker.patch(
@@ -1817,6 +1818,8 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
         "price_precision": None,
         "precision_mode": None,
         "has_open_orders": False,
+        "nr_of_successful_entries": ANY,
+        "nr_of_successful_exits": ANY,
         "orders": [],
     }
 
@@ -1849,9 +1852,35 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
     Trade.rollback()
 
     trade = Trade.get_trades([Trade.id == 5]).first()
+    last_order = trade.orders[-1]
+
+    assert last_order.side == "sell"
+    assert last_order.status == "closed"
+    assert last_order.order_type == "market"
+    assert last_order.amount == 23
     assert pytest.approx(trade.amount) == 100
     assert trade.is_open is True
 
+    # Test with explicit price
+    rc = client_post(
+        client,
+        f"{BASE_URI}/forceexit",
+        data={"tradeid": "5", "ordertype": "limit", "amount": 25, "price": 0.12345},
+    )
+    assert_response(rc)
+    assert rc.json() == {"result": "Created exit order for trade 5."}
+    Trade.rollback()
+
+    trade = Trade.get_trades([Trade.id == 5]).first()
+    last_order = trade.orders[-1]
+    assert last_order.status == "closed"
+    assert last_order.order_type == "limit"
+    assert pytest.approx(last_order.safe_price) == 0.12345
+    assert pytest.approx(last_order.amount) == 25
+
+    assert pytest.approx(trade.amount) == 75
+    assert trade.is_open is True
+
     rc = client_post(client, f"{BASE_URI}/forceexit", data={"tradeid": "5"})
     assert_response(rc)
     assert rc.json() == {"result": "Created exit order for trade 5."}
@@ -2754,12 +2783,12 @@ def test_list_available_pairs(botclient):
     rc = client_get(client, f"{BASE_URI}/available_pairs")
 
     assert_response(rc)
-    assert rc.json()["length"] == 12
+    assert rc.json()["length"] == 14
     assert isinstance(rc.json()["pairs"], list)
 
     rc = client_get(client, f"{BASE_URI}/available_pairs?timeframe=5m")
     assert_response(rc)
-    assert rc.json()["length"] == 12
+    assert rc.json()["length"] == 14
 
     rc = client_get(client, f"{BASE_URI}/available_pairs?stake_currency=ETH")
     assert_response(rc)
@@ -3247,6 +3276,7 @@ def test_api_download_data(botclient, mocker, tmp_path):
     body = {
         "pairs": ["ETH/BTC", "XRP/BTC"],
         "timeframes": ["5m"],
+        "candle_types": ["spot"],
     }
 
     # Fail, already running

tests/rpc/test_rpc_telegram.py

@@ -421,7 +421,8 @@ async def test_telegram_status_multi_entry(default_conf, update, mocker, fee) ->
     assert msg_mock.call_count == 4
     msg = msg_mock.call_args_list[3][0][0]
     assert re.search(r"Number of Entries.*2", msg)
-    assert re.search(r"Number of Exits.*1", msg)
+    # Exit order is still open, hence not a successful exit
+    assert re.search(r"Number of Exits.*0", msg)
     assert re.search(r"Close Date:", msg) is None
     assert re.search(r"Close Profit:", msg) is None
 

tests/util/test_binance_mig.py

@@ -20,8 +20,8 @@ def test_binance_mig_data_conversion(default_conf_usdt, tmp_path, testdatadir):
     files = [
         "-1h-mark.feather",
         "-1h-futures.feather",
-        "-8h-funding_rate.feather",
-        "-8h-mark.feather",
+        "-1h-funding_rate.feather",
+        "-1h-mark.feather",
     ]
 
