From 1ade11f00b4cabf6fef4be71c38ff0e908136bdd Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 5 May 2024 19:17:18 +0200 Subject: [PATCH 001/237] chore: Fix a few freqAI mutable defaults --- freqtrade/freqai/RL/BaseEnvironment.py | 11 ++++++----- freqtrade/freqai/RL/BaseReinforcementLearningModel.py | 2 +- 2 files changed, 7 insertions(+), 6 deletions(-) diff --git a/freqtrade/freqai/RL/BaseEnvironment.py b/freqtrade/freqai/RL/BaseEnvironment.py index 5ddfdeb68..63fca6224 100644 --- a/freqtrade/freqai/RL/BaseEnvironment.py +++ b/freqtrade/freqai/RL/BaseEnvironment.py @@ -47,19 +47,20 @@ class BaseEnvironment(gym.Env): def __init__( self, - df: DataFrame = DataFrame(), - prices: DataFrame = DataFrame(), - reward_kwargs: dict = {}, + *, + df: DataFrame, + prices: DataFrame, + reward_kwargs: dict, window_size=10, starting_point=True, id: str = "baseenv-1", # noqa: A002 seed: int = 1, - config: dict = {}, + config: dict, live: bool = False, fee: float = 0.0015, can_short: bool = False, pair: str = "", - df_raw: DataFrame = DataFrame(), + df_raw: DataFrame, ): """ Initializes the training/eval environment. diff --git a/freqtrade/freqai/RL/BaseReinforcementLearningModel.py b/freqtrade/freqai/RL/BaseReinforcementLearningModel.py index 225ed3d50..05ab5be55 100644 --- a/freqtrade/freqai/RL/BaseReinforcementLearningModel.py +++ b/freqtrade/freqai/RL/BaseReinforcementLearningModel.py @@ -488,7 +488,7 @@ def make_env( seed: int, train_df: DataFrame, price: DataFrame, - env_info: Dict[str, Any] = {}, + env_info: Dict[str, Any], ) -> Callable: """ Utility function for multiprocessed env. From 6b889814ad975ab4e159823b0e0402f4ba178627 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 5 May 2024 19:26:14 +0200 Subject: [PATCH 002/237] chore: Fix further "mutable arguments" call --- freqtrade/freqai/torch/PyTorchModelTrainer.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqai/torch/PyTorchModelTrainer.py b/freqtrade/freqai/torch/PyTorchModelTrainer.py index 54c42a284..b10de906c 100644 --- a/freqtrade/freqai/torch/PyTorchModelTrainer.py +++ b/freqtrade/freqai/torch/PyTorchModelTrainer.py @@ -25,7 +25,7 @@ class PyTorchModelTrainer(PyTorchTrainerInterface): criterion: nn.Module, device: str, data_convertor: PyTorchDataConvertor, - model_meta_data: Dict[str, Any] = {}, + model_meta_data: Optional[Dict[str, Any]] = None, window_size: int = 1, tb_logger: Any = None, **kwargs, @@ -45,6 +45,8 @@ class PyTorchModelTrainer(PyTorchTrainerInterface): :param n_epochs: The maximum number batches to use for evaluation. :param batch_size: The size of the batches to use during training. """ + if model_meta_data is None: + model_meta_data = {} self.model = model self.optimizer = optimizer self.criterion = criterion From aa81c75bef72b5261b221d0309835b066fb2d2fd Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 5 May 2024 19:42:03 +0200 Subject: [PATCH 003/237] chore: Further reduce mutable default usage --- freqtrade/freqai/data_kitchen.py | 8 ++++---- tests/freqai/test_freqai_datakitchen.py | 8 ++++++-- 2 files changed, 10 insertions(+), 6 deletions(-) diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py index d43f569d8..04f7322dc 100644 --- a/freqtrade/freqai/data_kitchen.py +++ b/freqtrade/freqai/data_kitchen.py @@ -214,7 +214,7 @@ class FreqaiDataKitchen: self, unfiltered_df: DataFrame, training_feature_list: List, - label_list: List = list(), + label_list: Optional[List] = None, training_filter: bool = True, ) -> Tuple[DataFrame, DataFrame]: """ @@ -244,7 +244,7 @@ class FreqaiDataKitchen: # we don't care about total row number (total no. datapoints) in training, we only care # about removing any row with NaNs # if labels has multiple columns (user wants to train multiple modelEs), we detect here - labels = unfiltered_df.filter(label_list, axis=1) + labels = unfiltered_df.filter(label_list or [], axis=1) drop_index_labels = pd.isnull(labels).any(axis=1) drop_index_labels = ( drop_index_labels.replace(True, 1).replace(False, 0).infer_objects(copy=False) @@ -654,8 +654,8 @@ class FreqaiDataKitchen: pair: str, tf: str, strategy: IStrategy, - corr_dataframes: dict = {}, - base_dataframes: dict = {}, + corr_dataframes: dict, + base_dataframes: dict, is_corr_pairs: bool = False, ) -> DataFrame: """ diff --git a/tests/freqai/test_freqai_datakitchen.py b/tests/freqai/test_freqai_datakitchen.py index 27efc3a66..5b7ec3ef1 100644 --- a/tests/freqai/test_freqai_datakitchen.py +++ b/tests/freqai/test_freqai_datakitchen.py @@ -151,7 +151,9 @@ def test_get_pair_data_for_features_with_prealoaded_data(mocker, freqai_conf): freqai.dd.load_all_pair_histories(timerange, freqai.dk) _, base_df = freqai.dd.get_base_and_corr_dataframes(timerange, "LTC/BTC", freqai.dk) - df = freqai.dk.get_pair_data_for_features("LTC/BTC", "5m", strategy, base_dataframes=base_df) + df = freqai.dk.get_pair_data_for_features( + "LTC/BTC", "5m", strategy, {}, base_dataframes=base_df + ) assert df is base_df["5m"] assert not df.empty @@ -171,7 +173,9 @@ def test_get_pair_data_for_features_without_preloaded_data(mocker, freqai_conf): freqai.dd.load_all_pair_histories(timerange, freqai.dk) base_df = {"5m": pd.DataFrame()} - df = freqai.dk.get_pair_data_for_features("LTC/BTC", "5m", strategy, base_dataframes=base_df) + df = freqai.dk.get_pair_data_for_features( + "LTC/BTC", "5m", strategy, {}, base_dataframes=base_df + ) assert df is not base_df["5m"] assert not df.empty From 5b3f348bbb5df530f6700f017d90430bb933baef Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 5 May 2024 20:01:49 +0200 Subject: [PATCH 004/237] chore: Don't use method call in function header --- freqtrade/freqai/data_kitchen.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py index 04f7322dc..903f3c222 100644 --- a/freqtrade/freqai/data_kitchen.py +++ b/freqtrade/freqai/data_kitchen.py @@ -776,7 +776,7 @@ class FreqaiDataKitchen: corr_dataframes: dict = {}, base_dataframes: dict = {}, pair: str = "", - prediction_dataframe: DataFrame = pd.DataFrame(), + prediction_dataframe: Optional[DataFrame] = None, do_corr_pairs: bool = True, ) -> DataFrame: """ @@ -822,7 +822,7 @@ class FreqaiDataKitchen: if tf not in corr_dataframes[p]: corr_dataframes[p][tf] = pd.DataFrame() - if not prediction_dataframe.empty: + if prediction_dataframe is not None and not prediction_dataframe.empty: dataframe = prediction_dataframe.copy() base_dataframes[self.config["timeframe"]] = dataframe.copy() else: From 705d1e4cc02a28e05526da4e4dbe038064957c37 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 1 Sep 2024 08:34:28 +0200 Subject: [PATCH 005/237] chore: remove freqAI per-line-ignores --- pyproject.toml | 2 -- 1 file changed, 2 deletions(-) diff --git a/pyproject.toml b/pyproject.toml index bd36d15c6..f3d1bc5ee 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -168,8 +168,6 @@ max-complexity = 12 [tool.ruff.lint.per-file-ignores] "freqtrade/freqai/**/*.py" = [ "S311", # Standard pseudo-random generators are not suitable for cryptographic purposes - "B006", # Bugbear - mutable default argument - "B008", # bugbear - Do not perform function calls in argument defaults ] "tests/**/*.py" = [ "S101", # allow assert in tests From ef3a7d5c9245248496756f0841a91010ef1b10da Mon Sep 17 00:00:00 2001 From: David Arena Date: Mon, 16 Dec 2024 00:56:34 +0100 Subject: [PATCH 006/237] feat: api_server and client supporting list_custom_data --- freqtrade/rpc/api_server/api_schemas.py | 3 ++ freqtrade/rpc/api_server/api_v1.py | 6 ++++ freqtrade/rpc/rpc.py | 33 +++++++++++++------- ft_client/freqtrade_client/ft_rest_client.py | 16 ++++++++++ 4 files changed, 46 insertions(+), 12 deletions(-) diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py index 97770ba13..5d31c1d99 100644 --- a/freqtrade/rpc/api_server/api_schemas.py +++ b/freqtrade/rpc/api_server/api_schemas.py @@ -617,3 +617,6 @@ class Health(BaseModel): bot_start_ts: int | None = None bot_startup: datetime | None = None bot_startup_ts: int | None = None + +class ListCustomData(BaseModel): + custom_data: list[dict[str, Any]] | None = None diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index 552bee9cd..f8acb9e8a 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -27,6 +27,7 @@ from freqtrade.rpc.api_server.api_schemas import ( FreqAIModelListResponse, Health, HyperoptLossListResponse, + ListCustomData, Locks, LocksPayload, Logs, @@ -533,3 +534,8 @@ def sysinfo(): @router.get("/health", response_model=Health, tags=["info"]) def health(rpc: RPC = Depends(get_rpc)): return rpc.health() + +@router.get("/list_custom_data", response_model=ListCustomData, tags=["info"]) +def list_custom_data(trade_id: int | None = None, key: str | None = None, rpc: RPC = Depends(get_rpc)): + custom_data = rpc._rpc_list_custom_data(trade_id, key) + return ListCustomData(custom_data=custom_data) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index ac05f8714..5b8862556 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1097,19 +1097,28 @@ class RPC: "cancel_order_count": c_count, } - def _rpc_list_custom_data(self, trade_id: int, key: str | None) -> 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] + def _rpc_list_custom_data(self, trade_id: int | None = None, key: str | None = None) -> list[dict[str, Any]]: + # Query trades based on trade_id + if trade_id: + trades = Trade.get_trades(trade_filter=[Trade.id == trade_id]).all() else: - custom_data = trade.get_all_custom_data() + # If no trade_id, get all trades + trades = Trade.get_trades().all() + + if not trades: + return [] + + # Collect custom data + custom_data = [] + for trade in trades: + if key: + data = trade.get_custom_data(key=key) + if data: + custom_data.append(data) + else: + custom_data.extend(trade.get_all_custom_data()) + + # Format the results return [ { "id": data_entry.id, diff --git a/ft_client/freqtrade_client/ft_rest_client.py b/ft_client/freqtrade_client/ft_rest_client.py index 851583ee0..a7027fa42 100755 --- a/ft_client/freqtrade_client/ft_rest_client.py +++ b/ft_client/freqtrade_client/ft_rest_client.py @@ -474,3 +474,19 @@ class FtRestClient: :return: json object """ return self._get("health") + + def list_custom_data(self, trade_id=None, key=None): + """Lists custom_data of the running bot. + + :param tradeid: Optional keyword argument - Id of the trade (can be received via status command) + :param key: Optional keyword argument - Key of the custom data + + :return: json object + """ + params = {} + if trade_id is not None: + params["trade_id"] = trade_id + if key is not None: + params["key"] = key + + return self._get("list_custom_data", params=params) From 47613b1cf9306b4b08ff57f3e100f14767b182ed Mon Sep 17 00:00:00 2001 From: David Arena Date: Tue, 17 Dec 2024 18:32:27 +0100 Subject: [PATCH 007/237] fix: no tradeID only returns open trades --- freqtrade/rpc/rpc.py | 4 ++-- ft_client/freqtrade_client/ft_rest_client.py | 1 + 2 files changed, 3 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 5b8862556..68b749450 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1102,8 +1102,8 @@ class RPC: if trade_id: trades = Trade.get_trades(trade_filter=[Trade.id == trade_id]).all() else: - # If no trade_id, get all trades - trades = Trade.get_trades().all() + # If no trade_id, get all open trades + trades = Trade.get_open_trades() if not trades: return [] diff --git a/ft_client/freqtrade_client/ft_rest_client.py b/ft_client/freqtrade_client/ft_rest_client.py index a7027fa42..bd6617f73 100755 --- a/ft_client/freqtrade_client/ft_rest_client.py +++ b/ft_client/freqtrade_client/ft_rest_client.py @@ -477,6 +477,7 @@ class FtRestClient: def list_custom_data(self, trade_id=None, key=None): """Lists custom_data of the running bot. + Without a tradeid, returns all custom_data from open trades. :param tradeid: Optional keyword argument - Id of the trade (can be received via status command) :param key: Optional keyword argument - Key of the custom data From 83e56a09c2d135b11ba02b101996071f4dc616bc Mon Sep 17 00:00:00 2001 From: David Arena Date: Tue, 17 Dec 2024 19:22:02 +0100 Subject: [PATCH 008/237] fix: api url and rm key --- freqtrade/rpc/rpc.py | 19 +++++++------------ ft_client/freqtrade_client/ft_rest_client.py | 9 +++------ 2 files changed, 10 insertions(+), 18 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 68b749450..905bc78aa 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1097,26 +1097,21 @@ class RPC: "cancel_order_count": c_count, } - def _rpc_list_custom_data(self, trade_id: int | None = None, key: str | None = None) -> list[dict[str, Any]]: + def _rpc_list_custom_data(self, trade_id: int) -> list[dict[str, Any]]: # Query trades based on trade_id - if trade_id: - trades = Trade.get_trades(trade_filter=[Trade.id == trade_id]).all() - else: - # If no trade_id, get all open trades + if trade_id == -1: + #get all open trades trades = Trade.get_open_trades() + else: + trades = Trade.get_trades(trade_filter=[Trade.id == trade_id]).all() if not trades: return [] - + # Collect custom data custom_data = [] for trade in trades: - if key: - data = trade.get_custom_data(key=key) - if data: - custom_data.append(data) - else: - custom_data.extend(trade.get_all_custom_data()) + custom_data.extend(trade.get_all_custom_data()) # Format the results return [ diff --git a/ft_client/freqtrade_client/ft_rest_client.py b/ft_client/freqtrade_client/ft_rest_client.py index bd6617f73..39844b60b 100755 --- a/ft_client/freqtrade_client/ft_rest_client.py +++ b/ft_client/freqtrade_client/ft_rest_client.py @@ -477,17 +477,14 @@ class FtRestClient: def list_custom_data(self, trade_id=None, key=None): """Lists custom_data of the running bot. - Without a tradeid, returns all custom_data from open trades. - :param tradeid: Optional keyword argument - Id of the trade (can be received via status command) - :param key: Optional keyword argument - Key of the custom data + :param tradeid: Optional keyword argument - Id of the trade :return: json object """ params = {} + trade_id = -1 if trade_id is not None: params["trade_id"] = trade_id - if key is not None: - params["key"] = key - return self._get("list_custom_data", params=params) + return self._get("trades/{tradeid}/custom_data", params=params) From fc1c3a8f973dc5962a795812a00ad396b9ef2050 Mon Sep 17 00:00:00 2001 From: David Arena Date: Tue, 17 Dec 2024 19:22:09 +0100 Subject: [PATCH 009/237] fix --- freqtrade/rpc/api_server/api_v1.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index f8acb9e8a..20acfe96f 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -535,7 +535,7 @@ def sysinfo(): def health(rpc: RPC = Depends(get_rpc)): return rpc.health() -@router.get("/list_custom_data", response_model=ListCustomData, tags=["info"]) -def list_custom_data(trade_id: int | None = None, key: str | None = None, rpc: RPC = Depends(get_rpc)): - custom_data = rpc._rpc_list_custom_data(trade_id, key) +@router.get("/trades/{tradeid}/custom_data", response_model=ListCustomData, tags=["info"]) +def list_custom_data(trade_id: int, rpc: RPC = Depends(get_rpc)): + custom_data = rpc._rpc_list_custom_data(trade_id) return ListCustomData(custom_data=custom_data) From 9207cf501c0220e5ce27025e05210ffe1736f4fa Mon Sep 17 00:00:00 2001 From: David Arena Date: Tue, 17 Dec 2024 22:25:09 +0100 Subject: [PATCH 010/237] fix: returned object --- freqtrade/rpc/api_server/api_schemas.py | 3 ++- freqtrade/rpc/api_server/api_v1.py | 4 ++-- 2 files changed, 4 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py index 5d31c1d99..db7a312c5 100644 --- a/freqtrade/rpc/api_server/api_schemas.py +++ b/freqtrade/rpc/api_server/api_schemas.py @@ -619,4 +619,5 @@ class Health(BaseModel): bot_startup_ts: int | None = None class ListCustomData(BaseModel): - custom_data: list[dict[str, Any]] | None = None + trade_id: int + custom_data: list[dict[str, Any]] diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index 20acfe96f..086d3dce1 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -535,7 +535,7 @@ def sysinfo(): def health(rpc: RPC = Depends(get_rpc)): return rpc.health() -@router.get("/trades/{tradeid}/custom_data", response_model=ListCustomData, tags=["info"]) +@router.get("/trades/{tradeid}/custom-data", response_model=list[ListCustomData], tags=["info"]) def list_custom_data(trade_id: int, rpc: RPC = Depends(get_rpc)): custom_data = rpc._rpc_list_custom_data(trade_id) - return ListCustomData(custom_data=custom_data) + return custom_data From af3f9d5a75c1022ffcd29031843802f7857fdbb4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 26 Jan 2025 10:45:26 +0100 Subject: [PATCH 011/237] feat: rough draft of public trades data This won't work though - as according to https://github.com/binance/binance-public-data - trades does not contain "side". --- freqtrade/exchange/binance_public_data.py | 196 ++++++++++++++++++++++ 1 file changed, 196 insertions(+) diff --git a/freqtrade/exchange/binance_public_data.py b/freqtrade/exchange/binance_public_data.py index 42eda09bf..56eae7917 100644 --- a/freqtrade/exchange/binance_public_data.py +++ b/freqtrade/exchange/binance_public_data.py @@ -3,6 +3,7 @@ Fetch daily-archived OHLCV data from https://data.binance.vision/ """ import asyncio +import csv import logging import zipfile from datetime import date, timedelta @@ -212,6 +213,19 @@ def binance_vision_ohlcv_zip_url( return url +def binance_vision_trades_zip_url(asset_type_url_segment: str, symbol: str, date: date) -> str: + """ + example urls: + https://data.binance.vision/data/spot/daily/aggTrades/BTCUSDT/BTCUSDT-aggTrades-2023-10-27.zip + https://data.binance.vision/data/futures/um/daily/aggTrades/BTCUSDT/BTCUSDT-aggTrades-2023-10-27.zip + """ + url = ( + f"https://data.binance.vision/data/{asset_type_url_segment}/daily/aggTrades/{symbol}" + f"/{symbol}-aggTrades-{date.strftime('%Y-%m-%d')}.zip" + ) + return url + + async def get_daily_ohlcv( symbol: str, timeframe: str, @@ -280,3 +294,185 @@ async def get_daily_ohlcv( if isinstance(e, Http404) or retry > retry_count: logger.debug(f"Failed to get data from {url}: {e}") raise + + +async def download_archive_trades( + candle_type: CandleType, + pair: str, + *, + since_ms: int, + until_ms: int | None, + markets: dict[str, Any], + stop_on_404: bool = True, +) -> tuple[str, list[list]]: + try: + asset_type_url_segment = candle_type_to_url_segment(candle_type) + symbol = markets[pair]["id"] + + last_available_date = dt_now() - timedelta(days=2) + + start = dt_from_ts(since_ms) + end = dt_from_ts(until_ms) if until_ms else dt_now() + end = min(end, last_available_date) + if start >= end: + return DataFrame() + await _download_archive_ohlcv(asset_type_url_segment, symbol, pair, start, end, stop_on_404) + + except Exception as e: + logger.warning( + "An exception occurred during fast traes download from Binance, falling back to " + "the slower REST API, this can take a lot more time.", + exc_info=e, + ) + return pair, [] + + +async def get_daily_trades( + asset_type_url_segment: str, + symbol: str, + date: date, + session: aiohttp.ClientSession, + retry_count: int = 3, + retry_delay: float = 0.0, +) -> list[list]: + """ + Get daily OHLCV from https://data.binance.vision + See https://github.com/binance/binance-public-data + + :asset_type_url_segment: `spot` or `futures/um` + :symbol: binance symbol name, e.g. BTCUSDT + :date: the returned DataFrame will cover the entire day of `date` in UTC + :session: an aiohttp.ClientSession instance + :retry_count: times to retry before returning the exceptions + :retry_delay: the time to wait before every retry + :return: a list containing trades in DEFAULT_TRADES_COLUMNS format + """ + + url = binance_vision_trades_zip_url(asset_type_url_segment, symbol, date) + + logger.debug(f"download trades data from binance: {url}") + + retry = 0 + while True: + if retry > 0: + sleep_secs = retry * retry_delay + logger.debug( + f"[{retry}/{retry_count}] retry to download {url} after {sleep_secs} seconds" + ) + await asyncio.sleep(sleep_secs) + try: + async with session.get(url) as resp: + if resp.status == 200: + content = await resp.read() + logger.debug(f"Successfully downloaded {url}") + with zipfile.ZipFile(BytesIO(content)) as zipf: + with zipf.open(zipf.namelist()[0]) as csvf: + # https://github.com/binance/binance-public-data/issues/283 + first_byte = csvf.read(1)[0] + if chr(first_byte).isdigit(): + # spot + header = [ + "id", + "price", + "qty", + "quote_qty", + "time", + "is_buyer_maker", + "is_best_match", + ] + else: + # futures + header = 0 + names = [ + "id", + "price", + "qty", + "quote_qty", + "time", + "is_buyer_maker", + ] + csvf.seek(0) + + df = pd.read_csv( + csvf, + usecols=[0, 1, 2, 3, 4, 5], + names=names, + header=header, + ) + df["cost"] = df["price"] * df["qty"] + + return df[].to_records(index=False).tolist() + elif resp.status == 404: + logger.debug(f"Failed to download {url}") + raise Http404(f"404: {url}", date, url) + else: + raise BadHttpStatus(f"{resp.status} - {resp.reason}") + except Exception as e: + retry += 1 + if isinstance(e, Http404) or retry > retry_count: + logger.debug(f"Failed to get data from {url}: {e}") + raise + + +async def _download_archive_trades( + asset_type_url_segment: str, + symbol: str, + pair: str, + start: date, + end: date, + stop_on_404: bool, +) -> list[list]: + # daily dataframes, `None` indicates missing data in that day (when `stop_on_404` is False) + result: list[list] = [] + # the current day being processing, starting at 1. + current_day = 0 + + connector = aiohttp.TCPConnector(limit=100) + async with aiohttp.ClientSession(connector=connector, trust_env=True) as session: + # the HTTP connections has been throttled by TCPConnector + for dates in chunks(list(date_range(start, end)), 1000): + tasks = [ + asyncio.create_task(get_daily_trades(asset_type_url_segment, symbol, date, session)) + for date in dates + ] + for task in tasks: + current_day += 1 + try: + df = await task + except Http404 as e: + if stop_on_404: + logger.debug(f"Failed to download {e.url} due to 404.") + + # A 404 error on the first day indicates missing data + # on https://data.binance.vision, we provide the warning and the advice. + # https://github.com/freqtrade/freqtrade/blob/acc53065e5fa7ab5197073276306dc9dc3adbfa3/tests/exchange_online/test_binance_compare_ohlcv.py#L7 + if current_day == 1: + logger.warning( + f"Fast download is unavailable due to missing data: " + f"{e.url}. Falling back to the slower REST API, " + "which may take more time." + ) + # if pair in ["BTC/USDT:USDT", "ETH/USDT:USDT", "BCH/USDT:USDT"]: + # logger.warning( + # f"To avoid the delay, you can first download {pair} using " + # "`--timerange -20200101`, and then download the " + # "remaining data with `--timerange 20200101-`." + # ) + else: + logger.warning( + f"Binance fast download for {pair} stopped at {e.date} due to " + f"missing data: {e.url}, falling back to rest API for the " + "remaining data, this can take more time." + ) + await cancel_and_await_tasks(tasks[tasks.index(task) + 1 :]) + return concat_safe(dfs) + else: + dfs.append(None) + except BaseException as e: + logger.warning(f"An exception raised: : {e}") + # Directly return the existing data, do not allow the gap within the data + await cancel_and_await_tasks(tasks[tasks.index(task) + 1 :]) + return concat_safe(dfs) + else: + dfs.append(df) + return concat_safe(dfs) From 3746305b5af713aca50dd1a03837d9002311bf33 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 26 Jan 2025 11:18:27 +0100 Subject: [PATCH 012/237] feat: further work on download-trades-archive --- freqtrade/exchange/binance_public_data.py | 52 ++++++++++++++--------- 1 file changed, 31 insertions(+), 21 deletions(-) diff --git a/freqtrade/exchange/binance_public_data.py b/freqtrade/exchange/binance_public_data.py index 56eae7917..7f198a86d 100644 --- a/freqtrade/exchange/binance_public_data.py +++ b/freqtrade/exchange/binance_public_data.py @@ -3,7 +3,6 @@ Fetch daily-archived OHLCV data from https://data.binance.vision/ """ import asyncio -import csv import logging import zipfile from datetime import date, timedelta @@ -11,9 +10,11 @@ from io import BytesIO from typing import Any import aiohttp +import numpy as np import pandas as pd from pandas import DataFrame +from freqtrade.constants import DEFAULT_TRADES_COLUMNS from freqtrade.enums import CandleType from freqtrade.misc import chunks from freqtrade.util.datetime_helpers import dt_from_ts, dt_now @@ -316,7 +317,10 @@ async def download_archive_trades( end = min(end, last_available_date) if start >= end: return DataFrame() - await _download_archive_ohlcv(asset_type_url_segment, symbol, pair, start, end, stop_on_404) + result_list = await _download_archive_trades( + asset_type_url_segment, symbol, pair, start, end, stop_on_404 + ) + return pair, result_list except Exception as e: logger.warning( @@ -371,12 +375,14 @@ async def get_daily_trades( first_byte = csvf.read(1)[0] if chr(first_byte).isdigit(): # spot - header = [ + header = None + names = [ "id", "price", - "qty", - "quote_qty", - "time", + "amount", + "first_trade_id", + "last_trade_id", + "timestamp", "is_buyer_maker", "is_best_match", ] @@ -386,22 +392,27 @@ async def get_daily_trades( names = [ "id", "price", - "qty", - "quote_qty", - "time", + "amount", + "first_trade_id", + "last_trade_id", + "timestamp", "is_buyer_maker", ] csvf.seek(0) df = pd.read_csv( csvf, - usecols=[0, 1, 2, 3, 4, 5], names=names, header=header, ) - df["cost"] = df["price"] * df["qty"] - - return df[].to_records(index=False).tolist() + df["cost"] = df["price"] * df["amount"] + # Side is reversed intentionally + # based on ccxt parseTrade logic. + df["side"] = np.where(df["is_buyer_maker"], "sell", "buy") + df["type"] = None + if header is None: + df["timestamp"] = df["timestamp"] // 1000 + return df[DEFAULT_TRADES_COLUMNS].to_records(index=False).tolist() elif resp.status == 404: logger.debug(f"Failed to download {url}") raise Http404(f"404: {url}", date, url) @@ -423,7 +434,7 @@ async def _download_archive_trades( stop_on_404: bool, ) -> list[list]: # daily dataframes, `None` indicates missing data in that day (when `stop_on_404` is False) - result: list[list] = [] + results: list[list] = [] # the current day being processing, starting at 1. current_day = 0 @@ -438,7 +449,7 @@ async def _download_archive_trades( for task in tasks: current_day += 1 try: - df = await task + result = await task except Http404 as e: if stop_on_404: logger.debug(f"Failed to download {e.url} due to 404.") @@ -465,14 +476,13 @@ async def _download_archive_trades( "remaining data, this can take more time." ) await cancel_and_await_tasks(tasks[tasks.index(task) + 1 :]) - return concat_safe(dfs) - else: - dfs.append(None) + return results except BaseException as e: logger.warning(f"An exception raised: : {e}") # Directly return the existing data, do not allow the gap within the data await cancel_and_await_tasks(tasks[tasks.index(task) + 1 :]) - return concat_safe(dfs) + return results else: - dfs.append(df) - return concat_safe(dfs) + # Happy case + results.extend(result) + return results From c3b7a2b382d2f4348e551c2863b3b4f5685f455d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 26 Jan 2025 12:40:20 +0100 Subject: [PATCH 013/237] feat: use download-data fast if necessary --- freqtrade/exchange/binance.py | 44 ++++++++++++++++++++++++++++++++++- 1 file changed, 43 insertions(+), 1 deletion(-) diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index a5a986d1f..18f915cae 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -11,7 +11,11 @@ from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS from freqtrade.enums import CandleType, MarginMode, PriceType, TradingMode from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError from freqtrade.exchange import Exchange -from freqtrade.exchange.binance_public_data import concat_safe, download_archive_ohlcv +from freqtrade.exchange.binance_public_data import ( + concat_safe, + download_archive_ohlcv, + download_archive_trades, +) from freqtrade.exchange.common import retrier from freqtrade.exchange.exchange_types import FtHas, Tickers from freqtrade.exchange.exchange_utils_timeframe import timeframe_to_msecs @@ -377,3 +381,41 @@ class Binance(Exchange): if not t: return [], "0" return t, from_id + + async def _async_get_trade_history_id( + self, pair: str, until: int, since: int | None = None, from_id: str | None = None + ) -> tuple[str, list[list]]: + logger.info(f"Fetching trades from Binance, {from_id=}, {since=}") + + if not self._config["exchange"].get("only_from_ccxt", False): + if from_id is None: + trades = await self._api_async.fetch_trades( + pair, + params={ + self._trades_pagination_arg: "0", + }, + limit=5, + ) + listing_date = trades[0]["timestamp"] + since = max(since, listing_date) + logger.info("downloading fast") + _, res = await download_archive_trades( + CandleType.SPOT, + pair, + since_ms=since, + until_ms=None, + markets=self.markets, + ) + + end_time = res[-1][0] + end_id = res[-1][1] + logger.info(f"downloaded fast {len(res)}") + if end_time < until: + return pair, res + else: + # continue + _, res2 = await super()._async_get_trade_history_id(pair, until, end_time, end_id) + res.extend(res2) + return pair, res + + return await super()._async_get_trade_history_id(pair, until, since, from_id) From 1f2dadc33353adcc9ecda5227d6be25b0e23a946 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 26 Jan 2025 12:45:12 +0100 Subject: [PATCH 014/237] fix: edge-case problem --- freqtrade/exchange/binance_public_data.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/exchange/binance_public_data.py b/freqtrade/exchange/binance_public_data.py index 7f198a86d..a0197755b 100644 --- a/freqtrade/exchange/binance_public_data.py +++ b/freqtrade/exchange/binance_public_data.py @@ -316,7 +316,7 @@ async def download_archive_trades( end = dt_from_ts(until_ms) if until_ms else dt_now() end = min(end, last_available_date) if start >= end: - return DataFrame() + return pair, [] result_list = await _download_archive_trades( asset_type_url_segment, symbol, pair, start, end, stop_on_404 ) From 6e15fd0da6867677323273505b65d084af782fbd Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 26 Jan 2025 12:56:57 +0100 Subject: [PATCH 015/237] feat: trades-fast download - improvements --- freqtrade/exchange/binance.py | 14 +++++++++----- 1 file changed, 9 insertions(+), 5 deletions(-) diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 18f915cae..4b35b666d 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -398,7 +398,7 @@ class Binance(Exchange): ) listing_date = trades[0]["timestamp"] since = max(since, listing_date) - logger.info("downloading fast") + _, res = await download_archive_trades( CandleType.SPOT, pair, @@ -407,13 +407,17 @@ class Binance(Exchange): markets=self.markets, ) - end_time = res[-1][0] - end_id = res[-1][1] - logger.info(f"downloaded fast {len(res)}") - if end_time < until: + if not res: + end_time = since + end_id = from_id + else: + end_time = res[-1][0] + end_id = res[-1][1] + if end_time >= until: return pair, res else: # continue + logger.info(f"downloaded fast {len(res)}, {end_time=}, {end_id=}") _, res2 = await super()._async_get_trade_history_id(pair, until, end_time, end_id) res.extend(res2) return pair, res From 098a6551f62c96fed13c9fe5630881e393cca745 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 26 Jan 2025 13:04:08 +0100 Subject: [PATCH 016/237] chore: add documentation link for binance.vision --- freqtrade/exchange/binance_public_data.py | 1 + 1 file changed, 1 insertion(+) diff --git a/freqtrade/exchange/binance_public_data.py b/freqtrade/exchange/binance_public_data.py index a0197755b..584cd0566 100644 --- a/freqtrade/exchange/binance_public_data.py +++ b/freqtrade/exchange/binance_public_data.py @@ -1,5 +1,6 @@ """ Fetch daily-archived OHLCV data from https://data.binance.vision/ +Documentation can be found in https://github.com/binance/binance-public-data """ import asyncio From e62d84e35d8dd94f36dca74ca22c61080782e1ba Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 26 Jan 2025 13:04:44 +0100 Subject: [PATCH 017/237] refactor: pass candle_type --- freqtrade/exchange/binance_public_data.py | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/freqtrade/exchange/binance_public_data.py b/freqtrade/exchange/binance_public_data.py index 584cd0566..d326ac7ee 100644 --- a/freqtrade/exchange/binance_public_data.py +++ b/freqtrade/exchange/binance_public_data.py @@ -215,12 +215,13 @@ def binance_vision_ohlcv_zip_url( return url -def binance_vision_trades_zip_url(asset_type_url_segment: str, symbol: str, date: date) -> str: +def binance_vision_trades_zip_url(symbol: str, candle_type: CandleType, date: date) -> str: """ example urls: https://data.binance.vision/data/spot/daily/aggTrades/BTCUSDT/BTCUSDT-aggTrades-2023-10-27.zip https://data.binance.vision/data/futures/um/daily/aggTrades/BTCUSDT/BTCUSDT-aggTrades-2023-10-27.zip """ + asset_type_url_segment = candle_type_to_url_segment(candle_type) url = ( f"https://data.binance.vision/data/{asset_type_url_segment}/daily/aggTrades/{symbol}" f"/{symbol}-aggTrades-{date.strftime('%Y-%m-%d')}.zip" @@ -308,7 +309,6 @@ async def download_archive_trades( stop_on_404: bool = True, ) -> tuple[str, list[list]]: try: - asset_type_url_segment = candle_type_to_url_segment(candle_type) symbol = markets[pair]["id"] last_available_date = dt_now() - timedelta(days=2) @@ -319,7 +319,7 @@ async def download_archive_trades( if start >= end: return pair, [] result_list = await _download_archive_trades( - asset_type_url_segment, symbol, pair, start, end, stop_on_404 + symbol, pair, candle_type, start, end, stop_on_404 ) return pair, result_list @@ -333,8 +333,8 @@ async def download_archive_trades( async def get_daily_trades( - asset_type_url_segment: str, symbol: str, + candle_type: CandleType, date: date, session: aiohttp.ClientSession, retry_count: int = 3, @@ -344,8 +344,8 @@ async def get_daily_trades( Get daily OHLCV from https://data.binance.vision See https://github.com/binance/binance-public-data - :asset_type_url_segment: `spot` or `futures/um` :symbol: binance symbol name, e.g. BTCUSDT + :candle_type: SPOT or FUTURES :date: the returned DataFrame will cover the entire day of `date` in UTC :session: an aiohttp.ClientSession instance :retry_count: times to retry before returning the exceptions @@ -353,7 +353,7 @@ async def get_daily_trades( :return: a list containing trades in DEFAULT_TRADES_COLUMNS format """ - url = binance_vision_trades_zip_url(asset_type_url_segment, symbol, date) + url = binance_vision_trades_zip_url(symbol, candle_type, date) logger.debug(f"download trades data from binance: {url}") @@ -427,9 +427,9 @@ async def get_daily_trades( async def _download_archive_trades( - asset_type_url_segment: str, symbol: str, pair: str, + candle_type: CandleType, start: date, end: date, stop_on_404: bool, @@ -444,7 +444,7 @@ async def _download_archive_trades( # the HTTP connections has been throttled by TCPConnector for dates in chunks(list(date_range(start, end)), 1000): tasks = [ - asyncio.create_task(get_daily_trades(asset_type_url_segment, symbol, date, session)) + asyncio.create_task(get_daily_trades(symbol, candle_type, date, session)) for date in dates ] for task in tasks: From 80d776af56dbf6d5e651b834bdd64fb92da30ba9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 26 Jan 2025 13:07:52 +0100 Subject: [PATCH 018/237] test: ensure tests use old method --- tests/exchange/test_binance.py | 1 + tests/exchange/test_exchange.py | 3 +++ 2 files changed, 4 insertions(+) diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py index fc683e056..02a10210c 100644 --- a/tests/exchange/test_binance.py +++ b/tests/exchange/test_binance.py @@ -1002,6 +1002,7 @@ def test_get_maintenance_ratio_and_amt_binance( async def test__async_get_trade_history_id_binance(default_conf_usdt, mocker, fetch_trades_result): + default_conf_usdt["exchange"]["only_from_ccxt"] = True exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="binance") async def mock_get_trade_hist(pair, *args, **kwargs): diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 77f347fdd..313c11e4d 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -2373,6 +2373,8 @@ def test_refresh_latest_trades( caplog.set_level(logging.DEBUG) use_trades_conf = default_conf use_trades_conf["exchange"]["use_public_trades"] = True + use_trades_conf["exchange"]["only_from_ccxt"] = True + use_trades_conf["datadir"] = tmp_path use_trades_conf["orderflow"] = {"max_candles": 1500} exchange = get_patched_exchange(mocker, use_trades_conf) @@ -3365,6 +3367,7 @@ async def test__async_fetch_trades_contract_size( async def test__async_get_trade_history_id( default_conf, mocker, exchange_name, fetch_trades_result ): + default_conf["exchange"]["only_from_ccxt"] = True exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name) if exchange._trades_pagination != "id": exchange.close() From 948b6e041d39f1e86c90e90b77916fdbfe0b8631 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 26 Jan 2025 13:15:09 +0100 Subject: [PATCH 019/237] test: add initial test for download-trades --- tests/exchange/test_binance_public_data.py | 20 ++++++++++++++++++++ 1 file changed, 20 insertions(+) diff --git a/tests/exchange/test_binance_public_data.py b/tests/exchange/test_binance_public_data.py index 655a0c874..6a5700555 100644 --- a/tests/exchange/test_binance_public_data.py +++ b/tests/exchange/test_binance_public_data.py @@ -16,6 +16,7 @@ from freqtrade.exchange.binance_public_data import ( Http404, binance_vision_zip_name, download_archive_ohlcv, + download_archive_trades, get_daily_ohlcv, ) from freqtrade.util.datetime_helpers import dt_ts, dt_utc @@ -337,3 +338,22 @@ async def test_get_daily_ohlcv(mocker, testdatadir): with pytest.raises(zipfile.BadZipFile): df = await get_daily_ohlcv(symbol, timeframe, CandleType.SPOT, date, session) assert get.call_count == 4 # 1 + 3 default retries + + +async def test_download_archive_trades_exception(mocker): + pair = "BTC/USDT" + + since_ms = dt_ts(dt_utc(2020, 1, 1)) + until_ms = dt_ts(dt_utc(2020, 1, 2)) + + markets = {"BTC/USDT": {"id": "BTCUSDT"}, "BTC/USDT:USDT": {"id": "BTCUSDT"}} + mocker.patch( + "freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get", side_effect=RuntimeError + ) + + pair1, res = await download_archive_trades( + CandleType.SPOT, pair, since_ms=since_ms, until_ms=until_ms, markets=markets + ) + + assert pair1 == pair + assert res == [] From e9c961802b66b47a69ed1586c372789b26eefe67 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 26 Jan 2025 13:18:05 +0100 Subject: [PATCH 020/237] test: add test for trades zip url --- tests/exchange/test_binance_public_data.py | 15 +++++++++++++++ 1 file changed, 15 insertions(+) diff --git a/tests/exchange/test_binance_public_data.py b/tests/exchange/test_binance_public_data.py index 6a5700555..a906429b1 100644 --- a/tests/exchange/test_binance_public_data.py +++ b/tests/exchange/test_binance_public_data.py @@ -14,6 +14,7 @@ from freqtrade.enums import CandleType from freqtrade.exchange.binance_public_data import ( BadHttpStatus, Http404, + binance_vision_trades_zip_url, binance_vision_zip_name, download_archive_ohlcv, download_archive_trades, @@ -357,3 +358,17 @@ async def test_download_archive_trades_exception(mocker): assert pair1 == pair assert res == [] + + +async def test_binance_vision_trades_zip_url(): + url = binance_vision_trades_zip_url("BTCUSDT", CandleType.SPOT, dt_utc(2023, 10, 27)) + assert ( + url == "https://data.binance.vision/data/spot/daily/aggTrades/" + "BTCUSDT/BTCUSDT-aggTrades-2023-10-27.zip" + ) + + url = binance_vision_trades_zip_url("BTCUSDT", CandleType.FUTURES, dt_utc(2023, 10, 28)) + assert ( + url == "https://data.binance.vision/data/futures/um/daily/aggTrades/" + "BTCUSDT/BTCUSDT-aggTrades-2023-10-28.zip" + ) From 40f56e43cc60ab881a075bc4ce5b2629aa9d2788 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 26 Jan 2025 13:34:27 +0100 Subject: [PATCH 021/237] test: add test for get_daily_trades --- freqtrade/exchange/binance_public_data.py | 8 ++- tests/exchange/test_binance_public_data.py | 59 ++++++++++++++++++ .../futures-APEUSDT-aggTrades-2024-10-18.zip | Bin 0 -> 673725 bytes .../spot-PEPEUSDT-aggTrades-2024-10-27.zip | Bin 0 -> 920674 bytes 4 files changed, 65 insertions(+), 2 deletions(-) create mode 100644 tests/testdata/binance/binance_public_data/futures-APEUSDT-aggTrades-2024-10-18.zip create mode 100644 tests/testdata/binance/binance_public_data/spot-PEPEUSDT-aggTrades-2024-10-27.zip diff --git a/freqtrade/exchange/binance_public_data.py b/freqtrade/exchange/binance_public_data.py index d326ac7ee..dc074cb49 100644 --- a/freqtrade/exchange/binance_public_data.py +++ b/freqtrade/exchange/binance_public_data.py @@ -411,8 +411,12 @@ async def get_daily_trades( # based on ccxt parseTrade logic. df["side"] = np.where(df["is_buyer_maker"], "sell", "buy") df["type"] = None - if header is None: - df["timestamp"] = df["timestamp"] // 1000 + # Convert timestamp to ms + df["timestamp"] = np.where( + df["timestamp"] > 10000000000000, + df["timestamp"] // 1000, + df["timestamp"], + ) return df[DEFAULT_TRADES_COLUMNS].to_records(index=False).tolist() elif resp.status == 404: logger.debug(f"Failed to download {url}") diff --git a/tests/exchange/test_binance_public_data.py b/tests/exchange/test_binance_public_data.py index a906429b1..b4a7568a8 100644 --- a/tests/exchange/test_binance_public_data.py +++ b/tests/exchange/test_binance_public_data.py @@ -19,6 +19,7 @@ from freqtrade.exchange.binance_public_data import ( download_archive_ohlcv, download_archive_trades, get_daily_ohlcv, + get_daily_trades, ) from freqtrade.util.datetime_helpers import dt_ts, dt_utc @@ -372,3 +373,61 @@ async def test_binance_vision_trades_zip_url(): url == "https://data.binance.vision/data/futures/um/daily/aggTrades/" "BTCUSDT/BTCUSDT-aggTrades-2023-10-28.zip" ) + + +async def test_get_daily_trades(mocker, testdatadir): + symbol = "PEPEUSDT" + symbol_futures = "APEUSDT" + date = dt_utc(2024, 10, 28).date() + first_date = 1729987202368 + last_date = 1730073596350 + + async with aiohttp.ClientSession() as session: + spot_path = ( + testdatadir / "binance/binance_public_data/spot-PEPEUSDT-aggTrades-2024-10-27.zip" + ) + get = mocker.patch( + "freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get", + return_value=MockResponse(spot_path.read_bytes(), 200), + ) + res = await get_daily_trades(symbol, CandleType.SPOT, date, session) + assert get.call_count == 1 + assert res[0][0] == first_date + assert res[-1][0] == last_date + + futures_path = ( + testdatadir / "binance/binance_public_data/futures-APEUSDT-aggTrades-2024-10-18.zip" + ) + get = mocker.patch( + "freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get", + return_value=MockResponse(futures_path.read_bytes(), 200), + ) + res_fut = await get_daily_trades(symbol_futures, CandleType.FUTURES, date, session) + assert get.call_count == 1 + assert res_fut[0][0] == 1729209603958 + assert res_fut[-1][0] == 1729295981272 + + get = mocker.patch( + "freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get", + return_value=MockResponse(b"", 404), + ) + with pytest.raises(Http404): + await get_daily_trades(symbol, CandleType.SPOT, date, session, retry_delay=0) + assert get.call_count == 1 + + get = mocker.patch( + "freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get", + return_value=MockResponse(b"", 500), + ) + mocker.patch("asyncio.sleep") + with pytest.raises(BadHttpStatus): + await get_daily_trades(symbol, CandleType.SPOT, date, session) + assert get.call_count == 4 # 1 + 3 default retries + + get = mocker.patch( + "freqtrade.exchange.binance_public_data.aiohttp.ClientSession.get", + return_value=MockResponse(b"nop", 200), + ) + with pytest.raises(zipfile.BadZipFile): + await get_daily_trades(symbol, CandleType.SPOT, date, session) + assert get.call_count == 4 # 1 + 3 default retries diff --git 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ztI^!7H@r{qYO}!0JdHtpDdZzlh7e^BQxxMQxrDqMO4;p!>s&hb(TE_%Lymv-xMm zK)!4kDXa_b%h5kH^z0mKBu`QSv6efjKsPQ|ICJ8?&O`;*k!Qwb+Fe~c!SE2B&j8(ZX`@B<)|cA#t@(zdxxrk(m`l`P2?2PJGusTTgbxg;pA>A1`h0 zdF-^wQJpz&+_FNBl?Z%hG3*`_rMJ1MQ6QCyZ|wjG@@dvlQhJwJJNce2IZzRlwPT=q zdlP77?%c!smtZ%J}LB-fKA zW%*TU6btnh(Bv?(3rRl>#|k5X3Nk3uR_U_jD%(>Jo<%c&Jzozr2d6F_V{4AP3Cvlb z=A#tR+sz`30ws1vp68N46r)l!Yr2K&0H4hYU$f;Tc^@KV0NJ@wnfLaC(D!2@=KqltA{#*Dx@UW%>jZpb1%W%yFTwUb1VLz zVX&$4*`L=(@R!c&WcEby6sWj8?Q4A6e>G>$EcP3G`NW_CP+aN5?!j_h1@*EGaN#0h zF4T^FTdf?`786;ez|gjJ;_XV3)1sL#LC-ld7g#P!)GQo2Igipe^|)31bPD(kWqUI` zz1cm!_{2-_y8|1ovr3?O5W(7&0Yf8pkbK&0}f1s+U}#-#WvO^g+PYj&3G*m z{pY^XfSD+Nax`ob_-O-MrVe29vPl?mD1tPaGMgEe@617B70rb| z`!;RIsCI~p?6XJG3~xfwuek%|sQQV$GpN{s0{^P@%b;2$R-2QlMUf0o`ccRo)~|({ zUrI*)29y>)soHS?oe#!};mqPK&8>%Ka{VL2-$2SHIlX&TSmjZyx|=bEz#bTc!qdb@ z2k?>B1GKON`F9)G4oW+KUq+n5{02GrgB(|7z9aP$_~x}5x^4begsTD$k6$jg)yhlM zIoT9;f6n+igGv8_0YU$J!2dGb=X}P1=$R0ET{mYbcaP}q{-wv>l6CM(c{Sek1E5)l zC;0td+WlEy#=2QD*?$O_2Lc-jdru#a*rYaQF@cI!FJ5#*%_WoSeHSvQ?Gsu`ku%E> zX=uz{p31$fZ!XGAc*a?lXTiXD!iTpuDgQ#&?=i}9=7x_+wkwJ}JQye`?CwmLw|ahp zH%_I5d9P-}VF88)QLrz|T}piTav&sNFcP`OyAVClPfh+p0fvpuHv8~1imDP4G7$>V zix)3m0zdk?s#ncC?bx_4=)+`QyagWp|6fIc|9(@IQ Date: Sun, 26 Jan 2025 14:28:49 +0100 Subject: [PATCH 022/237] feat: the "minimum" date limit applies to trades, too --- freqtrade/exchange/binance_public_data.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/exchange/binance_public_data.py b/freqtrade/exchange/binance_public_data.py index dc074cb49..cbb69b675 100644 --- a/freqtrade/exchange/binance_public_data.py +++ b/freqtrade/exchange/binance_public_data.py @@ -468,12 +468,12 @@ async def _download_archive_trades( f"{e.url}. Falling back to the slower REST API, " "which may take more time." ) - # if pair in ["BTC/USDT:USDT", "ETH/USDT:USDT", "BCH/USDT:USDT"]: - # logger.warning( - # f"To avoid the delay, you can first download {pair} using " - # "`--timerange -20200101`, and then download the " - # "remaining data with `--timerange 20200101-`." - # ) + if pair in ["BTC/USDT:USDT", "ETH/USDT:USDT", "BCH/USDT:USDT"]: + logger.warning( + f"To avoid the delay, you can first download {pair} using " + "`--timerange -20200101`, and then download the " + "remaining data with `--timerange 20200101-`." + ) else: logger.warning( f"Binance fast download for {pair} stopped at {e.date} due to " From 008f8752828b6b839ea789db485064e1eb53200b Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 27 Jan 2025 20:26:08 +0100 Subject: [PATCH 023/237] chore: improve edge-case bug --- freqtrade/exchange/binance.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 4b35b666d..45535fc58 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -413,7 +413,8 @@ class Binance(Exchange): else: end_time = res[-1][0] end_id = res[-1][1] - if end_time >= until: + + if end_time and end_time >= until: return pair, res else: # continue From 0caeb6b5f7ecd8409fa3b18c36ba37adec0c8939 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 27 Jan 2025 20:52:16 +0100 Subject: [PATCH 024/237] chore: improve types --- freqtrade/exchange/binance.py | 16 +++++++++------- 1 file changed, 9 insertions(+), 7 deletions(-) diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 99f1f4d5c..be7d5db92 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -383,12 +383,12 @@ class Binance(Exchange): return t, from_id async def _async_get_trade_history_id( - self, pair: str, until: int, since: int | None = None, from_id: str | None = None + self, pair: str, until: int, since: int, from_id: str | None = None ) -> tuple[str, list[list]]: logger.info(f"Fetching trades from Binance, {from_id=}, {since=}") if not self._config["exchange"].get("only_from_ccxt", False): - if from_id is None: + if from_id is None or not since: trades = await self._api_async.fetch_trades( pair, params={ @@ -396,7 +396,7 @@ class Binance(Exchange): }, limit=5, ) - listing_date = trades[0]["timestamp"] + listing_date: int = trades[0]["timestamp"] since = max(since, listing_date) _, res = await download_archive_trades( @@ -417,10 +417,12 @@ class Binance(Exchange): if end_time and end_time >= until: return pair, res else: - # continue - logger.info(f"downloaded fast {len(res)}, {end_time=}, {end_id=}") - _, res2 = await super()._async_get_trade_history_id(pair, until, end_time, end_id) + _, res2 = await super()._async_get_trade_history_id( + pair, until=until, since=end_time, from_id=end_id + ) res.extend(res2) return pair, res - return await super()._async_get_trade_history_id(pair, until, since, from_id) + return await super()._async_get_trade_history_id( + pair, until=until, since=since, from_id=from_id + ) From 3e1daf50b062a5608a5280dcbb84a973fbb917e6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Jan 2025 07:10:14 +0100 Subject: [PATCH 025/237] test: add test for download_archive_trades --- tests/exchange/test_binance_public_data.py | 53 ++++++++++++++++++++++ 1 file changed, 53 insertions(+) diff --git a/tests/exchange/test_binance_public_data.py b/tests/exchange/test_binance_public_data.py index b4a7568a8..24346d546 100644 --- a/tests/exchange/test_binance_public_data.py +++ b/tests/exchange/test_binance_public_data.py @@ -22,6 +22,7 @@ from freqtrade.exchange.binance_public_data import ( get_daily_trades, ) from freqtrade.util.datetime_helpers import dt_ts, dt_utc +from ft_client.test_client.test_rest_client import log_has_re @pytest.fixture(scope="module") @@ -342,6 +343,58 @@ async def test_get_daily_ohlcv(mocker, testdatadir): assert get.call_count == 4 # 1 + 3 default retries +async def test_download_archive_trades(mocker, caplog): + pair = "BTC/USDT" + + since_ms = dt_ts(dt_utc(2020, 1, 1)) + until_ms = dt_ts(dt_utc(2020, 1, 2)) + markets = {"BTC/USDT": {"id": "BTCUSDT"}, "BTC/USDT:USDT": {"id": "BTCUSDT"}} + + mocker.patch("freqtrade.exchange.binance_public_data.get_daily_trades", return_value=[[2, 3]]) + + pair1, res = await download_archive_trades( + CandleType.SPOT, pair, since_ms=since_ms, until_ms=until_ms, markets=markets + ) + assert pair1 == pair + assert res == [[2, 3], [2, 3]] + + mocker.patch( + "freqtrade.exchange.binance_public_data.get_daily_trades", + side_effect=Http404("xxx", dt_utc(2020, 1, 1), "http://example.com/something"), + ) + + pair1, res = await download_archive_trades( + CandleType.SPOT, pair, since_ms=since_ms, until_ms=until_ms, markets=markets + ) + + assert pair1 == pair + assert res == [] + # exit on day 1 + assert log_has_re("Fast download is unavailable", caplog) + + # Test fail on day 2 + caplog.clear() + mocker.patch( + "freqtrade.exchange.binance_public_data.get_daily_trades", + side_effect=[ + [[2, 3]], + [[2, 3]], + Http404("xxx", dt_utc(2020, 1, 2), "http://example.com/something"), + [[2, 3]], + ], + ) + # Download 3 days + until_ms = dt_ts(dt_utc(2020, 1, 3)) + + pair1, res = await download_archive_trades( + CandleType.SPOT, pair, since_ms=since_ms, until_ms=until_ms, markets=markets + ) + + assert pair1 == pair + assert res == [[2, 3], [2, 3]] + assert log_has_re(r"Binance fast download .*stopped", caplog) + + async def test_download_archive_trades_exception(mocker): pair = "BTC/USDT" From 92405f94ec7caf4bae007b6bc522476faf2d66f6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Jan 2025 07:13:03 +0100 Subject: [PATCH 026/237] test: further add tests for public trades dl --- freqtrade/exchange/binance_public_data.py | 2 +- tests/exchange/test_binance_public_data.py | 12 +++++++++++- 2 files changed, 12 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/binance_public_data.py b/freqtrade/exchange/binance_public_data.py index cbb69b675..565317a53 100644 --- a/freqtrade/exchange/binance_public_data.py +++ b/freqtrade/exchange/binance_public_data.py @@ -325,7 +325,7 @@ async def download_archive_trades( except Exception as e: logger.warning( - "An exception occurred during fast traes download from Binance, falling back to " + "An exception occurred during fast trades download from Binance, falling back to " "the slower REST API, this can take a lot more time.", exc_info=e, ) diff --git a/tests/exchange/test_binance_public_data.py b/tests/exchange/test_binance_public_data.py index 24346d546..ab299321b 100644 --- a/tests/exchange/test_binance_public_data.py +++ b/tests/exchange/test_binance_public_data.py @@ -395,7 +395,7 @@ async def test_download_archive_trades(mocker, caplog): assert log_has_re(r"Binance fast download .*stopped", caplog) -async def test_download_archive_trades_exception(mocker): +async def test_download_archive_trades_exception(mocker, caplog): pair = "BTC/USDT" since_ms = dt_ts(dt_utc(2020, 1, 1)) @@ -412,6 +412,16 @@ async def test_download_archive_trades_exception(mocker): assert pair1 == pair assert res == [] + mocker.patch( + "freqtrade.exchange.binance_public_data._download_archive_trades", side_effect=RuntimeError + ) + + await download_archive_trades( + CandleType.SPOT, pair, since_ms=since_ms, until_ms=until_ms, markets=markets + ) + assert pair1 == pair + assert res == [] + assert log_has_re("An exception occurred during fast trades download", caplog) async def test_binance_vision_trades_zip_url(): From 6931b81daa3f60b4cc6d66371c0281d5f69afaa2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 30 Jan 2025 07:27:55 +0100 Subject: [PATCH 027/237] test: add test for binance specific history_id --- tests/exchange/test_binance.py | 51 ++++++++++++++++++++++++++++++++++ 1 file changed, 51 insertions(+) diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py index 02a10210c..998952b33 100644 --- a/tests/exchange/test_binance.py +++ b/tests/exchange/test_binance.py @@ -6,6 +6,7 @@ import ccxt import pandas as pd import pytest +from freqtrade.data.converter.trade_converter import trades_dict_to_list from freqtrade.enums import CandleType, MarginMode, TradingMode from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException from freqtrade.exchange.exchange_utils_timeframe import timeframe_to_seconds @@ -1057,3 +1058,53 @@ async def test__async_get_trade_history_id_binance(default_conf_usdt, mocker, fe # Clean up event loop to avoid warnings exchange.close() + + +async def test__async_get_trade_history_id_binance_fast( + default_conf_usdt, mocker, fetch_trades_result +): + default_conf_usdt["exchange"]["only_from_ccxt"] = False + exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="binance") + + async def mock_get_trade_hist(pair, *args, **kwargs): + if "since" in kwargs: + pass + # older than initial call + # if kwargs["since"] < 1565798399752: + # return [] + # else: + # # Don't expect to get here + # raise ValueError("Unexpected call") + # # return fetch_trades_result[:-2] + elif kwargs.get("params", {}).get(exchange._trades_pagination_arg) == "0": + # Return first 3 + return fetch_trades_result[:-2] + # elif kwargs.get("params", {}).get(exchange._trades_pagination_arg) in ( + # fetch_trades_result[-3]["id"], + # 1565798399752, + # ): + # # Return 2 + # return fetch_trades_result[-3:-1] + # else: + # # Return last 2 + # return fetch_trades_result[-2:] + + pair = "ETH/BTC" + mocker.patch( + "freqtrade.exchange.binance.download_archive_trades", + return_value=(pair, trades_dict_to_list(fetch_trades_result[-2:])), + ) + + exchange._api_async.fetch_trades = MagicMock(side_effect=mock_get_trade_hist) + + ret = await exchange._async_get_trade_history( + pair, + since=fetch_trades_result[0]["timestamp"], + until=fetch_trades_result[-1]["timestamp"] - 1, + ) + + assert ret[0] == pair + assert isinstance(ret[1], list) + + # Clean up event loop to avoid warnings + exchange.close() From d0979d560ff18ec15749898200f17a6365045aea Mon Sep 17 00:00:00 2001 From: David Arena Date: Wed, 12 Feb 2025 18:40:44 +0100 Subject: [PATCH 028/237] fix: endpoints --- freqtrade/rpc/api_server/api_v1.py | 15 ++++++++++++--- freqtrade/rpc/rpc.py | 10 ++++++---- 2 files changed, 18 insertions(+), 7 deletions(-) diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index 086d3dce1..48d14ca4b 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -535,7 +535,16 @@ def sysinfo(): def health(rpc: RPC = Depends(get_rpc)): return rpc.health() -@router.get("/trades/{tradeid}/custom-data", response_model=list[ListCustomData], tags=["info"]) +@router.get("/trades/open/custom-data", response_model=list[ListCustomData], tags=["info"]) +def list_open_trades_custom_data(rpc: RPC = Depends(get_rpc)): + """ + Fetch custom data for all open trades. + """ + return rpc._rpc_list_custom_data() + +@router.get("/trades/{trade_id}/custom-data", response_model=list[ListCustomData], tags=["info"]) def list_custom_data(trade_id: int, rpc: RPC = Depends(get_rpc)): - custom_data = rpc._rpc_list_custom_data(trade_id) - return custom_data + """ + Fetch custom data for a specific trade. + """ + return rpc._rpc_list_custom_data(trade_id) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 905bc78aa..847cb91ee 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -7,7 +7,7 @@ from abc import abstractmethod from collections.abc import Generator, Sequence from datetime import date, datetime, timedelta, timezone from math import isnan -from typing import Any +from typing import Any, Optional import psutil from dateutil.relativedelta import relativedelta @@ -1097,9 +1097,11 @@ class RPC: "cancel_order_count": c_count, } - def _rpc_list_custom_data(self, trade_id: int) -> list[dict[str, Any]]: - # Query trades based on trade_id - if trade_id == -1: + def _rpc_list_custom_data(self, trade_id: Optional[int] = None) -> list[dict[str, Any]]: + """ + Fetch custom data for a specific trade, or all open trades if `trade_id` is not provided. + """ + if trade_id is None: #get all open trades trades = Trade.get_open_trades() else: From 552575c7e60c0f1379f71c0c262dd3d156a99cc5 Mon Sep 17 00:00:00 2001 From: David Arena Date: Wed, 12 Feb 2025 19:27:47 +0100 Subject: [PATCH 029/237] fix: key in _rpc_list_custom_data --- freqtrade/rpc/rpc.py | 11 ++++++++--- 1 file changed, 8 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 847cb91ee..931401eaa 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1097,7 +1097,7 @@ class RPC: "cancel_order_count": c_count, } - def _rpc_list_custom_data(self, trade_id: Optional[int] = None) -> list[dict[str, Any]]: + def _rpc_list_custom_data(self, trade_id: Optional[int] = None, key: Optional[str] = None) -> list[dict[str, Any]]: """ Fetch custom data for a specific trade, or all open trades if `trade_id` is not provided. """ @@ -1112,8 +1112,13 @@ class RPC: # Collect custom data custom_data = [] - for trade in trades: - custom_data.extend(trade.get_all_custom_data()) + if key: + data = trade.get_custom_data(key=key) + if data: + custom_data = [data] + else: + for trade in trades: + custom_data.extend(trade.get_all_custom_data()) # Format the results return [ From 2231ba3f04c9e5c5d45fe59d14c66e55c8ce4148 Mon Sep 17 00:00:00 2001 From: David Arena Date: Thu, 13 Feb 2025 02:02:15 +0100 Subject: [PATCH 030/237] fixes: ruff --- freqtrade/rpc/api_server/api_v1.py | 2 +- freqtrade/rpc/rpc.py | 2 +- ft_client/freqtrade_client/ft_rest_client.py | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index eef6b8eef..f4838afb1 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -518,7 +518,7 @@ def list_open_trades_custom_data(rpc: RPC = Depends(get_rpc)): return rpc._rpc_list_custom_data() @router.get("/trades/{trade_id}/custom-data", response_model=list[ListCustomData], tags=["info"]) -def list_custom_data(trade_id: int, rpc: RPC = Depends(get_rpc)): +def list_custom_data(trade_id: int, rpc: RPC = Depends(get_rpc)): """ Fetch custom data for a specific trade. """ diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 530b35da1..c96773322 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1132,7 +1132,7 @@ class RPC: # Collect custom data custom_data = [] if key: - data = trade.get_custom_data(key=key) + data = trades.get_custom_data(key=key) if data: custom_data = [data] else: diff --git a/ft_client/freqtrade_client/ft_rest_client.py b/ft_client/freqtrade_client/ft_rest_client.py index 7861e3cd2..1758e1f03 100755 --- a/ft_client/freqtrade_client/ft_rest_client.py +++ b/ft_client/freqtrade_client/ft_rest_client.py @@ -496,5 +496,5 @@ class FtRestClient: trade_id = -1 if trade_id is not None: params["trade_id"] = trade_id - + return self._get("trades/{tradeid}/custom_data", params=params) From 8182947f29b229107ebcbde064b26b5fd7c141d1 Mon Sep 17 00:00:00 2001 From: David Arena Date: Thu, 13 Feb 2025 02:03:19 +0100 Subject: [PATCH 031/237] fix --- freqtrade/rpc/rpc.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index c96773322..711170af4 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -7,7 +7,7 @@ from abc import abstractmethod from collections.abc import Generator, Sequence from datetime import date, datetime, timedelta, timezone from math import isnan -from typing import Any, TYPE_CHECKING, Optional +from typing import TYPE_CHECKING, Any import psutil from dateutil.relativedelta import relativedelta @@ -1116,7 +1116,7 @@ class RPC: "cancel_order_count": c_count, } - def _rpc_list_custom_data(self, trade_id: Optional[int] = None, key: Optional[str] = None) -> list[dict[str, Any]]: + def _rpc_list_custom_data(self, trade_id: int | None = None, key: str | None = None) -> list[dict[str, Any]]: """ Fetch custom data for a specific trade, or all open trades if `trade_id` is not provided. """ @@ -1128,7 +1128,7 @@ class RPC: if not trades: return [] - + # Collect custom data custom_data = [] if key: From a1a5cab04e31165922b41f727f966bf7082a9be4 Mon Sep 17 00:00:00 2001 From: David Arena Date: Thu, 13 Feb 2025 02:04:22 +0100 Subject: [PATCH 032/237] fix E501 --- freqtrade/rpc/rpc.