Merge pull request #12758 from freqtrade/new_release

New release 2026.1

.github/actions/docker-tags/action.yml

@@ -46,8 +46,9 @@ runs:
       id: tags
       env:
         BRANCH_NAME_INPUT: ${{ github.event.inputs.branch_name }}
+        EVENT_NAME: ${{ github.event_name }}
       run: |
-        if [ "${{ github.event_name }}" = "workflow_dispatch" ]; then
+        if [ "${EVENT_NAME}" = "workflow_dispatch" ]; then
           BRANCH_NAME="${BRANCH_NAME_INPUT}"
         else
           BRANCH_NAME="${GITHUB_REF##*/}"

.github/workflows/binance-lev-tier-update.yml

@@ -6,20 +6,25 @@ on:
   # on demand
   workflow_dispatch:
 
+concurrency:
+  group: ${{ github.workflow }}
+  cancel-in-progress: true
+
 permissions:
   contents: read
 
 jobs:
   auto-update:
+    name: "Auto Update Binance Leverage Tiers"
     runs-on: ubuntu-latest
     environment:
       name: develop
     steps:
-    - uses: actions/checkout@v6.0.1
+    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       with:
         persist-credentials: false
 
-    - uses: actions/setup-python@v6
+    - uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
       with:
         python-version: "3.12"
 

.github/workflows/ci.yml

@@ -16,8 +16,8 @@ on:
 concurrency:
   group: "${{ github.workflow }}-${{ github.ref }}-${{ github.event_name }}"
   cancel-in-progress: true
-permissions:
-  repository-projects: read
+permissions: {}
+
 jobs:
   tests:
     name: "Tests and Linting"
@@ -28,17 +28,17 @@ jobs:
         python-version: ["3.11", "3.12", "3.13", "3.14"]
 
     steps:
-    - uses: actions/checkout@v6.0.1
+    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       with:
         persist-credentials: false
 
     - name: Set up Python
-      uses: actions/setup-python@v6
+      uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
       with:
         python-version: ${{ matrix.python-version }}
 
     - name: Install uv
-      uses: astral-sh/setup-uv@681c641aba71e4a1c380be3ab5e12ad51f415867 # v7.1.6
+      uses: astral-sh/setup-uv@61cb8a9741eeb8a550a1b8544337180c0fc8476b # v7.2.0
       with:
         activate-environment: true
         enable-cache: true
@@ -178,12 +178,12 @@ jobs:
     name: "Mypy Version Check"
     runs-on: ubuntu-24.04
     steps:
-    - uses: actions/checkout@v6.0.1
+    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       with:
         persist-credentials: false
 
     - name: Set up Python
-      uses: actions/setup-python@v6
+      uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 #v6.1.0
       with:
         python-version: "3.12"
 
@@ -196,11 +196,11 @@ jobs:
     name: "Pre-commit checks"
     runs-on: ubuntu-22.04
     steps:
-    - uses: actions/checkout@v6.0.1
+    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       with:
         persist-credentials: false
 
-    - uses: actions/setup-python@v6
+    - uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
       with:
         python-version: "3.12"
     - uses: pre-commit/action@2c7b3805fd2a0fd8c1884dcaebf91fc102a13ecd # v3.0.1
@@ -209,7 +209,7 @@ jobs:
     name: "Documentation build"
     runs-on: ubuntu-22.04
     steps:
-    - uses: actions/checkout@v6.0.1
+    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       with:
         persist-credentials: false
 
@@ -218,7 +218,7 @@ jobs:
         ./tests/test_docs.sh
 
     - name: Set up Python
-      uses: actions/setup-python@v6
+      uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
       with:
         python-version: "3.12"
 
@@ -241,17 +241,17 @@ jobs:
     name: "Tests and Linting - Online tests"
     runs-on: ubuntu-24.04
     steps:
-    - uses: actions/checkout@v6.0.1
+    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       with:
         persist-credentials: false
 
     - name: Set up Python
-      uses: actions/setup-python@v6
+      uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
       with:
         python-version: "3.12"
 
     - name: Install uv
-      uses: astral-sh/setup-uv@681c641aba71e4a1c380be3ab5e12ad51f415867 # v7.1.6
+      uses: astral-sh/setup-uv@61cb8a9741eeb8a550a1b8544337180c0fc8476b # v7.2.0
       with:
         activate-environment: true
         enable-cache: true
@@ -275,6 +275,7 @@ jobs:
 
   # Notify only once - when CI completes (and after deploy) in case it's successful
   notify-complete:
+    name: "Notify CI Completion"
     needs: [
       build,
       build-linux-online
@@ -282,8 +283,6 @@ jobs:
     runs-on: ubuntu-22.04
     # Discord notification can't handle schedule events
     if: github.event_name != 'schedule' && github.repository == 'freqtrade/freqtrade'
-    permissions:
-      repository-projects: read
     steps:
 
     - name: Check user permission
@@ -321,12 +320,12 @@ jobs:
       with:
         jobs: ${{ toJSON(needs) }}
 
-    - uses: actions/checkout@v6.0.1
+    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       with:
         persist-credentials: false
 
     - name: Set up Python
-      uses: actions/setup-python@v6
+      uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
       with:
         python-version: "3.12"
 
@@ -336,7 +335,7 @@ jobs:
         python -m build --sdist --wheel
 
     - name: Upload artifacts 📦
-      uses: actions/upload-artifact@v6
+      uses: actions/upload-artifact@b7c566a772e6b6bfb58ed0dc250532a479d7789f # v6.1.0
       with:
         name: freqtrade-build
         path: |
@@ -349,7 +348,7 @@ jobs:
         python -m build --sdist --wheel ft_client
 
     - name: Upload artifacts 📦
-      uses: actions/upload-artifact@v6
+      uses: actions/upload-artifact@b7c566a772e6b6bfb58ed0dc250532a479d7789f # v6.1.0
       with:
         name: freqtrade-client-build
         path: |
@@ -365,15 +364,15 @@ jobs:
       name: testpypi
       url: https://test.pypi.org/p/freqtrade
     permissions:
-      id-token: write
+      id-token: write # Needed for pypa/gh-action-pypi-publish
 
     steps:
-    - uses: actions/checkout@v6.0.1
+    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       with:
         persist-credentials: false
 
     - name: Download artifact  📦
-      uses: actions/download-artifact@v7
+      uses: actions/download-artifact@37930b1c2abaa49bbe596cd826c3c89aef350131 # v7.0.0
       with:
         pattern: freqtrade*-build
         path: dist
@@ -394,15 +393,15 @@ jobs:
       name: pypi
       url: https://pypi.org/p/freqtrade
     permissions:
-      id-token: write
+      id-token: write # Needed for pypa/gh-action-pypi-publish
 
     steps:
-    - uses: actions/checkout@v6.0.1
+    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       with:
         persist-credentials: false
 
     - name: Download artifact  📦
-      uses: actions/download-artifact@v7
+      uses: actions/download-artifact@37930b1c2abaa49bbe596cd826c3c89aef350131 # v7.0.0
       with:
         pattern: freqtrade*-build
         path: dist
@@ -420,7 +419,7 @@ jobs:
     if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
     uses: ./.github/workflows/docker-build.yml
     permissions:
-      packages: write
+      packages: write # Needed to push package versions
       contents: read
     secrets:
       DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
@@ -434,6 +433,6 @@ jobs:
     # Only run on push, schedule, or release events
     if: (github.event_name == 'push' || github.event_name == 'schedule') && github.repository == 'freqtrade/freqtrade'
     permissions:
-      packages: write
+      packages: write # Needed to delete package versions
     with:
       package_name: 'freqtrade'

.github/workflows/deploy-docs.yml

@@ -11,6 +11,9 @@ on:
 # disable permissions for all of the available permissions
 permissions: {}
 
+concurrency:
+  group: ${{ github.workflow }}-${{ github.event.pull_request.number || github.ref }}
+  cancel-in-progress: true
 
 jobs:
   build-docs:
@@ -19,12 +22,12 @@ jobs:
     name: Deploy Docs through mike
     runs-on: ubuntu-latest
     steps:
-      - uses: actions/checkout@v6.0.1
+      - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
         with:
           persist-credentials: true
 
       - name: Set up Python
-        uses: actions/setup-python@v6
+        uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
         with:
           python-version: '3.12'
 

.github/workflows/devcontainer-build.yml

@@ -17,14 +17,17 @@ concurrency:
   group: "${{ github.workflow }}"
   cancel-in-progress: true
 
+permissions:
+  contents: read
 
 jobs:
   build-and-push:
+    name: "Build and Push Devcontainer Image"
     permissions:
-      packages: write
+      packages: write  # Needed to push package versions
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v6.0.1
+    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       with:
         persist-credentials: false
     - name: Login to GitHub Container Registry
@@ -40,3 +43,14 @@ jobs:
         imageName: ghcr.io/${{ github.repository }}-devcontainer
         cacheFrom: ghcr.io/${{ github.repository }}-devcontainer
         push: always
+
+
+  packages-cleanup:
+    name: "Docker Package Cleanup"
+    uses: ./.github/workflows/packages-cleanup.yml
+    # Only run on push, schedule, or release events
+    if: (github.event_name == 'push' || github.event_name == 'schedule') && github.repository == 'freqtrade/freqtrade'
+    permissions:
+      packages: write # Needed to delete package versions
+    with:
+      package_name: 'freqtrade-devcontainer'

.github/workflows/docker-build.yml

@@ -17,6 +17,10 @@ on:
         default: 'develop'
         type: string
 
+concurrency:
+  group: ${{ github.workflow }}-${{ github.event.pull_request.number || github.ref }}
+  cancel-in-progress: true
+
 permissions:
   contents: read
 
@@ -33,7 +37,7 @@ jobs:
     if: github.repository == 'freqtrade/freqtrade'
 
     steps:
-    - uses: actions/checkout@v6.0.1
+    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       with:
         persist-credentials: false
 
@@ -159,14 +163,14 @@ jobs:
   deploy-arm:
     name: "Deploy Docker ARM64"
     permissions:
-      packages: write
+      packages: write # Needed to push package versions
     needs: [ deploy-docker ]
     # Only run on 64bit machines
     runs-on: [self-hosted, linux, ARM64]
     if: github.repository == 'freqtrade/freqtrade'
 
     steps:
-    - uses: actions/checkout@v6.0.1
+    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       with:
         persist-credentials: false
 

.github/workflows/docker-update-readme.yml

@@ -4,14 +4,19 @@ on:
     branches:
     - stable
 
+concurrency:
+  group: ${{ github.workflow }}
+  cancel-in-progress: true
+
 # disable permissions for all of the available permissions
 permissions: {}
 
 jobs:
   dockerHubDescription:
+    name: "Update Docker Hub Description"
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v6.0.1
+    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       with:
         persist-credentials: false
 

.github/workflows/packages-cleanup.yml

@@ -25,20 +25,26 @@ on:
         default: true
         type: boolean
 
+concurrency:
+  group: ${{ github.workflow }}-${{ github.event.pull_request.number || github.ref }}
+  cancel-in-progress: false
+
 env:
   PACKAGE_NAME: "freqtrade"
 
+permissions: {}
+
 jobs:
   deploy-docker:
     name: "Delete Packages"
     runs-on: ubuntu-24.04
     if: github.repository == 'freqtrade/freqtrade'
     permissions:
-      packages: write
+      packages: write  # Needed to delete package versions
 
     steps:
     - name: "Delete untagged Package Versions"
-      uses: actions/delete-package-versions@v5
+      uses: actions/delete-package-versions@e5bc658cc4c965c472efe991f8beea3981499c55 # v5.0.0
       with:
         package-name: ${{ inputs.package_name || env.PACKAGE_NAME }}
         package-type: 'container'

.github/workflows/pre-commit-update.yml

@@ -9,15 +9,20 @@ on:
 permissions:
   contents: read
 
+concurrency:
+  group: ${{ github.workflow }}-${{ github.event.pull_request.number || github.ref }}
+  cancel-in-progress: true
+
 jobs:
   auto-update:
+    name: Auto-update pre-commit hooks
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v6.0.1
+    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
       with:
         persist-credentials: false
 
-    - uses: actions/setup-python@v6
+    - uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
       with:
         python-version: "3.12"
 

.github/workflows/zizmor.yml

@@ -1,30 +0,0 @@
-name: GitHub Actions Security Analysis with zizmor 🌈
-
-on:
-  push:
-    branches:
-      - develop
-      - stable
-  pull_request:
-    branches:
-      - develop
-      - stable
-
-permissions: {}
-
-jobs:
-  zizmor:
-    name: Run zizmor 🌈
-    runs-on: ubuntu-latest
-    permissions:
-      security-events: write
-      # contents: read # only needed for private repos
-      # actions: read # only needed for private repos
-    steps:
-      - name: Checkout repository
-        uses: actions/checkout@v6.0.1
-        with:
-          persist-credentials: false
-
-      - name: Run zizmor 🌈
-        uses: zizmorcore/zizmor-action@e639db99335bc9038abc0e066dfcd72e23d26fb4 # v0.3.0

.github/workflows/zizmor_action.yml

@@ -0,0 +1,34 @@
+name: GitHub Actions Security Analysis with zizmor 🌈
+
+on:
+  push:
+    branches:
+      - develop
+      - stable
+  pull_request:
+    branches:
+      - develop
+      - stable
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.event.pull_request.number || github.ref }}
+  cancel-in-progress: false
+
+permissions: {}
+
+jobs:
+  zizmor:
+    name: Run zizmor 🌈
+    runs-on: ubuntu-latest
+    permissions:
+      security-events: write # Required for upload-sarif (used by zizmor-action) to upload SARIF files.
+      # contents: read         # Only needed for private repos. Needed to clone the repo.
+      # actions: read          # Only needed for private repos. Needed for upload-sarif to read workflow run info.
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
+        with:
+          persist-credentials: false
+
+      - name: Run zizmor 🌈
+        uses: zizmorcore/zizmor-action@135698455da5c3b3e55f73f4419e481ab68cdd95 # v0.4.1

.pre-commit-config.yaml

@@ -28,10 +28,10 @@ repos:
         additional_dependencies:
           - types-cachetools==6.2.0.20251022
           - types-filelock==3.2.7
-          - types-requests==2.32.4.20250913
+          - types-requests==2.32.4.20260107
           - types-tabulate==0.9.0.20241207
           - types-python-dateutil==2.9.0.20251115
-          - scipy-stubs==1.16.3.3
+          - scipy-stubs==1.17.0.1
           - SQLAlchemy==2.0.45
         # stages: [push]
 
@@ -44,7 +44,7 @@ repos:
 
   - repo: https://github.com/charliermarsh/ruff-pre-commit
     # Ruff version.
-    rev: 'v0.14.10'
+    rev: 'v0.14.14'
     hooks:
       - id: ruff
       - id: ruff-format
@@ -83,6 +83,6 @@ repos:
 
   # Ensure github actions remain safe
   - repo: https://github.com/woodruffw/zizmor-pre-commit
-    rev: v1.19.0
+    rev: v1.22.0
     hooks:
     - id: zizmor

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.13.11-slim-bookworm AS base
+FROM python:3.13.11-slim-trixie AS base
 
 # Setup env
 ENV LANG=C.UTF-8

README.md

@@ -26,6 +26,8 @@ hesitate to read the source code and understand the mechanism of this bot.
 
 Please read the [exchange-specific notes](docs/exchanges.md) to learn about special configurations that maybe needed for each exchange.
 
+### Supported Spot Exchanges
+
 - [X] [Binance](https://www.binance.com/)
 - [X] [BingX](https://bingx.com/invite/0EM9RX)
 - [X] [Bitget](https://www.bitget.com/)
@@ -39,7 +41,7 @@ Please read the [exchange-specific notes](docs/exchanges.md) to learn about spec
 - [X] [MyOKX](https://okx.com/) (OKX EEA)
 - [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
-### Supported Futures Exchanges (experimental)
+### Supported Futures Exchanges
 
 - [X] [Binance](https://www.binance.com/)
 - [X] [Bitget](https://www.bitget.com/)

docs/advanced-backtesting.md

@@ -41,7 +41,7 @@ ranging from the simplest (0) to the most detailed per pair, per buy and per sel
 * 1: profit summaries grouped by enter_tag
 * 2: profit summaries grouped by enter_tag and exit_tag
 * 3: profit summaries grouped by pair and enter_tag
-* 4: profit summaries grouped by pair, enter_ and exit_tag (this can get quite large)
+* 4: profit summaries grouped by pair, enter_tag and exit_tag (this can get quite large)
 * 5: profit summaries grouped by exit_tag
 
 More options are available by running with the `-h` option.
@@ -52,11 +52,10 @@ By default, `backtesting-analysis` processes the most recent backtest results in
 If you want to analyze results from an earlier backtest, use the `--backtest-filename` option to specify the desired file. This lets you revisit and re-analyze historical backtest outputs at any time by providing the filename of the relevant backtest result:
 
 ``` bash
-freqtrade backtesting-analysis -c <config.json> --timeframe <tf> --strategy <strategy_name> --timerange <timerange> --export signals --backtest-filename backtest-result-2025-03-05_20-38-34.zip
+freqtrade backtesting -c <config.json> --strategy <strategy_name> --timerange <timerange> --export signals --backtest-filename backtest-result-2025-03-05_20-38-34.zip
 ```
 
-You should see some output similar to below in the logs with the name of the timestamped
-filename that was exported:
+You should see some output similar to below in the logs with the name of the timestamped filename that was exported:
 
 ```
 2022-06-14 16:28:32,698 - freqtrade.misc - INFO - dumping json to "mystrat_backtest-2022-06-14_16-28-32.json"
@@ -64,14 +63,14 @@ filename that was exported:
 
 You can then use that filename in `backtesting-analysis`:
 
-```
-freqtrade backtesting-analysis -c <config.json> --backtest-filename=mystrat_backtest-2022-06-14_16-28-32.json
+``` bash
+freqtrade backtesting-analysis -c <config.json> --backtest-filename=backtest-result-2025-03-05_20-38-34.zip
 ```
 
 To use a result from a different results directory, you can use  `--backtest-directory` to specify the directory
 
 ``` bash
-freqtrade backtesting-analysis -c <config.json> --backtest-directory custom_results/ --backtest-filename mystrat_backtest-2022-06-14_16-28-32.json
+freqtrade backtesting-analysis -c <config.json> --backtest-directory custom_results/ --backtest-filename backtest-result-2025-03-05_20-38-34.zip
 ```
 
 ### Tuning the buy tags and sell tags to display
@@ -85,7 +84,7 @@ To show only certain buy and sell tags in the displayed output, use the followin
 
 For example:
 
-```bash
+``` bash
 freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 2 --enter-reason-list enter_tag_a enter_tag_b --exit-reason-list roi custom_exit_tag_a stop_loss
 ```
 
@@ -96,7 +95,7 @@ values present on signal candles to allow fine-grained investigation and tuning
 indicators. To print out a column for a given set of indicators, use the `--indicator-list`
 option:
 
-```bash
+``` bash
 freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 2 --enter-reason-list enter_tag_a enter_tag_b --exit-reason-list roi custom_exit_tag_a stop_loss --indicator-list rsi rsi_1h bb_lowerband ema_9 macd macdsignal
 ```
 
@@ -108,24 +107,24 @@ output.
     The indicator values will be displayed for both entry and exit points. If `--indicator-list all` is specified, 
     only the indicators at the entry point will be shown to avoid excessively large lists, which could occur depending on the strategy.
 
-There are a range of candle and trade-related fields that are included in the analysis so are 
+There are a range of candle and trade-related fields that are included in the analysis so are
 automatically accessible by including them on the indicator-list, and these include:
 
-- **open_date     :** trade open datetime
-- **close_date    :** trade close datetime
-- **min_rate      :** minimum price seen throughout the position
-- **max_rate      :** maximum price seen throughout the position
-- **open          :** signal candle open price
-- **close         :** signal candle close price
-- **high          :** signal candle high price
-- **low           :** signal candle low price
-- **volume        :** signal candle volume
-- **profit_ratio  :** trade profit ratio
-- **profit_abs    :** absolute profit return of the trade 
+* **open_date     :** trade open datetime
+* **close_date    :** trade close datetime
+* **min_rate      :** minimum price seen throughout the position
+* **max_rate      :** maximum price seen throughout the position
+* **open          :** signal candle open price
+* **close         :** signal candle close price
+* **high          :** signal candle high price
+* **low           :** signal candle low price
+* **volume        :** signal candle volume
+* **profit_ratio  :** trade profit ratio
+* **profit_abs    :** absolute profit return of the trade 
 
 #### Sample Output for Indicator Values
 
-```bash
+``` bash
 freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen 
 ```
 
@@ -158,13 +157,13 @@ The `--indicator-list` option, by default, displays indicator values for both en
 
 Example: Display indicator values at entry signals:
 
-```bash
+``` bash
 freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen --entry-only
 ```
 
 Example: Display indicator values at exit signals:
 
-```bash
+``` bash
 freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen --exit-only
 ```
 
@@ -181,7 +180,7 @@ To show only trades between dates within your backtested timerange, supply the u
 
 For example, if your backtest timerange was `20220101-20221231` but you only want to output trades in January:
 
-```bash
+``` bash
 freqtrade backtesting-analysis -c <config.json> --timerange 20220101-20220201
 ```
 
@@ -189,7 +188,7 @@ freqtrade backtesting-analysis -c <config.json> --timerange 20220101-20220201
 
 Use the `--rejected-signals` option to print out rejected signals.
 
-```bash
+``` bash
 freqtrade backtesting-analysis -c <config.json> --rejected-signals
 ```
 
@@ -198,13 +197,13 @@ freqtrade backtesting-analysis -c <config.json> --rejected-signals
 Some of the tabular outputs can become large, so printing them out to the terminal is not preferable.
 Use the `--analysis-to-csv` option to disable printing out of tables to standard out and write them to CSV files.
 
-```bash
+``` bash
 freqtrade backtesting-analysis -c <config.json> --analysis-to-csv
 ```
 
 By default this will write one file per output table you specified in the `backtesting-analysis` command, e.g.
 
-```bash
+``` bash
 freqtrade backtesting-analysis -c <config.json> --analysis-to-csv --rejected-signals --analysis-groups 0 1
 ```
 
@@ -216,6 +215,6 @@ This will write to `user_data/backtest_results`:
 
 To override where the files will be written, also specify the `--analysis-csv-path` option.
 
-```bash
+``` bash
 freqtrade backtesting-analysis -c <config.json> --analysis-to-csv --analysis-csv-path another/data/path/
 ```

docs/advanced-hyperopt.md

@@ -133,7 +133,7 @@ class MyAwesomeStrategy(IStrategy):
         ]
 
         # Define a custom max_open_trades space
-        def max_open_trades_space(self) -> List[Dimension]:
+        def max_open_trades_space() -> List[Dimension]:
             return [
                 Integer(-1, 10, name='max_open_trades'),
             ]
@@ -142,7 +142,7 @@ class MyAwesomeStrategy(IStrategy):
 !!! Note
     All overrides are optional and can be mixed/matched as necessary.
 
-### Dynamic parameters
+## Dynamic parameters
 
 Parameters can also be defined dynamically, but must be available to the instance once the [`bot_start()` callback](strategy-callbacks.md#bot-start) has been called.
 
@@ -159,7 +159,7 @@ class MyAwesomeStrategy(IStrategy):
 !!! Warning
     Parameters created this way will not show up in the `list-strategies` parameter count.
 