     # Copy files to tmpdir and rename to old naming

tests/util/test_datetime_helpers.py

@@ -108,6 +108,7 @@ def test_format_date() -> None:
     date = datetime(2021, 9, 30, 22, 59, 3, 455555, tzinfo=UTC)
     assert format_date(date) == "2021-09-30 22:59:03"
     assert format_date(None) == ""
+    assert format_date(None, "closed") == "closed"
 
 
 def test_format_ms_time_detailed() -> None:

tests/util/test_formatters.py

@@ -1,6 +1,13 @@
 from datetime import timedelta
 
-from freqtrade.util import decimals_per_coin, fmt_coin, fmt_coin2, format_duration, round_value
+from freqtrade.util import (
+    decimals_per_coin,
+    fmt_coin,
+    fmt_coin2,
+    format_duration,
+    format_pct,
+    round_value,
+)
 
 
 def test_decimals_per_coin():
@@ -25,6 +32,7 @@ def test_fmt_coin():
     assert fmt_coin(0.1274512123, "BTC", False) == "0.12745121"
     assert fmt_coin(0.1274512123, "ETH", False) == "0.12745"
     assert fmt_coin(222.2, "USDT", False, True) == "222.200"
+    assert fmt_coin(float("nan"), "USDT", False, True) == "N/A"
 
 
 def test_fmt_coin2():
@@ -35,6 +43,7 @@ def test_fmt_coin2():
     assert fmt_coin2(0.1274512123, "BTC") == "0.12745121 BTC"
     assert fmt_coin2(0.1274512123, "ETH") == "0.12745121 ETH"
     assert fmt_coin2(0.00001245, "PEPE") == "0.00001245 PEPE"
+    assert fmt_coin2(float("nan"), "PEPE") == "N/A PEPE"
 
 
 def test_round_value():
@@ -46,6 +55,10 @@ def test_round_value():
     assert round_value(0.1274512123, 5) == "0.12745"
     assert round_value(222.2, 3, True) == "222.200"
     assert round_value(222.2, 0, True) == "222"
+    assert round_value(float("nan"), 0, True) == "N/A"
+    assert round_value(float("nan"), 10, True) == "N/A"
+    assert round_value(None, 10, True) == "N/A"
+    assert round_value(None, 1, True) == "N/A"
 
 
 def test_format_duration():
@@ -55,3 +68,13 @@ def test_format_duration():
     assert format_duration(timedelta(minutes=1445)) == "1d 00:05"
     assert format_duration(timedelta(minutes=11445)) == "7d 22:45"
     assert format_duration(timedelta(minutes=101445)) == "70d 10:45"
+
+
+def test_format_pct():
+    assert format_pct(0.1234) == "12.34%"
+    assert format_pct(0.1) == "10.00%"
+    assert format_pct(0.0) == "0.00%"
+    assert format_pct(-0.0567) == "-5.67%"
+    assert format_pct(-1.5567) == "-155.67%"
+    assert format_pct(None) == "N/A"
+    assert format_pct(float("nan")) == "N/A"

tests/util/test_funding_rate_migration.py

@@ -5,13 +5,13 @@ from freqtrade.util.migrations import migrate_funding_fee_timeframe
 
 def test_migrate_funding_rate_timeframe(default_conf_usdt, tmp_path, testdatadir):
     copytree(testdatadir / "futures", tmp_path / "futures")
-    file_4h = tmp_path / "futures" / "XRP_USDT_USDT-4h-funding_rate.feather"
-    file_8h = tmp_path / "futures" / "XRP_USDT_USDT-8h-funding_rate.feather"
+    file_30m = tmp_path / "futures" / "XRP_USDT_USDT-30m-funding_rate.feather"
+    file_1h_fr = tmp_path / "futures" / "XRP_USDT_USDT-1h-funding_rate.feather"
     file_1h = tmp_path / "futures" / "XRP_USDT_USDT-1h-futures.feather"
-    file_8h.rename(file_4h)
+    file_1h_fr.rename(file_30m)
     assert file_1h.exists()
-    assert file_4h.exists()
-    assert not file_8h.exists()
+    assert file_30m.exists()
+    assert not file_1h_fr.exists()
 
     default_conf_usdt["datadir"] = tmp_path
 
@@ -22,7 +22,7 @@ def test_migrate_funding_rate_timeframe(default_conf_usdt, tmp_path, testdatadir
 
     migrate_funding_fee_timeframe(default_conf_usdt, None)
 
-    assert not file_4h.exists()
-    assert file_8h.exists()
+    assert not file_30m.exists()
+    assert file_1h_fr.exists()
     # futures files is untouched.
     assert file_1h.exists()