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 711170af4..680f4995f 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1116,7 +1116,8 @@ class RPC: "cancel_order_count": c_count, } - def _rpc_list_custom_data(self, trade_id: int | None = None, key: str | None = None) -> list[dict[str, Any]]: + def _rpc_list_custom_data( + self, trade_id: int | None = None, key: str | None = None) -> list[dict[str, Any]]: """ Fetch custom data for a specific trade, or all open trades if `trade_id` is not provided. """ From ceff757bc6fcb14f80abb35852b7c30126f33298 Mon Sep 17 00:00:00 2001 From: David Arena Date: Fri, 14 Feb 2025 12:44:42 +0100 Subject: [PATCH 033/237] fix: formating --- freqtrade/rpc/api_server/api_schemas.py | 1 + freqtrade/rpc/api_server/api_v1.py | 2 ++ freqtrade/rpc/rpc.py | 5 +++-- 3 files changed, 6 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py index 984507d99..1c49d4d0a 100644 --- a/freqtrade/rpc/api_server/api_schemas.py +++ b/freqtrade/rpc/api_server/api_schemas.py @@ -638,6 +638,7 @@ class Health(BaseModel): bot_startup: datetime | None = None bot_startup_ts: int | None = None + class ListCustomData(BaseModel): trade_id: int custom_data: list[dict[str, Any]] diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index f4838afb1..89f632972 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -510,6 +510,7 @@ def sysinfo(): def health(rpc: RPC = Depends(get_rpc)): return rpc.health() + @router.get("/trades/open/custom-data", response_model=list[ListCustomData], tags=["info"]) def list_open_trades_custom_data(rpc: RPC = Depends(get_rpc)): """ @@ -517,6 +518,7 @@ def list_open_trades_custom_data(rpc: RPC = Depends(get_rpc)): """ return rpc._rpc_list_custom_data() + @router.get("/trades/{trade_id}/custom-data", response_model=list[ListCustomData], tags=["info"]) def list_custom_data(trade_id: int, rpc: RPC = Depends(get_rpc)): """ diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 680f4995f..9b68b6928 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1117,12 +1117,13 @@ class RPC: } def _rpc_list_custom_data( - self, trade_id: int | None = None, key: str | None = None) -> list[dict[str, Any]]: + self, trade_id: int | None = None, key: str | None = None + ) -> list[dict[str, Any]]: """ Fetch custom data for a specific trade, or all open trades if `trade_id` is not provided. """ if trade_id is None: - #get all open trades + # get all open trades trades = Trade.get_open_trades() else: trades = Trade.get_trades(trade_filter=[Trade.id == trade_id]).all() From f2283410cea07c53671eaaa2b3838af318cbc3f5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Feb 2025 13:36:30 +0100 Subject: [PATCH 034/237] chore: improved logging, don't ignore end date --- freqtrade/exchange/binance.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 28fc8c031..18ba2aa50 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -387,7 +387,7 @@ class Binance(Exchange): async def _async_get_trade_history_id( self, pair: str, until: int, since: int, from_id: str | None = None ) -> tuple[str, list[list]]: - logger.info(f"Fetching trades from Binance, {from_id=}, {since=}") + logger.info(f"Fetching trades from Binance, {from_id=}, {since=}, {until=}") if not self._config["exchange"].get("only_from_ccxt", False): if from_id is None or not since: @@ -405,7 +405,7 @@ class Binance(Exchange): CandleType.SPOT, pair, since_ms=since, - until_ms=None, + until_ms=until, markets=self.markets, ) From ad96fa0f58cbf3ad9b9dcd8d09c8cde4ec164a32 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Feb 2025 15:20:06 +0100 Subject: [PATCH 035/237] chore: improve download-trades-fast structure --- freqtrade/exchange/binance_public_data.py | 100 ++++++++++++---------- 1 file changed, 53 insertions(+), 47 deletions(-) diff --git a/freqtrade/exchange/binance_public_data.py b/freqtrade/exchange/binance_public_data.py index 565317a53..7f43be985 100644 --- a/freqtrade/exchange/binance_public_data.py +++ b/freqtrade/exchange/binance_public_data.py @@ -332,6 +332,55 @@ async def download_archive_trades( return pair, [] +def parse_trades_from_zip(csvf): + # https://github.com/binance/binance-public-data/issues/283 + first_byte = csvf.read(1)[0] + if chr(first_byte).isdigit(): + # spot + header = None + names = [ + "id", + "price", + "amount", + "first_trade_id", + "last_trade_id", + "timestamp", + "is_buyer_maker", + "is_best_match", + ] + else: + # futures + header = 0 + names = [ + "id", + "price", + "amount", + "first_trade_id", + "last_trade_id", + "timestamp", + "is_buyer_maker", + ] + csvf.seek(0) + + df = pd.read_csv( + csvf, + names=names, + header=header, + ) + df.loc[:, "cost"] = df["price"] * df["amount"] + # Side is reversed intentionally + # based on ccxt parseTrade logic. + df.loc[:, "side"] = np.where(df["is_buyer_maker"], "sell", "buy") + df.loc[:, "type"] = None + # Convert timestamp to ms + df.loc[:, "timestamp"] = np.where( + df["timestamp"] > 10000000000000, + df["timestamp"] // 1000, + df["timestamp"], + ) + return df.loc[:, DEFAULT_TRADES_COLUMNS].to_records(index=False).tolist() + + async def get_daily_trades( symbol: str, candle_type: CandleType, @@ -372,58 +421,14 @@ async def get_daily_trades( logger.debug(f"Successfully downloaded {url}") with zipfile.ZipFile(BytesIO(content)) as zipf: with zipf.open(zipf.namelist()[0]) as csvf: - # https://github.com/binance/binance-public-data/issues/283 - first_byte = csvf.read(1)[0] - if chr(first_byte).isdigit(): - # spot - header = None - names = [ - "id", - "price", - "amount", - "first_trade_id", - "last_trade_id", - "timestamp", - "is_buyer_maker", - "is_best_match", - ] - else: - # futures - header = 0 - names = [ - "id", - "price", - "amount", - "first_trade_id", - "last_trade_id", - "timestamp", - "is_buyer_maker", - ] - csvf.seek(0) - - df = pd.read_csv( - csvf, - names=names, - header=header, - ) - df["cost"] = df["price"] * df["amount"] - # Side is reversed intentionally - # based on ccxt parseTrade logic. - df["side"] = np.where(df["is_buyer_maker"], "sell", "buy") - df["type"] = None - # Convert timestamp to ms - df["timestamp"] = np.where( - df["timestamp"] > 10000000000000, - df["timestamp"] // 1000, - df["timestamp"], - ) - return df[DEFAULT_TRADES_COLUMNS].to_records(index=False).tolist() + return parse_trades_from_zip(csvf) elif resp.status == 404: logger.debug(f"Failed to download {url}") raise Http404(f"404: {url}", date, url) else: raise BadHttpStatus(f"{resp.status} - {resp.reason}") except Exception as e: + logger.info("download Daily_trades raised: %s", e) retry += 1 if isinstance(e, Http404) or retry > retry_count: logger.debug(f"Failed to get data from {url}: {e}") @@ -446,7 +451,7 @@ async def _download_archive_trades( connector = aiohttp.TCPConnector(limit=100) async with aiohttp.ClientSession(connector=connector, trust_env=True) as session: # the HTTP connections has been throttled by TCPConnector - for dates in chunks(list(date_range(start, end)), 1000): + for dates in chunks(list(date_range(start, end)), 5): tasks = [ asyncio.create_task(get_daily_trades(symbol, candle_type, date, session)) for date in dates @@ -490,4 +495,5 @@ async def _download_archive_trades( else: # Happy case results.extend(result) + return results From 9fbc413d4da786bc0d4dcfabc2c3f6d96c8f191c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Feb 2025 15:38:00 +0100 Subject: [PATCH 036/237] chore: start downloads in 1m batches --- freqtrade/exchange/binance_public_data.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/exchange/binance_public_data.py b/freqtrade/exchange/binance_public_data.py index 7f43be985..efa376ebc 100644 --- a/freqtrade/exchange/binance_public_data.py +++ b/freqtrade/exchange/binance_public_data.py @@ -451,7 +451,7 @@ async def _download_archive_trades( connector = aiohttp.TCPConnector(limit=100) async with aiohttp.ClientSession(connector=connector, trust_env=True) as session: # the HTTP connections has been throttled by TCPConnector - for dates in chunks(list(date_range(start, end)), 5): + for dates in chunks(list(date_range(start, end)), 30): tasks = [ asyncio.create_task(get_daily_trades(symbol, candle_type, date, session)) for date in dates From 36eeac365e58c89b7f7a9a1bd78c1fd66abc0d8d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Feb 2025 17:19:21 +0100 Subject: [PATCH 037/237] chore: fix merge mistake --- freqtrade/freqai/data_kitchen.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py index 0dbecdc05..a10f1cb9b 100644 --- a/freqtrade/freqai/data_kitchen.py +++ b/freqtrade/freqai/data_kitchen.py @@ -776,7 +776,7 @@ class FreqaiDataKitchen: corr_dataframes: dict = {}, base_dataframes: dict = {}, pair: str = "", - prediction_dataframe: Optional[DataFrame] = None, + prediction_dataframe: DataFrame | None = None, do_corr_pairs: bool = True, ) -> DataFrame: """ From f447de484069487e174abe4c62e21f0cf0b4073b Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 28 Feb 2025 06:36:02 +0100 Subject: [PATCH 038/237] chore: bump version to 2025.3-dev --- freqtrade/__init__.py | 2 +- ft_client/freqtrade_client/__init__.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index e93de1dbc..8ca2a3e67 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -1,6 +1,6 @@ """Freqtrade bot""" -__version__ = "2025.2-dev" +__version__ = "2025.3-dev" if "dev" in __version__: from pathlib import Path diff --git a/ft_client/freqtrade_client/__init__.py b/ft_client/freqtrade_client/__init__.py index 17ecee98b..f9a9baf16 100644 --- a/ft_client/freqtrade_client/__init__.py +++ b/ft_client/freqtrade_client/__init__.py @@ -1,7 +1,7 @@ from freqtrade_client.ft_rest_client import FtRestClient -__version__ = "2025.2-dev" +__version__ = "2025.3-dev" if "dev" in __version__: from pathlib import Path From 5b9102f9a81739a496b3950fd43a7fd0dcde6964 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 28 Feb 2025 07:01:50 +0100 Subject: [PATCH 039/237] tests: Use higher limit on x86 macos to avoid random fails --- tests/commands/test_startup_time.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/tests/commands/test_startup_time.py b/tests/commands/test_startup_time.py index 08856a636..5e9b369d8 100644 --- a/tests/commands/test_startup_time.py +++ b/tests/commands/test_startup_time.py @@ -1,8 +1,10 @@ import subprocess import time +from tests.conftest import is_arm, is_mac -MAXIMUM_STARTUP_TIME = 0.5 + +MAXIMUM_STARTUP_TIME = 0.7 if is_mac() and not is_arm() else 0.5 def test_startup_time(): @@ -14,4 +16,5 @@ def test_startup_time(): elapsed = time.time() - start assert elapsed < MAXIMUM_STARTUP_TIME, ( "The startup time is too long, try to use lazy import in the command entry function" + f" (maximum {MAXIMUM_STARTUP_TIME}s, got {elapsed}s)" ) From 7ccac492bb364a1c30313ddadde9c10acfda11f5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 28 Feb 2025 16:10:40 +0100 Subject: [PATCH 040/237] fix: max_stake_amount should not include leverage --- freqtrade/persistence/trade_model.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py index dce524b0d..710e2c748 100644 --- a/freqtrade/persistence/trade_model.py +++ b/freqtrade/persistence/trade_model.py @@ -1243,7 +1243,7 @@ class LocalTrade: total_stake += self._calc_open_trade_value(tmp_amount, price) max_stake_amount += tmp_amount * price self.funding_fees = funding_fees - self.max_stake_amount = float(max_stake_amount) + self.max_stake_amount = float(max_stake_amount) / (self.leverage or 1.0) if close_profit: self.close_profit = close_profit From c50edafac6125c66712d1e7f5a08d4e5db43e230 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 28 Feb 2025 19:14:38 +0100 Subject: [PATCH 041/237] feat: add record_version to trades table --- freqtrade/persistence/migrations.py | 28 +++++++++++++++++++++++++--- freqtrade/persistence/trade_model.py | 4 ++++ 2 files changed, 29 insertions(+), 3 deletions(-) diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py index 7a88c61c0..f0aa2f289 100644 --- a/freqtrade/persistence/migrations.py +++ b/freqtrade/persistence/migrations.py @@ -124,6 +124,7 @@ def migrate_trades_and_orders_table( funding_fees = get_column_def(cols, "funding_fees", "0.0") funding_fee_running = get_column_def(cols, "funding_fee_running", "null") max_stake_amount = get_column_def(cols, "max_stake_amount", "stake_amount") + record_version = get_column_def(cols, "record_version", "1") # If ticker-interval existed use that, else null. if has_column(cols, "ticker_interval"): @@ -180,7 +181,7 @@ def migrate_trades_and_orders_table( trading_mode, leverage, liquidation_price, is_short, interest_rate, funding_fees, funding_fee_running, realized_profit, amount_precision, price_precision, precision_mode, precision_mode_price, contract_size, - max_stake_amount + max_stake_amount, record_version ) select id, lower(exchange), pair, {base_currency} base_currency, {stake_currency} stake_currency, @@ -210,7 +211,8 @@ def migrate_trades_and_orders_table( {realized_profit} realized_profit, {amount_precision} amount_precision, {price_precision} price_precision, {precision_mode} precision_mode, {precision_mode_price} precision_mode_price, - {contract_size} contract_size, {max_stake_amount} max_stake_amount + {contract_size} contract_size, {max_stake_amount} max_stake_amount, + {record_version} record_version from {trade_back_name} """ ) @@ -329,6 +331,25 @@ def fix_old_dry_orders(engine): connection.execute(stmt) +def fix_wrong_max_stake_amount(engine): + """ + Fix max_stake_amount for leveraged closed trades + This caused record_version to be bumped to 2. + """ + with engine.begin() as connection: + stmt = ( + update(Trade) + .where( + Trade.record_version < 2, + Trade.leverage > 1, + Trade.is_open.is_(False), + Trade.max_stake_amount != 0, + ) + .values(max_stake_amount=Trade.max_stake_amount / Trade.leverage, record_version=2) + ) + connection.execute(stmt) + + def check_migrate(engine, decl_base, previous_tables) -> None: """ Checks if migration is necessary and migrates if necessary @@ -350,7 +371,7 @@ 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_trades, "precision_mode_price"): + if not has_column(cols_trades, "record_version"): # if not has_column(cols_orders, "ft_order_tag"): migrating = True logger.info( @@ -383,6 +404,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None: set_sqlite_to_wal(engine) fix_old_dry_orders(engine) + fix_wrong_max_stake_amount(engine) if migrating: logger.info("Database migration finished.") diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py index 710e2c748..7aeae5874 100644 --- a/freqtrade/persistence/trade_model.py +++ b/freqtrade/persistence/trade_model.py @@ -464,6 +464,8 @@ class LocalTrade: # Used to keep running funding fees - between the last filled order and now # Shall not be used for calculations! funding_fee_running: float | None = None + # v 2 -> correct max_stake_amount calculation for leveraged trades + record_version: int = 2 @property def stoploss_or_liquidation(self) -> float: @@ -1752,6 +1754,8 @@ class Trade(ModelBase, LocalTrade): Float(), nullable=True, default=None ) + record_version: Mapped[int] = mapped_column(Integer, nullable=False, default=2) # type: ignore + def __init__(self, **kwargs): from_json = kwargs.pop("__FROM_JSON", None) super().__init__(**kwargs) From 3070e373355b444e7b677b2a343e73213f914f04 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 1 Mar 2025 08:01:35 +0100 Subject: [PATCH 042/237] docs: add plain merge to known common mistakes closes #11438 --- docs/strategy-customization.md | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index df8ba4c97..1220db492 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -1122,6 +1122,7 @@ The following list contains some common patterns which should be avoided to prev - don't use `.iloc[-1]` or any other absolute position in the dataframe within `populate_` functions, as this will be different between dry-run and backtesting. Absolute `iloc` indexing is safe to use in callbacks however - see [Strategy Callbacks](strategy-callbacks.md). - don't use functions that use all dataframe or column values, e.g. `dataframe['mean_volume'] = dataframe['volume'].mean()`. As backtesting uses the full dataframe, at any point in the dataframe, the `'mean_volume'` series would include data from the future. Use rolling() calculations instead, e.g. `dataframe['volume'].rolling().mean()`. - don't use `.resample('1h')`. This uses the left border of the period interval, so moves data from an hour boundary to the start of the hour. Use `.resample('1h', label='right')` instead. +- don't use `.merge()` to combine longer timeframes onto shorter ones. Instead, use the [informative pair](#informative-pairs) helpers. (A plain merge can implicitly cause a lookahead bias as date refers to open date, not close date). !!! Tip "Identifying problems" You should always use the two helper commands [lookahead-analysis](lookahead-analysis.md) and [recursive-analysis](recursive-analysis.md), which can each help you figure out problems with your strategy in different ways. From 13e9f8a98e9b023435b6ed4b57040c641379e64d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 2 Mar 2025 14:17:12 +0100 Subject: [PATCH 043/237] fix: use initialMargin over collateral for position wallet closes #11415 --- freqtrade/wallets.py | 2 +- tests/rpc/test_rpc.py | 7 ++++--- 2 files changed, 5 insertions(+), 4 deletions(-) diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py index c77b27147..cb0887415 100644 --- a/freqtrade/wallets.py +++ b/freqtrade/wallets.py @@ -197,7 +197,7 @@ class Wallets: # Position is not open ... continue size = self._exchange._contracts_to_amount(symbol, position["contracts"]) - collateral = safe_value_fallback(position, "collateral", "initialMargin", 0.0) + collateral = safe_value_fallback(position, "initialMargin", "collateral", 0.0) leverage = position.get("leverage") _parsed_positions[symbol] = PositionWallet( symbol, diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 71eaa3bfd..cb67d089e 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -577,7 +577,7 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers, proxy_coin, marg "symbol": "ETH/USDT:USDT", "timestamp": None, "datetime": None, - "initialMargin": 0.0, + "initialMargin": 20, "initialMarginPercentage": None, "maintenanceMargin": 0.0, "maintenanceMarginPercentage": 0.005, @@ -590,8 +590,9 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers, proxy_coin, marg "marginRatio": None, "liquidationPrice": 0.0, "markPrice": 2896.41, - "collateral": 20, - "marginType": "isolated", + # Collateral is in USDT - and can be higher than position size in cross mode + "collateral": 50, + "marginType": "cross", "side": "short", "percentage": None, } From e1f6702932738d9a90900f53756e304fa5fc11fc Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 2 Mar 2025 15:41:43 +0100 Subject: [PATCH 044/237] feat: add SQN calculation as backtest metric --- freqtrade/data/metrics.py | 29 +++++++++++++++++++++++++++ tests/data/test_btanalysis.py | 37 +++++++++++++++++++++++++++++++++++ 2 files changed, 66 insertions(+) diff --git a/freqtrade/data/metrics.py b/freqtrade/data/metrics.py index de8ebac4a..d2ae2d64b 100644 --- a/freqtrade/data/metrics.py +++ b/freqtrade/data/metrics.py @@ -375,3 +375,32 @@ def calculate_calmar( # print(expected_returns_mean, max_drawdown, calmar_ratio) return calmar_ratio + + +def calculate_sqn(trades: pd.DataFrame, starting_balance: float) -> float: + """ + Calculate System Quality Number (SQN) - Van K. Tharp. + SQN measures systematic trading quality and takes into account both + the number of trades and their standard deviation. + + :param trades: DataFrame containing trades (requires column profit_abs) + :param starting_balance: Starting balance of the trading system + :return: SQN value + """ + if len(trades) == 0: + return 0.0 + + total_profit = trades["profit_abs"] / starting_balance + number_of_trades = len(trades) + + # Calculate average trade and standard deviation + average_profits = total_profit.mean() + profits_std = total_profit.std() + + if profits_std != 0 and not np.isnan(profits_std): + sqn = math.sqrt(number_of_trades) * (average_profits / profits_std) + else: + # Define negative SQN to indicate this is NOT optimal + sqn = -100.0 + + return round(sqn, 4) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index 1c901bc16..eec3ac4e4 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -30,6 +30,7 @@ from freqtrade.data.metrics import ( calculate_max_drawdown, calculate_sharpe, calculate_sortino, + calculate_sqn, calculate_underwater, combine_dataframes_with_mean, combined_dataframes_with_rel_mean, @@ -457,6 +458,42 @@ def test_calculate_calmar(testdatadir): assert pytest.approx(calmar) == 559.040508 +def test_calculate_sqn(testdatadir): + filename = testdatadir / "backtest_results/backtest-result.json" + bt_data = load_backtest_data(filename) + + sqn = calculate_sqn(DataFrame(), 0) + assert sqn == 0.0 + + sqn = calculate_sqn( + bt_data, + 0.01, + ) + assert isinstance(sqn, float) + assert pytest.approx(sqn) == 3.2991 + + +@pytest.mark.parametrize( + "profits,starting_balance,expected_sqn,description", + [ + ([1.0, -0.5, 2.0, -1.0, 0.5, 1.5, -0.5, 1.0], 100, 1.3229, "Mixed profits/losses"), + ([], 100, 0.0, "Empty dataframe"), + ([1.0, 0.5, 2.0, 1.5, 0.8], 100, 4.3657, "All winning trades"), + ([-1.0, -0.5, -2.0, -1.5, -0.8], 100, -4.3657, "All losing trades"), + ([1.0], 100, -100, "Single trade"), + ], +) +def test_calculate_sqn_cases(profits, starting_balance, expected_sqn, description): + """ + Test SQN calculation with various scenarios: + """ + trades = DataFrame({"profit_abs": profits}) + sqn = calculate_sqn(trades, starting_balance=starting_balance) + + assert isinstance(sqn, float) + assert pytest.approx(sqn, rel=1e-4) == expected_sqn + + @pytest.mark.parametrize( "start,end,days, expected", [ From ccfc690281f257b40ecf09d1dfd48a5666b4294d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 2 Mar 2025 15:47:30 +0100 Subject: [PATCH 045/237] feat: add SQN to backtest result closes #11397 --- docs/backtesting.md | 2 ++ freqtrade/optimize/optimize_reports/bt_output.py | 1 + freqtrade/optimize/optimize_reports/optimize_reports.py | 2 ++ 3 files changed, 5 insertions(+) diff --git a/docs/backtesting.md b/docs/backtesting.md index 133f288f2..d72c54686 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -315,6 +315,7 @@ It contains some useful key metrics about performance of your strategy on backte | Sortino | 1.88 | | Sharpe | 2.97 | | Calmar | 6.29 | +| SQN | 2.45 | | Profit factor | 1.11 | | Expectancy (Ratio) | -0.15 (-0.05) | | Avg. stake amount | 0.001 BTC | @@ -368,6 +369,7 @@ It contains some useful key metrics about performance of your strategy on backte - `Sortino`: Annualized Sortino ratio. - `Sharpe`: Annualized Sharpe ratio. - `Calmar`: Annualized Calmar ratio. +- `SQN`: System Quality Number (SQN) - by Van Tharp. - `Profit factor`: profit / loss. - `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount. - `Total trade volume`: Volume generated on the exchange to reach the above profit. diff --git a/freqtrade/optimize/optimize_reports/bt_output.py b/freqtrade/optimize/optimize_reports/bt_output.py index 914498092..36a2b3bbb 100644 --- a/freqtrade/optimize/optimize_reports/bt_output.py +++ b/freqtrade/optimize/optimize_reports/bt_output.py @@ -312,6 +312,7 @@ def text_table_add_metrics(strat_results: dict) -> None: ("Sortino", f"{strat_results['sortino']:.2f}" if "sortino" in strat_results else "N/A"), ("Sharpe", f"{strat_results['sharpe']:.2f}" if "sharpe" in strat_results else "N/A"), ("Calmar", f"{strat_results['calmar']:.2f}" if "calmar" in strat_results else "N/A"), + ("SQN", f"{strat_results['sqn']:.2f}" if "sqn" in strat_results else "N/A"), ( "Profit factor", ( diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py index 32ef864e2..edcdf757a 100644 --- a/freqtrade/optimize/optimize_reports/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports/optimize_reports.py @@ -16,6 +16,7 @@ from freqtrade.data.metrics import ( calculate_max_drawdown, calculate_sharpe, calculate_sortino, + calculate_sqn, ) from freqtrade.ft_types import BacktestResultType from freqtrade.util import decimals_per_coin, fmt_coin, get_dry_run_wallet @@ -468,6 +469,7 @@ def generate_strategy_stats( "sortino": calculate_sortino(results, min_date, max_date, start_balance), "sharpe": calculate_sharpe(results, min_date, max_date, start_balance), "calmar": calculate_calmar(results, min_date, max_date, start_balance), + "sqn": calculate_sqn(results, start_balance), "profit_factor": profit_factor, "backtest_start": min_date.strftime(DATETIME_PRINT_FORMAT), "backtest_start_ts": int(min_date.timestamp() * 1000), From 11763e8cd1d479b2280571c407ab286910b21730 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 2 Mar 2025 16:09:55 +0100 Subject: [PATCH 046/237] chore: improve clarity --- freqtrade/freqai/freqai_interface.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py index 939039094..7b9de5ce2 100644 --- a/freqtrade/freqai/freqai_interface.py +++ b/freqtrade/freqai/freqai_interface.py @@ -618,7 +618,7 @@ class IFreqaiModel(ABC): ) unfiltered_dataframe = dk.use_strategy_to_populate_indicators( - strategy, corr_dataframes, base_dataframes, pair + strategy, corr_dataframes=corr_dataframes, base_dataframes=base_dataframes, pair=pair ) trained_timestamp = new_trained_timerange.stopts From 717f17a9b5bde812e4bb0adac117357be2b5d7b6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 2 Mar 2025 19:56:59 +0100 Subject: [PATCH 047/237] chore: fix mutable defaults bug --- freqtrade/freqai/data_kitchen.py | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py index a10f1cb9b..6cb52eb29 100644 --- a/freqtrade/freqai/data_kitchen.py +++ b/freqtrade/freqai/data_kitchen.py @@ -773,8 +773,8 @@ class FreqaiDataKitchen: def use_strategy_to_populate_indicators( # noqa: C901 self, strategy: IStrategy, - corr_dataframes: dict = {}, - base_dataframes: dict = {}, + corr_dataframes: dict[str, DataFrame] | None = None, + base_dataframes: dict[str, dict[str, DataFrame]] | None = None, pair: str = "", prediction_dataframe: DataFrame | None = None, do_corr_pairs: bool = True, @@ -793,6 +793,10 @@ class FreqaiDataKitchen: :return: dataframe: DataFrame = dataframe containing populated indicators """ + if not corr_dataframes: + corr_dataframes = {} + if not base_dataframes: + base_dataframes = {} # check if the user is using the deprecated populate_any_indicators function new_version = inspect.getsource(strategy.populate_any_indicators) == ( From cdd1273ed0aeb68d952c2c4ff488821850c3a9f2 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 3 Mar 2025 03:29:01 +0000 Subject: [PATCH 048/237] chore(deps-dev): bump types-requests in the types group Bumps the types group with 1 update: [types-requests](https://github.com/python/typeshed). Updates `types-requests` from 2.32.0.20241016 to 2.32.0.20250301 - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-requests dependency-type: direct:development update-type: version-update:semver-patch dependency-group: types ... Signed-off-by: dependabot[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 67780a846..916a5110d 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -27,6 +27,6 @@ nbconvert==7.16.6 # mypy types types-cachetools==5.5.0.20240820 types-filelock==3.2.7 -types-requests==2.32.0.20241016 +types-requests==2.32.0.20250301 types-tabulate==0.9.0.20241207 types-python-dateutil==2.9.0.20241206 From 3fb4524c5ad3e07ccfd7cb3b83782f8c5dc2a713 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 3 Mar 2025 03:29:30 +0000 Subject: [PATCH 049/237] chore(deps-dev): bump pytest from 8.3.4 to 8.3.5 in the pytest group Bumps the pytest group with 1 update: [pytest](https://github.com/pytest-dev/pytest). Updates `pytest` from 8.3.4 to 8.3.5 - [Release notes](https://github.com/pytest-dev/pytest/releases) - [Changelog](https://github.com/pytest-dev/pytest/blob/main/CHANGELOG.rst) - [Commits](https://github.com/pytest-dev/pytest/compare/8.3.4...8.3.5) --- updated-dependencies: - dependency-name: pytest dependency-type: direct:development update-type: version-update:semver-patch dependency-group: pytest ... Signed-off-by: dependabot[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 67780a846..f4a192cd0 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -10,7 +10,7 @@ coveralls==4.0.1 ruff==0.9.7 mypy==1.15.0 pre-commit==4.1.0 -pytest==8.3.4 +pytest==8.3.5 pytest-asyncio==0.25.3 pytest-cov==6.0.0 pytest-mock==3.14.0 From 4bebb204771c74148cc56c365121a624caa08984 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 3 Mar 2025 03:29:41 +0000 Subject: [PATCH 050/237] chore(deps): bump mkdocs-material in the mkdocs group Bumps the mkdocs group with 1 update: [mkdocs-material](https://github.com/squidfunk/mkdocs-material). Updates `mkdocs-material` from 9.6.5 to 9.6.7 - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/9.6.5...9.6.7) --- updated-dependencies: - dependency-name: mkdocs-material dependency-type: direct:production update-type: version-update:semver-patch dependency-group: mkdocs ... Signed-off-by: dependabot[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 12385669b..141eb1d00 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,6 +1,6 @@ markdown==3.7 mkdocs==1.6.1 -mkdocs-material==9.6.5 +mkdocs-material==9.6.7 mdx_truly_sane_lists==1.3 pymdown-extensions==10.14.3 jinja2==3.1.5 From 1548fdfca6b14d2878239135e8c142c2441751c1 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 3 Mar 2025 03:29:50 +0000 Subject: [PATCH 051/237] chore(deps): bump python-telegram-bot from 21.10 to 21.11.1 Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 21.10 to 21.11.1. - [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases) - [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/v21.11.1/CHANGES.rst) - [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v21.10...v21.11.1) --- updated-dependencies: - dependency-name: python-telegram-bot dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 0d255bf14..8d5f21c66 100644 --- a/requirements.txt +++ b/requirements.txt @@ -8,7 +8,7 @@ ccxt==4.4.62 cryptography==44.0.1 aiohttp==3.9.5 SQLAlchemy==2.0.38 -python-telegram-bot==21.10 +python-telegram-bot==21.11.1 # can't be hard-pinned due to telegram-bot pinning httpx with ~ httpx>=0.24.1 humanize==4.12.1 From 91438affc849c55e0f637ded004680c4b2d3a1a8 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 3 Mar 2025 03:29:54 +0000 Subject: [PATCH 052/237] chore(deps): bump fastapi from 0.115.8 to 0.115.11 Bumps [fastapi](https://github.com/fastapi/fastapi) from 0.115.8 to 0.115.11. - [Release notes](https://github.com/fastapi/fastapi/releases) - [Commits](https://github.com/fastapi/fastapi/compare/0.115.8...0.115.11) --- updated-dependencies: - dependency-name: fastapi dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 0d255bf14..1183726ce 100644 --- a/requirements.txt +++ b/requirements.txt @@ -37,7 +37,7 @@ orjson==3.10.15 sdnotify==0.3.2 # API Server -fastapi==0.115.8 +fastapi==0.115.11 pydantic==2.10.6 uvicorn==0.34.0 pyjwt==2.10.1 From bd5f02a8df1ff8a316393688ea24bf12525cf75a Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 3 Mar 2025 03:30:33 +0000 Subject: [PATCH 053/237] chore(deps-dev): bump isort from 6.0.0 to 6.0.1 Bumps [isort](https://github.com/PyCQA/isort) from 6.0.0 to 6.0.1. - [Release notes](https://github.com/PyCQA/isort/releases) - [Changelog](https://github.com/PyCQA/isort/blob/main/CHANGELOG.md) - [Commits](https://github.com/PyCQA/isort/compare/6.0.0...6.0.1) --- updated-dependencies: - dependency-name: isort dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 67780a846..7132df14e 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -17,7 +17,7 @@ pytest-mock==3.14.0 pytest-random-order==1.1.1 pytest-timeout==2.3.1 pytest-xdist==3.6.1 -isort==6.0.0 +isort==6.0.1 # For datetime mocking time-machine==2.16.0 From e21aedfb73bd2245a0ba42f8bb7893786a86f1ef Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 3 Mar 2025 05:44:23 +0000 Subject: [PATCH 054/237] chore(deps-dev): bump ruff from 0.9.7 to 0.9.9 Bumps [ruff](https://github.com/astral-sh/ruff) from 0.9.7 to 0.9.9. - [Release notes](https://github.com/astral-sh/ruff/releases) - [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md) - [Commits](https://github.com/astral-sh/ruff/compare/0.9.7...0.9.9) --- updated-dependencies: - dependency-name: ruff dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index de1fe29e2..aedc9b4e0 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -7,7 +7,7 @@ -r docs/requirements-docs.txt coveralls==4.0.1 -ruff==0.9.7 +ruff==0.9.9 mypy==1.15.0 pre-commit==4.1.0 pytest==8.3.5 From 281bd69fa55f3c0bda3567a574b8373f8375a350 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 3 Mar 2025 05:46:06 +0000 Subject: [PATCH 055/237] chore(deps): bump cryptography from 44.0.1 to 44.0.2 Bumps [cryptography](https://github.com/pyca/cryptography) from 44.0.1 to 44.0.2. - [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst) - [Commits](https://github.com/pyca/cryptography/compare/44.0.1...44.0.2) --- updated-dependencies: - dependency-name: cryptography dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index f6b70cf85..13a4a1981 100644 --- a/requirements.txt +++ b/requirements.txt @@ -5,7 +5,7 @@ numexpr==2.10.2 pandas-ta==0.3.14b ccxt==4.4.62 -cryptography==44.0.1 +cryptography==44.0.2 aiohttp==3.9.5 SQLAlchemy==2.0.38 python-telegram-bot==21.11.1 From 243a91a1416a18695dbfe6ec9430f2a2c1cbb347 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 3 Mar 2025 06:46:58 +0100 Subject: [PATCH 056/237] chore: bump types-requests in pre-commit --- .pre-commit-config.yaml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml index 21c285ec2..814ac2ffd 100644 --- a/.pre-commit-config.yaml +++ b/.pre-commit-config.yaml @@ -16,7 +16,7 @@ repos: additional_dependencies: - types-cachetools==5.5.0.20240820 - types-filelock==3.2.7 - - types-requests==2.32.0.20241016 + - types-requests==2.32.0.20250301 - types-tabulate==0.9.0.20241207 - types-python-dateutil==2.9.0.20241206 - SQLAlchemy==2.0.38 From 055c56edfc30d21914b113dfca1c7dbc5de64e26 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 3 Mar 2025 06:37:01 +0000 Subject: [PATCH 057/237] chore(deps): bump ccxt from 4.4.62 to 4.4.64 Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.4.62 to 4.4.64. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md) - [Commits](https://github.com/ccxt/ccxt/compare/v4.4.62...v4.4.64) --- updated-dependencies: - dependency-name: ccxt dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 13a4a1981..0cea2988e 100644 --- a/requirements.txt +++ b/requirements.txt @@ -4,7 +4,7 @@ bottleneck==1.4.2 numexpr==2.10.2 pandas-ta==0.3.14b -ccxt==4.4.62 +ccxt==4.4.64 cryptography==44.0.2 aiohttp==3.9.5 SQLAlchemy==2.0.38 From ef239b8d0c67c6eb5bc4488703d6775c721962a7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 3 Mar 2025 19:28:02 +0100 Subject: [PATCH 058/237] fix: update datadir when exchange is changed for an endpoint --- freqtrade/rpc/api_server/api_pairlists.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/freqtrade/rpc/api_server/api_pairlists.py b/freqtrade/rpc/api_server/api_pairlists.py index 75467c28b..727798566 100644 --- a/freqtrade/rpc/api_server/api_pairlists.py +++ b/freqtrade/rpc/api_server/api_pairlists.py @@ -110,13 +110,17 @@ def handleExchangePayload(payload: ExchangeModePayloadMixin, config_loc: Config) Handle exchange and trading mode payload. Updates the configuration with the payload values. """ + from freqtrade.configuration.directory_operations import create_datadir + if payload.exchange: config_loc["exchange"]["name"] = payload.exchange + config_loc.update({"datadir": create_datadir(config_loc, None)}) if payload.trading_mode: config_loc["trading_mode"] = payload.trading_mode config_loc["candle_type_def"] = CandleType.get_default( config_loc.get("trading_mode", "spot") or "spot" ) + if payload.margin_mode: config_loc["margin_mode"] = payload.margin_mode From 1bba2a5f216d3d1e3863442e0ec57c1b9dd5f0f5 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 3 Mar 2025 14:32:39 -0400 Subject: [PATCH 059/237] chore: add a warning log if custom_price_max_distance_ratio change the price --- freqtrade/freqtradebot.py | 10 +++++++++- 1 file changed, 9 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 8b9d4ed31..d3d2cc081 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -2587,4 +2587,12 @@ class FreqtradeBot(LoggingMixin): max_custom_price_allowed = proposed_price + (proposed_price * cust_p_max_dist_r) # Bracket between min_custom_price_allowed and max_custom_price_allowed - return max(min(valid_custom_price, max_custom_price_allowed), min_custom_price_allowed) + final_price = max(min(valid_custom_price, max_custom_price_allowed), min_custom_price_allowed) + + # Log a warning if the custom price was adjusted by clamping. + if final_price != valid_custom_price: + logger.warning( + f"Custom price adjusted from {valid_custom_price} to {final_price} based on custom_price_max_distance_ratio of {cust_p_max_dist_r}." + ) + + return final_price From facfdfd85c72e243be2ba1103adedcd2b7ebdea0 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 3 Mar 2025 14:42:16 -0400 Subject: [PATCH 060/237] chore: add price in execute_entry logs --- freqtrade/freqtradebot.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index d3d2cc081..4626cb3e1 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -903,14 +903,14 @@ class FreqtradeBot(LoggingMixin): msg = ( f"Position adjust: about to create a new order for {pair} with stake_amount: " - f"{stake_amount} for {trade}" + f"{stake_amount} and price: {enter_limit_requested} for {trade}" if mode == "pos_adjust" else ( f"Replacing {side} order: about create a new order for {pair} with stake_amount: " - f"{stake_amount} ..." + f"{stake_amount} and price: {enter_limit_requested} ..." if mode == "replace" else f"{name} signal found: about create a new trade for {pair} with stake_amount: " - f"{stake_amount} ..." + f"{stake_amount} and price: {enter_limit_requested} ..." ) ) logger.info(msg) From ad2aef09c40c0cf23e013b1d5e3bf18eed7dee74 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 3 Mar 2025 14:55:15 -0400 Subject: [PATCH 061/237] chore: fix format --- freqtrade/freqtradebot.py | 11 +++++++---- 1 file changed, 7 insertions(+), 4 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 4626cb3e1..cfe789af7 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -2587,12 +2587,15 @@ class FreqtradeBot(LoggingMixin): max_custom_price_allowed = proposed_price + (proposed_price * cust_p_max_dist_r) # Bracket between min_custom_price_allowed and max_custom_price_allowed - final_price = max(min(valid_custom_price, max_custom_price_allowed), min_custom_price_allowed) - + final_price = max( + min(valid_custom_price, max_custom_price_allowed), min_custom_price_allowed + ) + # Log a warning if the custom price was adjusted by clamping. if final_price != valid_custom_price: logger.warning( - f"Custom price adjusted from {valid_custom_price} to {final_price} based on custom_price_max_distance_ratio of {cust_p_max_dist_r}." + f"Custom price adjusted from {valid_custom_price} to {final_price} based on " + "custom_price_max_distance_ratio of {cust_p_max_dist_r}." ) - + return final_price From dfe698209950035cf4ac5317e8077e4154cbe0bd Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 3 Mar 2025 15:18:04 -0400 Subject: [PATCH 062/237] chore: change log level of get_valid_price log from warning to info --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index cfe789af7..4af00ebaa 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -2593,7 +2593,7 @@ class FreqtradeBot(LoggingMixin): # Log a warning if the custom price was adjusted by clamping. if final_price != valid_custom_price: - logger.warning( + logger.info( f"Custom price adjusted from {valid_custom_price} to {final_price} based on " "custom_price_max_distance_ratio of {cust_p_max_dist_r}." ) From e055feb1d3d0408e3a964c4f355376f00a6ca19d Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 3 Mar 2025 15:32:41 -0400 Subject: [PATCH 063/237] chore: update test_process_trade_creation test --- tests/freqtradebot/test_freqtradebot.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/tests/freqtradebot/test_freqtradebot.py b/tests/freqtradebot/test_freqtradebot.py index e66e5065c..e9a1082d2 100644 --- a/tests/freqtradebot/test_freqtradebot.py +++ b/tests/freqtradebot/test_freqtradebot.py @@ -701,11 +701,11 @@ def test_process_trade_creation( assert pytest.approx(trade.amount) == 0 assert pytest.approx(trade.amount_requested) == 60 / ticker_usdt.return_value[ticker_side] - assert log_has( + expected_log = ( f"{'Short' if is_short else 'Long'} signal found: about create a new trade for ETH/USDT " - "with stake_amount: 60.0 ...", - caplog, + "with stake_amount: 60.0" ) + assert expected_log in caplog.text mocker.patch("freqtrade.freqtradebot.FreqtradeBot._check_and_execute_exit") # Fill trade. From 7665d3d1f2c9094b95528b90835a39c89c0ccdf2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 3 Mar 2025 20:48:25 +0100 Subject: [PATCH 064/237] docs: add has_open_orders to trade object documentation --- docs/trade-object.md | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/trade-object.md b/docs/trade-object.md index 8a6e3b1a7..26f5e9131 100644 --- a/docs/trade-object.md +++ b/docs/trade-object.md @@ -35,6 +35,7 @@ The following attributes / properties are available for each individual trade - | `trade_direction` | "long" / "short" | Trade direction in text - long or short. | | `nr_of_successful_entries` | int | Number of successful (filled) entry orders. | | `nr_of_successful_exits` | int | Number of successful (filled) exit orders. | +| `has_open_orders` | boolean | Has the trade open orders (excluding stoploss orders). | ## Class methods From 3dd7f7f17bc6ec0913f9115d47c66bd2ff9f2f7b Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 3 Mar 2025 20:48:45 +0100 Subject: [PATCH 065/237] chore: improved log messages for partial filled entries --- freqtrade/freqtradebot.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 8b9d4ed31..d14e1ee2f 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -1901,7 +1901,10 @@ class FreqtradeBot(LoggingMixin): # to the trade object self.update_trade_state(trade, order_id, corder) - logger.info(f"Partial {trade.entry_side} order timeout for {trade}.") + logger.info( + f"Partial {trade.entry_side} order timeout for {trade}. Filled: {filled_amount}, " + f"total: {order_obj.ft_amount}" + ) order_obj.ft_cancel_reason += f", {constants.CANCEL_REASON['PARTIALLY_FILLED']}" self.wallets.update() From 9128011208727c45880c91c15666e82e2a5dba70 Mon Sep 17 00:00:00 2001 From: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com> Date: Tue, 4 Mar 2025 03:10:52 +0000 Subject: [PATCH 066/237] chore: update pre-commit hooks --- .pre-commit-config.yaml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml index 814ac2ffd..6f423d3ec 100644 --- a/.pre-commit-config.yaml +++ b/.pre-commit-config.yaml @@ -31,7 +31,7 @@ repos: - repo: https://github.com/charliermarsh/ruff-pre-commit # Ruff version. - rev: 'v0.9.7' + rev: 'v0.9.9' hooks: - id: ruff - id: ruff-format From f785f9ff009a5a186d7a7a5e4208b32e4921138f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 4 Mar 2025 06:46:13 +0100 Subject: [PATCH 067/237] chore: use log_has_re for test log assertion --- tests/freqtradebot/test_freqtradebot.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/tests/freqtradebot/test_freqtradebot.py b/tests/freqtradebot/test_freqtradebot.py index e9a1082d2..3ff8fcb5e 100644 --- a/tests/freqtradebot/test_freqtradebot.py +++ b/tests/freqtradebot/test_freqtradebot.py @@ -701,11 +701,11 @@ def test_process_trade_creation( assert pytest.approx(trade.amount) == 0 assert pytest.approx(trade.amount_requested) == 60 / ticker_usdt.return_value[ticker_side] - expected_log = ( + assert log_has_re( f"{'Short' if is_short else 'Long'} signal found: about create a new trade for ETH/USDT " - "with stake_amount: 60.0" + r"with stake_amount: 60.0 and price: .*", + caplog, ) - assert expected_log in caplog.text mocker.patch("freqtrade.freqtradebot.FreqtradeBot._check_and_execute_exit") # Fill trade. From 76d43782db82ee4b8ee95e8ab84e59607bdb8ece Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 5 Mar 2025 07:07:25 +0100 Subject: [PATCH 068/237] chore: fix typo in exception --- freqtrade/exchange/binance_public_data.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/binance_public_data.py b/freqtrade/exchange/binance_public_data.py index efa376ebc..f783a4906 100644 --- a/freqtrade/exchange/binance_public_data.py +++ b/freqtrade/exchange/binance_public_data.py @@ -161,7 +161,7 @@ async def _download_archive_ohlcv( else: dfs.append(None) except BaseException as e: - logger.warning(f"An exception raised: : {e}") + logger.warning(f"An exception raised: {e}") # Directly return the existing data, do not allow the gap within the data await cancel_and_await_tasks(tasks[tasks.index(task) + 1 :]) return concat_safe(dfs) @@ -488,7 +488,7 @@ async def _download_archive_trades( await cancel_and_await_tasks(tasks[tasks.index(task) + 1 :]) return results except BaseException as e: - logger.warning(f"An exception raised: : {e}") + logger.warning(f"An exception raised: {e}") # Directly return the existing data, do not allow the gap within the data await cancel_and_await_tasks(tasks[tasks.index(task) + 1 :]) return results From 53f68a383449ef343ea12c353f8562cf2aa6b86f Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 5 Mar 2025 07:09:26 +0100 Subject: [PATCH 069/237] chore: let BaseException pass in binance --- freqtrade/exchange/binance_public_data.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/binance_public_data.py b/freqtrade/exchange/binance_public_data.py index f783a4906..48e022f2a 100644 --- a/freqtrade/exchange/binance_public_data.py +++ b/freqtrade/exchange/binance_public_data.py @@ -160,7 +160,7 @@ async def _download_archive_ohlcv( return concat_safe(dfs) else: dfs.append(None) - except BaseException as e: + except Exception as e: logger.warning(f"An exception raised: {e}") # Directly return the existing data, do not allow the gap within the data await cancel_and_await_tasks(tasks[tasks.index(task) + 1 :]) @@ -487,7 +487,7 @@ async def _download_archive_trades( ) await cancel_and_await_tasks(tasks[tasks.index(task) + 1 :]) return results - except BaseException as e: + except Exception as e: logger.warning(f"An exception raised: {e}") # Directly return the existing data, do not allow the gap within the data await cancel_and_await_tasks(tasks[tasks.index(task) + 1 :]) From d461d6f8e86a508c1d006d1b06a64981cf9ffa07 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 5 Mar 2025 20:15:38 +0100 Subject: [PATCH 070/237] fix: spot data is in microseconds closes #11465 As announced in the documentation: https://github.com/binance/binance-public-data > Note: The timestamp for SPOT Data from January 1st 2025 onwards will be in microseconds. --- freqtrade/exchange/binance_public_data.py | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/binance_public_data.py b/freqtrade/exchange/binance_public_data.py index 48e022f2a..f61eb2a53 100644 --- a/freqtrade/exchange/binance_public_data.py +++ b/freqtrade/exchange/binance_public_data.py @@ -285,7 +285,11 @@ async def get_daily_ohlcv( names=["date", "open", "high", "low", "close", "volume"], header=header, ) - df["date"] = pd.to_datetime(df["date"], unit="ms", utc=True) + df["date"] = pd.to_datetime( + np.where(df["date"] > 1e13, df["date"] // 1000, df["date"]), + unit="ms", + utc=True, + ) return df elif resp.status == 404: logger.debug(f"Failed to download {url}") @@ -374,7 +378,7 @@ def parse_trades_from_zip(csvf): df.loc[:, "type"] = None # Convert timestamp to ms df.loc[:, "timestamp"] = np.where( - df["timestamp"] > 10000000000000, + df["timestamp"] > 1e13, df["timestamp"] // 1000, df["timestamp"], ) From 466c21e9fd8f0185a6997e469b0e30e7de9f154f Mon Sep 17 00:00:00 2001 From: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com> Date: Thu, 6 Mar 2025 03:09:52 +0000 Subject: [PATCH 071/237] chore: update pre-commit hooks --- .../exchange/binance_leverage_tiers.json | 709 +++++++++++++----- 1 file changed, 501 insertions(+), 208 deletions(-) diff --git a/freqtrade/exchange/binance_leverage_tiers.json b/freqtrade/exchange/binance_leverage_tiers.json index ba6f21db3..093a54176 100644 --- a/freqtrade/exchange/binance_leverage_tiers.json +++ b/freqtrade/exchange/binance_leverage_tiers.json @@ -2691,13 +2691,13 @@ "symbol": "1MBABYDOGE/USDT:USDT", "currency": "USDT", "minNotional": 1500000.0, - "maxNotional": 3000000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "6", "initialLeverage": "5", - "notionalCap": "3000000", + "notionalCap": "2000000", "notionalFloor": "1500000", "maintMarginRatio": "0.1", "cum": "83450.0" @@ -2707,51 +2707,51 @@ "tier": 7.0, "symbol": "1MBABYDOGE/USDT:USDT", "currency": "USDT", - "minNotional": 3000000.0, - "maxNotional": 3750000.0, + "minNotional": 2000000.0, + "maxNotional": 2500000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "7", "initialLeverage": "4", - "notionalCap": "3750000", - "notionalFloor": "3000000", + "notionalCap": "2500000", + "notionalFloor": "2000000", "maintMarginRatio": "0.125", - "cum": "158450.0" + "cum": "133450.0" } }, { "tier": 8.0, "symbol": "1MBABYDOGE/USDT:USDT", "currency": "USDT", - "minNotional": 3750000.0, - "maxNotional": 7500000.0, + "minNotional": 2500000.0, + "maxNotional": 3000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "8", "initialLeverage": "2", - "notionalCap": "7500000", - "notionalFloor": "3750000", + "notionalCap": "3000000", + "notionalFloor": "2500000", "maintMarginRatio": "0.25", - "cum": "627200.0" + "cum": "445950.0" } }, { "tier": 9.0, "symbol": "1MBABYDOGE/USDT:USDT", "currency": "USDT", - "minNotional": 7500000.0, - "maxNotional": 15000000.0, + "minNotional": 3000000.0, + "maxNotional": 3500000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "9", "initialLeverage": "1", - "notionalCap": "15000000", - "notionalFloor": "7500000", + "notionalCap": "3500000", + "notionalFloor": "3000000", "maintMarginRatio": "0.5", - "cum": "2502200.0" + "cum": "1195950.0" } } ], @@ -3676,10 +3676,10 @@ "minNotional": 0.0, "maxNotional": 5000.0, "maintenanceMarginRate": 0.01, - "maxLeverage": 75.0, + "maxLeverage": 10.0, "info": { "bracket": "1", - "initialLeverage": "75", + "initialLeverage": "10", "notionalCap": "5000", "notionalFloor": "0", "maintMarginRatio": "0.01", @@ -3693,10 +3693,10 @@ "minNotional": 5000.0, "maxNotional": 10000.0, "maintenanceMarginRate": 0.015, - "maxLeverage": 50.0, + "maxLeverage": 9.0, "info": { "bracket": "2", - "initialLeverage": "50", + "initialLeverage": "9", "notionalCap": "10000", "notionalFloor": "5000", "maintMarginRatio": "0.015", @@ -3710,10 +3710,10 @@ "minNotional": 10000.0, "maxNotional": 20000.0, "maintenanceMarginRate": 0.02, - "maxLeverage": 25.0, + "maxLeverage": 8.0, "info": { "bracket": "3", - "initialLeverage": "25", + "initialLeverage": "8", "notionalCap": "20000", "notionalFloor": "10000", "maintMarginRatio": "0.02", @@ -3727,10 +3727,10 @@ "minNotional": 20000.0, "maxNotional": 40000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, + "maxLeverage": 7.0, "info": { "bracket": "4", - "initialLeverage": "20", + "initialLeverage": "7", "notionalCap": "40000", "notionalFloor": "20000", "maintMarginRatio": "0.025", @@ -3744,10 +3744,10 @@ "minNotional": 40000.0, "maxNotional": 200000.0, "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, + "maxLeverage": 6.0, "info": { "bracket": "5", - "initialLeverage": "10", + "initialLeverage": "6", "notionalCap": "200000", "notionalFloor": "40000", "maintMarginRatio": "0.05", @@ -3793,13 +3793,13 @@ "symbol": "AERGO/USDT:USDT", "currency": "USDT", "minNotional": 500000.0, - "maxNotional": 1000000.0, + "maxNotional": 600000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "8", "initialLeverage": "2", - "notionalCap": "1000000", + "notionalCap": "600000", "notionalFloor": "500000", "maintMarginRatio": "0.25", "cum": "83675.0" @@ -3809,17 +3809,17 @@ "tier": 9.0, "symbol": "AERGO/USDT:USDT", "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, + "minNotional": 600000.0, + "maxNotional": 700000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "9", "initialLeverage": "1", - "notionalCap": "2000000", - "notionalFloor": "1000000", + "notionalCap": "700000", + "notionalFloor": "600000", "maintMarginRatio": "0.5", - "cum": "333675.0" + "cum": "233675.0" } } ], @@ -5451,10 +5451,10 @@ "minNotional": 0.0, "maxNotional": 5000.0, "maintenanceMarginRate": 0.01, - "maxLeverage": 20.0, + "maxLeverage": 10.0, "info": { "bracket": "1", - "initialLeverage": "20", + "initialLeverage": "10", "notionalCap": "5000", "notionalFloor": "0", "maintMarginRatio": "0.01", @@ -5468,10 +5468,10 @@ "minNotional": 5000.0, "maxNotional": 10000.0, "maintenanceMarginRate": 0.015, - "maxLeverage": 15.0, + "maxLeverage": 9.0, "info": { "bracket": "2", - "initialLeverage": "15", + "initialLeverage": "9", "notionalCap": "10000", "notionalFloor": "5000", "maintMarginRatio": "0.015", @@ -5485,10 +5485,10 @@ "minNotional": 10000.0, "maxNotional": 20000.0, "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, + "maxLeverage": 8.0, "info": { "bracket": "3", - "initialLeverage": "10", + "initialLeverage": "8", "notionalCap": "20000", "notionalFloor": "10000", "maintMarginRatio": "0.02", @@ -5502,10 +5502,10 @@ "minNotional": 20000.0, "maxNotional": 40000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, + "maxLeverage": 7.0, "info": { "bracket": "4", - "initialLeverage": "8", + "initialLeverage": "7", "notionalCap": "40000", "notionalFloor": "20000", "maintMarginRatio": "0.025", @@ -11498,13 +11498,13 @@ "symbol": "BIGTIME/USDT:USDT", "currency": "USDT", "minNotional": 3000000.0, - "maxNotional": 3750000.0, + "maxNotional": 3500000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "7", "initialLeverage": "4", - "notionalCap": "3750000", + "notionalCap": "3500000", "notionalFloor": "3000000", "maintMarginRatio": "0.125", "cum": "158450.0" @@ -11514,34 +11514,34 @@ "tier": 8.0, "symbol": "BIGTIME/USDT:USDT", "currency": "USDT", - "minNotional": 3750000.0, - "maxNotional": 7500000.0, + "minNotional": 3500000.0, + "maxNotional": 4000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "8", "initialLeverage": "2", - "notionalCap": "7500000", - "notionalFloor": "3750000", + "notionalCap": "4000000", + "notionalFloor": "3500000", "maintMarginRatio": "0.25", - "cum": "627200.0" + "cum": "595950.0" } }, { "tier": 9.0, "symbol": "BIGTIME/USDT:USDT", "currency": "USDT", - "minNotional": 7500000.0, - "maxNotional": 15000000.0, + "minNotional": 4000000.0, + "maxNotional": 4500000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "9", "initialLeverage": "1", - "notionalCap": "15000000", - "notionalFloor": "7500000", + "notionalCap": "4500000", + "notionalFloor": "4000000", "maintMarginRatio": "0.5", - "cum": "2502200.0" + "cum": "1595950.0" } } ], @@ -16173,10 +16173,10 @@ "minNotional": 0.0, "maxNotional": 5000.0, "maintenanceMarginRate": 0.02, - "maxLeverage": 20.0, + "maxLeverage": 10.0, "info": { "bracket": "1", - "initialLeverage": "20", + "initialLeverage": "10", "notionalCap": "5000", "notionalFloor": "0", "maintMarginRatio": "0.02", @@ -16190,10 +16190,10 @@ "minNotional": 5000.0, "maxNotional": 25000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 15.0, + "maxLeverage": 8.0, "info": { "bracket": "2", - "initialLeverage": "15", + "initialLeverage": "8", "notionalCap": "25000", "notionalFloor": "5000", "maintMarginRatio": "0.025", @@ -16207,10 +16207,10 @@ "minNotional": 25000.0, "maxNotional": 200000.0, "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, + "maxLeverage": 6.0, "info": { "bracket": "3", - "initialLeverage": "10", + "initialLeverage": "6", "notionalCap": "200000", "notionalFloor": "25000", "maintMarginRatio": "0.05", @@ -16222,13 +16222,13 @@ "symbol": "COMBO/USDT:USDT", "currency": "USDT", "minNotional": 200000.0, - "maxNotional": 500000.0, + "maxNotional": 400000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "4", "initialLeverage": "5", - "notionalCap": "500000", + "notionalCap": "400000", "notionalFloor": "200000", "maintMarginRatio": "0.1", "cum": "10650.0" @@ -16238,51 +16238,51 @@ "tier": 5.0, "symbol": "COMBO/USDT:USDT", "currency": "USDT", - "minNotional": 500000.0, - "maxNotional": 1000000.0, + "minNotional": 400000.0, + "maxNotional": 500000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "5", "initialLeverage": "4", - "notionalCap": "1000000", - "notionalFloor": "500000", + "notionalCap": "500000", + "notionalFloor": "400000", "maintMarginRatio": "0.125", - "cum": "23150.0" + "cum": "20650.0" } }, { "tier": 6.0, "symbol": "COMBO/USDT:USDT", "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 3000000.0, + "minNotional": 500000.0, + "maxNotional": 600000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "6", "initialLeverage": "2", - "notionalCap": "3000000", - "notionalFloor": "1000000", + "notionalCap": "600000", + "notionalFloor": "500000", "maintMarginRatio": "0.25", - "cum": "148150.0" + "cum": "83150.0" } }, { "tier": 7.0, "symbol": "COMBO/USDT:USDT", "currency": "USDT", - "minNotional": 3000000.0, - "maxNotional": 5000000.0, + "minNotional": 600000.0, + "maxNotional": 700000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "7", "initialLeverage": "1", - "notionalCap": "5000000", - "notionalFloor": "3000000", + "notionalCap": "700000", + "notionalFloor": "600000", "maintMarginRatio": "0.5", - "cum": "898150.0" + "cum": "233150.0" } } ], @@ -30163,6 +30163,144 @@ } } ], + "IP/USDC:USDC": [ + { + "tier": 1.0, + "symbol": "IP/USDC:USDC", + "currency": "USDC", + "minNotional": 0.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "10000", + "notionalFloor": "0", + "maintMarginRatio": "0.015", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "IP/USDC:USDC", + "currency": "USDC", + "minNotional": 10000.0, + "maxNotional": 30000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 20.0, + "info": { + "bracket": "2", + "initialLeverage": "20", + "notionalCap": "30000", + "notionalFloor": "10000", + "maintMarginRatio": "0.02", + "cum": "50.0" + } + }, + { + "tier": 3.0, + "symbol": "IP/USDC:USDC", + "currency": "USDC", + "minNotional": 30000.0, + "maxNotional": 60000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 15.0, + "info": { + "bracket": "3", + "initialLeverage": "15", + "notionalCap": "60000", + "notionalFloor": "30000", + "maintMarginRatio": "0.025", + "cum": "200.0" + } + }, + { + "tier": 4.0, + "symbol": "IP/USDC:USDC", + "currency": "USDC", + "minNotional": 60000.0, + "maxNotional": 300000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "4", + "initialLeverage": "10", + "notionalCap": "300000", + "notionalFloor": "60000", + "maintMarginRatio": "0.05", + "cum": "1700.0" + } + }, + { + "tier": 5.0, + "symbol": "IP/USDC:USDC", + "currency": "USDC", + "minNotional": 300000.0, + "maxNotional": 600000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "5", + "initialLeverage": "5", + "notionalCap": "600000", + "notionalFloor": "300000", + "maintMarginRatio": "0.1", + "cum": "16700.0" + } + }, + { + "tier": 6.0, + "symbol": "IP/USDC:USDC", + "currency": "USDC", + "minNotional": 600000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "6", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "600000", + "maintMarginRatio": "0.125", + "cum": "31700.0" + } + }, + { + "tier": 7.0, + "symbol": "IP/USDC:USDC", + "currency": "USDC", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "7", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "125450.0" + } + }, + { + "tier": 8.0, + "symbol": "IP/USDC:USDC", + "currency": "USDC", + "minNotional": 1500000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "8", + "initialLeverage": "1", + "notionalCap": "2000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "500450.0" + } + } + ], "IP/USDT:USDT": [ { "tier": 1.0, @@ -30171,10 +30309,10 @@ "minNotional": 0.0, "maxNotional": 10000.0, "maintenanceMarginRate": 0.015, - "maxLeverage": 8.0, + "maxLeverage": 25.0, "info": { "bracket": "1", - "initialLeverage": "8", + "initialLeverage": "25", "notionalCap": "10000", "notionalFloor": "0", "maintMarginRatio": "0.015", @@ -30188,10 +30326,10 @@ "minNotional": 10000.0, "maxNotional": 30000.0, "maintenanceMarginRate": 0.02, - "maxLeverage": 7.0, + "maxLeverage": 20.0, "info": { "bracket": "2", - "initialLeverage": "7", + "initialLeverage": "20", "notionalCap": "30000", "notionalFloor": "10000", "maintMarginRatio": "0.02", @@ -30205,10 +30343,10 @@ "minNotional": 30000.0, "maxNotional": 60000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 6.0, + "maxLeverage": 15.0, "info": { "bracket": "3", - "initialLeverage": "6", + "initialLeverage": "15", "notionalCap": "60000", "notionalFloor": "30000", "maintMarginRatio": "0.025", @@ -30222,10 +30360,10 @@ "minNotional": 60000.0, "maxNotional": 300000.0, "maintenanceMarginRate": 0.05, - "maxLeverage": 5.0, + "maxLeverage": 10.0, "info": { "bracket": "4", - "initialLeverage": "5", + "initialLeverage": "10", "notionalCap": "300000", "notionalFloor": "60000", "maintMarginRatio": "0.05", @@ -30239,10 +30377,10 @@ "minNotional": 300000.0, "maxNotional": 600000.0, "maintenanceMarginRate": 0.1, - "maxLeverage": 4.0, + "maxLeverage": 5.0, "info": { "bracket": "5", - "initialLeverage": "4", + "initialLeverage": "5", "notionalCap": "600000", "notionalFloor": "300000", "maintMarginRatio": "0.1", @@ -30256,10 +30394,10 @@ "minNotional": 600000.0, "maxNotional": 750000.0, "maintenanceMarginRate": 0.125, - "maxLeverage": 3.0, + "maxLeverage": 4.0, "info": { "bracket": "6", - "initialLeverage": "3", + "initialLeverage": "4", "notionalCap": "750000", "notionalFloor": "600000", "maintMarginRatio": "0.125", @@ -31059,6 +31197,161 @@ } } ], + "KAITO/USDC:USDC": [ + { + "tier": 1.0, + "symbol": "KAITO/USDC:USDC", + "currency": "USDC", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.01", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "KAITO/USDC:USDC", + "currency": "USDC", + "minNotional": 5000.