-### Overriding Base estimator
+## Overriding Base estimator
 
 You can define your own optuna sampler for Hyperopt by implementing `generate_estimator()` in the Hyperopt subclass.
 
@@ -208,7 +208,6 @@ Some research will be necessary to find additional Samplers (from optunahub) for
 
     Obviously the same approach will work for all other Samplers optuna supports.
 
-
 ## Space options
 
 For the additional spaces, scikit-optimize (in combination with Freqtrade) provides the following space types:

docs/deprecated.md

@@ -120,8 +120,8 @@ The script below should serve as an example - you may need to adjust the timefra
 
 ``` bash
 # Cleanup no longer needed data
-rm user_data/data/<exchange>/futures/*-mark-*
-rm user_data/data/<exchange>/futures/*-funding_rate-*
+rm user_data/data/<exchange>/futures/*-mark*
+rm user_data/data/<exchange>/futures/*-funding_rate*
 
 # download new data (only required once to fix the mark and funding fee data)
 freqtrade download-data -t 1h --trading-mode futures --candle-types funding_rate mark [...] --timerange <full timerange you've got other data for>

docs/developer.md

@@ -432,7 +432,6 @@ freqtrade download-data --timerange 20250625-20250801 --config tests/testdata/co
 freqtrade backtesting --config tests/testdata/config.tests.usdt.json -s SampleStrategy --userdir user_data_bttest/ --cache none --timerange 20250701-20250801
 ```
 
-
 ## Continuous integration
 
 This documents some decisions taken for the CI Pipeline.
@@ -464,10 +463,10 @@ git checkout -b new_release <commitid>
 Determine if crucial bugfixes have been made between this commit and the current state, and eventually cherry-pick these.
 
 * Merge the release branch (stable) into this branch.
-* Edit `freqtrade/__init__.py` and add the version matching the current date (for example `2019.7` for July 2019). Minor versions can be `2019.7.1` should we need to do a second release that month. Version numbers must follow allowed versions from PEP0440 to avoid failures pushing to pypi.
+* Edit `freqtrade/__init__.py` and add the version matching the current date (for example `2025.7` for July 2025). Minor versions can be `2025.7.1` should we need to do a second release that month. Version numbers must follow allowed versions from PEP0440 to avoid failures pushing to pypi.
 * Commit this part.
 * Push that branch to the remote and create a PR against the **stable branch**.
-* Update develop version to next version following the pattern `2019.8-dev`.
+* Update develop version to next version following the pattern `2025.8-dev`.
 
 ### Create changelog from git commits
 

docs/exchanges.md

@@ -428,6 +428,36 @@ Your balance and trades will now be used from your vault / subaccount - and no l
 
 The Hyperliquid API does not provide historic data beyond the single call to fetch current data, so downloading data is not possible, as the downloaded data would not constitute proper historic data.
 
+### HIP-3 DEXes
+
+Hyperliquid supports HIP-3 decentralized exchanges (DEXes), which are independent exchanges built on top of the Hyperliquid infrastructure.
+These DEXes operate similarly to the main Hyperliquid exchange but are community-created and managed.
+
+To trade on HIP-3 DEXes with Freqtrade, you need to add them to your configuration using the `hip3_dexes` parameter:
+
+```json
+"exchange": {
+    "name": "hyperliquid",
+    "walletAddress": "your_master_wallet_address",
+    "privateKey": "your_api_private_key",
+    "hip3_dexes": ["dex_name_1", "dex_name_2"]
+}
+```
+
+Replace `"dex_name_1"` and `"dex_name_2"` with the actual names of the HIP-3 DEXes you want to trade on (e.g. `vntl` and `xyz`).
+
+!!! Warning "Performance and Rate Limit Impact"
+    Each HIP-3 DEX you add significantly impacts bot performance and rate limits.
+
+    * **Additional API Calls**: For each HIP-3 DEX configured, Freqtrade needs to make additional API calls.
+    * **Rate Limit Pressure**: Additional API calls contribute to Hyperliquid's strict rate limits. With multiple DEXes, you may hit rate limits faster, or rather, slow down bot operations due to enforced delays.
+
+    Please only add HIP-3 DEXes that you actively trade on. Monitor your logs for rate limit warnings or signs of slowed operations, and adjust your configuration accordingly.  
+    Different HIP-3 DEXes may also use different quote currencies - so make sure to only add DEXes that are compatible with your stake currency to avoid unnecessary delays.
+
+!!! Note
+    HIP-3 DEXes share the same wallet and free amount of collateral as your main Hyperliquid account. Trades on different DEXes will affect your overall account balance and margin.
+
 ## Bitvavo
 
 If your account is required to use an operatorId, you can set it in the configuration file as follows:

docs/faq.md

@@ -2,7 +2,7 @@
 
 ## Supported Markets
 
-Freqtrade supports spot trading, as well as (isolated) futures trading for some selected exchanges. Please refer to the [documentation start page](index.md#supported-futures-exchanges-experimental) for an up-to-date list of supported exchanges.
+Freqtrade supports spot trading, as well as futures trading for some selected exchanges. Please refer to the [documentation start page](index.md#supported-futures-exchanges-experimental) for an up-to-date list of supported exchanges.
 
 ### Can my bot open short positions?
 
@@ -29,6 +29,13 @@ You can however use the [`adjust_trade_position()` callback](strategy-callbacks.
 
 Backtesting provides an option for this in `--eps` - however this is only there to highlight "hidden" signals, and will not work in live.
 
+### Does freqtrade support sandbox accounts?
+
+No, but you can use dry-run mode to simulate trading without risking real funds.
+
+Sandbox markets are separate, simulated markets - which are not suitable to test your strategy in a realistic environment.
+These markets usually have different order books, liquidity and trading behaviour (usually with very few participants) - which makes them unsuitable for realistic tests of your strategy.
+
 ### The bot does not start
 
 Running the bot with `freqtrade trade --config config.json` shows the output `freqtrade: command not found`.

docs/includes/release_template.md

@@ -1,28 +1,28 @@
-## Highlighted changes
+# Highlighted changes
 
 - ...
 
-### How to update
+## How to update
 
 As always, you can update your bot using one of the following commands:
 
-#### docker-compose
+### docker-compose
 
 ```bash
 docker-compose pull
 docker-compose up -d
 ```
 
-#### Installation via setup script
+### Installation via setup script
 
-```
+``` bash
 # Deactivate venv and run 
 ./setup.sh --update
 ```
 
-#### Plain native installation
+### Plain native installation
 
-```
+``` bash
 git pull
 pip install -U -r requirements.txt
 ```

docs/index.md

@@ -37,6 +37,8 @@ Freqtrade is a free and open source crypto trading bot written in Python. It is
 
 Please read the [exchange specific notes](exchanges.md) to learn about eventual, special configurations needed for each exchange.
 
+### Supported Spot Exchanges
+
 - [X] [Binance](https://www.binance.com/)
 - [X] [BingX](https://bingx.com/invite/0EM9RX)
 - [X] [Bitget](https://www.bitget.com/)
@@ -50,7 +52,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 - [X] [MyOKX](https://okx.com/) (OKX EEA)
 - [ ] [potentially many others through <img alt="ccxt" width="30px" src="assets/ccxt-logo.svg" />](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
-### Supported Futures Exchanges (experimental)
+### Supported Futures Exchanges
 
 - [X] [Binance](https://www.binance.com/)
 - [X] [Bitget](https://www.bitget.com/)

docs/installation.md

@@ -9,15 +9,25 @@ The freqtrade documentation describes various ways to install freqtrade
 * [Manual Installation](#manual-installation)
 * [Installation with Conda](#installation-with-conda)
 
-Please consider using the prebuilt [docker images](docker_quickstart.md) to get started quickly while evaluating how freqtrade works.
+Please consider using the prebuilt [docker images](docker_quickstart.md) to get started quickly.
+
+!!! Note "Updating"
+    Keeping freqtrade updated is important to [ensure ongoing compatibility](updating.md#why-update) with exchange API's.
+    Please refer to the [updating guide](updating.md) for details on how to update your installation.
+
+!!! Note "Windows users"
+    We **strongly** recommend that Windows users use [Docker](docker_quickstart.md) as this will work much easier and smoother (also more secure).
+
+    If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu/Linux instructions will work.
+    If you really want to install freqtrade natively on Windows, best use the [`./setup.ps1` installation script](#use-setupps1-windows).
+
+    Please also make sure to use the 64bit version of Python, as 32bit versions have severe memory limitations, which can negatively impact your experience with backtesting/hyperopt.
 
 ------
 
 ## Information
 
-For Windows installation, please use the [windows installation guide](windows_installation.md).
-
-The easiest way to install and run Freqtrade is to clone the bot Github repository and then run the `./setup.sh` script, if it's available for your platform.
+The easiest way to install and run Freqtrade is to clone the bot Github repository and then run the `./setup.sh` (`./setup.ps1` for Windows) script, if it's available for your platform.
 
 !!! Note "Version considerations"
     When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests).
@@ -152,20 +162,9 @@ If you are on Debian, Ubuntu or MacOS, freqtrade provides the script to install
 ./setup.sh -i
 ```
 
-### Activate your virtual environment
+#### Other options of /setup.sh script
 
-Each time you open a new terminal, you must run `source .venv/bin/activate` to activate your virtual environment.
-
-```bash
-# activate virtual environment
-source ./.venv/bin/activate
-```
-
-[You are now ready](#you-are-ready) to run the bot.
-
-### Other options of /setup.sh script
-
-You can as well update, configure and reset the codebase of your bot with `./script.sh`
+You can also update, configure and reset the codebase of your bot with `./setup.sh`
 
 ```bash
 # --update, Command git pull to update.
@@ -194,6 +193,34 @@ This option will pull the last version of your current branch and update your vi
 This option will hard reset your branch (only if you are on either `stable` or `develop`) and recreate your virtualenv.
 ```
 
+#### Activate your virtual environment
+
+Each time you open a new terminal, you must run `source .venv/bin/activate` to activate your virtual environment.
+
+```bash
+# activate virtual environment
+source ./.venv/bin/activate
+```
+
+### Use ./setup.ps1 (Windows)
+
+The script will ask you a few questions to determine which parts should be installed.
+
+```powershell
+Set-ExecutionPolicy -ExecutionPolicy Bypass
+cd freqtrade
+. .\setup.ps1
+```
+
+#### Activate your virtual environment (Windows)
+
+```powershell
+# activate virtual environment
+. .\.venv\Scripts\Activate.ps1
+```
+
+[You are now ready](#you-are-ready) to run the bot.
+
 -----
 
 ## Manual Installation
@@ -337,7 +364,7 @@ conda deactivate
 
 Happy trading!
 
------
+------
 
 ## You are ready
 
@@ -394,3 +421,15 @@ open /Library/Developer/CommandLineTools/Packages/macOS_SDK_headers_for_macOS_10
 ```
 
 If this file is inexistent, then you're probably on a different version of MacOS, so you may need to consult the internet for specific resolution details.
+
+### Windows Installation error
+
+```bash
+error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Build Tools": http://landinghub.visualstudio.com/visual-cpp-build-tools
+```
+
+Unfortunately, many packages requiring compilation don't provide a pre-built wheel. It is therefore mandatory to have a C/C++ compiler installed and available for your python environment to use.
+
+You can download the Visual C++ build tools from [the Visual Studio website](https://visualstudio.microsoft.com/visual-cpp-build-tools/) and install "Desktop development with C++" in it's default configuration. Unfortunately, this is a heavy download / dependency so you might want to consider WSL2 or [docker compose](docker_quickstart.md) first.
+
+![Windows installation](assets/windows_install.png)

docs/leverage.md

@@ -1,8 +1,5 @@
 # Trading with Leverage
 
-!!! Warning "Beta feature"
-    This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord or via Github Issue.
-
 !!! Note "Multiple bots on one account"
     You can't run 2 bots on the same account with leverage. For leveraged / margin trading, freqtrade assumes it's the only user of the account, and all liquidation levels are calculated based on this assumption.
 
@@ -55,7 +52,7 @@ Perpetual swaps (also known as Perpetual Futures) are contracts traded at a pric
 In addition to the gains/losses from the change in price of the futures contract, traders also exchange _funding fees_, which are gains/losses worth an amount that is derived from the difference in price between the futures contract and the underlying asset. The difference in price between a futures contract and the underlying asset varies between exchanges.
 
 To trade in futures markets, you'll have to set `trading_mode` to "futures".
-You will also have to pick a "margin mode" (explanation below) - with freqtrade currently only supporting isolated margin.
+You will also have to pick a "margin mode" (explanation below).
 
 ``` json
 "trading_mode": "futures",

docs/requirements-docs.txt

@@ -1,7 +1,7 @@
 markdown==3.10
 mkdocs==1.6.1
-mkdocs-material==9.7.0
+mkdocs-material==9.7.1
 mdx_truly_sane_lists==1.3
-pymdown-extensions==10.19.1
+pymdown-extensions==10.20
 jinja2==3.1.6
 mike==2.1.3

docs/strategy-callbacks.md

@@ -1292,6 +1292,22 @@ Currently two types of annotations are supported, `area` and `line`.
 }
 ```
 
+#### Point
+
+``` json
+{
+    "type": "point", // Type of the annotation, currently only "point" is supported
+    "x": "2024-01-01 15:00:00", // Start date of the point
+    "y": 94000.2,  // Price / y axis value
+    "color": "",
+    "z_level": 5, // z-level, higher values are drawn on top of lower values. Positions relative to the Chart elements need to be set in freqUI.
+    "label": "some label",
+    "size": 2, // Optional, line width in pixels. Defaults to 10
+    "symbol": "circle", // Optional, can be "circle", "rect", "roundRect", "triangle", "pin", "arrow", "none".
+
+}
+```
+
 The below example will mark the chart with areas for the hours 8 and 15, with a grey color, highlighting the market open and close hours.
 This is obviously a very basic example.
 

docs/updating.md

@@ -6,6 +6,12 @@ To update your freqtrade installation, please use one of the below methods, corr
     Breaking changes / changed behavior will be documented in the changelog that is posted alongside every release.
     For the develop branch, please follow PR's to avoid being surprised by changes.
 
+## Why update?
+
+Keeping your bot updated not only ensures that you have the latest features and improvements, but is a requirement to keep your bot running smoothly.
+Freqtrade is heavily dependent on the underlying exchange API's, which change pretty frequently if considered across exchanges.
+To ensure ongoing compatibility, please make sure to update your bot regularly.
+
 ## Docker
 