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 20.0, + "info": { + "bracket": "2", + "initialLeverage": "20", + "notionalCap": "10000", + "notionalFloor": "5000", + "maintMarginRatio": "0.015", + "cum": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "KAITO/USDC:USDC", + "currency": "USDC", + "minNotional": 10000.0, + "maxNotional": 30000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 15.0, + "info": { + "bracket": "3", + "initialLeverage": "15", + "notionalCap": "30000", + "notionalFloor": "10000", + "maintMarginRatio": "0.02", + "cum": "75.0" + } + }, + { + "tier": 4.0, + "symbol": "KAITO/USDC:USDC", + "currency": "USDC", + "minNotional": 30000.0, + "maxNotional": 60000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 10.0, + "info": { + "bracket": "4", + "initialLeverage": "10", + "notionalCap": "60000", + "notionalFloor": "30000", + "maintMarginRatio": "0.025", + "cum": "225.0" + } + }, + { + "tier": 5.0, + "symbol": "KAITO/USDC:USDC", + "currency": "USDC", + "minNotional": 60000.0, + "maxNotional": 300000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 8.0, + "info": { + "bracket": "5", + "initialLeverage": "8", + "notionalCap": "300000", + "notionalFloor": "60000", + "maintMarginRatio": "0.05", + "cum": "1725.0" + } + }, + { + "tier": 6.0, + "symbol": "KAITO/USDC:USDC", + "currency": "USDC", + "minNotional": 300000.0, + "maxNotional": 600000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "6", + "initialLeverage": "5", + "notionalCap": "600000", + "notionalFloor": "300000", + "maintMarginRatio": "0.1", + "cum": "16725.0" + } + }, + { + "tier": 7.0, + "symbol": "KAITO/USDC:USDC", + "currency": "USDC", + "minNotional": 600000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "7", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "600000", + "maintMarginRatio": "0.125", + "cum": "31725.0" + } + }, + { + "tier": 8.0, + "symbol": "KAITO/USDC:USDC", + "currency": "USDC", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "8", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "125475.0" + } + }, + { + "tier": 9.0, + "symbol": "KAITO/USDC:USDC", + "currency": "USDC", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "9", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "500475.0" + } + } + ], "KAITO/USDT:USDT": [ { "tier": 1.0, @@ -39774,10 +40067,10 @@ "minNotional": 0.0, "maxNotional": 5000.0, "maintenanceMarginRate": 0.01, - "maxLeverage": 75.0, + "maxLeverage": 10.0, "info": { "bracket": "1", - "initialLeverage": "75", + "initialLeverage": "10", "notionalCap": "5000", "notionalFloor": "0", "maintMarginRatio": "0.01", @@ -39791,10 +40084,10 @@ "minNotional": 5000.0, "maxNotional": 10000.0, "maintenanceMarginRate": 0.015, - "maxLeverage": 50.0, + "maxLeverage": 9.0, "info": { "bracket": "2", - "initialLeverage": "50", + "initialLeverage": "9", "notionalCap": "10000", "notionalFloor": "5000", "maintMarginRatio": "0.015", @@ -39808,10 +40101,10 @@ "minNotional": 10000.0, "maxNotional": 20000.0, "maintenanceMarginRate": 0.02, - "maxLeverage": 25.0, + "maxLeverage": 8.0, "info": { "bracket": "3", - "initialLeverage": "25", + "initialLeverage": "8", "notionalCap": "20000", "notionalFloor": "10000", "maintMarginRatio": "0.02", @@ -39825,10 +40118,10 @@ "minNotional": 20000.0, "maxNotional": 40000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, + "maxLeverage": 7.0, "info": { "bracket": "4", - "initialLeverage": "20", + "initialLeverage": "7", "notionalCap": "40000", "notionalFloor": "20000", "maintMarginRatio": "0.025", @@ -39842,10 +40135,10 @@ "minNotional": 40000.0, "maxNotional": 200000.0, "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, + "maxLeverage": 6.0, "info": { "bracket": "5", - "initialLeverage": "10", + "initialLeverage": "6", "notionalCap": "200000", "notionalFloor": "40000", "maintMarginRatio": "0.05", @@ -39857,13 +40150,13 @@ "symbol": "NULS/USDT:USDT", "currency": "USDT", "minNotional": 200000.0, - "maxNotional": 400000.0, + "maxNotional": 300000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "6", "initialLeverage": "5", - "notionalCap": "400000", + "notionalCap": "300000", "notionalFloor": "200000", "maintMarginRatio": "0.1", "cum": "11175.0" @@ -39873,51 +40166,51 @@ "tier": 7.0, "symbol": "NULS/USDT:USDT", "currency": "USDT", - "minNotional": 400000.0, - "maxNotional": 500000.0, + "minNotional": 300000.0, + "maxNotional": 400000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "7", "initialLeverage": "4", - "notionalCap": "500000", - "notionalFloor": "400000", + "notionalCap": "400000", + "notionalFloor": "300000", "maintMarginRatio": "0.125", - "cum": "21175.0" + "cum": "18675.0" } }, { "tier": 8.0, "symbol": "NULS/USDT:USDT", "currency": "USDT", - "minNotional": 500000.0, - "maxNotional": 1000000.0, + "minNotional": 400000.0, + "maxNotional": 500000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "8", "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "500000", + "notionalCap": "500000", + "notionalFloor": "400000", "maintMarginRatio": "0.25", - "cum": "83675.0" + "cum": "68675.0" } }, { "tier": 9.0, "symbol": "NULS/USDT:USDT", "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, + "minNotional": 500000.0, + "maxNotional": 600000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "9", "initialLeverage": "1", - "notionalCap": "2000000", - "notionalFloor": "1000000", + "notionalCap": "600000", + "notionalFloor": "500000", "maintMarginRatio": "0.5", - "cum": "333675.0" + "cum": "193675.0" } } ], @@ -46048,13 +46341,13 @@ "symbol": "RENDER/USDT:USDT", "currency": "USDT", "minNotional": 2000000.0, - "maxNotional": 4000000.0, + "maxNotional": 3500000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "6", "initialLeverage": "5", - "notionalCap": "4000000", + "notionalCap": "3500000", "notionalFloor": "2000000", "maintMarginRatio": "0.1", "cum": "111250.0" @@ -46064,51 +46357,51 @@ "tier": 7.0, "symbol": "RENDER/USDT:USDT", "currency": "USDT", - "minNotional": 4000000.0, - "maxNotional": 5000000.0, + "minNotional": 3500000.0, + "maxNotional": 4000000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "7", "initialLeverage": "4", - "notionalCap": "5000000", - "notionalFloor": "4000000", + "notionalCap": "4000000", + "notionalFloor": "3500000", "maintMarginRatio": "0.125", - "cum": "211250.0" + "cum": "198750.0" } }, { "tier": 8.0, "symbol": "RENDER/USDT:USDT", "currency": "USDT", - "minNotional": 5000000.0, - "maxNotional": 10000000.0, + "minNotional": 4000000.0, + "maxNotional": 4500000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "8", "initialLeverage": "2", - "notionalCap": "10000000", - "notionalFloor": "5000000", + "notionalCap": "4500000", + "notionalFloor": "4000000", "maintMarginRatio": "0.25", - "cum": "836250.0" + "cum": "698750.0" } }, { "tier": 9.0, "symbol": "RENDER/USDT:USDT", "currency": "USDT", - "minNotional": 10000000.0, - "maxNotional": 20000000.0, + "minNotional": 4500000.0, + "maxNotional": 5000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "9", "initialLeverage": "1", - "notionalCap": "20000000", - "notionalFloor": "10000000", + "notionalCap": "5000000", + "notionalFloor": "4500000", "maintMarginRatio": "0.5", - "cum": "3336250.0" + "cum": "1823750.0" } } ], @@ -53583,13 +53876,13 @@ "symbol": "THE/USDT:USDT", "currency": "USDT", "minNotional": 2000000.0, - "maxNotional": 4000000.0, + "maxNotional": 3500000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "6", "initialLeverage": "5", - "notionalCap": "4000000", + "notionalCap": "3500000", "notionalFloor": "2000000", "maintMarginRatio": "0.1", "cum": "111250.0" @@ -53599,51 +53892,51 @@ "tier": 7.0, "symbol": "THE/USDT:USDT", "currency": "USDT", - "minNotional": 4000000.0, - "maxNotional": 5000000.0, + "minNotional": 3500000.0, + "maxNotional": 4000000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "7", "initialLeverage": "4", - "notionalCap": "5000000", - "notionalFloor": "4000000", + "notionalCap": "4000000", + "notionalFloor": "3500000", "maintMarginRatio": "0.125", - "cum": "211250.0" + "cum": "198750.0" } }, { "tier": 8.0, "symbol": "THE/USDT:USDT", "currency": "USDT", - "minNotional": 5000000.0, - "maxNotional": 10000000.0, + "minNotional": 4000000.0, + "maxNotional": 4500000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "8", "initialLeverage": "2", - "notionalCap": "10000000", - "notionalFloor": "5000000", + "notionalCap": "4500000", + "notionalFloor": "4000000", "maintMarginRatio": "0.25", - "cum": "836250.0" + "cum": "698750.0" } }, { "tier": 9.0, "symbol": "THE/USDT:USDT", "currency": "USDT", - "minNotional": 10000000.0, - "maxNotional": 20000000.0, + "minNotional": 4500000.0, + "maxNotional": 5000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "9", "initialLeverage": "1", - "notionalCap": "20000000", - "notionalFloor": "10000000", + "notionalCap": "5000000", + "notionalFloor": "4500000", "maintMarginRatio": "0.5", - "cum": "3336250.0" + "cum": "1823750.0" } } ], @@ -55086,10 +55379,10 @@ "minNotional": 0.0, "maxNotional": 10000.0, "maintenanceMarginRate": 0.01, - "maxLeverage": 20.0, + "maxLeverage": 25.0, "info": { "bracket": "1", - "initialLeverage": "20", + "initialLeverage": "25", "notionalCap": "10000", "notionalFloor": "0", "maintMarginRatio": "0.01", @@ -55103,10 +55396,10 @@ "minNotional": 10000.0, "maxNotional": 20000.0, "maintenanceMarginRate": 0.015, - "maxLeverage": 18.0, + "maxLeverage": 20.0, "info": { "bracket": "2", - "initialLeverage": "18", + "initialLeverage": "20", "notionalCap": "20000", "notionalFloor": "10000", "maintMarginRatio": "0.015", @@ -57358,13 +57651,13 @@ "symbol": "VET/USDT:USDT", "currency": "USDT", "minNotional": 400000.0, - "maxNotional": 2000000.0, + "maxNotional": 1000000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "6", "initialLeverage": "10", - "notionalCap": "2000000", + "notionalCap": "1000000", "notionalFloor": "400000", "maintMarginRatio": "0.05", "cum": "11345.0" @@ -57374,68 +57667,68 @@ "tier": 7.0, "symbol": "VET/USDT:USDT", "currency": "USDT", - "minNotional": 2000000.0, - "maxNotional": 4000000.0, + "minNotional": 1000000.0, + "maxNotional": 1500000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "7", "initialLeverage": "5", - "notionalCap": "4000000", - "notionalFloor": "2000000", + "notionalCap": "1500000", + "notionalFloor": "1000000", "maintMarginRatio": "0.1", - "cum": "111345.0" + "cum": "61345.0" } }, { "tier": 8.0, "symbol": "VET/USDT:USDT", "currency": "USDT", - "minNotional": 4000000.0, - "maxNotional": 5000000.0, + "minNotional": 1500000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "8", "initialLeverage": "4", - "notionalCap": "5000000", - "notionalFloor": "4000000", + "notionalCap": "2000000", + "notionalFloor": "1500000", "maintMarginRatio": "0.125", - "cum": "211345.0" + "cum": "98845.0" } }, { "tier": 9.0, "symbol": "VET/USDT:USDT", "currency": "USDT", - "minNotional": 5000000.0, - "maxNotional": 10000000.0, + "minNotional": 2000000.0, + "maxNotional": 2500000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "9", "initialLeverage": "2", - "notionalCap": "10000000", - "notionalFloor": "5000000", + "notionalCap": "2500000", + "notionalFloor": "2000000", "maintMarginRatio": "0.25", - "cum": "836345.0" + "cum": "348845.0" } }, { "tier": 10.0, "symbol": "VET/USDT:USDT", "currency": "USDT", - "minNotional": 10000000.0, - "maxNotional": 20000000.0, + "minNotional": 2500000.0, + "maxNotional": 3000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "10", "initialLeverage": "1", - "notionalCap": "20000000", - "notionalFloor": "10000000", + "notionalCap": "3000000", + "notionalFloor": "2500000", "maintMarginRatio": "0.5", - "cum": "3336345.0" + "cum": "973845.0" } } ], @@ -57447,10 +57740,10 @@ "minNotional": 0.0, "maxNotional": 5000.0, "maintenanceMarginRate": 0.01, - "maxLeverage": 75.0, + "maxLeverage": 10.0, "info": { "bracket": "1", - "initialLeverage": "75", + "initialLeverage": "10", "notionalCap": "5000", "notionalFloor": "0", "maintMarginRatio": "0.01", @@ -57464,10 +57757,10 @@ "minNotional": 5000.0, "maxNotional": 16000.0, "maintenanceMarginRate": 0.015, - "maxLeverage": 50.0, + "maxLeverage": 9.0, "info": { "bracket": "2", - "initialLeverage": "50", + "initialLeverage": "9", "notionalCap": "16000", "notionalFloor": "5000", "maintMarginRatio": "0.015", @@ -57481,10 +57774,10 @@ "minNotional": 16000.0, "maxNotional": 80000.0, "maintenanceMarginRate": 0.02, - "maxLeverage": 25.0, + "maxLeverage": 8.0, "info": { "bracket": "3", - "initialLeverage": "25", + "initialLeverage": "8", "notionalCap": "80000", "notionalFloor": "16000", "maintMarginRatio": "0.02", @@ -57498,10 +57791,10 @@ "minNotional": 80000.0, "maxNotional": 160000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, + "maxLeverage": 7.0, "info": { "bracket": "4", - "initialLeverage": "20", + "initialLeverage": "7", "notionalCap": "160000", "notionalFloor": "80000", "maintMarginRatio": "0.025", @@ -57513,13 +57806,13 @@ "symbol": "VIDT/USDT:USDT", "currency": "USDT", "minNotional": 160000.0, - "maxNotional": 800000.0, + "maxNotional": 500000.0, "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, + "maxLeverage": 6.0, "info": { "bracket": "5", - "initialLeverage": "10", - "notionalCap": "800000", + "initialLeverage": "6", + "notionalCap": "500000", "notionalFloor": "160000", "maintMarginRatio": "0.05", "cum": "4505.0" @@ -57529,68 +57822,68 @@ "tier": 6.0, "symbol": "VIDT/USDT:USDT", "currency": "USDT", - "minNotional": 800000.0, - "maxNotional": 1600000.0, + "minNotional": 500000.0, + "maxNotional": 600000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "6", "initialLeverage": "5", - "notionalCap": "1600000", - "notionalFloor": "800000", + "notionalCap": "600000", + "notionalFloor": "500000", "maintMarginRatio": "0.1", - "cum": "44505.0" + "cum": "29505.0" } }, { "tier": 7.0, "symbol": "VIDT/USDT:USDT", "currency": "USDT", - "minNotional": 1600000.0, - "maxNotional": 2000000.0, + "minNotional": 600000.0, + "maxNotional": 700000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "7", "initialLeverage": "4", - "notionalCap": "2000000", - "notionalFloor": "1600000", + "notionalCap": "700000", + "notionalFloor": "600000", "maintMarginRatio": "0.125", - "cum": "84505.0" + "cum": "44505.0" } }, { "tier": 8.0, "symbol": "VIDT/USDT:USDT", "currency": "USDT", - "minNotional": 2000000.0, - "maxNotional": 4000000.0, + "minNotional": 700000.0, + "maxNotional": 800000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "8", "initialLeverage": "2", - "notionalCap": "4000000", - "notionalFloor": "2000000", + "notionalCap": "800000", + "notionalFloor": "700000", "maintMarginRatio": "0.25", - "cum": "334505.0" + "cum": "132005.0" } }, { "tier": 9.0, "symbol": "VIDT/USDT:USDT", "currency": "USDT", - "minNotional": 4000000.0, - "maxNotional": 8000000.0, + "minNotional": 800000.0, + "maxNotional": 900000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "9", "initialLeverage": "1", - "notionalCap": "8000000", - "notionalFloor": "4000000", + "notionalCap": "900000", + "notionalFloor": "800000", "maintMarginRatio": "0.5", - "cum": "1334505.0" + "cum": "332005.0" } } ], From 29fdbc8f7fbcacfc68ea019ca1a148403dba7a70 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Thu, 6 Mar 2025 05:31:04 +0000 Subject: [PATCH 072/237] chore(deps): bump jinja2 from 3.1.5 to 3.1.6 in /docs Bumps [jinja2](https://github.com/pallets/jinja) from 3.1.5 to 3.1.6. - [Release notes](https://github.com/pallets/jinja/releases) - [Changelog](https://github.com/pallets/jinja/blob/main/CHANGES.rst) - [Commits](https://github.com/pallets/jinja/compare/3.1.5...3.1.6) --- updated-dependencies: - dependency-name: jinja2 dependency-type: direct:production ... Signed-off-by: dependabot[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 141eb1d00..60e6666ba 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -3,5 +3,5 @@ mkdocs==1.6.1 mkdocs-material==9.6.7 mdx_truly_sane_lists==1.3 pymdown-extensions==10.14.3 -jinja2==3.1.5 +jinja2==3.1.6 mike==2.1.3 From 4a3c45af2dabb2a6a767e175e3bf02549552c72f Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 6 Mar 2025 06:33:40 +0100 Subject: [PATCH 073/237] chore(deps): fix dependabot missing the bump of 2nd jinja2 reference --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 0cea2988e..16787249d 100644 --- a/requirements.txt +++ b/requirements.txt @@ -20,7 +20,7 @@ TA-Lib==0.4.38 technical==1.5.0 tabulate==0.9.0 pycoingecko==3.2.0 -jinja2==3.1.5 +jinja2==3.1.6 joblib==1.4.2 rich==13.9.4 pyarrow==19.0.1; platform_machine != 'armv7l' From 754936d25394c0dabbb3077d3f5049d919d11058 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 5 Mar 2025 20:26:30 +0100 Subject: [PATCH 074/237] chore: improved backtest method wording --- freqtrade/optimize/backtesting.py | 4 ++-- tests/optimize/test_backtesting_adjust_position.py | 12 ++++++------ 2 files changed, 8 insertions(+), 8 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index ab3e1459b..56541f2fe 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -603,7 +603,7 @@ class Backtesting: # This should not be reached... return row[OPEN_IDX] - def _get_adjust_trade_entry_for_candle( + def _check_adjust_trade_for_candle( self, trade: LocalTrade, row: tuple, current_time: datetime ) -> LocalTrade: current_rate: float = row[OPEN_IDX] @@ -871,7 +871,7 @@ class Backtesting: # Check if we need to adjust our current positions if self.strategy.position_adjustment_enable: - trade = self._get_adjust_trade_entry_for_candle(trade, row, current_time) + trade = self._check_adjust_trade_for_candle(trade, row, current_time) if trade.is_open: enter = row[SHORT_IDX] if trade.is_short else row[LONG_IDX] diff --git a/tests/optimize/test_backtesting_adjust_position.py b/tests/optimize/test_backtesting_adjust_position.py index 64df6537b..c9e8c9eeb 100644 --- a/tests/optimize/test_backtesting_adjust_position.py +++ b/tests/optimize/test_backtesting_adjust_position.py @@ -162,7 +162,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera backtesting.strategy.adjust_trade_position = MagicMock(return_value=None) assert pytest.approx(trade.liquidation_price) == (0.10278333 if leverage == 1 else 1.2122249) - trade = backtesting._get_adjust_trade_entry_for_candle(trade, row_enter, current_time) + trade = backtesting._check_adjust_trade_for_candle(trade, row_enter, current_time) assert trade assert pytest.approx(trade.stake_amount) == 100.0 assert pytest.approx(trade.amount) == 47.61904762 * leverage @@ -170,7 +170,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera # Increase position by 100 backtesting.strategy.adjust_trade_position = MagicMock(return_value=(100, "PartIncrease")) - trade = backtesting._get_adjust_trade_entry_for_candle(trade, row_enter, current_time) + trade = backtesting._check_adjust_trade_for_candle(trade, row_enter, current_time) liq_price = 0.1038916 if leverage == 1 else 1.2127791 assert trade @@ -184,7 +184,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera backtesting.strategy.adjust_trade_position = MagicMock(return_value=-500) current_time = row_exit[0].to_pydatetime() - trade = backtesting._get_adjust_trade_entry_for_candle(trade, row_exit, current_time) + trade = backtesting._check_adjust_trade_for_candle(trade, row_exit, current_time) assert trade assert pytest.approx(trade.stake_amount) == 200.0 @@ -195,7 +195,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera # Reduce position by 50 backtesting.strategy.adjust_trade_position = MagicMock(return_value=(-100, "partDecrease")) - trade = backtesting._get_adjust_trade_entry_for_candle(trade, row_exit, current_time) + trade = backtesting._check_adjust_trade_for_candle(trade, row_exit, current_time) assert trade assert pytest.approx(trade.stake_amount) == 100.0 @@ -208,7 +208,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera # Adjust below minimum backtesting.strategy.adjust_trade_position = MagicMock(return_value=-99) - trade = backtesting._get_adjust_trade_entry_for_candle(trade, row_exit, current_time) + trade = backtesting._check_adjust_trade_for_candle(trade, row_exit, current_time) assert trade assert pytest.approx(trade.stake_amount) == 100.0 @@ -220,5 +220,5 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera # Adjust to close trade backtesting.strategy.adjust_trade_position = MagicMock(return_value=-trade.stake_amount) - trade = backtesting._get_adjust_trade_entry_for_candle(trade, row_exit, current_time) + trade = backtesting._check_adjust_trade_for_candle(trade, row_exit, current_time) assert trade.is_open is False From 6636a2fda8dd4c820296b32f109247f4cedd72b7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 5 Mar 2025 20:27:53 +0100 Subject: [PATCH 075/237] docs: improved adjust_trade_position sample --- docs/strategy-callbacks.md | 3 +++ 1 file changed, 3 insertions(+) diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index 8c9dd1a2e..8286ee9bf 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -876,6 +876,9 @@ class DigDeeperStrategy(IStrategy): Return None for no action. Optionally, return a tuple with a 2nd element with an order reason """ + if trade.has_open_orders: + # Only act if no orders are open + return if current_profit > 0.05 and trade.nr_of_successful_exits == 0: # Take half of the profit at +5% From ee4f05a5b8f820cf62f8fc991f2a346f2b93a6f2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 6 Mar 2025 06:34:10 +0100 Subject: [PATCH 076/237] fix: have download-data hard-fail if it times out this will avoid holes in data if individual requests fail. The tradeoff is that the download will stop for this pair/timeframe combination. --- freqtrade/exchange/exchange.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index aaf5f2225..d234c3568 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -2351,6 +2351,7 @@ class Exchange: since_ms=since_ms, until_ms=until_ms, candle_type=candle_type, + raise_=True, ) ) logger.debug(f"Downloaded data for {pair} from ccxt with length {len(data)}.") @@ -2391,7 +2392,7 @@ class Exchange: if isinstance(res, BaseException): logger.warning(f"Async code raised an exception: {repr(res)}") if raise_: - raise + raise res continue else: # Deconstruct tuple if it's not an exception From 64e27637dcfb22576d53fa69f9627eb5e4817d5c Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 6 Mar 2025 06:37:10 +0100 Subject: [PATCH 077/237] test: adjust test for raise-exception behavior --- tests/exchange/test_exchange.py | 12 +++++------- 1 file changed, 5 insertions(+), 7 deletions(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 0ed8e97e9..c495cea17 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -2177,13 +2177,11 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_ caplog.clear() - async def mock_get_candle_hist_error(pair, *args, **kwargs): - raise TimeoutError() - - exchange._async_get_candle_history = MagicMock(side_effect=mock_get_candle_hist_error) - ret = exchange.get_historic_ohlcv( - pair, "5m", dt_ts(dt_now() - timedelta(seconds=since)), candle_type=candle_type - ) + exchange._async_get_candle_history = get_mock_coro(side_effect=TimeoutError) + with pytest.raises(TimeoutError): + exchange.get_historic_ohlcv( + pair, "5m", dt_ts(dt_now() - timedelta(seconds=since)), candle_type=candle_type + ) assert log_has_re(r"Async code raised an exception: .*", caplog) From 3371bad5041c33b4dcf094b5493ef83122724bc4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 6 Mar 2025 20:07:24 +0100 Subject: [PATCH 078/237] test: initialize exception for mock --- tests/exchange/test_exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index c495cea17..138884698 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -2177,7 +2177,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_ caplog.clear() - exchange._async_get_candle_history = get_mock_coro(side_effect=TimeoutError) + exchange._async_get_candle_history = get_mock_coro(side_effect=TimeoutError()) with pytest.raises(TimeoutError): exchange.get_historic_ohlcv( pair, "5m", dt_ts(dt_now() - timedelta(seconds=since)), candle_type=candle_type From aec496a73b244a7e18e08f885a95d4f4cd108603 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Fri, 7 Mar 2025 09:40:15 -0400 Subject: [PATCH 079/237] fix: update _rpc_list_custom_data with proper typing and custom_data collection loop --- freqtrade/rpc/rpc.py | 17 +++++++++-------- 1 file changed, 9 insertions(+), 8 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 68856c98a..31589492b 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1121,6 +1121,7 @@ class RPC: """ Fetch custom data for a specific trade, or all open trades if `trade_id` is not provided. """ + trades: Sequence[Trade] if trade_id is None: # get all open trades trades = Trade.get_open_trades() @@ -1130,15 +1131,15 @@ class RPC: if not trades: return [] - # Collect custom data custom_data = [] - if key: - data = trades.get_custom_data(key=key) - if data: - custom_data = [data] - else: - for trade in trades: - custom_data.extend(trade.get_all_custom_data()) + for trade in trades: + # Collect custom data + if key: + data = trade.get_custom_data(key=key) + if data: + custom_data = [data] + + custom_data.extend(trade.get_all_custom_data()) # Format the results return [ From 93c8a118241d88c7a35ca2d34f4b2e21db9f6c6d Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Fri, 7 Mar 2025 14:08:21 -0400 Subject: [PATCH 080/237] fix: update _rpc_list_custom_data to add all custom data only if key is not provided --- freqtrade/rpc/rpc.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 31589492b..f1e6b1d12 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1138,8 +1138,8 @@ class RPC: data = trade.get_custom_data(key=key) if data: custom_data = [data] - - custom_data.extend(trade.get_all_custom_data()) + else: + custom_data.extend(trade.get_all_custom_data()) # Format the results return [ From a9195c8ff93f392d3be61793fa59f93f812530c5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 16:49:07 +0100 Subject: [PATCH 081/237] chore: remove pointless else --- freqtrade/commands/list_commands.py | 153 ++++++++++++++-------------- 1 file changed, 76 insertions(+), 77 deletions(-) diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py index c8d476717..b33421858 100644 --- a/freqtrade/commands/list_commands.py +++ b/freqtrade/commands/list_commands.py @@ -246,88 +246,87 @@ def start_list_markets(args: dict[str, Any], pairs_only: bool = False) -> None: except Exception as e: raise OperationalException(f"Cannot get markets. Reason: {e}") from e - else: - summary_str = ( - (f"Exchange {exchange.name} has {len(pairs)} ") - + ("active " if active_only else "") - + (plural(len(pairs), "pair" if pairs_only else "market")) - + ( - f" with {', '.join(base_currencies)} as base " - f"{plural(len(base_currencies), 'currency', 'currencies')}" - if base_currencies - else "" - ) - + (" and" if base_currencies and quote_currencies else "") - + ( - f" with {', '.join(quote_currencies)} as quote " - f"{plural(len(quote_currencies), 'currency', 'currencies')}" - if quote_currencies - else "" - ) + summary_str = ( + (f"Exchange {exchange.name} has {len(pairs)} ") + + ("active " if active_only else "") + + (plural(len(pairs), "pair" if pairs_only else "market")) + + ( + f" with {', '.join(base_currencies)} as base " + f"{plural(len(base_currencies), 'currency', 'currencies')}" + if base_currencies + else "" ) + + (" and" if base_currencies and quote_currencies else "") + + ( + f" with {', '.join(quote_currencies)} as quote " + f"{plural(len(quote_currencies), 'currency', 'currencies')}" + if quote_currencies + else "" + ) + ) - headers = [ - "Id", - "Symbol", - "Base", - "Quote", - "Active", - "Spot", - "Margin", - "Future", - "Leverage", - ] + headers = [ + "Id", + "Symbol", + "Base", + "Quote", + "Active", + "Spot", + "Margin", + "Future", + "Leverage", + ] - tabular_data = [ - { - "Id": v["id"], - "Symbol": v["symbol"], - "Base": v["base"], - "Quote": v["quote"], - "Active": market_is_active(v), - "Spot": "Spot" if exchange.market_is_spot(v) else "", - "Margin": "Margin" if exchange.market_is_margin(v) else "", - "Future": "Future" if exchange.market_is_future(v) else "", - "Leverage": exchange.get_max_leverage(v["symbol"], 20), - } - for _, v in pairs.items() - ] + tabular_data = [ + { + "Id": v["id"], + "Symbol": v["symbol"], + "Base": v["base"], + "Quote": v["quote"], + "Active": market_is_active(v), + "Spot": "Spot" if exchange.market_is_spot(v) else "", + "Margin": "Margin" if exchange.market_is_margin(v) else "", + "Future": "Future" if exchange.market_is_future(v) else "", + "Leverage": exchange.get_max_leverage(v["symbol"], 20), + } + for _, v in pairs.items() + ] - if ( - args.get("print_one_column", False) - or args.get("list_pairs_print_json", False) - or args.get("print_csv", False) - ): - # Print summary string in the log in case of machine-readable - # regular formats. - logger.info(f"{summary_str}.") + if ( + args.get("print_one_column", False) + or args.get("list_pairs_print_json", False) + or args.get("print_csv", False) + ): + # Print summary string in the log in case of machine-readable + # regular formats. + logger.info(f"{summary_str}.") + else: + # Print empty string separating leading logs and output in case of + # human-readable formats. + print() + + if pairs: + if args.get("print_list", False): + # print data as a list, with human-readable summary + print(f"{summary_str}: {', '.join(pairs.keys())}.") + elif args.get("print_one_column", False): + print("\n".join(pairs.keys())) + elif args.get("list_pairs_print_json", False): + import rapidjson + + print(rapidjson.dumps(list(pairs.keys()), default=str)) + elif args.get("print_csv", False): + writer = csv.DictWriter(sys.stdout, fieldnames=headers) + writer.writeheader() + writer.writerows(tabular_data) else: - # Print empty string separating leading logs and output in case of - # human-readable formats. - print() - - if pairs: - if args.get("print_list", False): - # print data as a list, with human-readable summary - print(f"{summary_str}: {', '.join(pairs.keys())}.") - elif args.get("print_one_column", False): - print("\n".join(pairs.keys())) - elif args.get("list_pairs_print_json", False): - import rapidjson - - print(rapidjson.dumps(list(pairs.keys()), default=str)) - elif args.get("print_csv", False): - writer = csv.DictWriter(sys.stdout, fieldnames=headers) - writer.writeheader() - writer.writerows(tabular_data) - else: - print_rich_table(tabular_data, headers, summary_str) - elif not ( - args.get("print_one_column", False) - or args.get("list_pairs_print_json", False) - or args.get("print_csv", False) - ): - print(f"{summary_str}.") + print_rich_table(tabular_data, headers, summary_str) + elif not ( + args.get("print_one_column", False) + or args.get("list_pairs_print_json", False) + or args.get("print_csv", False) + ): + print(f"{summary_str}.") def start_show_trades(args: dict[str, Any]) -> None: From 8bd4926c29259aec048df7fd444c3dd535292084 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 17:00:55 +0100 Subject: [PATCH 082/237] feat: add Min Stake to list-pairs command --- freqtrade/commands/list_commands.py | 12 ++++++++++++ 1 file changed, 12 insertions(+) diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py index b33421858..e3e71911b 100644 --- a/freqtrade/commands/list_commands.py +++ b/freqtrade/commands/list_commands.py @@ -6,6 +6,7 @@ from typing import Any from freqtrade.enums import RunMode from freqtrade.exceptions import ConfigurationError, OperationalException from freqtrade.ft_types import ValidExchangesType +from freqtrade.misc import safe_value_fallback logger = logging.getLogger(__name__) @@ -246,6 +247,8 @@ def start_list_markets(args: dict[str, Any], pairs_only: bool = False) -> None: except Exception as e: raise OperationalException(f"Cannot get markets. Reason: {e}") from e + tickers = exchange.get_tickers() + summary_str = ( (f"Exchange {exchange.name} has {len(pairs)} ") + ("active " if active_only else "") @@ -275,6 +278,7 @@ def start_list_markets(args: dict[str, Any], pairs_only: bool = False) -> None: "Margin", "Future", "Leverage", + "Min Stake", ] tabular_data = [ @@ -288,6 +292,14 @@ def start_list_markets(args: dict[str, Any], pairs_only: bool = False) -> None: "Margin": "Margin" if exchange.market_is_margin(v) else "", "Future": "Future" if exchange.market_is_future(v) else "", "Leverage": exchange.get_max_leverage(v["symbol"], 20), + "Min Stake": round( + exchange.get_min_pair_stake_amount( + v["symbol"], + safe_value_fallback(tickers.get(v["symbol"], {}), "last", "ask", 0.0), + 0.0, + ), + 8, + ), } for _, v in pairs.items() ] From 538139ef31cf8b8567a396561532036b70af0a73 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 17:07:46 +0100 Subject: [PATCH 083/237] chore: fix incorrect docstrings --- freqtrade/exchange/binance.py | 6 ++---- freqtrade/exchange/bybit.py | 2 -- freqtrade/exchange/exchange.py | 6 ++---- 3 files changed, 4 insertions(+), 10 deletions(-) diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 18ba2aa50..c67263096 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -274,12 +274,12 @@ class Binance(Exchange): def dry_run_liquidation_price( self, pair: str, - open_rate: float, # Entry price of position + open_rate: float, is_short: bool, amount: float, stake_amount: float, leverage: float, - wallet_balance: float, # Or margin balance + wallet_balance: float, open_trades: list, ) -> float | None: """ @@ -293,8 +293,6 @@ class Binance(Exchange): :param amount: Absolute value of position size incl. leverage (in base currency) :param stake_amount: Stake amount - Collateral in settle currency. :param leverage: Leverage used for this position. - :param trading_mode: SPOT, MARGIN, FUTURES, etc. - :param margin_mode: Either ISOLATED or CROSS :param wallet_balance: Amount of margin_mode in the wallet being used to trade Cross-Margin Mode: crossWalletBalance Isolated-Margin Mode: isolatedWalletBalance diff --git a/freqtrade/exchange/bybit.py b/freqtrade/exchange/bybit.py index d75aafdc8..ae15ad521 100644 --- a/freqtrade/exchange/bybit.py +++ b/freqtrade/exchange/bybit.py @@ -184,8 +184,6 @@ class Bybit(Exchange): :param amount: Absolute value of position size incl. leverage (in base currency) :param stake_amount: Stake amount - Collateral in settle currency. :param leverage: Leverage used for this position. - :param trading_mode: SPOT, MARGIN, FUTURES, etc. - :param margin_mode: Either ISOLATED or CROSS :param wallet_balance: Amount of margin_mode in the wallet being used to trade Cross-Margin Mode: crossWalletBalance Isolated-Margin Mode: isolatedWalletBalance diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index d234c3568..14b801bef 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -3688,12 +3688,12 @@ class Exchange: def dry_run_liquidation_price( self, pair: str, - open_rate: float, # Entry price of position + open_rate: float, is_short: bool, amount: float, stake_amount: float, leverage: float, - wallet_balance: float, # Or margin balance + wallet_balance: float, open_trades: list, ) -> float | None: """ @@ -3714,8 +3714,6 @@ class Exchange: :param amount: Absolute value of position size incl. leverage (in base currency) :param stake_amount: Stake amount - Collateral in settle currency. :param leverage: Leverage used for this position. - :param trading_mode: SPOT, MARGIN, FUTURES, etc. - :param margin_mode: Either ISOLATED or CROSS :param wallet_balance: Amount of margin_mode in the wallet being used to trade Cross-Margin Mode: crossWalletBalance Isolated-Margin Mode: isolatedWalletBalance From cd971cff4f13ed5dd085a95cb843c53f73a64bd0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 17:27:25 +0100 Subject: [PATCH 084/237] test: improve liquidation-calculation test Move maintenance margin to parameter, add tests from bybit page --- tests/exchange/test_exchange.py | 68 +++++++++++++++++---------------- 1 file changed, 36 insertions(+), 32 deletions(-) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 138884698..f32f177ea 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -6077,44 +6077,47 @@ def test_get_liquidation_price1(mocker, default_conf): @pytest.mark.parametrize("liquidation_buffer", [0.0]) @pytest.mark.parametrize( - "is_short,trading_mode,exchange_name,margin_mode,leverage,open_rate,amount,expected_liq", + "is_short,trading_mode,exchange_name,margin_mode,leverage,open_rate,amount,mramt,expected_liq", [ - (False, "spot", "binance", "", 5.0, 10.0, 1.0, None), - (True, "spot", "binance", "", 5.0, 10.0, 1.0, None), - (False, "spot", "gate", "", 5.0, 10.0, 1.0, None), - (True, "spot", "gate", "", 5.0, 10.0, 1.0, None), - (False, "spot", "okx", "", 5.0, 10.0, 1.0, None), - (True, "spot", "okx", "", 5.0, 10.0, 1.0, None), + (False, "spot", "binance", "", 5.0, 10.0, 1.0, (0.01, 0.01), None), + (True, "spot", "binance", "", 5.0, 10.0, 1.0, (0.01, 0.01), None), + (False, "spot", "gate", "", 5.0, 10.0, 1.0, (0.01, 0.01), None), + (True, "spot", "gate", "", 5.0, 10.0, 1.0, (0.01, 0.01), None), + (False, "spot", "okx", "", 5.0, 10.0, 1.0, (0.01, 0.01), None), + (True, "spot", "okx", "", 5.0, 10.0, 1.0, (0.01, 0.01), None), # Binance, short - (True, "futures", "binance", "isolated", 5.0, 10.0, 1.0, 11.89108910891089), - (True, "futures", "binance", "isolated", 3.0, 10.0, 1.0, 13.211221122079207), - (True, "futures", "binance", "isolated", 5.0, 8.0, 1.0, 9.514851485148514), - (True, "futures", "binance", "isolated", 5.0, 10.0, 0.6, 11.897689768976898), + (True, "futures", "binance", "isolated", 5.0, 10.0, 1.0, (0.01, 0.01), 11.89108910891089), + (True, "futures", "binance", "isolated", 3.0, 10.0, 1.0, (0.01, 0.01), 13.211221122079207), + (True, "futures", "binance", "isolated", 5.0, 8.0, 1.0, (0.01, 0.01), 9.514851485148514), + (True, "futures", "binance", "isolated", 5.0, 10.0, 0.6, (0.01, 0.01), 11.897689768976898), # Binance, long - (False, "futures", "binance", "isolated", 5, 10, 1.0, 8.070707070707071), - (False, "futures", "binance", "isolated", 5, 8, 1.0, 6.454545454545454), - (False, "futures", "binance", "isolated", 3, 10, 1.0, 6.723905723905723), - (False, "futures", "binance", "isolated", 5, 10, 0.6, 8.063973063973064), + (False, "futures", "binance", "isolated", 5, 10, 1.0, (0.01, 0.01), 8.070707070707071), + (False, "futures", "binance", "isolated", 5, 8, 1.0, (0.01, 0.01), 6.454545454545454), + (False, "futures", "binance", "isolated", 3, 10, 1.0, (0.01, 0.01), 6.723905723905723), + (False, "futures", "binance", "isolated", 5, 10, 0.6, (0.01, 0.01), 8.063973063973064), # Gate/okx, short - (True, "futures", "gate", "isolated", 5, 10, 1.0, 11.87413417771621), - (True, "futures", "gate", "isolated", 5, 10, 2.0, 11.87413417771621), - (True, "futures", "gate", "isolated", 3, 10, 1.0, 13.193482419684678), - (True, "futures", "gate", "isolated", 5, 8, 1.0, 9.499307342172967), - (True, "futures", "okx", "isolated", 3, 10, 1.0, 13.193482419684678), + (True, "futures", "gate", "isolated", 5, 10, 1.0, (0.01, 0.01), 11.87413417771621), + (True, "futures", "gate", "isolated", 5, 10, 2.0, (0.01, 0.01), 11.87413417771621), + (True, "futures", "gate", "isolated", 3, 10, 1.0, (0.01, 0.01), 13.193482419684678), + (True, "futures", "gate", "isolated", 5, 8, 1.0, (0.01, 0.01), 9.499307342172967), + (True, "futures", "okx", "isolated", 3, 10, 1.0, (0.01, 0.01), 13.193482419684678), # Gate/okx, long - (False, "futures", "gate", "isolated", 5.0, 10.0, 1.0, 8.085708510208207), - (False, "futures", "gate", "isolated", 3.0, 10.0, 1.0, 6.738090425173506), - (False, "futures", "okx", "isolated", 3.0, 10.0, 1.0, 6.738090425173506), + (False, "futures", "gate", "isolated", 5.0, 10.0, 1.0, (0.01, 0.01), 8.085708510208207), + (False, "futures", "gate", "isolated", 3.0, 10.0, 1.0, (0.01, 0.01), 6.738090425173506), + (False, "futures", "okx", "isolated", 3.0, 10.0, 1.0, (0.01, 0.01), 6.738090425173506), # bybit, long - (False, "futures", "bybit", "isolated", 1.0, 10.0, 1.0, 0.1), - (False, "futures", "bybit", "isolated", 3.0, 10.0, 1.0, 6.7666666), - (False, "futures", "bybit", "isolated", 5.0, 10.0, 1.0, 8.1), - (False, "futures", "bybit", "isolated", 10.0, 10.0, 1.0, 9.1), + (False, "futures", "bybit", "isolated", 1.0, 10.0, 1.0, (0.01, 0.01), 0.1), + (False, "futures", "bybit", "isolated", 3.0, 10.0, 1.0, (0.01, 0.01), 6.7666666), + (False, "futures", "bybit", "isolated", 5.0, 10.0, 1.0, (0.01, 0.01), 8.1), + (False, "futures", "bybit", "isolated", 10.0, 10.0, 1.0, (0.01, 0.01), 9.1), + # From the bybit example - without additional margin + (False, "futures", "bybit", "isolated", 50.0, 40000.0, 1.0, (0.005, None), 39400), + (False, "futures", "bybit", "isolated", 50.0, 20000.0, 1.0, (0.005, None), 19700), # bybit, short - (True, "futures", "bybit", "isolated", 1.0, 10.0, 1.0, 19.9), - (True, "futures", "bybit", "isolated", 3.0, 10.0, 1.0, 13.233333), - (True, "futures", "bybit", "isolated", 5.0, 10.0, 1.0, 11.9), - (True, "futures", "bybit", "isolated", 10.0, 10.0, 1.0, 10.9), + (True, "futures", "bybit", "isolated", 1.0, 10.0, 1.0, (0.01, 0.01), 19.9), + (True, "futures", "bybit", "isolated", 3.0, 10.0, 1.0, (0.01, 0.01), 13.233333), + (True, "futures", "bybit", "isolated", 5.0, 10.0, 1.0, (0.01, 0.01), 11.9), + (True, "futures", "bybit", "isolated", 10.0, 10.0, 1.0, (0.01, 0.01), 10.9), ], ) def test_get_liquidation_price( @@ -6127,6 +6130,7 @@ def test_get_liquidation_price( leverage, open_rate, amount, + mramt, expected_liq, liquidation_buffer, ): @@ -6190,7 +6194,7 @@ def test_get_liquidation_price( mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y) exchange = get_patched_exchange(mocker, default_conf_usdt, exchange=exchange_name) - exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(0.01, 0.01)) + exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=mramt) exchange.name = exchange_name # default_conf_usdt.update({ # "dry_run": False, From 4a7140c05df522e4d234e4c2e2f32e6de1108e05 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 17:29:55 +0100 Subject: [PATCH 085/237] chore: Update bybit dry-liquidation calculation the result remains the same - but the calculation now matches the bybit documentation better. --- freqtrade/exchange/bybit.py | 18 +++++++++++------- 1 file changed, 11 insertions(+), 7 deletions(-) diff --git a/freqtrade/exchange/bybit.py b/freqtrade/exchange/bybit.py index ae15ad521..1f5c19b2a 100644 --- a/freqtrade/exchange/bybit.py +++ b/freqtrade/exchange/bybit.py @@ -166,15 +166,16 @@ class Bybit(Exchange): PERPETUAL: bybit: https://www.bybithelp.com/HelpCenterKnowledge/bybitHC_Article?language=en_US&id=000001067 + https://www.bybit.com/en/help-center/article/Liquidation-Price-Calculation-under-Isolated-Mode-Unified-Trading-Account#b Long: Liquidation Price = ( - Entry Price * (1 - Initial Margin Rate + Maintenance Margin Rate) - - Extra Margin Added/ Contract) + Entry Price - [(Initial Margin - Maintenance Margin)/Contract Quantity] + - (Extra Margin Added/Contract Quantity)) Short: Liquidation Price = ( - Entry Price * (1 + Initial Margin Rate - Maintenance Margin Rate) - + Extra Margin Added/ Contract) + Entry Price + [(Initial Margin - Maintenance Margin)/Contract Quantity] + + (Extra Margin Added/Contract Quantity)) Implementation Note: Extra margin is currently not used. @@ -196,13 +197,16 @@ class Bybit(Exchange): if self.trading_mode == TradingMode.FUTURES and self.margin_mode == MarginMode.ISOLATED: if market["inverse"]: raise OperationalException("Freqtrade does not yet support inverse contracts") - initial_margin_rate = 1 / leverage + position_value = amount * open_rate + initial_margin = position_value / leverage + maintenance_margin = position_value * mm_ratio + margin_diff_per_contract = (initial_margin - maintenance_margin) / amount # See docstring - ignores extra margin! if is_short: - return open_rate * (1 + initial_margin_rate - mm_ratio) + return open_rate + margin_diff_per_contract else: - return open_rate * (1 - initial_margin_rate + mm_ratio) + return open_rate - margin_diff_per_contract else: raise OperationalException( From ac29ef67fdbb72d8b07b2da85d5683b45df179aa Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 19:39:02 +0100 Subject: [PATCH 086/237] chore: fall back to 0.0 if min-pair returns None --- freqtrade/commands/list_commands.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py index e3e71911b..ae51192a3 100644 --- a/freqtrade/commands/list_commands.py +++ b/freqtrade/commands/list_commands.py @@ -297,7 +297,8 @@ def start_list_markets(args: dict[str, Any], pairs_only: bool = False) -> None: v["symbol"], safe_value_fallback(tickers.get(v["symbol"], {}), "last", "ask", 0.0), 0.0, - ), + ) + or 0.0, 8, ), } From 6efe6bbfc2dc0ca0e32900650bc8893652b3faea Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 19:53:11 +0100 Subject: [PATCH 087/237] fix: restore previous startup time --- freqtrade/commands/list_commands.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py index ae51192a3..0784e5134 100644 --- a/freqtrade/commands/list_commands.py +++ b/freqtrade/commands/list_commands.py @@ -6,7 +6,6 @@ from typing import Any from freqtrade.enums import RunMode from freqtrade.exceptions import ConfigurationError, OperationalException from freqtrade.ft_types import ValidExchangesType -from freqtrade.misc import safe_value_fallback logger = logging.getLogger(__name__) @@ -220,7 +219,7 @@ def start_list_markets(args: dict[str, Any], pairs_only: bool = False) -> None: """ from freqtrade.configuration import setup_utils_configuration from freqtrade.exchange import market_is_active - from freqtrade.misc import plural + from freqtrade.misc import plural, safe_value_fallback from freqtrade.resolvers import ExchangeResolver from freqtrade.util import print_rich_table From 35cc7da9b308fa3517f12571ed14d0973b0095a3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 9 Mar 2025 15:00:13 +0100 Subject: [PATCH 088/237] fix: keep pair index per pair closes #11479 --- freqtrade/data/dataprovider.py | 13 +++++++------ freqtrade/optimize/backtesting.py | 4 +++- tests/data/test_dataprovider.py | 8 ++++---- 3 files changed, 14 insertions(+), 11 deletions(-) diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index b979faff6..1f2bcd82d 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -49,7 +49,7 @@ class DataProvider: self._pairlists = pairlists self.__rpc = rpc self.__cached_pairs: dict[PairWithTimeframe, tuple[DataFrame, datetime]] = {} - self.__slice_index: int | None = None + self.__slice_index: dict[str, int] = {} self.__slice_date: datetime | None = None self.__cached_pairs_backtesting: dict[PairWithTimeframe, DataFrame] = {} @@ -69,13 +69,13 @@ class DataProvider: self.producers = self._config.get("external_message_consumer", {}).get("producers", []) self.external_data_enabled = len(self.producers) > 0 - def _set_dataframe_max_index(self, limit_index: int): + def _set_dataframe_max_index(self, pair: str, limit_index: int): """ Limit analyzed dataframe to max specified index. Only relevant in backtesting. :param limit_index: dataframe index. """ - self.__slice_index = limit_index + self.__slice_index[pair] = limit_index def _set_dataframe_max_date(self, limit_date: datetime): """ @@ -393,9 +393,10 @@ class DataProvider: df, date = self.__cached_pairs[pair_key] else: df, date = self.__cached_pairs[pair_key] - if self.__slice_index is not None: - max_index = self.__slice_index + if (max_index := self.__slice_index.get(pair)) is not None: df = df.iloc[max(0, max_index - MAX_DATAFRAME_CANDLES) : max_index] + else: + return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc)) return df, date else: return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc)) @@ -430,7 +431,7 @@ class DataProvider: # Don't reset backtesting pairs - # otherwise they're reloaded each time during hyperopt due to with analyze_per_epoch # self.__cached_pairs_backtesting = {} - self.__slice_index = 0 + self.__slice_index = {} # Exchange functions diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 56541f2fe..acce51537 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -1552,7 +1552,9 @@ class Backtesting: row_index += 1 indexes[pair] = row_index is_last_row = current_time == end_date - self.dataprovider._set_dataframe_max_index(self.required_startup + row_index) + self.dataprovider._set_dataframe_max_index( + pair, self.required_startup + row_index + ) trade_dir = self.check_for_trade_entry(row) pair_tradedir_cache[pair] = trade_dir diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py index bef894eff..c2adb84bb 100644 --- a/tests/data/test_dataprovider.py +++ b/tests/data/test_dataprovider.py @@ -408,20 +408,20 @@ def test_get_analyzed_dataframe(mocker, default_conf, ohlcv_history): # Test backtest mode default_conf["runmode"] = RunMode.BACKTEST - dp._set_dataframe_max_index(1) + dp._set_dataframe_max_index("XRP/BTC", 1) dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe) assert len(dataframe) == 1 - dp._set_dataframe_max_index(2) + dp._set_dataframe_max_index("XRP/BTC", 2) dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe) assert len(dataframe) == 2 - dp._set_dataframe_max_index(3) + dp._set_dataframe_max_index("XRP/BTC", 3) dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe) assert len(dataframe) == 3 - dp._set_dataframe_max_index(500) + dp._set_dataframe_max_index("XRP/BTC", 500) dataframe, time = dp.get_analyzed_dataframe("XRP/BTC", timeframe) assert len(dataframe) == len(ohlcv_history) From 805e03b83b971c957ed73136494a96d6a0b8a5ac Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 9 Mar 2025 15:00:20 +0100 Subject: [PATCH 089/237] test: update test for new bt cache behavior --- tests/optimize/test_backtesting.py | 8 +++----- 1 file changed, 3 insertions(+), 5 deletions(-) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index f14e087af..d5bc7d5b4 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -1543,8 +1543,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir) assert len(evaluate_result_multi(results["results"], "5m", 3)) == 0 # Cached data correctly removed amounts - offset = 1 if tres == 0 else 0 - removed_candles = len(data[pair]) - offset + removed_candles = len(data[pair]) - 1 assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, "5m")[0]) == removed_candles assert ( len(backtesting.dataprovider.get_analyzed_dataframe("NXT/BTC", "5m")[0]) @@ -1663,8 +1662,7 @@ def test_backtest_multi_pair_detail( assert len(evaluate_result_multi(results["results"], "5m", 3)) == 0 # Cached data correctly removed amounts - offset = 1 if tres == 0 else 0 - removed_candles = len(data[pair]) - offset + removed_candles = len(data[pair]) - 1 assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, "5m")[0]) == removed_candles assert ( len(backtesting.dataprovider.get_analyzed_dataframe("NXT/USDT", "5m")[0]) @@ -1793,7 +1791,7 @@ def test_backtest_multi_pair_detail_simplified( assert len(evaluate_result_multi(results["results"], "1m", 3)) == 0 # # Cached data correctly removed amounts - offset = 1 if tres == 0 else 0 + offset = 1 removed_candles = len(data[pair]) - offset assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, "1h")[0]) == removed_candles assert ( From a0cbdc91355cb2703f0eaf5dca0085abe56b3d77 Mon Sep 17 00:00:00 2001 From: mrpabloyeah Date: Sun, 9 Mar 2025 18:21:33 +0100 Subject: [PATCH 090/237] Add year to backtest breakdowns --- freqtrade/constants.py | 2 +- freqtrade/optimize/optimize_reports/optimize_reports.py | 2 ++ 2 files changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 2d3b4a5e8..1b99dd6ec 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -59,7 +59,7 @@ AVAILABLE_PAIRLISTS = [ "VolatilityFilter", ] AVAILABLE_DATAHANDLERS = ["json", "jsongz", "feather", "parquet"] -BACKTEST_BREAKDOWNS = ["day", "week", "month"] +BACKTEST_BREAKDOWNS = ["day", "week", "month", "year"] BACKTEST_CACHE_AGE = ["none", "day", "week", "month"] BACKTEST_CACHE_DEFAULT = "day" DRY_RUN_WALLET = 1000 diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py index edcdf757a..a798eaf7a 100644 --- a/freqtrade/optimize/optimize_reports/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports/optimize_reports.py @@ -212,6 +212,8 @@ def _get_resample_from_period(period: str) -> str: return "1W-MON" if period == "month": return "1ME" + if period == "year": + return "1Y" raise ValueError(f"Period {period} is not supported.") From 98b6f58eb2cadbe067a9a87066dd62b6b0510ff7 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 10 Mar 2025 03:52:54 +0000 Subject: [PATCH 091/237] chore(deps-dev): bump types-requests in the types group Bumps the types group with 1 update: [types-requests](https://github.com/python/typeshed). Updates `types-requests` from 2.32.0.20250301 to 2.32.0.20250306 - [Commits](https://github.com/python/typeshed/commits) --- updated-dependencies: - dependency-name: types-requests dependency-type: direct:development update-type: version-update:semver-patch dependency-group: types ... Signed-off-by: dependabot[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 5d0e55f4e..9ab747b71 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -27,6 +27,6 @@ nbconvert==7.16.6 # mypy types types-cachetools==5.5.0.20240820 types-filelock==3.2.7 -types-requests==2.32.0.20250301 +types-requests==2.32.0.20250306 types-tabulate==0.9.0.20241207 types-python-dateutil==2.9.0.20241206 From 30d2298d54953c323df25defb29245069e74c2f7 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 10 Mar 2025 03:53:40 +0000 Subject: [PATCH 092/237] chore(deps): bump websockets from 15.0 to 15.0.1 Bumps [websockets](https://github.com/python-websockets/websockets) from 15.0 to 15.0.1. - [Release notes](https://github.com/python-websockets/websockets/releases) - [Commits](https://github.com/python-websockets/websockets/compare/15.0...15.0.1) --- updated-dependencies: - dependency-name: websockets dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 16787249d..daf3b7ebe 100644 --- a/requirements.txt +++ b/requirements.txt @@ -55,7 +55,7 @@ pytz==2025.1 schedule==1.2.2 #WS Messages -websockets==15.0 +websockets==15.0.1 janus==2.0.0 ast-comments==1.2.2 From 5b1011668ac9022f47f16b58ebe52a577673e142 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 10 Mar 2025 03:53:55 +0000 Subject: [PATCH 093/237] chore(deps-dev): bump ruff from 0.9.9 to 0.9.10 Bumps [ruff](https://github.com/astral-sh/ruff) from 0.9.9 to 0.9.10. - [Release notes](https://github.com/astral-sh/ruff/releases) - [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md) - [Commits](https://github.com/astral-sh/ruff/compare/0.9.9...0.9.10) --- updated-dependencies: - dependency-name: ruff dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 5d0e55f4e..b5bf9dd4a 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -7,7 +7,7 @@ -r docs/requirements-docs.txt coveralls==4.0.1 -ruff==0.9.9 +ruff==0.9.10 mypy==1.15.0 pre-commit==4.1.0 pytest==8.3.5 From 6d84b93715d1c4d530c924ce06506825a6bfc61f Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 10 Mar 2025 03:54:03 +0000 Subject: [PATCH 094/237] chore(deps): bump ccxt from 4.4.64 to 4.4.65 Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.4.64 to 4.4.65. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md) - [Commits](https://github.com/ccxt/ccxt/compare/v4.4.64...v4.4.65) --- updated-dependencies: - dependency-name: ccxt dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 16787249d..e93a9fc98 100644 --- a/requirements.txt +++ b/requirements.txt @@ -4,7 +4,7 @@ bottleneck==1.4.2 numexpr==2.10.2 pandas-ta==0.3.14b -ccxt==4.4.64 +ccxt==4.4.65 cryptography==44.0.2 aiohttp==3.9.5 SQLAlchemy==2.0.38 From 6613366343d80f3970a70cfcc6b39c096debac0a Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 10 Mar 2025 06:28:39 +0100 Subject: [PATCH 095/237] chore: bump types-requests for pre-commit config --- .pre-commit-config.yaml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml index 6f423d3ec..bb2d50511 100644 --- a/.pre-commit-config.yaml +++ b/.pre-commit-config.yaml @@ -16,7 +16,7 @@ repos: additional_dependencies: - types-cachetools==5.5.0.20240820 - types-filelock==3.2.7 - - types-requests==2.32.0.20250301 + - types-requests==2.32.0.20250306 - types-tabulate==0.9.0.20241207 - types-python-dateutil==2.9.0.20241206 - SQLAlchemy==2.0.38 From 3281049264d2d33b01b852cc9835c0a6292854fe Mon Sep 17 00:00:00 2001 From: mrpabloyeah Date: Mon, 10 Mar 2025 18:44:01 +0100 Subject: [PATCH 096/237] Add year also in cli_options --- freqtrade/commands/cli_options.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index 16f5d1c4d..6eaa9e3a5 100755 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -224,7 +224,7 @@ AVAILABLE_CLI_OPTIONS = { ), "backtest_breakdown": Arg( "--breakdown", - help="Show backtesting breakdown per [day, week, month].", + help="Show backtesting breakdown per [day, week, month, year].", nargs="+", choices=constants.BACKTEST_BREAKDOWNS, ), From 7770f082c80b4945d60bd7d5c0eab91e0ee4a143 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 10 Mar 2025 15:51:34 -0400 Subject: [PATCH 097/237] chore: relocate custom-data endpoints of api server near trade related endpoint, replace info tag by trading --- freqtrade/rpc/api_server/api_v1.py | 32 +++++++++++++++--------------- 1 file changed, 16 insertions(+), 16 deletions(-) diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index 89f632972..6403c1819 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -214,6 +214,22 @@ def trade_reload(tradeid: int, rpc: RPC = Depends(get_rpc)): return rpc._rpc_trade_status([tradeid])[0] +@router.get("/trades/open/custom-data", response_model=list[ListCustomData], tags=["trading"]) +def list_open_trades_custom_data(rpc: RPC = Depends(get_rpc)): + """ + Fetch custom data for all open trades. + """ + return rpc._rpc_list_custom_data() + + +@router.get("/trades/{trade_id}/custom-data", response_model=list[ListCustomData], tags=["trading"]) +def list_custom_data(trade_id: int, rpc: RPC = Depends(get_rpc)): + """ + Fetch custom data for a specific trade. + """ + return rpc._rpc_list_custom_data(trade_id) + + # TODO: Missing response model @router.get("/edge", tags=["info"]) def edge(rpc: RPC = Depends(get_rpc)): @@ -509,19 +525,3 @@ def sysinfo(): @router.get("/health", response_model=Health, tags=["info"]) def health(rpc: RPC = Depends(get_rpc)): return rpc.health() - - -@router.get("/trades/open/custom-data", response_model=list[ListCustomData], tags=["info"]) -def list_open_trades_custom_data(rpc: RPC = Depends(get_rpc)): - """ - Fetch custom data for all open trades. - """ - return rpc._rpc_list_custom_data() - - -@router.get("/trades/{trade_id}/custom-data", response_model=list[ListCustomData], tags=["info"]) -def list_custom_data(trade_id: int, rpc: RPC = Depends(get_rpc)): - """ - Fetch custom data for a specific trade. - """ - return rpc._rpc_list_custom_data(trade_id) From fac049165840524d02a54bacd1bd8407db088a80 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 10 Mar 2025 16:01:16 -0400 Subject: [PATCH 098/237] fix: _rpc_list_custom_data send custom-data for all trades if a key is provided --- freqtrade/rpc/rpc.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index f1e6b1d12..5244963df 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1137,7 +1137,7 @@ class RPC: if key: data = trade.get_custom_data(key=key) if data: - custom_data = [data] + custom_data.append(data) else: custom_data.extend(trade.get_all_custom_data()) From b0b9e398e1503fb9785431f58f0bffad6544c176 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 10 Mar 2025 21:13:32 +0100 Subject: [PATCH 099/237] fix: assume 200char terminal if no terminal size is available closes #11477 --- freqtrade/commands/list_commands.py | 12 +++++------- freqtrade/loggers/__init__.py | 6 +++--- freqtrade/loggers/rich_console.py | 26 ++++++++++++++++++++++++++ freqtrade/util/progress_tracker.py | 3 ++- freqtrade/util/rich_tables.py | 16 ++++------------ 5 files changed, 40 insertions(+), 23 deletions(-) create mode 100644 freqtrade/loggers/rich_console.py diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py index 0784e5134..846b97693 100644 --- a/freqtrade/commands/list_commands.py +++ b/freqtrade/commands/list_commands.py @@ -17,11 +17,11 @@ def start_list_exchanges(args: dict[str, Any]) -> None: :param args: Cli args from Arguments() :return: None """ - from rich.console import Console from rich.table import Table from rich.text import Text from freqtrade.exchange import list_available_exchanges + from freqtrade.loggers.rich_console import get_rich_console available_exchanges: list[ValidExchangesType] = list_available_exchanges( args["list_exchanges_all"] @@ -77,15 +77,16 @@ def start_list_exchanges(args: dict[str, Any]) -> None: ) # table.add_row(*[exchange[header] for header in headers]) - console = Console() + console = get_rich_console() console.print(table) def _print_objs_tabular(objs: list, print_colorized: bool) -> None: - from rich.console import Console from rich.table import Table from rich.text import Text + from freqtrade.loggers.rich_console import get_rich_console + names = [s["name"] for s in objs] objs_to_print: list[dict[str, Text | str]] = [ { @@ -118,10 +119,7 @@ def _print_objs_tabular(objs: list, print_colorized: bool) -> None: for row in objs_to_print: table.add_row(*[row[header] for header in objs_to_print[0].keys()]) - console = Console( - color_system="auto" if print_colorized else None, - width=200 if "pytest" in sys.modules else None, - ) + console = get_rich_console(color_system="auto" if print_colorized else None) console.print(table) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index 69e372a29..1d01d4177 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -3,12 +3,11 @@ from logging import Formatter from logging.handlers import RotatingFileHandler, SysLogHandler from pathlib import Path -from rich.console import Console - from freqtrade.constants import Config from freqtrade.exceptions import OperationalException from freqtrade.loggers.buffering_handler import FTBufferingHandler from freqtrade.loggers.ft_rich_handler import FtRichHandler +from freqtrade.loggers.rich_console import get_rich_console from freqtrade.loggers.set_log_levels import set_loggers @@ -22,7 +21,8 @@ LOGFORMAT = "%(asctime)s - %(name)s - %(levelname)s - %(message)s" bufferHandler = FTBufferingHandler(1000) bufferHandler.setFormatter(Formatter(LOGFORMAT)) -error_console = Console(stderr=True, color_system=None) + +error_console = get_rich_console(stderr=True, color_system=None) def get_existing_handlers(handlertype): diff --git a/freqtrade/loggers/rich_console.py b/freqtrade/loggers/rich_console.py new file mode 100644 index 000000000..f3ecd5556 --- /dev/null +++ b/freqtrade/loggers/rich_console.py @@ -0,0 +1,26 @@ +import sys +from shutil import get_terminal_size + +from rich.console import Console + + +def console_width() -> int | None: + """ + Get the width of the console + """ + if any(module in ["pytest", "ipykernel"] for module in sys.modules): + return 200 + + width, _ = get_terminal_size((1, 24)) + # Fall back to 200 if terminal size is not available. + # This is determined by assuming an insane width of 1char, which is unlikely. + w = None if width > 1 else 200 + return w + + +def get_rich_console(**kwargs) -> Console: + """ + Get a rich console with default settings + """ + kwargs["width"] = kwargs.get("width", console_width()) + return Console(**kwargs) diff --git a/freqtrade/util/progress_tracker.py b/freqtrade/util/progress_tracker.py index cc5c79a18..aac1418bc 100644 --- a/freqtrade/util/progress_tracker.py +++ b/freqtrade/util/progress_tracker.py @@ -7,7 +7,6 @@ from rich.progress import ( TimeRemainingColumn, ) -from freqtrade.loggers import error_console from freqtrade.util.rich_progress import CustomProgress @@ -21,6 +20,8 @@ def get_progress_tracker(**kwargs) -> CustomProgress: """ Get progress Bar with custom columns. """ + from freqtrade.loggers import error_console + return CustomProgress( TextColumn("[progress.description]{task.description}"), BarColumn(bar_width=None), diff --git a/freqtrade/util/rich_tables.py b/freqtrade/util/rich_tables.py index ba232ed75..093c73584 100644 --- a/freqtrade/util/rich_tables.py +++ b/freqtrade/util/rich_tables.py @@ -1,12 +1,12 @@ -import sys from collections.abc import Sequence from typing import Any, TypeAlias from pandas import DataFrame -from rich.console import Console from rich.table import Column, Table from rich.text import Text +from freqtrade.loggers.rich_console import get_rich_console + TextOrString: TypeAlias = str | Text @@ -38,11 +38,7 @@ def print_rich_table( row_to_add: list[str | Text] = [r if isinstance(r, Text) else str(r) for r in row] table.add_row(*row_to_add) - width = None - if any(module in ["pytest", "ipykernel"] for module in sys.modules): - width = 200 - - console = Console(width=width) + console = get_rich_console() console.print(table) @@ -74,9 +70,5 @@ def print_df_rich_table( row = [_format_value(x, floatfmt=".3f") for x in value_list] table.add_row(*row) - width = None - if any(module in ["pytest", "ipykernel"] for module in sys.modules): - width = 200 - - console = Console(width=width) + console = get_rich_console() console.print(table) From 76aefccd03bf5ea20de77c70e82f68e5fc51d501 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 10 Mar 2025 16:18:42 -0400 Subject: [PATCH 100/237] fix: on custom-data endpoints key is now an optional parameter --- freqtrade/rpc/api_server/api_v1.py | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index 6403c1819..3cb6965da 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -215,19 +215,21 @@ def trade_reload(tradeid: int, rpc: RPC = Depends(get_rpc)): @router.get("/trades/open/custom-data", response_model=list[ListCustomData], tags=["trading"]) -def list_open_trades_custom_data(rpc: RPC = Depends(get_rpc)): +def list_open_trades_custom_data(key: str | None = Query(None), rpc: RPC = Depends(get_rpc)): """ Fetch custom data for all open trades. + If a key is provided, it will be used to filter data accordingly. """ - return rpc._rpc_list_custom_data() + return rpc._rpc_list_custom_data(key=key) @router.get("/trades/{trade_id}/custom-data", response_model=list[ListCustomData], tags=["trading"]) -def list_custom_data(trade_id: int, rpc: RPC = Depends(get_rpc)): +def list_custom_data(trade_id: int, key: str | None = Query(None), rpc: RPC = Depends(get_rpc)): """ Fetch custom data for a specific trade. + If a key is provided, it will be used to filter data accordingly. """ - return rpc._rpc_list_custom_data(trade_id) + return rpc._rpc_list_custom_data(trade_id, key=key) # TODO: Missing response model From 673447794e6e0e79a0679cdd62acfc3d883b58be Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 10 Mar 2025 22:17:34 -0400 Subject: [PATCH 101/237] chore: implement pagination for _rpc_list_custom_data --- freqtrade/rpc/rpc.py | 13 +++++++++---- 1 file changed, 9 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 5244963df..479895077 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1116,15 +1116,18 @@ class RPC: } def _rpc_list_custom_data( - self, trade_id: int | None = None, key: str | None = None + self, trade_id: int | None = None, key: str | None = None, limit: int = 100, offset: int = 0 ) -> list[dict[str, Any]]: """ Fetch custom data for a specific trade, or all open trades if `trade_id` is not provided. + Pagination is applied via `limit` and `offset`. """ trades: Sequence[Trade] if trade_id is None: - # get all open trades - trades = Trade.get_open_trades() + # Get all open trades + trades = Trade.session.scalars( + Trade.get_trades_query([Trade.is_open.is_(True)]).limit(limit).offset(offset) + ).all() else: trades = Trade.get_trades(trade_filter=[Trade.id == trade_id]).all() @@ -1142,7 +1145,7 @@ class RPC: custom_data.extend(trade.get_all_custom_data()) # Format the results - return [ + formatted_results = [ { "id": data_entry.id, "ft_trade_id": data_entry.ft_trade_id, @@ -1155,6 +1158,8 @@ class RPC: for data_entry in custom_data ] + return formatted_results + def _rpc_performance(self) -> list[dict[str, Any]]: """ Handler for performance. From e62a0f76edf6b81fdc8c5cbdcdcd01ca24c6ec26 Mon Sep 17 00:00:00 2001 From: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com> Date: Tue, 11 Mar 2025 03:11:15 +0000 Subject: [PATCH 102/237] chore: update pre-commit hooks --- .pre-commit-config.yaml | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml index bb2d50511..74629a630 100644 --- a/.pre-commit-config.yaml +++ b/.pre-commit-config.yaml @@ -31,7 +31,7 @@ repos: - repo: https://github.com/charliermarsh/ruff-pre-commit # Ruff version. - rev: 'v0.9.9' + rev: 'v0.9.10' hooks: - id: ruff - id: ruff-format @@ -70,6 +70,6 @@ repos: # Ensure github actions remain safe - repo: https://github.com/woodruffw/zizmor-pre-commit - rev: v1.4.1 + rev: v1.5.0 hooks: - id: zizmor From 265a798f780e8bb8623dd47a887a0321611e7155 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 11 Mar 2025 06:37:44 +0100 Subject: [PATCH 103/237] docs: auto-generate command snippets --- docs/commands/backtesting-show.md | 7 ++++--- docs/commands/backtesting.md | 7 ++++--- docs/commands/hyperopt-show.md | 7 ++++--- 3 files changed, 12 insertions(+), 9 deletions(-) diff --git a/docs/commands/backtesting-show.md b/docs/commands/backtesting-show.md index 1c7889851..a1b146a82 100644 --- a/docs/commands/backtesting-show.md +++ b/docs/commands/backtesting-show.md @@ -2,7 +2,7 @@ usage: freqtrade backtesting-show [-h] [-v] [--no-color] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--export-filename PATH] [--show-pair-list] - [--breakdown {day,week,month} [{day,week,month} ...]] + [--breakdown {day,week,month,year} [{day,week,month,year} ...]] options: -h, --help show this help message and exit @@ -11,8 +11,9 @@ options: `--export` to be set as well. Example: `--export-filen ame=user_data/backtest_results/backtest_today.json` --show-pair-list Show backtesting pairlist sorted by profit. - --breakdown {day,week,month} [{day,week,month} ...] - Show backtesting breakdown per [day, week, month]. + --breakdown {day,week,month,year} [{day,week,month,year} ...] + Show backtesting breakdown per [day, week, month, + year]. Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). diff --git a/docs/commands/backtesting.md b/docs/commands/backtesting.md index 160bda7cc..395ab4b00 100644 --- a/docs/commands/backtesting.md +++ b/docs/commands/backtesting.md @@ -15,7 +15,7 @@ usage: freqtrade backtesting [-h] [-v] [--no-color] [--logfile FILE] [-V] [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]] [--export {none,trades,signals}] [--export-filename PATH] - [--breakdown {day,week,month} [{day,week,month} ...]] + [--breakdown {day,week,month,year} [{day,week,month,year} ...]] [--cache {none,day,week,month}] [--freqai-backtest-live-models] @@ -65,8 +65,9 @@ options: Use this filename for backtest results.Requires `--export` to be set as well. Example: `--export-filen ame=user_data/backtest_results/backtest_today.json` - --breakdown {day,week,month} [{day,week,month} ...] - Show backtesting breakdown per [day, week, month]. + --breakdown {day,week,month,year} [{day,week,month,year} ...] + Show backtesting breakdown per [day, week, month, + year]. --cache {none,day,week,month} Load a cached backtest result no older than specified age (default: day). diff --git a/docs/commands/hyperopt-show.md b/docs/commands/hyperopt-show.md index 9c7c378ab..14d6516e9 100644 --- a/docs/commands/hyperopt-show.md +++ b/docs/commands/hyperopt-show.md @@ -4,7 +4,7 @@ usage: freqtrade hyperopt-show [-h] [-v] [--no-color] [--logfile FILE] [-V] [--profitable] [-n INT] [--print-json] [--hyperopt-filename FILENAME] [--no-header] [--disable-param-export] - [--breakdown {day,week,month} [{day,week,month} ...]] + [--breakdown {day,week,month,year} [{day,week,month,year} ...]] options: -h, --help show this help message and exit @@ -18,8 +18,9 @@ options: --no-header Do not print epoch details header. --disable-param-export Disable automatic hyperopt parameter export. - --breakdown {day,week,month} [{day,week,month} ...] - Show backtesting breakdown per [day, week, month]. + --breakdown {day,week,month,year} [{day,week,month,year} ...] + Show backtesting breakdown per [day, week, month, + year]. Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). From 97d303579a882747dd155b1769f700a3ba0e7cca Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 11 Mar 2025 07:04:04 +0100 Subject: [PATCH 104/237] feat: add continual_learning to config schema --- freqtrade/configuration/config_schema.py | 9 +++++++++ 1 file changed, 9 insertions(+) diff --git a/freqtrade/configuration/config_schema.py b/freqtrade/configuration/config_schema.py index 91e5c2d1b..c89895a04 100644 --- a/freqtrade/configuration/config_schema.py +++ b/freqtrade/configuration/config_schema.py @@ -1015,6 +1015,15 @@ CONF_SCHEMA = { "type": "boolean", "default": True, }, + "continual_learning": { + "description": ( + "Use the final state of the most recently trained model " + "as starting point for the new model, allowing for " + "incremental learning." + ), + "type": "boolean", + "default": False, + }, "feature_parameters": { "description": "The parameters used to engineer the feature set", "type": "object", From 5c01023d554aefeff97ec5ca3aa9b0d4b6759b62 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 11 Mar 2025 07:09:46 +0100 Subject: [PATCH 105/237] feat: add missing freqAI parameters to config schema --- freqtrade/configuration/config_schema.py | 56 ++++++++++++++++++++---- 1 file changed, 47 insertions(+), 9 deletions(-) diff --git a/freqtrade/configuration/config_schema.py b/freqtrade/configuration/config_schema.py index c89895a04..f50334938 100644 --- a/freqtrade/configuration/config_schema.py +++ b/freqtrade/configuration/config_schema.py @@ -965,10 +965,13 @@ CONF_SCHEMA = { "type": "boolean", "default": False, }, - "keras": { - "description": "Use Keras for model training.", - "type": "boolean", - "default": False, + "identifier": { + "description": ( + "A unique ID for the current model. " + "Must be changed when modifying features." + ), + "type": "string", + "default": "example", }, "write_metrics_to_disk": { "description": "Write metrics to disk?", @@ -1000,13 +1003,43 @@ CONF_SCHEMA = { "type": "number", "default": 7, }, - "identifier": { + "live_retrain_hours": { + "description": "Frequency of retraining during dry/live runs.", + "type": "number", + "default": 0, + }, + "expiration_hours": { "description": ( - "A unique ID for the current model. " - "Must be changed when modifying features." + "Avoid making predictions if a model is more than `expiration_hours` " + "old. Defaults to 0 (no expiration)." ), - "type": "string", - "default": "example", + "type": "number", + "default": 0, + }, + "save_backtest_models": { + "description": "Save models to disk when running backtesting.", + "type": "boolean", + "default": False, + }, + "fit_live_predictions_candles": { + "description": ( + "Number of historical candles to use for computing target (label) " + "statistics from prediction data, instead of from the training dataset." + ), + "type": "boolean", + "default": False, + }, + "data_kitchen_thread_count": { + "description": ( + "Designate the number of threads you want to use for data processing " + "(outlier methods, normalization, etc.)." + ), + "type": "integer", + }, + "activate_tensorboard": { + "description": "Indicate whether or not to activate tensorboard", + "type": "boolean", + "default": True, }, "wait_for_training_iteration_on_reload": { "description": ( @@ -1024,6 +1057,11 @@ CONF_SCHEMA = { "type": "boolean", "default": False, }, + "keras": { + "description": "Use Keras for model training.", + "type": "boolean", + "default": False, + }, "feature_parameters": { "description": "The parameters used to engineer the feature set", "type": "object", From d69b1566b120559964f941ac6a6549150d8aefd5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 11 Mar 2025 07:10:37 +0100 Subject: [PATCH 106/237] chore: auto-build schema.json --- build_helpers/schema.json | 50 ++++++++++++++++++++++++++++++++------- 1 file changed, 42 insertions(+), 8 deletions(-) diff --git a/build_helpers/schema.json b/build_helpers/schema.json index 15764df90..dd82212b0 100644 --- a/build_helpers/schema.json +++ b/build_helpers/schema.json @@ -1366,10 +1366,10 @@ "type": "boolean", "default": false }, - "keras": { - "description": "Use Keras for model training.", - "type": "boolean", - "default": false + "identifier": { + "description": "A unique ID for the current model. Must be changed when modifying features.", + "type": "string", + "default": "example" }, "write_metrics_to_disk": { "description": "Write metrics to disk?", @@ -1399,16 +1399,50 @@ "type": "number", "default": 7 }, - "identifier": { - "description": "A unique ID for the current model. Must be changed when modifying features.", - "type": "string", - "default": "example" + "live_retrain_hours": { + "description": "Frequency of retraining during dry/live runs.", + "type": "number", + "default": 0 + }, + "expiration_hours": { + "description": "Avoid making predictions if a model is more than `expiration_hours` old. Defaults to 0 (no expiration).", + "type": "number", + "default": 0 + }, + "save_backtest_models": { + "description": "Save models to disk when running backtesting.", + "type": "boolean", + "default": false + }, + "fit_live_predictions_candles": { + "description": "Number of historical candles to use for computing target (label) statistics from prediction data, instead of from the training dataset.", + "type": "boolean", + "default": false + }, + "data_kitchen_thread_count": { + "description": "Designate the number of threads you want to use for data processing (outlier methods, normalization, etc.).", + "type": "integer" + }, + "activate_tensorboard": { + "description": "Indicate whether or not to activate tensorboard", + "type": "boolean", + "default": true }, "wait_for_training_iteration_on_reload": { "description": "Wait for the next training iteration to complete after /reload or ctrl+c.", "type": "boolean", "default": true }, + "continual_learning": { + "description": "Use the final state of the most recently trained model as starting point for the new model, allowing for incremental learning.", + "type": "boolean", + "default": false + }, + "keras": { + "description": "Use Keras for model training.", + "type": "boolean", + "default": false + }, "feature_parameters": { "description": "The parameters used to engineer the feature set", "type": "object", From 743422ccf3ac2d6daa7309ac6ac631349b406532 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Tue, 11 Mar 2025 11:19:36 -0400 Subject: [PATCH 107/237] feat: implement pagination for open trades custom-data rpc endpoint --- freqtrade/rpc/api_server/api_v1.py | 10 ++++++++-- 1 file changed, 8 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index 3cb6965da..51597b027 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -215,12 +215,18 @@ def trade_reload(tradeid: int, rpc: RPC = Depends(get_rpc)): @router.get("/trades/open/custom-data", response_model=list[ListCustomData], tags=["trading"]) -def list_open_trades_custom_data(key: str | None = Query(None), rpc: RPC = Depends(get_rpc)): +def list_open_trades_custom_data( + key: str | None = Query(None, description="Optional key to filter data"), + limit: int = Query(100, ge=1, description="Maximum number of different trades to return data"), + offset: int = Query(0, ge=0, description="Number of trades to skip for pagination"), + rpc: RPC = Depends(get_rpc), +): """ Fetch custom data for all open trades. If a key is provided, it will be used to filter data accordingly. + Pagination is implemented via the `limit` and `offset` parameters. """ - return rpc._rpc_list_custom_data(key=key) + return rpc._rpc_list_custom_data(key=key, limit=limit, offset=offset) @router.get("/trades/{trade_id}/custom-data", response_model=list[ListCustomData], tags=["trading"]) From 442b29e0eab8979b5f1c24adf4d3122547aec700 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 11 Mar 2025 20:01:21 +0100 Subject: [PATCH 108/237] chore: run schema export --- build_helpers/schema.json | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/build_helpers/schema.json b/build_helpers/schema.json index 15764df90..4601b9728 100644 --- a/build_helpers/schema.json +++ b/build_helpers/schema.json @@ -257,7 +257,8 @@ "enum": [ "day", "week", - "month" + "month", + "year" ] } }, From 4c7ff7ab0c1ee6bcb74aa7deaa5860b9e71578db Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Tue, 11 Mar 2025 23:36:24 -0400 Subject: [PATCH 109/237] feat: add retrieval_mode in get_custom_data function to chose between value or full custom_data object --- freqtrade/persistence/trade_model.py | 11 +++++++++-- 1 file changed, 9 insertions(+), 2 deletions(-) diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py index 7aeae5874..c3532c783 100644 --- a/freqtrade/persistence/trade_model.py +++ b/freqtrade/persistence/trade_model.py @@ -1351,13 +1351,20 @@ class LocalTrade: """ CustomDataWrapper.set_custom_data(trade_id=self.id, key=key, value=value) - def get_custom_data(self, key: str, default: Any = None) -> Any: + def get_custom_data(self, key: str, default: Any = None, retrieval_mode: str = "value") -> Any: """ - Get custom data for this trade + Get custom data for this trade. + :param key: key of the custom data + :param default: value to return if no data is found + :param retrieval_mode: 'value' (default) to return the custom data's value, + or 'object' to return the entire custom data object. """ data = CustomDataWrapper.get_custom_data(trade_id=self.id, key=key) if data: + if retrieval_mode == "object": + return data[0] + # default behavior: return only the value return data[0].value return default From 5402b1433654e17fa3a3093b538f17f9879cf819 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Tue, 11 Mar 2025 23:38:50 -0400 Subject: [PATCH 110/237] chore: enhance _rpc_list_custom_data error handling, output format and docstring --- freqtrade/rpc/rpc.py | 64 +++++++++++++++++++++++++++++--------------- 1 file changed, 43 insertions(+), 21 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 479895077..c952b24d6 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1121,6 +1121,11 @@ class RPC: """ Fetch custom data for a specific trade, or all open trades if `trade_id` is not provided. Pagination is applied via `limit` and `offset`. + + Returns an array of dictionaries, each containing: + - "trade_id": the ID of the trade (int) + - "custom_data": a list of custom data dicts, each with the fields: + "id", "ft_trade_id", "cd_key", "cd_type", "cd_value", "created_at", "updated_at" """ trades: Sequence[Trade] if trade_id is None: @@ -1132,33 +1137,50 @@ class RPC: trades = Trade.get_trades(trade_filter=[Trade.id == trade_id]).all() if not trades: - return [] + raise RPCException( + f"No trade found for trade_id: {trade_id}" if trade_id else "No open trades found." + ) - custom_data = [] + results = [] for trade in trades: - # Collect custom data + # Depending on whether a specific key is provided, retrieve custom data accordingly. if key: - data = trade.get_custom_data(key=key) - if data: - custom_data.append(data) + data = trade.get_custom_data(key=key, retrieval_mode="object") + # If data exists, wrap it in a list so the output remains consistent. + custom_data = [data] if data else [] else: - custom_data.extend(trade.get_all_custom_data()) + custom_data = trade.get_all_custom_data() - # Format the results - formatted_results = [ - { - "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 - ] + # Format each custom data entry. + formatted_custom_data = [ + { + "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 + ] - return formatted_results + # Append result for the trade if any custom data was found. + if formatted_custom_data: + results.append({"trade_id": trade.id, "custom_data": formatted_custom_data}) + + # Handle case when there is no custom data found across trades. + if not results: + message_details = "found for any open trades." + if key and trade_id: + message_details = f"with key '{key}' found for Trade ID: {trade_id}." + elif trade_id: + message_details = f"found for Trade ID: {trade_id}." + elif key: + message_details = f"with key '{key}' found for any open trades." + raise RPCException(f"No custom_data {message_details}") + + return results def _rpc_performance(self) -> list[dict[str, Any]]: """ From 97faa7fc5a085c7f4947a47b7847f1b1b0d71c63 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Tue, 11 Mar 2025 23:43:30 -0400 Subject: [PATCH 111/237] feat: update api schema custom data related classes --- freqtrade/rpc/api_server/api_schemas.py | 12 +++++++++++- 1 file changed, 11 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py index 1c49d4d0a..87adb4d24 100644 --- a/freqtrade/rpc/api_server/api_schemas.py +++ b/freqtrade/rpc/api_server/api_schemas.py @@ -639,6 +639,16 @@ class Health(BaseModel): bot_startup_ts: int | None = None +class CustomDataEntry(BaseModel): + id: int + ft_trade_id: int + cd_key: str + cd_type: str + cd_value: Any + created_at: datetime + updated_at: datetime | None = None + + class ListCustomData(BaseModel): trade_id: int - custom_data: list[dict[str, Any]] + custom_data: list[CustomDataEntry] From 493b6f65920933f09d9d6b48b9d6ee5d327eca5f Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Wed, 12 Mar 2025 00:12:43 -0400 Subject: [PATCH 112/237] chore: update api custom-data related routes with better not found error handling --- freqtrade/rpc/api_server/api_v1.py | 10 ++++++++-- 1 file changed, 8 insertions(+), 2 deletions(-) diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index 51597b027..1a171e90f 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -226,7 +226,10 @@ def list_open_trades_custom_data( If a key is provided, it will be used to filter data accordingly. Pagination is implemented via the `limit` and `offset` parameters. """ - return rpc._rpc_list_custom_data(key=key, limit=limit, offset=offset) + try: + return rpc._rpc_list_custom_data(key=key, limit=limit, offset=offset) + except RPCException as e: + raise HTTPException(status_code=404, detail=str(e)) @router.get("/trades/{trade_id}/custom-data", response_model=list[ListCustomData], tags=["trading"]) @@ -235,7 +238,10 @@ def list_custom_data(trade_id: int, key: str | None = Query(None), rpc: RPC = De Fetch custom data for a specific trade. If a key is provided, it will be used to filter data accordingly. """ - return rpc._rpc_list_custom_data(trade_id, key=key) + try: + return rpc._rpc_list_custom_data(trade_id, key=key) + except RPCException as e: + raise HTTPException(status_code=404, detail=str(e)) # TODO: Missing response model From f85891941ff514409861eb2606d9c67d1679c411 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Wed, 12 Mar 2025 00:17:12 -0400 Subject: [PATCH 113/237] chore: update telegram _list_custom_data according to _rpc_list_custom_data output format change --- freqtrade/rpc/telegram.py | 21 ++++++++++++--------- 1 file changed, 12 insertions(+), 9 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 5b4982346..bba052522 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -1976,16 +1976,19 @@ class Telegram(RPCHandler): 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: + trade_custom_data = results[0]["custom_data"] + messages.append( + "Found custom-data entr" + ("ies: " if len(trade_custom_data) > 1 else "y: ") + ) + for custom_data in trade_custom_data: 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'])}`", + f"*Key:* `{custom_data['cd_key']}`", + f"*ID:* `{custom_data['id']}`", + f"*Trade ID:* `{custom_data['ft_trade_id']}`", + f"*Type:* `{custom_data['cd_type']}`", + f"*Value:* `{custom_data['cd_value']}`", + f"*Create Date:* `{format_date(custom_data['created_at'])}`", + f"*Update Date:* `{format_date(custom_data['updated_at'])}`", ] # Filter empty lines using list-comprehension messages.append("\n".join([line for line in lines if line])) From fe1665473375185e97960482a0dd8ab838b5a127 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Wed, 12 Mar 2025 00:21:24 -0400 Subject: [PATCH 114/237] test: slight change on expected string in test_telegram_list_custom_data --- tests/rpc/test_rpc_telegram.py | 4 +--- 1 file changed, 1 insertion(+), 3 deletions(-) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 1882e09c4..6fff97abd 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -2861,9 +2861,7 @@ async def test_telegram_list_custom_data(default_conf_usdt, update, ticker, fee, 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] - ) + assert "No custom_data found for Trade ID: 1." in msg_mock.call_args_list[0][0][0] msg_mock.reset_mock() # Add some custom data From 2c2cc086c352420107c8355c6e9f7ac31cbe2e0b Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Wed, 12 Mar 2025 00:24:17 -0400 Subject: [PATCH 115/237] test: add test_api_custom_data_single_trade to validate api route behaviour --- tests/rpc/test_rpc_apiserver.py | 80 +++++++++++++++++++++++++++++++++ 1 file changed, 80 insertions(+) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index af33cd95c..55a1b5a76 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -25,6 +25,7 @@ from freqtrade.exceptions import DependencyException, ExchangeError, Operational from freqtrade.loggers import setup_logging, setup_logging_pre from freqtrade.optimize.backtesting import Backtesting from freqtrade.persistence import Trade +from freqtrade.persistence.custom_data import CustomDataWrapper from freqtrade.rpc import RPC from freqtrade.rpc.api_server import ApiServer from freqtrade.rpc.api_server.api_auth import create_token, get_user_from_token @@ -802,6 +803,85 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets, is_short): assert rc.json()["is_short"] == is_short +@pytest.mark.usefixtures("init_persistence") +def test_api_custom_data_single_trade(botclient, fee): + Trade.reset_trades() + CustomDataWrapper.reset_custom_data() + + create_mock_trades_usdt(fee, use_db=True) + + trade1 = Trade.get_trades_proxy()[0] + + assert trade1.get_all_custom_data() == [] + + trade1.set_custom_data("test_str", "test_value") + trade1.set_custom_data("test_int", 0) + trade1.set_custom_data("test_float", 1.54) + trade1.set_custom_data("test_bool", True) + trade1.set_custom_data("test_dict", {"test": "vl"}) + + trade1.set_custom_data("test_int", 1) + + _, client = botclient + + # CASE 1 Checking all custom data of trade 1 + rc = client_get(client, f"{BASE_URI}/trades/1/custom-data") + assert_response(rc) + + # Validate response JSON structure + response_json = rc.json() + + assert len(response_json) == 1 + + res_cust_data = response_json[0]["custom_data"] + expected_data_td_1 = [ + {"ft_trade_id": 1, "cd_key": "test_str", "cd_type": "str", "cd_value": "test_value"}, + {"ft_trade_id": 1, "cd_key": "test_int", "cd_type": "int", "cd_value": "1"}, + {"ft_trade_id": 1, "cd_key": "test_float", "cd_type": "float", "cd_value": "1.54"}, + {"ft_trade_id": 1, "cd_key": "test_bool", "cd_type": "bool", "cd_value": "True"}, + {"ft_trade_id": 1, "cd_key": "test_dict", "cd_type": "dict", "cd_value": '{"test": "vl"}'}, + ] + + # Ensure response contains exactly the expected number of entries + assert len(res_cust_data) == len(expected_data_td_1), ( + f"\nError: Expected {len(expected_data_td_1)} entries, but got {len(res_cust_data)}.\n" + ) + + # Validate each expected entry + for expected in expected_data_td_1: + matched_item = None + for item in res_cust_data: + if item["cd_key"] == expected["cd_key"]: + matched_item = item + break + + assert matched_item is not None, ( + f"\nError: Missing expected entry for key '{expected['cd_key']}'\n" + f"Expected: {expected}\n" + ) + + # Validate individual fields and print only incorrect values + mismatches = [] + for field in ["ft_trade_id", "cd_type", "cd_value"]: + if matched_item[field] != expected[field]: + mismatches.append(f"{field}: Expected {expected[field]}, Got {matched_item[field]}") + + assert not mismatches, f"\nError in entry '{expected['cd_key']}':\n" + "\n".join(mismatches) + + # CASE 2 Checking specific existing key custom data of trade 1 + rc = client_get(client, f"{BASE_URI}/trades/1/custom-data?key=test_dict") + assert_response(rc, 200) + + # CASE 3 Checking specific not existing key custom data of trade 1 + rc = client_get(client, f"{BASE_URI}/trades/1/custom-data&key=test") + assert_response(rc, 404) + + # CASE 4 Trying to get custom-data from not existing trade + rc = client_get(client, f"{BASE_URI}/trades/13/custom-data") + assert_response(rc, 404) + assert rc.json()["detail"] == "No trade found for trade_id: 13" + + @pytest.mark.parametrize("is_short", [True, False]) def test_api_delete_trade(botclient, mocker, fee, markets, is_short): ftbot, client = botclient From 429505b134c1f9687bea8a72478901cbf70b2128 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Wed, 12 Mar 2025 10:37:39 -0400 Subject: [PATCH 116/237] test: add test_api_custom_data_multiple_open_trades to validate api route behaviour --- tests/rpc/test_rpc_apiserver.py | 141 ++++++++++++++++++++++++++++++++ 1 file changed, 141 insertions(+) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 55a1b5a76..4cb7424bf 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -882,6 +882,147 @@ def test_api_custom_data_single_trade(botclient, fee): assert rc.json()["detail"] == "No trade found for trade_id: 13" +@pytest.mark.usefixtures("init_persistence") +def test_api_custom_data_multiple_open_trades(botclient, fee): + use_db = True + Trade.use_db = use_db + Trade.reset_trades() + CustomDataWrapper.reset_custom_data() + create_mock_trades(fee, False, use_db) + trades = Trade.get_trades_proxy() + assert len(trades) == 6 + + assert isinstance(trades[0], Trade) + + trades = Trade.get_trades_proxy(is_open=True) + assert len(trades) == 4 + + create_mock_trades_usdt(fee, use_db=True) + + trade1 = Trade.get_trades_proxy(is_open=True)[0] + trade2 = Trade.get_trades_proxy(is_open=True)[1] + + # Initially, no custom data should be present. + assert trade1.get_all_custom_data() == [] + assert trade2.get_all_custom_data() == [] + + # Set custom data for the two open trades. + trade1.set_custom_data("test_str", "test_value_t1") + trade1.set_custom_data("test_float", 1.54) + trade1.set_custom_data("test_dict", {"test_t1": "vl_t1"}) + + trade2.set_custom_data("test_str", "test_value_t2") + trade2.set_custom_data("test_float", 1.55) + trade2.set_custom_data("test_dict", {"test_t2": "vl_t2"}) + + _, client = botclient + + # CASE 1: Checking all custom data for both trades. + rc = client_get(client, f"{BASE_URI}/trades/open/custom-data") + assert_response(rc) + + response_json = rc.json() + + # Expecting two trade entries in the response + assert len(response_json) == 2, ( + f"\nError: Expected 2 trade entries, but got {len(response_json)}.\n" + ) + + # Define expected custom data for each trade. + # The keys now use the actual trade_ids from the custom data. + expected_custom_data = { + 1: [ + { + "id": 1, + "ft_trade_id": 1, + "cd_key": "test_str", + "cd_type": "str", + "cd_value": "test_value_t1", + }, + { + "id": 2, + "ft_trade_id": 1, + "cd_key": "test_float", + "cd_type": "float", + "cd_value": "1.54", + }, + { + "id": 3, + "ft_trade_id": 1, + "cd_key": "test_dict", + "cd_type": "dict", + "cd_value": '{"test_t1": "vl_t1"}', + }, + ], + 4: [ + { + "id": 4, + "ft_trade_id": 4, + "cd_key": "test_str", + "cd_type": "str", + "cd_value": "test_value_t2", + }, + { + "id": 5, + "ft_trade_id": 4, + "cd_key": "test_float", + "cd_type": "float", + "cd_value": "1.55", + }, + { + "id": 6, + "ft_trade_id": 4, + "cd_key": "test_dict", + "cd_type": "dict", + "cd_value": '{"test_t2": "vl_t2"}', + }, + ], + } + + # Iterate over each trade's data in the response and validate entries. + for trade_entry in response_json: + trade_id = trade_entry.get("trade_id") + assert trade_id in expected_custom_data, f"\nUnexpected trade_id: {trade_id}" + + custom_data_list = trade_entry.get("custom_data") + expected_data = expected_custom_data[trade_id] + assert len(custom_data_list) == len(expected_data), ( + f"\nError for trade_id {trade_id}: \ + Expected {len(expected_data)} entries, but got {len(custom_data_list)}.\n" + ) + + # For each expected entry, check that the response contains the correct entry. + for expected in expected_data: + matched_item = None + for item in custom_data_list: + if item["cd_key"] == expected["cd_key"]: + matched_item = item + break + + assert matched_item is not None, ( + f"\nError: For trade_id {trade_id}, \ + missing expected entry for key '{expected['cd_key']}'\n" + f"Expected: {expected}\n" + ) + + # Validate key fields. + mismatches = [] + for field in ["id", "ft_trade_id", "cd_key", "cd_type", "cd_value"]: + if matched_item[field] != expected[field]: + mismatches.append( + f"{field}: Expected {expected[field]}, Got {matched_item[field]}" + ) + # Check for field presence of created_at and updated_at without comparing values. + for field in ["created_at", "updated_at"]: + if field not in matched_item: + mismatches.append(f"Missing field: {field}") + + assert not mismatches, ( + f"\nError in entry '{expected['cd_key']}' for trade_id {trade_id}:\n" + + "\n".join(mismatches) + ) + + @pytest.mark.parametrize("is_short", [True, False]) def test_api_delete_trade(botclient, mocker, fee, markets, is_short): ftbot, client = botclient From 33659ee273426353f0c0698b7dc8009e87063196 Mon Sep 17 00:00:00 2001 From: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com> Date: Thu, 13 Mar 2025 03:10:53 +0000 Subject: [PATCH 117/237] chore: update pre-commit hooks --- .../exchange/binance_leverage_tiers.json | 1241 ++++++++++++++--- 1 file changed, 1077 insertions(+), 164 deletions(-) diff --git a/freqtrade/exchange/binance_leverage_tiers.json b/freqtrade/exchange/binance_leverage_tiers.json index 093a54176..0f11869ca 100644 --- a/freqtrade/exchange/binance_leverage_tiers.json +++ b/freqtrade/exchange/binance_leverage_tiers.json @@ -3496,6 +3496,161 @@ } } ], + "ADA/USDC:USDC": [ + { + "tier": 1.0, + "symbol": "ADA/USDC:USDC", + "currency": "USDC", + "minNotional": 0.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "10000", + "notionalFloor": "0", + "maintMarginRatio": "0.01", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "ADA/USDC:USDC", + "currency": "USDC", + "minNotional": 10000.0, + "maxNotional": 20000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 20.0, + "info": { + "bracket": "2", + "initialLeverage": "20", + "notionalCap": "20000", + "notionalFloor": "10000", + "maintMarginRatio": "0.015", + "cum": "50.0" + } + }, + { + "tier": 3.0, + "symbol": "ADA/USDC:USDC", + "currency": "USDC", + "minNotional": 20000.0, + "maxNotional": 60000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 15.0, + "info": { + "bracket": "3", + "initialLeverage": "15", + "notionalCap": "60000", + "notionalFloor": "20000", + "maintMarginRatio": "0.02", + "cum": "150.0" + } + }, + { + "tier": 4.0, + "symbol": "ADA/USDC:USDC", + "currency": "USDC", + "minNotional": 60000.0, + "maxNotional": 120000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 10.0, + "info": { + "bracket": "4", + "initialLeverage": "10", + "notionalCap": "120000", + "notionalFloor": "60000", + "maintMarginRatio": "0.025", + "cum": "450.0" + } + }, + { + "tier": 5.0, + "symbol": "ADA/USDC:USDC", + "currency": "USDC", + "minNotional": 120000.0, + "maxNotional": 600000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 8.0, + "info": { + "bracket": "5", + "initialLeverage": "8", + "notionalCap": "600000", + "notionalFloor": "120000", + "maintMarginRatio": "0.05", + "cum": "3450.0" + } + }, + { + "tier": 6.0, + "symbol": "ADA/USDC:USDC", + "currency": "USDC", + "minNotional": 600000.0, + "maxNotional": 1200000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "6", + "initialLeverage": "5", + "notionalCap": "1200000", + "notionalFloor": "600000", + "maintMarginRatio": "0.1", + "cum": "33450.0" + } + }, + { + "tier": 7.0, + "symbol": "ADA/USDC:USDC", + "currency": "USDC", + "minNotional": 1200000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "7", + "initialLeverage": "4", + "notionalCap": "1500000", + "notionalFloor": "1200000", + "maintMarginRatio": "0.125", + "cum": "63450.0" + } + }, + { + "tier": 8.0, + "symbol": "ADA/USDC:USDC", + "currency": "USDC", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "8", + "initialLeverage": "2", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.25", + "cum": "250950.0" + } + }, + { + "tier": 9.0, + "symbol": "ADA/USDC:USDC", + "currency": "USDC", + "minNotional": 3000000.0, + "maxNotional": 6000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "9", + "initialLeverage": "1", + "notionalCap": "6000000", + "notionalFloor": "3000000", + "maintMarginRatio": "0.5", + "cum": "1000950.0" + } + } + ], "ADA/USDT:USDT": [ { "tier": 1.0, @@ -9086,15 +9241,15 @@ "symbol": "AXS/USDT:USDT", "currency": "USDT", "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.006, + "maxNotional": 20000.0, + "maintenanceMarginRate": 0.007, "maxLeverage": 50.0, "info": { "bracket": "1", "initialLeverage": "50", - "notionalCap": "5000", + "notionalCap": "20000", "notionalFloor": "0", - "maintMarginRatio": "0.006", + "maintMarginRatio": "0.007", "cum": "0.0" } }, @@ -9102,38 +9257,21 @@ "tier": 2.0, "symbol": "AXS/USDT:USDT", "currency": "USDT", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.007, - "maxLeverage": 30.0, - "info": { - "bracket": "2", - "initialLeverage": "30", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.007", - "cum": "5.0" - } - }, - { - "tier": 3.0, - "symbol": "AXS/USDT:USDT", - "currency": "USDT", - "minNotional": 25000.0, + "minNotional": 20000.0, "maxNotional": 400000.0, "maintenanceMarginRate": 0.01, "maxLeverage": 25.0, "info": { - "bracket": "3", + "bracket": "2", "initialLeverage": "25", "notionalCap": "400000", - "notionalFloor": "25000", + "notionalFloor": "20000", "maintMarginRatio": "0.01", - "cum": "80.0" + "cum": "60.0" } }, { - "tier": 4.0, + "tier": 3.0, "symbol": "AXS/USDT:USDT", "currency": "USDT", "minNotional": 400000.0, @@ -9141,16 +9279,16 @@ "maintenanceMarginRate": 0.02, "maxLeverage": 20.0, "info": { - "bracket": "4", + "bracket": "3", "initialLeverage": "20", "notionalCap": "600000", "notionalFloor": "400000", "maintMarginRatio": "0.02", - "cum": "4080.0" + "cum": "4060.0" } }, { - "tier": 5.0, + "tier": 4.0, "symbol": "AXS/USDT:USDT", "currency": "USDT", "minNotional": 600000.0, @@ -9158,97 +9296,97 @@ "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { - "bracket": "5", + "bracket": "4", "initialLeverage": "10", "notionalCap": "1200000", "notionalFloor": "600000", "maintMarginRatio": "0.05", - "cum": "22080.0" + "cum": "22060.0" + } + }, + { + "tier": 5.0, + "symbol": "AXS/USDT:USDT", + "currency": "USDT", + "minNotional": 1200000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "5", + "initialLeverage": "5", + "notionalCap": "2000000", + "notionalFloor": "1200000", + "maintMarginRatio": "0.1", + "cum": "82060.0" } }, { "tier": 6.0, "symbol": "AXS/USDT:USDT", "currency": "USDT", - "minNotional": 1200000.0, - "maxNotional": 3200000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, + "minNotional": 2000000.0, + "maxNotional": 2500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, "info": { "bracket": "6", - "initialLeverage": "5", - "notionalCap": "3200000", - "notionalFloor": "1200000", - "maintMarginRatio": "0.1", - "cum": "82080.0" + "initialLeverage": "4", + "notionalCap": "2500000", + "notionalFloor": "2000000", + "maintMarginRatio": "0.125", + "cum": "132060.0" } }, { "tier": 7.0, "symbol": "AXS/USDT:USDT", "currency": "USDT", - "minNotional": 3200000.0, - "maxNotional": 5000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 4.0, + "minNotional": 2500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.15, + "maxLeverage": 3.0, "info": { "bracket": "7", - "initialLeverage": "4", - "notionalCap": "5000000", - "notionalFloor": "3200000", - "maintMarginRatio": "0.125", - "cum": "162080.0" + "initialLeverage": "3", + "notionalCap": "3000000", + "notionalFloor": "2500000", + "maintMarginRatio": "0.15", + "cum": "194560.0" } }, { "tier": 8.0, "symbol": "AXS/USDT:USDT", "currency": "USDT", - "minNotional": 5000000.0, - "maxNotional": 10000000.0, - "maintenanceMarginRate": 0.15, - "maxLeverage": 3.0, + "minNotional": 3000000.0, + "maxNotional": 3500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, "info": { "bracket": "8", - "initialLeverage": "3", - "notionalCap": "10000000", - "notionalFloor": "5000000", - "maintMarginRatio": "0.15", - "cum": "287080.0" + "initialLeverage": "2", + "notionalCap": "3500000", + "notionalFloor": "3000000", + "maintMarginRatio": "0.25", + "cum": "494560.0" } }, { "tier": 9.0, "symbol": "AXS/USDT:USDT", "currency": "USDT", - "minNotional": 10000000.0, - "maxNotional": 15000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "9", - "initialLeverage": "2", - "notionalCap": "15000000", - "notionalFloor": "10000000", - "maintMarginRatio": "0.25", - "cum": "1287080.0" - } - }, - { - "tier": 10.0, - "symbol": "AXS/USDT:USDT", - "currency": "USDT", - "minNotional": 15000000.0, - "maxNotional": 20000000.0, + "minNotional": 3500000.0, + "maxNotional": 4000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "10", + "bracket": "9", "initialLeverage": "1", - "notionalCap": "20000000", - "notionalFloor": "15000000", + "notionalCap": "4000000", + "notionalFloor": "3500000", "maintMarginRatio": "0.5", - "cum": "5037080.0" + "cum": "1369560.0" } } ], @@ -14568,13 +14706,13 @@ "symbol": "CATI/USDT:USDT", "currency": "USDT", "minNotional": 300000.0, - "maxNotional": 1500000.0, + "maxNotional": 800000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "5", "initialLeverage": "10", - "notionalCap": "1500000", + "notionalCap": "800000", "notionalFloor": "300000", "maintMarginRatio": "0.05", "cum": "8450.0" @@ -14584,68 +14722,68 @@ "tier": 6.0, "symbol": "CATI/USDT:USDT", "currency": "USDT", - "minNotional": 1500000.0, - "maxNotional": 3000000.0, + "minNotional": 800000.0, + "maxNotional": 1000000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "6", "initialLeverage": "5", - "notionalCap": "3000000", - "notionalFloor": "1500000", + "notionalCap": "1000000", + "notionalFloor": "800000", "maintMarginRatio": "0.1", - "cum": "83450.0" + "cum": "48450.0" } }, { "tier": 7.0, "symbol": "CATI/USDT:USDT", "currency": "USDT", - "minNotional": 3000000.0, - "maxNotional": 3750000.0, + "minNotional": 1000000.0, + "maxNotional": 1200000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "7", "initialLeverage": "4", - "notionalCap": "3750000", - "notionalFloor": "3000000", + "notionalCap": "1200000", + "notionalFloor": "1000000", "maintMarginRatio": "0.125", - "cum": "158450.0" + "cum": "73450.0" } }, { "tier": 8.0, "symbol": "CATI/USDT:USDT", "currency": "USDT", - "minNotional": 3750000.0, - "maxNotional": 7500000.0, + "minNotional": 1200000.0, + "maxNotional": 1500000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "8", "initialLeverage": "2", - "notionalCap": "7500000", - "notionalFloor": "3750000", + "notionalCap": "1500000", + "notionalFloor": "1200000", "maintMarginRatio": "0.25", - "cum": "627200.0" + "cum": "223450.0" } }, { "tier": 9.0, "symbol": "CATI/USDT:USDT", "currency": "USDT", - "minNotional": 7500000.0, - "maxNotional": 15000000.0, + "minNotional": 1500000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "9", "initialLeverage": "1", - "notionalCap": "15000000", - "notionalFloor": "7500000", + "notionalCap": "2000000", + "notionalFloor": "1500000", "maintMarginRatio": "0.5", - "cum": "2502200.0" + "cum": "598450.0" } } ], @@ -27231,6 +27369,161 @@ } } ], + "HBAR/USDC:USDC": [ + { + "tier": 1.0, + "symbol": "HBAR/USDC:USDC", + "currency": "USDC", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.01", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "HBAR/USDC:USDC", + "currency": "USDC", + "minNotional": 5000.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 20.0, + "info": { + "bracket": "2", + "initialLeverage": "20", + "notionalCap": "10000", + "notionalFloor": "5000", + "maintMarginRatio": "0.015", + "cum": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "HBAR/USDC:USDC", + "currency": "USDC", + "minNotional": 10000.0, + "maxNotional": 30000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 15.0, + "info": { + "bracket": "3", + "initialLeverage": "15", + "notionalCap": "30000", + "notionalFloor": "10000", + "maintMarginRatio": "0.02", + "cum": "75.0" + } + }, + { + "tier": 4.0, + "symbol": "HBAR/USDC:USDC", + "currency": "USDC", + "minNotional": 30000.0, + "maxNotional": 60000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 10.0, + "info": { + "bracket": "4", + "initialLeverage": "10", + "notionalCap": "60000", + "notionalFloor": "30000", + "maintMarginRatio": "0.025", + "cum": "225.0" + } + }, + { + "tier": 5.0, + "symbol": "HBAR/USDC:USDC", + "currency": "USDC", + "minNotional": 60000.0, + "maxNotional": 300000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 8.0, + "info": { + "bracket": "5", + "initialLeverage": "8", + "notionalCap": "300000", + "notionalFloor": "60000", + "maintMarginRatio": "0.05", + "cum": "1725.0" + } + }, + { + "tier": 6.0, + "symbol": "HBAR/USDC:USDC", + "currency": "USDC", + "minNotional": 300000.0, + "maxNotional": 600000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "6", + "initialLeverage": "5", + "notionalCap": "600000", + "notionalFloor": "300000", + "maintMarginRatio": "0.1", + "cum": "16725.0" + } + }, + { + "tier": 7.0, + "symbol": "HBAR/USDC:USDC", + "currency": "USDC", + "minNotional": 600000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "7", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "600000", + "maintMarginRatio": "0.125", + "cum": "31725.0" + } + }, + { + "tier": 8.0, + "symbol": "HBAR/USDC:USDC", + "currency": "USDC", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "8", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "125475.0" + } + }, + { + "tier": 9.0, + "symbol": "HBAR/USDC:USDC", + "currency": "USDC", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "9", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "500475.0" + } + } + ], "HBAR/USDT:USDT": [ { "tier": 1.0, @@ -43422,6 +43715,161 @@ } } ], + "PNUT/USDC:USDC": [ + { + "tier": 1.0, + "symbol": "PNUT/USDC:USDC", + "currency": "USDC", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.01", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "PNUT/USDC:USDC", + "currency": "USDC", + "minNotional": 5000.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 20.0, + "info": { + "bracket": "2", + "initialLeverage": "20", + "notionalCap": "10000", + "notionalFloor": "5000", + "maintMarginRatio": "0.015", + "cum": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "PNUT/USDC:USDC", + "currency": "USDC", + "minNotional": 10000.0, + "maxNotional": 30000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 15.0, + "info": { + "bracket": "3", + "initialLeverage": "15", + "notionalCap": "30000", + "notionalFloor": "10000", + "maintMarginRatio": "0.02", + "cum": "75.0" + } + }, + { + "tier": 4.0, + "symbol": "PNUT/USDC:USDC", + "currency": "USDC", + "minNotional": 30000.0, + "maxNotional": 60000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 10.0, + "info": { + "bracket": "4", + "initialLeverage": "10", + "notionalCap": "60000", + "notionalFloor": "30000", + "maintMarginRatio": "0.025", + "cum": "225.0" + } + }, + { + "tier": 5.0, + "symbol": "PNUT/USDC:USDC", + "currency": "USDC", + "minNotional": 60000.0, + "maxNotional": 300000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 8.0, + "info": { + "bracket": "5", + "initialLeverage": "8", + "notionalCap": "300000", + "notionalFloor": "60000", + "maintMarginRatio": "0.05", + "cum": "1725.0" + } + }, + { + "tier": 6.0, + "symbol": "PNUT/USDC:USDC", + "currency": "USDC", + "minNotional": 300000.0, + "maxNotional": 600000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "6", + "initialLeverage": "5", + "notionalCap": "600000", + "notionalFloor": "300000", + "maintMarginRatio": "0.1", + "cum": "16725.0" + } + }, + { + "tier": 7.0, + "symbol": "PNUT/USDC:USDC", + "currency": "USDC", + "minNotional": 600000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "7", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "600000", + "maintMarginRatio": "0.125", + "cum": "31725.0" + } + }, + { + "tier": 8.0, + "symbol": "PNUT/USDC:USDC", + "currency": "USDC", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "8", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "125475.0" + } + }, + { + "tier": 9.0, + "symbol": "PNUT/USDC:USDC", + "currency": "USDC", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "9", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "500475.0" + } + } + ], "PNUT/USDT:USDT": [ { "tier": 1.0, @@ -45292,10 +45740,10 @@ "minNotional": 0.0, "maxNotional": 10000.0, "maintenanceMarginRate": 0.01, - "maxLeverage": 75.0, + "maxLeverage": 25.0, "info": { "bracket": "1", - "initialLeverage": "75", + "initialLeverage": "25", "notionalCap": "10000", "notionalFloor": "0", "maintMarginRatio": "0.01", @@ -45309,10 +45757,10 @@ "minNotional": 10000.0, "maxNotional": 30000.0, "maintenanceMarginRate": 0.015, - "maxLeverage": 50.0, + "maxLeverage": 20.0, "info": { "bracket": "2", - "initialLeverage": "50", + "initialLeverage": "20", "notionalCap": "30000", "notionalFloor": "10000", "maintMarginRatio": "0.015", @@ -45326,10 +45774,10 @@ "minNotional": 30000.0, "maxNotional": 150000.0, "maintenanceMarginRate": 0.02, - "maxLeverage": 25.0, + "maxLeverage": 15.0, "info": { "bracket": "3", - "initialLeverage": "25", + "initialLeverage": "15", "notionalCap": "150000", "notionalFloor": "30000", "maintMarginRatio": "0.02", @@ -45343,10 +45791,10 @@ "minNotional": 150000.0, "maxNotional": 300000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, + "maxLeverage": 10.0, "info": { "bracket": "4", - "initialLeverage": "20", + "initialLeverage": "10", "notionalCap": "300000", "notionalFloor": "150000", "maintMarginRatio": "0.025", @@ -45360,10 +45808,10 @@ "minNotional": 300000.0, "maxNotional": 500000.0, "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, + "maxLeverage": 8.0, "info": { "bracket": "5", - "initialLeverage": "10", + "initialLeverage": "8", "notionalCap": "500000", "notionalFloor": "300000", "maintMarginRatio": "0.05", @@ -45853,6 +46301,161 @@ } } ], + "RED/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "RED/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 75.0, + "info": { + "bracket": "1", + "initialLeverage": "75", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.01", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "RED/USDT:USDT", + "currency": "USDT", + "minNotional": 5000.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "2", + "initialLeverage": "50", + "notionalCap": "10000", + "notionalFloor": "5000", + "maintMarginRatio": "0.015", + "cum": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "RED/USDT:USDT", + "currency": "USDT", + "minNotional": 10000.0, + "maxNotional": 30000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "3", + "initialLeverage": "25", + "notionalCap": "30000", + "notionalFloor": "10000", + "maintMarginRatio": "0.02", + "cum": "75.0" + } + }, + { + "tier": 4.0, + "symbol": "RED/USDT:USDT", + "currency": "USDT", + "minNotional": 30000.0, + "maxNotional": 60000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, + "info": { + "bracket": "4", + "initialLeverage": "20", + "notionalCap": "60000", + "notionalFloor": "30000", + "maintMarginRatio": "0.025", + "cum": "225.0" + } + }, + { + "tier": 5.0, + "symbol": "RED/USDT:USDT", + "currency": "USDT", + "minNotional": 60000.0, + "maxNotional": 300000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "5", + "initialLeverage": "10", + "notionalCap": "300000", + "notionalFloor": "60000", + "maintMarginRatio": "0.05", + "cum": "1725.0" + } + }, + { + "tier": 6.0, + "symbol": "RED/USDT:USDT", + "currency": "USDT", + "minNotional": 300000.0, + "maxNotional": 600000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "6", + "initialLeverage": "5", + "notionalCap": "600000", + "notionalFloor": "300000", + "maintMarginRatio": "0.1", + "cum": "16725.0" + } + }, + { + "tier": 7.0, + "symbol": "RED/USDT:USDT", + "currency": "USDT", + "minNotional": 600000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "7", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "600000", + "maintMarginRatio": "0.125", + "cum": "31725.0" + } + }, + { + "tier": 8.0, + "symbol": "RED/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "8", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "125475.0" + } + }, + { + "tier": 9.0, + "symbol": "RED/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "9", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "500475.0" + } + } + ], "REEF/USDT:USDT": [ { "tier": 1.0, @@ -48065,13 +48668,13 @@ "symbol": "SAGA/USDT:USDT", "currency": "USDT", "minNotional": 1500000.0, - "maxNotional": 3000000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "6", "initialLeverage": "5", - "notionalCap": "3000000", + "notionalCap": "2000000", "notionalFloor": "1500000", "maintMarginRatio": "0.1", "cum": "83450.0" @@ -48081,51 +48684,51 @@ "tier": 7.0, "symbol": "SAGA/USDT:USDT", "currency": "USDT", - "minNotional": 3000000.0, - "maxNotional": 3750000.0, + "minNotional": 2000000.0, + "maxNotional": 2500000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "7", "initialLeverage": "4", - "notionalCap": "3750000", - "notionalFloor": "3000000", + "notionalCap": "2500000", + "notionalFloor": "2000000", "maintMarginRatio": "0.125", - "cum": "158450.0" + "cum": "133450.0" } }, { "tier": 8.0, "symbol": "SAGA/USDT:USDT", "currency": "USDT", - "minNotional": 3750000.0, - "maxNotional": 7500000.0, + "minNotional": 2500000.0, + "maxNotional": 3000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "8", "initialLeverage": "2", - "notionalCap": "7500000", - "notionalFloor": "3750000", + "notionalCap": "3000000", + "notionalFloor": "2500000", "maintMarginRatio": "0.25", - "cum": "627200.0" + "cum": "445950.0" } }, { "tier": 9.0, "symbol": "SAGA/USDT:USDT", "currency": "USDT", - "minNotional": 7500000.0, - "maxNotional": 15000000.0, + "minNotional": 3000000.0, + "maxNotional": 3500000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "9", "initialLeverage": "1", - "notionalCap": "15000000", - "notionalFloor": "7500000", + "notionalCap": "3500000", + "notionalFloor": "3000000", "maintMarginRatio": "0.5", - "cum": "2502200.0" + "cum": "1195950.0" } } ], @@ -55371,6 +55974,161 @@ } } ], + "TRUMP/USDC:USDC": [ + { + "tier": 1.0, + "symbol": "TRUMP/USDC:USDC", + "currency": "USDC", + "minNotional": 0.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "10000", + "notionalFloor": "0", + "maintMarginRatio": "0.01", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "TRUMP/USDC:USDC", + "currency": "USDC", + "minNotional": 10000.0, + "maxNotional": 20000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 20.0, + "info": { + "bracket": "2", + "initialLeverage": "20", + "notionalCap": "20000", + "notionalFloor": "10000", + "maintMarginRatio": "0.015", + "cum": "50.0" + } + }, + { + "tier": 3.0, + "symbol": "TRUMP/USDC:USDC", + "currency": "USDC", + "minNotional": 20000.0, + "maxNotional": 100000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 15.0, + "info": { + "bracket": "3", + "initialLeverage": "15", + "notionalCap": "100000", + "notionalFloor": "20000", + "maintMarginRatio": "0.02", + "cum": "150.0" + } + }, + { + "tier": 4.0, + "symbol": "TRUMP/USDC:USDC", + "currency": "USDC", + "minNotional": 100000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 10.0, + "info": { + "bracket": "4", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "100000", + "maintMarginRatio": "0.025", + "cum": "650.0" + } + }, + { + "tier": 5.0, + "symbol": "TRUMP/USDC:USDC", + "currency": "USDC", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 8.0, + "info": { + "bracket": "5", + "initialLeverage": "8", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.05", + "cum": "5650.0" + } + }, + { + "tier": 6.0, + "symbol": "TRUMP/USDC:USDC", + "currency": "USDC", + "minNotional": 500000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "6", + "initialLeverage": "5", + "notionalCap": "1000000", + "notionalFloor": "500000", + "maintMarginRatio": "0.1", + "cum": "30650.0" + } + }, + { + "tier": 7.0, + "symbol": "TRUMP/USDC:USDC", + "currency": "USDC", + "minNotional": 1000000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "7", + "initialLeverage": "4", + "notionalCap": "1500000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.125", + "cum": "55650.0" + } + }, + { + "tier": 8.0, + "symbol": "TRUMP/USDC:USDC", + "currency": "USDC", + "minNotional": 1500000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "8", + "initialLeverage": "2", + "notionalCap": "2000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.25", + "cum": "243150.0" + } + }, + { + "tier": 9.0, + "symbol": "TRUMP/USDC:USDC", + "currency": "USDC", + "minNotional": 2000000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "9", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "2000000", + "maintMarginRatio": "0.5", + "cum": "743150.0" + } + } + ], "TRUMP/USDT:USDT": [ { "tier": 1.0, @@ -57732,6 +58490,161 @@ } } ], + "VIC/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "VIC/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 75.0, + "info": { + "bracket": "1", + "initialLeverage": "75", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.01", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "VIC/USDT:USDT", + "currency": "USDT", + "minNotional": 5000.