 !!! Note "Legacy installations using the `master` image"
@@ -38,7 +44,12 @@ pip install -e .
 freqtrade install-ui 
 ```
 
-### Problems updating
+## Problems updating
 
-Update-problems usually come missing dependencies (you didn't follow the above instructions) - or from updated dependencies, which fail to install (for example TA-lib).
-Please refer to the corresponding installation sections (common problems linked below)
+Update-problems usually come missing dependencies (you didn't follow the above instructions) - or from dependencies which fail to install.
+We try to make sure that heavy dependencies have wheels available for major platforms, but sometimes this is not possible.
+
+Please refer to the corresponding installation sections (common problem sections linked below).
+
+[Common installation problems](installation.md#troubleshooting)
+[Common installation problems - windows](installation.md#windows-installation-error)

docs/windows_installation.md

@@ -1,54 +0,0 @@
-# Windows installation
-
-We **strongly** recommend that Windows users use [Docker](docker_quickstart.md) as this will work much easier and smoother (also more secure).
-
-If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work.
-Otherwise, please follow the instructions below.
-
-All instructions assume that python 3.11+ is installed and available.
-
-## Clone the git repository
-
-First of all clone the repository by running:
-
-``` powershell
-git clone https://github.com/freqtrade/freqtrade.git
-```
-
-Now, choose your installation method, either automatically via script (recommended) or manually following the corresponding instructions.
-
-## Install freqtrade automatically
-
-### Run the installation script
-
-The script will ask you a few questions to determine which parts should be installed.
-
-```powershell
-Set-ExecutionPolicy -ExecutionPolicy Bypass
-cd freqtrade
-. .\setup.ps1
-```
-
-## Install freqtrade manually
-
-!!! Note "64bit Python version"
-    Please make sure to use 64bit Windows and 64bit Python to avoid problems with backtesting or hyperopt due to the memory constraints 32bit applications have under Windows.
-    32bit python versions are no longer supported under Windows.
-
-!!! Hint
-    Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under Windows can greatly help with installation problems. Check out the [Anaconda installation section](installation.md#installation-with-conda) in the documentation for more information.
-
-
-### Error during installation on Windows
-
-``` bash
-error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Build Tools": http://landinghub.visualstudio.com/visual-cpp-build-tools
-```
-
-Unfortunately, many packages requiring compilation don't provide a pre-built wheel. It is therefore mandatory to have a C/C++ compiler installed and available for your python environment to use.
-
-You can download the Visual C++ build tools from [here](https://visualstudio.microsoft.com/visual-cpp-build-tools/) and install "Desktop development with C++" in it's default configuration. Unfortunately, this is a heavy download / dependency so you might want to consider WSL2 or [docker compose](docker_quickstart.md) first.
-
-![Windows installation](assets/windows_install.png)
-
----

freqtrade/__init__.py

@@ -1,6 +1,6 @@
 """Freqtrade bot"""
 
-__version__ = "2025.12"
+__version__ = "2026.1"
 
 if "dev" in __version__:
     from pathlib import Path

freqtrade/commands/arguments.py

@@ -103,7 +103,13 @@ ARGS_BACKTEST_SHOW = [
     "backtest_breakdown",
 ]
 
-ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all", "trading_mode", "dex_exchanges"]
+ARGS_LIST_EXCHANGES = [
+    "print_one_column",
+    "list_exchanges_all",
+    "trading_mode",
+    "dex_exchanges",
+    "list_exchanges_futures_options",
+]
 
 ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column", "trading_mode"]
 

freqtrade/commands/cli_options.py

@@ -2,7 +2,7 @@
 Definition of cli arguments used in arguments.py
 """
 
-from argparse import ArgumentTypeError
+from argparse import SUPPRESS, ArgumentTypeError
 
 from freqtrade import constants
 from freqtrade.constants import (
@@ -388,6 +388,13 @@ AVAILABLE_CLI_OPTIONS = {
         help="Print only DEX exchanges.",
         action="store_true",
     ),
+    "list_exchanges_futures_options": Arg(
+        "--ccxt-show-futures-options-exchanges",
+        help=SUPPRESS,
+        # Show compatibility with ccxt for futures functionality
+        # Doesn't show in help as it's an internal/debug option.
+        action="store_true",
+    ),
     # List pairs / markets
     "list_pairs_all": Arg(
         "-a",

freqtrade/commands/list_commands.py

@@ -38,13 +38,15 @@ def start_list_exchanges(args: dict[str, Any]) -> None:
         else:
             available_exchanges = [e for e in available_exchanges if e["valid"] is not False]
             title = f"Exchanges available for Freqtrade ({len(available_exchanges)} exchanges):"
-
+        show_fut_reasons = args.get("list_exchanges_futures_options", False)
         table = Table(title=title)
 
         table.add_column("Exchange Name")
         table.add_column("Class Name")
         table.add_column("Markets")
         table.add_column("Reason")
+        if show_fut_reasons:
+            table.add_column("Futures Reason")
 
         trading_mode = args.get("trading_mode", None)
         dex_only = args.get("dex_exchanges", False)
@@ -78,12 +80,14 @@ def start_list_exchanges(args: dict[str, Any]) -> None:
             if exchange["dex"]:
                 trade_modes = Text("DEX: ") + trade_modes
                 trade_modes.stylize("bold", 0, 3)
+            futcol = [] if not show_fut_reasons else [exchange["comment_futures"]]
 
             table.add_row(
                 name,
                 classname,
                 trade_modes,
                 exchange["comment"],
+                *futcol,
                 style=None if exchange["valid"] else "red",
             )
             # table.add_row(*[exchange[header] for header in headers])

freqtrade/configuration/load_config.py

@@ -30,7 +30,7 @@ def log_config_error_range(path: str, errmsg: str) -> str:
         offsetlist = re.findall(r"(?<=Parse\serror\sat\soffset\s)\d+", errmsg)
         if offsetlist:
             offset = int(offsetlist[0])
-            text = Path(path).read_text()
+            text = Path(path).read_text(encoding="utf-8")
             # Fetch an offset of 80 characters around the error line
             subtext = text[offset - min(80, offset) : offset + 80]
             segments = subtext.split("\n")

freqtrade/data/metrics.py

@@ -334,7 +334,10 @@ def calculate_expectancy(trades: pd.DataFrame) -> tuple[float, float]:
 
 
 def calculate_sortino(
-    trades: pd.DataFrame, min_date: datetime, max_date: datetime, starting_balance: float
+    trades: pd.DataFrame,
+    min_date: datetime | None,
+    max_date: datetime | None,
+    starting_balance: float,
 ) -> float:
     """
     Calculate sortino
@@ -362,7 +365,10 @@ def calculate_sortino(
 
 
 def calculate_sharpe(
-    trades: pd.DataFrame, min_date: datetime, max_date: datetime, starting_balance: float
+    trades: pd.DataFrame,
+    min_date: datetime | None,
+    max_date: datetime | None,
+    starting_balance: float,
 ) -> float:
     """
     Calculate sharpe
@@ -389,7 +395,10 @@ def calculate_sharpe(
 
 
 def calculate_calmar(
-    trades: pd.DataFrame, min_date: datetime, max_date: datetime, starting_balance: float
+    trades: pd.DataFrame,
+    min_date: datetime | None,
+    max_date: datetime | None,
+    starting_balance: float,
 ) -> float:
     """
     Calculate calmar

freqtrade/exchange/binance.py

@@ -68,6 +68,7 @@ class Binance(Exchange):
             "BFUSD": "USDT",
         },
     }
+    _can_use_data_download_fast = True
 
     _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
         (TradingMode.SPOT, MarginMode.NONE),
@@ -181,7 +182,8 @@ class Binance(Exchange):
                     return DataFrame(columns=DEFAULT_DATAFRAME_COLUMNS)
 
         if (
-            self._config["exchange"].get("only_from_ccxt", False)
+            not self._can_use_data_download_fast
+            or self._config["exchange"].get("only_from_ccxt", False)
             or
             # only download timeframes with significant improvements,
             # otherwise fall back to rest API
@@ -405,7 +407,10 @@ class Binance(Exchange):
     ) -> tuple[str, list[list]]:
         logger.info(f"Fetching trades for {pair} from Binance, {from_id=}, {since=}, {until=}")
 
-        if not self._config["exchange"].get("only_from_ccxt", False):
+        if (
+            not self._config["exchange"].get("only_from_ccxt", False)
+            and self._can_use_data_download_fast
+        ):
             if from_id is None or not since:
                 trades = await self._api_async.fetch_trades(
                     pair,
@@ -569,3 +574,5 @@ class Binanceus(Binance):
     _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
         (TradingMode.SPOT, MarginMode.NONE),
     ]
+    # binance vision does not have data for binanceus
+    _can_use_data_download_fast = False

freqtrade/exchange/check_exchange.py

@@ -47,14 +47,16 @@ def check_exchange(config: Config, check_for_bad: bool = True) -> bool:
             f"{', '.join(available_exchanges())}"
         )
 
-    valid, reason, _ = validate_exchange(exchange)
+    valid, reason, _, _ = validate_exchange(exchange)
     if not valid:
         if check_for_bad:
             raise OperationalException(
-                f'Exchange "{exchange}"  will not work with Freqtrade. Reason: {reason}'
+                f'Exchange "{exchange}"  will not work with Freqtrade. Reason: {reason}.'
             )
         else:
-            logger.warning(f'Exchange "{exchange}"  will not work with Freqtrade. Reason: {reason}')
+            logger.warning(
+                f'Exchange "{exchange}"  will not work with Freqtrade. Reason: {reason}.'
+            )
 
     if MAP_EXCHANGE_CHILDCLASS.get(exchange, exchange) in SUPPORTED_EXCHANGES:
         logger.info(

freqtrade/exchange/common.py

@@ -36,12 +36,13 @@ API_RETRY_COUNT = 4
 API_FETCH_ORDER_RETRY_COUNT = 5
 
 BAD_EXCHANGES = {
-    "bitmex": "Various reasons.",
-    "probit": "Requires additional, regular calls to `signIn()`.",
-    "poloniex": "Does not provide fetch_order endpoint to fetch both open and closed orders.",
-    "kucoinfutures": "Unsupported futures exchange.",
-    "poloniexfutures": "Unsupported futures exchange.",
-    "binancecoinm": "Unsupported futures exchange.",
+    "bitmex": "Various reasons",
+    "probit": "Requires additional, regular calls to `signIn()`",
+    "poloniex": "Does not provide fetch_order endpoint to fetch both open and closed orders",
+    "krakenfutures": "Unsupported futures exchange",
+    "kucoinfutures": "Unsupported futures exchange",
+    "poloniexfutures": "Unsupported futures exchange",
+    "binancecoinm": "Unsupported futures exchange",
 }
 
 MAP_EXCHANGE_CHILDCLASS = {
@@ -78,31 +79,35 @@ EXCHANGE_HAS_REQUIRED: dict[str, list[str]] = {
     "fetchOHLCV": [],
 }
 
-EXCHANGE_HAS_OPTIONAL = [
+EXCHANGE_HAS_OPTIONAL: dict[str, list[str]] = {
     # Private
-    "fetchMyTrades",  # Trades for order - fee detection
-    "createLimitOrder",
-    "createMarketOrder",  # Either OR for orders
-    # 'setLeverage',  # Margin/Futures trading
-    # 'setMarginMode',  # Margin/Futures trading
-    # 'fetchFundingHistory', # Futures trading
+    "fetchMyTrades": [],  # Trades for order - fee detection
+    "createLimitOrder": [],
+    "createMarketOrder": [],  # Either OR for orders
     # Public
-    "fetchOrderBook",
-    "fetchL2OrderBook",
-    "fetchTicker",  # OR for pricing
-    "fetchTickers",  # For volumepairlist?
-    "fetchTrades",  # Downloading trades data
-    # 'fetchFundingRateHistory',  # Futures trading
-    # 'fetchPositions',  # Futures trading
-    # 'fetchLeverageTiers',  # Futures initialization
-    # 'fetchMarketLeverageTiers',  # Futures initialization
-    # 'fetchOpenOrders', 'fetchClosedOrders',  # 'fetchOrders',  # Refinding balance...
-    # "fetchPremiumIndexOHLCV",  # Futures additional data
-    # "fetchMarkOHLCV",  # Futures additional data
-    # "fetchIndexOHLCV",  # Futures additional data
+    "fetchOrderBook": [],
+    "fetchL2OrderBook": [],
+    "fetchTicker": [],  # OR for pricing
+    "fetchTickers": [],  # For volumepairlist?
+    "fetchTrades": [],  # Downloading trades data
+    "fetchOrders": ["fetchOpenOrders", "fetchClosedOrders"],  # ,  # Refinding balance...
     # ccxt.pro
-    "watchOHLCV",
-]
+    "watchOHLCV": [],
+}
+
+EXCHANGE_HAS_OPTIONAL_FUTURES: dict[str, list[str]] = {
+    # private
+    "setLeverage": [],  # Margin/Futures trading
+    "setMarginMode": [],  # Margin/Futures trading
+    "fetchFundingHistory": [],  # Futures trading
+    # Public
+    "fetchFundingRateHistory": [],  # Futures trading
+    "fetchPositions": [],  # Futures trading
+    "fetchLeverageTiers": ["fetchMarketLeverageTiers"],  # Futures initialization
+    "fetchMarkOHLCV": [],
+    "fetchIndexOHLCV": [],  # Futures additional data
+    "fetchPremiumIndexOHLCV": [],
+}
 
 
 def calculate_backoff(retrycount, max_retries):

freqtrade/exchange/exchange.py

@@ -73,6 +73,7 @@ from freqtrade.exchange.exchange_types import (
     CcxtPosition,
     FtHas,
     FundingRate,
+    LeverageTier,
     OHLCVResponse,
     OrderBook,
     Ticker,
@@ -105,7 +106,6 @@ from freqtrade.misc import (
     file_dump_json,
     file_load_json,
     safe_value_fallback,
-    safe_value_fallback2,
 )
 from freqtrade.util import FtTTLCache, PeriodicCache, dt_from_ts, dt_now
 from freqtrade.util.datetime_helpers import dt_humanize_delta, dt_ts, format_ms_time
@@ -195,29 +195,30 @@ class Exchange:
         self._exchange_ws: ExchangeWS | None = None
         self._markets: dict = {}
         self._trading_fees: dict[str, Any] = {}
-        self._leverage_tiers: dict[str, list[dict]] = {}
+        self._leverage_tiers: dict[str, list[LeverageTier]] = {}
         # Lock event loop. This is necessary to avoid race-conditions when using force* commands
         # Due to funding fee fetching.
         self._loop_lock = Lock()
         self.loop = self._init_async_loop()
-        self._config: Config = {}
+        self._config: Config = config
 
         # Leverage properties
         self.trading_mode: TradingMode = TradingMode(
-            config.get("trading_mode", self._supported_trading_mode_margin_pairs[0][0])
+            self._config.get("trading_mode", self._supported_trading_mode_margin_pairs[0][0])
         )
         self.margin_mode: MarginMode = MarginMode(
-            MarginMode(config.get("margin_mode"))
-            if config.get("margin_mode")
+            MarginMode(self._config.get("margin_mode"))
+            if self._config.get("margin_mode")
             else self._supported_trading_mode_margin_pairs[0][1]
         )
-        config["trading_mode"] = self.trading_mode
-        config["margin_mode"] = self.margin_mode
-        config["candle_type_def"] = CandleType.get_default(self.trading_mode)
-        self._config.update(config)
-        self.liquidation_buffer = config.get("liquidation_buffer", 0.05)
+        self._config["trading_mode"] = self.trading_mode
+        self._config["margin_mode"] = self.margin_mode
+        self._config["candle_type_def"] = CandleType.get_default(self.trading_mode)
+        self.liquidation_buffer = self._config.get("liquidation_buffer", 0.05)
 
-        exchange_conf: ExchangeConfig = exchange_config if exchange_config else config["exchange"]
+        exchange_conf: ExchangeConfig = (
+            exchange_config if exchange_config else self._config["exchange"]
+        )
 
         # Deep merge ft_has with default ft_has options
         # Must be called before ft_has is used.
@@ -248,14 +249,14 @@ class Exchange:
         # Holds all open sell orders for dry_run
         self._dry_run_open_orders: dict[str, Any] = {}
 
-        if config["dry_run"]:
+        if self._config["dry_run"]:
             logger.info("Instance is running with dry_run enabled")
         logger.info(f"Using CCXT {ccxt.__version__}")
 
         # Don't remove exchange credentials for dry-run or if always_require_api_keys is set
         remove_exchange_credentials(
             exchange_conf,
-            not self._ft_has["always_require_api_keys"] and config.get("dry_run", False),
+            not self._ft_has["always_require_api_keys"] and self._config.get("dry_run", False),
         )
         self.log_responses = exchange_conf.get("log_responses", False)
 
@@ -296,7 +297,7 @@ class Exchange:
         if validate:
             # Initial markets load
             self.reload_markets(True, load_leverage_tiers=False)
-            self.validate_config(config)
+            self.validate_config(self._config)
 
         if self.trading_mode != TradingMode.SPOT and load_leverage_tiers:
             self.fill_leverage_tiers()
@@ -480,7 +481,7 @@ class Exchange:
     def _log_exchange_response(self, endpoint: str, response, *, add_info=None) -> None:
         """Log exchange responses"""
         if self.log_responses:
-            add_info_str = "" if add_info is None else f" {add_info}: "
+            add_info_str = "" if add_info is None else f"{add_info}: "
             logger.info(f"API {endpoint}: {add_info_str}{response}")
 
     def ohlcv_candle_limit(
@@ -1827,16 +1828,16 @@ class Exchange:
         return order
 
     @retrier
-    def get_balances(self) -> CcxtBalances:
+    def get_balances(self, params: dict | None = None) -> CcxtBalances:
         try:
-            balances = self._api.fetch_balance()
+            balances = self._api.fetch_balance(params or {})
             # Remove additional info from ccxt results
             balances.pop("info", None)
             balances.pop("free", None)
             balances.pop("total", None)
             balances.pop("used", None)
 
-            self._log_exchange_response("fetch_balance", balances)
+            self._log_exchange_response("fetch_balance", balances, add_info=params)
             return balances
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
@@ -1848,7 +1849,9 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def fetch_positions(self, pair: str | None = None) -> list[CcxtPosition]:
+    def fetch_positions(
+        self, pair: str | None = None, params: dict | None = None
+    ) -> list[CcxtPosition]:
         """
         Fetch positions from the exchange.
         If no pair is given, all positions are returned.
@@ -1860,7 +1863,7 @@ class Exchange:
             symbols = None
             if pair:
                 symbols = [pair]
-            positions: list[CcxtPosition] = self._api.fetch_positions(symbols)
+            positions: list[CcxtPosition] = self._api.fetch_positions(symbols, params=params or {})
             self._log_exchange_response("fetch_positions", positions)
             return positions
         except ccxt.DDoSProtection as e:
@@ -2060,12 +2063,13 @@ class Exchange:
         """
         return self._config["stake_currency"]
 
-    def get_conversion_rate(self, coin: str, currency: str) -> float | None:
+    def get_conversion_rate(self, coin: str, currency: str, *, cached=True) -> float | None:
         """
         Quick and cached way to get conversion rate one currency to the other.
         Can then be used as "rate * amount" to convert between currencies.
         :param coin: Coin to convert
         :param currency: Currency to convert to
+        :param cached: Allow cached tickers, default True
         :returns: Conversion rate from coin to currency
         :raises: ExchangeErrors
         """
@@ -2076,13 +2080,13 @@ class Exchange:
             currency = proxy_currency
         if coin == currency:
             return 1.0
-        tickers = self.get_tickers(cached=True)
+        tickers = self.get_tickers(cached=cached)
         try:
             for pair in self.get_valid_pair_combination(coin, currency):
                 ticker: Ticker | None = tickers.get(pair, None)
                 if not ticker:
                     tickers_other: Tickers = self.get_tickers(
-                        cached=True,
+                        cached=cached,
                         market_type=(
                             TradingMode.SPOT
                             if self.trading_mode != TradingMode.SPOT
@@ -2091,7 +2095,7 @@ class Exchange:
                     )
                     ticker = tickers_other.get(pair, None)
                 if ticker:
-                    rate: float | None = safe_value_fallback2(ticker, ticker, "last", "ask", None)
+                    rate: float | None = safe_value_fallback(ticker, "last", "ask", None)
                     if rate and pair.startswith(currency) and not pair.endswith(currency):
                         rate = 1.0 / rate
                     return rate
@@ -2391,6 +2395,16 @@ class Exchange:
             raise OperationalException(e) from e
 
     def get_order_id_conditional(self, order: CcxtOrder) -> str:
+        """
+        Return order id or id_stop (for conditional orders) based on exchange settings
+
+        :param order: ccxt order dict
+        :return: correct order id
+        """
+        if self.get_option("stoploss_query_requires_stop_flag") and (
+            order["type"] in ("stoploss", "stop")
+        ):
+            return safe_value_fallback(order, "id_stop", "id")
         return order["id"]
 
     @retrier
@@ -2550,7 +2564,13 @@ class Exchange:
                 )
             )
         logger.debug(f"Downloaded data for {pair} from ccxt with length {len(data)}.")
-        return ohlcv_to_dataframe(data, timeframe, pair, fill_missing=False, drop_incomplete=True)
+        # funding_rates are always complete, so never need to be dropped.
+        drop_incomplete = (
+            self._ohlcv_partial_candle if candle_type != CandleType.FUNDING_RATE else False
+        )
+        return ohlcv_to_dataframe(
+            data, timeframe, pair, fill_missing=False, drop_incomplete=drop_incomplete
+        )
 
     async def _async_get_historic_ohlcv(
         self,
@@ -3602,7 +3622,7 @@ class Exchange:
                 pair_tiers.append(self.parse_leverage_tier(tier))
             self._leverage_tiers[pair] = pair_tiers
 
-    def parse_leverage_tier(self, tier) -> dict:
+    def parse_leverage_tier(self, tier) -> LeverageTier:
         info = tier.get("info", {})
         return {
             "minNotional": tier["minNotional"],
@@ -3643,7 +3663,11 @@ class Exchange:
             for tier in pair_tiers:
                 # Adjust notional by leverage to do a proper comparison
                 min_stake = tier["minNotional"] / (prior_max_lev or tier["maxLeverage"])
-                max_stake = tier["maxNotional"] / tier["maxLeverage"]
+                max_stake = (
+                    tier["maxNotional"] / tier["maxLeverage"]
+                    if tier["maxNotional"] is not None
+                    else float("inf")
+                )
                 prior_max_lev = tier["maxLeverage"]
                 if min_stake <= stake_amount <= max_stake:
                     return tier["maxLeverage"]

freqtrade/exchange/exchange_types.py

@@ -115,5 +115,27 @@ class CcxtPosition(TypedDict):
 
 CcxtOrder = dict[str, Any]
 
+
+class LeverageTier(TypedDict):
+    """
+    Represents a single leverage tier returned by the exchange.
+
+    Attributes:
+        minNotional: Minimum notional value (quote currency) for which this tier applies.
+        maxNotional: Maximum notional value (quote currency) for which this tier applies.
+            When ``maxNotional`` is ``None``, the tier is unbounded on the upper side,
+            i.e. there is no maximum notional limit for this tier
+        maintenanceMarginRate: Maintenance margin rate for this tier (fraction, e.g. 0.005 for 0.5%)
+        maxLeverage: Maximum leverage allowed for this tier
+        maintAmt: Optional fixed maintenance margin amount, if provided by the exchange
+    """
+
+    minNotional: float
+    maxNotional: float | None
+    maintenanceMarginRate: float
+    maxLeverage: float
+    maintAmt: float | None
+
+
 # pair, timeframe, candleType, OHLCV, drop last?,
 OHLCVResponse = tuple[str, str, CandleType, list, bool]