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "2", + "initialLeverage": "50", + "notionalCap": "10000", + "notionalFloor": "5000", + "maintMarginRatio": "0.015", + "cum": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "VIC/USDT:USDT", + "currency": "USDT", + "minNotional": 10000.0, + "maxNotional": 30000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "3", + "initialLeverage": "25", + "notionalCap": "30000", + "notionalFloor": "10000", + "maintMarginRatio": "0.02", + "cum": "75.0" + } + }, + { + "tier": 4.0, + "symbol": "VIC/USDT:USDT", + "currency": "USDT", + "minNotional": 30000.0, + "maxNotional": 60000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, + "info": { + "bracket": "4", + "initialLeverage": "20", + "notionalCap": "60000", + "notionalFloor": "30000", + "maintMarginRatio": "0.025", + "cum": "225.0" + } + }, + { + "tier": 5.0, + "symbol": "VIC/USDT:USDT", + "currency": "USDT", + "minNotional": 60000.0, + "maxNotional": 300000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "5", + "initialLeverage": "10", + "notionalCap": "300000", + "notionalFloor": "60000", + "maintMarginRatio": "0.05", + "cum": "1725.0" + } + }, + { + "tier": 6.0, + "symbol": "VIC/USDT:USDT", + "currency": "USDT", + "minNotional": 300000.0, + "maxNotional": 600000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "6", + "initialLeverage": "5", + "notionalCap": "600000", + "notionalFloor": "300000", + "maintMarginRatio": "0.1", + "cum": "16725.0" + } + }, + { + "tier": 7.0, + "symbol": "VIC/USDT:USDT", + "currency": "USDT", + "minNotional": 600000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "7", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "600000", + "maintMarginRatio": "0.125", + "cum": "31725.0" + } + }, + { + "tier": 8.0, + "symbol": "VIC/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "8", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "125475.0" + } + }, + { + "tier": 9.0, + "symbol": "VIC/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "9", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "500475.0" + } + } + ], "VIDT/USDT:USDT": [ { "tier": 1.0, @@ -60668,13 +61581,13 @@ "symbol": "XTZ/USDT:USDT", "currency": "USDT", "minNotional": 1000000.0, - "maxNotional": 2000000.0, + "maxNotional": 1500000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "5", "initialLeverage": "5", - "notionalCap": "2000000", + "notionalCap": "1500000", "notionalFloor": "1000000", "maintMarginRatio": "0.1", "cum": "55850.0" @@ -60684,51 +61597,51 @@ "tier": 6.0, "symbol": "XTZ/USDT:USDT", "currency": "USDT", - "minNotional": 2000000.0, - "maxNotional": 5000000.0, + "minNotional": 1500000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "6", "initialLeverage": "4", - "notionalCap": "5000000", - "notionalFloor": "2000000", + "notionalCap": "2000000", + "notionalFloor": "1500000", "maintMarginRatio": "0.125", - "cum": "105850.0" + "cum": "93350.0" } }, { "tier": 7.0, "symbol": "XTZ/USDT:USDT", "currency": "USDT", - "minNotional": 5000000.0, - "maxNotional": 10000000.0, + "minNotional": 2000000.0, + "maxNotional": 2500000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "7", "initialLeverage": "2", - "notionalCap": "10000000", - "notionalFloor": "5000000", + "notionalCap": "2500000", + "notionalFloor": "2000000", "maintMarginRatio": "0.25", - "cum": "730850.0" + "cum": "343350.0" } }, { "tier": 8.0, "symbol": "XTZ/USDT:USDT", "currency": "USDT", - "minNotional": 10000000.0, - "maxNotional": 15000000.0, + "minNotional": 2500000.0, + "maxNotional": 3000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "8", "initialLeverage": "1", - "notionalCap": "15000000", - "notionalFloor": "10000000", + "notionalCap": "3000000", + "notionalFloor": "2500000", "maintMarginRatio": "0.5", - "cum": "3230850.0" + "cum": "968350.0" } } ], @@ -61445,13 +62358,13 @@ "symbol": "ZEN/USDT:USDT", "currency": "USDT", "minNotional": 1500000.0, - "maxNotional": 3000000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "6", "initialLeverage": "5", - "notionalCap": "3000000", + "notionalCap": "2000000", "notionalFloor": "1500000", "maintMarginRatio": "0.1", "cum": "83450.0" @@ -61461,51 +62374,51 @@ "tier": 7.0, "symbol": "ZEN/USDT:USDT", "currency": "USDT", - "minNotional": 3000000.0, - "maxNotional": 3750000.0, + "minNotional": 2000000.0, + "maxNotional": 2500000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "7", "initialLeverage": "4", - "notionalCap": "3750000", - "notionalFloor": "3000000", + "notionalCap": "2500000", + "notionalFloor": "2000000", "maintMarginRatio": "0.125", - "cum": "158450.0" + "cum": "133450.0" } }, { "tier": 8.0, "symbol": "ZEN/USDT:USDT", "currency": "USDT", - "minNotional": 3750000.0, - "maxNotional": 7500000.0, + "minNotional": 2500000.0, + "maxNotional": 3000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "8", "initialLeverage": "2", - "notionalCap": "7500000", - "notionalFloor": "3750000", + "notionalCap": "3000000", + "notionalFloor": "2500000", "maintMarginRatio": "0.25", - "cum": "627200.0" + "cum": "445950.0" } }, { "tier": 9.0, "symbol": "ZEN/USDT:USDT", "currency": "USDT", - "minNotional": 7500000.0, - "maxNotional": 15000000.0, + "minNotional": 3000000.0, + "maxNotional": 3500000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "9", "initialLeverage": "1", - "notionalCap": "15000000", - "notionalFloor": "7500000", + "notionalCap": "3500000", + "notionalFloor": "3000000", "maintMarginRatio": "0.5", - "cum": "2502200.0" + "cum": "1195950.0" } } ], From e94ccece93cd71ece3245974192ec58e3a48e76c Mon Sep 17 00:00:00 2001 From: mrpabloyeah Date: Thu, 13 Mar 2025 13:51:35 +0100 Subject: [PATCH 118/237] Add relevant metrics to backtest breakdowns --- freqtrade/optimize/optimize_reports/bt_output.py | 12 ++++++------ .../optimize/optimize_reports/optimize_reports.py | 12 ++++++++---- 2 files changed, 14 insertions(+), 10 deletions(-) diff --git a/freqtrade/optimize/optimize_reports/bt_output.py b/freqtrade/optimize/optimize_reports/bt_output.py index 36a2b3bbb..5105a958e 100644 --- a/freqtrade/optimize/optimize_reports/bt_output.py +++ b/freqtrade/optimize/optimize_reports/bt_output.py @@ -132,18 +132,18 @@ def text_table_periodic_breakdown( """ headers = [ period.capitalize(), + "Trades", f"Tot Profit {stake_currency}", - "Wins", - "Draws", - "Losses", + "Profit Factor", + "Win Draw Loss Win%", ] output = [ [ d["date"], + d["trades"], fmt_coin(d["profit_abs"], stake_currency, False), - d["wins"], - d["draws"], - d["loses"], + d["profit_factor"], + generate_wins_draws_losses(d["wins"], d["draws"], d["losses"]), ] for d in days_breakdown_stats ] diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py index a798eaf7a..e97a9c59d 100644 --- a/freqtrade/optimize/optimize_reports/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports/optimize_reports.py @@ -231,8 +231,11 @@ def generate_periodic_breakdown_stats( profit_abs = day["profit_abs"].sum().round(10) wins = sum(day["profit_abs"] > 0) draws = sum(day["profit_abs"] == 0) - loses = sum(day["profit_abs"] < 0) - trades = wins + draws + loses + losses = sum(day["profit_abs"] < 0) + trades = wins + draws + losses + winning_profit = day.loc[day["profit_abs"] > 0, "profit_abs"].sum() + losing_profit = day.loc[day["profit_abs"] < 0, "profit_abs"].sum() + profit_factor = winning_profit / abs(losing_profit) if losing_profit else 0.0 stats.append( { "date": name.strftime("%d/%m/%Y"), @@ -240,8 +243,9 @@ def generate_periodic_breakdown_stats( "profit_abs": profit_abs, "wins": wins, "draws": draws, - "loses": loses, - "winrate": wins / trades if trades else 0.0, + "losses": losses, + "trades" : trades, + 'profit_factor': round(profit_factor, 2), } ) return stats From 969b0570c2a03ffb0417fcd1534f1fb8cac5339a Mon Sep 17 00:00:00 2001 From: mrpabloyeah Date: Thu, 13 Mar 2025 14:29:10 +0100 Subject: [PATCH 119/237] Add relevant metrics to backtest breakdowns (fix) --- freqtrade/optimize/optimize_reports/optimize_reports.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py index e97a9c59d..d55769058 100644 --- a/freqtrade/optimize/optimize_reports/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports/optimize_reports.py @@ -244,8 +244,8 @@ def generate_periodic_breakdown_stats( "wins": wins, "draws": draws, "losses": losses, - "trades" : trades, - 'profit_factor': round(profit_factor, 2), + "trades": trades, + "profit_factor": round(profit_factor, 2), } ) return stats From 51a99f2a660c54722c4123981b7e9caadfbdcab3 Mon Sep 17 00:00:00 2001 From: mrpabloyeah Date: Thu, 13 Mar 2025 14:49:24 +0100 Subject: [PATCH 120/237] Add relevant metrics to backtest breakdowns (fix 2) --- tests/optimize/test_optimize_reports.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 5459f76f5..d0c970b33 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -587,7 +587,7 @@ def test_generate_periodic_breakdown_stats(testdatadir): day = res[0] assert "date" in day assert "draws" in day - assert "loses" in day + assert "losses" in day assert "wins" in day assert "profit_abs" in day From 9afd572948ef9c9e2e10fda6c23bbe7951e48e43 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Feb 2025 16:38:22 +0100 Subject: [PATCH 121/237] chore: add "log init from config" ... --- freqtrade/loggers/__init__.py | 45 +++++++++++++++++++++++++++++++++++ 1 file changed, 45 insertions(+) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index 1d01d4177..6053069b7 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -53,18 +53,63 @@ def setup_logging_pre() -> None: ) +logging_config = { + "version": 1, + # "incremental": True, + # "disable_existing_loggers": False, + "formatters": { + "basic": {"format": "%(message)s"}, + "standard": { + "format": LOGFORMAT, + }, + }, + "handlers": { + "console": { + "class": "freqtrade.loggers.ft_rich_handler.FtRichHandler", + "console": error_console, + "formatter": "basic", + # "class": "logging.StreamHandler", + # "formatter": "standard", + # "stream": "ext://sys.stdout", + }, + "file": { + "class": "logging.handlers.RotatingFileHandler", + "formatter": "standard", + "filename": "whatever.log", + "maxBytes": 1024 * 1024 * 10, # 10Mb + "backupCount": 10, + }, + }, + "loggers": { + "freqtrade": { + # "handlers": ["console", "file"], + "level": "INFO", + "propagate": True, + }, + }, + "root": { + "handlers": ["console", "file"], + "level": "INFO", + }, +} + + def setup_logging(config: Config) -> None: """ Process -v/--verbose, --logfile options """ # Log level verbosity = config["verbosity"] + + logging.config.dictConfig(logging_config) + logging.root.addHandler(bufferHandler) if config.get("print_colorized", True): logger.info("Enabling colorized output.") error_console._color_system = error_console._detect_color_system() logfile = config.get("logfile") + logging.info("Logfile configured") if logfile: s = logfile.split(":") From 41418784e36620bb0fc83a56631443d199c36a78 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 13:09:55 +0100 Subject: [PATCH 122/237] feat: add log_config generator --- freqtrade/loggers/__init__.py | 123 +++++++++++++++++++++------------- 1 file changed, 76 insertions(+), 47 deletions(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index 6053069b7..49a9cf042 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -72,13 +72,13 @@ logging_config = { # "formatter": "standard", # "stream": "ext://sys.stdout", }, - "file": { - "class": "logging.handlers.RotatingFileHandler", - "formatter": "standard", - "filename": "whatever.log", - "maxBytes": 1024 * 1024 * 10, # 10Mb - "backupCount": 10, - }, + # "file": { + # "class": "logging.handlers.RotatingFileHandler", + # "formatter": "standard", + # "filename": "whatever.log", + # "maxBytes": 1024 * 1024 * 10, # 10Mb + # "backupCount": 10, + # }, }, "loggers": { "freqtrade": { @@ -88,7 +88,10 @@ logging_config = { }, }, "root": { - "handlers": ["console", "file"], + "handlers": [ + "console", + # "file", + ], "level": "INFO", }, } @@ -101,60 +104,75 @@ def setup_logging(config: Config) -> None: # Log level verbosity = config["verbosity"] - logging.config.dictConfig(logging_config) - - logging.root.addHandler(bufferHandler) - if config.get("print_colorized", True): - logger.info("Enabling colorized output.") - error_console._color_system = error_console._detect_color_system() + # Get log_config from user config or use default + log_config = config.get("log_config", logging_config.copy()) logfile = config.get("logfile") - logging.info("Logfile configured") if logfile: s = logfile.split(":") if s[0] == "syslog": - # Address can be either a string (socket filename) for Unix domain socket or - # a tuple (hostname, port) for UDP socket. - # Address can be omitted (i.e. simple 'syslog' used as the value of - # config['logfilename']), which defaults to '/dev/log', applicable for most - # of the systems. - address = (s[1], int(s[2])) if len(s) > 2 else s[1] if len(s) > 1 else "/dev/log" - if handler_sl := get_existing_handlers(SysLogHandler): - logging.root.removeHandler(handler_sl) - handler_sl = SysLogHandler(address=address) - # No datetime field for logging into syslog, to allow syslog - # to perform reduction of repeating messages if this is set in the - # syslog config. The messages should be equal for this. - handler_sl.setFormatter(Formatter("%(name)s - %(levelname)s - %(message)s")) - logging.root.addHandler(handler_sl) + # Add syslog handler to the config + log_config["handlers"]["syslog"] = { + "class": "logging.handlers.SysLogHandler", + "formatter": "syslog_format", + "address": (s[1], int(s[2])) if len(s) > 2 else s[1] if len(s) > 1 else "/dev/log", + } + # Add the syslog formatter if not already present + if "syslog_format" not in log_config["formatters"]: + log_config["formatters"]["syslog_format"] = { + "format": "%(name)s - %(levelname)s - %(message)s" + } + # Add handler to root + if "syslog" not in log_config["root"]["handlers"]: + log_config["root"]["handlers"].append("syslog") + elif s[0] == "journald": # pragma: no cover + # Check if we have the module available try: - from cysystemd.journal import JournaldLogHandler + from cysystemd.journal import JournaldLogHandler # noqa: F401 except ImportError: raise OperationalException( "You need the cysystemd python package be installed in " "order to use logging to journald." ) - if handler_jd := get_existing_handlers(JournaldLogHandler): - logging.root.removeHandler(handler_jd) - handler_jd = JournaldLogHandler() - # No datetime field for logging into journald, to allow syslog - # to perform reduction of repeating messages if this is set in the - # syslog config. The messages should be equal for this. - handler_jd.setFormatter(Formatter("%(name)s - %(levelname)s - %(message)s")) - logging.root.addHandler(handler_jd) + + # Add journald handler to the config + log_config["handlers"]["journald"] = { + "class": "cysystemd.journal.JournaldLogHandler", + "formatter": "journald_format", + } + # Add the journald formatter if not already present + if "journald_format" not in log_config["formatters"]: + log_config["formatters"]["journald_format"] = { + "format": "%(name)s - %(levelname)s - %(message)s" + } + # Add handler to root + if "journald" not in log_config["root"]["handlers"]: + log_config["root"]["handlers"].append("journald") + else: - if handler_rf := get_existing_handlers(RotatingFileHandler): - logging.root.removeHandler(handler_rf) + # Regular file logging try: logfile_path = Path(logfile) logfile_path.parent.mkdir(parents=True, exist_ok=True) - handler_rf = RotatingFileHandler( - logfile_path, - maxBytes=1024 * 1024 * 10, # 10Mb - backupCount=10, - ) + + # Update file handler configuration + if "file" in log_config["handlers"]: + log_config["handlers"]["file"]["filename"] = str(logfile_path) + else: + log_config["handlers"]["file"] = { + "class": "logging.handlers.RotatingFileHandler", + "formatter": "standard", + "filename": str(logfile_path), + "maxBytes": 1024 * 1024 * 10, # 10Mb + "backupCount": 10, + } + + # Ensure file handler is in root handlers + if "file" not in log_config["root"]["handlers"]: + log_config["root"]["handlers"].append("file") + except PermissionError: raise OperationalException( f'Failed to create or access log file "{logfile_path.absolute()}". ' @@ -164,9 +182,20 @@ def setup_logging(config: Config) -> None: "non-root user, delete and recreate the directories you need, and then try " "again." ) - handler_rf.setFormatter(Formatter(LOGFORMAT)) - logging.root.addHandler(handler_rf) + # Apply the configuration + logging.config.dictConfig(log_config) + + # Add buffer handler to root logger + logging.root.addHandler(bufferHandler) + # Set color system for console output + if config.get("print_colorized", True): + logger.info("Enabling colorized output.") + error_console._color_system = error_console._detect_color_system() + + logging.info("Logfile configured") + + # Set verbosity levels logging.root.setLevel(logging.INFO if verbosity < 1 else logging.DEBUG) set_loggers(verbosity, config.get("api_server", {}).get("verbosity", "info")) From 4ca2a043b528274852cabe9d6c4f3d50bb5ef9cf Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 13:11:29 +0100 Subject: [PATCH 123/237] refactor: extract log_config creation --- freqtrade/loggers/__init__.py | 21 +++++++++++++-------- 1 file changed, 13 insertions(+), 8 deletions(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index 49a9cf042..bae59f66a 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -1,7 +1,7 @@ import logging from logging import Formatter -from logging.handlers import RotatingFileHandler, SysLogHandler from pathlib import Path +from typing import Any from freqtrade.constants import Config from freqtrade.exceptions import OperationalException @@ -97,13 +97,7 @@ logging_config = { } -def setup_logging(config: Config) -> None: - """ - Process -v/--verbose, --logfile options - """ - # Log level - verbosity = config["verbosity"] - +def _create_log_config(config: Config) -> dict[str, Any]: # Get log_config from user config or use default log_config = config.get("log_config", logging_config.copy()) @@ -182,6 +176,17 @@ def setup_logging(config: Config) -> None: "non-root user, delete and recreate the directories you need, and then try " "again." ) + return log_config + + +def setup_logging(config: Config) -> None: + """ + Process -v/--verbose, --logfile options + """ + # Log level + verbosity = config["verbosity"] + + log_config = _create_log_config(config) # Apply the configuration logging.config.dictConfig(log_config) From 1c6c710696bd8d3caa349943c26f7de2f2f0aa36 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 13:11:52 +0100 Subject: [PATCH 124/237] chore: rename log_config naming --- freqtrade/loggers/__init__.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index bae59f66a..162cfcc62 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -53,7 +53,7 @@ def setup_logging_pre() -> None: ) -logging_config = { +FT_LOGGING_CONFIG = { "version": 1, # "incremental": True, # "disable_existing_loggers": False, @@ -99,7 +99,7 @@ logging_config = { def _create_log_config(config: Config) -> dict[str, Any]: # Get log_config from user config or use default - log_config = config.get("log_config", logging_config.copy()) + log_config = config.get("log_config", FT_LOGGING_CONFIG.copy()) logfile = config.get("logfile") From 70a81c86ba6c884c94dba78e3d2f2e17c06a414f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 13:16:25 +0100 Subject: [PATCH 125/237] feat: dynamically assign error console --- freqtrade/loggers/__init__.py | 8 +++++--- 1 file changed, 5 insertions(+), 3 deletions(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index 162cfcc62..c6294370d 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -66,7 +66,6 @@ FT_LOGGING_CONFIG = { "handlers": { "console": { "class": "freqtrade.loggers.ft_rich_handler.FtRichHandler", - "console": error_console, "formatter": "basic", # "class": "logging.StreamHandler", # "formatter": "standard", @@ -101,9 +100,12 @@ def _create_log_config(config: Config) -> dict[str, Any]: # Get log_config from user config or use default log_config = config.get("log_config", FT_LOGGING_CONFIG.copy()) - logfile = config.get("logfile") + # Dynamically update any FtRichHandler with the error_console + for handler_config in log_config.get("handlers", {}).values(): + if handler_config.get("class") == "freqtrade.loggers.ft_rich_handler.FtRichHandler": + handler_config["console"] = error_console - if logfile: + if logfile := config.get("logfile"): s = logfile.split(":") if s[0] == "syslog": # Add syslog handler to the config From 55d71cecdd6be29ee53ba421fa52b26cdc698ff1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 13:19:42 +0100 Subject: [PATCH 126/237] refactor: move root-handler adding to separate function --- freqtrade/loggers/__init__.py | 15 ++++++++------- 1 file changed, 8 insertions(+), 7 deletions(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index c6294370d..eb814c2d9 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -96,11 +96,16 @@ FT_LOGGING_CONFIG = { } +def _add_root_handler(log_config: dict[str, Any], handler_name: str): + if handler_name not in log_config["root"]["handlers"]: + log_config["root"]["handlers"].append(handler_name) + + def _create_log_config(config: Config) -> dict[str, Any]: # Get log_config from user config or use default log_config = config.get("log_config", FT_LOGGING_CONFIG.copy()) - # Dynamically update any FtRichHandler with the error_console + # Dynamically update any FtRichHandler with the proper console object for handler_config in log_config.get("handlers", {}).values(): if handler_config.get("class") == "freqtrade.loggers.ft_rich_handler.FtRichHandler": handler_config["console"] = error_console @@ -119,9 +124,7 @@ def _create_log_config(config: Config) -> dict[str, Any]: log_config["formatters"]["syslog_format"] = { "format": "%(name)s - %(levelname)s - %(message)s" } - # Add handler to root - if "syslog" not in log_config["root"]["handlers"]: - log_config["root"]["handlers"].append("syslog") + _add_root_handler(log_config, "syslog") elif s[0] == "journald": # pragma: no cover # Check if we have the module available @@ -143,9 +146,7 @@ def _create_log_config(config: Config) -> dict[str, Any]: log_config["formatters"]["journald_format"] = { "format": "%(name)s - %(levelname)s - %(message)s" } - # Add handler to root - if "journald" not in log_config["root"]["handlers"]: - log_config["root"]["handlers"].append("journald") + _add_root_handler(log_config, "journald") else: # Regular file logging From 1aa6c2ad55ef26bba520e3f53450f9073a3047a5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 13:23:17 +0100 Subject: [PATCH 127/237] feat: Improve filehandler config --- freqtrade/loggers/__init__.py | 44 +++++++++++++++++------------------ 1 file changed, 21 insertions(+), 23 deletions(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index eb814c2d9..cbe0c2795 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -105,11 +105,6 @@ def _create_log_config(config: Config) -> dict[str, Any]: # Get log_config from user config or use default log_config = config.get("log_config", FT_LOGGING_CONFIG.copy()) - # Dynamically update any FtRichHandler with the proper console object - for handler_config in log_config.get("handlers", {}).values(): - if handler_config.get("class") == "freqtrade.loggers.ft_rich_handler.FtRichHandler": - handler_config["console"] = error_console - if logfile := config.get("logfile"): s = logfile.split(":") if s[0] == "syslog": @@ -150,26 +145,28 @@ def _create_log_config(config: Config) -> dict[str, Any]: else: # Regular file logging + # Update existing file handler configuration + if "file" in log_config["handlers"]: + log_config["handlers"]["file"]["filename"] = logfile + else: + log_config["handlers"]["file"] = { + "class": "logging.handlers.RotatingFileHandler", + "formatter": "standard", + "filename": logfile, + "maxBytes": 1024 * 1024 * 10, # 10Mb + "backupCount": 10, + } + _add_root_handler(log_config, "file") + + # Dynamically update some handlers + for handler_config in log_config.get("handlers", {}).values(): + if handler_config.get("class") == "freqtrade.loggers.ft_rich_handler.FtRichHandler": + handler_config["console"] = error_console + elif handler_config.get("class") == "logging.handlers.RotatingFileHandler": + logfile_path = Path(handler_config["filename"]) try: - logfile_path = Path(logfile) + # Create parent for filehandler logfile_path.parent.mkdir(parents=True, exist_ok=True) - - # Update file handler configuration - if "file" in log_config["handlers"]: - log_config["handlers"]["file"]["filename"] = str(logfile_path) - else: - log_config["handlers"]["file"] = { - "class": "logging.handlers.RotatingFileHandler", - "formatter": "standard", - "filename": str(logfile_path), - "maxBytes": 1024 * 1024 * 10, # 10Mb - "backupCount": 10, - } - - # Ensure file handler is in root handlers - if "file" not in log_config["root"]["handlers"]: - log_config["root"]["handlers"].append("file") - except PermissionError: raise OperationalException( f'Failed to create or access log file "{logfile_path.absolute()}". ' @@ -179,6 +176,7 @@ def _create_log_config(config: Config) -> dict[str, Any]: "non-root user, delete and recreate the directories you need, and then try " "again." ) + return log_config From cd77758852fb58d2f1abbefa65b36d0504dba2b7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 13:25:03 +0100 Subject: [PATCH 128/237] chore: remove some unnecessary comments --- freqtrade/loggers/__init__.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index cbe0c2795..cc78cc557 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -184,16 +184,15 @@ def setup_logging(config: Config) -> None: """ Process -v/--verbose, --logfile options """ - # Log level verbosity = config["verbosity"] log_config = _create_log_config(config) - # Apply the configuration logging.config.dictConfig(log_config) # Add buffer handler to root logger logging.root.addHandler(bufferHandler) + # Set color system for console output if config.get("print_colorized", True): logger.info("Enabling colorized output.") From 030dcfdd83e283f0834e150eb429b583f3bcd1c0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 13:30:26 +0100 Subject: [PATCH 129/237] chore: extract log formatter addition --- freqtrade/loggers/__init__.py | 19 +++++++++---------- 1 file changed, 9 insertions(+), 10 deletions(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index cc78cc557..5f8581cf5 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -101,6 +101,11 @@ def _add_root_handler(log_config: dict[str, Any], handler_name: str): log_config["root"]["handlers"].append(handler_name) +def _add_formatter(log_config: dict[str, Any], format_name: str, format: str): + if format_name not in log_config["formatters"]: + log_config["formatters"][format_name] = {"format": format} + + def _create_log_config(config: Config) -> dict[str, Any]: # Get log_config from user config or use default log_config = config.get("log_config", FT_LOGGING_CONFIG.copy()) @@ -114,11 +119,8 @@ def _create_log_config(config: Config) -> dict[str, Any]: "formatter": "syslog_format", "address": (s[1], int(s[2])) if len(s) > 2 else s[1] if len(s) > 1 else "/dev/log", } - # Add the syslog formatter if not already present - if "syslog_format" not in log_config["formatters"]: - log_config["formatters"]["syslog_format"] = { - "format": "%(name)s - %(levelname)s - %(message)s" - } + + _add_formatter(log_config, "syslog_format", "%(name)s - %(levelname)s - %(message)s") _add_root_handler(log_config, "syslog") elif s[0] == "journald": # pragma: no cover @@ -136,11 +138,8 @@ def _create_log_config(config: Config) -> dict[str, Any]: "class": "cysystemd.journal.JournaldLogHandler", "formatter": "journald_format", } - # Add the journald formatter if not already present - if "journald_format" not in log_config["formatters"]: - log_config["formatters"]["journald_format"] = { - "format": "%(name)s - %(levelname)s - %(message)s" - } + + _add_formatter(log_config, "journald_format", "%(name)s - %(levelname)s - %(message)s") _add_root_handler(log_config, "journald") else: From bf33f8b632d2c4ffe28c1aad16a66ecbefd8365f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 13:33:43 +0100 Subject: [PATCH 130/237] chore: clean up log-levels --- freqtrade/loggers/__init__.py | 13 +------------ 1 file changed, 1 insertion(+), 12 deletions(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index 5f8581cf5..7ecbbb58c 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -67,21 +67,10 @@ FT_LOGGING_CONFIG = { "console": { "class": "freqtrade.loggers.ft_rich_handler.FtRichHandler", "formatter": "basic", - # "class": "logging.StreamHandler", - # "formatter": "standard", - # "stream": "ext://sys.stdout", }, - # "file": { - # "class": "logging.handlers.RotatingFileHandler", - # "formatter": "standard", - # "filename": "whatever.log", - # "maxBytes": 1024 * 1024 * 10, # 10Mb - # "backupCount": 10, - # }, }, "loggers": { "freqtrade": { - # "handlers": ["console", "file"], "level": "INFO", "propagate": True, }, @@ -186,7 +175,7 @@ def setup_logging(config: Config) -> None: verbosity = config["verbosity"] log_config = _create_log_config(config) - + print(log_config) logging.config.dictConfig(log_config) # Add buffer handler to root logger From 390b1137766fa21ff38e913f479d0730ec9a264e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 14:08:53 +0100 Subject: [PATCH 131/237] feat: Ensure freqtrade-logger is always configured --- freqtrade/loggers/__init__.py | 20 ++++++++++---------- 1 file changed, 10 insertions(+), 10 deletions(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index 7ecbbb58c..1f41b8ea6 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -69,12 +69,6 @@ FT_LOGGING_CONFIG = { "formatter": "basic", }, }, - "loggers": { - "freqtrade": { - "level": "INFO", - "propagate": True, - }, - }, "root": { "handlers": [ "console", @@ -85,6 +79,14 @@ FT_LOGGING_CONFIG = { } +def _set_loggers(log_config: dict[str, Any]) -> None: + if "loggers" not in log_config: + log_config["loggers"] = {} + + if "freqtrade" not in log_config["loggers"]: + log_config["loggers"]["freqtrade"] = {"level": "INFO", "propagate": True} + + def _add_root_handler(log_config: dict[str, Any], handler_name: str): if handler_name not in log_config["root"]["handlers"]: log_config["root"]["handlers"].append(handler_name) @@ -164,7 +166,7 @@ def _create_log_config(config: Config) -> dict[str, Any]: "non-root user, delete and recreate the directories you need, and then try " "again." ) - + _set_loggers(log_config) return log_config @@ -172,10 +174,7 @@ def setup_logging(config: Config) -> None: """ Process -v/--verbose, --logfile options """ - verbosity = config["verbosity"] - log_config = _create_log_config(config) - print(log_config) logging.config.dictConfig(log_config) # Add buffer handler to root logger @@ -189,6 +188,7 @@ def setup_logging(config: Config) -> None: logging.info("Logfile configured") # Set verbosity levels + verbosity = config["verbosity"] logging.root.setLevel(logging.INFO if verbosity < 1 else logging.DEBUG) set_loggers(verbosity, config.get("api_server", {}).get("verbosity", "info")) From cc9c373a7636163e8d131dc53f43d9fef3f21657 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 14:09:13 +0100 Subject: [PATCH 132/237] feat: update config_schema for logging --- freqtrade/configuration/config_schema.py | 14 ++++++++++++++ 1 file changed, 14 insertions(+) diff --git a/freqtrade/configuration/config_schema.py b/freqtrade/configuration/config_schema.py index f50334938..0dd158bcb 100644 --- a/freqtrade/configuration/config_schema.py +++ b/freqtrade/configuration/config_schema.py @@ -425,6 +425,10 @@ CONF_SCHEMA = { "description": "Edge configuration.", "$ref": "#/definitions/edge", }, + "log_config": { + "description": "Logging configuration.", + "$ref": "#/definitions/logging", + }, "freqai": { "description": "FreqAI configuration.", "$ref": "#/definitions/freqai", @@ -877,6 +881,16 @@ CONF_SCHEMA = { }, "required": ["process_throttle_secs", "allowed_risk"], }, + "logging": { + "type": "object", + "properties": { + "version": {"type": "number", "const": 1}, + "formatters": {"type": "object"}, + "handlers": {"type": "object"}, + "root": {"type": "object"}, + }, + "required": ["version", "formatters", "handlers", "root"], + }, "external_message_consumer": { "description": "Configuration for external message consumer.", "type": "object", From a98121ea267acbf8eb28a51e25d5d970fa9cd20d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 14:09:29 +0100 Subject: [PATCH 133/237] chore: update json schema --- build_helpers/schema.json | 28 ++++++++++++++++++++++++++++ 1 file changed, 28 insertions(+) diff --git a/build_helpers/schema.json b/build_helpers/schema.json index 5fb1772c6..752d13029 100644 --- a/build_helpers/schema.json +++ b/build_helpers/schema.json @@ -542,6 +542,10 @@ "description": "Edge configuration.", "$ref": "#/definitions/edge" }, + "log_config": { + "description": "Logging configuration.", + "$ref": "#/definitions/logging" + }, "freqai": { "description": "FreqAI configuration.", "$ref": "#/definitions/freqai" @@ -1273,6 +1277,30 @@ "allowed_risk" ] }, + "logging": { + "type": "object", + "properties": { + "version": { + "type": "number", + "const": 1 + }, + "formatters": { + "type": "object" + }, + "handlers": { + "type": "object" + }, + "root": { + "type": "object" + } + }, + "required": [ + "version", + "formatters", + "handlers", + "root" + ] + }, "external_message_consumer": { "description": "Configuration for external message consumer.", "type": "object", From 1eac77fe0bafac1fd92dcb5247ad6bc6cc4f67af Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 14:11:23 +0100 Subject: [PATCH 134/237] chore: don't shadow built-in functions --- freqtrade/loggers/__init__.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index 1f41b8ea6..a0553ff45 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -92,9 +92,9 @@ def _add_root_handler(log_config: dict[str, Any], handler_name: str): log_config["root"]["handlers"].append(handler_name) -def _add_formatter(log_config: dict[str, Any], format_name: str, format: str): +def _add_formatter(log_config: dict[str, Any], format_name: str, format_: str): if format_name not in log_config["formatters"]: - log_config["formatters"][format_name] = {"format": format} + log_config["formatters"][format_name] = {"format": format_} def _create_log_config(config: Config) -> dict[str, Any]: From f9d978f16a8faed92782459b69d8969461408fed Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 14:21:05 +0100 Subject: [PATCH 135/237] chore: migrate set_log_levels to log_config --- freqtrade/loggers/__init__.py | 36 +++++++++++++++++++++++------ freqtrade/loggers/set_log_levels.py | 19 --------------- 2 files changed, 29 insertions(+), 26 deletions(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index a0553ff45..f6f4985e6 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -8,7 +8,6 @@ from freqtrade.exceptions import OperationalException from freqtrade.loggers.buffering_handler import FTBufferingHandler from freqtrade.loggers.ft_rich_handler import FtRichHandler from freqtrade.loggers.rich_console import get_rich_console -from freqtrade.loggers.set_log_levels import set_loggers # from freqtrade.loggers.std_err_stream_handler import FTStdErrStreamHandler @@ -79,12 +78,34 @@ FT_LOGGING_CONFIG = { } -def _set_loggers(log_config: dict[str, Any]) -> None: +def _set_log_levels( + log_config: dict[str, Any], verbosity: int = 0, api_verbosity: str = "info" +) -> None: + """ + Set the logging level for the different loggers + """ if "loggers" not in log_config: log_config["loggers"] = {} - if "freqtrade" not in log_config["loggers"]: - log_config["loggers"]["freqtrade"] = {"level": "INFO", "propagate": True} + # Set default levels for third party libraries + third_party_loggers = { + "freqtrade": logging.INFO if verbosity <= 1 else logging.DEBUG, + "requests": logging.INFO if verbosity <= 1 else logging.DEBUG, + "urllib3": logging.INFO if verbosity <= 1 else logging.DEBUG, + "httpcore": logging.INFO if verbosity <= 1 else logging.DEBUG, + "ccxt.base.exchange": logging.INFO if verbosity <= 2 else logging.DEBUG, + "telegram": logging.INFO, + "httpx": logging.WARNING, + "werkzeug": logging.ERROR if api_verbosity == "error" else logging.INFO, + } + + # Add third party loggers to the configuration + for logger_name, level in third_party_loggers.items(): + if logger_name not in log_config["loggers"]: + log_config["loggers"][logger_name] = { + "level": logging.getLevelName(level), + "propagate": True, + } def _add_root_handler(log_config: dict[str, Any], handler_name: str): @@ -166,7 +187,6 @@ def _create_log_config(config: Config) -> dict[str, Any]: "non-root user, delete and recreate the directories you need, and then try " "again." ) - _set_loggers(log_config) return log_config @@ -174,7 +194,11 @@ def setup_logging(config: Config) -> None: """ Process -v/--verbose, --logfile options """ + verbosity = config["verbosity"] + log_config = _create_log_config(config) + _set_log_levels(log_config, verbosity, config.get("api_server", {}).get("verbosity", "info")) + logging.config.dictConfig(log_config) # Add buffer handler to root logger @@ -188,8 +212,6 @@ def setup_logging(config: Config) -> None: logging.info("Logfile configured") # Set verbosity levels - verbosity = config["verbosity"] logging.root.setLevel(logging.INFO if verbosity < 1 else logging.DEBUG) - set_loggers(verbosity, config.get("api_server", {}).get("verbosity", "info")) logger.info("Verbosity set to %s", verbosity) diff --git a/freqtrade/loggers/set_log_levels.py b/freqtrade/loggers/set_log_levels.py index 24f26ffd6..d794c5ebc 100644 --- a/freqtrade/loggers/set_log_levels.py +++ b/freqtrade/loggers/set_log_levels.py @@ -4,25 +4,6 @@ import logging logger = logging.getLogger(__name__) -def set_loggers(verbosity: int = 0, api_verbosity: str = "info") -> None: - """ - Set the logging level for third party libraries - :param verbosity: Verbosity level. amount of `-v` passed to the command line - :return: None - """ - for logger_name in ("requests", "urllib3", "httpcore"): - logging.getLogger(logger_name).setLevel(logging.INFO if verbosity <= 1 else logging.DEBUG) - logging.getLogger("ccxt.base.exchange").setLevel( - logging.INFO if verbosity <= 2 else logging.DEBUG - ) - logging.getLogger("telegram").setLevel(logging.INFO) - logging.getLogger("httpx").setLevel(logging.WARNING) - - logging.getLogger("werkzeug").setLevel( - logging.ERROR if api_verbosity == "error" else logging.INFO - ) - - __BIAS_TESTER_LOGGERS = [ "freqtrade.resolvers", "freqtrade.strategy.hyper", From 6edee269d873803688b4587701fbfebfb52c99c2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 14:31:03 +0100 Subject: [PATCH 136/237] chore: deepcopy log config --- freqtrade/loggers/__init__.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index f6f4985e6..673fb3ce3 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -1,4 +1,6 @@ import logging +import logging.config +from copy import deepcopy from logging import Formatter from pathlib import Path from typing import Any @@ -120,7 +122,7 @@ def _add_formatter(log_config: dict[str, Any], format_name: str, format_: str): def _create_log_config(config: Config) -> dict[str, Any]: # Get log_config from user config or use default - log_config = config.get("log_config", FT_LOGGING_CONFIG.copy()) + log_config = config.get("log_config", deepcopy(FT_LOGGING_CONFIG)) if logfile := config.get("logfile"): s = logfile.split(":") From 56c23f9dd81cd9cdb9432b20eeaed697d087d214 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 14:37:21 +0100 Subject: [PATCH 137/237] tests: remove unnecessary log-config --- tests/exchange_online/test_ccxt_ws_compat.py | 2 -- 1 file changed, 2 deletions(-) diff --git a/tests/exchange_online/test_ccxt_ws_compat.py b/tests/exchange_online/test_ccxt_ws_compat.py index 8083a926c..6ab7600f4 100644 --- a/tests/exchange_online/test_ccxt_ws_compat.py +++ b/tests/exchange_online/test_ccxt_ws_compat.py @@ -12,7 +12,6 @@ import pytest from freqtrade.enums import CandleType from freqtrade.exchange.exchange_utils import timeframe_to_prev_date -from freqtrade.loggers.set_log_levels import set_loggers from freqtrade.util.datetime_helpers import dt_now from tests.conftest import log_has_re from tests.exchange_online.conftest import EXCHANGE_WS_FIXTURE_TYPE @@ -50,7 +49,6 @@ class TestCCXTExchangeWs: assert res[pair_tf] is not None df1 = res[pair_tf] caplog.set_level(logging.DEBUG) - set_loggers(1) assert df1.iloc[-1]["date"] == curr_candle # Wait until the next candle (might be up to 1 minute). From 08c4f24bdf502686ab892cda7456e1ee615eb47b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 16:16:21 +0100 Subject: [PATCH 138/237] test: add log setup workaround for tests --- freqtrade/loggers/__init__.py | 13 ++++++++----- tests/conftest.py | 1 + 2 files changed, 9 insertions(+), 5 deletions(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index 673fb3ce3..be772dc65 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -197,14 +197,17 @@ def setup_logging(config: Config) -> None: Process -v/--verbose, --logfile options """ verbosity = config["verbosity"] + if not config.get("ft_tests_skip_logging"): + log_config = _create_log_config(config) + _set_log_levels( + log_config, verbosity, config.get("api_server", {}).get("verbosity", "info") + ) - log_config = _create_log_config(config) - _set_log_levels(log_config, verbosity, config.get("api_server", {}).get("verbosity", "info")) - - logging.config.dictConfig(log_config) + logging.config.dictConfig(log_config) # Add buffer handler to root logger - logging.root.addHandler(bufferHandler) + if bufferHandler not in logging.root.handlers: + logging.root.addHandler(bufferHandler) # Set color system for console output if config.get("print_colorized", True): diff --git a/tests/conftest.py b/tests/conftest.py index ca382f6ae..80c604162 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -644,6 +644,7 @@ def get_default_conf(testdatadir): "trading_mode": "spot", "margin_mode": "", "candle_type_def": CandleType.SPOT, + "ft_tests_skip_logging": True, } return configuration From e930221b78017d637cd46824123f7c31fceb60cc Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 8 Mar 2025 16:27:25 +0100 Subject: [PATCH 139/237] test: update logging tests --- freqtrade/loggers/__init__.py | 3 ++- tests/conftest.py | 1 - tests/test_configuration.py | 3 ++- tests/test_log_setup.py | 21 +++++++++++++++------ 4 files changed, 19 insertions(+), 9 deletions(-) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index be772dc65..4e04635ae 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -1,5 +1,6 @@ import logging import logging.config +import os from copy import deepcopy from logging import Formatter from pathlib import Path @@ -197,7 +198,7 @@ def setup_logging(config: Config) -> None: Process -v/--verbose, --logfile options """ verbosity = config["verbosity"] - if not config.get("ft_tests_skip_logging"): + if os.environ.get("PYTEST_VERSION") is None or config.get("ft_tests_force_logging"): log_config = _create_log_config(config) _set_log_levels( log_config, verbosity, config.get("api_server", {}).get("verbosity", "info") diff --git a/tests/conftest.py b/tests/conftest.py index 80c604162..ca382f6ae 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -644,7 +644,6 @@ def get_default_conf(testdatadir): "trading_mode": "spot", "margin_mode": "", "candle_type_def": CandleType.SPOT, - "ft_tests_skip_logging": True, } return configuration diff --git a/tests/test_configuration.py b/tests/test_configuration.py index a8ca72d86..7ee04e133 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -603,7 +603,7 @@ def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None: patched_configuration_load_config_file(mocker, default_conf) # Prevent setting loggers - mocker.patch("freqtrade.loggers.set_loggers", MagicMock) + mocker.patch("freqtrade.loggers.logging.config.dictConfig", MagicMock) arglist = ["trade", "-vvv"] args = Arguments(arglist).get_parsed_arg() @@ -615,6 +615,7 @@ def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None: def test_set_logfile(default_conf, mocker, tmp_path): + default_conf["ft_tests_force_logging"] = True patched_configuration_load_config_file(mocker, default_conf) f = tmp_path / "test_file.log" assert not f.is_file() diff --git a/tests/test_log_setup.py b/tests/test_log_setup.py index d4bc63193..c8ccf225e 100644 --- a/tests/test_log_setup.py +++ b/tests/test_log_setup.py @@ -7,7 +7,6 @@ from freqtrade.exceptions import OperationalException from freqtrade.loggers import ( FTBufferingHandler, FtRichHandler, - set_loggers, setup_logging, setup_logging_pre, ) @@ -27,8 +26,11 @@ def test_set_loggers() -> None: previous_value1 = logging.getLogger("requests").level previous_value2 = logging.getLogger("ccxt.base.exchange").level previous_value3 = logging.getLogger("telegram").level - - set_loggers() + config = { + "verbosity": 1, + "ft_tests_force_logging": True, + } + setup_logging(config) value1 = logging.getLogger("requests").level assert previous_value1 is not value1 @@ -41,15 +43,17 @@ def test_set_loggers() -> None: value3 = logging.getLogger("telegram").level assert previous_value3 is not value3 assert value3 is logging.INFO - - set_loggers(verbosity=2) + config["verbosity"] = 2 + setup_logging(config) assert logging.getLogger("requests").level is logging.DEBUG assert logging.getLogger("ccxt.base.exchange").level is logging.INFO assert logging.getLogger("telegram").level is logging.INFO assert logging.getLogger("werkzeug").level is logging.INFO - set_loggers(verbosity=3, api_verbosity="error") + config["verbosity"] = 3 + config["api_server"] = {"verbosity": "error"} + setup_logging(config) assert logging.getLogger("requests").level is logging.DEBUG assert logging.getLogger("ccxt.base.exchange").level is logging.DEBUG @@ -64,6 +68,7 @@ def test_set_loggers_syslog(): logger.handlers = [] config = { + "ft_tests_force_logging": True, "verbosity": 2, "logfile": "syslog:/dev/log", } @@ -88,6 +93,7 @@ def test_set_loggers_Filehandler(tmp_path): logger.handlers = [] logfile = tmp_path / "logs/ft_logfile.log" config = { + "ft_tests_force_logging": True, "verbosity": 2, "logfile": str(logfile), } @@ -117,6 +123,7 @@ def test_set_loggers_Filehandler_without_permission(tmp_path): tmp_path.chmod(0o400) logfile = tmp_path / "logs/ft_logfile.log" config = { + "ft_tests_force_logging": True, "verbosity": 2, "logfile": str(logfile), } @@ -137,6 +144,7 @@ def test_set_loggers_journald(mocker): logger.handlers = [] config = { + "ft_tests_force_logging": True, "verbosity": 2, "logfile": "journald", } @@ -156,6 +164,7 @@ def test_set_loggers_journald_importerror(import_fails): logger.handlers = [] config = { + "ft_tests_force_logging": True, "verbosity": 2, "logfile": "journald", } From eabcaa38e26d2a56140ac2905e9dc2e6a14c24f6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Mar 2025 19:25:18 +0100 Subject: [PATCH 140/237] feat: try improved config schema --- freqtrade/configuration/config_schema.py | 11 ++++++++++- 1 file changed, 10 insertions(+), 1 deletion(-) diff --git a/freqtrade/configuration/config_schema.py b/freqtrade/configuration/config_schema.py index 0dd158bcb..5376e693d 100644 --- a/freqtrade/configuration/config_schema.py +++ b/freqtrade/configuration/config_schema.py @@ -885,7 +885,16 @@ CONF_SCHEMA = { "type": "object", "properties": { "version": {"type": "number", "const": 1}, - "formatters": {"type": "object"}, + "formatters": { + "type": "object", + # In theory the below, but can be more flexible + # based on logging.config documentation + # "additionalProperties": { + # "type": "object", + # "properties": {"format": {"type": "string"}, "datefmt": {"type": "string"}}, + # "required": ["format"], + # }, + }, "handlers": {"type": "object"}, "root": {"type": "object"}, }, From 79ebc943a2870e4c3792849ba22fa74d02393625 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Mar 2025 19:33:09 +0100 Subject: [PATCH 141/237] docs: Document journald logging via configuration file --- docs/advanced-setup.md | 36 ++++++++++++++++++++++++++++++++++-- 1 file changed, 34 insertions(+), 2 deletions(-) diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index ae2304538..434f0a3a2 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -232,9 +232,36 @@ $RepeatedMsgReduction on This needs the `cysystemd` python package installed as dependency (`pip install cysystemd`), which is not available on Windows. Hence, the whole journald logging functionality is not available for a bot running on Windows. -To send Freqtrade log messages to `journald` system service use the `--logfile` command line option with the value in the following format: +To send Freqtrade log messages to `journald` system service, add the following configuration snippet to your configuration. -* `--logfile journald` -- send log messages to `journald`. +``` json +{ + // ... + "log_config": { + "version": 1, + "formatters": { + "journald_fmt": { + "format": "%(name)s - %(levelname)s - %(message)s" + } + }, + "handlers": { + // Other handlers? + "journald": { + "class": "cysystemd.journal.JournaldLogHandler", + "formatter": "journald_fmt", + } + }, + "root": { + "handlers": [ + // .. + "journald", + + ] + } + + } +} +``` Log messages are send to `journald` with the `user` facility. So you can see them with the following commands: @@ -244,3 +271,8 @@ Log messages are send to `journald` with the `user` facility. So you can see the There are many other options in the `journalctl` utility to filter the messages, see manual pages for this utility. On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better. + +??? Info "Deprecated - command line option" + To send Freqtrade log messages to `journald` system service use the `--logfile` command line option with the value in the following format: + + * `--logfile journald` -- send log messages to `journald`. From 7b1ee84b343799f7c80ec8d6f796b2351e5f5e0a Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Mar 2025 19:33:20 +0100 Subject: [PATCH 142/237] chore: deprecate --logfile=journald --- freqtrade/loggers/__init__.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index 4e04635ae..9bc20ce78 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -140,6 +140,10 @@ def _create_log_config(config: Config) -> dict[str, Any]: elif s[0] == "journald": # pragma: no cover # Check if we have the module available + logger.warning( + "DEPRECATED: Configuring Journald logging via command line is deprecated." + "Please use the log_config option in the configuration file instead." + ) try: from cysystemd.journal import JournaldLogHandler # noqa: F401 except ImportError: From a85e044e99d34bfbb7f2e1e2a7754fb25746c829 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Mar 2025 19:33:49 +0100 Subject: [PATCH 143/237] docs: improve log formatting --- docs/advanced-setup.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index 434f0a3a2..2cc08ff51 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -275,4 +275,4 @@ On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice vers ??? Info "Deprecated - command line option" To send Freqtrade log messages to `journald` system service use the `--logfile` command line option with the value in the following format: - * `--logfile journald` -- send log messages to `journald`. + `--logfile journald` -- send log messages to `journald`. From 8832bae371f6579a6755bee24de236fbbab0e996 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Mar 2025 19:44:16 +0100 Subject: [PATCH 144/237] docs: document syslog logging via log_config --- docs/advanced-setup.md | 74 ++++++++++++++++++++++++++++++++++-------- 1 file changed, 61 insertions(+), 13 deletions(-) diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index 2cc08ff51..d149f934a 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -192,26 +192,47 @@ On many Linux systems the bot can be configured to send its log messages to `sys ### Logging to syslog -To send Freqtrade log messages to a local or remote `syslog` service use the `--logfile` command line option with the value in the following format: +To send Freqtrade log messages to a local or remote `syslog` service use the `"log_config"` setup option to configure logging. -* `--logfile syslog:` -- send log messages to `syslog` service using the `` as the syslog address. +``` json +{ + // ... + "log_config": { + "version": 1, + "formatters": { + "syslog_fmt": { + "format": "%(name)s - %(levelname)s - %(message)s" + } + }, + "handlers": { + // Other handlers? + "syslog": { + "class": "logging.handlers.SysLogHandler", + "formatter": "syslog_fmt", + // Use one of the other options above as adress instead? + "address": "/dev/log" + } + }, + "root": { + "handlers": [ + // other handlers + "syslog", + + ] + } -The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the `:` character. + } +} +``` -So, the following are the examples of possible usages: - -* `--logfile syslog:/dev/log` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems. -* `--logfile syslog` -- same as above, the shortcut for `/dev/log`. -* `--logfile syslog:/var/run/syslog` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS. -* `--logfile syslog:localhost:514` -- log to local syslog using UDP socket, if it listens on port 514. -* `--logfile syslog::514` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server. +#### Syslog usage Log messages are send to `syslog` with the `user` facility. So you can see them with the following commands: -* `tail -f /var/log/user`, or +* `tail -f /var/log/user`, or * install a comprehensive graphical viewer (for instance, 'Log File Viewer' for Ubuntu). -On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better. +On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both syslog or journald can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better. For `rsyslog` the messages from the bot can be redirected into a separate dedicated log file. To achieve this, add @@ -228,6 +249,33 @@ For `syslog` (`rsyslog`), the reduction mode can be switched on. This will reduc $RepeatedMsgReduction on ``` +#### Syslog addressing + +The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the `:` character. + + +So, the following are the examples of possible addresses: + +* `"address": "/dev/log"` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems. +* `"address": "/var/run/syslog"` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS. +* `"address": "localhost:514"` -- log to local syslog using UDP socket, if it listens on port 514. +* `"address": ":514"` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server. + + +??? Info "Deprecated - configure syslog via command line" + + `--logfile syslog:` -- send log messages to `syslog` service using the `` as the syslog address. + + The syslog address can be either a Unix domain socket (socket filename) or a UDP socket specification, consisting of IP address and UDP port, separated by the `:` character. + + So, the following are the examples of possible usages: + + * `--logfile syslog:/dev/log` -- log to syslog (rsyslog) using the `/dev/log` socket, suitable for most systems. + * `--logfile syslog` -- same as above, the shortcut for `/dev/log`. + * `--logfile syslog:/var/run/syslog` -- log to syslog (rsyslog) using the `/var/run/syslog` socket. Use this on MacOS. + * `--logfile syslog:localhost:514` -- log to local syslog using UDP socket, if it listens on port 514. + * `--logfile syslog::514` -- log to remote syslog at IP address and port 514. This may be used on Windows for remote logging to an external syslog server. + ### Logging to journald This needs the `cysystemd` python package installed as dependency (`pip install cysystemd`), which is not available on Windows. Hence, the whole journald logging functionality is not available for a bot running on Windows. @@ -272,7 +320,7 @@ There are many other options in the `journalctl` utility to filter the messages, On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice versa), so both `--logfile syslog` or `--logfile journald` can be used and the messages be viewed with both `journalctl` and a syslog viewer utility. You can combine this in any way which suites you better. -??? Info "Deprecated - command line option" +??? Info "Deprecated - configure journald via command line" To send Freqtrade log messages to `journald` system service use the `--logfile` command line option with the value in the following format: `--logfile journald` -- send log messages to `journald`. From 5b8752e6495b4bb789f3ed7b8d0bb99aaaeae655 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Mar 2025 19:44:44 +0100 Subject: [PATCH 145/237] chore: deprecate syslog from configuration --- freqtrade/loggers/__init__.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/freqtrade/loggers/__init__.py b/freqtrade/loggers/__init__.py index 9bc20ce78..e39dcdd45 100644 --- a/freqtrade/loggers/__init__.py +++ b/freqtrade/loggers/__init__.py @@ -128,6 +128,10 @@ def _create_log_config(config: Config) -> dict[str, Any]: if logfile := config.get("logfile"): s = logfile.split(":") if s[0] == "syslog": + logger.warning( + "DEPRECATED: Configuring syslog logging via command line is deprecated." + "Please use the log_config option in the configuration file instead." + ) # Add syslog handler to the config log_config["handlers"]["syslog"] = { "class": "logging.handlers.SysLogHandler", From 65d19c38b678f9092b49e4184fb3ef6e26a4fffb Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Mar 2025 19:46:18 +0100 Subject: [PATCH 146/237] docs: document deprecation of --logfile syslog --- docs/deprecated.md | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/docs/deprecated.md b/docs/deprecated.md index 729db4915..2e76f2413 100644 --- a/docs/deprecated.md +++ b/docs/deprecated.md @@ -88,3 +88,8 @@ Setting protections from the configuration via `"protections": [],` has been rem Using hdf5 as data storage has been deprecated in 2024.12 and was removed in 2025.1. We recommend switching to the feather data format. Please use the [`convert-data` subcommand](data-download.md#sub-command-convert-data) to convert your existing data to one of the supported formats before updating. + +## Configuring advanced logging via config + +Configuring syslog and journald via `--logfile systemd` and `--logfile journald` respectively has been deprecated in 2025.3. +Please use configuration based [log setup](advanced-setup.md#advanced-logging) instead. From 85ccc31a638bbaaff0f22d91ddc25a7253b5d605 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Mar 2025 19:57:24 +0100 Subject: [PATCH 147/237] docs: document basic log_config setup --- docs/advanced-setup.md | 59 ++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 59 insertions(+) diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index d149f934a..b9d87f6d4 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -188,8 +188,67 @@ as the watchdog. ## Advanced Logging +Freqtrade uses the default logging module provided by python. +Python allows for extensive [logging configuration](https://docs.python.org/3/library/logging.config.html#logging.config.dictConfig) in this regards - way more than what can be covered here. + +Default logging (Colored terminal output) is setup by default if no `log_config` is provided. +Using `--logfile logfile.log` will enable the RotatingFileHandler. +If you're not content with the log format - or with the default settings provided for the RotatingFileHandler, you can customize logging to your liking. + +The default configuration looks roughly like the below - with the file handler being provided - but not enabled. + +``` json hl_lines="5-7 13-16 27" +{ + "log_config": { + "version": 1, + "formatters": { + "basic": { + "format": "%(message)s" + }, + "standard": { + "format": "%(asctime)s - %(name)s - %(levelname)s - %(message)s" + } + }, + "handlers": { + "console": { + "class": "freqtrade.loggers.ft_rich_handler.FtRichHandler", + "formatter": "basic" + }, + "file": { + "class": "logging.handlers.RotatingFileHandler", + "formatter": "standard", + // "filename": "someRandomLogFile.log", + "maxBytes": 10485760, + "backupCount": 10 + } + }, + "root": { + "handlers": [ + "console", + // "file" + ], + "level": "INFO", + } + } +} +``` + +!!! Note highlighted lines + Highlighted lines in the above code-block define the Rich handler and belong together. + The formatter "standard" and "file" will belong to the FileHandler. + +Each handler must use one of the defined formatters (by name) - and it's class must be available and a valid logging class. +To actually use a handler - it must be in the "handlers" section inside the "root" segment. +If this section is left out, freqtrade will provide no output (in the non-configured handler, anyway). + +!!! Tip "Explicit log configuration" + We recommend to extract the logging configuration from your main configuration, and provide it to your bot via [multiple configuration files](configuration.md#multiple-configuration-files) functionality. This will avoid unnecessary code duplication. + +--- + On many Linux systems the bot can be configured to send its log messages to `syslog` or `journald` system services. Logging to a remote `syslog` server is also available on Windows. The special values for the `--logfile` command line option can be used for this. + ### Logging to syslog To send Freqtrade log messages to a local or remote `syslog` service use the `"log_config"` setup option to configure logging. From 9d232c4949c22f59ab28c2e0cba1f490443bb6df Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Mar 2025 19:58:34 +0100 Subject: [PATCH 148/237] docs: add log_config to supported log options --- docs/configuration.md | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/configuration.md b/docs/configuration.md index fdddf7cda..f76b9360d 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -282,6 +282,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data.
*Defaults to `feather`*.
**Datatype:** String | `dataformat_trades` | Data format to use to store historical trades data.
*Defaults to `feather`*.
**Datatype:** String | `reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage (and decreasing train/inference timing in FreqAI). (Currently only affects FreqAI use-cases)
**Datatype:** Boolean.
Default: `False`. +| `log_config` | Dictionary containing the log config for python logging. [more info](advanced-setup.md#advanced-logging)
**Datatype:** dict.
Default: `FtRichHandler` ### Parameters in the strategy From 385b39ff66f9bddce1d5f9bfe4c4ff74f2dfe0c2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Mar 2025 20:13:39 +0100 Subject: [PATCH 149/237] docs: enhance logging documentation with links --- docs/advanced-setup.md | 7 +++++-- 1 file changed, 5 insertions(+), 2 deletions(-) diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index b9d87f6d4..365cdfd0f 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -248,7 +248,6 @@ If this section is left out, freqtrade will provide no output (in the non-config On many Linux systems the bot can be configured to send its log messages to `syslog` or `journald` system services. Logging to a remote `syslog` server is also available on Windows. The special values for the `--logfile` command line option can be used for this. - ### Logging to syslog To send Freqtrade log messages to a local or remote `syslog` service use the `"log_config"` setup option to configure logging. @@ -268,7 +267,7 @@ To send Freqtrade log messages to a local or remote `syslog` service use the `"l "syslog": { "class": "logging.handlers.SysLogHandler", "formatter": "syslog_fmt", - // Use one of the other options above as adress instead? + // Use one of the other options above as address instead? "address": "/dev/log" } }, @@ -284,6 +283,8 @@ To send Freqtrade log messages to a local or remote `syslog` service use the `"l } ``` +[Additional log-handlers](#advanced-logging) may need to be configured to for example also have log output in the console. + #### Syslog usage Log messages are send to `syslog` with the `user` facility. So you can see them with the following commands: @@ -370,6 +371,8 @@ To send Freqtrade log messages to `journald` system service, add the following c } ``` +[Additional log-handlers](#advanced-logging) may need to be configured to for example also have log output in the console. + Log messages are send to `journald` with the `user` facility. So you can see them with the following commands: * `journalctl -f` -- shows Freqtrade log messages sent to `journald` along with other log messages fetched by `journald`. From 7e154c6fb67573e14637c14ac88d43df27828930 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Mar 2025 20:17:07 +0100 Subject: [PATCH 150/237] chore: fix too long comment --- freqtrade/configuration/config_schema.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/configuration/config_schema.py b/freqtrade/configuration/config_schema.py index 5376e693d..af48832b8 100644 --- a/freqtrade/configuration/config_schema.py +++ b/freqtrade/configuration/config_schema.py @@ -891,7 +891,10 @@ CONF_SCHEMA = { # based on logging.config documentation # "additionalProperties": { # "type": "object", - # "properties": {"format": {"type": "string"}, "datefmt": {"type": "string"}}, + # "properties": { + # "format": {"type": "string"}, + # "datefmt": {"type": "string"}, + # }, # "required": ["format"], # }, }, From 415e361c661d592baed7a0c65a709b50622d15b2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Mar 2025 20:19:12 +0100 Subject: [PATCH 151/237] docs: fix note syntax --- docs/advanced-setup.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index 365cdfd0f..af040008c 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -233,7 +233,7 @@ The default configuration looks roughly like the below - with the file handler b } ``` -!!! Note highlighted lines +!!! Note "highlighted lines" Highlighted lines in the above code-block define the Rich handler and belong together. The formatter "standard" and "file" will belong to the FileHandler. From 74c837519a3af9f54c622a0f4a56e68b66b3265c Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Mar 2025 20:40:38 +0100 Subject: [PATCH 152/237] chore: don't use deprecated pandas timeperiod --- freqtrade/optimize/optimize_reports/optimize_reports.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py index a798eaf7a..b7fa0e26d 100644 --- a/freqtrade/optimize/optimize_reports/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports/optimize_reports.py @@ -213,7 +213,7 @@ def _get_resample_from_period(period: str) -> str: if period == "month": return "1ME" if period == "year": - return "1Y" + return "1YE" raise ValueError(f"Period {period} is not supported.") From bfd2c3f942b0bea2152a2a6bc66571b6bba5f23c Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 13 Mar 2025 20:43:53 +0100 Subject: [PATCH 153/237] chore: pin freqtrade CI badge to develop branch --- README.md | 2 +- docs/index.md | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/README.md b/README.md index 4a0b8121b..e0eaf55a9 100644 --- a/README.md +++ b/README.md @@ -1,6 +1,6 @@ # ![freqtrade](https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docs/assets/freqtrade_poweredby.svg) -[![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/) +[![Freqtrade CI](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml/badge.svg?branch=develop)](https://github.com/freqtrade/freqtrade/actions/) [![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864) [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop) [![Documentation](https://readthedocs.org/projects/freqtrade/badge/)](https://www.freqtrade.io) diff --git a/docs/index.md b/docs/index.md index 79c60072d..d05fcc2c1 100644 --- a/docs/index.md +++ b/docs/index.md @@ -1,6 +1,6 @@ ![freqtrade](assets/freqtrade_poweredby.svg) -[![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/) +[![Freqtrade CI](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml/badge.svg?branch=develop)](https://github.com/freqtrade/freqtrade/actions/) [![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864) [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop) [![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/freqtrade/freqtrade/maintainability) From 9911d2aa324226c6b79812219540139f506c64d4 Mon Sep 17 00:00:00 2001 From: kowhi <54210721+kowhi@users.noreply.github.com> Date: Sat, 15 Mar 2025 12:23:42 +0800 Subject: [PATCH 154/237] fix the type of the fit_live_predictions_candles field in the config schema --- freqtrade/configuration/config_schema.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/configuration/config_schema.py b/freqtrade/configuration/config_schema.py index f50334938..61726a863 100644 --- a/freqtrade/configuration/config_schema.py +++ b/freqtrade/configuration/config_schema.py @@ -1026,8 +1026,8 @@ CONF_SCHEMA = { "Number of historical candles to use for computing target (label) " "statistics from prediction data, instead of from the training dataset." ), - "type": "boolean", - "default": False, + "type": "integer", + "default": 0, }, "data_kitchen_thread_count": { "description": ( From 5964845265d988af7fcbd2c8fd6758b2c8bf7936 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Mar 2025 07:50:43 +0100 Subject: [PATCH 155/237] chore: Export json schema --- build_helpers/schema.json | 3 +-- freqtrade/configuration/config_schema.py | 1 - 2 files changed, 1 insertion(+), 3 deletions(-) diff --git a/build_helpers/schema.json b/build_helpers/schema.json index 5fb1772c6..ff99fbe78 100644 --- a/build_helpers/schema.json +++ b/build_helpers/schema.json @@ -1417,8 +1417,7 @@ }, "fit_live_predictions_candles": { "description": "Number of historical candles to use for computing target (label) statistics from prediction data, instead of from the training dataset.", - "type": "boolean", - "default": false + "type": "integer" }, "data_kitchen_thread_count": { "description": "Designate the number of threads you want to use for data processing (outlier methods, normalization, etc.).", diff --git a/freqtrade/configuration/config_schema.py b/freqtrade/configuration/config_schema.py index 61726a863..d517048c7 100644 --- a/freqtrade/configuration/config_schema.py +++ b/freqtrade/configuration/config_schema.py @@ -1027,7 +1027,6 @@ CONF_SCHEMA = { "statistics from prediction data, instead of from the training dataset." ), "type": "integer", - "default": 0, }, "data_kitchen_thread_count": { "description": ( From 39288d2e539a62b809c8b5628c43fb002b26141e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 15 Mar 2025 08:30:32 +0100 Subject: [PATCH 156/237] test: Add fixture to prevent having disabled loggers --- tests/conftest.py | 8 ++++++++ tests/test_configuration.py | 1 + tests/test_log_setup.py | 8 +++++++- 3 files changed, 16 insertions(+), 1 deletion(-) diff --git a/tests/conftest.py b/tests/conftest.py index ca382f6ae..b7e766b3e 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -549,6 +549,14 @@ def user_dir(mocker, tmp_path) -> Path: return user_dir +@pytest.fixture() +def keep_log_config_loggers(mocker): + # Mock the _handle_existing_loggers function to prevent it from disabling all loggers. + # This is necessary to keep all loggers active, and avoid random failures if + # this file is ran before the test_rest_client file. + mocker.patch("logging.config._handle_existing_loggers") + + @pytest.fixture(autouse=True) def patch_coingecko(mocker) -> None: """ diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 7ee04e133..6c54ad350 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -614,6 +614,7 @@ def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None: assert log_has("Verbosity set to 3", caplog) +@pytest.mark.usefixtures("keep_log_config_loggers") def test_set_logfile(default_conf, mocker, tmp_path): default_conf["ft_tests_force_logging"] = True patched_configuration_load_config_file(mocker, default_conf) diff --git a/tests/test_log_setup.py b/tests/test_log_setup.py index c8ccf225e..9c3b530bf 100644 --- a/tests/test_log_setup.py +++ b/tests/test_log_setup.py @@ -16,6 +16,7 @@ from freqtrade.loggers.set_log_levels import ( ) +@pytest.mark.usefixtures("keep_log_config_loggers") def test_set_loggers() -> None: # Reset Logging to Debug, otherwise this fails randomly as it's set globally logging.getLogger("requests").setLevel(logging.DEBUG) @@ -62,6 +63,7 @@ def test_set_loggers() -> None: @pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows") +@pytest.mark.usefixtures("keep_log_config_loggers") def test_set_loggers_syslog(): logger = logging.getLogger() orig_handlers = logger.handlers @@ -87,6 +89,7 @@ def test_set_loggers_syslog(): @pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows") +@pytest.mark.usefixtures("keep_log_config_loggers") def test_set_loggers_Filehandler(tmp_path): logger = logging.getLogger() orig_handlers = logger.handlers @@ -114,6 +117,7 @@ def test_set_loggers_Filehandler(tmp_path): @pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows") +@pytest.mark.usefixtures("keep_log_config_loggers") def test_set_loggers_Filehandler_without_permission(tmp_path): logger = logging.getLogger() orig_handlers = logger.handlers @@ -138,7 +142,8 @@ def test_set_loggers_Filehandler_without_permission(tmp_path): @pytest.mark.skip(reason="systemd is not installed on every system, so we're not testing this.") -def test_set_loggers_journald(mocker): +@pytest.mark.usefixtures("keep_log_config_loggers") +def test_set_loggers_journald(): logger = logging.getLogger() orig_handlers = logger.handlers logger.handlers = [] @@ -158,6 +163,7 @@ def test_set_loggers_journald(mocker): logger.handlers = orig_handlers +@pytest.mark.usefixtures("keep_log_config_loggers") def test_set_loggers_journald_importerror(import_fails): logger = logging.getLogger() orig_handlers = logger.handlers From 03dfe4ec45e2b1c5a4c923c57dfaa87e6cecd468 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Mar 2025 09:37:57 +0100 Subject: [PATCH 157/237] feat: add jsonFormatter --- freqtrade/loggers/json_formatter.py | 63 +++++++++++++++++++++++++++++ 1 file changed, 63 insertions(+) create mode 100644 freqtrade/loggers/json_formatter.py diff --git a/freqtrade/loggers/json_formatter.py b/freqtrade/loggers/json_formatter.py new file mode 100644 index 000000000..97fe67b7b --- /dev/null +++ b/freqtrade/loggers/json_formatter.py @@ -0,0 +1,63 @@ +import json +import logging + + +class JsonFormatter(logging.Formatter): + """ + Formatter that outputs JSON strings after parsing the LogRecord. + + @param dict fmt_dict: Key: logging format attribute pairs. Defaults to {"message": "message"}. + @param str time_format: time.strftime() format string. Default: "%Y-%m-%dT%H:%M:%S" + @param str msec_format: Microsecond formatting. Appended at the end. Default: "%s.%03dZ" + """ + + def __init__( + self, + fmt_dict: dict = None, + time_format: str = "%Y-%m-%dT%H:%M:%S", + msec_format: str = "%s.%03dZ", + ): + print(fmt_dict) + self.fmt_dict = fmt_dict if fmt_dict is not None else {"message": "message"} + self.default_time_format = time_format + self.default_msec_format = msec_format + self.datefmt = None + + def usesTime(self) -> bool: + """ + Look for the attribute in the format dict values instead of the fmt string. + """ + return "asctime" in self.fmt_dict.values() + + def formatMessage(self, record) -> dict: + """ + Return a dictionary of the relevant LogRecord attributes instead of a string. + KeyError is raised if an unknown attribute is provided in the fmt_dict. + """ + return {fmt_key: record.__dict__[fmt_val] for fmt_key, fmt_val in self.fmt_dict.items()} + + def format(self, record) -> str: + """ + Mostly the same as the parent's class method, the difference being that a dict is + manipulated and dumped as JSON instead of a string. + """ + record.message = record.getMessage() + + if self.usesTime(): + record.asctime = self.formatTime(record, self.datefmt) + + message_dict = self.formatMessage(record) + + if record.exc_info: + # Cache the traceback text to avoid converting it multiple times + # (it's constant anyway) + if not record.exc_text: + record.exc_text = self.formatException(record.exc_info) + + if record.exc_text: + message_dict["exc_info"] = record.exc_text + + if record.stack_info: + message_dict["stack_info"] = self.formatStack(record.stack_info) + + return json.dumps(message_dict, default=str) From da53b5d1159a7b56aa746a61fd13b6ef87221ea4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Mar 2025 09:43:23 +0100 Subject: [PATCH 158/237] docs: document logging JSON format --- docs/advanced-setup.md | 43 ++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 43 insertions(+) diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index af040008c..b7ab86eac 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -386,3 +386,46 @@ On many systems `syslog` (`rsyslog`) fetches data from `journald` (and vice vers To send Freqtrade log messages to `journald` system service use the `--logfile` command line option with the value in the following format: `--logfile journald` -- send log messages to `journald`. + +### Log format as JSON + +You can also configure the default output stream to use JSON format instead. +The "fmt_dict" attribute defines the keys for the json output - as well as the [python logging LogRecord attributes](https://docs.python.org/3/library/logging.html#logrecord-attributes). + +The below configuration will change the default output to JSON. The same formatter could however also be used in combination with the `RotatingFileHandler`. +We recommend to keep one format in human readable form. + +``` json +{ + // ... + "log_config": { + "version": 1, + "formatters": { + "json": { + "()": "freqtrade.loggers.json_formatter.JsonFormatter", + "fmt_dict": { + "timestamp": "asctime", + "level": "levelname", + "logger": "name", + "message": "message" + } + } + }, + "handlers": { + // Other handlers? + "jsonStream": { + "class": "logging.StreamHandler", + "formatter": "json" + } + }, + "root": { + "handlers": [ + // .. + "jsonStream", + + ] + } + + } +} +``` From 7db62689c41b874b931b52f5f1a6b7645c27396b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Mar 2025 09:50:58 +0100 Subject: [PATCH 159/237] test: add test for json formatter --- freqtrade/loggers/json_formatter.py | 1 - tests/test_log_setup.py | 51 +++++++++++++++++++++++++++++ 2 files changed, 51 insertions(+), 1 deletion(-) diff --git a/freqtrade/loggers/json_formatter.py b/freqtrade/loggers/json_formatter.py index 97fe67b7b..ac4e2fbb5 100644 --- a/freqtrade/loggers/json_formatter.py +++ b/freqtrade/loggers/json_formatter.py @@ -17,7 +17,6 @@ class JsonFormatter(logging.Formatter): time_format: str = "%Y-%m-%dT%H:%M:%S", msec_format: str = "%s.%03dZ", ): - print(fmt_dict) self.fmt_dict = fmt_dict if fmt_dict is not None else {"message": "message"} self.default_time_format = time_format self.default_msec_format = msec_format diff --git a/tests/test_log_setup.py b/tests/test_log_setup.py index 9c3b530bf..169a65005 100644 --- a/tests/test_log_setup.py +++ b/tests/test_log_setup.py @@ -1,4 +1,5 @@ import logging +import re import sys import pytest @@ -179,6 +180,56 @@ def test_set_loggers_journald_importerror(import_fails): logger.handlers = orig_handlers +@pytest.mark.usefixtures("keep_log_config_loggers") +def test_set_loggers_json_format(capsys): + logger = logging.getLogger() + orig_handlers = logger.handlers + logger.handlers = [] + + config = { + "ft_tests_force_logging": True, + "verbosity": 2, + "log_config": { + "version": 1, + "formatters": { + "json": { + "()": "freqtrade.loggers.json_formatter.JsonFormatter", + "fmt_dict": { + "timestamp": "asctime", + "level": "levelname", + "logger": "name", + "message": "message", + }, + } + }, + "handlers": { + "json": { + "class": "logging.StreamHandler", + "formatter": "json", + } + }, + "root": { + "handlers": ["json"], + "level": "DEBUG", + }, + }, + } + + setup_logging_pre() + setup_logging(config) + assert len(logger.handlers) == 2 + assert [x for x in logger.handlers if type(x).__name__ == "StreamHandler"] + assert [x for x in logger.handlers if isinstance(x, FTBufferingHandler)] + + logger.info("Test message") + + captured = capsys.readouterr() + assert re.search(r'{"timestamp": ".*"Test message".*', captured.err) + + # reset handlers to not break pytest + logger.handlers = orig_handlers + + def test_reduce_verbosity(): setup_logging_pre() reduce_verbosity_for_bias_tester() From 24e94cfaa7b762d20a8360237569a50c0da16a10 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Mar 2025 09:54:21 +0100 Subject: [PATCH 160/237] feat: Improved default fmt_dict for json formatter --- freqtrade/loggers/json_formatter.py | 20 ++++++++++++++++---- 1 file changed, 16 insertions(+), 4 deletions(-) diff --git a/freqtrade/loggers/json_formatter.py b/freqtrade/loggers/json_formatter.py index ac4e2fbb5..a74922a41 100644 --- a/freqtrade/loggers/json_formatter.py +++ b/freqtrade/loggers/json_formatter.py @@ -13,11 +13,20 @@ class JsonFormatter(logging.Formatter): def __init__( self, - fmt_dict: dict = None, + fmt_dict: dict | None = None, time_format: str = "%Y-%m-%dT%H:%M:%S", msec_format: str = "%s.%03dZ", ): - self.fmt_dict = fmt_dict if fmt_dict is not None else {"message": "message"} + self.fmt_dict = ( + fmt_dict + if fmt_dict is not None + else { + "timestamp": "asctime", + "level": "levelname", + "logger": "name", + "message": "message", + } + ) self.default_time_format = time_format self.default_msec_format = msec_format self.datefmt = None @@ -28,7 +37,10 @@ class JsonFormatter(logging.Formatter): """ return "asctime" in self.fmt_dict.values() - def formatMessage(self, record) -> dict: + def formatMessage(self, record) -> str: + raise NotImplementedError() + + def formatMessageDict(self, record) -> dict: """ Return a dictionary of the relevant LogRecord attributes instead of a string. KeyError is raised if an unknown attribute is provided in the fmt_dict. @@ -45,7 +57,7 @@ class JsonFormatter(logging.Formatter): if self.usesTime(): record.asctime = self.formatTime(record, self.datefmt) - message_dict = self.formatMessage(record) + message_dict = self.formatMessageDict(record) if record.exc_info: # Cache the traceback text to avoid converting it multiple times From 55dc2d4bf431034bb4085b026efb0ecda7431bf1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Mar 2025 13:07:52 +0100 Subject: [PATCH 161/237] chore: update watch reuse log message --- freqtrade/exchange/exchange.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 14b801bef..3a5974a8b 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -2441,8 +2441,8 @@ class Exchange: return self._exchange_ws.get_ohlcv(pair, timeframe, candle_type, candle_ts) logger.info( - f"Failed to reuse watch {pair}, {timeframe}, {candle_ts < last_refresh_time}," - f" {candle_ts}, {last_refresh_time}, " + f"Couldn't reuse watch for {pair}, {timeframe}, falling back to REST api. " + f"{candle_ts < last_refresh_time}, {candle_ts}, {last_refresh_time}, " f"{format_ms_time(candle_ts)}, {format_ms_time(last_refresh_time)} " ) From 623f27341f660a8b79fcb55ae7f2542ef69764a6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Mar 2025 13:21:10 +0100 Subject: [PATCH 162/237] chore: simplify telegram safety wrapper --- freqtrade/rpc/telegram.py | 9 +++------ 1 file changed, 3 insertions(+), 6 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 5b4982346..dd42ed12a 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -101,12 +101,9 @@ def authorized_only(command_handler: Callable[..., Coroutine[Any, Any, None]]): update = kwargs.get("update") or args[0] # Reject unauthorized messages - if update.callback_query: - cchat_id = int(update.callback_query.message.chat.id) - ctopic_id = update.callback_query.message.message_thread_id - else: - cchat_id = int(update.message.chat_id) - ctopic_id = update.message.message_thread_id + message = update.message if update.callback_query is None else update.callback_query.message + cchat_id = int(message.chat_id) + ctopic_id = message.message_thread_id chat_id = int(self._config["telegram"]["chat_id"]) if cchat_id != chat_id: From d543feb03272ad8e273f47c2461c6136b9d15614 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Mar 2025 13:42:15 +0100 Subject: [PATCH 163/237] tests: simplify telegram test setup --- tests/rpc/test_rpc_telegram.py | 34 ++++++++++++++++++++-------------- 1 file changed, 20 insertions(+), 14 deletions(-) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 1882e09c4..92d152c83 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -6,7 +6,7 @@ import asyncio import logging import re import threading -from datetime import datetime, timedelta, timezone +from datetime import timedelta from functools import reduce from random import choice, randint from string import ascii_uppercase @@ -16,7 +16,7 @@ import pytest import time_machine from pandas import DataFrame from sqlalchemy import select -from telegram import Chat, Message, ReplyKeyboardMarkup, Update +from telegram import Chat, Message, ReplyKeyboardMarkup, Update, User from telegram.error import BadRequest, NetworkError, TelegramError from freqtrade import __version__ @@ -67,7 +67,12 @@ def default_conf(default_conf) -> dict: @pytest.fixture def update(): - message = Message(0, datetime.now(timezone.utc), Chat(1235, 0)) + message = Message( + 0, + dt_now(), + Chat(1235, 0), + from_user=User(5432, "test", is_bot=False), + ) _update = Update(0, message=message) return _update @@ -232,8 +237,12 @@ async def test_authorized_only(default_conf, mocker, caplog, update) -> None: async def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None: patch_exchange(mocker) caplog.set_level(logging.DEBUG) - chat = Chat(0xDEADBEEF, 0) - message = Message(randint(1, 100), datetime.now(timezone.utc), chat) + message = Message( + randint(1, 100), + dt_now(), + Chat(0xDEADBEEF, 0), + from_user=User(5432, "test", is_bot=False), + ) update = Update(randint(1, 100), message=message) default_conf["telegram"]["enabled"] = False @@ -638,7 +647,7 @@ async def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time assert msg_mock.call_count == 1 assert "Daily Profit over the last 2 days:" in msg_mock.call_args_list[0][0][0] assert "Day " in msg_mock.call_args_list[0][0][0] - assert str(datetime.now(timezone.utc).date()) in msg_mock.call_args_list[0][0][0] + assert str(dt_now().date()) in msg_mock.call_args_list[0][0][0] assert " 6.83 USDT" in msg_mock.call_args_list[0][0][0] assert " 7.51 USD" in msg_mock.call_args_list[0][0][0] assert "(2)" in msg_mock.call_args_list[0][0][0] @@ -651,11 +660,8 @@ async def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time await telegram._daily(update=update, context=context) assert msg_mock.call_count == 1 assert "Daily Profit over the last 7 days:" in msg_mock.call_args_list[0][0][0] - assert str(datetime.now(timezone.utc).date()) in msg_mock.call_args_list[0][0][0] - assert ( - str((datetime.now(timezone.utc) - timedelta(days=5)).date()) - in msg_mock.call_args_list[0][0][0] - ) + assert str(dt_now().date()) in msg_mock.call_args_list[0][0][0] + assert str((dt_now() - timedelta(days=5)).date()) in msg_mock.call_args_list[0][0][0] assert " 6.83 USDT" in msg_mock.call_args_list[0][0][0] assert " 7.51 USD" in msg_mock.call_args_list[0][0][0] assert "(2)" in msg_mock.call_args_list[0][0][0] @@ -725,7 +731,7 @@ async def test_weekly_handle(default_conf_usdt, update, ticker, fee, mocker, tim in msg_mock.call_args_list[0][0][0] ) assert "Monday " in msg_mock.call_args_list[0][0][0] - today = datetime.now(timezone.utc).date() + today = dt_now().date() first_iso_day_of_current_week = today - timedelta(days=today.weekday()) assert str(first_iso_day_of_current_week) in msg_mock.call_args_list[0][0][0] assert " 2.74 USDT" in msg_mock.call_args_list[0][0][0] @@ -793,7 +799,7 @@ async def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, ti assert msg_mock.call_count == 1 assert "Monthly Profit over the last 2 months:" in msg_mock.call_args_list[0][0][0] assert "Month " in msg_mock.call_args_list[0][0][0] - today = datetime.now(timezone.utc).date() + today = dt_now().date() current_month = f"{today.year}-{today.month:02} " assert current_month in msg_mock.call_args_list[0][0][0] assert " 2.74 USDT" in msg_mock.call_args_list[0][0][0] @@ -898,7 +904,7 @@ async def test_telegram_profit_handle( trade.orders.append(oobj) trade.update_trade(oobj) - trade.close_date = datetime.now(timezone.utc) + trade.close_date = dt_now() trade.is_open = False Trade.commit() From a95c3ace929213781c6d04de273a77645f4796d3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Mar 2025 13:44:23 +0100 Subject: [PATCH 164/237] feat: add authorized_users support for telegram --- freqtrade/rpc/telegram.py | 16 ++++++++++++---- 1 file changed, 12 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index dd42ed12a..82d3c6bad 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -25,6 +25,7 @@ from telegram import ( InlineKeyboardButton, InlineKeyboardMarkup, KeyboardButton, + Message, ReplyKeyboardMarkup, Update, ) @@ -98,12 +99,15 @@ def authorized_only(command_handler: Callable[..., Coroutine[Any, Any, None]]): @wraps(command_handler) async def wrapper(self, *args, **kwargs): """Decorator logic""" - update = kwargs.get("update") or args[0] + update: Update = kwargs.get("update") or args[0] # Reject unauthorized messages - message = update.message if update.callback_query is None else update.callback_query.message - cchat_id = int(message.chat_id) - ctopic_id = message.message_thread_id + message: Message = ( + update.message if update.callback_query is None else update.callback_query.message + ) + cchat_id: int = int(message.chat_id) + ctopic_id: int | None = message.message_thread_id + from_user_id: str = str(update.effective_user.id) chat_id = int(self._config["telegram"]["chat_id"]) if cchat_id != chat_id: @@ -115,6 +119,10 @@ def authorized_only(command_handler: Callable[..., Coroutine[Any, Any, None]]): logger.debug(f"Rejected message from wrong channel: {cchat_id}, {ctopic_id}") return None + authorized = self._config["telegram"].get("authorized_users", []) + if authorized and from_user_id not in authorized: + logger.info(f"Unauthorized user tried to control the bot: {from_user_id}") + return None # Rollback session to avoid getting data stored in a transaction. Trade.rollback() logger.debug("Executing handler: %s for chat_id: %s", command_handler.__name__, chat_id) From 7255beddea8e3e93b188b7a2b916bd2079b89f01 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Mar 2025 13:47:59 +0100 Subject: [PATCH 165/237] chore: improved null check --- freqtrade/rpc/telegram.py | 8 +++++--- 1 file changed, 5 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 82d3c6bad..4fda45516 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -119,8 +119,8 @@ def authorized_only(command_handler: Callable[..., Coroutine[Any, Any, None]]): logger.debug(f"Rejected message from wrong channel: {cchat_id}, {ctopic_id}") return None - authorized = self._config["telegram"].get("authorized_users", []) - if authorized and from_user_id not in authorized: + authorized = self._config["telegram"].get("authorized_users", None) + if authorized is not None and from_user_id not in authorized: logger.info(f"Unauthorized user tried to control the bot: {from_user_id}") return None # Rollback session to avoid getting data stored in a transaction. @@ -2158,6 +2158,7 @@ class Telegram(RPCHandler): return chat_id = update.message.chat_id topic_id = update.message.message_thread_id + user_id = update.message.from_user.id if topic_id is not None else None msg = f"""Freqtrade Bot Info: ```json @@ -2165,7 +2166,8 @@ class Telegram(RPCHandler): "enabled": true, "token": "********", "chat_id": "{chat_id}", - {f'"topic_id": "{topic_id}"' if topic_id else ""} + {f'"topic_id": "{topic_id}",' if topic_id else ""} + {f'//"authorized_users": ["{user_id}"]' if topic_id else ""} }} ``` """ From 39903d521e5c45080977cc3f1a0235c0cf608f15 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Mar 2025 13:48:22 +0100 Subject: [PATCH 166/237] docs: add authorized_users to documentation closes #11504 --- docs/telegram-usage.md | 13 +++++++++++++ 1 file changed, 13 insertions(+) diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index 946686b1c..c7c434140 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -81,6 +81,19 @@ Without this, the bot will always respond to the general channel in the group if Similar to the group-id - you can use `/tg_info` from the topic/thread to get the correct topic-id. +#### Authorized users + +For groups, it can be useful to limit who can send commands to the bot. + +If `"authorized_users": []` is present and empty, no user will be allowed to control the bot. +In the below example, only the user with the id "1234567" is allowed to control the bot - all other users will only be able to receive messages. + +```json + "chat_id": "-1001332619709", + "topic_id": "3", + "authorized_users": ["1234567"] +``` + ## Control telegram noise Freqtrade provides means to control the verbosity of your telegram bot. From f3aac3d66d1db8e23cf264b121af4b499e243fb6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Mar 2025 13:48:50 +0100 Subject: [PATCH 167/237] feat: add authorized-users key to config schema --- build_helpers/schema.json | 8 ++++++++ freqtrade/configuration/config_schema.py | 6 ++++++ 2 files changed, 14 insertions(+) diff --git a/build_helpers/schema.json b/build_helpers/schema.json index ff99fbe78..1d71184b1 100644 --- a/build_helpers/schema.json +++ b/build_helpers/schema.json @@ -613,6 +613,14 @@ "description": "Telegram topic ID - only applicable for group chats", "type": "string" }, + "authorized_users": { + "description": "Authorized users for the bot.", + "type": "array", + "items": { + "type": "string" + }, + "uniqueItems": true + }, "allow_custom_messages": { "description": "Allow sending custom messages from the Strategy.", "type": "boolean", diff --git a/freqtrade/configuration/config_schema.py b/freqtrade/configuration/config_schema.py index d517048c7..0ef37027d 100644 --- a/freqtrade/configuration/config_schema.py +++ b/freqtrade/configuration/config_schema.py @@ -471,6 +471,12 @@ CONF_SCHEMA = { "description": "Telegram topic ID - only applicable for group chats", "type": "string", }, + "authorized_users": { + "description": "Authorized users for the bot.", + "type": "array", + "items": {"type": "string"}, + "uniqueItems": True, + }, "allow_custom_messages": { "description": "Allow sending custom messages from the Strategy.", "type": "boolean", From 5d3c764e279916e123bc836c89c550a3d4add8d5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Mar 2025 14:00:17 +0100 Subject: [PATCH 168/237] test for authorized_users telegram functionality closes #11503 --- tests/rpc/test_rpc_telegram.py | 36 ++++++++++++++++++++++++++++++++++ 1 file changed, 36 insertions(+) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 92d152c83..6c222dc7a 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -258,6 +258,42 @@ async def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> Non assert not log_has("Exception occurred within Telegram module", caplog) +async def test_authorized_users(default_conf, mocker, caplog, update) -> None: + patch_exchange(mocker) + caplog.set_level(logging.DEBUG) + default_conf["telegram"]["enabled"] = False + default_conf["telegram"]["authorized_users"] = ["5432"] + bot = FreqtradeBot(default_conf) + rpc = RPC(bot) + dummy = DummyCls(rpc, default_conf) + + await dummy.dummy_handler(update=update, context=MagicMock()) + assert dummy.state["called"] is True + assert log_has("Executing handler: dummy_handler for chat_id: 1235", caplog) + caplog.clear() + # Test empty case + default_conf["telegram"]["authorized_users"] = [] + dummy1 = DummyCls(rpc, default_conf) + await dummy1.dummy_handler(update=update, context=MagicMock()) + assert dummy1.state["called"] is False + assert log_has_re(r"Unauthorized user tried to .*5432", caplog) + caplog.clear() + # Test wrong user + default_conf["telegram"]["authorized_users"] = ["1234"] + dummy1 = DummyCls(rpc, default_conf) + await dummy1.dummy_handler(update=update, context=MagicMock()) + assert dummy1.state["called"] is False + assert log_has_re(r"Unauthorized user tried to .*5432", caplog) + caplog.clear() + + # Test reverse case again + default_conf["telegram"]["authorized_users"] = ["5432"] + dummy1 = DummyCls(rpc, default_conf) + await dummy1.dummy_handler(update=update, context=MagicMock()) + assert dummy1.state["called"] is True + assert not log_has_re(r"Unauthorized user tried to .*5432", caplog) + + async def test_authorized_only_exception(default_conf, mocker, caplog, update) -> None: patch_exchange(mocker) From 17b161cb0371ecf7d6692d4a6f92d87d4f20e6fc Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 16 Mar 2025 14:00:25 +0100 Subject: [PATCH 169/237] chore: improve types in telegram --- freqtrade/rpc/telegram.py | 12 +++++++----- 1 file changed, 7 insertions(+), 5 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 4fda45516..faf7a5530 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -97,9 +97,9 @@ def authorized_only(command_handler: Callable[..., Coroutine[Any, Any, None]]): """ @wraps(command_handler) - async def wrapper(self, *args, **kwargs): + async def wrapper(self, *args, **kwargs) -> None: """Decorator logic""" - update: Update = kwargs.get("update") or args[0] + update = kwargs.get("update") or args[0] # Reject unauthorized messages message: Message = ( @@ -107,7 +107,7 @@ def authorized_only(command_handler: Callable[..., Coroutine[Any, Any, None]]): ) cchat_id: int = int(message.chat_id) ctopic_id: int | None = message.message_thread_id - from_user_id: str = str(update.effective_user.id) + from_user_id: str = str(update.effective_user.id if update.effective_user else "") chat_id = int(self._config["telegram"]["chat_id"]) if cchat_id != chat_id: @@ -2158,7 +2158,9 @@ class Telegram(RPCHandler): return chat_id = update.message.chat_id topic_id = update.message.message_thread_id - user_id = update.message.from_user.id if topic_id is not None else None + user_id = ( + update.effective_user.id if topic_id is not None and update.effective_user else None + ) msg = f"""Freqtrade Bot Info: ```json @@ -2167,7 +2169,7 @@ class Telegram(RPCHandler): "token": "********", "chat_id": "{chat_id}", {f'"topic_id": "{topic_id}",' if topic_id else ""} - {f'//"authorized_users": ["{user_id}"]' if topic_id else ""} + {f'//"authorized_users": ["{user_id}"]' if topic_id and user_id else ""} }} ``` """ From a47ed1dbdb3182385712781ba0226c53f9f798d3 Mon Sep 17 00:00:00 2001 From: mrpabloyeah Date: Sun, 16 Mar 2025 14:17:40 +0100 Subject: [PATCH 170/237] Add relevant metrics to backtest breakdowns (fix 3) --- freqtrade/optimize/optimize_reports/bt_output.py | 6 +++--- freqtrade/optimize/optimize_reports/optimize_reports.py | 2 +- tests/optimize/test_optimize_reports.py | 2 +- 3 files changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/optimize/optimize_reports/bt_output.py b/freqtrade/optimize/optimize_reports/bt_output.py index 5105a958e..9bc35f1f9 100644 --- a/freqtrade/optimize/optimize_reports/bt_output.py +++ b/freqtrade/optimize/optimize_reports/bt_output.py @@ -140,10 +140,10 @@ def text_table_periodic_breakdown( output = [ [ d["date"], - d["trades"], + d.get('trades', 'N/A'), fmt_coin(d["profit_abs"], stake_currency, False), - d["profit_factor"], - generate_wins_draws_losses(d["wins"], d["draws"], d["losses"]), + d.get('profit_factor', 'N/A'), + generate_wins_draws_losses(d["wins"], d["draws"], d['loses']), ] for d in days_breakdown_stats ] diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py index d55769058..de86d370b 100644 --- a/freqtrade/optimize/optimize_reports/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports/optimize_reports.py @@ -243,7 +243,7 @@ def generate_periodic_breakdown_stats( "profit_abs": profit_abs, "wins": wins, "draws": draws, - "losses": losses, + "loses": losses, "trades": trades, "profit_factor": round(profit_factor, 2), } diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index d0c970b33..5459f76f5 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -587,7 +587,7 @@ def test_generate_periodic_breakdown_stats(testdatadir): day = res[0] assert "date" in day assert "draws" in day - assert "losses" in day + assert "loses" in day assert "wins" in day assert "profit_abs" in day From 55301b8d0c1afe4e2710210e8f117c636768f3b5 Mon Sep 17 00:00:00 2001 From: mrpabloyeah Date: Sun, 16 Mar 2025 14:25:32 +0100 Subject: [PATCH 171/237] Add relevant metrics to backtest breakdowns (fix 4) --- freqtrade/optimize/optimize_reports/bt_output.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/optimize_reports/bt_output.py b/freqtrade/optimize/optimize_reports/bt_output.py index 9bc35f1f9..40be6bf92 100644 --- a/freqtrade/optimize/optimize_reports/bt_output.py +++ b/freqtrade/optimize/optimize_reports/bt_output.py @@ -140,10 +140,10 @@ def text_table_periodic_breakdown( output = [ [ d["date"], - d.get('trades', 'N/A'), + d.get("trades", "N/A"), fmt_coin(d["profit_abs"], stake_currency, False), - d.get('profit_factor', 'N/A'), - generate_wins_draws_losses(d["wins"], d["draws"], d['loses']), + d.get("profit_factor", "N/A"), + generate_wins_draws_losses(d["wins"], d["draws"], d["loses"]), ] for d in days_breakdown_stats ] From ddd2e2cc3bf074a324fbd43323da9d8b14a71c1b Mon Sep 17 00:00:00 2001 From: mrpabloyeah Date: Sun, 16 Mar 2025 18:20:38 +0100 Subject: [PATCH 172/237] Add relevant metrics to backtest breakdowns (fix 5) --- freqtrade/optimize/optimize_reports/bt_output.py | 2 +- freqtrade/optimize/optimize_reports/optimize_reports.py | 2 +- tests/optimize/test_optimize_reports.py | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/optimize_reports/bt_output.py b/freqtrade/optimize/optimize_reports/bt_output.py index 40be6bf92..6f5cb1aec 100644 --- a/freqtrade/optimize/optimize_reports/bt_output.py +++ b/freqtrade/optimize/optimize_reports/bt_output.py @@ -143,7 +143,7 @@ def text_table_periodic_breakdown( d.get("trades", "N/A"), fmt_coin(d["profit_abs"], stake_currency, False), d.get("profit_factor", "N/A"), - generate_wins_draws_losses(d["wins"], d["draws"], d["loses"]), + generate_wins_draws_losses(d["wins"], d["draws"], d.get("losses", d.get("loses", 0))), ] for d in days_breakdown_stats ] diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py index de86d370b..d55769058 100644 --- a/freqtrade/optimize/optimize_reports/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports/optimize_reports.py @@ -243,7 +243,7 @@ def generate_periodic_breakdown_stats( "profit_abs": profit_abs, "wins": wins, "draws": draws, - "loses": losses, + "losses": losses, "trades": trades, "profit_factor": round(profit_factor, 2), } diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 5459f76f5..d0c970b33 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -587,7 +587,7 @@ def test_generate_periodic_breakdown_stats(testdatadir): day = res[0] assert "date" in day assert "draws" in day - assert "loses" in day + assert "losses" in day assert "wins" in day assert "profit_abs" in day From 93cbbbbe31bd0b704903bb7d773805ae29e28f78 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 17 Mar 2025 03:55:22 +0000 Subject: [PATCH 173/237] chore(deps): bump mkdocs-material in the mkdocs group Bumps the mkdocs group with 1 update: [mkdocs-material](https://github.com/squidfunk/mkdocs-material). Updates `mkdocs-material` from 9.6.7 to 9.6.8 - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/9.6.7...9.6.8) --- updated-dependencies: - dependency-name: mkdocs-material dependency-type: direct:production update-type: version-update:semver-patch dependency-group: mkdocs ... Signed-off-by: dependabot[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 60e6666ba..1b019c5a2 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,6 +1,6 @@ markdown==3.7 mkdocs==1.6.1 -mkdocs-material==9.6.7 +mkdocs-material==9.6.8 mdx_truly_sane_lists==1.3 pymdown-extensions==10.14.3 jinja2==3.1.6 From 331c6beafc421bdc26e197c548c0f062e612321b Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 17 Mar 2025 03:55:37 +0000 Subject: [PATCH 174/237] chore(deps): bump filelock from 3.17.0 to 3.18.0 Bumps [filelock](https://github.com/tox-dev/py-filelock) from 3.17.0 to 3.18.0. - [Release notes](https://github.com/tox-dev/py-filelock/releases) - [Changelog](https://github.com/tox-dev/filelock/blob/main/docs/changelog.rst) - [Commits](https://github.com/tox-dev/py-filelock/compare/3.17.0...3.18.0) --- updated-dependencies: - dependency-name: filelock dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] --- requirements-hyperopt.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index d467669d3..2a326d654 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -5,4 +5,4 @@ scipy==1.15.2 scikit-learn==1.6.1 ft-scikit-optimize==0.9.2 -filelock==3.17.0 +filelock==3.18.0 From 7de9e2c4b6893eb0ea0959bc28d9c07f00ec83f7 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 17 Mar 2025 03:56:01 +0000 Subject: [PATCH 175/237] chore(deps): bump python-telegram-bot from 21.11.1 to 22.0 Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 21.11.1 to 22.0. - [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases) - [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v21.11.1...v22.0) --- updated-dependencies: - dependency-name: python-telegram-bot dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 228ba83a9..2a0d6c0c8 100644 --- a/requirements.txt +++ b/requirements.txt @@ -8,7 +8,7 @@ ccxt==4.4.65 cryptography==44.0.2 aiohttp==3.9.5 SQLAlchemy==2.0.38 -python-telegram-bot==21.11.1 +python-telegram-bot==22.0 # can't be hard-pinned due to telegram-bot pinning httpx with ~ httpx>=0.24.1 humanize==4.12.1 From ba38f8120c42ea04df1dd373a4bd9207a211296b Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 17 Mar 2025 03:56:11 +0000 Subject: [PATCH 176/237] chore(deps-dev): bump ruff from 0.9.10 to 0.11.0 Bumps [ruff](https://github.com/astral-sh/ruff) from 0.9.10 to 0.11.0. - [Release notes](https://github.com/astral-sh/ruff/releases) - [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md) - [Commits](https://github.com/astral-sh/ruff/compare/0.9.10...0.11.0) --- updated-dependencies: - dependency-name: ruff dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index 25c299a36..df9196d82 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -7,7 +7,7 @@ -r docs/requirements-docs.txt coveralls==4.0.1 -ruff==0.9.10 +ruff==0.11.0 mypy==1.15.0 pre-commit==4.1.0 pytest==8.3.5 From 4f218e4fb2c79f2adc9b17940f883d96a5581e21 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 17 Mar 2025 05:33:48 +0000 Subject: [PATCH 177/237] chore(deps): bump sqlalchemy from 2.0.38 to 2.0.39 Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 2.0.38 to 2.0.39. - [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases) - [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/main/CHANGES.rst) - [Commits](https://github.com/sqlalchemy/sqlalchemy/commits) --- updated-dependencies: - dependency-name: sqlalchemy dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 2a0d6c0c8..a2e000505 100644 --- a/requirements.txt +++ b/requirements.txt @@ -7,7 +7,7 @@ pandas-ta==0.3.14b ccxt==4.4.65 cryptography==44.0.2 aiohttp==3.9.5 -SQLAlchemy==2.0.38 +SQLAlchemy==2.0.39 python-telegram-bot==22.0 # can't be hard-pinned due to telegram-bot pinning httpx with ~ httpx>=0.24.1 From 0e6cd72edd47205cf182151b99a30e5ca7a5ea0c Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 17 Mar 2025 05:34:06 +0000 Subject: [PATCH 178/237] chore(deps): bump ccxt from 4.4.65 to 4.4.68 Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.4.65 to 4.4.68. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md) - [Commits](https://github.com/ccxt/ccxt/compare/v4.4.65...v4.4.68) --- updated-dependencies: - dependency-name: ccxt dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 2a0d6c0c8..a48453c3a 100644 --- a/requirements.txt +++ b/requirements.txt @@ -4,7 +4,7 @@ bottleneck==1.4.2 numexpr==2.10.2 pandas-ta==0.3.14b -ccxt==4.4.65 +ccxt==4.4.68 cryptography==44.0.2 aiohttp==3.9.5 SQLAlchemy==2.0.38 From 33164ec04104424aa76090e25a26bd20106f5008 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 17 Mar 2025 06:35:29 +0100 Subject: [PATCH 179/237] chore: bump sqlalchemy in pre-commit config --- .pre-commit-config.yaml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml index 74629a630..72d9c5136 100644 --- a/.pre-commit-config.yaml +++ b/.pre-commit-config.yaml @@ -19,7 +19,7 @@ repos: - types-requests==2.32.0.20250306 - types-tabulate==0.9.0.20241207 - types-python-dateutil==2.9.0.20241206 - - SQLAlchemy==2.0.38 + - SQLAlchemy==2.0.39 # stages: [push] - repo: https://github.com/pycqa/isort From fddceb2572434294835d5346bf743db764315802 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 17 Mar 2025 17:55:33 +0100 Subject: [PATCH 180/237] chore: pin ccxt version to more recent number --- pyproject.toml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/pyproject.toml b/pyproject.toml index 91187cccd..8ee9818b8 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -29,7 +29,7 @@ classifiers = [ dependencies = [ # from requirements.txt - "ccxt>=4.3.24", + "ccxt>=4.4.60", "SQLAlchemy>=2.0.6", "python-telegram-bot>=20.1", "humanize>=4.0.0", From eec16cfc8adc8a1d8afb079e705f73dd7805fb54 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 17 Mar 2025 14:58:16 -0400 Subject: [PATCH 181/237] chore: move list_custom_data closer to trades related functions --- ft_client/freqtrade_client/ft_rest_client.py | 28 ++++++++++---------- 1 file changed, 14 insertions(+), 14 deletions(-) diff --git a/ft_client/freqtrade_client/ft_rest_client.py b/ft_client/freqtrade_client/ft_rest_client.py index 1758e1f03..dfdbb0a6a 100755 --- a/ft_client/freqtrade_client/ft_rest_client.py +++ b/ft_client/freqtrade_client/ft_rest_client.py @@ -269,6 +269,20 @@ class FtRestClient: params["offset"] = offset return self._get("trades", params) + def list_custom_data(self, trade_id=None, key=None): + """Lists custom_data of the running bot. + + :param tradeid: Optional keyword argument - Id of the trade + + :return: json object + """ + params = {} + trade_id = -1 + if trade_id is not None: + params["trade_id"] = trade_id + + return self._get("trades/{tradeid}/custom_data", params=params) + def trade(self, trade_id): """Return specific trade @@ -484,17 +498,3 @@ class FtRestClient: :return: json object """ return self._get("health") - - def list_custom_data(self, trade_id=None, key=None): - """Lists custom_data of the running bot. - - :param tradeid: Optional keyword argument - Id of the trade - - :return: json object - """ - params = {} - trade_id = -1 - if trade_id is not None: - params["trade_id"] = trade_id - - return self._get("trades/{tradeid}/custom_data", params=params) From 484943a640d3eb920afb835f5041b7d58fa0442e Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 17 Mar 2025 15:05:58 -0400 Subject: [PATCH 182/237] feat: set trade_id as required param in list_custom_data, add key as optional --- ft_client/freqtrade_client/ft_rest_client.py | 13 +++++++------ 1 file changed, 7 insertions(+), 6 deletions(-) diff --git a/ft_client/freqtrade_client/ft_rest_client.py b/ft_client/freqtrade_client/ft_rest_client.py index dfdbb0a6a..5b5f3acf2 100755 --- a/ft_client/freqtrade_client/ft_rest_client.py +++ b/ft_client/freqtrade_client/ft_rest_client.py @@ -269,17 +269,18 @@ class FtRestClient: params["offset"] = offset return self._get("trades", params) - def list_custom_data(self, trade_id=None, key=None): - """Lists custom_data of the running bot. + def list_custom_data(self, trade_id, key=None): + """List custom_data of the running bot for specific trade. - :param tradeid: Optional keyword argument - Id of the trade + :param tradeid: keyword argument - Id of the trade + :param key: Optional keyword argument - key of the custom-data :return: json object """ params = {} - trade_id = -1 - if trade_id is not None: - params["trade_id"] = trade_id + params["trade_id"] = trade_id + if key is not None: + params["key"] = key return self._get("trades/{tradeid}/custom_data", params=params) From 4a432760eda8230a7c992f083c4e3a4aec3895a4 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 17 Mar 2025 17:14:37 -0400 Subject: [PATCH 183/237] feat: add list_open_trades_custom_data to ft rest client --- ft_client/freqtrade_client/ft_rest_client.py | 17 +++++++++++++++++ 1 file changed, 17 insertions(+) diff --git a/ft_client/freqtrade_client/ft_rest_client.py b/ft_client/freqtrade_client/ft_rest_client.py index 5b5f3acf2..799a28959 100755 --- a/ft_client/freqtrade_client/ft_rest_client.py +++ b/ft_client/freqtrade_client/ft_rest_client.py @@ -269,6 +269,23 @@ class FtRestClient: params["offset"] = offset return self._get("trades", params) + def list_open_trades_custom_data(self, key=None, limit=100, offset=0): + """List open trades custom_data of the running bot. + + :param key: Optional keyword argument - key of the custom-data + :param limit: limit of trades + :param offset: trades offset for pagination + + :return: json object + """ + params = {} + params["limit"] = limit + params["offset"] = offset + if key is not None: + params["key"] = key + + return self._get("trades/open/custom_data", params=params) + def list_custom_data(self, trade_id, key=None): """List custom_data of the running bot for specific trade. From ef58aaf9e92969910f2dd3a67dbbfe26c1d70f07 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 17 Mar 2025 17:33:40 -0400 Subject: [PATCH 184/237] chore: update rest client custom-data related functions inline comment and help content --- docs/rest-api.md | 13 +++++++++++++ ft_client/freqtrade_client/ft_rest_client.py | 12 +++++------- 2 files changed, 18 insertions(+), 7 deletions(-) diff --git a/docs/rest-api.md b/docs/rest-api.md index b958c0927..10e4534c0 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -302,6 +302,19 @@ trades :param limit: Limits trades to the X last trades. Max 500 trades. :param offset: Offset by this amount of trades. +list_open_trades_custom_data + Return a dict containing open trades custom-datas + + :param key: str, optional - Key of the custom-data + :param limit: Limits trades to X trades. + :param offset: Offset by this amount of trades. + +list_custom_data + Return a dict containing custom-datas of a specified trade + + :param trade_id: int - ID of the trade + :param key: str, optional - Key of the custom-data + version Return the version of the bot. diff --git a/ft_client/freqtrade_client/ft_rest_client.py b/ft_client/freqtrade_client/ft_rest_client.py index 799a28959..0460bec29 100755 --- a/ft_client/freqtrade_client/ft_rest_client.py +++ b/ft_client/freqtrade_client/ft_rest_client.py @@ -272,10 +272,9 @@ class FtRestClient: def list_open_trades_custom_data(self, key=None, limit=100, offset=0): """List open trades custom_data of the running bot. - :param key: Optional keyword argument - key of the custom-data + :param key: str, optional - Key of the custom-data :param limit: limit of trades :param offset: trades offset for pagination - :return: json object """ params = {} @@ -287,12 +286,11 @@ class FtRestClient: return self._get("trades/open/custom_data", params=params) def list_custom_data(self, trade_id, key=None): - """List custom_data of the running bot for specific trade. + """List custom_data of the running bot for a specific trade. - :param tradeid: keyword argument - Id of the trade - :param key: Optional keyword argument - key of the custom-data - - :return: json object + :param trade_id: int - ID of the trade + :param key: str, optional - Key of the custom-data + :return: JSON object """ params = {} params["trade_id"] = trade_id From 87a64cbe6868a2d6015292a34ae4bf93c4e64e3a Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 17 Mar 2025 17:43:08 -0400 Subject: [PATCH 185/237] chore: small refactor in _rpc_list_custom_data --- freqtrade/rpc/rpc.py | 30 ++++++++++++++---------------- 1 file changed, 14 insertions(+), 16 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index c952b24d6..f9edfb99a 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1151,22 +1151,20 @@ class RPC: else: custom_data = trade.get_all_custom_data() - # Format each custom data entry. - formatted_custom_data = [ - { - "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 - ] - - # Append result for the trade if any custom data was found. - if formatted_custom_data: + # Format and Append result for the trade if any custom data was found. + if custom_data: + formatted_custom_data = [ + { + "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 + ] results.append({"trade_id": trade.id, "custom_data": formatted_custom_data}) # Handle case when there is no custom data found across trades. From f66d81c4b8f1d81358731f1da5bbb0d4c94006b3 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 17 Mar 2025 17:45:29 -0400 Subject: [PATCH 186/237] chore: wording update in _rpc_list_custom_data --- freqtrade/rpc/rpc.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index f9edfb99a..f9c30d916 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1176,7 +1176,7 @@ class RPC: message_details = f"found for Trade ID: {trade_id}." elif key: message_details = f"with key '{key}' found for any open trades." - raise RPCException(f"No custom_data {message_details}") + raise RPCException(f"No custom-data {message_details}") return results From 23187f0c4136d7d4a9ec3852d46a9e038852de37 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 17 Mar 2025 17:52:29 -0400 Subject: [PATCH 187/237] chore: simplify error handling in _rpc_list_custom_data --- freqtrade/rpc/rpc.py | 19 +++++++++---------- 1 file changed, 9 insertions(+), 10 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index f9c30d916..e4ec1a6b5 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1167,16 +1167,15 @@ class RPC: ] results.append({"trade_id": trade.id, "custom_data": formatted_custom_data}) - # Handle case when there is no custom data found across trades. - if not results: - message_details = "found for any open trades." - if key and trade_id: - message_details = f"with key '{key}' found for Trade ID: {trade_id}." - elif trade_id: - message_details = f"found for Trade ID: {trade_id}." - elif key: - message_details = f"with key '{key}' found for any open trades." - raise RPCException(f"No custom-data {message_details}") + # Handle case when there is no custom data found across trades. + if not results: + message_details = "" + if key: + message_details += f"with key '{key}' " + message_details += ( + f"found for Trade ID: {trade_id}." if trade_id else "found for any open trades." + ) + raise RPCException(f"No custom-data {message_details}") return results From 0c7a2747d3382c267b2b09f66a6255480346c404 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 17 Mar 2025 18:02:04 -0400 Subject: [PATCH 188/237] chore: revert unnecessary get_custom_data changes --- freqtrade/persistence/trade_model.py | 7 +------ freqtrade/rpc/rpc.py | 2 +- 2 files changed, 2 insertions(+), 7 deletions(-) diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py index c3532c783..c1fbbc30c 100644 --- a/freqtrade/persistence/trade_model.py +++ b/freqtrade/persistence/trade_model.py @@ -1351,20 +1351,15 @@ class LocalTrade: """ CustomDataWrapper.set_custom_data(trade_id=self.id, key=key, value=value) - def get_custom_data(self, key: str, default: Any = None, retrieval_mode: str = "value") -> Any: + def get_custom_data(self, key: str, default: Any = None) -> Any: """ Get custom data for this trade. :param key: key of the custom data :param default: value to return if no data is found - :param retrieval_mode: 'value' (default) to return the custom data's value, - or 'object' to return the entire custom data object. """ data = CustomDataWrapper.get_custom_data(trade_id=self.id, key=key) if data: - if retrieval_mode == "object": - return data[0] - # default behavior: return only the value return data[0].value return default diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index e4ec1a6b5..3649adbf6 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1145,7 +1145,7 @@ class RPC: for trade in trades: # Depending on whether a specific key is provided, retrieve custom data accordingly. if key: - data = trade.get_custom_data(key=key, retrieval_mode="object") + data = trade.get_custom_data_entry(key=key) # If data exists, wrap it in a list so the output remains consistent. custom_data = [data] if data else [] else: From 68ad688665dc9a4f02b64a99a700b9d53920aecc Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 17 Mar 2025 18:04:36 -0400 Subject: [PATCH 189/237] test: update test_telegram_list_custom_data wording --- tests/rpc/test_rpc_telegram.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 6fff97abd..d009c92ae 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -2861,7 +2861,7 @@ async def test_telegram_list_custom_data(default_conf_usdt, update, ticker, fee, context.args = ["1"] await telegram._list_custom_data(update=update, context=context) assert msg_mock.call_count == 1 - assert "No custom_data found for Trade ID: 1." in msg_mock.call_args_list[0][0][0] + assert "No custom-data found for Trade ID: 1." in msg_mock.call_args_list[0][0][0] msg_mock.reset_mock() # Add some custom data From fef234d80f9f2cefa978886d8ec8bd70dd07aa30 Mon Sep 17 00:00:00 2001 From: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com> Date: Tue, 18 Mar 2025 03:12:53 +0000 Subject: [PATCH 190/237] chore: update pre-commit hooks --- .pre-commit-config.yaml | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml index 72d9c5136..78c8ac160 100644 --- a/.pre-commit-config.yaml +++ b/.pre-commit-config.yaml @@ -31,7 +31,7 @@ repos: - repo: https://github.com/charliermarsh/ruff-pre-commit # Ruff version. - rev: 'v0.9.10' + rev: 'v0.11.0' hooks: - id: ruff - id: ruff-format @@ -70,6 +70,6 @@ repos: # Ensure github actions remain safe - repo: https://github.com/woodruffw/zizmor-pre-commit - rev: v1.5.0 + rev: v1.5.1 hooks: - id: zizmor From 90219f040b9cef3c3ed688f8dfc1320ae46c7c8b Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Mon, 17 Mar 2025 23:18:44 -0400 Subject: [PATCH 191/237] chore: enhance list custom-data output format --- freqtrade/rpc/rpc.py | 9 ++++----- 1 file changed, 4 insertions(+), 5 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 3649adbf6..94f53808f 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -33,7 +33,7 @@ from freqtrade.exceptions import ExchangeError, PricingError from freqtrade.exchange import Exchange, timeframe_to_minutes, timeframe_to_msecs from freqtrade.exchange.exchange_utils import price_to_precision from freqtrade.loggers import bufferHandler -from freqtrade.persistence import KeyStoreKeys, KeyValueStore, PairLocks, Trade +from freqtrade.persistence import CustomDataWrapper, KeyStoreKeys, KeyValueStore, PairLocks, Trade from freqtrade.persistence.models import PairLock from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.rpc.fiat_convert import CryptoToFiatConverter @@ -1155,11 +1155,10 @@ class RPC: if custom_data: formatted_custom_data = [ { - "id": data_entry.id, - "ft_trade_id": data_entry.ft_trade_id, - "cd_key": data_entry.cd_key, - "cd_type": data_entry.cd_type, + "key": data_entry.cd_key, + "type": data_entry.cd_type, "cd_value": data_entry.cd_value, + "value": CustomDataWrapper._convert_custom_data(data_entry), "created_at": data_entry.created_at, "updated_at": data_entry.updated_at, } From ba0c22b6f0a87ba33b8cb921f73b722f58de67cd Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Tue, 18 Mar 2025 00:46:46 -0400 Subject: [PATCH 192/237] chore: enhance update rpc_list_custom_data output --- freqtrade/rpc/rpc.