freqtrade/exchange/exchange_utils.py

@@ -22,6 +22,7 @@ from ccxt import (
 from freqtrade.exchange.common import (
     BAD_EXCHANGES,
     EXCHANGE_HAS_OPTIONAL,
+    EXCHANGE_HAS_OPTIONAL_FUTURES,
     EXCHANGE_HAS_REQUIRED,
     MAP_EXCHANGE_CHILDCLASS,
     SUPPORTED_EXCHANGES,
@@ -53,7 +54,22 @@ def available_exchanges(ccxt_module: CcxtModuleType | None = None) -> list[str]:
     return [x for x in exchanges if validate_exchange(x)[0]]
 
 
-def validate_exchange(exchange: str) -> tuple[bool, str, ccxt.Exchange | None]:
+def _exchange_has_helper(ex_mod: ccxt.Exchange, required: dict[str, list[str]]) -> list[str]:
+    """
+    Checks availability of methods (or their replacement)s in ex_mod.has
+    :param ex_mod: ccxt Exchange module
+    :param required: dict of required methods, with possible replacement methods as list
+    :return: list of missing required methods
+    """
+    return [
+        k
+        for k, v in required.items()
+        if ex_mod.has.get(k) is not True
+        and (len(v) == 0 or not (all(ex_mod.has.get(x) for x in v)))
+    ]
+
+
+def validate_exchange(exchange: str) -> tuple[bool, str, str, ccxt.Exchange | None]:
     """
     returns: can_use, reason, exchange_object
         with Reason including both missing and missing_opt
@@ -64,36 +80,38 @@ def validate_exchange(exchange: str) -> tuple[bool, str, ccxt.Exchange | None]:
         ex_mod = getattr(ccxt.async_support, exchange.lower())()
 
     if not ex_mod or not ex_mod.has:
-        return False, "", None
+        return False, "", "", None
 
     result = True
-    reason = ""
-    missing = [
-        k
-        for k, v in EXCHANGE_HAS_REQUIRED.items()
-        if ex_mod.has.get(k) is not True and not (all(ex_mod.has.get(x) for x in v))
-    ]
+    reasons = []
+    reasons_fut = ""
+    missing = _exchange_has_helper(ex_mod, EXCHANGE_HAS_REQUIRED)
     if missing:
         result = False
-        reason += f"missing: {', '.join(missing)}"
+        reasons.append(f"missing: {', '.join(missing)}")
 
-    missing_opt = [k for k in EXCHANGE_HAS_OPTIONAL if not ex_mod.has.get(k)]
+    missing_opt = _exchange_has_helper(ex_mod, EXCHANGE_HAS_OPTIONAL)
+
+    missing_futures = _exchange_has_helper(ex_mod, EXCHANGE_HAS_OPTIONAL_FUTURES)
 
     if exchange.lower() in BAD_EXCHANGES:
         result = False
-        reason = BAD_EXCHANGES.get(exchange.lower(), "")
+        reasons.append(BAD_EXCHANGES.get(exchange.lower(), ""))
 
     if missing_opt:
-        reason += f"{'. ' if reason else ''}missing opt: {', '.join(missing_opt)}. "
+        reasons.append(f"missing opt: {', '.join(missing_opt)}")
 
-    return result, reason, ex_mod
+    if missing_futures:
+        reasons_fut = f"missing futures opt: {', '.join(missing_futures)}"
+
+    return result, "; ".join(reasons), reasons_fut, ex_mod
 
 
 def _build_exchange_list_entry(
     exchange_name: str, exchangeClasses: dict[str, Any]
 ) -> ValidExchangesType:
     exchange_name = exchange_name.lower()
-    valid, comment, ex_mod = validate_exchange(exchange_name)
+    valid, comment, comment_fut, ex_mod = validate_exchange(exchange_name)
     mapped_exchange_name = MAP_EXCHANGE_CHILDCLASS.get(exchange_name, exchange_name).lower()
     is_alias = getattr(ex_mod, "alias", False)
     result: ValidExchangesType = {
@@ -102,6 +120,7 @@ def _build_exchange_list_entry(
         "valid": valid,
         "supported": mapped_exchange_name in SUPPORTED_EXCHANGES and not is_alias,
         "comment": comment,
+        "comment_futures": comment_fut,
         "dex": getattr(ex_mod, "dex", False),
         "is_alias": is_alias,
         "alias_for": inspect.getmro(ex_mod.__class__)[1]().id

freqtrade/exchange/gate.py

@@ -10,8 +10,7 @@ from freqtrade.enums import MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
-from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
-from freqtrade.misc import safe_value_fallback2
+from freqtrade.exchange.exchange_types import FtHas
 
 
 logger = logging.getLogger(__name__)
@@ -132,6 +131,3 @@ class Gate(Exchange):
                                 "rate": pair_fees[takerOrMaker],
                             }
         return trades
-
-    def get_order_id_conditional(self, order: CcxtOrder) -> str:
-        return safe_value_fallback2(order, order, "id_stop", "id")

freqtrade/exchange/hyperliquid.py

@@ -7,9 +7,10 @@ from typing import Any
 
 from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, TradingMode
-from freqtrade.exceptions import ExchangeError, OperationalException
+from freqtrade.enums.runmode import NON_UTIL_MODES
+from freqtrade.exceptions import ConfigurationError, ExchangeError, OperationalException
 from freqtrade.exchange import Exchange
-from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
+from freqtrade.exchange.exchange_types import CcxtBalances, CcxtOrder, CcxtPosition, FtHas
 from freqtrade.util.datetime_helpers import dt_from_ts
 
 
@@ -57,12 +58,108 @@ class Hyperliquid(Exchange):
         config.update(super()._ccxt_config)
         return config
 
+    def _get_configured_hip3_dexes(self) -> list[str]:
+        """Get list of configured HIP-3 DEXes."""
+        return self._config.get("exchange", {}).get("hip3_dexes", [])
+
+    def validate_config(self, config: dict) -> None:
+        """Validate HIP-3 configuration at bot startup."""
+        super().validate_config(config)
+        configured = self._get_configured_hip3_dexes()
+        if not configured or not self.markets:
+            return
+        if self.trading_mode != TradingMode.FUTURES:
+            if configured:
+                raise ConfigurationError(
+                    "HIP-3 DEXes are only supported in FUTURES trading mode. "
+                    "Please update your configuration!"
+                )
+            return
+        if configured and self.margin_mode != MarginMode.ISOLATED:
+            raise ConfigurationError(
+                "HIP-3 DEXes require 'isolated' margin mode. "
+                f"Current margin mode: '{self.margin_mode.value}'. "
+                "Please update your configuration!"
+            )
+
+        available = {
+            m.get("info", {}).get("dex")
+            for m in self.get_markets(
+                quote_currencies=[self._config["stake_currency"]],
+                tradable_only=True,
+                active_only=True,
+            ).values()
+            if m.get("info", {}).get("hip3")
+        }
+        available.discard(None)
+
+        invalid = set(configured) - available
+        if invalid:
+            raise ConfigurationError(
+                f"Invalid HIP-3 DEXes configured: {sorted(invalid)}. "
+                f"Available DEXes matching your stake currency ({self._config['stake_currency']}): "
+                f"{sorted(available)}. "
+                f"Check your 'hip3_dexes' configuration!"
+            )
+
     def market_is_tradable(self, market: dict[str, Any]) -> bool:
+        """Check if market is tradable, including HIP-3 markets."""
         parent_check = super().market_is_tradable(market)
 
-        # Exclude hip3 markets for now - which have the format XYZ:GOOGL/USDT:USDT -
-        # and XYZ:GOOGL as base
-        return parent_check and ":" not in market["base"]
+        market_info = market.get("info", {})
+        if market_info.get("hip3") and self._config["runmode"] in NON_UTIL_MODES:
+            configured = self._get_configured_hip3_dexes()
+            if not configured:
+                return False
+
+            market_dex = market_info.get("dex")
+            return parent_check and market_dex in configured
+
+        return parent_check
+
+    def get_balances(self, params: dict | None = None) -> CcxtBalances:
+        """Fetch balances from default DEX and HIP-3 DEXes needed by tradable pairs.
+        This override is not absolutely necessary and is only there for correct used / total values
+        which are however not used by Freqtrade in futures mode at the moment.
+        """
+        balances = super().get_balances()
+        dexes = self._get_configured_hip3_dexes()
+        for dex in dexes:
+            try:
+                dex_balance = super().get_balances(params={"dex": dex})
+
+                for currency, amount_info in dex_balance.items():
+                    if currency in ["info", "free", "used", "total", "datetime", "timestamp"]:
+                        continue
+
+                    if currency not in balances:
+                        balances[currency] = amount_info
+                    else:
+                        balances[currency]["free"] += amount_info["free"]
+                        balances[currency]["used"] += amount_info["used"]
+                        balances[currency]["total"] += amount_info["total"]
+
+            except Exception as e:
+                logger.error(f"Could not fetch balance for HIP-3 DEX '{dex}': {e}")
+
+        if dexes:
+            self._log_exchange_response("fetch_balance", balances, add_info="combined")
+        return balances
+
+    def fetch_positions(
+        self, pair: str | None = None, params: dict | None = None
+    ) -> list[CcxtPosition]:
+        """Fetch positions from default DEX and HIP-3 DEXes needed by tradable pairs."""
+        positions = super().fetch_positions(pair)
+        dexes = self._get_configured_hip3_dexes()
+        for dex in dexes:
+            try:
+                positions.extend(super().fetch_positions(pair, params={"dex": dex}))
+            except Exception as e:
+                logger.error(f"Could not fetch positions from HIP-3 DEX '{dex}': {e}")
+        if dexes:
+            self._log_exchange_response("fetch_positions", positions, add_info="combined")
+        return positions
 
     def get_max_leverage(self, pair: str, stake_amount: float | None) -> float:
         # There are no leverage tiers

freqtrade/exchange/kraken.py

@@ -70,7 +70,7 @@ class Kraken(Exchange):
         return consolidated
 
     @retrier
-    def get_balances(self) -> CcxtBalances:
+    def get_balances(self, params: dict | None = None) -> CcxtBalances:
         if self._config["dry_run"]:
             return {}
 

freqtrade/exchange/okx.py

@@ -14,7 +14,6 @@ from freqtrade.exceptions import (
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import API_RETRY_COUNT, retrier
 from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
-from freqtrade.misc import safe_value_fallback2
 from freqtrade.util import dt_now, dt_ts
 
 
@@ -183,7 +182,10 @@ class Okx(Exchange):
             return float("inf")
 
         pair_tiers = self._leverage_tiers[pair]
-        return pair_tiers[-1]["maxNotional"] / leverage
+        last_max_notional = pair_tiers[-1]["maxNotional"]
+        if last_max_notional is None:
+            return float("inf")
+        return last_max_notional / leverage
 
     def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> dict:
         params = super()._get_stop_params(side, ordertype, stop_price)
@@ -259,11 +261,6 @@ class Okx(Exchange):
                 raise OperationalException(e) from e
         raise RetryableOrderError(f"StoplossOrder not found (pair: {pair} id: {order_id}).")
 
-    def get_order_id_conditional(self, order: CcxtOrder) -> str:
-        if order.get("type", "") == "stop":
-            return safe_value_fallback2(order, order, "id_stop", "id")
-        return order["id"]
-
     def _fetch_orders_emulate(self, pair: str, since_ms: int) -> list[CcxtOrder]:
         orders = []
 

freqtrade/freqai/freqai_interface.py

@@ -227,6 +227,10 @@ class IFreqaiModel(ABC):
         """
         while not self._stop_event.is_set():
             time.sleep(1)
+
+            if not self.train_queue:
+                continue
+
             pair = self.train_queue[0]
 
             # ensure pair is available in dp

freqtrade/ft_types/plot_annotation_type.py

@@ -6,25 +6,36 @@ from typing_extensions import TypedDict
 
 
 class _BaseAnnotationType(TypedDict, total=False):
-    start: str | datetime
-    end: str | datetime
-    y_start: float
-    y_end: float
     color: str
     label: str
     z_level: int
 
 
-class AreaAnnotationType(_BaseAnnotationType, total=False):
+class _Base2DAnnotationType(_BaseAnnotationType, total=False):
+    start: str | datetime
+    end: str | datetime
+    y_start: float
+    y_end: float
+
+
+class AreaAnnotationType(_Base2DAnnotationType, total=False):
     type: Required[Literal["area"]]
 
 
-class LineAnnotationType(_BaseAnnotationType, total=False):
+class LineAnnotationType(_Base2DAnnotationType, total=False):
     type: Required[Literal["line"]]
     width: int
     line_style: Literal["solid", "dashed", "dotted"]
 
 
-AnnotationType = AreaAnnotationType | LineAnnotationType
+class PointAnnotationType(_BaseAnnotationType, total=False):
+    type: Required[Literal["point"]]
+    x: str | datetime
+    y: float
+    size: int
+    shape: Literal["circle", "rect", "roundRect", "triangle", "pin", "arrow", "none"]
+
+
+AnnotationType = AreaAnnotationType | LineAnnotationType | PointAnnotationType
 
 AnnotationTypeTA: TypeAdapter[AnnotationType] = TypeAdapter(AnnotationType)

freqtrade/ft_types/valid_exchanges_type.py

@@ -14,6 +14,7 @@ class ValidExchangesType(TypedDict):
     valid: bool
     supported: bool
     comment: str
+    comment_futures: str
     dex: bool
     is_alias: bool
     alias_for: str | None

freqtrade/optimize/backtesting.py

@@ -439,6 +439,8 @@ class Backtesting:
         PairLocks.reset_locks()
         Trade.reset_trades()
         CustomDataWrapper.reset_custom_data()
+        # Ensure logging is disabled in other processes during hyperopt
+        LoggingMixin.show_output = False
         self.rejected_trades = 0
         self.timedout_entry_orders = 0
         self.timedout_exit_orders = 0

freqtrade/optimize/hyperopt/hyperopt_logger.py

@@ -21,6 +21,11 @@ def logging_mp_setup(log_queue: Queue, verbosity: int):
         root = logging.getLogger()
         root.setLevel(verbosity)
         root.addHandler(h)
+        # Disable freqtrade logging outside of the main process
+        # This only leaves logging from the strategy (unless it's prefixed with "freqtrade.")
+        # and eventually from other libraries.
+        if verbosity > logging.DEBUG:
+            logging.getLogger("freqtrade").setLevel(logging.WARNING)
 
 
 def logging_mp_handle(q: Queue):

freqtrade/optimize/hyperopt/hyperopt_optimizer.py

@@ -6,7 +6,7 @@ and will be sent to the hyperopt worker processes.
 import logging
 import sys
 import warnings
-from datetime import UTC, datetime
+from datetime import datetime
 from multiprocessing import Manager
 from pathlib import Path
 from typing import Any
@@ -42,6 +42,7 @@ from freqtrade.optimize.space import (
     ft_IntDistribution,
 )
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
+from freqtrade.util import dt_now
 from freqtrade.util.dry_run_wallet import get_dry_run_wallet
 
 
@@ -269,7 +270,7 @@ class HyperOptimizer:
         Keep this function as optimized as possible!
         """
         HyperoptStateContainer.set_state(HyperoptState.OPTIMIZE)
-        backtest_start_time = datetime.now(UTC)
+        backtest_start_time = dt_now()
 
         for attr_name, attr in self.backtesting.strategy.enumerate_parameters():
             if attr.in_space and attr.optimize:
@@ -320,7 +321,7 @@ class HyperOptimizer:
         bt_results = self.backtesting.backtest(
             processed=processed, start_date=self.min_date, end_date=self.max_date
         )
-        backtest_end_time = datetime.now(UTC)
+        backtest_end_time = dt_now()
         bt_results.update(
             {
                 "backtest_start_time": int(backtest_start_time.timestamp()),

freqtrade/plugins/pairlist/PercentChangePairList.py

@@ -53,7 +53,7 @@ class PercentChangePairList(IPairList):
         self._sort_direction: str | None = self._pairlistconfig.get("sort_direction", "desc")
         self._def_candletype = self._config["candle_type_def"]
 
-        if (self._lookback_days > 0) & (self._lookback_period > 0):
+        if (self._lookback_days > 0) and (self._lookback_period > 0):
             raise OperationalException(
                 "Ambiguous configuration: lookback_days and lookback_period both set in pairlist "
                 "config. Please set lookback_days only or lookback_period and lookback_timeframe "
@@ -70,7 +70,7 @@ class PercentChangePairList(IPairList):
         _tf_in_sec = self._tf_in_min * 60
 
         # whether to use range lookback or not
-        self._use_range = (self._tf_in_min > 0) & (self._lookback_period > 0)
+        self._use_range = (self._tf_in_min > 0) and (self._lookback_period > 0)
 
         if self._use_range & (self._refresh_period < _tf_in_sec):
             raise OperationalException(
@@ -84,9 +84,9 @@ class PercentChangePairList(IPairList):
             and self._exchange.get_option("tickers_have_percentage")
         ):
             raise OperationalException(
-                "Exchange does not support dynamic whitelist in this configuration. "
-                "Please edit your config and either remove PercentChangePairList, "
-                "or switch to using candles. and restart the bot."
+                f"Exchange {self._exchange.name} does not support dynamic whitelist in this "
+                "configuration. Please edit your config and either remove PercentChangePairList, "
+                "or switch to using candles and restart the bot."
             )
 
         candle_limit = self._exchange.ohlcv_candle_limit(

freqtrade/plugins/pairlist/VolumePairList.py

@@ -8,7 +8,7 @@ import logging
 from datetime import timedelta
 from typing import Any, Literal
 
-from freqtrade.constants import ListPairsWithTimeframes
+from freqtrade.constants import DOCS_LINK, ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
 from freqtrade.exchange.exchange_types import Tickers
@@ -35,19 +35,19 @@ class VolumePairList(IPairList):
                 'for "pairlist.config.number_assets"'
             )
 
-        self._stake_currency = self._config["stake_currency"]
-        self._number_pairs = self._pairlistconfig["number_assets"]
+        self._stake_currency: str = self._config["stake_currency"]
+        self._number_pairs: int = self._pairlistconfig["number_assets"]
         self._sort_key: Literal["quoteVolume"] = self._pairlistconfig.get("sort_key", "quoteVolume")
-        self._min_value = self._pairlistconfig.get("min_value", 0)
-        self._max_value = self._pairlistconfig.get("max_value", None)
+        self._min_value: float | None = self._pairlistconfig.get("min_value", 0)
+        self._max_value: float | None = self._pairlistconfig.get("max_value", None)
         self._refresh_period = self._pairlistconfig.get("refresh_period", 1800)
         self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=self._refresh_period)
-        self._lookback_days = self._pairlistconfig.get("lookback_days", 0)
-        self._lookback_timeframe = self._pairlistconfig.get("lookback_timeframe", "1d")
-        self._lookback_period = self._pairlistconfig.get("lookback_period", 0)
+        self._lookback_days: int = self._pairlistconfig.get("lookback_days", 0)
+        self._lookback_timeframe: str = self._pairlistconfig.get("lookback_timeframe", "1d")
+        self._lookback_period: int = self._pairlistconfig.get("lookback_period", 0)
         self._def_candletype = self._config["candle_type_def"]
 
-        if (self._lookback_days > 0) & (self._lookback_period > 0):
+        if (self._lookback_days > 0) and (self._lookback_period > 0):
             raise OperationalException(
                 "Ambiguous configuration: lookback_days and lookback_period both set in pairlist "
                 "config. Please set lookback_days only or lookback_period and lookback_timeframe "
@@ -64,9 +64,9 @@ class VolumePairList(IPairList):
         _tf_in_sec = self._tf_in_min * 60
 
         # whether to use range lookback or not
-        self._use_range = (self._tf_in_min > 0) & (self._lookback_period > 0)
+        self._use_range = (self._tf_in_min > 0) and (self._lookback_period > 0)
 
-        if self._use_range & (self._refresh_period < _tf_in_sec):
+        if self._use_range and (self._refresh_period < _tf_in_sec):
             raise OperationalException(
                 f"Refresh period of {self._refresh_period} seconds is smaller than one "
                 f"timeframe of {self._lookback_timeframe}. Please adjust refresh_period "
@@ -78,9 +78,11 @@ class VolumePairList(IPairList):
             and self._exchange.get_option("tickers_have_quoteVolume")
         ):
             raise OperationalException(
-                "Exchange does not support dynamic whitelist in this configuration. "
-                "Please edit your config and either remove Volumepairlist, "
-                "or switch to using candles. and restart the bot."
+                f"Exchange {self._exchange.name} does not support dynamic whitelist in this "
+                "configuration. Please edit your config and either remove Volumepairlist, "
+                "or switch to using candles and restart the bot. "
+                f"You can find more information about this in the documentation under "
+                f"{DOCS_LINK}/plugins/#volumepairlist-advanced-mode ."
             )
 
         if not self._validate_keys(self._sort_key):
@@ -297,7 +299,7 @@ class VolumePairList(IPairList):
             # Tickers mode - filter based on incoming pairlist.
             filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
-        if self._min_value > 0:
+        if self._min_value and self._min_value > 0:
             filtered_tickers = [v for v in filtered_tickers if v[self._sort_key] > self._min_value]
         if self._max_value is not None:
             filtered_tickers = [v for v in filtered_tickers if v[self._sort_key] < self._max_value]

freqtrade/plugins/pairlistmanager.py

@@ -51,8 +51,8 @@ class PairListManager(LoggingMixin):
             invalid = ". ".join([p.name for p in self._pairlist_handlers if p.needstickers])
 
             raise OperationalException(
-                "Exchange does not support fetchTickers, therefore the following pairlists "
-                "cannot be used. Please edit your config and restart the bot.\n"
+                f"Exchange {self._exchange.name} does not support fetchTickers, therefore the "
+                "following pairlists cannot be used. Please edit your config and restart the bot.\n"
                 f"{invalid}."
             )
 

freqtrade/resolvers/iresolver.py

@@ -139,7 +139,7 @@ class IResolver:
         :return: object class
         """
         logger.debug(f"Searching for {cls.object_type.__name__} {object_name} in '{directory}'")
-        for entry in directory.iterdir():
+        for entry in sorted(directory.iterdir()):
             # Only consider python files
             if entry.suffix != ".py":
                 logger.debug("Ignoring %s", entry)
@@ -148,7 +148,7 @@ class IResolver:
                 logger.debug("Ignoring broken symlink %s", entry)
                 continue
             module_path = entry.resolve()
-            if entry.read_text().find(f"class {object_name}(") == -1:
+            if entry.read_text(encoding="utf-8").find(f"class {object_name}(") == -1:
                 logger.debug(f"Skipping {module_path} as it does not contain class {object_name}.")
                 continue
 

freqtrade/rpc/api_server/api_background_tasks.py

@@ -13,7 +13,7 @@ logger = logging.getLogger(__name__)
 router = APIRouter()
 
 
-@router.get("/background", response_model=list[BackgroundTaskStatus], tags=["webserver"])
+@router.get("/background", response_model=list[BackgroundTaskStatus])
 def background_job_list():
     return [
         {
@@ -29,7 +29,7 @@ def background_job_list():
     ]
 
 
-@router.get("/background/{jobid}", response_model=BackgroundTaskStatus, tags=["webserver"])
+@router.get("/background/{jobid}", response_model=BackgroundTaskStatus)
 def background_job(jobid: str):
     if not (job := ApiBG.jobs.get(jobid)):
         raise HTTPException(status_code=404, detail="Job not found.")

freqtrade/rpc/api_server/api_backtest.py

@@ -125,7 +125,7 @@ def __run_backtest_bg(btconfig: Config):
         ApiBG.bgtask_running = False
 
 
-@router.post("/backtest", response_model=BacktestResponse, tags=["webserver", "backtest"])
+@router.post("/backtest", response_model=BacktestResponse)
 async def api_start_backtest(
     bt_settings: BacktestRequest, background_tasks: BackgroundTasks, config=Depends(get_config)
 ):
@@ -168,7 +168,7 @@ async def api_start_backtest(
     }
 
 
-@router.get("/backtest", response_model=BacktestResponse, tags=["webserver", "backtest"])
+@router.get("/backtest", response_model=BacktestResponse)
 def api_get_backtest():
     """
     Get backtesting result.
@@ -215,7 +215,7 @@ def api_get_backtest():
     }
 
 
-@router.delete("/backtest", response_model=BacktestResponse, tags=["webserver", "backtest"])
+@router.delete("/backtest", response_model=BacktestResponse)
 def api_delete_backtest():
     """Reset backtesting"""
     if ApiBG.bgtask_running:
@@ -242,7 +242,7 @@ def api_delete_backtest():
     }
 
 
-@router.get("/backtest/abort", response_model=BacktestResponse, tags=["webserver", "backtest"])
+@router.get("/backtest/abort", response_model=BacktestResponse)
 def api_backtest_abort():
     if not ApiBG.bgtask_running:
         return {
@@ -262,17 +262,13 @@ def api_backtest_abort():
     }
 
 
-@router.get(
-    "/backtest/history", response_model=list[BacktestHistoryEntry], tags=["webserver", "backtest"]
-)
+@router.get("/backtest/history", response_model=list[BacktestHistoryEntry])
 def api_backtest_history(config=Depends(get_config)):
     # Get backtest result history, read from metadata files
     return get_backtest_resultlist(config["user_data_dir"] / "backtest_results")
 
 
-@router.get(
-    "/backtest/history/result", response_model=BacktestResponse, tags=["webserver", "backtest"]
-)
+@router.get("/backtest/history/result", response_model=BacktestResponse)
 def api_backtest_history_result(filename: str, strategy: str, config=Depends(get_config)):
     # Get backtest result history, read from metadata files
     bt_results_base: Path = config["user_data_dir"] / "backtest_results"
@@ -299,11 +295,7 @@ def api_backtest_history_result(filename: str, strategy: str, config=Depends(get
     }
 
 
-@router.delete(
-    "/backtest/history/{file}",
-    response_model=list[BacktestHistoryEntry],
-    tags=["webserver", "backtest"],
-)
+@router.delete("/backtest/history/{file}", response_model=list[BacktestHistoryEntry])
 def api_delete_backtest_history_entry(file: str, config=Depends(get_config)):
     # Get backtest result history, read from metadata files
     bt_results_base: Path = config["user_data_dir"] / "backtest_results"
@@ -319,11 +311,7 @@ def api_delete_backtest_history_entry(file: str, config=Depends(get_config)):
     return get_backtest_resultlist(config["user_data_dir"] / "backtest_results")
 
 
-@router.patch(
-    "/backtest/history/{file}",
-    response_model=list[BacktestHistoryEntry],
-    tags=["webserver", "backtest"],
-)
+@router.patch("/backtest/history/{file}", response_model=list[BacktestHistoryEntry])
 def api_update_backtest_history_entry(
     file: str, body: BacktestMetadataUpdate, config=Depends(get_config)
 ):
@@ -346,11 +334,7 @@ def api_update_backtest_history_entry(
     return get_backtest_result(file_abs)
 
 
-@router.get(
-    "/backtest/history/{file}/market_change",
-    response_model=BacktestMarketChange,
-    tags=["webserver", "backtest"],
-)
+@router.get("/backtest/history/{file}/market_change", response_model=BacktestMarketChange)
 def api_get_backtest_market_change(file: str, config=Depends(get_config)):
     bt_results_base: Path = config["user_data_dir"] / "backtest_results"
     for fn in (

freqtrade/rpc/api_server/api_download_data.py

@@ -17,7 +17,7 @@ from freqtrade.util.progress_tracker import get_progress_tracker
 logger = logging.getLogger(__name__)
 
 # Private API, protected by authentication and webserver_mode dependency
-router = APIRouter(tags=["download-data", "webserver"])
+router = APIRouter()
 
 
 def __run_download(job_id: str, config_loc: Config):

freqtrade/rpc/api_server/api_pair_history.py

@@ -15,7 +15,7 @@ logger = logging.getLogger(__name__)
 router = APIRouter()
 
 
-@router.get("/pair_history", response_model=PairHistory, tags=["candle data"])
+@router.get("/pair_history", response_model=PairHistory, tags=["Candle data"])
 def pair_history(
     pair: str,
     timeframe: str,
@@ -43,7 +43,7 @@ def pair_history(
         raise HTTPException(status_code=502, detail=str(e))
 
 
-@router.post("/pair_history", response_model=PairHistory, tags=["candle data"])
+@router.post("/pair_history", response_model=PairHistory, tags=["Candle data"])
 def pair_history_filtered(payload: PairHistoryRequest, config=Depends(get_config)):
     # The initial call to this endpoint can be slow, as it may need to initialize
     # the exchange class.

freqtrade/rpc/api_server/api_pairlists.py

@@ -25,9 +25,7 @@ logger = logging.getLogger(__name__)
 router = APIRouter()
 
 
-@router.get(
-    "/pairlists/available", response_model=PairListsResponse, tags=["pairlists", "webserver"]
-)
+@router.get("/pairlists/available", response_model=PairListsResponse)
 def list_pairlists(config=Depends(get_config)):
     from freqtrade.resolvers import PairListResolver
 
@@ -72,7 +70,7 @@ def __run_pairlist(job_id: str, config_loc: Config):
         ApiBG.pairlist_running = False
 
 
-@router.post("/pairlists/evaluate", response_model=BgJobStarted, tags=["pairlists", "webserver"])
+@router.post("/pairlists/evaluate", response_model=BgJobStarted)
 def pairlists_evaluate(
     payload: PairListsPayload, background_tasks: BackgroundTasks, config=Depends(get_config)
 ):
@@ -126,11 +124,7 @@ def handleExchangePayload(payload: ExchangeModePayloadMixin, config_loc: Config)
         config_loc["margin_mode"] = payload.margin_mode
 
 
-@router.get(
-    "/pairlists/evaluate/{jobid}",
-    response_model=WhitelistEvaluateResponse,
-    tags=["pairlists", "webserver"],
-)
+@router.get("/pairlists/evaluate/{jobid}", response_model=WhitelistEvaluateResponse)
 def pairlists_evaluate_get(jobid: str):
     if not (job := ApiBG.jobs.get(jobid)):
         raise HTTPException(status_code=404, detail="Job not found.")

freqtrade/rpc/api_server/api_schemas.py

@@ -157,6 +157,11 @@ class Profit(BaseModel):
     winrate: float
     expectancy: float
     expectancy_ratio: float
+    sharpe: float
+    sortino: float
+    sqn: float
+    calmar: float
+    cagr: float
     max_drawdown: float
     max_drawdown_abs: float
     max_drawdown_start: str

freqtrade/rpc/api_server/api_trading.py

@@ -0,0 +1,337 @@
+import logging
+
+from fastapi import APIRouter, Depends, Query
+from fastapi.exceptions import HTTPException
+
+from freqtrade.enums import TradingMode
+from freqtrade.rpc import RPC
+from freqtrade.rpc.api_server.api_schemas import (
+    Balances,
+    BlacklistPayload,
+    BlacklistResponse,
+    Count,
+    DailyWeeklyMonthly,
+    DeleteLockRequest,
+    DeleteTrade,
+    Entry,
+    Exit,
+    ForceEnterPayload,
+    ForceEnterResponse,
+    ForceExitPayload,
+    ListCustomData,
+    Locks,
+    LocksPayload,
+    MixTag,
+    OpenTradeSchema,
+    PairCandlesRequest,
+    PairHistory,
+    PerformanceEntry,
+    Profit,
+    ProfitAll,
+    ResultMsg,
+    Stats,
+    StatusMsg,
+    WhitelistResponse,
+)
+from freqtrade.rpc.api_server.deps import get_config, get_rpc
+from freqtrade.rpc.rpc import RPCException
+
+
+logger = logging.getLogger(__name__)
+
+router = APIRouter()
+
+
+@router.get("/balance", response_model=Balances, tags=["Trading-info"])
+def balance(rpc: RPC = Depends(get_rpc), config=Depends(get_config)):
+    """Account Balances"""
+    return rpc._rpc_balance(
+        config["stake_currency"],
+        config.get("fiat_display_currency", ""),
+    )
+
+
+@router.get("/count", response_model=Count, tags=["Trading-info"])
+def count(rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_count()
+
+
+@router.get("/entries", response_model=list[Entry], tags=["Trading-info"])
+def entries(pair: str | None = None, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_enter_tag_performance(pair)
+
+
+@router.get("/exits", response_model=list[Exit], tags=["Trading-info"])
+def exits(pair: str | None = None, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_exit_reason_performance(pair)
+
+
+@router.get("/mix_tags", response_model=list[MixTag], tags=["Trading-info"])
+def mix_tags(pair: str | None = None, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_mix_tag_performance(pair)
+
+
+@router.get("/performance", response_model=list[PerformanceEntry], tags=["Trading-info"])
+def performance(rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_performance()
+
+
+@router.get("/profit", response_model=Profit, tags=["Trading-info"])
+def profit(rpc: RPC = Depends(get_rpc), config=Depends(get_config)):
+    return rpc._rpc_trade_statistics(config["stake_currency"], config.get("fiat_display_currency"))
+
+
+@router.get("/profit_all", response_model=ProfitAll, tags=["Trading-info"])
+def profit_all(rpc: RPC = Depends(get_rpc), config=Depends(get_config)):
+    response = {
+        "all": rpc._rpc_trade_statistics(
+            config["stake_currency"], config.get("fiat_display_currency")
+        ),
+    }
+    if config.get("trading_mode", TradingMode.SPOT) != TradingMode.SPOT:
+        response["long"] = rpc._rpc_trade_statistics(
+            config["stake_currency"], config.get("fiat_display_currency"), direction="long"
+        )
+        response["short"] = rpc._rpc_trade_statistics(
+            config["stake_currency"], config.get("fiat_display_currency"), direction="short"
+        )
+
+    return response
+
+
+@router.get("/stats", response_model=Stats, tags=["Trading-info"])
+def stats(rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_stats()
+
+
+@router.get("/daily", response_model=DailyWeeklyMonthly, tags=["Trading-info"])
+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=["Trading-info"])
+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=["Trading-info"])
+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"
+    )
+
+
+@router.get("/status", response_model=list[OpenTradeSchema], tags=["Trading-info"])
+def status(rpc: RPC = Depends(get_rpc)):
+    try:
+        return rpc._rpc_trade_status()
+    except RPCException:
+        return []
+
+
+# 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=["Trading-info", "Trades"])
+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"),
+    order_by_id: bool = Query(
+        True, description="Sort trades by id (default: True). If False, sorts by latest timestamp"
+    ),
+    rpc: RPC = Depends(get_rpc),
+):
+    return rpc._rpc_trade_history(limit, offset=offset, order_by_id=order_by_id)
+
+
+@router.get("/trade/{tradeid}", response_model=OpenTradeSchema, tags=["Trades"])
+def trade(tradeid: int = 0, rpc: RPC = Depends(get_rpc)):
+    try:
+        return rpc._rpc_trade_status([tradeid])[0]
+    except (RPCException, KeyError):
+        raise HTTPException(status_code=404, detail="Trade not found.")
+
+
+@router.delete("/trades/{tradeid}", response_model=DeleteTrade, tags=["Trades"])
+def trades_delete(tradeid: int, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_delete(tradeid)
+
+
+@router.delete("/trades/{tradeid}/open-order", response_model=OpenTradeSchema, tags=["Trades"])
+def trade_cancel_open_order(tradeid: int, rpc: RPC = Depends(get_rpc)):
+    rpc._rpc_cancel_open_order(tradeid)
+    return rpc._rpc_trade_status([tradeid])[0]
+
+
+@router.post("/trades/{tradeid}/reload", response_model=OpenTradeSchema, tags=["Trades"])
+def trade_reload(tradeid: int, rpc: RPC = Depends(get_rpc)):
+    rpc._rpc_reload_trade_from_exchange(tradeid)
+    return rpc._rpc_trade_status([tradeid])[0]
+
+
+@router.get("/trades/open/custom-data", response_model=list[ListCustomData], tags=["Trades"])
+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.
+    """
+    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=["Trades"])
+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.
+    """
+    try:
+        return rpc._rpc_list_custom_data(trade_id, key=key)
+    except RPCException as e:
+        raise HTTPException(status_code=404, detail=str(e))
+
+
+# /forcebuy is deprecated with short addition. use /forceentry instead
+@router.post("/forceenter", response_model=ForceEnterResponse, tags=["Trades"])
+@router.post(
+    "/forcebuy",
+    response_model=ForceEnterResponse,
+    tags=["Trades"],
+    summary="(deprecated) Please use /forceenter instead",
+)
+def force_entry(payload: ForceEnterPayload, rpc: RPC = Depends(get_rpc)):
+    ordertype = payload.ordertype.value if payload.ordertype else None
+
+    trade = rpc._rpc_force_entry(
+        payload.pair,
+        payload.price,
+        order_side=payload.side,
+        order_type=ordertype,
+        stake_amount=payload.stakeamount,
+        enter_tag=payload.entry_tag or "force_entry",
+        leverage=payload.leverage,
+    )
+
+    if trade:
+        return ForceEnterResponse.model_validate(trade.to_json())
+    else:
+        return ForceEnterResponse.model_validate(
+            {"status": f"Error entering {payload.side} trade for pair {payload.pair}."}
+        )
+
+
+# /forcesell is deprecated with short addition. use /forceexit instead
+@router.post("/forceexit", response_model=ResultMsg, tags=["Trades"])
+@router.post(
+    "/forcesell",
+    response_model=ResultMsg,
+    tags=["Trades"],
+    summary="(deprecated) Please use /forceexit instead",
+)
+def forceexit(payload: ForceExitPayload, rpc: RPC = Depends(get_rpc)):
+    ordertype = payload.ordertype.value if payload.ordertype else None
+    return rpc._rpc_force_exit(
+        str(payload.tradeid), ordertype, amount=payload.amount, price=payload.price
+    )
+
+
+@router.get("/blacklist", response_model=BlacklistResponse, tags=["Trading-info", "Pairlist"])
+def blacklist(rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_blacklist()
+
+
+@router.post("/blacklist", response_model=BlacklistResponse, tags=["Pairlist"])
+def blacklist_post(payload: BlacklistPayload, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_blacklist(payload.blacklist)
+
+
+@router.delete("/blacklist", response_model=BlacklistResponse, tags=["Pairlist"])
+def blacklist_delete(pairs_to_delete: list[str] = Query([]), rpc: RPC = Depends(get_rpc)):
+    """Provide a list of pairs to delete from the blacklist"""
+
+    return rpc._rpc_blacklist_delete(pairs_to_delete)
+
+
+@router.get("/whitelist", response_model=WhitelistResponse, tags=["Trading-info", "Pairlist"])
+def whitelist(rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_whitelist()
+
+
+@router.get("/locks", response_model=Locks, tags=["Trading-info", "Locks"])
+def locks(rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_locks()
+
+
+@router.delete("/locks/{lockid}", response_model=Locks, tags=["Locks"])
+def delete_lock(lockid: int, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_delete_lock(lockid=lockid)
+
+
+@router.post("/locks/delete", response_model=Locks, tags=["Locks"])
+def delete_lock_pair(payload: DeleteLockRequest, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_delete_lock(lockid=payload.lockid, pair=payload.pair)
+
+
+@router.post("/locks", response_model=Locks, tags=["Locks"])
+def add_locks(payload: list[LocksPayload], rpc: RPC = Depends(get_rpc)):
+    for lock in payload:
+        rpc._rpc_add_lock(lock.pair, lock.until, lock.reason, lock.side)
+    return rpc._rpc_locks()
+
+
+@router.post("/start", response_model=StatusMsg, tags=["Bot-control"])
+def start(rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_start()
+
+
+@router.post("/stop", response_model=StatusMsg, tags=["Bot-control"])
+def stop(rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_stop()
+
+
+@router.post("/pause", response_model=StatusMsg, tags=["Bot-control"])
+@router.post("/stopentry", response_model=StatusMsg, tags=["Bot-control"])
+@router.post("/stopbuy", response_model=StatusMsg, tags=["Bot-control"])
+def pause(rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_pause()
+
+
+@router.post("/reload_config", response_model=StatusMsg, tags=["Bot-control"])
+def reload_config(rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_reload_config()
+
+
+@router.get("/pair_candles", response_model=PairHistory, tags=["Candle data"])
+def pair_candles(pair: str, timeframe: str, limit: int | None = None, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_analysed_dataframe(pair, timeframe, limit, None)
+
+
+@router.post("/pair_candles", response_model=PairHistory, tags=["Candle data"])
+def pair_candles_filtered(payload: PairCandlesRequest, rpc: RPC = Depends(get_rpc)):
+    # Advanced pair_candles endpoint with column filtering
+    return rpc._rpc_analysed_dataframe(
+        payload.pair, payload.timeframe, payload.limit, payload.columns
+    )

freqtrade/rpc/api_server/api_v1.py

@@ -6,53 +6,19 @@ from fastapi import APIRouter, Depends, Query
 from fastapi.exceptions import HTTPException
 
 from freqtrade import __version__
-from freqtrade.data.history import get_datahandler
-from freqtrade.enums import CandleType, RunMode, State, TradingMode
-from freqtrade.exceptions import OperationalException
+from freqtrade.enums import RunMode, State
 from freqtrade.rpc import RPC
 from freqtrade.rpc.api_server.api_pairlists import handleExchangePayload
 from freqtrade.rpc.api_server.api_schemas import (
-    AvailablePairs,
-    Balances,
-    BlacklistPayload,
-    BlacklistResponse,
-    Count,
-    DailyWeeklyMonthly,
-    DeleteLockRequest,
-    DeleteTrade,
-    Entry,
-    ExchangeListResponse,
-    Exit,
-    ForceEnterPayload,
-    ForceEnterResponse,
-    ForceExitPayload,
-    FreqAIModelListResponse,
     Health,
-    HyperoptLossListResponse,
-    ListCustomData,
-    Locks,
-    LocksPayload,
     Logs,
     MarketRequest,
     MarketResponse,
-    MixTag,
-    OpenTradeSchema,
-    PairCandlesRequest,
-    PairHistory,
-    PerformanceEntry,
     Ping,
     PlotConfig,
-    Profit,
-    ProfitAll,
-    ResultMsg,
     ShowConfig,
-    Stats,
-    StatusMsg,
-    StrategyListResponse,
-    StrategyResponse,
     SysInfo,
     Version,
-    WhitelistResponse,
 )
 from freqtrade.rpc.api_server.deps import get_config, get_exchange, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
@@ -101,191 +67,19 @@ router_public = APIRouter()
 router = APIRouter()
 
 
-@router_public.get("/ping", response_model=Ping)
+@router_public.get("/ping", response_model=Ping, tags=["Info"])
 def ping():
     """simple ping"""
     return {"status": "pong"}
 
 
-@router.get("/version", response_model=Version, tags=["info"])
+@router.get("/version", response_model=Version, tags=["Info"])
 def version():
     """Bot Version info"""
     return {"version": __version__}
 
 
-@router.get("/balance", response_model=Balances, tags=["info"])
-def balance(rpc: RPC = Depends(get_rpc), config=Depends(get_config)):
-    """Account Balances"""
-    return rpc._rpc_balance(
-        config["stake_currency"],
-        config.get("fiat_display_currency", ""),
-    )
-
-
-@router.get("/count", response_model=Count, tags=["info"])
-def count(rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_count()
-
-
-@router.get("/entries", response_model=list[Entry], tags=["info"])
-def entries(pair: str | None = None, rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_enter_tag_performance(pair)
-
-
-@router.get("/exits", response_model=list[Exit], tags=["info"])
-def exits(pair: str | None = None, rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_exit_reason_performance(pair)
-
-
-@router.get("/mix_tags", response_model=list[MixTag], tags=["info"])
-def mix_tags(pair: str | None = None, rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_mix_tag_performance(pair)
-
-
-@router.get("/performance", response_model=list[PerformanceEntry], tags=["info"])
-def performance(rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_performance()
-
-
-@router.get("/profit", response_model=Profit, tags=["info"])
-def profit(rpc: RPC = Depends(get_rpc), config=Depends(get_config)):
-    return rpc._rpc_trade_statistics(config["stake_currency"], config.get("fiat_display_currency"))
-
-
-@router.get("/profit_all", response_model=ProfitAll, tags=["info"])
-def profit_all(rpc: RPC = Depends(get_rpc), config=Depends(get_config)):
-    response = {
-        "all": rpc._rpc_trade_statistics(
-            config["stake_currency"], config.get("fiat_display_currency")
-        ),
-    }
-    if config.get("trading_mode", TradingMode.SPOT) != TradingMode.SPOT:
-        response["long"] = rpc._rpc_trade_statistics(
-            config["stake_currency"], config.get("fiat_display_currency"), direction="long"
-        )
-        response["short"] = rpc._rpc_trade_statistics(
-            config["stake_currency"], config.get("fiat_display_currency"), direction="short"
-        )
-
-    return response
-
-
-@router.get("/stats", response_model=Stats, tags=["info"])
-def stats(rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_stats()
-
-
-@router.get("/daily", response_model=DailyWeeklyMonthly, tags=["info"])
-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 = 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 = 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"
-    )
-
-
-@router.get("/status", response_model=list[OpenTradeSchema], tags=["info"])
-def status(rpc: RPC = Depends(get_rpc)):
-    try:
-        return rpc._rpc_trade_status()
-    except RPCException:
-        return []
-
-
-# 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 = 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"),
-    order_by_id: bool = Query(
-        True, description="Sort trades by id (default: True). If False, sorts by latest timestamp"
-    ),
-    rpc: RPC = Depends(get_rpc),
-):
-    return rpc._rpc_trade_history(limit, offset=offset, order_by_id=order_by_id)
-
-
-@router.get("/trade/{tradeid}", response_model=OpenTradeSchema, tags=["info", "trading"])
-def trade(tradeid: int = 0, rpc: RPC = Depends(get_rpc)):
-    try:
-        return rpc._rpc_trade_status([tradeid])[0]
-    except (RPCException, KeyError):
-        raise HTTPException(status_code=404, detail="Trade not found.")
-
-
-@router.delete("/trades/{tradeid}", response_model=DeleteTrade, tags=["info", "trading"])
-def trades_delete(tradeid: int, rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_delete(tradeid)
-
-
-@router.delete("/trades/{tradeid}/open-order", response_model=OpenTradeSchema, tags=["trading"])
-def trade_cancel_open_order(tradeid: int, rpc: RPC = Depends(get_rpc)):
-    rpc._rpc_cancel_open_order(tradeid)
-    return rpc._rpc_trade_status([tradeid])[0]
-
-
-@router.post("/trades/{tradeid}/reload", response_model=OpenTradeSchema, tags=["trading"])
-def trade_reload(tradeid: int, rpc: RPC = Depends(get_rpc)):
-    rpc._rpc_reload_trade_from_exchange(tradeid)
-    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(
-    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.
-    """
-    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"])
-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.
-    """
-    try:
-        return rpc._rpc_list_custom_data(trade_id, key=key)
-    except RPCException as e:
-        raise HTTPException(status_code=404, detail=str(e))
-
-
-@router.get("/show_config", response_model=ShowConfig, tags=["info"])
+@router.get("/show_config", response_model=ShowConfig, tags=["Info"])
 def show_config(rpc: RPC | None = Depends(get_rpc_optional), config=Depends(get_config)):
     state: State | str = ""
     strategy_version = None
@@ -297,125 +91,12 @@ def show_config(rpc: RPC | None = Depends(get_rpc_optional), config=Depends(get_
     return resp
 
 
-# /forcebuy is deprecated with short addition. use /forceentry instead
-@router.post("/forceenter", response_model=ForceEnterResponse, tags=["trading"])
-@router.post("/forcebuy", response_model=ForceEnterResponse, tags=["trading"])
-def force_entry(payload: ForceEnterPayload, rpc: RPC = Depends(get_rpc)):
-    ordertype = payload.ordertype.value if payload.ordertype else None
-
-    trade = rpc._rpc_force_entry(
-        payload.pair,
-        payload.price,
-        order_side=payload.side,
-        order_type=ordertype,
-        stake_amount=payload.stakeamount,
-        enter_tag=payload.entry_tag or "force_entry",