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 94f53808f..969d53687 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1158,7 +1158,7 @@ class RPC: "key": data_entry.cd_key, "type": data_entry.cd_type, "cd_value": data_entry.cd_value, - "value": CustomDataWrapper._convert_custom_data(data_entry), + "value": CustomDataWrapper._convert_custom_data(data_entry).value, "created_at": data_entry.created_at, "updated_at": data_entry.updated_at, } From 83a8651d41fa9f942b21e277e14620b0625536e0 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Tue, 18 Mar 2025 00:48:18 -0400 Subject: [PATCH 193/237] chore: update api schema according rpc_list_custom_data output --- freqtrade/rpc/api_server/api_schemas.py | 7 +++---- 1 file changed, 3 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py index 87adb4d24..0cbda9629 100644 --- a/freqtrade/rpc/api_server/api_schemas.py +++ b/freqtrade/rpc/api_server/api_schemas.py @@ -640,11 +640,10 @@ class Health(BaseModel): class CustomDataEntry(BaseModel): - id: int - ft_trade_id: int - cd_key: str - cd_type: str + key: str + type: str cd_value: Any + value: Any created_at: datetime updated_at: datetime | None = None From 578ba9ea4a2791bce4c53769b6752d4f499920f7 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Tue, 18 Mar 2025 00:50:03 -0400 Subject: [PATCH 194/237] test: update custom-data api related tests according rpc_list_custom_data output --- tests/rpc/test_rpc_apiserver.py | 69 +++++++++++++++------------------ 1 file changed, 31 insertions(+), 38 deletions(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 4cb7424bf..c651940c5 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -835,11 +835,11 @@ def test_api_custom_data_single_trade(botclient, fee): res_cust_data = response_json[0]["custom_data"] expected_data_td_1 = [ - {"ft_trade_id": 1, "cd_key": "test_str", "cd_type": "str", "cd_value": "test_value"}, - {"ft_trade_id": 1, "cd_key": "test_int", "cd_type": "int", "cd_value": "1"}, - {"ft_trade_id": 1, "cd_key": "test_float", "cd_type": "float", "cd_value": "1.54"}, - {"ft_trade_id": 1, "cd_key": "test_bool", "cd_type": "bool", "cd_value": "True"}, - {"ft_trade_id": 1, "cd_key": "test_dict", "cd_type": "dict", "cd_value": '{"test": "vl"}'}, + {"key": "test_str", "type": "str", "cd_value": "test_value", "value": "test_value"}, + {"key": "test_int", "type": "int", "cd_value": "1", "value": 1}, + {"key": "test_float", "type": "float", "cd_value": "1.54", "value": 1.54}, + {"key": "test_bool", "type": "bool", "cd_value": "True", "value": True}, + {"key": "test_dict", "type": "dict", "cd_value": '{"test": "vl"}', "value": {"test": "vl"}}, ] # Ensure response contains exactly the expected number of entries @@ -851,22 +851,21 @@ def test_api_custom_data_single_trade(botclient, fee): for expected in expected_data_td_1: matched_item = None for item in res_cust_data: - if item["cd_key"] == expected["cd_key"]: + if item["key"] == expected["key"]: matched_item = item break assert matched_item is not None, ( - f"\nError: Missing expected entry for key '{expected['cd_key']}'\n" - f"Expected: {expected}\n" + f"\nError: Missing expected entry for key '{expected['key']}'\nExpected: {expected}\n" ) # Validate individual fields and print only incorrect values mismatches = [] - for field in ["ft_trade_id", "cd_type", "cd_value"]: + for field in ["key", "type", "cd_value", "value"]: if matched_item[field] != expected[field]: mismatches.append(f"{field}: Expected {expected[field]}, Got {matched_item[field]}") - assert not mismatches, f"\nError in entry '{expected['cd_key']}':\n" + "\n".join(mismatches) + assert not mismatches, f"\nError in entry '{expected['key']}':\n" + "\n".join(mismatches) # CASE 2 Checking specific existing key custom data of trade 1 rc = client_get(client, f"{BASE_URI}/trades/1/custom-data?key=test_dict") @@ -933,48 +932,42 @@ def test_api_custom_data_multiple_open_trades(botclient, fee): expected_custom_data = { 1: [ { - "id": 1, - "ft_trade_id": 1, - "cd_key": "test_str", - "cd_type": "str", + "key": "test_str", + "type": "str", "cd_value": "test_value_t1", + "value": "test_value_t1", }, { - "id": 2, - "ft_trade_id": 1, - "cd_key": "test_float", - "cd_type": "float", + "key": "test_float", + "type": "float", "cd_value": "1.54", + "value": 1.54, }, { - "id": 3, - "ft_trade_id": 1, - "cd_key": "test_dict", - "cd_type": "dict", + "key": "test_dict", + "type": "dict", "cd_value": '{"test_t1": "vl_t1"}', + "value": {"test_t1": "vl_t1"}, }, ], 4: [ { - "id": 4, - "ft_trade_id": 4, - "cd_key": "test_str", - "cd_type": "str", + "key": "test_str", + "type": "str", "cd_value": "test_value_t2", + "value": "test_value_t2", }, { - "id": 5, - "ft_trade_id": 4, - "cd_key": "test_float", - "cd_type": "float", + "key": "test_float", + "type": "float", "cd_value": "1.55", + "value": 1.55, }, { - "id": 6, - "ft_trade_id": 4, - "cd_key": "test_dict", - "cd_type": "dict", + "key": "test_dict", + "type": "dict", "cd_value": '{"test_t2": "vl_t2"}', + "value": {"test_t2": "vl_t2"}, }, ], } @@ -995,19 +988,19 @@ def test_api_custom_data_multiple_open_trades(botclient, fee): for expected in expected_data: matched_item = None for item in custom_data_list: - if item["cd_key"] == expected["cd_key"]: + if item["key"] == expected["key"]: matched_item = item break assert matched_item is not None, ( f"\nError: For trade_id {trade_id}, \ - missing expected entry for key '{expected['cd_key']}'\n" + missing expected entry for key '{expected['key']}'\n" f"Expected: {expected}\n" ) # Validate key fields. mismatches = [] - for field in ["id", "ft_trade_id", "cd_key", "cd_type", "cd_value"]: + for field in ["key", "type", "cd_value", "value"]: if matched_item[field] != expected[field]: mismatches.append( f"{field}: Expected {expected[field]}, Got {matched_item[field]}" @@ -1018,7 +1011,7 @@ def test_api_custom_data_multiple_open_trades(botclient, fee): mismatches.append(f"Missing field: {field}") assert not mismatches, ( - f"\nError in entry '{expected['cd_key']}' for trade_id {trade_id}:\n" + f"\nError in entry '{expected['key']}' for trade_id {trade_id}:\n" + "\n".join(mismatches) ) From 17e4f5ed1f794d3e2892f310eb941f5a953bbbf6 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Tue, 18 Mar 2025 00:51:18 -0400 Subject: [PATCH 195/237] chore: update telegram _list_custom_data --- freqtrade/rpc/telegram.py | 9 ++++----- 1 file changed, 4 insertions(+), 5 deletions(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index bba052522..1646699e0 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -1982,11 +1982,10 @@ class Telegram(RPCHandler): ) for custom_data in trade_custom_data: lines = [ - f"*Key:* `{custom_data['cd_key']}`", - f"*ID:* `{custom_data['id']}`", - f"*Trade ID:* `{custom_data['ft_trade_id']}`", - f"*Type:* `{custom_data['cd_type']}`", - f"*Value:* `{custom_data['cd_value']}`", + f"*Trade ID:* `{trade_id}`", + f"*Key:* `{custom_data['key']}`", + f"*Type:* `{custom_data['type']}`", + f"*Value:* `{custom_data['value']}`", f"*Create Date:* `{format_date(custom_data['created_at'])}`", f"*Update Date:* `{format_date(custom_data['updated_at'])}`", ] From 06406b7103b9557918657ad876262ce2fb5022a3 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Tue, 18 Mar 2025 00:52:21 -0400 Subject: [PATCH 196/237] test: update test_telegram_list_custom_data --- tests/rpc/test_rpc_telegram.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index d009c92ae..f4f8ca2e9 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -2874,11 +2874,11 @@ async def test_telegram_list_custom_data(default_conf_usdt, update, ticker, fee, 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:*" + "*Trade ID:* `1`\n*Key:* `test_int`\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:* `' + "*Trade ID:* `1`\n*Key:* `test_dict`\n*Type:* `dict`\n" + "*Value:* `{'test': 'dict'}`\n*Create Date:* `" ) in msg_mock.call_args_list[2][0][0] msg_mock.reset_mock() From 7bc6a2279cfd172ba164ea297263af2c6edc650f Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 18 Mar 2025 07:02:30 +0100 Subject: [PATCH 197/237] chore: only round to 2 for output, not for the saved file --- freqtrade/optimize/optimize_reports/bt_output.py | 2 +- freqtrade/optimize/optimize_reports/optimize_reports.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/optimize/optimize_reports/bt_output.py b/freqtrade/optimize/optimize_reports/bt_output.py index 6f5cb1aec..7dea7224b 100644 --- a/freqtrade/optimize/optimize_reports/bt_output.py +++ b/freqtrade/optimize/optimize_reports/bt_output.py @@ -142,7 +142,7 @@ def text_table_periodic_breakdown( d["date"], d.get("trades", "N/A"), fmt_coin(d["profit_abs"], stake_currency, False), - d.get("profit_factor", "N/A"), + round(d["profit_factor"], 2) if "profit_factor" in d else "N/A", generate_wins_draws_losses(d["wins"], d["draws"], d.get("losses", d.get("loses", 0))), ] for d in days_breakdown_stats diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py index d55769058..ff223c376 100644 --- a/freqtrade/optimize/optimize_reports/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports/optimize_reports.py @@ -245,7 +245,7 @@ def generate_periodic_breakdown_stats( "draws": draws, "losses": losses, "trades": trades, - "profit_factor": round(profit_factor, 2), + "profit_factor": round(profit_factor, 8), } ) return stats From bd511c2158aa057a5e634dfd0beeeeb96c1c4ab1 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Tue, 18 Mar 2025 14:56:33 -0400 Subject: [PATCH 198/237] fix: rest client custom-data path --- ft_client/freqtrade_client/ft_rest_client.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/ft_client/freqtrade_client/ft_rest_client.py b/ft_client/freqtrade_client/ft_rest_client.py index 0460bec29..ef79efbe0 100755 --- a/ft_client/freqtrade_client/ft_rest_client.py +++ b/ft_client/freqtrade_client/ft_rest_client.py @@ -270,7 +270,7 @@ class FtRestClient: return self._get("trades", params) def list_open_trades_custom_data(self, key=None, limit=100, offset=0): - """List open trades custom_data of the running bot. + """List open trades custom-data of the running bot. :param key: str, optional - Key of the custom-data :param limit: limit of trades @@ -283,10 +283,10 @@ class FtRestClient: if key is not None: params["key"] = key - return self._get("trades/open/custom_data", params=params) + return self._get("trades/open/custom-data", params=params) def list_custom_data(self, trade_id, key=None): - """List custom_data of the running bot for a specific trade. + """List custom-data of the running bot for a specific trade. :param trade_id: int - ID of the trade :param key: str, optional - Key of the custom-data @@ -297,7 +297,7 @@ class FtRestClient: if key is not None: params["key"] = key - return self._get("trades/{tradeid}/custom_data", params=params) + return self._get("trades/{tradeid}/custom-data", params=params) def trade(self, trade_id): """Return specific trade From 9a1f2d42a7f3d33fcc00f10142a2664b48e7160d Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Wed, 19 Mar 2025 02:52:38 -0400 Subject: [PATCH 199/237] fix: list_custom_data trade id variable value --- ft_client/freqtrade_client/ft_rest_client.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/ft_client/freqtrade_client/ft_rest_client.py b/ft_client/freqtrade_client/ft_rest_client.py index ef79efbe0..5e15bc185 100755 --- a/ft_client/freqtrade_client/ft_rest_client.py +++ b/ft_client/freqtrade_client/ft_rest_client.py @@ -288,7 +288,7 @@ class FtRestClient: def list_custom_data(self, trade_id, key=None): """List custom-data of the running bot for a specific trade. - :param trade_id: int - ID of the trade + :param trade_id: ID of the trade :param key: str, optional - Key of the custom-data :return: JSON object """ @@ -297,7 +297,7 @@ class FtRestClient: if key is not None: params["key"] = key - return self._get("trades/{tradeid}/custom-data", params=params) + return self._get(f"trades/{trade_id}/custom-data", params=params) def trade(self, trade_id): """Return specific trade From b83754c5a40307bdf48ee18143ffaee8e3b70b68 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Wed, 19 Mar 2025 02:55:51 -0400 Subject: [PATCH 200/237] chore: remove trade id from telegram response for list_custom_data --- freqtrade/rpc/telegram.py | 1 - 1 file changed, 1 deletion(-) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 320898899..739a2af86 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -1987,7 +1987,6 @@ class Telegram(RPCHandler): ) for custom_data in trade_custom_data: lines = [ - f"*Trade ID:* `{trade_id}`", f"*Key:* `{custom_data['key']}`", f"*Type:* `{custom_data['type']}`", f"*Value:* `{custom_data['value']}`", From 61b29962c46cf208936cf4bc3e467866d86d044f Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Wed, 19 Mar 2025 03:10:23 -0400 Subject: [PATCH 201/237] test: update test after trade id removal from telegram response for list_custom_data --- tests/rpc/test_rpc_telegram.py | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 47148165d..71ce557e2 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -2916,11 +2916,10 @@ async def test_telegram_list_custom_data(default_conf_usdt, update, ticker, fee, assert msg_mock.call_count == 3 assert "Found custom-data entries: " in msg_mock.call_args_list[0][0][0] assert ( - "*Trade ID:* `1`\n*Key:* `test_int`\n*Type:* `int`\n*Value:* `1`\n*Create Date:*" + "*Key:* `test_int`\n*Type:* `int`\n*Value:* `1`\n*Create Date:*" ) in msg_mock.call_args_list[1][0][0] assert ( - "*Trade ID:* `1`\n*Key:* `test_dict`\n*Type:* `dict`\n" - "*Value:* `{'test': 'dict'}`\n*Create Date:* `" + "*Key:* `test_dict`\n*Type:* `dict`\n*Value:* `{'test': 'dict'}`\n*Create Date:* `" ) in msg_mock.call_args_list[2][0][0] msg_mock.reset_mock() From 95f5db9dcddf8ccf15074aba9e3b15814cd15d67 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Wed, 19 Mar 2025 03:11:43 -0400 Subject: [PATCH 202/237] fix: implement ordering for rpc_list_custom_data --- freqtrade/rpc/rpc.py | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 969d53687..de3761c90 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1130,8 +1130,12 @@ class RPC: trades: Sequence[Trade] if trade_id is None: # Get all open trades + order_by: Any = Trade.close_date.desc() trades = Trade.session.scalars( - Trade.get_trades_query([Trade.is_open.is_(True)]).limit(limit).offset(offset) + Trade.get_trades_query([Trade.is_open.is_(True)]) + .order_by(order_by) + .limit(limit) + .offset(offset) ).all() else: trades = Trade.get_trades(trade_filter=[Trade.id == trade_id]).all() From d3464ac2dc430782594aef3c5fe2f216c122f190 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Wed, 19 Mar 2025 15:18:33 -0400 Subject: [PATCH 203/237] chore: remove cd_value from rpc custom data output --- freqtrade/rpc/rpc.py | 1 - 1 file changed, 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index de3761c90..737ba772e 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1161,7 +1161,6 @@ class RPC: { "key": data_entry.cd_key, "type": data_entry.cd_type, - "cd_value": data_entry.cd_value, "value": CustomDataWrapper._convert_custom_data(data_entry).value, "created_at": data_entry.created_at, "updated_at": data_entry.updated_at, From 0d7854ff1b83b6edee9c88dc9b9154d0db00ae75 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Wed, 19 Mar 2025 15:24:19 -0400 Subject: [PATCH 204/237] test: update tests after removal of cd_value field from list custom-data response --- tests/rpc/test_rpc_apiserver.py | 20 +++++++------------- 1 file changed, 7 insertions(+), 13 deletions(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index c651940c5..2e3637760 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -835,11 +835,11 @@ def test_api_custom_data_single_trade(botclient, fee): res_cust_data = response_json[0]["custom_data"] expected_data_td_1 = [ - {"key": "test_str", "type": "str", "cd_value": "test_value", "value": "test_value"}, - {"key": "test_int", "type": "int", "cd_value": "1", "value": 1}, - {"key": "test_float", "type": "float", "cd_value": "1.54", "value": 1.54}, - {"key": "test_bool", "type": "bool", "cd_value": "True", "value": True}, - {"key": "test_dict", "type": "dict", "cd_value": '{"test": "vl"}', "value": {"test": "vl"}}, + {"key": "test_str", "type": "str", "value": "test_value"}, + {"key": "test_int", "type": "int", "value": 1}, + {"key": "test_float", "type": "float", "value": 1.54}, + {"key": "test_bool", "type": "bool", "value": True}, + {"key": "test_dict", "type": "dict", "value": {"test": "vl"}}, ] # Ensure response contains exactly the expected number of entries @@ -861,7 +861,7 @@ def test_api_custom_data_single_trade(botclient, fee): # Validate individual fields and print only incorrect values mismatches = [] - for field in ["key", "type", "cd_value", "value"]: + for field in ["key", "type", "value"]: if matched_item[field] != expected[field]: mismatches.append(f"{field}: Expected {expected[field]}, Got {matched_item[field]}") @@ -934,19 +934,16 @@ def test_api_custom_data_multiple_open_trades(botclient, fee): { "key": "test_str", "type": "str", - "cd_value": "test_value_t1", "value": "test_value_t1", }, { "key": "test_float", "type": "float", - "cd_value": "1.54", "value": 1.54, }, { "key": "test_dict", "type": "dict", - "cd_value": '{"test_t1": "vl_t1"}', "value": {"test_t1": "vl_t1"}, }, ], @@ -954,19 +951,16 @@ def test_api_custom_data_multiple_open_trades(botclient, fee): { "key": "test_str", "type": "str", - "cd_value": "test_value_t2", "value": "test_value_t2", }, { "key": "test_float", "type": "float", - "cd_value": "1.55", "value": 1.55, }, { "key": "test_dict", "type": "dict", - "cd_value": '{"test_t2": "vl_t2"}', "value": {"test_t2": "vl_t2"}, }, ], @@ -1000,7 +994,7 @@ def test_api_custom_data_multiple_open_trades(botclient, fee): # Validate key fields. mismatches = [] - for field in ["key", "type", "cd_value", "value"]: + for field in ["key", "type", "value"]: if matched_item[field] != expected[field]: mismatches.append( f"{field}: Expected {expected[field]}, Got {matched_item[field]}" From 48b7a85c905c2dcdc5882f755d66251bd8435968 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Wed, 19 Mar 2025 15:24:55 -0400 Subject: [PATCH 205/237] chore: update schema after removal of cd_value field from list custom-data response --- freqtrade/rpc/api_server/api_schemas.py | 1 - 1 file changed, 1 deletion(-) diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py index 0cbda9629..975166458 100644 --- a/freqtrade/rpc/api_server/api_schemas.py +++ b/freqtrade/rpc/api_server/api_schemas.py @@ -642,7 +642,6 @@ class Health(BaseModel): class CustomDataEntry(BaseModel): key: str type: str - cd_value: Any value: Any created_at: datetime updated_at: datetime | None = None From 1b4f8dfa54320cf29f54e6702cc66a3835d6d659 Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Wed, 19 Mar 2025 15:30:02 -0400 Subject: [PATCH 206/237] chore: use open_date for _rpc_list_custom_data output ordering --- freqtrade/rpc/rpc.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 737ba772e..edfeee353 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1130,7 +1130,7 @@ class RPC: trades: Sequence[Trade] if trade_id is None: # Get all open trades - order_by: Any = Trade.close_date.desc() + order_by: Any = Trade.open_date.desc() trades = Trade.session.scalars( Trade.get_trades_query([Trade.is_open.is_(True)]) .order_by(order_by) From 6d8011e075d5ac6c9e2fd5cdb9018222184466dc Mon Sep 17 00:00:00 2001 From: Axel-CH Date: Wed, 19 Mar 2025 15:48:04 -0400 Subject: [PATCH 207/237] chore: use Trade id for _rpc_list_custom_data output ordering --- freqtrade/rpc/rpc.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index edfeee353..232f70853 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1130,10 +1130,9 @@ class RPC: trades: Sequence[Trade] if trade_id is None: # Get all open trades - order_by: Any = Trade.open_date.desc() trades = Trade.session.scalars( Trade.get_trades_query([Trade.is_open.is_(True)]) - .order_by(order_by) + .order_by(Trade.id) .limit(limit) .offset(offset) ).all() From dfc77945ce133f517d467398eaac35ee0f6ec855 Mon Sep 17 00:00:00 2001 From: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com> Date: Thu, 20 Mar 2025 03:10:55 +0000 Subject: [PATCH 208/237] chore: update pre-commit hooks --- .../exchange/binance_leverage_tiers.json | 1320 +++++++++++------ 1 file changed, 851 insertions(+), 469 deletions(-) diff --git a/freqtrade/exchange/binance_leverage_tiers.json b/freqtrade/exchange/binance_leverage_tiers.json index 0f11869ca..f71f2a002 100644 --- a/freqtrade/exchange/binance_leverage_tiers.json +++ b/freqtrade/exchange/binance_leverage_tiers.json @@ -3829,15 +3829,15 @@ "symbol": "AERGO/USDT:USDT", "currency": "USDT", "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 10.0, + "maxNotional": 40000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 7.0, "info": { "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", + "initialLeverage": "7", + "notionalCap": "40000", "notionalFloor": "0", - "maintMarginRatio": "0.01", + "maintMarginRatio": "0.025", "cum": "0.0" } }, @@ -3845,72 +3845,21 @@ "tier": 2.0, "symbol": "AERGO/USDT:USDT", "currency": "USDT", - "minNotional": 5000.0, - "maxNotional": 10000.0, - "maintenanceMarginRate": 0.015, - "maxLeverage": 9.0, - "info": { - "bracket": "2", - "initialLeverage": "9", - "notionalCap": "10000", - "notionalFloor": "5000", - "maintMarginRatio": "0.015", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "symbol": "AERGO/USDT:USDT", - "currency": "USDT", - "minNotional": 10000.0, - "maxNotional": 20000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 8.0, - "info": { - "bracket": "3", - "initialLeverage": "8", - "notionalCap": "20000", - "notionalFloor": "10000", - "maintMarginRatio": "0.02", - "cum": "75.0" - } - }, - { - "tier": 4.0, - "symbol": "AERGO/USDT:USDT", - "currency": "USDT", - "minNotional": 20000.0, - "maxNotional": 40000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 7.0, - "info": { - "bracket": "4", - "initialLeverage": "7", - "notionalCap": "40000", - "notionalFloor": "20000", - "maintMarginRatio": "0.025", - "cum": "175.0" - } - }, - { - "tier": 5.0, - "symbol": "AERGO/USDT:USDT", - "currency": "USDT", "minNotional": 40000.0, "maxNotional": 200000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 6.0, "info": { - "bracket": "5", + "bracket": "2", "initialLeverage": "6", "notionalCap": "200000", "notionalFloor": "40000", "maintMarginRatio": "0.05", - "cum": "1175.0" + "cum": "1000.0" } }, { - "tier": 6.0, + "tier": 3.0, "symbol": "AERGO/USDT:USDT", "currency": "USDT", "minNotional": 200000.0, @@ -3918,16 +3867,16 @@ "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { - "bracket": "6", + "bracket": "3", "initialLeverage": "5", "notionalCap": "400000", "notionalFloor": "200000", "maintMarginRatio": "0.1", - "cum": "11175.0" + "cum": "11000.0" } }, { - "tier": 7.0, + "tier": 4.0, "symbol": "AERGO/USDT:USDT", "currency": "USDT", "minNotional": 400000.0, @@ -3935,16 +3884,16 @@ "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { - "bracket": "7", + "bracket": "4", "initialLeverage": "4", "notionalCap": "500000", "notionalFloor": "400000", "maintMarginRatio": "0.125", - "cum": "21175.0" + "cum": "21000.0" } }, { - "tier": 8.0, + "tier": 5.0, "symbol": "AERGO/USDT:USDT", "currency": "USDT", "minNotional": 500000.0, @@ -3952,16 +3901,16 @@ "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { - "bracket": "8", + "bracket": "5", "initialLeverage": "2", "notionalCap": "600000", "notionalFloor": "500000", "maintMarginRatio": "0.25", - "cum": "83675.0" + "cum": "83500.0" } }, { - "tier": 9.0, + "tier": 6.0, "symbol": "AERGO/USDT:USDT", "currency": "USDT", "minNotional": 600000.0, @@ -3969,12 +3918,12 @@ "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "9", + "bracket": "6", "initialLeverage": "1", "notionalCap": "700000", "notionalFloor": "600000", "maintMarginRatio": "0.5", - "cum": "233675.0" + "cum": "233500.0" } } ], @@ -12080,19 +12029,140 @@ } } ], + "BMT/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "BMT/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.02", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "BMT/USDT:USDT", + "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": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "BMT/USDT:USDT", + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "3", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "650.0" + } + }, + { + "tier": 4.0, + "symbol": "BMT/USDT:USDT", + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10650.0" + } + }, + { + "tier": 5.0, + "symbol": "BMT/USDT:USDT", + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "500000", + "maintMarginRatio": "0.125", + "cum": "23150.0" + } + }, + { + "tier": 6.0, + "symbol": "BMT/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "116900.0" + } + }, + { + "tier": 7.0, + "symbol": "BMT/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "491900.0" + } + } + ], "BNB/USDC:USDC": [ { "tier": 1.0, "symbol": "BNB/USDC:USDC", "currency": "USDC", "minNotional": 0.0, - "maxNotional": 5000.0, + "maxNotional": 10000.0, "maintenanceMarginRate": 0.005, "maxLeverage": 75.0, "info": { "bracket": "1", "initialLeverage": "75", - "notionalCap": "5000", + "notionalCap": "10000", "notionalFloor": "0", "maintMarginRatio": "0.005", "cum": "0.0" @@ -12102,153 +12172,153 @@ "tier": 2.0, "symbol": "BNB/USDC:USDC", "currency": "USDC", - "minNotional": 5000.0, - "maxNotional": 10000.0, - "maintenanceMarginRate": 0.006, + "minNotional": 10000.0, + "maxNotional": 50000.0, + "maintenanceMarginRate": 0.01, "maxLeverage": 50.0, "info": { "bracket": "2", "initialLeverage": "50", - "notionalCap": "10000", - "notionalFloor": "5000", - "maintMarginRatio": "0.006", - "cum": "5.0" + "notionalCap": "50000", + "notionalFloor": "10000", + "maintMarginRatio": "0.01", + "cum": "50.0" } }, { "tier": 3.0, "symbol": "BNB/USDC:USDC", "currency": "USDC", - "minNotional": 10000.0, - "maxNotional": 50000.0, - "maintenanceMarginRate": 0.01, + "minNotional": 50000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.015, "maxLeverage": 40.0, "info": { "bracket": "3", "initialLeverage": "40", - "notionalCap": "50000", - "notionalFloor": "10000", - "maintMarginRatio": "0.01", - "cum": "45.0" + "notionalCap": "200000", + "notionalFloor": "50000", + "maintMarginRatio": "0.015", + "cum": "300.0" } }, { "tier": 4.0, "symbol": "BNB/USDC:USDC", "currency": "USDC", - "minNotional": 50000.0, - "maxNotional": 250000.0, + "minNotional": 200000.0, + "maxNotional": 1000000.0, "maintenanceMarginRate": 0.02, "maxLeverage": 25.0, "info": { "bracket": "4", "initialLeverage": "25", - "notionalCap": "250000", - "notionalFloor": "50000", + "notionalCap": "1000000", + "notionalFloor": "200000", "maintMarginRatio": "0.02", - "cum": "545.0" + "cum": "1300.0" } }, { "tier": 5.0, "symbol": "BNB/USDC:USDC", "currency": "USDC", - "minNotional": 250000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, "info": { "bracket": "5", - "initialLeverage": "10", - "notionalCap": "1000000", - "notionalFloor": "250000", - "maintMarginRatio": "0.05", - "cum": "8045.0" + "initialLeverage": "20", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.025", + "cum": "6300.0" } }, { "tier": 6.0, "symbol": "BNB/USDC:USDC", "currency": "USDC", - "minNotional": 1000000.0, - "maxNotional": 5000000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, + "minNotional": 2000000.0, + "maxNotional": 10000000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, "info": { "bracket": "6", - "initialLeverage": "5", - "notionalCap": "5000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.1", - "cum": "58045.0" + "initialLeverage": "10", + "notionalCap": "10000000", + "notionalFloor": "2000000", + "maintMarginRatio": "0.05", + "cum": "56300.0" } }, { "tier": 7.0, "symbol": "BNB/USDC:USDC", "currency": "USDC", - "minNotional": 5000000.0, - "maxNotional": 10000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 4.0, + "minNotional": 10000000.0, + "maxNotional": 20000000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, "info": { "bracket": "7", - "initialLeverage": "4", - "notionalCap": "10000000", - "notionalFloor": "5000000", - "maintMarginRatio": "0.125", - "cum": "183045.0" + "initialLeverage": "5", + "notionalCap": "20000000", + "notionalFloor": "10000000", + "maintMarginRatio": "0.1", + "cum": "556300.0" } }, { "tier": 8.0, "symbol": "BNB/USDC:USDC", "currency": "USDC", - "minNotional": 10000000.0, - "maxNotional": 20000000.0, - "maintenanceMarginRate": 0.15, - "maxLeverage": 3.0, + "minNotional": 20000000.0, + "maxNotional": 25000000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, "info": { "bracket": "8", - "initialLeverage": "3", - "notionalCap": "20000000", - "notionalFloor": "10000000", - "maintMarginRatio": "0.15", - "cum": "433045.0" + "initialLeverage": "4", + "notionalCap": "25000000", + "notionalFloor": "20000000", + "maintMarginRatio": "0.125", + "cum": "1056300.0" } }, { "tier": 9.0, "symbol": "BNB/USDC:USDC", "currency": "USDC", - "minNotional": 20000000.0, - "maxNotional": 30000000.0, + "minNotional": 25000000.0, + "maxNotional": 50000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "9", "initialLeverage": "2", - "notionalCap": "30000000", - "notionalFloor": "20000000", + "notionalCap": "50000000", + "notionalFloor": "25000000", "maintMarginRatio": "0.25", - "cum": "2433045.0" + "cum": "4181300.0" } }, { "tier": 10.0, "symbol": "BNB/USDC:USDC", "currency": "USDC", - "minNotional": 30000000.0, - "maxNotional": 50000000.0, + "minNotional": 50000000.0, + "maxNotional": 100000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "10", "initialLeverage": "1", - "notionalCap": "50000000", - "notionalFloor": "30000000", + "notionalCap": "100000000", + "notionalFloor": "50000000", "maintMarginRatio": "0.5", - "cum": "9933045.0" + "cum": "16681300.0" } } ], @@ -12551,15 +12621,15 @@ "symbol": "BNX/USDT:USDT", "currency": "USDT", "minNotional": 0.0, - "maxNotional": 200000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 6.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 5.0, "info": { "bracket": "1", - "initialLeverage": "6", - "notionalCap": "200000", + "initialLeverage": "5", + "notionalCap": "1000000", "notionalFloor": "0", - "maintMarginRatio": "0.025", + "maintMarginRatio": "0.05", "cum": "0.0" } }, @@ -12567,51 +12637,51 @@ "tier": 2.0, "symbol": "BNX/USDT:USDT", "currency": "USDT", - "minNotional": 200000.0, - "maxNotional": 1000000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 5.0, + "minNotional": 1000000.0, + "maxNotional": 2000000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 4.0, "info": { "bracket": "2", - "initialLeverage": "5", - "notionalCap": "1000000", - "notionalFloor": "200000", - "maintMarginRatio": "0.05", - "cum": "5000.0" + "initialLeverage": "4", + "notionalCap": "2000000", + "notionalFloor": "1000000", + "maintMarginRatio": "0.1", + "cum": "50000.0" } }, { "tier": 3.0, "symbol": "BNX/USDT:USDT", "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 4.0, + "minNotional": 2000000.0, + "maxNotional": 2200000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 3.0, "info": { "bracket": "3", - "initialLeverage": "4", - "notionalCap": "2000000", - "notionalFloor": "1000000", - "maintMarginRatio": "0.1", - "cum": "55000.0" + "initialLeverage": "3", + "notionalCap": "2200000", + "notionalFloor": "2000000", + "maintMarginRatio": "0.125", + "cum": "100000.0" } }, { "tier": 4.0, "symbol": "BNX/USDT:USDT", "currency": "USDT", - "minNotional": 2000000.0, + "minNotional": 2200000.0, "maxNotional": 2300000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 3.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, "info": { "bracket": "4", - "initialLeverage": "3", + "initialLeverage": "2", "notionalCap": "2300000", - "notionalFloor": "2000000", - "maintMarginRatio": "0.125", - "cum": "105000.0" + "notionalFloor": "2200000", + "maintMarginRatio": "0.25", + "cum": "375000.0" } }, { @@ -12620,32 +12690,15 @@ "currency": "USDT", "minNotional": 2300000.0, "maxNotional": 2400000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "5", - "initialLeverage": "2", - "notionalCap": "2400000", - "notionalFloor": "2300000", - "maintMarginRatio": "0.25", - "cum": "392500.0" - } - }, - { - "tier": 6.0, - "symbol": "BNX/USDT:USDT", - "currency": "USDT", - "minNotional": 2400000.0, - "maxNotional": 2500000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "6", + "bracket": "5", "initialLeverage": "1", - "notionalCap": "2500000", - "notionalFloor": "2400000", + "notionalCap": "2400000", + "notionalFloor": "2300000", "maintMarginRatio": "0.5", - "cum": "992500.0" + "cum": "950000.0" } } ], @@ -16309,15 +16362,15 @@ "symbol": "COMBO/USDT:USDT", "currency": "USDT", "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 7.0, "info": { "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", + "initialLeverage": "7", + "notionalCap": "25000", "notionalFloor": "0", - "maintMarginRatio": "0.02", + "maintMarginRatio": "0.025", "cum": "0.0" } }, @@ -16325,38 +16378,21 @@ "tier": 2.0, "symbol": "COMBO/USDT:USDT", "currency": "USDT", - "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, - "symbol": "COMBO/USDT:USDT", - "currency": "USDT", "minNotional": 25000.0, "maxNotional": 200000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 6.0, "info": { - "bracket": "3", + "bracket": "2", "initialLeverage": "6", "notionalCap": "200000", "notionalFloor": "25000", "maintMarginRatio": "0.05", - "cum": "650.0" + "cum": "625.0" } }, { - "tier": 4.0, + "tier": 3.0, "symbol": "COMBO/USDT:USDT", "currency": "USDT", "minNotional": 200000.0, @@ -16364,16 +16400,16 @@ "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { - "bracket": "4", + "bracket": "3", "initialLeverage": "5", "notionalCap": "400000", "notionalFloor": "200000", "maintMarginRatio": "0.1", - "cum": "10650.0" + "cum": "10625.0" } }, { - "tier": 5.0, + "tier": 4.0, "symbol": "COMBO/USDT:USDT", "currency": "USDT", "minNotional": 400000.0, @@ -16381,33 +16417,33 @@ "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { - "bracket": "5", + "bracket": "4", "initialLeverage": "4", "notionalCap": "500000", "notionalFloor": "400000", "maintMarginRatio": "0.125", - "cum": "20650.0" + "cum": "20625.0" } }, { - "tier": 6.0, + "tier": 5.0, "symbol": "COMBO/USDT:USDT", "currency": "USDT", "minNotional": 500000.0, "maxNotional": 600000.0, "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, + "maxLeverage": 3.0, "info": { - "bracket": "6", - "initialLeverage": "2", + "bracket": "5", + "initialLeverage": "3", "notionalCap": "600000", "notionalFloor": "500000", "maintMarginRatio": "0.25", - "cum": "83150.0" + "cum": "83125.0" } }, { - "tier": 7.0, + "tier": 6.0, "symbol": "COMBO/USDT:USDT", "currency": "USDT", "minNotional": 600000.0, @@ -16415,12 +16451,12 @@ "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "7", + "bracket": "6", "initialLeverage": "1", "notionalCap": "700000", "notionalFloor": "600000", "maintMarginRatio": "0.5", - "cum": "233150.0" + "cum": "233125.0" } } ], @@ -19725,13 +19761,13 @@ "symbol": "DOGE/USDC:USDC", "currency": "USDC", "minNotional": 0.0, - "maxNotional": 5000.0, + "maxNotional": 10000.0, "maintenanceMarginRate": 0.005, "maxLeverage": 75.0, "info": { "bracket": "1", "initialLeverage": "75", - "notionalCap": "5000", + "notionalCap": "10000", "notionalFloor": "0", "maintMarginRatio": "0.005", "cum": "0.0" @@ -19741,153 +19777,153 @@ "tier": 2.0, "symbol": "DOGE/USDC:USDC", "currency": "USDC", - "minNotional": 5000.0, - "maxNotional": 10000.0, - "maintenanceMarginRate": 0.006, + "minNotional": 10000.0, + "maxNotional": 50000.0, + "maintenanceMarginRate": 0.007, "maxLeverage": 50.0, "info": { "bracket": "2", "initialLeverage": "50", - "notionalCap": "10000", - "notionalFloor": "5000", - "maintMarginRatio": "0.006", - "cum": "5.0" + "notionalCap": "50000", + "notionalFloor": "10000", + "maintMarginRatio": "0.007", + "cum": "20.0" } }, { "tier": 3.0, "symbol": "DOGE/USDC:USDC", "currency": "USDC", - "minNotional": 10000.0, - "maxNotional": 50000.0, - "maintenanceMarginRate": 0.007, + "minNotional": 50000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.01, "maxLeverage": 40.0, "info": { "bracket": "3", "initialLeverage": "40", - "notionalCap": "50000", - "notionalFloor": "10000", - "maintMarginRatio": "0.007", - "cum": "15.0" + "notionalCap": "750000", + "notionalFloor": "50000", + "maintMarginRatio": "0.01", + "cum": "170.0" } }, { "tier": 4.0, "symbol": "DOGE/USDC:USDC", "currency": "USDC", - "minNotional": 50000.0, - "maxNotional": 750000.0, - "maintenanceMarginRate": 0.01, + "minNotional": 750000.0, + "maxNotional": 1000000.0, + "maintenanceMarginRate": 0.02, "maxLeverage": 25.0, "info": { "bracket": "4", "initialLeverage": "25", - "notionalCap": "750000", - "notionalFloor": "50000", - "maintMarginRatio": "0.01", - "cum": "165.0" + "notionalCap": "1000000", + "notionalFloor": "750000", + "maintMarginRatio": "0.02", + "cum": "7670.0" } }, { "tier": 5.0, "symbol": "DOGE/USDC:USDC", "currency": "USDC", - "minNotional": 750000.0, - "maxNotional": 1100000.0, + "minNotional": 1000000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.025, "maxLeverage": 20.0, "info": { "bracket": "5", "initialLeverage": "20", - "notionalCap": "1100000", - "notionalFloor": "750000", + "notionalCap": "2000000", + "notionalFloor": "1000000", "maintMarginRatio": "0.025", - "cum": "11415.0" + "cum": "12670.0" } }, { "tier": 6.0, "symbol": "DOGE/USDC:USDC", "currency": "USDC", - "minNotional": 1100000.0, - "maxNotional": 2200000.0, + "minNotional": 2000000.0, + "maxNotional": 10000000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 10.0, "info": { "bracket": "6", "initialLeverage": "10", - "notionalCap": "2200000", - "notionalFloor": "1100000", + "notionalCap": "10000000", + "notionalFloor": "2000000", "maintMarginRatio": "0.05", - "cum": "38915.0" + "cum": "62670.0" } }, { "tier": 7.0, "symbol": "DOGE/USDC:USDC", "currency": "USDC", - "minNotional": 2200000.0, - "maxNotional": 5600000.0, + "minNotional": 10000000.0, + "maxNotional": 20000000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "7", "initialLeverage": "5", - "notionalCap": "5600000", - "notionalFloor": "2200000", + "notionalCap": "20000000", + "notionalFloor": "10000000", "maintMarginRatio": "0.1", - "cum": "148915.0" + "cum": "562670.0" } }, { "tier": 8.0, "symbol": "DOGE/USDC:USDC", "currency": "USDC", - "minNotional": 5600000.0, - "maxNotional": 7000000.0, + "minNotional": 20000000.0, + "maxNotional": 25000000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "8", "initialLeverage": "4", - "notionalCap": "7000000", - "notionalFloor": "5600000", + "notionalCap": "25000000", + "notionalFloor": "20000000", "maintMarginRatio": "0.125", - "cum": "288915.0" + "cum": "1062670.0" } }, { "tier": 9.0, "symbol": "DOGE/USDC:USDC", "currency": "USDC", - "minNotional": 7000000.0, - "maxNotional": 18000000.0, + "minNotional": 25000000.0, + "maxNotional": 50000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "9", "initialLeverage": "2", - "notionalCap": "18000000", - "notionalFloor": "7000000", + "notionalCap": "50000000", + "notionalFloor": "25000000", "maintMarginRatio": "0.25", - "cum": "1163915.0" + "cum": "4187670.0" } }, { "tier": 10.0, "symbol": "DOGE/USDC:USDC", "currency": "USDC", - "minNotional": 18000000.0, - "maxNotional": 30000000.0, + "minNotional": 50000000.0, + "maxNotional": 100000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "10", "initialLeverage": "1", - "notionalCap": "30000000", - "notionalFloor": "18000000", + "notionalCap": "100000000", + "notionalFloor": "50000000", "maintMarginRatio": "0.5", - "cum": "5663915.0" + "cum": "16687670.0" } } ], @@ -22182,6 +22218,161 @@ } } ], + "EPIC/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "EPIC/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 75.0, + "info": { + "bracket": "1", + "initialLeverage": "75", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.01", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "EPIC/USDT:USDT", + "currency": "USDT", + "minNotional": 5000.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "2", + "initialLeverage": "50", + "notionalCap": "10000", + "notionalFloor": "5000", + "maintMarginRatio": "0.015", + "cum": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "EPIC/USDT:USDT", + "currency": "USDT", + "minNotional": 10000.0, + "maxNotional": 30000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "3", + "initialLeverage": "25", + "notionalCap": "30000", + "notionalFloor": "10000", + "maintMarginRatio": "0.02", + "cum": "75.0" + } + }, + { + "tier": 4.0, + "symbol": "EPIC/USDT:USDT", + "currency": "USDT", + "minNotional": 30000.0, + "maxNotional": 60000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, + "info": { + "bracket": "4", + "initialLeverage": "20", + "notionalCap": "60000", + "notionalFloor": "30000", + "maintMarginRatio": "0.025", + "cum": "225.0" + } + }, + { + "tier": 5.0, + "symbol": "EPIC/USDT:USDT", + "currency": "USDT", + "minNotional": 60000.0, + "maxNotional": 300000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "5", + "initialLeverage": "10", + "notionalCap": "300000", + "notionalFloor": "60000", + "maintMarginRatio": "0.05", + "cum": "1725.0" + } + }, + { + "tier": 6.0, + "symbol": "EPIC/USDT:USDT", + "currency": "USDT", + "minNotional": 300000.0, + "maxNotional": 600000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "6", + "initialLeverage": "5", + "notionalCap": "600000", + "notionalFloor": "300000", + "maintMarginRatio": "0.1", + "cum": "16725.0" + } + }, + { + "tier": 7.0, + "symbol": "EPIC/USDT:USDT", + "currency": "USDT", + "minNotional": 600000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "7", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "600000", + "maintMarginRatio": "0.125", + "cum": "31725.0" + } + }, + { + "tier": 8.0, + "symbol": "EPIC/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "8", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "125475.0" + } + }, + { + "tier": 9.0, + "symbol": "EPIC/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "9", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "500475.0" + } + } + ], "ETC/USDT:USDT": [ { "tier": 1.0, @@ -25040,6 +25231,144 @@ } } ], + "FORM/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "FORM/USDT:USDT", + "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, + "symbol": "FORM/USDT:USDT", + "currency": "USDT", + "minNotional": 5000.0, + "maxNotional": 20000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "2", + "initialLeverage": "25", + "notionalCap": "20000", + "notionalFloor": "5000", + "maintMarginRatio": "0.02", + "cum": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "FORM/USDT:USDT", + "currency": "USDT", + "minNotional": 20000.0, + "maxNotional": 30000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, + "info": { + "bracket": "3", + "initialLeverage": "20", + "notionalCap": "30000", + "notionalFloor": "20000", + "maintMarginRatio": "0.025", + "cum": "125.0" + } + }, + { + "tier": 4.0, + "symbol": "FORM/USDT:USDT", + "currency": "USDT", + "minNotional": 30000.0, + "maxNotional": 300000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "4", + "initialLeverage": "10", + "notionalCap": "300000", + "notionalFloor": "30000", + "maintMarginRatio": "0.05", + "cum": "875.0" + } + }, + { + "tier": 5.0, + "symbol": "FORM/USDT:USDT", + "currency": "USDT", + "minNotional": 300000.0, + "maxNotional": 600000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "5", + "initialLeverage": "5", + "notionalCap": "600000", + "notionalFloor": "300000", + "maintMarginRatio": "0.1", + "cum": "15875.0" + } + }, + { + "tier": 6.0, + "symbol": "FORM/USDT:USDT", + "currency": "USDT", + "minNotional": 600000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "6", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "600000", + "maintMarginRatio": "0.125", + "cum": "30875.0" + } + }, + { + "tier": 7.0, + "symbol": "FORM/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "7", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "124625.0" + } + }, + { + "tier": 8.0, + "symbol": "FORM/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "8", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "499625.0" + } + } + ], "FTM/USDT:USDT": [ { "tier": 1.0, @@ -33530,15 +33859,15 @@ "symbol": "LINA/USDT:USDT", "currency": "USDT", "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 10.0, + "maxNotional": 25000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 7.0, "info": { "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", + "initialLeverage": "7", + "notionalCap": "25000", "notionalFloor": "0", - "maintMarginRatio": "0.02", + "maintMarginRatio": "0.025", "cum": "0.0" } }, @@ -33546,102 +33875,85 @@ "tier": 2.0, "symbol": "LINA/USDT:USDT", "currency": "USDT", - "minNotional": 5000.0, - "maxNotional": 25000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 8.0, + "minNotional": 25000.0, + "maxNotional": 400000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 6.0, "info": { "bracket": "2", - "initialLeverage": "8", - "notionalCap": "25000", - "notionalFloor": "5000", - "maintMarginRatio": "0.025", - "cum": "25.0" + "initialLeverage": "6", + "notionalCap": "400000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "625.0" } }, { "tier": 3.0, "symbol": "LINA/USDT:USDT", "currency": "USDT", - "minNotional": 25000.0, - "maxNotional": 900000.0, - "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, + "minNotional": 400000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, "info": { "bracket": "3", - "initialLeverage": "6", - "notionalCap": "900000", - "notionalFloor": "25000", - "maintMarginRatio": "0.05", - "cum": "650.0" + "initialLeverage": "5", + "notionalCap": "500000", + "notionalFloor": "400000", + "maintMarginRatio": "0.1", + "cum": "20625.0" } }, { "tier": 4.0, "symbol": "LINA/USDT:USDT", "currency": "USDT", - "minNotional": 900000.0, - "maxNotional": 2400000.0, - "maintenanceMarginRate": 0.1, - "maxLeverage": 5.0, + "minNotional": 500000.0, + "maxNotional": 600000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, "info": { "bracket": "4", - "initialLeverage": "5", - "notionalCap": "2400000", - "notionalFloor": "900000", - "maintMarginRatio": "0.1", - "cum": "45650.0" + "initialLeverage": "4", + "notionalCap": "600000", + "notionalFloor": "500000", + "maintMarginRatio": "0.125", + "cum": "33125.0" } }, { "tier": 5.0, "symbol": "LINA/USDT:USDT", "currency": "USDT", - "minNotional": 2400000.0, - "maxNotional": 3000000.0, - "maintenanceMarginRate": 0.125, - "maxLeverage": 4.0, + "minNotional": 600000.0, + "maxNotional": 700000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, "info": { "bracket": "5", - "initialLeverage": "4", - "notionalCap": "3000000", - "notionalFloor": "2400000", - "maintMarginRatio": "0.125", - "cum": "105650.0" + "initialLeverage": "2", + "notionalCap": "700000", + "notionalFloor": "600000", + "maintMarginRatio": "0.25", + "cum": "108125.0" } }, { "tier": 6.0, "symbol": "LINA/USDT:USDT", "currency": "USDT", - "minNotional": 3000000.0, - "maxNotional": 5000000.0, - "maintenanceMarginRate": 0.25, - "maxLeverage": 2.0, - "info": { - "bracket": "6", - "initialLeverage": "2", - "notionalCap": "5000000", - "notionalFloor": "3000000", - "maintMarginRatio": "0.25", - "cum": "480650.0" - } - }, - { - "tier": 7.0, - "symbol": "LINA/USDT:USDT", - "currency": "USDT", - "minNotional": 5000000.0, - "maxNotional": 5500000.0, + "minNotional": 700000.0, + "maxNotional": 800000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "7", + "bracket": "6", "initialLeverage": "1", - "notionalCap": "5500000", - "notionalFloor": "5000000", + "notionalCap": "800000", + "notionalFloor": "700000", "maintMarginRatio": "0.5", - "cum": "1730650.0" + "cum": "283125.0" } } ], @@ -38679,6 +38991,127 @@ } } ], + "MUBARAK/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "MUBARAK/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.02", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "MUBARAK/USDT:USDT", + "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": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "MUBARAK/USDT:USDT", + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "3", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "650.0" + } + }, + { + "tier": 4.0, + "symbol": "MUBARAK/USDT:USDT", + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10650.0" + } + }, + { + "tier": 5.0, + "symbol": "MUBARAK/USDT:USDT", + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "500000", + "maintMarginRatio": "0.125", + "cum": "23150.0" + } + }, + { + "tier": 6.0, + "symbol": "MUBARAK/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "116900.0" + } + }, + { + "tier": 7.0, + "symbol": "MUBARAK/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "491900.0" + } + } + ], "MYRO/USDT:USDT": [ { "tier": 1.0, @@ -58651,15 +59084,15 @@ "symbol": "VIDT/USDT:USDT", "currency": "USDT", "minNotional": 0.0, - "maxNotional": 5000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 10.0, + "maxNotional": 160000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 7.0, "info": { "bracket": "1", - "initialLeverage": "10", - "notionalCap": "5000", + "initialLeverage": "7", + "notionalCap": "160000", "notionalFloor": "0", - "maintMarginRatio": "0.01", + "maintMarginRatio": "0.025", "cum": "0.0" } }, @@ -58667,72 +59100,21 @@ "tier": 2.0, "symbol": "VIDT/USDT:USDT", "currency": "USDT", - "minNotional": 5000.0, - "maxNotional": 16000.0, - "maintenanceMarginRate": 0.015, - "maxLeverage": 9.0, - "info": { - "bracket": "2", - "initialLeverage": "9", - "notionalCap": "16000", - "notionalFloor": "5000", - "maintMarginRatio": "0.015", - "cum": "25.0" - } - }, - { - "tier": 3.0, - "symbol": "VIDT/USDT:USDT", - "currency": "USDT", - "minNotional": 16000.0, - "maxNotional": 80000.0, - "maintenanceMarginRate": 0.02, - "maxLeverage": 8.0, - "info": { - "bracket": "3", - "initialLeverage": "8", - "notionalCap": "80000", - "notionalFloor": "16000", - "maintMarginRatio": "0.02", - "cum": "105.0" - } - }, - { - "tier": 4.0, - "symbol": "VIDT/USDT:USDT", - "currency": "USDT", - "minNotional": 80000.0, - "maxNotional": 160000.0, - "maintenanceMarginRate": 0.025, - "maxLeverage": 7.0, - "info": { - "bracket": "4", - "initialLeverage": "7", - "notionalCap": "160000", - "notionalFloor": "80000", - "maintMarginRatio": "0.025", - "cum": "505.0" - } - }, - { - "tier": 5.0, - "symbol": "VIDT/USDT:USDT", - "currency": "USDT", "minNotional": 160000.0, "maxNotional": 500000.0, "maintenanceMarginRate": 0.05, "maxLeverage": 6.0, "info": { - "bracket": "5", + "bracket": "2", "initialLeverage": "6", "notionalCap": "500000", "notionalFloor": "160000", "maintMarginRatio": "0.05", - "cum": "4505.0" + "cum": "4000.0" } }, { - "tier": 6.0, + "tier": 3.0, "symbol": "VIDT/USDT:USDT", "currency": "USDT", "minNotional": 500000.0, @@ -58740,16 +59122,16 @@ "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { - "bracket": "6", + "bracket": "3", "initialLeverage": "5", "notionalCap": "600000", "notionalFloor": "500000", "maintMarginRatio": "0.1", - "cum": "29505.0" + "cum": "29000.0" } }, { - "tier": 7.0, + "tier": 4.0, "symbol": "VIDT/USDT:USDT", "currency": "USDT", "minNotional": 600000.0, @@ -58757,16 +59139,16 @@ "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { - "bracket": "7", + "bracket": "4", "initialLeverage": "4", "notionalCap": "700000", "notionalFloor": "600000", "maintMarginRatio": "0.125", - "cum": "44505.0" + "cum": "44000.0" } }, { - "tier": 8.0, + "tier": 5.0, "symbol": "VIDT/USDT:USDT", "currency": "USDT", "minNotional": 700000.0, @@ -58774,16 +59156,16 @@ "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { - "bracket": "8", + "bracket": "5", "initialLeverage": "2", "notionalCap": "800000", "notionalFloor": "700000", "maintMarginRatio": "0.25", - "cum": "132005.0" + "cum": "131500.0" } }, { - "tier": 9.0, + "tier": 6.0, "symbol": "VIDT/USDT:USDT", "currency": "USDT", "minNotional": 800000.0, @@ -58791,12 +59173,12 @@ "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { - "bracket": "9", + "bracket": "6", "initialLeverage": "1", "notionalCap": "900000", "notionalFloor": "800000", "maintMarginRatio": "0.5", - "cum": "332005.0" + "cum": "331500.0" } } ], @@ -61169,13 +61551,13 @@ "symbol": "XRP/USDC:USDC", "currency": "USDC", "minNotional": 0.0, - "maxNotional": 5000.0, + "maxNotional": 10000.0, "maintenanceMarginRate": 0.005, - "maxLeverage": 50.0, + "maxLeverage": 75.0, "info": { "bracket": "1", - "initialLeverage": "50", - "notionalCap": "5000", + "initialLeverage": "75", + "notionalCap": "10000", "notionalFloor": "0", "maintMarginRatio": "0.005", "cum": "0.0" @@ -61185,51 +61567,51 @@ "tier": 2.0, "symbol": "XRP/USDC:USDC", "currency": "USDC", - "minNotional": 5000.0, - "maxNotional": 10000.0, - "maintenanceMarginRate": 0.006, - "maxLeverage": 25.0, + "minNotional": 10000.0, + "maxNotional": 50000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 50.0, "info": { "bracket": "2", - "initialLeverage": "25", - "notionalCap": "10000", - "notionalFloor": "5000", - "maintMarginRatio": "0.006", - "cum": "5.0" + "initialLeverage": "50", + "notionalCap": "50000", + "notionalFloor": "10000", + "maintMarginRatio": "0.01", + "cum": "50.0" } }, { "tier": 3.0, "symbol": "XRP/USDC:USDC", "currency": "USDC", - "minNotional": 10000.0, - "maxNotional": 50000.0, - "maintenanceMarginRate": 0.01, - "maxLeverage": 20.0, + "minNotional": 50000.0, + "maxNotional": 100000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 40.0, "info": { "bracket": "3", - "initialLeverage": "20", - "notionalCap": "50000", - "notionalFloor": "10000", - "maintMarginRatio": "0.01", - "cum": "45.0" + "initialLeverage": "40", + "notionalCap": "100000", + "notionalFloor": "50000", + "maintMarginRatio": "0.015", + "cum": "300.0" } }, { "tier": 4.0, "symbol": "XRP/USDC:USDC", "currency": "USDC", - "minNotional": 50000.0, + "minNotional": 100000.0, "maxNotional": 750000.0, "maintenanceMarginRate": 0.02, - "maxLeverage": 15.0, + "maxLeverage": 25.0, "info": { "bracket": "4", - "initialLeverage": "15", + "initialLeverage": "25", "notionalCap": "750000", - "notionalFloor": "50000", + "notionalFloor": "100000", "maintMarginRatio": "0.02", - "cum": "545.0" + "cum": "800.0" } }, { @@ -61239,14 +61621,14 @@ "minNotional": 750000.0, "maxNotional": 1000000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 10.0, + "maxLeverage": 20.0, "info": { "bracket": "5", - "initialLeverage": "10", + "initialLeverage": "20", "notionalCap": "1000000", "notionalFloor": "750000", "maintMarginRatio": "0.025", - "cum": "4295.0" + "cum": "4550.0" } }, { @@ -61254,23 +61636,23 @@ "symbol": "XRP/USDC:USDC", "currency": "USDC", "minNotional": 1000000.0, - "maxNotional": 3000000.0, + "maxNotional": 5000000.0, "maintenanceMarginRate": 0.05, - "maxLeverage": 8.0, + "maxLeverage": 10.0, "info": { "bracket": "6", - "initialLeverage": "8", - "notionalCap": "3000000", + "initialLeverage": "10", + "notionalCap": "5000000", "notionalFloor": "1000000", "maintMarginRatio": "0.05", - "cum": "29295.0" + "cum": "29550.0" } }, { "tier": 7.0, "symbol": "XRP/USDC:USDC", "currency": "USDC", - "minNotional": 3000000.0, + "minNotional": 5000000.0, "maxNotional": 10000000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, @@ -61278,9 +61660,9 @@ "bracket": "7", "initialLeverage": "5", "notionalCap": "10000000", - "notionalFloor": "3000000", + "notionalFloor": "5000000", "maintMarginRatio": "0.1", - "cum": "179295.0" + "cum": "279550.0" } }, { @@ -61288,50 +61670,50 @@ "symbol": "XRP/USDC:USDC", "currency": "USDC", "minNotional": 10000000.0, - "maxNotional": 12000000.0, + "maxNotional": 12500000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "8", "initialLeverage": "4", - "notionalCap": "12000000", + "notionalCap": "12500000", "notionalFloor": "10000000", "maintMarginRatio": "0.125", - "cum": "429295.0" + "cum": "529550.0" } }, { "tier": 9.0, "symbol": "XRP/USDC:USDC", "currency": "USDC", - "minNotional": 12000000.0, - "maxNotional": 15000000.0, + "minNotional": 12500000.0, + "maxNotional": 25000000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "9", "initialLeverage": "2", - "notionalCap": "15000000", - "notionalFloor": "12000000", + "notionalCap": "25000000", + "notionalFloor": "12500000", "maintMarginRatio": "0.25", - "cum": "1929295.0" + "cum": "2092050.0" } }, { "tier": 10.0, "symbol": "XRP/USDC:USDC", "currency": "USDC", - "minNotional": 15000000.0, - "maxNotional": 20000000.0, + "minNotional": 25000000.0, + "maxNotional": 50000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "10", "initialLeverage": "1", - "notionalCap": "20000000", - "notionalFloor": "15000000", + "notionalCap": "50000000", + "notionalFloor": "25000000", "maintMarginRatio": "0.5", - "cum": "5679295.0" + "cum": "8342050.0" } } ], From 42e45a0a65b3a58002d23be4d2065567a509d7f4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 20 Mar 2025 06:43:50 +0100 Subject: [PATCH 209/237] chore: simplify import and docstring --- freqtrade/rpc/rpc.py | 2 +- tests/rpc/test_rpc_apiserver.py | 3 +-- 2 files changed, 2 insertions(+), 3 deletions(-) diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 232f70853..075ddd374 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1125,7 +1125,7 @@ class RPC: Returns an array of dictionaries, each containing: - "trade_id": the ID of the trade (int) - "custom_data": a list of custom data dicts, each with the fields: - "id", "ft_trade_id", "cd_key", "cd_type", "cd_value", "created_at", "updated_at" + "id", "key", "type", "value", "created_at", "updated_at" """ trades: Sequence[Trade] if trade_id is None: diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 2e3637760..a93f4c9de 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -24,8 +24,7 @@ from freqtrade.enums import CandleType, RunMode, State, TradingMode from freqtrade.exceptions import DependencyException, ExchangeError, OperationalException from freqtrade.loggers import setup_logging, setup_logging_pre from freqtrade.optimize.backtesting import Backtesting -from freqtrade.persistence import Trade -from freqtrade.persistence.custom_data import CustomDataWrapper +from freqtrade.persistence import CustomDataWrapper, Trade from freqtrade.rpc import RPC from freqtrade.rpc.api_server import ApiServer from freqtrade.rpc.api_server.api_auth import create_token, get_user_from_token From 425701ddcf5be2e2734b7198f68b88c097d1580b Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 20 Mar 2025 06:44:34 +0100 Subject: [PATCH 210/237] test: simplify assert message --- tests/rpc/test_rpc_apiserver.py | 20 +++++++++----------- 1 file changed, 9 insertions(+), 11 deletions(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index a93f4c9de..99d8350e9 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -843,7 +843,7 @@ def test_api_custom_data_single_trade(botclient, fee): # Ensure response contains exactly the expected number of entries assert len(res_cust_data) == len(expected_data_td_1), ( - f"\nError: Expected {len(expected_data_td_1)} entries, but got {len(res_cust_data)}.\n" + f"Expected {len(expected_data_td_1)} entries, but got {len(res_cust_data)}.\n" ) # Validate each expected entry @@ -855,7 +855,7 @@ def test_api_custom_data_single_trade(botclient, fee): break assert matched_item is not None, ( - f"\nError: Missing expected entry for key '{expected['key']}'\nExpected: {expected}\n" + f"Missing expected entry for key '{expected['key']}'\nExpected: {expected}\n" ) # Validate individual fields and print only incorrect values @@ -864,7 +864,7 @@ def test_api_custom_data_single_trade(botclient, fee): if matched_item[field] != expected[field]: mismatches.append(f"{field}: Expected {expected[field]}, Got {matched_item[field]}") - assert not mismatches, f"\nError in entry '{expected['key']}':\n" + "\n".join(mismatches) + assert not mismatches, f"Error in entry '{expected['key']}':\n" + "\n".join(mismatches) # CASE 2 Checking specific existing key custom data of trade 1 rc = client_get(client, f"{BASE_URI}/trades/1/custom-data?key=test_dict") @@ -922,9 +922,7 @@ def test_api_custom_data_multiple_open_trades(botclient, fee): response_json = rc.json() # Expecting two trade entries in the response - assert len(response_json) == 2, ( - f"\nError: Expected 2 trade entries, but got {len(response_json)}.\n" - ) + assert len(response_json) == 2, f"Expected 2 trade entries, but got {len(response_json)}.\n" # Define expected custom data for each trade. # The keys now use the actual trade_ids from the custom data. @@ -973,8 +971,8 @@ def test_api_custom_data_multiple_open_trades(botclient, fee): custom_data_list = trade_entry.get("custom_data") expected_data = expected_custom_data[trade_id] assert len(custom_data_list) == len(expected_data), ( - f"\nError for trade_id {trade_id}: \ - Expected {len(expected_data)} entries, but got {len(custom_data_list)}.\n" + f"Error for trade_id {trade_id}: " + f"Expected {len(expected_data)} entries, but got {len(custom_data_list)}.\n" ) # For each expected entry, check that the response contains the correct entry. @@ -986,8 +984,8 @@ def test_api_custom_data_multiple_open_trades(botclient, fee): break assert matched_item is not None, ( - f"\nError: For trade_id {trade_id}, \ - missing expected entry for key '{expected['key']}'\n" + f"For trade_id {trade_id}, " + f"missing expected entry for key '{expected['key']}'\n" f"Expected: {expected}\n" ) @@ -1004,7 +1002,7 @@ def test_api_custom_data_multiple_open_trades(botclient, fee): mismatches.append(f"Missing field: {field}") assert not mismatches, ( - f"\nError in entry '{expected['key']}' for trade_id {trade_id}:\n" + f"Error in entry '{expected['key']}' for trade_id {trade_id}:\n" + "\n".join(mismatches) ) From 7178ce85599abfaafab2ee718e1106168b995919 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 20 Mar 2025 18:05:25 +0100 Subject: [PATCH 211/237] chore: Add descriptions to api parameters --- freqtrade/rpc/api_server/api_v1.py | 24 ++++++++++++++++++++---- 1 file changed, 20 insertions(+), 4 deletions(-) diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index 1a171e90f..afab46cc8 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -154,21 +154,33 @@ def stats(rpc: RPC = Depends(get_rpc)): @router.get("/daily", response_model=DailyWeeklyMonthly, tags=["info"]) -def daily(timescale: int = 7, rpc: RPC = Depends(get_rpc), config=Depends(get_config)): +def daily( + timescale: int = Query(7, ge=1, description="Number of days to fetch data for"), + rpc: RPC = Depends(get_rpc), + config=Depends(get_config), +): return rpc._rpc_timeunit_profit( timescale, config["stake_currency"], config.get("fiat_display_currency", "") ) @router.get("/weekly", response_model=DailyWeeklyMonthly, tags=["info"]) -def weekly(timescale: int = 4, rpc: RPC = Depends(get_rpc), config=Depends(get_config)): +def weekly( + timescale: int = Query(4, ge=1, description="Number of weeks to fetch data for"), + rpc: RPC = Depends(get_rpc), + config=Depends(get_config), +): return rpc._rpc_timeunit_profit( timescale, config["stake_currency"], config.get("fiat_display_currency", ""), "weeks" ) @router.get("/monthly", response_model=DailyWeeklyMonthly, tags=["info"]) -def monthly(timescale: int = 3, rpc: RPC = Depends(get_rpc), config=Depends(get_config)): +def monthly( + timescale: int = Query(3, ge=1, description="Number of months to fetch data for"), + rpc: RPC = Depends(get_rpc), + config=Depends(get_config), +): return rpc._rpc_timeunit_profit( timescale, config["stake_currency"], config.get("fiat_display_currency", ""), "months" ) @@ -185,7 +197,11 @@ def status(rpc: RPC = Depends(get_rpc)): # Using the responsemodel here will cause a ~100% increase in response time (from 1s to 2s) # on big databases. Correct response model: response_model=TradeResponse, @router.get("/trades", tags=["info", "trading"]) -def trades(limit: int = 500, offset: int = 0, rpc: RPC = Depends(get_rpc)): +def trades( + limit: int = Query(500, ge=1, description="Maximum number of different trades to return data"), + offset: int = Query(0, ge=0, description="Number of trades to skip for pagination"), + rpc: RPC = Depends(get_rpc), +): return rpc._rpc_trade_history(limit, offset=offset, order_by_id=True) From 7735ea91bb9cb117c719e13bab40cb154da63e6a Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 20 Mar 2025 20:32:34 +0100 Subject: [PATCH 212/237] fix: adjust_order_price return type --- docs/strategy-callbacks.md | 4 ++-- freqtrade/strategy/interface.py | 12 ++++++------ .../strategy_methods_advanced.j2 | 5 ++--- 3 files changed, 10 insertions(+), 11 deletions(-) diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index 8286ee9bf..fb8b8070d 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -976,7 +976,7 @@ class AwesomeStrategy(IStrategy): side: str, is_entry: bool, **kwargs, - ) -> float: + ) -> float | None: """ Exit and entry order price re-adjustment logic, returning the user desired limit price. This only executes when a order was already placed, still open (unfilled fully or partially) @@ -998,7 +998,7 @@ class AwesomeStrategy(IStrategy): :param side: 'long' or 'short' - indicating the direction of the proposed trade :param is_entry: True if the order is an entry order, False if it's an exit order. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. - :return float: New entry price value if provided + :return float or None: New entry price value if provided """ # Limit entry orders to use and follow SMA200 as price target for the first 10 minutes since entry trigger for BTC/USDT pair. diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 79ea094c9..98e02cdd6 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -664,7 +664,7 @@ class IStrategy(ABC, HyperStrategyMixin): entry_tag: str | None, side: str, **kwargs, - ) -> float: + ) -> float | None: """ Entry price re-adjustment logic, returning the user desired limit price. This only executes when a order was already placed, still open (unfilled fully or partially) @@ -685,7 +685,7 @@ class IStrategy(ABC, HyperStrategyMixin): :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal. :param side: 'long' or 'short' - indicating the direction of the proposed trade :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. - :return float: New entry price value if provided + :return float or None: New entry price value if provided """ return current_order_rate @@ -701,7 +701,7 @@ class IStrategy(ABC, HyperStrategyMixin): entry_tag: str | None, side: str, **kwargs, - ) -> float: + ) -> float | None: """ Exit price re-adjustment logic, returning the user desired limit price. This only executes when a order was already placed, still open (unfilled fully or partially) @@ -722,7 +722,7 @@ class IStrategy(ABC, HyperStrategyMixin): :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal. :param side: 'long' or 'short' - indicating the direction of the proposed trade :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. - :return float: New entry price value if provided + :return float or None: New exit price value if provided """ return current_order_rate @@ -739,7 +739,7 @@ class IStrategy(ABC, HyperStrategyMixin): side: str, is_entry: bool, **kwargs, - ) -> float: + ) -> float | None: """ Exit and entry order price re-adjustment logic, returning the user desired limit price. This only executes when a order was already placed, still open (unfilled fully or partially) @@ -761,7 +761,7 @@ class IStrategy(ABC, HyperStrategyMixin): :param side: 'long' or 'short' - indicating the direction of the proposed trade :param is_entry: True if the order is an entry order, False if it's an exit order. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. - :return float: New entry price value if provided + :return float or None: New entry price value if provided """ if is_entry: return self.adjust_entry_price( diff --git a/freqtrade/templates/strategy_subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/strategy_subtemplates/strategy_methods_advanced.j2 index 5ff483243..dc133c75a 100644 --- a/freqtrade/templates/strategy_subtemplates/strategy_methods_advanced.j2 +++ b/freqtrade/templates/strategy_subtemplates/strategy_methods_advanced.j2 @@ -52,7 +52,7 @@ def adjust_order_price( side: str, is_entry: bool, **kwargs, -) -> float: +) -> float | None: """ Exit and entry order price re-adjustment logic, returning the user desired limit price. This only executes when a order was already placed, still open (unfilled fully or partially) @@ -74,8 +74,7 @@ def adjust_order_price( :param side: 'long' or 'short' - indicating the direction of the proposed trade :param is_entry: True if the order is an entry order, False if it's an exit order. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. - :return float: New entry price value if provided - + :return float or None: New entry price value if provided """ return current_order_rate From 02b0f0abd6a053c762c8bf0e01ae79cbcb612798 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 20 Mar 2025 20:35:17 +0100 Subject: [PATCH 213/237] refactor: extract replace_order handling --- freqtrade/freqtradebot.py | 100 +++++++++++++++++++++++--------------- 1 file changed, 61 insertions(+), 39 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 7bfeab592..4156b50e1 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -789,6 +789,7 @@ class FreqtradeBot(LoggingMixin): return else: logger.debug("Max adjustment entries is set to unlimited.") + self.execute_entry( trade.pair, stake_amount, @@ -1711,47 +1712,68 @@ class FreqtradeBot(LoggingMixin): cancel_reason = constants.CANCEL_REASON["USER_CANCEL"] if order_obj.safe_placement_price != adjusted_price: - # cancel existing order if new price is supplied or None - res = self.handle_cancel_order( - order, order_obj, trade, cancel_reason, replacing=replacing + self.handle_replace_order( + order, + order_obj, + trade, + adjusted_price, + is_entry, + cancel_reason, + replacing=replacing, ) - if not res: - self.replace_order_failed( - trade, f"Could not fully cancel order for {trade}, therefore not replacing." + + def handle_replace_order( + self, + order: CcxtOrder | None, + order_obj: Order, + trade: Trade, + new_order_price: float | None, + is_entry: bool, + cancel_reason: str, + replacing: bool = False, + ) -> None: + """ + Cancel existing order if new price is supplied, and if the cancel is successful, + places a new order with the remaining capital. + """ + if not order: + order = self.exchange.fetch_order(order_obj.order_id, trade.pair) + res = self.handle_cancel_order(order, order_obj, trade, cancel_reason, replacing=replacing) + if not res: + self.replace_order_failed( + trade, f"Could not fully cancel order for {trade}, therefore not replacing." + ) + return + if new_order_price: + # place new order only if new price is supplied + try: + if is_entry: + succeeded = self.execute_entry( + pair=trade.pair, + stake_amount=( + order_obj.safe_remaining * order_obj.safe_price / trade.leverage + ), + price=new_order_price, + trade=trade, + is_short=trade.is_short, + mode="replace", ) - return - if adjusted_price: - # place new order only if new price is supplied - try: - if is_entry: - succeeded = self.execute_entry( - pair=trade.pair, - stake_amount=( - order_obj.safe_remaining * order_obj.safe_price / trade.leverage - ), - price=adjusted_price, - trade=trade, - is_short=trade.is_short, - mode="replace", - ) - else: - succeeded = self.execute_trade_exit( - trade, - adjusted_price, - exit_check=ExitCheckTuple( - exit_type=ExitType.CUSTOM_EXIT, - exit_reason=order_obj.ft_order_tag or "order_replaced", - ), - ordertype="limit", - sub_trade_amt=order_obj.safe_remaining, - ) - if not succeeded: - self.replace_order_failed( - trade, f"Could not replace order for {trade}." - ) - except DependencyException as exception: - logger.warning(f"Unable to replace order for {trade.pair}: {exception}") - self.replace_order_failed(trade, f"Could not replace order for {trade}.") + else: + succeeded = self.execute_trade_exit( + trade, + new_order_price, + exit_check=ExitCheckTuple( + exit_type=ExitType.CUSTOM_EXIT, + exit_reason=order_obj.ft_order_tag or "order_replaced", + ), + ordertype="limit", + sub_trade_amt=order_obj.safe_remaining, + ) + if not succeeded: + self.replace_order_failed(trade, f"Could not replace order for {trade}.") + except DependencyException as exception: + logger.warning(f"Unable to replace order for {trade.pair}: {exception}") + self.replace_order_failed(trade, f"Could not replace order for {trade}.") def cancel_open_orders_of_trade( self, trade: Trade, sides: list[str], reason: str, replacing: bool = False From e3e924d88835e97d225252a34086e8dd0f2a2cd2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Mar 2025 06:40:20 +0100 Subject: [PATCH 214/237] docs: minor update to realign summary metric docs --- docs/backtesting.md | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/backtesting.md b/docs/backtesting.md index d72c54686..981f889a2 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -209,6 +209,7 @@ A backtesting result will look like that: | Sortino | 1.88 | | Sharpe | 2.97 | | Calmar | 6.29 | +| SQN | 2.45 | | Profit factor | 1.11 | | Expectancy (Ratio) | -0.15 (-0.05) | | Avg. stake amount | 0.001 BTC | From 5ea7ba6b9a51c287085e7c7b90fa459126c82d82 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Mar 2025 07:05:21 +0100 Subject: [PATCH 215/237] docs: improve adjust_trade_position docs further part of #11461 --- docs/strategy-callbacks.md | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index fb8b8070d..fb2d42fbc 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -758,7 +758,7 @@ For performance reasons, it's disabled by default and freqtrade will show a warn Additional orders also result in additional fees and those orders don't count towards `max_open_trades`. -This callback is also called when there is an open order (either buy or sell) waiting for execution - and will cancel the existing open order to place a new order if the amount, price or direction is different. +This callback is also called when there is an open order (either buy or sell) waiting for execution - and will cancel the existing open order to place a new order if the amount, price or direction is different. Also partially filled orders will be canceled, and will be replaced with the new amount as returned by the callback. `adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible. @@ -770,9 +770,9 @@ Modifications to leverage are not possible, and the stake-amount returned is ass The combined stake currently allocated to the position is held in `trade.stake_amount`. Therefore `trade.stake_amount` will always be updated on every additional entry and partial exit made through `adjust_trade_position()`. !!! Danger "Loose Logic" - On dry and live run, this function will be called every `throttle_process_secs` (default to 5s). If you have a loose logic, for example your logic for extra entry is only to check RSI of last candle is below 30, then when such condition fulfilled, your bot will do extra re-entry every 5 secs until either it run out of money, it hit the `max_position_adjustment` limit, or a new candle with RSI more than 30 arrived. + On dry and live run, this function will be called every `throttle_process_secs` (default to 5s). If you have a loose logic, (e.g. increase position if RSI of the last candle is below 30), your bot will do extra re-entry every 5 secs until you either it run out of money, hit the `max_position_adjustment` limit, or a new candle with RSI more than 30 arrived. - Same thing also can happen with partial exit. So be sure to have a strict logic and/or check for the last filled order. + Same thing also can happen with partial exit. So be sure to have a strict logic and/or check for the last filled order and if an order is already open. !!! 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. From 8e2de9ef7eae01cecc9d436a1c5cb28d65d08588 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Mar 2025 07:11:08 +0100 Subject: [PATCH 216/237] docs: improve adjust_trade_position formatting --- docs/strategy-callbacks.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index fb2d42fbc..4564a0f03 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -772,7 +772,8 @@ The combined stake currently allocated to the position is held in `trade.stake_a !!! Danger "Loose Logic" On dry and live run, this function will be called every `throttle_process_secs` (default to 5s). If you have a loose logic, (e.g. increase position if RSI of the last candle is below 30), your bot will do extra re-entry every 5 secs until you either it run out of money, hit the `max_position_adjustment` limit, or a new candle with RSI more than 30 arrived. - Same thing also can happen with partial exit. So be sure to have a strict logic and/or check for the last filled order and if an order is already open. + Same thing also can happen with partial exit. + So be sure to have a strict logic and/or check for the last filled order and if an order is already open. !!! 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. From c6e64bad49507b9ba20b6aa83fefc43de70dc5af Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 21 Mar 2025 19:09:30 +0100 Subject: [PATCH 217/237] chore: backtesting will always be "true" for dry-run. --- freqtrade/optimize/backtesting.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index acce51537..d2efc78b5 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -714,7 +714,7 @@ class Backtesting: exchange=self.exchange, wallets=self.wallets, stake_currency=self.config["stake_currency"], - dry_run=self.config["dry_run"], + dry_run=True, ) if not (order.ft_order_side == trade.exit_side and order.safe_amount == trade.amount): self._call_adjust_stop(current_date, trade, order.ft_price) From 31e4501765c649fc59ed221174ae73ee0918d807 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Mar 2025 14:37:52 +0100 Subject: [PATCH 218/237] docs: improve static pairlist documentation --- docs/includes/pairlists.md | 17 ++++++++++++++++- 1 file changed, 16 insertions(+), 1 deletion(-) diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md index c1da08516..32b97605c 100644 --- a/docs/includes/pairlists.md +++ b/docs/includes/pairlists.md @@ -44,9 +44,24 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration. The pairlist also supports wildcards (in regex-style) - so `.*/BTC` will include all pairs with BTC as a stake. -It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`. +It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`, which in the below example, will trade BTC/USDT and ETH/USDT - and will prevent BNB/USDT trading. + +Both `pair_*list` parameters support regex - so values like `.*/USDT` would enable trading all pairs that are not in the blacklist. ```json +"exchange": { + "name": "...", + // ... + "pair_whitelist": [ + "BTC/USDT", + "ETH/USDT", + // ... + ], + "pair_blacklist": [ + "BNB/USDT", + // ... + ] +}, "pairlists": [ {"method": "StaticPairList"} ], From 23b10161d519ec60114030ada279b20e8d29bf2a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Mar 2025 15:42:38 +0100 Subject: [PATCH 219/237] test: improve test resiliance --- tests/conftest.py | 1 + tests/optimize/test_optimize_reports.py | 20 +++++++++++++------- 2 files changed, 14 insertions(+), 7 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index b7e766b3e..06dd23f79 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -652,6 +652,7 @@ def get_default_conf(testdatadir): "trading_mode": "spot", "margin_mode": "", "candle_type_def": CandleType.SPOT, + "original_config": {}, } return configuration diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index d0c970b33..c69761fe0 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -253,8 +253,9 @@ def test_store_backtest_results(testdatadir, mocker): dump_mock = mocker.patch("freqtrade.optimize.optimize_reports.bt_storage.file_dump_json") zip_mock = mocker.patch("freqtrade.optimize.optimize_reports.bt_storage.ZipFile") data = {"metadata": {}, "strategy": {}, "strategy_comparison": []} - - store_backtest_results({"exportfilename": testdatadir}, data, "2022_01_01_15_05_13") + store_backtest_results( + {"exportfilename": testdatadir, "original_config": {}}, data, "2022_01_01_15_05_13" + ) assert dump_mock.call_count == 2 assert zip_mock.call_count == 1 @@ -264,7 +265,9 @@ def test_store_backtest_results(testdatadir, mocker): dump_mock.reset_mock() zip_mock.reset_mock() filename = testdatadir / "testresult.json" - store_backtest_results({"exportfilename": filename}, data, "2022_01_01_15_05_13") + store_backtest_results( + {"exportfilename": filename, "original_config": {}}, data, "2022_01_01_15_05_13" + ) assert dump_mock.call_count == 2 assert zip_mock.call_count == 1 assert isinstance(dump_mock.call_args_list[0][0][0], Path) @@ -274,7 +277,11 @@ def test_store_backtest_results(testdatadir, mocker): def test_store_backtest_results_real(tmp_path): data = {"metadata": {}, "strategy": {}, "strategy_comparison": []} - store_backtest_results({"exportfilename": tmp_path}, data, "2022_01_01_15_05_13") + config = { + "exportfilename": tmp_path, + "original_config": {}, + } + store_backtest_results(config, data, "2022_01_01_15_05_13") zip_file = tmp_path / "backtest-result-2022_01_01_15_05_13.zip" assert zip_file.is_file() @@ -287,9 +294,7 @@ def test_store_backtest_results_real(tmp_path): fn = get_latest_backtest_filename(tmp_path) assert fn == "backtest-result-2022_01_01_15_05_13.zip" - store_backtest_results( - {"exportfilename": tmp_path}, data, "2024_01_01_15_05_25", market_change_data=pd.DataFrame() - ) + store_backtest_results(config, data, "2024_01_01_15_05_25", market_change_data=pd.DataFrame()) zip_file = tmp_path / "backtest-result-2024_01_01_15_05_25.zip" assert zip_file.is_file() assert (tmp_path / "backtest-result-2024_01_01_15_05_25.meta.json").is_file() @@ -313,6 +318,7 @@ def test_write_read_backtest_candles(tmp_path): "exportfilename": tmp_path, "export": "signals", "runmode": "backtest", + "original_config": {}, } # test directory exporting sample_date = "2022_01_01_15_05_13" From 9fa3a15e245a2214bd0a226495a8432ad3a5b882 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Mar 2025 15:44:55 +0100 Subject: [PATCH 220/237] feat: store (sanitized) configuration --- freqtrade/optimize/optimize_reports/bt_storage.py | 5 +++++ tests/optimize/test_optimize_reports.py | 2 ++ 2 files changed, 7 insertions(+) diff --git a/freqtrade/optimize/optimize_reports/bt_storage.py b/freqtrade/optimize/optimize_reports/bt_storage.py index d0c5d7fb7..00c8c1913 100644 --- a/freqtrade/optimize/optimize_reports/bt_storage.py +++ b/freqtrade/optimize/optimize_reports/bt_storage.py @@ -6,6 +6,7 @@ from zipfile import ZIP_DEFLATED, ZipFile from pandas import DataFrame +from freqtrade.configuration import sanitize_config from freqtrade.constants import LAST_BT_RESULT_FN from freqtrade.enums.runmode import RunMode from freqtrade.ft_types import BacktestResultType @@ -85,6 +86,10 @@ def store_backtest_results( dump_json_to_file(stats_buf, stats_copy) zipf.writestr(json_filename.name, stats_buf.getvalue()) + config_buf = StringIO() + dump_json_to_file(config_buf, sanitize_config(config["original_config"])) + zipf.writestr(f"{base_filename.stem}_config.json", config_buf.getvalue()) + # Add market change data if present if market_change_data is not None: market_change_name = f"{base_filename.stem}_market_change.feather" diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index c69761fe0..838dcb14f 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -303,6 +303,8 @@ def test_store_backtest_results_real(tmp_path): with ZipFile(zip_file, "r") as zipf: assert "backtest-result-2024_01_01_15_05_25.json" in zipf.namelist() assert "backtest-result-2024_01_01_15_05_25_market_change.feather" in zipf.namelist() + assert "backtest-result-2024_01_01_15_05_25_config.json" in zipf.namelist() + assert (tmp_path / LAST_BT_RESULT_FN).is_file() # Last file reference should be updated From 04a28b25508d76d71465b93d226dac88dcce9756 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Mar 2025 15:51:48 +0100 Subject: [PATCH 221/237] fix: backtestResulttype - simplify --- freqtrade/ft_types/backtest_result_type.py | 13 ++++++++----- .../optimize/optimize_reports/optimize_reports.py | 8 ++------ 2 files changed, 10 insertions(+), 11 deletions(-) diff --git a/freqtrade/ft_types/backtest_result_type.py b/freqtrade/ft_types/backtest_result_type.py index 27cdb6126..4cd8f2a58 100644 --- a/freqtrade/ft_types/backtest_result_type.py +++ b/freqtrade/ft_types/backtest_result_type.py @@ -1,3 +1,4 @@ +from copy import deepcopy from typing import Any from typing_extensions import TypedDict @@ -15,11 +16,13 @@ class BacktestResultType(TypedDict): def get_BacktestResultType_default() -> BacktestResultType: - return { - "metadata": {}, - "strategy": {}, - "strategy_comparison": [], - } + return deepcopy( + { + "metadata": {}, + "strategy": {}, + "strategy_comparison": [], + } + ) class BacktestHistoryEntryType(BacktestMetadataType): diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py index c0188673a..e5b526779 100644 --- a/freqtrade/optimize/optimize_reports/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports/optimize_reports.py @@ -18,7 +18,7 @@ from freqtrade.data.metrics import ( calculate_sortino, calculate_sqn, ) -from freqtrade.ft_types import BacktestResultType +from freqtrade.ft_types import BacktestResultType, get_BacktestResultType_default from freqtrade.util import decimals_per_coin, fmt_coin, get_dry_run_wallet @@ -587,11 +587,7 @@ def generate_backtest_stats( :param max_date: Backtest end date :return: Dictionary containing results per strategy and a strategy summary. """ - result: BacktestResultType = { - "metadata": {}, - "strategy": {}, - "strategy_comparison": [], - } + result: BacktestResultType = get_BacktestResultType_default() market_change = calculate_market_change(btdata, "close") metadata = {} pairlist = list(btdata.keys()) From 85fc9364319b03d2fc75c714f3855349dc0e107d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Mar 2025 17:22:50 +0100 Subject: [PATCH 222/237] feat: add Strategy and parameter file to backtest zip file --- freqtrade/optimize/backtesting.py | 1 + .../optimize/optimize_reports/bt_storage.py | 20 +++++++++++++++++++ 2 files changed, 21 insertions(+) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index d2efc78b5..9a5e58c92 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -1792,6 +1792,7 @@ class Backtesting: dt_appendix, market_change_data=combined_res, analysis_results=self.analysis_results, + strategy_files={s.get_strategy_name(): s.__file__ for s in self.strategylist}, ) # Results may be mixed up now. Sort them so they follow --strategy-list order. diff --git a/freqtrade/optimize/optimize_reports/bt_storage.py b/freqtrade/optimize/optimize_reports/bt_storage.py index 00c8c1913..202db7c21 100644 --- a/freqtrade/optimize/optimize_reports/bt_storage.py +++ b/freqtrade/optimize/optimize_reports/bt_storage.py @@ -53,6 +53,7 @@ def store_backtest_results( *, market_change_data: DataFrame | None = None, analysis_results: dict[str, dict[str, DataFrame]] | None = None, + strategy_files: dict[str, str] | None = None, ) -> Path: """ Stores backtest results and analysis data in a zip file, with metadata stored separately @@ -90,6 +91,25 @@ def store_backtest_results( dump_json_to_file(config_buf, sanitize_config(config["original_config"])) zipf.writestr(f"{base_filename.stem}_config.json", config_buf.getvalue()) + for strategy_name, strategy_file in (strategy_files or {}).items(): + # Store the strategy file and its parameters + strategy_buf = BytesIO() + strategy_path = Path(strategy_file) + with strategy_path.open("rb") as strategy_file_obj: + strategy_buf.write(strategy_file_obj.read()) + strategy_buf.seek(0) + zipf.writestr(f"{base_filename.stem}_{strategy_name}.py", strategy_buf.getvalue()) + strategy_params = strategy_path.with_suffix(".json") + if strategy_params.is_file(): + strategy_params_buf = BytesIO() + with strategy_params.open("rb") as strategy_params_obj: + strategy_params_buf.write(strategy_params_obj.read()) + strategy_params_buf.seek(0) + zipf.writestr( + f"{base_filename.stem}_{strategy_name}.json", + strategy_params_buf.getvalue(), + ) + # Add market change data if present if market_change_data is not None: market_change_name = f"{base_filename.stem}_market_change.feather" From 5b0b44069aad729bbb6f3f61d35032672cd6b779 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Mar 2025 17:23:05 +0100 Subject: [PATCH 223/237] test: Ensure strategy file is added to the test file. --- tests/optimize/test_optimize_reports.py | 18 +++++++++++++++++- 1 file changed, 17 insertions(+), 1 deletion(-) diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 838dcb14f..3e00e4d85 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -294,7 +294,15 @@ def test_store_backtest_results_real(tmp_path): fn = get_latest_backtest_filename(tmp_path) assert fn == "backtest-result-2022_01_01_15_05_13.zip" - store_backtest_results(config, data, "2024_01_01_15_05_25", market_change_data=pd.DataFrame()) + strategy_test_dir = Path(__file__).parent.parent / "strategy" / "strats" + + store_backtest_results( + config, + data, + "2024_01_01_15_05_25", + market_change_data=pd.DataFrame(), + strategy_files={"DefStrat": str(strategy_test_dir / "strategy_test_v3.py")}, + ) zip_file = tmp_path / "backtest-result-2024_01_01_15_05_25.zip" assert zip_file.is_file() assert (tmp_path / "backtest-result-2024_01_01_15_05_25.meta.json").is_file() @@ -304,6 +312,14 @@ def test_store_backtest_results_real(tmp_path): assert "backtest-result-2024_01_01_15_05_25.json" in zipf.namelist() assert "backtest-result-2024_01_01_15_05_25_market_change.feather" in zipf.namelist() assert "backtest-result-2024_01_01_15_05_25_config.json" in zipf.namelist() + # strategy file is copied to the zip file + assert "backtest-result-2024_01_01_15_05_25_DefStrat.py" in zipf.namelist() + # compare the content of the strategy file + with zipf.open("backtest-result-2024_01_01_15_05_25_DefStrat.py") as strategy_file: + strategy_content = strategy_file.read() + with (strategy_test_dir / "strategy_test_v3.py").open("rb") as original_file: + original_content = original_file.read() + assert strategy_content == original_content assert (tmp_path / LAST_BT_RESULT_FN).is_file() From 7b44dd17aef21f2b9d7c55ebb6b945946389e76b Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Mar 2025 17:24:00 +0100 Subject: [PATCH 224/237] feat: strategy-file saving for api backtest --- freqtrade/rpc/api_server/api_backtest.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py index 278922b7d..5d06e8a48 100644 --- a/freqtrade/rpc/api_server/api_backtest.py +++ b/freqtrade/rpc/api_server/api_backtest.py @@ -108,6 +108,9 @@ def __run_backtest_bg(btconfig: Config): ApiBG.bt["bt"].results, datetime.now().strftime("%Y-%m-%d_%H-%M-%S"), market_change_data=combined_res, + strategy_files={ + s.get_strategy_name(): s.__file__ for s in ApiBG.bt["bt"].strategylist + }, ) ApiBG.bt["bt"].results["metadata"][strategy_name]["filename"] = str(fn.stem) ApiBG.bt["bt"].results["metadata"][strategy_name]["strategy"] = strategy_name From 3ffc69ad024df680fb88d9e73817d02207c7d6ae Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Mar 2025 19:09:11 +0100 Subject: [PATCH 225/237] chore: fix typing errors --- freqtrade/ft_types/backtest_result_type.py | 17 ++++++++++------- freqtrade/strategy/interface.py | 1 + 2 files changed, 11 insertions(+), 7 deletions(-) diff --git a/freqtrade/ft_types/backtest_result_type.py b/freqtrade/ft_types/backtest_result_type.py index 4cd8f2a58..b8ddbb4b6 100644 --- a/freqtrade/ft_types/backtest_result_type.py +++ b/freqtrade/ft_types/backtest_result_type.py @@ -1,5 +1,5 @@ from copy import deepcopy -from typing import Any +from typing import Any, cast from typing_extensions import TypedDict @@ -16,12 +16,15 @@ class BacktestResultType(TypedDict): def get_BacktestResultType_default() -> BacktestResultType: - return deepcopy( - { - "metadata": {}, - "strategy": {}, - "strategy_comparison": [], - } + return cast( + BacktestResultType, + deepcopy( + { + "metadata": {}, + "strategy": {}, + "strategy_comparison": [], + } + ), ) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 98e02cdd6..5cd873f23 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -132,6 +132,7 @@ class IStrategy(ABC, HyperStrategyMixin): stake_currency: str # container variable for strategy source code __source__: str = "" + __file__: str = "" # Definition of plot_config. See plotting documentation for more details. plot_config: dict = {} From 286371c1e482fa85eb61dc09c9ec769c67db0de6 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Mar 2025 19:35:02 +0100 Subject: [PATCH 226/237] docs: add documentation for output zip file format --- docs/backtesting.md | 14 ++++++++++++++ 1 file changed, 14 insertions(+) diff --git a/docs/backtesting.md b/docs/backtesting.md index 981f889a2..4d91b3ca6 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -435,6 +435,20 @@ To save time, by default backtest will reuse a cached result from within the las To further analyze your backtest results, freqtrade will export the trades to file by default. You can then load the trades to perform further analysis as shown in the [data analysis](strategy_analysis_example.md#load-backtest-results-to-pandas-dataframe) backtesting section. +### Backtest output file + +The output file freqtrade produces is a zip file containing the following files: + +- The backtest report in json format +- the market change data in feather format +- a copy of the strategy file +- a copy of the strategy parameters (if a parameter file was used) +- a sanitized copy of the config file + +This will ensure results are reproducible - under the assumption that the same data is available. + +Only the strategy file and the config file are included in the zip file, eventual dependencies are not included. + ## Assumptions made by backtesting Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions: From d19498667a31b2c6e9c08b7c5d8f569940b3cbd1 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 24 Mar 2025 03:21:05 +0000 Subject: [PATCH 227/237] chore(deps): bump mkdocs-material in the mkdocs group Bumps the mkdocs group with 1 update: [mkdocs-material](https://github.com/squidfunk/mkdocs-material). Updates `mkdocs-material` from 9.6.8 to 9.6.9 - [Release notes](https://github.com/squidfunk/mkdocs-material/releases) - [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG) - [Commits](https://github.com/squidfunk/mkdocs-material/compare/9.6.8...9.6.9) --- updated-dependencies: - dependency-name: mkdocs-material dependency-type: direct:production update-type: version-update:semver-patch dependency-group: mkdocs ... Signed-off-by: dependabot[bot] --- docs/requirements-docs.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 1b019c5a2..c1c90d274 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,6 +1,6 @@ markdown==3.7 mkdocs==1.6.1 -mkdocs-material==9.6.8 +mkdocs-material==9.6.9 mdx_truly_sane_lists==1.3 pymdown-extensions==10.14.3 jinja2==3.1.6 From 5f8608d3b33f2aefe57aa94a7c8db17d9218e43e Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 24 Mar 2025 03:21:15 +0000 Subject: [PATCH 228/237] chore(deps): bump fastapi from 0.115.11 to 0.115.12 Bumps [fastapi](https://github.com/fastapi/fastapi) from 0.115.11 to 0.115.12. - [Release notes](https://github.com/fastapi/fastapi/releases) - [Commits](https://github.com/fastapi/fastapi/compare/0.115.11...0.115.12) --- updated-dependencies: - dependency-name: fastapi dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index bb411d095..9cd270235 100644 --- a/requirements.txt +++ b/requirements.txt @@ -37,7 +37,7 @@ orjson==3.10.15 sdnotify==0.3.2 # API Server -fastapi==0.115.11 +fastapi==0.115.12 pydantic==2.10.6 uvicorn==0.34.0 pyjwt==2.10.1 From 00bdf13fae6521efc06001a1e039f11e1ef5c301 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 24 Mar 2025 03:21:22 +0000 Subject: [PATCH 229/237] chore(deps-dev): bump ruff from 0.11.0 to 0.11.2 Bumps [ruff](https://github.com/astral-sh/ruff) from 0.11.0 to 0.11.2. - [Release notes](https://github.com/astral-sh/ruff/releases) - [Changelog](https://github.com/astral-sh/ruff/blob/main/CHANGELOG.md) - [Commits](https://github.com/astral-sh/ruff/compare/0.11.0...0.11.2) --- updated-dependencies: - dependency-name: ruff dependency-type: direct:development update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index df9196d82..060c13c23 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -7,7 +7,7 @@ -r docs/requirements-docs.txt coveralls==4.0.1 -ruff==0.11.0 +ruff==0.11.2 mypy==1.15.0 pre-commit==4.1.0 pytest==8.3.5 From 7ef52365f72a6f30a068824b0aa89b165f45f9e8 Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 24 Mar 2025 03:21:33 +0000 Subject: [PATCH 230/237] chore(deps): bump ccxt from 4.4.68 to 4.4.69 Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.4.68 to 4.4.69. - [Release notes](https://github.com/ccxt/ccxt/releases) - [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md) - [Commits](https://github.com/ccxt/ccxt/compare/v4.4.68...v4.4.69) --- updated-dependencies: - dependency-name: ccxt dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index bb411d095..415d4fbba 100644 --- a/requirements.txt +++ b/requirements.txt @@ -4,7 +4,7 @@ bottleneck==1.4.2 numexpr==2.10.2 pandas-ta==0.3.14b -ccxt==4.4.68 +ccxt==4.4.69 cryptography==44.0.2 aiohttp==3.9.5 SQLAlchemy==2.0.39 From 43dd90f6d4e9ba8c2663e17e05f02ab430446e1a Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 24 Mar 2025 03:21:41 +0000 Subject: [PATCH 231/237] chore(deps): bump plotly from 6.0.0 to 6.0.1 Bumps [plotly](https://github.com/plotly/plotly.py) from 6.0.0 to 6.0.1. - [Release notes](https://github.com/plotly/plotly.py/releases) - [Changelog](https://github.com/plotly/plotly.py/blob/main/CHANGELOG.md) - [Commits](https://github.com/plotly/plotly.py/compare/v6.0.0...v6.0.1) --- updated-dependencies: - dependency-name: plotly dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] --- requirements-plot.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-plot.txt b/requirements-plot.txt index 16a162600..f3d27df41 100644 --- a/requirements-plot.txt +++ b/requirements-plot.txt @@ -1,4 +1,4 @@ # Include all requirements to run the bot. -r requirements.txt -plotly==6.0.0 +plotly==6.0.1 From f3101e8a757fa64119c5d7214cd221ff973d48ab Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Mon, 24 Mar 2025 03:21:46 +0000 Subject: [PATCH 232/237] chore(deps-dev): bump pre-commit from 4.1.0 to 4.2.0 Bumps [pre-commit](https://github.com/pre-commit/pre-commit) from 4.1.0 to 4.2.0. - [Release notes](https://github.com/pre-commit/pre-commit/releases) - [Changelog](https://github.com/pre-commit/pre-commit/blob/main/CHANGELOG.md) - [Commits](https://github.com/pre-commit/pre-commit/compare/v4.1.0...v4.2.0) --- updated-dependencies: - dependency-name: pre-commit dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] --- requirements-dev.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements-dev.txt b/requirements-dev.txt index df9196d82..bc3c109aa 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -9,7 +9,7 @@ coveralls==4.0.1 ruff==0.11.0 mypy==1.15.0 -pre-commit==4.1.0 +pre-commit==4.2.0 pytest==8.3.5 pytest-asyncio==0.25.3 pytest-cov==6.0.0 From 1fdce89806b6f638cf88146fb4bf8ca0851df7ce Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 24 Mar 2025 06:41:58 +0100 Subject: [PATCH 233/237] chore: Implement safeguard against non-existing strategy files --- freqtrade/optimize/optimize_reports/bt_storage.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/freqtrade/optimize/optimize_reports/bt_storage.py b/freqtrade/optimize/optimize_reports/bt_storage.py index 202db7c21..1e6a67e81 100644 --- a/freqtrade/optimize/optimize_reports/bt_storage.py +++ b/freqtrade/optimize/optimize_reports/bt_storage.py @@ -95,6 +95,9 @@ def store_backtest_results( # Store the strategy file and its parameters strategy_buf = BytesIO() strategy_path = Path(strategy_file) + if not strategy_path.is_file(): + logger.warning(f"Strategy file '{strategy_path}' does not exist. Skipping.") + continue with strategy_path.open("rb") as strategy_file_obj: strategy_buf.write(strategy_file_obj.read()) strategy_buf.seek(0) From 799ce4e1f2ec3096744b6925bbbe2dd04e0d0ee1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 24 Mar 2025 07:10:43 +0100 Subject: [PATCH 234/237] test: Enhance test to also cover params file saving --- tests/optimize/test_optimize_reports.py | 23 +++++++++++++++++++---- 1 file changed, 19 insertions(+), 4 deletions(-) diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 3e00e4d85..9fb5ccae9 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -1,5 +1,6 @@ import json import re +import shutil from datetime import timedelta from pathlib import Path from shutil import copyfile @@ -41,7 +42,7 @@ from freqtrade.optimize.optimize_reports.optimize_reports import ( from freqtrade.resolvers.strategy_resolver import StrategyResolver from freqtrade.util import dt_ts from freqtrade.util.datetime_helpers import dt_from_ts, dt_utc -from tests.conftest import CURRENT_TEST_STRATEGY +from tests.conftest import CURRENT_TEST_STRATEGY, log_has_re from tests.data.test_history import _clean_test_file @@ -275,13 +276,16 @@ def test_store_backtest_results(testdatadir, mocker): assert str(dump_mock.call_args_list[0][0][0]).startswith(str(testdatadir / "testresult")) -def test_store_backtest_results_real(tmp_path): +def test_store_backtest_results_real(tmp_path, caplog): data = {"metadata": {}, "strategy": {}, "strategy_comparison": []} config = { "exportfilename": tmp_path, "original_config": {}, } - store_backtest_results(config, data, "2022_01_01_15_05_13") + store_backtest_results( + config, data, "2022_01_01_15_05_13", strategy_files={"DefStrat": "NoFile"} + ) + assert log_has_re(r"Strategy file .* does not exist\. Skipping\.", caplog) zip_file = tmp_path / "backtest-result-2022_01_01_15_05_13.zip" assert zip_file.is_file() @@ -296,12 +300,17 @@ def test_store_backtest_results_real(tmp_path): strategy_test_dir = Path(__file__).parent.parent / "strategy" / "strats" + shutil.copy(strategy_test_dir / "strategy_test_v3.py", tmp_path) + params_file = tmp_path / "strategy_test_v3.json" + with params_file.open("w") as f: + f.write("""{"strategy_name": "TurtleStrategyX5","params":{}}""") + store_backtest_results( config, data, "2024_01_01_15_05_25", market_change_data=pd.DataFrame(), - strategy_files={"DefStrat": str(strategy_test_dir / "strategy_test_v3.py")}, + strategy_files={"DefStrat": str(tmp_path / "strategy_test_v3.py")}, ) zip_file = tmp_path / "backtest-result-2024_01_01_15_05_25.zip" assert zip_file.is_file() @@ -320,6 +329,12 @@ def test_store_backtest_results_real(tmp_path): with (strategy_test_dir / "strategy_test_v3.py").open("rb") as original_file: original_content = original_file.read() assert strategy_content == original_content + assert "backtest-result-2024_01_01_15_05_25_DefStrat.py" in zipf.namelist() + with zipf.open("backtest-result-2024_01_01_15_05_25_DefStrat.json") as pf: + params_content = pf.read() + with params_file.open("rb") as original_file: + original_content = original_file.read() + assert params_content == original_content assert (tmp_path / LAST_BT_RESULT_FN).is_file() From 8cf3f3826f5e633b348f273ac1e4b0d980964ebf Mon Sep 17 00:00:00 2001 From: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com> Date: Tue, 25 Mar 2025 03:14:17 +0000 Subject: [PATCH 235/237] chore: update pre-commit hooks --- .pre-commit-config.yaml | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml index 78c8ac160..5d36ce602 100644 --- a/.pre-commit-config.yaml +++ b/.pre-commit-config.yaml @@ -31,7 +31,7 @@ repos: - repo: https://github.com/charliermarsh/ruff-pre-commit # Ruff version. - rev: 'v0.11.0' + rev: 'v0.11.2' hooks: - id: ruff - id: ruff-format @@ -70,6 +70,6 @@ repos: # Ensure github actions remain safe - repo: https://github.com/woodruffw/zizmor-pre-commit - rev: v1.5.1 + rev: v1.5.2 hooks: - id: zizmor From f242110957f1fbf67c28020edacdae827ab29bf9 Mon Sep 17 00:00:00 2001 From: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com> Date: Thu, 27 Mar 2025 03:13:26 +0000 Subject: [PATCH 236/237] chore: update pre-commit hooks --- .../exchange/binance_leverage_tiers.json | 1499 ++++++++++++++++- 1 file changed, 1449 insertions(+), 50 deletions(-) diff --git a/freqtrade/exchange/binance_leverage_tiers.json b/freqtrade/exchange/binance_leverage_tiers.json index f71f2a002..4eb970b2c 100644 --- a/freqtrade/exchange/binance_leverage_tiers.json +++ b/freqtrade/exchange/binance_leverage_tiers.json @@ -8279,10 +8279,10 @@ "minNotional": 0.0, "maxNotional": 5000.0, "maintenanceMarginRate": 0.015, - "maxLeverage": 50.0, + "maxLeverage": 25.0, "info": { "bracket": "1", - "initialLeverage": "50", + "initialLeverage": "25", "notionalCap": "5000", "notionalFloor": "0", "maintMarginRatio": "0.015", @@ -8296,10 +8296,10 @@ "minNotional": 5000.0, "maxNotional": 20000.0, "maintenanceMarginRate": 0.02, - "maxLeverage": 25.0, + "maxLeverage": 15.0, "info": { "bracket": "2", - "initialLeverage": "25", + "initialLeverage": "15", "notionalCap": "20000", "notionalFloor": "5000", "maintMarginRatio": "0.02", @@ -8313,10 +8313,10 @@ "minNotional": 20000.0, "maxNotional": 30000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, + "maxLeverage": 10.0, "info": { "bracket": "3", - "initialLeverage": "20", + "initialLeverage": "10", "notionalCap": "30000", "notionalFloor": "20000", "maintMarginRatio": "0.025", @@ -8330,10 +8330,10 @@ "minNotional": 30000.0, "maxNotional": 300000.0, "maintenanceMarginRate": 0.05, - "maxLeverage": 10.0, + "maxLeverage": 8.0, "info": { "bracket": "4", - "initialLeverage": "10", + "initialLeverage": "8", "notionalCap": "300000", "notionalFloor": "30000", "maintMarginRatio": "0.05", @@ -10133,6 +10133,127 @@ } } ], + "BANANAS31/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "BANANAS31/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.02", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "BANANAS31/USDT:USDT", + "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": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "BANANAS31/USDT:USDT", + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "3", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "650.0" + } + }, + { + "tier": 4.0, + "symbol": "BANANAS31/USDT:USDT", + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10650.0" + } + }, + { + "tier": 5.0, + "symbol": "BANANAS31/USDT:USDT", + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "500000", + "maintMarginRatio": "0.125", + "cum": "23150.0" + } + }, + { + "tier": 6.0, + "symbol": "BANANAS31/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "116900.0" + } + }, + { + "tier": 7.0, + "symbol": "BANANAS31/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "491900.0" + } + } + ], "BAND/USDT:USDT": [ { "tier": 1.0, @@ -11477,6 +11598,127 @@ } } ], + "BID/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "BID/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.02", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "BID/USDT:USDT", + "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": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "BID/USDT:USDT", + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "3", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "650.0" + } + }, + { + "tier": 4.0, + "symbol": "BID/USDT:USDT", + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10650.0" + } + }, + { + "tier": 5.0, + "symbol": "BID/USDT:USDT", + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "500000", + "maintMarginRatio": "0.125", + "cum": "23150.0" + } + }, + { + "tier": 6.0, + "symbol": "BID/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "116900.0" + } + }, + { + "tier": 7.0, + "symbol": "BID/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "491900.0" + } + } + ], "BIGTIME/USDT:USDT": [ { "tier": 1.0, @@ -13116,6 +13358,127 @@ } } ], + "BR/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "BR/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.02", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "BR/USDT:USDT", + "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": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "BR/USDT:USDT", + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "3", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "650.0" + } + }, + { + "tier": 4.0, + "symbol": "BR/USDT:USDT", + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10650.0" + } + }, + { + "tier": 5.0, + "symbol": "BR/USDT:USDT", + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "500000", + "maintMarginRatio": "0.125", + "cum": "23150.0" + } + }, + { + "tier": 6.0, + "symbol": "BR/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "116900.0" + } + }, + { + "tier": 7.0, + "symbol": "BR/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "491900.0" + } + } + ], "BRETT/USDT:USDT": [ { "tier": 1.0, @@ -13271,6 +13634,248 @@ } } ], + "BROCCOLI714/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "BROCCOLI714/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.02", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "BROCCOLI714/USDT:USDT", + "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": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "BROCCOLI714/USDT:USDT", + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "3", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "650.0" + } + }, + { + "tier": 4.0, + "symbol": "BROCCOLI714/USDT:USDT", + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10650.0" + } + }, + { + "tier": 5.0, + "symbol": "BROCCOLI714/USDT:USDT", + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "500000", + "maintMarginRatio": "0.125", + "cum": "23150.0" + } + }, + { + "tier": 6.0, + "symbol": "BROCCOLI714/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "116900.0" + } + }, + { + "tier": 7.0, + "symbol": "BROCCOLI714/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + 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"0.125", + "cum": "23150.0" + } + }, + { + "tier": 6.0, + "symbol": "BROCCOLIF3B/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "116900.0" + } + }, + { + "tier": 7.0, + "symbol": "BROCCOLIF3B/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "491900.0" + } + } + ], "BSV/USDT:USDT": [ { "tier": 1.0, @@ -31199,6 +31804,127 @@ } } ], + "JELLYJELLY/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "JELLYJELLY/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.02", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "JELLYJELLY/USDT:USDT", + "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": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "JELLYJELLY/USDT:USDT", + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "3", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "650.0" + } + }, + { + "tier": 4.0, + "symbol": "JELLYJELLY/USDT:USDT", + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 300000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "300000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10650.0" + } + }, + { + "tier": 5.0, + "symbol": "JELLYJELLY/USDT:USDT", + "currency": "USDT", + "minNotional": 300000.0, + "maxNotional": 400000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "400000", + "notionalFloor": "300000", + "maintMarginRatio": "0.125", + "cum": "18150.0" + } + }, + { + "tier": 6.0, + "symbol": "JELLYJELLY/USDT:USDT", + "currency": "USDT", + "minNotional": 400000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "500000", + "notionalFloor": "400000", + "maintMarginRatio": "0.25", + "cum": "68150.0" + } + }, + { + "tier": 7.0, + "symbol": "JELLYJELLY/USDT:USDT", + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 600000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "600000", + "notionalFloor": "500000", + "maintMarginRatio": "0.5", + "cum": "193150.0" + } + } + ], "JOE/USDT:USDT": [ { "tier": 1.0, @@ -36739,14 +37465,14 @@ "currency": "USDT", "minNotional": 0.0, "maxNotional": 5000.0, - "maintenanceMarginRate": 0.015, - "maxLeverage": 10.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, "info": { "bracket": "1", - "initialLeverage": "10", + "initialLeverage": "25", "notionalCap": "5000", "notionalFloor": "0", - "maintMarginRatio": "0.015", + "maintMarginRatio": "0.02", "cum": "0.0" } }, @@ -36757,14 +37483,14 @@ "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": "50.0" + "cum": "25.0" } }, { @@ -36772,84 +37498,84 @@ "symbol": "MAVIA/USDT:USDT", "currency": "USDT", "minNotional": 25000.0, - "maxNotional": 100000.0, + "maxNotional": 200000.0, "maintenanceMarginRate": 0.05, - "maxLeverage": 6.0, + "maxLeverage": 10.0, "info": { "bracket": "3", - "initialLeverage": "6", - "notionalCap": "100000", + "initialLeverage": "10", + "notionalCap": "200000", "notionalFloor": "25000", "maintMarginRatio": "0.05", - "cum": "675.0" + "cum": "650.0" } }, { "tier": 4.0, "symbol": "MAVIA/USDT:USDT", "currency": "USDT", - "minNotional": 100000.0, - "maxNotional": 200000.0, + "minNotional": 200000.0, + "maxNotional": 500000.0, "maintenanceMarginRate": 0.1, "maxLeverage": 5.0, "info": { "bracket": "4", "initialLeverage": "5", - "notionalCap": "200000", - "notionalFloor": "100000", + "notionalCap": "500000", + "notionalFloor": "200000", "maintMarginRatio": "0.1", - "cum": "5675.0" + "cum": "10650.0" } }, { "tier": 5.0, "symbol": "MAVIA/USDT:USDT", "currency": "USDT", - "minNotional": 200000.0, - "maxNotional": 500000.0, + "minNotional": 500000.0, + "maxNotional": 750000.0, "maintenanceMarginRate": 0.125, "maxLeverage": 4.0, "info": { "bracket": "5", "initialLeverage": "4", - "notionalCap": "500000", - "notionalFloor": "200000", + "notionalCap": "750000", + "notionalFloor": "500000", "maintMarginRatio": "0.125", - "cum": "10675.0" + "cum": "23150.0" } }, { "tier": 6.0, "symbol": "MAVIA/USDT:USDT", "currency": "USDT", - "minNotional": 500000.0, - "maxNotional": 1000000.0, + "minNotional": 750000.0, + "maxNotional": 1500000.0, "maintenanceMarginRate": 0.25, "maxLeverage": 2.0, "info": { "bracket": "6", "initialLeverage": "2", - "notionalCap": "1000000", - "notionalFloor": "500000", + "notionalCap": "1500000", + "notionalFloor": "750000", "maintMarginRatio": "0.25", - "cum": "73175.0" + "cum": "116900.0" } }, { "tier": 7.0, "symbol": "MAVIA/USDT:USDT", "currency": "USDT", - "minNotional": 1000000.0, - "maxNotional": 2000000.0, + "minNotional": 1500000.0, + "maxNotional": 3000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "7", "initialLeverage": "1", - "notionalCap": "2000000", - "notionalFloor": "1000000", + "notionalCap": "3000000", + "notionalFloor": "1500000", "maintMarginRatio": "0.5", - "cum": "323175.0" + "cum": "491900.0" } } ], @@ -40284,6 +41010,161 @@ } } ], + "NIL/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "NIL/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 75.0, + "info": { + "bracket": "1", + "initialLeverage": "75", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.01", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "NIL/USDT:USDT", + "currency": "USDT", + "minNotional": 5000.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "2", + "initialLeverage": "50", + "notionalCap": "10000", + "notionalFloor": "5000", + "maintMarginRatio": "0.015", + "cum": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "NIL/USDT:USDT", + "currency": "USDT", + "minNotional": 10000.0, + "maxNotional": 30000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "3", + "initialLeverage": "25", + "notionalCap": "30000", + "notionalFloor": "10000", + "maintMarginRatio": "0.02", + "cum": "75.0" + } + }, + { + "tier": 4.0, + "symbol": "NIL/USDT:USDT", + "currency": "USDT", + "minNotional": 30000.0, + "maxNotional": 60000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, + "info": { + "bracket": "4", + "initialLeverage": "20", + "notionalCap": "60000", + "notionalFloor": "30000", + "maintMarginRatio": "0.025", + "cum": "225.0" + } + }, + { + "tier": 5.0, + "symbol": "NIL/USDT:USDT", + "currency": "USDT", + "minNotional": 60000.0, + "maxNotional": 300000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "5", + "initialLeverage": "10", + "notionalCap": "300000", + "notionalFloor": "60000", + "maintMarginRatio": "0.05", + "cum": "1725.0" + } + }, + { + "tier": 6.0, + "symbol": "NIL/USDT:USDT", + "currency": "USDT", + "minNotional": 300000.0, + "maxNotional": 600000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "6", + "initialLeverage": "5", + "notionalCap": "600000", + "notionalFloor": "300000", + "maintMarginRatio": "0.1", + "cum": "16725.0" + } + }, + { + "tier": 7.0, + "symbol": "NIL/USDT:USDT", + "currency": "USDT", + "minNotional": 600000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "7", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "600000", + "maintMarginRatio": "0.125", + "cum": "31725.0" + } + }, + { + "tier": 8.0, + "symbol": "NIL/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "8", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "125475.0" + } + }, + { + "tier": 9.0, + "symbol": "NIL/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "9", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "500475.0" + } + } + ], "NKN/USDT:USDT": [ { "tier": 1.0, @@ -42415,10 +43296,10 @@ "minNotional": 0.0, "maxNotional": 5000.0, "maintenanceMarginRate": 0.01, - "maxLeverage": 75.0, + "maxLeverage": 25.0, "info": { "bracket": "1", - "initialLeverage": "75", + "initialLeverage": "25", "notionalCap": "5000", "notionalFloor": "0", "maintMarginRatio": "0.01", @@ -42432,10 +43313,10 @@ "minNotional": 5000.0, "maxNotional": 10000.0, "maintenanceMarginRate": 0.015, - "maxLeverage": 50.0, + "maxLeverage": 20.0, "info": { "bracket": "2", - "initialLeverage": "50", + "initialLeverage": "20", "notionalCap": "10000", "notionalFloor": "5000", "maintMarginRatio": "0.015", @@ -42449,10 +43330,10 @@ "minNotional": 10000.0, "maxNotional": 30000.0, "maintenanceMarginRate": 0.02, - "maxLeverage": 25.0, + "maxLeverage": 18.0, "info": { "bracket": "3", - "initialLeverage": "25", + "initialLeverage": "18", "notionalCap": "30000", "notionalFloor": "10000", "maintMarginRatio": "0.02", @@ -42466,10 +43347,10 @@ "minNotional": 30000.0, "maxNotional": 60000.0, "maintenanceMarginRate": 0.025, - "maxLeverage": 20.0, + "maxLeverage": 15.0, "info": { "bracket": "4", - "initialLeverage": "20", + "initialLeverage": "15", "notionalCap": "60000", "notionalFloor": "30000", "maintMarginRatio": "0.025", @@ -42549,13 +43430,13 @@ "symbol": "ORCA/USDT:USDT", "currency": "USDT", "minNotional": 1500000.0, - "maxNotional": 3000000.0, + "maxNotional": 2000000.0, "maintenanceMarginRate": 0.5, "maxLeverage": 1.0, "info": { "bracket": "9", "initialLeverage": "1", - "notionalCap": "3000000", + "notionalCap": "2000000", "notionalFloor": "1500000", "maintMarginRatio": "0.5", "cum": "500475.0" @@ -43027,6 +43908,161 @@ } } ], + "PARTI/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "PARTI/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.01, + "maxLeverage": 75.0, + "info": { + "bracket": "1", + "initialLeverage": "75", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.01", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "PARTI/USDT:USDT", + "currency": "USDT", + "minNotional": 5000.0, + "maxNotional": 10000.0, + "maintenanceMarginRate": 0.015, + "maxLeverage": 50.0, + "info": { + "bracket": "2", + "initialLeverage": "50", + "notionalCap": "10000", + "notionalFloor": "5000", + "maintMarginRatio": "0.015", + "cum": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "PARTI/USDT:USDT", + "currency": "USDT", + "minNotional": 10000.0, + "maxNotional": 30000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "3", + "initialLeverage": "25", + "notionalCap": "30000", + "notionalFloor": "10000", + "maintMarginRatio": "0.02", + "cum": "75.0" + } + }, + { + "tier": 4.0, + "symbol": "PARTI/USDT:USDT", + "currency": "USDT", + "minNotional": 30000.0, + "maxNotional": 60000.0, + "maintenanceMarginRate": 0.025, + "maxLeverage": 20.0, + "info": { + "bracket": "4", + "initialLeverage": "20", + "notionalCap": "60000", + "notionalFloor": "30000", + "maintMarginRatio": "0.025", + "cum": "225.0" + } + }, + { + "tier": 5.0, + "symbol": "PARTI/USDT:USDT", + "currency": "USDT", + "minNotional": 60000.0, + "maxNotional": 300000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "5", + "initialLeverage": "10", + "notionalCap": "300000", + "notionalFloor": "60000", + "maintMarginRatio": "0.05", + "cum": "1725.0" + } + }, + { + "tier": 6.0, + "symbol": "PARTI/USDT:USDT", + "currency": "USDT", + "minNotional": 300000.0, + "maxNotional": 600000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "6", + "initialLeverage": "5", + "notionalCap": "600000", + "notionalFloor": "300000", + "maintMarginRatio": "0.1", + "cum": "16725.0" + } + }, + { + "tier": 7.0, + "symbol": "PARTI/USDT:USDT", + "currency": "USDT", + "minNotional": 600000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "7", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "600000", + "maintMarginRatio": "0.125", + "cum": "31725.0" + } + }, + { + "tier": 8.0, + "symbol": "PARTI/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "8", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "125475.0" + } + }, + { + "tier": 9.0, + "symbol": "PARTI/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "9", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "500475.0" + } + } + ], "PENDLE/USDT:USDT": [ { "tier": 1.0, @@ -44148,6 +45184,127 @@ } } ], + "PLUME/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "PLUME/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.02", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "PLUME/USDT:USDT", + "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": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "PLUME/USDT:USDT", + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "3", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "650.0" + } + }, + { + "tier": 4.0, + "symbol": "PLUME/USDT:USDT", + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10650.0" + } + }, + { + "tier": 5.0, + "symbol": "PLUME/USDT:USDT", + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "500000", + "maintMarginRatio": "0.125", + "cum": "23150.0" + } + }, + { + "tier": 6.0, + "symbol": "PLUME/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "116900.0" + } + }, + { + "tier": 7.0, + "symbol": "PLUME/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "491900.0" + } + } + ], "PNUT/USDC:USDC": [ { "tier": 1.0, @@ -50286,6 +51443,127 @@ } } ], + "SIREN/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "SIREN/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.02", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "SIREN/USDT:USDT", + "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": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "SIREN/USDT:USDT", + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "3", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "650.0" + } + }, + { + "tier": 4.0, + "symbol": "SIREN/USDT:USDT", + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10650.0" + } + }, + { + "tier": 5.0, + "symbol": "SIREN/USDT:USDT", + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "500000", + "maintMarginRatio": "0.125", + "cum": "23150.0" + } + }, + { + "tier": 6.0, + "symbol": "SIREN/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "116900.0" + } + }, + { + "tier": 7.0, + "symbol": "SIREN/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "491900.0" + } + } + ], "SKL/USDT:USDT": [ { "tier": 1.0, @@ -57199,6 +58477,127 @@ } } ], + "TUT/USDT:USDT": [ + { + "tier": 1.0, + "symbol": "TUT/USDT:USDT", + "currency": "USDT", + "minNotional": 0.0, + "maxNotional": 5000.0, + "maintenanceMarginRate": 0.02, + "maxLeverage": 25.0, + "info": { + "bracket": "1", + "initialLeverage": "25", + "notionalCap": "5000", + "notionalFloor": "0", + "maintMarginRatio": "0.02", + "cum": "0.0" + } + }, + { + "tier": 2.0, + "symbol": "TUT/USDT:USDT", + "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": "25.0" + } + }, + { + "tier": 3.0, + "symbol": "TUT/USDT:USDT", + "currency": "USDT", + "minNotional": 25000.0, + "maxNotional": 200000.0, + "maintenanceMarginRate": 0.05, + "maxLeverage": 10.0, + "info": { + "bracket": "3", + "initialLeverage": "10", + "notionalCap": "200000", + "notionalFloor": "25000", + "maintMarginRatio": "0.05", + "cum": "650.0" + } + }, + { + "tier": 4.0, + "symbol": "TUT/USDT:USDT", + "currency": "USDT", + "minNotional": 200000.0, + "maxNotional": 500000.0, + "maintenanceMarginRate": 0.1, + "maxLeverage": 5.0, + "info": { + "bracket": "4", + "initialLeverage": "5", + "notionalCap": "500000", + "notionalFloor": "200000", + "maintMarginRatio": "0.1", + "cum": "10650.0" + } + }, + { + "tier": 5.0, + "symbol": "TUT/USDT:USDT", + "currency": "USDT", + "minNotional": 500000.0, + "maxNotional": 750000.0, + "maintenanceMarginRate": 0.125, + "maxLeverage": 4.0, + "info": { + "bracket": "5", + "initialLeverage": "4", + "notionalCap": "750000", + "notionalFloor": "500000", + "maintMarginRatio": "0.125", + "cum": "23150.0" + } + }, + { + "tier": 6.0, + "symbol": "TUT/USDT:USDT", + "currency": "USDT", + "minNotional": 750000.0, + "maxNotional": 1500000.0, + "maintenanceMarginRate": 0.25, + "maxLeverage": 2.0, + "info": { + "bracket": "6", + "initialLeverage": "2", + "notionalCap": "1500000", + "notionalFloor": "750000", + "maintMarginRatio": "0.25", + "cum": "116900.0" + } + }, + { + "tier": 7.0, + "symbol": "TUT/USDT:USDT", + "currency": "USDT", + "minNotional": 1500000.0, + "maxNotional": 3000000.0, + "maintenanceMarginRate": 0.5, + "maxLeverage": 1.0, + "info": { + "bracket": "7", + "initialLeverage": "1", + "notionalCap": "3000000", + "notionalFloor": "1500000", + "maintMarginRatio": "0.5", + "cum": "491900.0" + } + } + ], "TWT/USDT:USDT": [ { "tier": 1.0, From b3296a06d97f1f06f43abd955c1d10d7a29308ef Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 27 Mar 2025 07:04:07 +0100 Subject: [PATCH 237/237] chore: bump version to 2025.3 --- freqtrade/__init__.py | 2 +- ft_client/freqtrade_client/__init__.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index 8ca2a3e67..246bb010e 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -1,6 +1,6 @@ """Freqtrade bot""" -__version__ = "2025.3-dev" +__version__ = "2025.3" if "dev" in __version__: from pathlib import Path diff --git a/ft_client/freqtrade_client/__init__.py b/ft_client/freqtrade_client/__init__.py index f9a9baf16..75eb5275e 100644 --- a/ft_client/freqtrade_client/__init__.py +++ b/ft_client/freqtrade_client/__init__.py @@ -1,7 +1,7 @@ from freqtrade_client.ft_rest_client import FtRestClient -__version__ = "2025.3-dev" +__version__ = "2025.3" if "dev" in __version__: from pathlib import Path

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