-        leverage=payload.leverage,
-    )
-
-    if trade:
-        return ForceEnterResponse.model_validate(trade.to_json())
-    else:
-        return ForceEnterResponse.model_validate(
-            {"status": f"Error entering {payload.side} trade for pair {payload.pair}."}
-        )
-
-
-# /forcesell is deprecated with short addition. use /forceexit instead
-@router.post("/forceexit", response_model=ResultMsg, tags=["trading"])
-@router.post("/forcesell", response_model=ResultMsg, tags=["trading"])
-def forceexit(payload: ForceExitPayload, rpc: RPC = Depends(get_rpc)):
-    ordertype = payload.ordertype.value if payload.ordertype else None
-    return rpc._rpc_force_exit(
-        str(payload.tradeid), ordertype, amount=payload.amount, price=payload.price
-    )
-
-
-@router.get("/blacklist", response_model=BlacklistResponse, tags=["info", "pairlist"])
-def blacklist(rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_blacklist()
-
-
-@router.post("/blacklist", response_model=BlacklistResponse, tags=["info", "pairlist"])
-def blacklist_post(payload: BlacklistPayload, rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_blacklist(payload.blacklist)
-
-
-@router.delete("/blacklist", response_model=BlacklistResponse, tags=["info", "pairlist"])
-def blacklist_delete(pairs_to_delete: list[str] = Query([]), rpc: RPC = Depends(get_rpc)):
-    """Provide a list of pairs to delete from the blacklist"""
-
-    return rpc._rpc_blacklist_delete(pairs_to_delete)
-
-
-@router.get("/whitelist", response_model=WhitelistResponse, tags=["info", "pairlist"])
-def whitelist(rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_whitelist()
-
-
-@router.get("/locks", response_model=Locks, tags=["info", "locks"])
-def locks(rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_locks()
-
-
-@router.delete("/locks/{lockid}", response_model=Locks, tags=["info", "locks"])
-def delete_lock(lockid: int, rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_delete_lock(lockid=lockid)
-
-
-@router.post("/locks/delete", response_model=Locks, tags=["info", "locks"])
-def delete_lock_pair(payload: DeleteLockRequest, rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_delete_lock(lockid=payload.lockid, pair=payload.pair)
-
-
-@router.post("/locks", response_model=Locks, tags=["info", "locks"])
-def add_locks(payload: list[LocksPayload], rpc: RPC = Depends(get_rpc)):
-    for lock in payload:
-        rpc._rpc_add_lock(lock.pair, lock.until, lock.reason, lock.side)
-    return rpc._rpc_locks()
-
-
-@router.get("/logs", response_model=Logs, tags=["info"])
+@router.get("/logs", response_model=Logs, tags=["Info"])
 def logs(limit: int | None = None):
     return RPC._rpc_get_logs(limit)
 
 
-@router.post("/start", response_model=StatusMsg, tags=["botcontrol"])
-def start(rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_start()
-
-
-@router.post("/stop", response_model=StatusMsg, tags=["botcontrol"])
-def stop(rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_stop()
-
-
-@router.post("/pause", response_model=StatusMsg, tags=["botcontrol"])
-@router.post("/stopentry", response_model=StatusMsg, tags=["botcontrol"])
-@router.post("/stopbuy", response_model=StatusMsg, tags=["botcontrol"])
-def pause(rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_pause()
-
-
-@router.post("/reload_config", response_model=StatusMsg, tags=["botcontrol"])
-def reload_config(rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_reload_config()
-
-
-@router.get("/pair_candles", response_model=PairHistory, tags=["candle data"])
-def pair_candles(pair: str, timeframe: str, limit: int | None = None, rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_analysed_dataframe(pair, timeframe, limit, None)
-
-
-@router.post("/pair_candles", response_model=PairHistory, tags=["candle data"])
-def pair_candles_filtered(payload: PairCandlesRequest, rpc: RPC = Depends(get_rpc)):
-    # Advanced pair_candles endpoint with column filtering
-    return rpc._rpc_analysed_dataframe(
-        payload.pair, payload.timeframe, payload.limit, payload.columns
-    )
-
-
-@router.get("/plot_config", response_model=PlotConfig, tags=["candle data"])
+@router.get("/plot_config", response_model=PlotConfig, tags=["Candle data"])
 def plot_config(
     strategy: str | None = None,
     config=Depends(get_config),
@@ -434,119 +115,7 @@ def plot_config(
         raise HTTPException(status_code=502, detail=str(e))
 
 
-@router.get("/strategies", response_model=StrategyListResponse, tags=["strategy"])
-def list_strategies(config=Depends(get_config)):
-    from freqtrade.resolvers.strategy_resolver import StrategyResolver
-
-    strategies = StrategyResolver.search_all_objects(
-        config, False, config.get("recursive_strategy_search", False)
-    )
-    strategies = sorted(strategies, key=lambda x: x["name"])
-
-    return {"strategies": [x["name"] for x in strategies]}
-
-
-@router.get("/strategy/{strategy}", response_model=StrategyResponse, tags=["strategy"])
-def get_strategy(strategy: str, config=Depends(get_config)):
-    if ":" in strategy:
-        raise HTTPException(status_code=500, detail="base64 encoded strategies are not allowed.")
-
-    config_ = deepcopy(config)
-    from freqtrade.resolvers.strategy_resolver import StrategyResolver
-
-    try:
-        strategy_obj = StrategyResolver._load_strategy(
-            strategy, config_, extra_dir=config_.get("strategy_path")
-        )
-    except OperationalException:
-        raise HTTPException(status_code=404, detail="Strategy not found")
-    except Exception as e:
-        raise HTTPException(status_code=502, detail=str(e))
-    return {
-        "strategy": strategy_obj.get_strategy_name(),
-        "code": strategy_obj.__source__,
-        "timeframe": getattr(strategy_obj, "timeframe", None),
-    }
-
-
-@router.get("/exchanges", response_model=ExchangeListResponse, tags=[])
-def list_exchanges(config=Depends(get_config)):
-    from freqtrade.exchange import list_available_exchanges
-
-    exchanges = list_available_exchanges(config)
-    return {
-        "exchanges": exchanges,
-    }
-
-
-@router.get(
-    "/hyperoptloss", response_model=HyperoptLossListResponse, tags=["hyperopt", "webserver"]
-)
-def list_hyperoptloss(
-    config=Depends(get_config),
-):
-    import textwrap
-
-    from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
-
-    loss_functions = HyperOptLossResolver.search_all_objects(config, False)
-    loss_functions = sorted(loss_functions, key=lambda x: x["name"])
-
-    return {
-        "loss_functions": [
-            {
-                "name": x["name"],
-                "description": textwrap.dedent((x["class"].__doc__ or "").strip()),
-            }
-            for x in loss_functions
-        ]
-    }
-
-
-@router.get("/freqaimodels", response_model=FreqAIModelListResponse, tags=["freqai"])
-def list_freqaimodels(config=Depends(get_config)):
-    from freqtrade.resolvers.freqaimodel_resolver import FreqaiModelResolver
-
-    models = FreqaiModelResolver.search_all_objects(config, False)
-    models = sorted(models, key=lambda x: x["name"])
-
-    return {"freqaimodels": [x["name"] for x in models]}
-
-
-@router.get("/available_pairs", response_model=AvailablePairs, tags=["candle data"])
-def list_available_pairs(
-    timeframe: str | None = None,
-    stake_currency: str | None = None,
-    candletype: CandleType | None = None,
-    config=Depends(get_config),
-):
-    dh = get_datahandler(config["datadir"], config.get("dataformat_ohlcv"))
-    trading_mode: TradingMode = config.get("trading_mode", TradingMode.SPOT)
-    pair_interval = dh.ohlcv_get_available_data(config["datadir"], trading_mode)
-
-    if timeframe:
-        pair_interval = [pair for pair in pair_interval if pair[1] == timeframe]
-    if stake_currency:
-        pair_interval = [pair for pair in pair_interval if pair[0].endswith(stake_currency)]
-    if candletype:
-        pair_interval = [pair for pair in pair_interval if pair[2] == candletype]
-    else:
-        candle_type = CandleType.get_default(trading_mode)
-        pair_interval = [pair for pair in pair_interval if pair[2] == candle_type]
-
-    pair_interval = sorted(pair_interval, key=lambda x: x[0])
-
-    pairs = list({x[0] for x in pair_interval})
-    pairs.sort()
-    result = {
-        "length": len(pairs),
-        "pairs": pairs,
-        "pair_interval": pair_interval,
-    }
-    return result
-
-
-@router.get("/markets", response_model=MarketResponse, tags=["candle data", "webserver"])
+@router.get("/markets", response_model=MarketResponse, tags=["Candle data"])
 def markets(
     query: Annotated[MarketRequest, Query()],
     config=Depends(get_config),
@@ -569,11 +138,11 @@ def markets(
     }
 
 
-@router.get("/sysinfo", response_model=SysInfo, tags=["info"])
+@router.get("/sysinfo", response_model=SysInfo, tags=["Info"])
 def sysinfo():
     return RPC._rpc_sysinfo()
 
 
-@router.get("/health", response_model=Health, tags=["info"])
+@router.get("/health", response_model=Health, tags=["Info"])
 def health(rpc: RPC = Depends(get_rpc)):
     return rpc.health()

freqtrade/rpc/api_server/api_webserver.py

@@ -0,0 +1,136 @@
+import logging
+from copy import deepcopy
+
+from fastapi import APIRouter, Depends
+from fastapi.exceptions import HTTPException
+
+from freqtrade.data.history.datahandlers import get_datahandler
+from freqtrade.enums import CandleType, TradingMode
+from freqtrade.exceptions import OperationalException
+from freqtrade.rpc.api_server.api_schemas import (
+    AvailablePairs,
+    ExchangeListResponse,
+    FreqAIModelListResponse,
+    HyperoptLossListResponse,
+    StrategyListResponse,
+    StrategyResponse,
+)
+from freqtrade.rpc.api_server.deps import get_config
+
+
+logger = logging.getLogger(__name__)
+
+# Private API, protected by authentication and webserver_mode dependency
+router = APIRouter()
+
+
+@router.get("/strategies", response_model=StrategyListResponse, tags=["Strategy"])
+def list_strategies(config=Depends(get_config)):
+    from freqtrade.resolvers.strategy_resolver import StrategyResolver
+
+    strategies = StrategyResolver.search_all_objects(
+        config, False, config.get("recursive_strategy_search", False)
+    )
+    strategies = sorted(strategies, key=lambda x: x["name"])
+
+    return {"strategies": [x["name"] for x in strategies]}
+
+
+@router.get("/strategy/{strategy}", response_model=StrategyResponse, tags=["Strategy"])
+def get_strategy(strategy: str, config=Depends(get_config)):
+    if ":" in strategy:
+        raise HTTPException(status_code=500, detail="base64 encoded strategies are not allowed.")
+
+    config_ = deepcopy(config)
+    from freqtrade.resolvers.strategy_resolver import StrategyResolver
+
+    try:
+        strategy_obj = StrategyResolver._load_strategy(
+            strategy, config_, extra_dir=config_.get("strategy_path")
+        )
+    except OperationalException:
+        raise HTTPException(status_code=404, detail="Strategy not found")
+    except Exception as e:
+        raise HTTPException(status_code=502, detail=str(e))
+    return {
+        "strategy": strategy_obj.get_strategy_name(),
+        "code": strategy_obj.__source__,
+        "timeframe": getattr(strategy_obj, "timeframe", None),
+    }
+
+
+@router.get("/exchanges", response_model=ExchangeListResponse, tags=[])
+def list_exchanges(config=Depends(get_config)):
+    from freqtrade.exchange import list_available_exchanges
+
+    exchanges = list_available_exchanges(config)
+    return {
+        "exchanges": exchanges,
+    }
+
+
+@router.get("/hyperoptloss", response_model=HyperoptLossListResponse, tags=["Hyperopt"])
+def list_hyperoptloss(
+    config=Depends(get_config),
+):
+    import textwrap
+
+    from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
+
+    loss_functions = HyperOptLossResolver.search_all_objects(config, False)
+    loss_functions = sorted(loss_functions, key=lambda x: x["name"])
+
+    return {
+        "loss_functions": [
+            {
+                "name": x["name"],
+                "description": textwrap.dedent((x["class"].__doc__ or "").strip()),
+            }
+            for x in loss_functions
+        ]
+    }
+
+
+@router.get("/freqaimodels", response_model=FreqAIModelListResponse, tags=["FreqAI"])
+def list_freqaimodels(config=Depends(get_config)):
+    from freqtrade.resolvers.freqaimodel_resolver import FreqaiModelResolver
+
+    models = FreqaiModelResolver.search_all_objects(config, False)
+    models = sorted(models, key=lambda x: x["name"])
+
+    return {"freqaimodels": [x["name"] for x in models]}
+
+
+@router.get(
+    "/available_pairs", response_model=AvailablePairs, tags=["Candle data", "Download-data"]
+)
+def list_available_pairs(
+    timeframe: str | None = None,
+    stake_currency: str | None = None,
+    candletype: CandleType | None = None,
+    config=Depends(get_config),
+):
+    dh = get_datahandler(config["datadir"], config.get("dataformat_ohlcv"))
+    trading_mode: TradingMode = config.get("trading_mode", TradingMode.SPOT)
+    pair_interval = dh.ohlcv_get_available_data(config["datadir"], trading_mode)
+
+    if timeframe:
+        pair_interval = [pair for pair in pair_interval if pair[1] == timeframe]
+    if stake_currency:
+        pair_interval = [pair for pair in pair_interval if pair[0].endswith(stake_currency)]
+    if candletype:
+        pair_interval = [pair for pair in pair_interval if pair[2] == candletype]
+    else:
+        candle_type = CandleType.get_default(trading_mode)
+        pair_interval = [pair for pair in pair_interval if pair[2] == candle_type]
+
+    pair_interval = sorted(pair_interval, key=lambda x: x[0])
+
+    pairs = list({x[0] for x in pair_interval})
+    pairs.sort()
+    result = {
+        "length": len(pairs),
+        "pairs": pairs,
+        "pair_interval": pair_interval,
+    }
+    return result

freqtrade/rpc/api_server/deps.py

@@ -5,7 +5,7 @@ from uuid import uuid4
 from fastapi import Depends, HTTPException
 
 from freqtrade.constants import Config
-from freqtrade.enums import RunMode
+from freqtrade.enums import TRADE_MODES, RunMode
 from freqtrade.persistence import Trade
 from freqtrade.persistence.models import _request_id_ctx_var
 from freqtrade.rpc.api_server.webserver_bgwork import ApiBG
@@ -69,3 +69,9 @@ def is_webserver_mode(config=Depends(get_config)):
     if config["runmode"] != RunMode.WEBSERVER:
         raise HTTPException(status_code=503, detail="Bot is not in the correct state.")
     return None
+
+
+def is_trading_mode(config=Depends(get_config)):
+    if config["runmode"] not in TRADE_MODES:
+        raise HTTPException(status_code=503, detail="Bot is not in the correct state.")
+    return None

freqtrade/rpc/api_server/webserver.py

@@ -21,6 +21,74 @@ from freqtrade.rpc.rpc_types import RPCSendMsg
 logger = logging.getLogger(__name__)
 
 
+_TRADE_MODE_ONLY = "*only available in trading mode*"
+_WEBSERVER_MODE_ONLY = "*only available in webserver mode*"
+
+_OPENAPI_TAGS = [
+    {"name": "Auth", "description": "Authentication endpoints."},
+    {
+        "name": "Info",
+        "description": ("Information endpoints providing general information about the bot."),
+    },
+    {
+        "name": "Bot-control",
+        "description": (f"Bot control endpoints to start/stop trading - {_TRADE_MODE_ONLY}."),
+    },
+    {
+        "name": "Pairlist",
+        "description": f"Pairlist management - {_TRADE_MODE_ONLY}.",
+    },
+    {
+        "name": "Locks",
+        "description": f"Pair lock management - {_TRADE_MODE_ONLY}.",
+    },
+    {
+        "name": "Candle data",
+        "description": "Candle / OHLCV data.",
+    },
+    {
+        "name": "Trading-info",
+        "description": f"Trading related information - {_TRADE_MODE_ONLY}.",
+    },
+    {
+        "name": "Trades",
+        "description": f"Trade management - {_TRADE_MODE_ONLY}.",
+    },
+    {
+        "name": "Strategy",
+        "description": f"List and retrieve strategies - {_WEBSERVER_MODE_ONLY}.",
+    },
+    {
+        "name": "Hyperopt",
+        "description": f"Retrieve hyperopt loss functions - {_WEBSERVER_MODE_ONLY}.",
+    },
+    {
+        "name": "FreqAI",
+        "description": f"FreqAI related endpoints - {_WEBSERVER_MODE_ONLY}.",
+    },
+    {
+        "name": "Download-data",
+        "description": f"Download data endpoints - {_WEBSERVER_MODE_ONLY}.",
+    },
+    {
+        "name": "Backtest",
+        "description": f"Backtest endpoints - {_WEBSERVER_MODE_ONLY}.",
+    },
+    {
+        "name": "Pairlists",
+        "description": f"Pairlist endpoints - {_WEBSERVER_MODE_ONLY}.",
+    },
+    {
+        "name": "Trading",
+        "description": f"Trading related endpoints - {_TRADE_MODE_ONLY}.",
+    },
+    {
+        "name": "Webserver",
+        "description": (f"Webserver related endpoints - {_WEBSERVER_MODE_ONLY}."),
+    },
+]
+
+
 class FTJSONResponse(JSONResponse):
     media_type = "application/json"
 
@@ -68,6 +136,7 @@ class ApiServer(RPCHandler):
             docs_url="/docs" if api_config.get("enable_openapi", False) else None,
             redoc_url=None,
             default_response_class=FTJSONResponse,
+            openapi_tags=_OPENAPI_TAGS,
         )
         self.configure_app(self.app, self._config)
         self.start_api()
@@ -122,28 +191,44 @@ class ApiServer(RPCHandler):
         from freqtrade.rpc.api_server.api_download_data import router as api_download_data
         from freqtrade.rpc.api_server.api_pair_history import router as api_pair_history
         from freqtrade.rpc.api_server.api_pairlists import router as api_pairlists
+        from freqtrade.rpc.api_server.api_trading import router as api_trading
         from freqtrade.rpc.api_server.api_v1 import router as api_v1
         from freqtrade.rpc.api_server.api_v1 import router_public as api_v1_public
+        from freqtrade.rpc.api_server.api_webserver import router as api_webserver
         from freqtrade.rpc.api_server.api_ws import router as ws_router
-        from freqtrade.rpc.api_server.deps import is_webserver_mode
+        from freqtrade.rpc.api_server.deps import is_trading_mode, is_webserver_mode
         from freqtrade.rpc.api_server.web_ui import router_ui
 
         app.include_router(api_v1_public, prefix="/api/v1")
 
-        app.include_router(router_login, prefix="/api/v1", tags=["auth"])
+        app.include_router(router_login, prefix="/api/v1", tags=["Auth"])
         app.include_router(
             api_v1,
             prefix="/api/v1",
             dependencies=[Depends(http_basic_or_jwt_token)],
         )
+        app.include_router(
+            api_trading,
+            prefix="/api/v1",
+            tags=["Trading"],
+            dependencies=[Depends(http_basic_or_jwt_token), Depends(is_trading_mode)],
+        )
+        app.include_router(
+            api_webserver,
+            prefix="/api/v1",
+            tags=["Webserver"],
+            dependencies=[Depends(http_basic_or_jwt_token), Depends(is_webserver_mode)],
+        )
         app.include_router(
             api_backtest,
             prefix="/api/v1",
+            tags=["Backtest"],
             dependencies=[Depends(http_basic_or_jwt_token), Depends(is_webserver_mode)],
         )
         app.include_router(
             api_bg_tasks,
             prefix="/api/v1",
+            tags=["Webserver"],
             dependencies=[Depends(http_basic_or_jwt_token), Depends(is_webserver_mode)],
         )
         app.include_router(
@@ -154,11 +239,13 @@ class ApiServer(RPCHandler):
         app.include_router(
             api_pairlists,
             prefix="/api/v1",
+            tags=["Webserver", "Pairlists"],
             dependencies=[Depends(http_basic_or_jwt_token), Depends(is_webserver_mode)],
         )
         app.include_router(
             api_download_data,
             prefix="/api/v1",
+            tags=["Download-data", "Webserver"],
             dependencies=[Depends(http_basic_or_jwt_token), Depends(is_webserver_mode)],
         )
         app.include_router(ws_router, prefix="/api/v1")

freqtrade/rpc/fiat_convert.py

@@ -5,7 +5,6 @@ e.g BTC to USD
 
 import logging
 from datetime import datetime
-from typing import Any
 
 from requests.exceptions import RequestException
 
@@ -13,6 +12,7 @@ from freqtrade.constants import SUPPORTED_FIAT, Config
 from freqtrade.mixins.logging_mixin import LoggingMixin
 from freqtrade.util import FtTTLCache
 from freqtrade.util.coin_gecko import FtCoinGeckoApi
+from freqtrade.util.singleton import SingletonMeta
 
 
 logger = logging.getLogger(__name__)
@@ -32,26 +32,16 @@ coingecko_mapping = {
 }
 
 
-class CryptoToFiatConverter(LoggingMixin):
+class CryptoToFiatConverter(LoggingMixin, metaclass=SingletonMeta):
     """
     Main class to initiate Crypto to FIAT.
     This object contains a list of pair Crypto, FIAT
     This object is also a Singleton
     """
 
-    __instance = None
-
     _coinlistings: list[dict] = []
     _backoff: float = 0.0
 
-    def __new__(cls, *args: Any, **kwargs: Any) -> Any:
-        """
-        Singleton pattern to ensure only one instance is created.
-        """
-        if not cls.__instance:
-            cls.__instance = super().__new__(cls)
-        return cls.__instance
-
     def __init__(self, config: Config) -> None:
         # Timeout: 6h
         self._pair_price: FtTTLCache = FtTTLCache(maxsize=500, ttl=6 * 60 * 60)

freqtrade/rpc/rpc.py

@@ -19,7 +19,16 @@ from freqtrade import __version__
 from freqtrade.configuration.timerange import TimeRange
 from freqtrade.constants import CANCEL_REASON, DEFAULT_DATAFRAME_COLUMNS, Config
 from freqtrade.data.history import load_data
-from freqtrade.data.metrics import DrawDownResult, calculate_expectancy, calculate_max_drawdown
+from freqtrade.data.metrics import (
+    DrawDownResult,
+    calculate_cagr,
+    calculate_calmar,
+    calculate_expectancy,
+    calculate_max_drawdown,
+    calculate_sharpe,
+    calculate_sortino,
+    calculate_sqn,
+)
 from freqtrade.enums import (
     CandleType,
     ExitCheckTuple,
@@ -689,6 +698,34 @@ class RPC:
         last_date = trades[-1].open_date_utc if trades else None
         num = float(len(durations) or 1)
         bot_start = KeyValueStore.get_datetime_value("bot_start_time")
+
+        sharpe = calculate_sharpe(
+            trades=trades_df,
+            min_date=first_date,
+            max_date=last_date,
+            starting_balance=starting_balance,
+        )
+        sortino = calculate_sortino(
+            trades=trades_df,
+            min_date=first_date,
+            max_date=last_date,
+            starting_balance=starting_balance,
+        )
+        sqn = calculate_sqn(trades=trades_df, starting_balance=starting_balance)
+        calmar = calculate_calmar(
+            trades=trades_df,
+            min_date=first_date,
+            max_date=last_date,
+            starting_balance=starting_balance,
+        )
+        current_balance = self._freqtrade.wallets.get_total_stake_amount()
+        days_passed = max(1, (last_date - first_date).days) if first_date and last_date else 1
+        cagr = calculate_cagr(
+            starting_balance=starting_balance,
+            final_balance=current_balance,
+            days_passed=days_passed,
+        )
+
         return {
             "profit_closed_coin": profit_closed_coin_sum,
             "profit_closed_percent_mean": round(profit_closed_ratio_mean * 100, 2),
@@ -725,6 +762,11 @@ class RPC:
             "winrate": winrate,
             "expectancy": expectancy,
             "expectancy_ratio": expectancy_ratio,
+            "sharpe": sharpe,
+            "sortino": sortino,
+            "sqn": sqn,
+            "calmar": calmar,
+            "cagr": cagr,
             "max_drawdown": drawdown.relative_account_drawdown,
             "max_drawdown_abs": drawdown.drawdown_abs,
             "max_drawdown_start": format_date(drawdown.high_date),
@@ -804,12 +846,9 @@ class RPC:
             if is_stake_currency:
                 trade_amount = self._freqtrade.wallets.get_available_stake_amount()
 
-            try:
-                est_stake, est_stake_bot = self.__balance_get_est_stake(
-                    coin, stake_currency, trade_amount, balance
-                )
-            except ValueError:
-                continue
+            est_stake, est_stake_bot = self.__balance_get_est_stake(
+                coin, stake_currency, trade_amount, balance
+            )
 
             total += est_stake
 
@@ -832,10 +871,33 @@ class RPC:
                 }
             )
         symbol: str
-        position: PositionWallet
-        for symbol, position in self._freqtrade.wallets.get_all_positions().items():
-            total += position.collateral
-            total_bot += position.collateral
+        pos: PositionWallet
+        for symbol, pos in self._freqtrade.wallets.get_all_positions().items():
+            est_stake = pos.collateral
+            pos_base = self._freqtrade.exchange.get_pair_base_currency(symbol)
+            if pos.leverage:
+                try:
+                    rate = self._freqtrade.exchange.get_conversion_rate(pos_base, stake_currency)
+                    if rate:
+                        # For a leveraged position, equity (what we want as est_stake) is:
+                        #   equity = collateral + unlevered PnL
+                        # For longs: unlevered PnL = current_value - open_value
+                        #   est_stake = rate * pos.position - pos.collateral * (pos.leverage - 1)
+                        # For shorts: unlevered PnL = open_value - current_value
+                        #   est_stake = collateral + (open_value - current_value)
+                        #            = collateral + (pos.collateral * pos.leverage)
+                        #              - rate * pos.position
+                        if pos.side == "long":
+                            est_stake = rate * pos.position - pos.collateral * (pos.leverage - 1)
+                        else:
+                            est_stake = pos.collateral * (1 + pos.leverage) - rate * pos.position
+                except (ExchangeError, PricingError) as e:
+                    logger.warning(f"Error {e} getting rate for futures {symbol} / {pos_base}")
+                    pass
+
+            # Add the estimated stake (collateral + unlevered PnL) to totals
+            total += est_stake
+            total_bot += est_stake
 
             currencies.append(
                 {
@@ -843,12 +905,12 @@ class RPC:
                     "free": 0,
                     "balance": 0,
                     "used": 0,
-                    "position": position.position,
-                    "est_stake": position.collateral,
-                    "est_stake_bot": position.collateral,
+                    "position": pos.position,
+                    "est_stake": est_stake,
+                    "est_stake_bot": est_stake,
                     "stake": stake_currency,
-                    "side": position.side,
-                    "is_bot_managed": True,
+                    "side": pos.side,
+                    "is_bot_managed": pos_base in open_assets,
                     "is_position": True,
                 }
             )

freqtrade/rpc/telegram.py

@@ -1285,7 +1285,7 @@ class Telegram(RPCHandler):
                 if curr["is_position"]:
                     curr_output = (
                         f"*{curr['currency']}:*\n"
-                        f"\t`{curr['side']}: {curr['position']:.8f}`\n"
+                        f"\t`{curr['side']}: {round_value(curr['position'], 8)}`\n"
                         f"\t`Est. {curr['stake']}: "
                         f"{fmt_coin(curr['est_stake'], curr['stake'], False)}`\n"
                     )
@@ -1296,10 +1296,10 @@ class Telegram(RPCHandler):
 
                     curr_output = (
                         f"*{curr['currency']}:*\n"
-                        f"\t`Available: {curr['free']:.8f}`\n"
-                        f"\t`Balance: {curr['balance']:.8f}`\n"
-                        f"\t`Pending: {curr['used']:.8f}`\n"
-                        f"\t`Bot Owned: {curr['bot_owned']:.8f}`\n"
+                        f"\t`Available: {fmt_coin(curr['free'], curr['currency'], False)}`\n"
+                        f"\t`Balance: {fmt_coin(curr['balance'], curr['currency'], False)}`\n"
+                        f"\t`Pending: {fmt_coin(curr['used'], curr['currency'], False)}`\n"
+                        f"\t`Bot Owned: {fmt_coin(curr['bot_owned'], curr['currency'], False)}`\n"
                         f"\t`Est. {curr['stake']}: {est_stake}`\n"
                     )
 

freqtrade/strategy/strategyupdater.py

@@ -66,8 +66,7 @@ class StrategyUpdater:
         target_file = Path.joinpath(strategies_backup_folder, strategy_obj["location_rel"])
 
         # read the file
-        with Path(source_file).open("r") as f:
-            old_code = f.read()
+        old_code = Path(source_file).read_text(encoding="utf-8")
         if not strategies_backup_folder.is_dir():
             Path(strategies_backup_folder).mkdir(parents=True, exist_ok=True)
 
@@ -80,8 +79,7 @@ class StrategyUpdater:
         # update the code
         new_code = self.update_code(old_code)
         # write the modified code to the destination folder
-        with Path(source_file).open("w") as f:
-            f.write(new_code)
+        Path(source_file).write_text(new_code, encoding="utf-8")
 
     # define the function to update the code
     def update_code(self, code):

freqtrade/util/migrations/__init__.py

@@ -1,8 +1,4 @@
 from freqtrade.exchange import Exchange
-from freqtrade.util.migrations.binance_mig import (
-    migrate_binance_futures_data,
-    migrate_binance_futures_names,
-)
 from freqtrade.util.migrations.funding_rate_mig import migrate_funding_fee_timeframe
 
 
@@ -10,7 +6,6 @@ def migrate_data(config, exchange: Exchange | None = None) -> None:
     """
     Migrate persisted data from old formats to new formats
     """
-    migrate_binance_futures_data(config)
 
     migrate_funding_fee_timeframe(config, exchange)
 
@@ -20,4 +15,5 @@ def migrate_live_content(config, exchange: Exchange | None = None) -> None:
     Migrate database content from old formats to new formats
     Used for dry/live mode.
     """
-    migrate_binance_futures_names(config)
+    # Currently not used
+    pass

freqtrade/util/migrations/binance_mig.py

@@ -1,87 +0,0 @@
-import logging
-
-from packaging import version
-from sqlalchemy import select
-
-from freqtrade.constants import DOCS_LINK, Config
-from freqtrade.enums import TradingMode
-from freqtrade.exceptions import OperationalException
-from freqtrade.persistence import KeyValueStore, Trade
-from freqtrade.persistence.pairlock import PairLock
-
-
-logger = logging.getLogger(__name__)
-
-
-def migrate_binance_futures_names(config: Config):
-    """
-    Migrate binance futures names in both database and data files.
-    This is needed because ccxt naming changed from "BTC/USDT" to "BTC/USDT:USDT"
-    """
-    if not (
-        config.get("trading_mode", TradingMode.SPOT) == TradingMode.FUTURES
-        and config["exchange"]["name"] == "binance"
-    ):
-        # only act on new futures
-        return
-    if KeyValueStore.get_int_value("binance_migration"):
-        # already migrated
-        return
-    import ccxt
-
-    if version.parse("2.6.26") > version.parse(ccxt.__version__):
-        raise OperationalException(
-            "Please follow the update instructions in the docs "
-            f"({DOCS_LINK}/updating/) to install a compatible ccxt version."
-        )
-    _migrate_binance_futures_db(config)
-    migrate_binance_futures_data(config)
-    KeyValueStore.store_value("binance_migration", 1)
-
-
-def _migrate_binance_futures_db(config: Config):
-    logger.info("Migrating binance futures pairs in database.")
-    trades = Trade.get_trades([Trade.exchange == "binance", Trade.trading_mode == "FUTURES"]).all()
-    for trade in trades:
-        if ":" in trade.pair:
-            # already migrated
-            continue
-        new_pair = f"{trade.pair}:{trade.stake_currency}"
-        trade.pair = new_pair
-
-        for order in trade.orders:
-            order.ft_pair = new_pair
-            # Should symbol be migrated too?
-            # order.symbol = new_pair
-    Trade.commit()
-    pls = PairLock.session.scalars(select(PairLock).filter(PairLock.pair.notlike("%:%"))).all()
-    for pl in pls:
-        pl.pair = f"{pl.pair}:{config['stake_currency']}"
-    # print(pls)
-    # pls.update({'pair': concat(PairLock.pair,':USDT')})
-    Trade.commit()
-    logger.info("Done migrating binance futures pairs in database.")
-
-
-def migrate_binance_futures_data(config: Config):
-    if not (
-        config.get("trading_mode", TradingMode.SPOT) == TradingMode.FUTURES
-        and config["exchange"]["name"] == "binance"
-    ):
-        # only act on new futures
-        return
-
-    from freqtrade.data.history import get_datahandler
-
-    dhc = get_datahandler(config["datadir"], config["dataformat_ohlcv"])
-
-    paircombs = dhc.ohlcv_get_available_data(
-        config["datadir"], config.get("trading_mode", TradingMode.SPOT)
-    )
-
-    for pair, timeframe, candle_type in paircombs:
-        if ":" in pair:
-            # already migrated
-            continue
-        new_pair = f"{pair}:{config['stake_currency']}"
-        dhc.rename_futures_data(pair, new_pair, timeframe, candle_type)

freqtrade/util/singleton.py

@@ -0,0 +1,16 @@
+from typing import Any
+
+
+class SingletonMeta(type):
+    """
+    A thread-safe implementation of Singleton.
+    Use as metaclass to create singleton classes.
+    """
+
+    _instances: dict = {}
+
+    def __call__(cls, *args: Any, **kwargs: Any) -> Any:
+        if cls not in cls._instances:
+            instance = super().__call__(*args, **kwargs)
+            cls._instances[cls] = instance
+        return cls._instances[cls]

freqtrade/wallets.py

@@ -52,6 +52,12 @@ class Wallets:
         self._last_wallet_refresh: datetime | None = None
         self.update()
 
+    def __repr__(self) -> str:
+        return (
+            f"Wallets(stake_currency={self._stake_currency}, start_cap={self._start_cap}, "
+            f"wallets={len(self._wallets)}, positions={len(self._positions)})"
+        )
+
     def get_free(self, currency: str) -> float:
         balance = self._wallets.get(currency)
         if balance and balance.free:
@@ -198,7 +204,10 @@ class Wallets:
                 continue
             size = self._exchange._contracts_to_amount(symbol, position["contracts"])
             collateral = safe_value_fallback(position, "initialMargin", "collateral", 0.0)
-            leverage = position.get("leverage")
+            leverage: float | None = position.get("leverage")
+            if not leverage:
+                trade = Trade.get_trades_proxy(is_open=True, pair=symbol)
+                leverage = trade[0].leverage if trade else None
             _parsed_positions[symbol] = PositionWallet(
                 symbol,
                 position=size,

ft_client/freqtrade_client/__init__.py

@@ -1,7 +1,7 @@
 from freqtrade_client.ft_rest_client import FtRestClient
 
 
-__version__ = "2025.12"
+__version__ = "2026.1"
 
 if "dev" in __version__:
     from pathlib import Path

mkdocs.yml

@@ -7,9 +7,7 @@ use_directory_urls: True
 nav:
     - Home: index.md
     - Quickstart with Docker: docker_quickstart.md
-    - Installation:
-        - Linux/MacOS/Raspberry: installation.md
-        - Windows: windows_installation.md
+    - Installation: installation.md
     - Freqtrade Basics: bot-basics.md
     - Configuration: configuration.md
     - Strategy Quickstart: strategy-101.md

requirements-dev.txt

@@ -6,7 +6,7 @@
 -r requirements-freqai-rl.txt
 -r docs/requirements-docs.txt
 
-ruff==0.14.9
+ruff==0.14.13
 mypy==1.19.1
 pre-commit==4.5.1
 pytest==9.0.2
@@ -24,10 +24,10 @@ time-machine==3.2.0
 nbconvert==7.16.6
 
 # mypy types
-scipy-stubs==1.16.3.3  # keep in sync with `scipy` in `requirements-hyperopt.txt`
+scipy-stubs==1.17.0.1  # keep in sync with `scipy` in `requirements-hyperopt.txt`
 types-cachetools==6.2.0.20251022
 types-filelock==3.2.7
-types-requests==2.32.4.20250913
+types-requests==2.32.4.20260107
 types-tabulate==0.9.0.20241207
 types-python-dateutil==2.9.0.20251115
 pip-audit==2.10.0

requirements-freqai-rl.txt

@@ -3,7 +3,7 @@
 
 # Required for freqai-rl
 torch==2.9.1; sys_platform != 'darwin' or platform_machine != 'x86_64'
-gymnasium==1.2.2
+gymnasium==1.2.3
 # SB3 >=2.5.0 depends on torch 2.3.0 - which implies it dropped support x86 macos
 stable_baselines3==2.7.1; sys_platform != 'darwin' or platform_machine != 'x86_64'
 sb3_contrib>=2.2.1; sys_platform != 'darwin' or platform_machine != 'x86_64'

requirements-freqai.txt

@@ -6,6 +6,6 @@
 scikit-learn==1.8.0
 joblib==1.5.3
 lightgbm==4.6.0
-xgboost==3.1.2
+xgboost==3.1.3
 tensorboard==2.20.0
 datasieve==0.1.9

requirements-hyperopt.txt

@@ -2,8 +2,8 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.16.3
+scipy==1.17.0
 scikit-learn==1.8.0
-filelock==3.20.1
+filelock==3.20.3
 optuna==4.6.0
 cmaes==0.12.0

requirements-plot.txt

@@ -1,4 +1,4 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==6.5.0
+plotly==6.5.2

requirements.txt

@@ -1,31 +1,31 @@
-numpy==2.3.5
+numpy==2.4.1
 pandas==2.3.3
 bottleneck==1.6.0
 numexpr==2.14.1
 # Indicator libraries
 ft-pandas-ta==0.3.16
 ta-lib==0.6.8
-technical==1.5.3
+technical==1.5.4
 
-ccxt==4.5.29
+ccxt==4.5.34
 cryptography==46.0.3
-aiohttp==3.13.2
+aiohttp==3.13.3
 SQLAlchemy==2.0.45
 python-telegram-bot==22.5
 # can't be hard-pinned due to telegram-bot pinning httpx with ~
 httpx>=0.24.1
-humanize==4.14.0
+humanize==4.15.0
 cachetools==6.2.4
 requests==2.32.5
-urllib3==2.6.2
-certifi==2025.11.12
-jsonschema==4.25.1
+urllib3==2.6.3
+certifi==2026.1.4
+jsonschema==4.26.0
 tabulate==0.9.0
 pycoingecko==3.2.0
 jinja2==3.1.6
 joblib==1.5.3
 rich==14.2.0
-pyarrow==22.0.0; platform_machine != 'armv7l'
+pyarrow==23.0.0; platform_machine != 'armv7l'
 
 
 # Load ticker files 30% faster
@@ -37,12 +37,12 @@ orjson==3.11.5
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.125.0
+fastapi==0.128.0
 pydantic==2.12.5
-uvicorn==0.38.0
+uvicorn==0.40.0
 pyjwt==2.10.1
 aiofiles==25.1.0
-psutil==7.1.3
+psutil==7.2.1
 
 # Building config files interactively
 questionary==2.1.1
@@ -55,7 +55,7 @@ pytz==2025.2
 schedule==1.2.2
 
 #WS Messages
-websockets==15.0.1
+websockets==16.0
 janus==2.0.0
 
 ast-comments==1.2.3

tests/commands/test_startup_time.py

@@ -1,10 +1,10 @@
 import subprocess  # noqa: S404, RUF100
 import time
 
-from tests.conftest import is_arm, is_mac
+from tests.conftest import is_mac
 
 
-MAXIMUM_STARTUP_TIME = 0.7 if is_mac() and not is_arm(True) else 0.5
+MAXIMUM_STARTUP_TIME = 0.7 if is_mac() else 0.5
 
 
 def test_startup_time():

tests/conftest.py

@@ -3184,7 +3184,7 @@ def leverage_tiers():
             },
             {
                 "minNotional": 5000000,
-                "maxNotional": 30000000,
+                "maxNotional": None,
                 "maintenanceMarginRate": 0.5,
                 "maxLeverage": 1,
                 "maintAmt": 1527500.0,

tests/data/test_datahandler.py

@@ -288,7 +288,7 @@ def test_jsondatahandler_trades_load(testdatadir, caplog):
     dh.trades_load("XRP/ETH", TradingMode.SPOT)
     assert not log_has(logmsg, caplog)
 
-    # Test conversation is happening
+    # Test conversion is happening
     dh.trades_load("XRP/OLD", TradingMode.SPOT)
     assert log_has(logmsg, caplog)
 

tests/exchange/test_binance.py

@@ -975,6 +975,18 @@ def test_get_historic_ohlcv_binance(
         archive_mock.assert_called_once()
     if api_called:
         api_mock.assert_called_once()
+    candle_mock.reset_mock()
+    api_mock.reset_mock()
+    archive_mock.reset_mock()
+
+    # binanceus does not use archive mode!
+    exchange._can_use_data_download_fast = False
+    df = exchange.get_historic_ohlcv(pair, timeframe, since_ms, candle_type, is_new_pair, until_ms)
+    # Never uses archive
+    assert archive_mock.call_count == 0
+    assert candle_mock.call_count == (0 if not candle_called else 1)
+    if api_called:
+        assert api_mock.call_count == 1
 
 
 @pytest.mark.parametrize(

tests/exchange/test_exchange.py

@@ -6182,6 +6182,10 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
     assert exchange.get_max_leverage("BTC/USDT:USDT", 300000000) == 2.0
     assert exchange.get_max_leverage("BTC/USDT:USDT", 600000000) == 1.0  # Last tier
 
+    # Test ADA - last maxNotional is None
+    assert exchange.get_max_leverage("ADA/USDT:USDT", 2500000) == 2.0  # Second last tier
+    assert exchange.get_max_leverage("ADA/USDT:USDT", 6000000) == 1.0  # Last tier, open maxNotional
+
     assert exchange.get_max_leverage("SPONGE/USDT:USDT", 200) == 1.0  # Pair not in leverage_tiers
     assert exchange.get_max_leverage("BTC/USDT:USDT", 0.0) == 125.0  # No stake amount
     with pytest.raises(

tests/exchange/test_exchange_utils.py

@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, protected-access, invalid-name
 from datetime import UTC, datetime, timedelta
 from math import isnan, nan
+from unittest.mock import MagicMock
 
 import pytest
 from ccxt import (
@@ -28,6 +29,7 @@ from freqtrade.exchange import (
     timeframe_to_seconds,
 )
 from freqtrade.exchange.check_exchange import check_exchange
+from freqtrade.exchange.exchange_utils import _exchange_has_helper
 from tests.conftest import log_has_re
 
 
@@ -385,3 +387,42 @@ def test_amount_to_contract_precision_standalone(
 ):
     res = amount_to_contract_precision(amount, precision, precision_mode, contract_size)
     assert pytest.approx(res) == expected
+
+
+def test_exchange__exchange_has_helper():
+    e_mod = MagicMock()
+    e_mod.has = {
+        "fetchTicker": True,
+        "fetchOHLCV": False,
+        "fetchTrades": True,
+        "fetchMyTrades": False,
+        "fetchOrder": True,
+    }
+    required = {
+        "fetchOHLCV": [],
+        "fetchTicker": [],
+        "fetchMyTrades": ["fetchTrades"],
+        "fetchOrder": ["fetchOpenOrder", "fetchClosedOrder"],
+    }
+    missing = _exchange_has_helper(e_mod, required)
+    assert set(missing) == {"fetchOHLCV"}
+
+    e_mod.has = {
+        "fetchTicker": True,
+        "fetchOHLCV": False,
+        "fetchTrades": False,
+        "fetchMyTrades": False,
+        "fetchOrder": True,
+    }
+    missing = _exchange_has_helper(e_mod, required)
+    assert set(missing) == {"fetchOHLCV", "fetchMyTrades"}
+
+    e_mod.has = {
+        "fetchTicker": True,
+        "fetchOHLCV": False,
+        "fetchTrades": False,
+        "fetchMyTrades": False,
+        "fetchOrder": False,
+    }
+    missing = _exchange_has_helper(e_mod, required)
+    assert set(missing) == {"fetchOHLCV", "fetchMyTrades", "fetchOrder"}

tests/exchange/test_hyperliquid.py

@@ -1,21 +1,125 @@
+from copy import deepcopy
 from datetime import UTC, datetime
 from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
-from tests.conftest import EXMS, get_mock_coro, get_patched_exchange
+from freqtrade.exceptions import ConfigurationError
+from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has_re
+
+
+@pytest.fixture
+def markets_hip3():
+    markets = {
+        "BTC/USDC:USDC": {
+            "quote": "USDC",
+            "base": "BTC",
+            "type": "swap",
+            "swap": True,
+            "linear": True,
+            "limits": {"leverage": {"max": 50}},
+            "info": {},
+        },
+        "ETH/USDC:USDC": {
+            "quote": "USDC",
+            "base": "ETH",
+            "type": "swap",
+            "swap": True,
+            "linear": True,
+            "limits": {"leverage": {"max": 50}},
+            "info": {},
+        },
+        "SOL/USDC:USDC": {
+            "quote": "USDC",
+            "base": "SOL",
+            "type": "swap",
+            "swap": True,
+            "linear": True,
+            "limits": {"leverage": {"max": 20}},
+            "info": {},
+        },
+        "DOGE/USDC:USDC": {
+            "quote": "USDC",
+            "base": "DOGE",
+            "type": "swap",
+            "swap": True,
+            "linear": True,
+            "limits": {"leverage": {"max": 20}},
+            "info": {},
+        },
+        "XYZ-AAPL/USDC:USDC": {
+            "quote": "USDC",
+            "base": "XYZ-AAPL",
+            "type": "swap",
+            "swap": True,
+            "linear": True,
+            "limits": {"leverage": {"max": 10}},
+            "info": {"hip3": True, "dex": "xyz"},
+        },
+        "XYZ-TSLA/USDC:USDC": {
+            "quote": "USDC",
+            "base": "XYZ-TSLA",
+            "type": "swap",
+            "swap": True,
+            "linear": True,
+            "limits": {"leverage": {"max": 10}},
+            "info": {"hip3": True, "dex": "xyz"},
+        },
+        "XYZ-GOOGL/USDC:USDC": {
+            "quote": "USDC",
+            "base": "XYZ-GOOGL",
+            "type": "swap",
+            "swap": True,
+            "linear": True,
+            "limits": {"leverage": {"max": 10}},
+            "info": {"hip3": True, "dex": "xyz"},
+        },
+        "XYZ-NVDA/USDC:USDC": {
+            "quote": "USDC",
+            "base": "XYZ-NVDA",
+            "type": "swap",
+            "swap": True,
+            "linear": True,
+            "limits": {"leverage": {"max": 10}},
+            "info": {"hip3": True, "dex": "xyz"},
+        },
+        "VNTL-SPACEX/USDH:USDH": {
+            "quote": "USDH",
+            "base": "VNTL-SPACEX",
+            "type": "swap",
+            "swap": True,
+            "linear": True,
+            "limits": {"leverage": {"max": 3}},
+            "info": {"hip3": True, "dex": "vntl"},
+        },
+        "VNTL-ANTHROPIC/USDH:USDH": {
+            "quote": "USDH",
+            "base": "VNTL-ANTHROPIC",
+            "type": "swap",
+            "swap": True,
+            "linear": True,
+            "limits": {"leverage": {"max": 3}},
+            "info": {"hip3": True, "dex": "vntl"},
+        },
+        "FLX-TOKEN/USDC:USDC": {
+            "quote": "USDC",
+            "base": "FLX-TOKEN",
+            "type": "swap",
+            "swap": True,
+            "linear": True,
+            "limits": {"leverage": {"max": 3}},
+            "info": {"hip3": True, "dex": "flx"},
+        },
+    }
+
+    return markets
 
 
 @pytest.mark.parametrize("margin_mode", ["isolated", "cross"])
-def test_hyperliquid_dry_run_liquidation_price(default_conf, mocker, margin_mode):
+def test_hyperliquid_dry_run_liquidation_price(default_conf, markets_hip3, mocker, margin_mode):
     # test if liq price calculated by dry_run_liquidation_price() is close to ccxt liq price
     # testing different pairs with large/small prices, different leverages, long, short
-    markets = {
-        "BTC/USDC:USDC": {"limits": {"leverage": {"max": 50}}},
-        "ETH/USDC:USDC": {"limits": {"leverage": {"max": 50}}},
-        "SOL/USDC:USDC": {"limits": {"leverage": {"max": 20}}},
-        "DOGE/USDC:USDC": {"limits": {"leverage": {"max": 20}}},
-    }
+
     positions = [
         {
             "symbol": "ETH/USDC:USDC",
@@ -278,6 +382,33 @@ def test_hyperliquid_dry_run_liquidation_price(default_conf, mocker, margin_mode
             "leverage": 3.0,
             "liquidationPrice": 45236.52992613,
         },
+        {
+            "symbol": "XYZ-AAPL/USDC:USDC",
+            "entryPrice": 250.0,
+            "side": "long",
+            "contracts": 0.5,
+            "collateral": 25.0,
+            "leverage": 5.0,
+            "liquidationPrice": 210.5263157894737,
+        },
+        {
+            "symbol": "XYZ-GOOGL/USDC:USDC",
+            "entryPrice": 190.0,
+            "side": "short",
+            "contracts": 0.5,
+            "collateral": 9.5,
+            "leverage": 10.0,
+            "liquidationPrice": 199.04761904761904,
+        },
+        {
+            "symbol": "XYZ-TSLA/USDC:USDC",
+            "entryPrice": 350.0,
+            "side": "long",
+            "contracts": 1.0,
+            "collateral": 50.0,
+            "leverage": 7.0,
+            "liquidationPrice": 315.7894736842105,
+        },
     ]
 
     api_mock = MagicMock()
@@ -285,7 +416,7 @@ def test_hyperliquid_dry_run_liquidation_price(default_conf, mocker, margin_mode
     default_conf["margin_mode"] = margin_mode
     default_conf["stake_currency"] = "USDC"
     api_mock.load_markets = get_mock_coro()
-    api_mock.markets = markets
+    api_mock.markets = markets_hip3
     exchange = get_patched_exchange(
         mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=False
     )
@@ -331,41 +462,62 @@ def test_hyperliquid_get_funding_fees(default_conf, mocker):
     now = datetime.now(UTC)
     exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
     exchange._fetch_and_calculate_funding_fees = MagicMock()
+
+    # Spot mode - no funding fees
     exchange.get_funding_fees("BTC/USDC:USDC", 1, False, now)
     assert exchange._fetch_and_calculate_funding_fees.call_count == 0
 
     default_conf["trading_mode"] = "futures"
     default_conf["margin_mode"] = "isolated"
+    default_conf["exchange"]["hip3_dexes"] = ["xyz", "vntl"]
+
+    # Mock validate_config to skip validation
+    mocker.patch("freqtrade.exchange.hyperliquid.Hyperliquid.validate_config")
+
     exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
     exchange._fetch_and_calculate_funding_fees = MagicMock()
-    exchange.get_funding_fees("BTC/USDC:USDC", 1, False, now)
 
+    # Normal market
+    exchange.get_funding_fees("BTC/USDC:USDC", 1, False, now)
+    assert exchange._fetch_and_calculate_funding_fees.call_count == 1
+
+    # HIP-3 XYZ market
+    exchange._fetch_and_calculate_funding_fees.reset_mock()
+    exchange.get_funding_fees("XYZ-TSLA/USDC:USDC", 1, False, now)
+    assert exchange._fetch_and_calculate_funding_fees.call_count == 1
+
+    # HIP-3 VNTL market
+    exchange._fetch_and_calculate_funding_fees.reset_mock()
+    exchange.get_funding_fees("VNTL-SPACEX/USDH:USDH", 1, True, now)
     assert exchange._fetch_and_calculate_funding_fees.call_count == 1
 
 
-def test_hyperliquid_get_max_leverage(default_conf, mocker):
-    markets = {
-        "BTC/USDC:USDC": {"limits": {"leverage": {"max": 50}}},
-        "ETH/USDC:USDC": {"limits": {"leverage": {"max": 50}}},
-        "SOL/USDC:USDC": {"limits": {"leverage": {"max": 20}}},
-        "DOGE/USDC:USDC": {"limits": {"leverage": {"max": 20}}},
-    }
+def test_hyperliquid_get_max_leverage(default_conf, mocker, markets_hip3):
     exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
     assert exchange.get_max_leverage("BTC/USDC:USDC", 1) == 1.0
 
     default_conf["trading_mode"] = "futures"
     default_conf["margin_mode"] = "isolated"
-    exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
-    mocker.patch.multiple(
-        EXMS,
-        markets=PropertyMock(return_value=markets),
-    )
+    default_conf["exchange"]["hip3_dexes"] = ["xyz", "vntl"]
 
+    # Mock validate_config to skip validation
+    mocker.patch("freqtrade.exchange.hyperliquid.Hyperliquid.validate_config")
+
+    exchange = get_patched_exchange(mocker, default_conf, exchange="hyperliquid")
+    mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets_hip3))
+
+    # Normal markets
     assert exchange.get_max_leverage("BTC/USDC:USDC", 1) == 50
     assert exchange.get_max_leverage("ETH/USDC:USDC", 20) == 50
     assert exchange.get_max_leverage("SOL/USDC:USDC", 50) == 20
     assert exchange.get_max_leverage("DOGE/USDC:USDC", 3) == 20
 
+    # HIP-3 markets
+    assert exchange.get_max_leverage("XYZ-TSLA/USDC:USDC", 1) == 10
+    assert exchange.get_max_leverage("XYZ-NVDA/USDC:USDC", 5) == 10
+    assert exchange.get_max_leverage("VNTL-SPACEX/USDH:USDH", 2) == 3
+    assert exchange.get_max_leverage("VNTL-ANTHROPIC/USDH:USDH", 1) == 3
+
 
 def test_hyperliquid__lev_prep(default_conf, mocker):
     api_mock = MagicMock()
@@ -382,25 +534,59 @@ def test_hyperliquid__lev_prep(default_conf, mocker):
 
     default_conf["trading_mode"] = "futures"
     default_conf["margin_mode"] = "isolated"
+    default_conf["exchange"]["hip3_dexes"] = ["xyz", "vntl"]
+
+    # Mock validate_config to skip validation
+    mocker.patch("freqtrade.exchange.hyperliquid.Hyperliquid.validate_config")
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="hyperliquid")
-    exchange._lev_prep("BTC/USDC:USDC", 3.2, "buy")
 
+    # Normal market
+    exchange._lev_prep("BTC/USDC:USDC", 3.2, "buy")
     assert api_mock.set_margin_mode.call_count == 1
     api_mock.set_margin_mode.assert_called_with("isolated", "BTC/USDC:USDC", {"leverage": 3})
 
     api_mock.reset_mock()
-
     exchange._lev_prep("BTC/USDC:USDC", 19.99, "sell")
-
     assert api_mock.set_margin_mode.call_count == 1
     api_mock.set_margin_mode.assert_called_with("isolated", "BTC/USDC:USDC", {"leverage": 19})
 
+    # HIP-3 XYZ market
+    api_mock.reset_mock()
+    exchange._lev_prep("XYZ-TSLA/USDC:USDC", 5.7, "buy")
+    assert api_mock.set_margin_mode.call_count == 1
+    api_mock.set_margin_mode.assert_called_with("isolated", "XYZ-TSLA/USDC:USDC", {"leverage": 5})
 
-def test_hyperliquid_fetch_order(default_conf_usdt, mocker):
+    api_mock.reset_mock()
+    exchange._lev_prep("XYZ-TSLA/USDC:USDC", 10.0, "sell")
+    assert api_mock.set_margin_mode.call_count == 1
+    api_mock.set_margin_mode.assert_called_with("isolated", "XYZ-TSLA/USDC:USDC", {"leverage": 10})
+
+    # HIP-3 VNTL market
+    api_mock.reset_mock()
+    exchange._lev_prep("VNTL-SPACEX/USDH:USDH", 2.5, "buy")
+    assert api_mock.set_margin_mode.call_count == 1
+    api_mock.set_margin_mode.assert_called_with(
+        "isolated", "VNTL-SPACEX/USDH:USDH", {"leverage": 2}
+    )
+
+    api_mock.reset_mock()
+    exchange._lev_prep("VNTL-ANTHROPIC/USDH:USDH", 3.0, "sell")
+    assert api_mock.set_margin_mode.call_count == 1
+    api_mock.set_margin_mode.assert_called_with(
+        "isolated", "VNTL-ANTHROPIC/USDH:USDH", {"leverage": 3}
+    )
+
+
+def test_hyperliquid_fetch_order(default_conf_usdt, mocker, markets_hip3):
     default_conf_usdt["dry_run"] = False
+    default_conf_usdt["trading_mode"] = "futures"
+    default_conf_usdt["margin_mode"] = "isolated"
+    default_conf_usdt["exchange"]["hip3_dexes"] = ["xyz", "vntl"]
 
     api_mock = MagicMock()
+
+    # Test with normal market
     api_mock.fetch_order = MagicMock(
         return_value={
             "id": "12345",
@@ -432,9 +618,293 @@ def test_hyperliquid_fetch_order(default_conf_usdt, mocker):
             },
         ],
     )
-    exchange = get_patched_exchange(mocker, default_conf_usdt, api_mock, exchange="hyperliquid")
+    mocker.patch("freqtrade.exchange.hyperliquid.Hyperliquid.validate_config")
+    exchange = get_patched_exchange(
+        mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
+    )
     o = exchange.fetch_order("12345", "ETH/USDC:USDC")
     # Uses weighted average
     assert o["average"] == 1500
-
     assert gtfo_mock.call_count == 1
+
+    # Test with HIP-3 XYZ market
+    api_mock.fetch_order = MagicMock(
+        return_value={
+            "id": "67890",
+            "symbol": "XYZ-TSLA/USDC:USDC",
+            "status": "closed",
+            "filled": 2.5,
+            "average": None,
+            "timestamp": 1630000100,
+        }
+    )
+    gtfo_mock.reset_mock()
+    gtfo_mock.return_value = [
+        {
+            "order_id": "67890",
+            "price": 250,
+            "amount": 1.5,
+            "filled": 1.5,
+            "remaining": 0,
+        },
+        {
+            "order_id": "67890",
+            "price": 260,
+            "amount": 1.0,
+            "filled": 1.0,
+            "remaining": 0,
+        },
+    ]
+
+    o = exchange.fetch_order("67890", "XYZ-TSLA/USDC:USDC")
+    # Weighted average: (250*1.5 + 260*1.0) / 2.5 = 254
+    assert o["average"] == 254
+    assert gtfo_mock.call_count == 1
+
+    # Test with HIP-3 VNTL market
+    api_mock.fetch_order = MagicMock(
+        return_value={
+            "id": "11111",
+            "symbol": "VNTL-SPACEX/USDH:USDH",
+            "status": "closed",
+            "filled": 5.0,
+            "average": None,
+            "timestamp": 1630000200,
+        }
+    )
+    gtfo_mock.reset_mock()
+    gtfo_mock.return_value = [
+        {
+            "order_id": "11111",
+            "price": 100,
+            "amount": 3.0,
+            "filled": 3.0,
+            "remaining": 0,
+        },
+        {
+            "order_id": "11111",
+            "price": 105,
+            "amount": 2.0,
+            "filled": 2.0,
+            "remaining": 0,
+        },
+    ]
+
+    o = exchange.fetch_order("11111", "VNTL-SPACEX/USDH:USDH")
+    assert o["average"] == 102
+    assert gtfo_mock.call_count == 1
+
+
+def test_hyperliquid_hip3_config_validation(default_conf_usdt, mocker, markets_hip3):
+    """Test HIP-3 DEX configuration validation."""
+
+    api_mock = MagicMock()
+    default_conf_usdt["stake_currency"] = "USDC"
+
+    # Futures mode, no dex configured
+    default_conf_copy = deepcopy(default_conf_usdt)
+    default_conf_copy["trading_mode"] = "futures"
+    default_conf_copy["margin_mode"] = "isolated"
+    exchange = get_patched_exchange(
+        mocker, default_conf_copy, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
+    )
+    exchange.validate_config(default_conf_copy)
+
+    # Not in futures mode - no dex configured - no error
+    get_patched_exchange(
+        mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
+    )
+    # Not in futures mode
+    default_conf_usdt["exchange"]["hip3_dexes"] = ["xyz"]
+    with pytest.raises(
+        ConfigurationError, match=r"HIP-3 DEXes are only supported in FUTURES trading mode\."
+    ):
+        get_patched_exchange(
+            mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
+        )
+    # Valid single DEX
+    default_conf_usdt["trading_mode"] = "futures"
+    default_conf_usdt["margin_mode"] = "isolated"
+    default_conf_usdt["exchange"]["hip3_dexes"] = ["xyz"]
+    exchange = get_patched_exchange(
+        mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
+    )
+    assert exchange._get_configured_hip3_dexes() == ["xyz"]
+
+    # Invalid DEX
+    default_conf_usdt["exchange"]["hip3_dexes"] = ["invalid_dex"]
+    with pytest.raises(ConfigurationError, match="Invalid HIP-3 DEXes configured"):
+        exchange = get_patched_exchange(
+            mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
+        )
+        exchange.validate_config(default_conf_usdt)
+
+    # Mix of valid and invalid DEX
+    default_conf_usdt["exchange"]["hip3_dexes"] = ["xyz", "invalid_dex"]
+    with pytest.raises(ConfigurationError, match="Invalid HIP-3 DEXes configured"):
+        exchange = get_patched_exchange(
+            mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
+        )
+        exchange.validate_config(default_conf_usdt)
+
+    default_conf_usdt["margin_mode"] = "cross"
+    with pytest.raises(ConfigurationError, match="HIP-3 DEXes require 'isolated' margin mode"):
+        exchange = get_patched_exchange(
+            mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
+        )
+        exchange.validate_config(default_conf_usdt)
+
+
+def test_hyperliquid_get_balances_hip3(default_conf, mocker, caplog, markets_hip3):
+    """Test balance fetching from HIP-3 DEXes."""
+    api_mock = MagicMock()
+
+    api_mock.load_markets = get_mock_coro()
+
+    # Mock balance responses
+    default_balance = {"USDC": {"free": 1000, "used": 0, "total": 1000}}
+    xyz_balance = {"USDC": {"free": 0, "used": 600, "total": 600}}
+    vntl_balance = {"USDH": {"free": 0, "used": 300, "total": 300}}
+
+    def fetch_balance_side_effect(params=None):
+        if params and params.get("dex") == "xyz":
+            return xyz_balance
+        elif params and params.get("dex") == "vntl":
+            return vntl_balance
+        elif params and params.get("dex") == "flx":
+            raise Exception("FLX DEX error")
+        return default_balance
+
+    api_mock.fetch_balance = MagicMock(side_effect=fetch_balance_side_effect)
+
+    # Test with two HIP-3 DEXes
+    default_conf["exchange"]["hip3_dexes"] = ["xyz", "vntl", "flx"]
+    default_conf["trading_mode"] = "futures"
+    default_conf["margin_mode"] = "isolated"
+    mocker.patch("freqtrade.exchange.hyperliquid.Hyperliquid.validate_config")
+    exchange = get_patched_exchange(
+        mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
+    )
+
+    balances = exchange.get_balances()
+
+    # Should have combined balances
+    assert balances["USDC"]["free"] == 1000
+    assert balances["USDC"]["used"] == 600
+    assert balances["USDC"]["total"] == 1600
+    assert balances["USDH"]["free"] == 0
+    assert balances["USDH"]["used"] == 300
+    assert balances["USDH"]["total"] == 300
+
+    assert api_mock.fetch_balance.call_count == 4
+    assert log_has_re("Could not fetch balance for HIP-3 DEX.*", caplog)
+
+
+def test_hyperliquid_fetch_positions_hip3(default_conf, mocker, caplog, markets_hip3):
+    """Test position fetching from HIP-3 DEXes."""
+    api_mock = MagicMock()
+
+    # Mock position responses
+    default_positions = [{"symbol": "BTC/USDC:USDC", "contracts": 0.5}]
+    xyz_positions = [{"symbol": "XYZ-AAPL/USDC:USDC", "contracts": 10}]
+    vntl_positions = [{"symbol": "VNTL-SPACEX/USDH:USDH", "contracts": 5}]
+
+    def fetch_positions_side_effect(symbols=None, params=None):
+        if params and params.get("dex") == "xyz":
+            return xyz_positions
+        elif params and params.get("dex") == "vntl":
+            return vntl_positions
+        elif params and params.get("dex") == "flx":
+            raise Exception("FLX DEX error")
+        return default_positions
+
+    positions_mock = MagicMock(side_effect=fetch_positions_side_effect)
+
+    default_conf["trading_mode"] = "futures"
+    default_conf["margin_mode"] = "isolated"
+    default_conf["exchange"]["hip3_dexes"] = ["xyz", "vntl", "flx"]
+
+    mocker.patch("freqtrade.exchange.hyperliquid.Hyperliquid.validate_config")
+    exchange = get_patched_exchange(
+        mocker, default_conf, api_mock, exchange="hyperliquid", mock_markets=markets_hip3
+    )
+
+    # Mock super().fetch_positions() to return default positions
+    mocker.patch(f"{EXMS}.fetch_positions", positions_mock)
+
+    positions = exchange.fetch_positions()
+
+    assert log_has_re("Could not fetch positions from HIP-3 .*", caplog)
+
+    # Should have all positions combined (default + HIP-3)
+    assert len(positions) == 3
+    assert any(p["symbol"] == "BTC/USDC:USDC" for p in positions)
+    assert any(p["symbol"] == "XYZ-AAPL/USDC:USDC" for p in positions)
+    assert any(p["symbol"] == "VNTL-SPACEX/USDH:USDH" for p in positions)
+
+    # Verify API calls (xyz + vntl, default is mocked separately)
+    assert positions_mock.call_count == 4
+
+
+def test_hyperliquid_market_is_tradable(default_conf_usdt, mocker, markets_hip3):
+    """Test market_is_tradable filters HIP-3 markets correctly."""
+    default_conf_usdt["stake_currency"] = "USDC"
+    default_conf_usdt["trading_mode"] = "futures"
+    default_conf_usdt["margin_mode"] = "isolated"
+    api_mock = MagicMock()
+    api_mock.load_markets = get_mock_coro(return_value=markets_hip3)
+    api_mock.markets = markets_hip3
+    # Mock parent call - we only want to test hyperliquid specifics here.
+    mocker.patch(f"{EXMS}.market_is_tradable", return_value=True)
+
+    # Test 1: No HIP-3 DEXes configured - only default markets tradable
+    default_conf_usdt["exchange"]["hip3_dexes"] = []
+    exchange = get_patched_exchange(
+        mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
+    )
+
+    assert exchange.market_is_tradable(markets_hip3["BTC/USDC:USDC"]) is True
+    assert exchange.market_is_tradable(markets_hip3["ETH/USDC:USDC"]) is True
+    assert exchange.market_is_tradable(markets_hip3["XYZ-AAPL/USDC:USDC"]) is False
+    assert exchange.market_is_tradable(markets_hip3["XYZ-TSLA/USDC:USDC"]) is False
+    assert exchange.market_is_tradable(markets_hip3["VNTL-SPACEX/USDH:USDH"]) is False
+    assert exchange.market_is_tradable(markets_hip3["FLX-TOKEN/USDC:USDC"]) is False
+
+    # Test 2: Only 'xyz' configured - default + xyz markets tradable
+    default_conf_usdt["exchange"]["hip3_dexes"] = ["xyz"]
+    exchange = get_patched_exchange(
+        mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
+    )
+
+    assert exchange.market_is_tradable(markets_hip3["BTC/USDC:USDC"]) is True
+    assert exchange.market_is_tradable(markets_hip3["ETH/USDC:USDC"]) is True
+    assert exchange.market_is_tradable(markets_hip3["XYZ-AAPL/USDC:USDC"]) is True
+    assert exchange.market_is_tradable(markets_hip3["XYZ-TSLA/USDC:USDC"]) is True
+    assert exchange.market_is_tradable(markets_hip3["VNTL-SPACEX/USDH:USDH"]) is False
+    assert exchange.market_is_tradable(markets_hip3["FLX-TOKEN/USDC:USDC"]) is False
+
+    # Test 3: 'xyz' and 'vntl' configured - default + xyz + vntl markets tradable
+    default_conf_usdt["exchange"]["hip3_dexes"] = ["xyz", "flx"]
+    exchange = get_patched_exchange(
+        mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
+    )
+
+    assert exchange.market_is_tradable(markets_hip3["BTC/USDC:USDC"]) is True
+    assert exchange.market_is_tradable(markets_hip3["ETH/USDC:USDC"]) is True
+    assert exchange.market_is_tradable(markets_hip3["XYZ-AAPL/USDC:USDC"]) is True
+    assert exchange.market_is_tradable(markets_hip3["XYZ-TSLA/USDC:USDC"]) is True
+    assert exchange.market_is_tradable(markets_hip3["VNTL-SPACEX/USDH:USDH"]) is False
+    assert exchange.market_is_tradable(markets_hip3["FLX-TOKEN/USDC:USDC"]) is True
+
+    # Use USDH stake currency to enable VNTL markets
+    default_conf_usdt["exchange"]["hip3_dexes"] = ["vntl"]
+    default_conf_usdt["stake_currency"] = "USDH"
+    exchange = get_patched_exchange(
+        mocker, default_conf_usdt, api_mock, exchange="hyperliquid", mock_markets=False
+    )
+    assert exchange.market_is_tradable(markets_hip3["BTC/USDC:USDC"]) is True
+    assert exchange.market_is_tradable(markets_hip3["ETH/USDC:USDC"]) is True
+    assert exchange.market_is_tradable(markets_hip3["XYZ-AAPL/USDC:USDC"]) is False
+    assert exchange.market_is_tradable(markets_hip3["XYZ-TSLA/USDC:USDC"]) is False
+    assert exchange.market_is_tradable(markets_hip3["VNTL-SPACEX/USDH:USDH"]) is True
+    assert exchange.market_is_tradable(markets_hip3["FLX-TOKEN/USDC:USDC"]) is False

tests/exchange_online/conftest.py

@@ -435,14 +435,13 @@ EXCHANGES = {
         "candle_count": 1000,
         "orderbook_max_entries": 50,
     },
-    # TODO: re-enable htx once certificates work again
-    # "htx": {
-    #     "pair": "ETH/BTC",
-    #     "stake_currency": "BTC",
-    #     "hasQuoteVolume": True,
-    #     "timeframe": "1h",
-    #     "candle_count": 1000,
-    # },
+    "htx": {
+        "pair": "ETH/BTC",
+        "stake_currency": "BTC",
+        "hasQuoteVolume": True,
+        "timeframe": "1h",
+        "candle_count": 1000,
+    },
     "bitvavo": {
         "pair": "BTC/EUR",
         "stake_currency": "EUR",
@@ -523,6 +522,8 @@ EXCHANGES = {
         "candle_count": 5000,
         "orderbook_max_entries": 20,
         "futures_pair": "BTC/USDC:USDC",
+        # Assert that HIP3 pairs are fetched as part of load_markets
+        "futures_alt_pairs": ["XYZ-NVDA/USDC:USDC", "VNTL-ANTHROPIC/USDH:USDH"],
         "hasQuoteVolumeFutures": True,
         "leverage_tiers_public": False,
         "leverage_in_spot_market": False,

tests/exchange_online/test_ccxt_compat.py

@@ -67,12 +67,14 @@ class TestCCXTExchange:
     def test_load_markets_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
         exchange, exchangename = exchange_futures
         pair = EXCHANGES[exchangename]["pair"]
-        pair = EXCHANGES[exchangename].get("futures_pair", pair)
+        pair1 = EXCHANGES[exchangename].get("futures_pair", pair)
+        alternative_pairs = EXCHANGES[exchangename].get("futures_alt_pairs", [])
         markets = exchange.markets
-        assert pair in markets
-        assert isinstance(markets[pair], dict)
+        for pair in [pair1] + alternative_pairs:
+            assert pair in markets, f"Futures pair {pair} not found in markets"
+            assert isinstance(markets[pair], dict)
 
-        assert exchange.market_is_future(markets[pair])
+            assert exchange.market_is_future(markets[pair])
 
     def test_ccxt_order_parse(self, exchange: EXCHANGE_FIXTURE_TYPE):
         exch, exchange_name = exchange
@@ -515,12 +517,13 @@ class TestCCXTExchange:
             for tier in pair_tiers:
                 for key in ["maintenanceMarginRate", "minNotional", "maxNotional", "maxLeverage"]:
                     assert key in tier
-                    assert tier[key] >= 0.0
-                assert tier["maxNotional"] > tier["minNotional"]
+                    # maxNotional can be None (no limit)
+                    assert tier[key] is None or tier[key] >= 0.0
+                assert tier["maxNotional"] is None or tier["maxNotional"] > tier["minNotional"]
                 assert tier["maxLeverage"] <= oldLeverage
                 assert tier["maintenanceMarginRate"] >= oldMaintenanceMarginRate
                 assert tier["minNotional"] > oldminNotional
-                assert tier["maxNotional"] > oldmaxNotional
+                assert tier["maxNotional"] is None or tier["maxNotional"] > oldmaxNotional
                 oldLeverage = tier["maxLeverage"]
                 oldMaintenanceMarginRate = tier["maintenanceMarginRate"]
                 oldminNotional = tier["minNotional"]

tests/persistence/test_db_context.py

@@ -6,19 +6,19 @@ from freqtrade.persistence import FtNoDBContext, PairLocks, Trade
 @pytest.mark.parametrize("timeframe", ["", "5m", "1d"])
 def test_FtNoDBContext(timeframe):
     PairLocks.timeframe = ""
-    assert Trade.use_db is True
-    assert PairLocks.use_db is True
+    assert Trade.use_db
+    assert PairLocks.use_db
     assert PairLocks.timeframe == ""
 
     with FtNoDBContext(timeframe):
-        assert Trade.use_db is False
-        assert PairLocks.use_db is False
+        assert not Trade.use_db
+        assert not PairLocks.use_db
         assert PairLocks.timeframe == timeframe
 
     with FtNoDBContext():
-        assert Trade.use_db is False
-        assert PairLocks.use_db is False
+        assert not Trade.use_db
+        assert not PairLocks.use_db
         assert PairLocks.timeframe == ""
 
-    assert Trade.use_db is True
-    assert PairLocks.use_db is True
+    assert Trade.use_db
+    assert PairLocks.use_db

tests/plugins/test_pairlist.py

@@ -1396,7 +1396,7 @@ def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None
     )
 
     with pytest.raises(
-        OperationalException, match=r"Exchange does not support dynamic whitelist.*"
+        OperationalException, match=r"Exchange .* does not support dynamic whitelist.*"
     ):
         get_patched_freqtradebot(mocker, default_conf)
 
@@ -1410,7 +1410,9 @@ def test_pair_whitelist_not_supported_Spread(mocker, default_conf, tickers) -> N
         exchange_has=MagicMock(return_value=False),
     )
 
-    with pytest.raises(OperationalException, match=r"Exchange does not support fetchTickers, .*"):
+    with pytest.raises(
+        OperationalException, match=r"Exchange .* does not support fetchTickers, .*"
+    ):
         get_patched_freqtradebot(mocker, default_conf)
 
     mocker.patch(f"{EXMS}.exchange_has", MagicMock(return_value=True))

tests/plugins/test_percentchangepairlist.py

@@ -43,9 +43,9 @@ def test_volume_change_pair_list_init_exchange_support(mocker, rpl_config):
 
     with pytest.raises(
         OperationalException,
-        match=r"Exchange does not support dynamic whitelist in this configuration. "
+        match=r"Exchange .* does not support dynamic whitelist in this configuration. "
         r"Please edit your config and either remove PercentChangePairList, "
-        r"or switch to using candles. and restart the bot.",
+        r"or switch to using candles and restart the bot.",
     ):
         get_patched_freqtradebot(mocker, rpl_config)
 

tests/rpc/test_fiat_convert.py

@@ -12,6 +12,14 @@ from freqtrade.util.coin_gecko import FtCoinGeckoApi
 from tests.conftest import log_has, log_has_re
 
 
+@pytest.fixture(autouse=True)
+def reset_singleton_instance():
+    # Reset the singleton instance before each test
+    CryptoToFiatConverter._instances = {}
+    yield
+    CryptoToFiatConverter._instances = {}
+
+
 def test_fiat_convert_is_singleton():
     fiat_convert = CryptoToFiatConverter({"a": 22})
     fiat_convert2 = CryptoToFiatConverter({})

tests/rpc/test_rpc.py

@@ -17,6 +17,7 @@ from tests.conftest import (
     create_mock_trades,
     create_mock_trades_usdt,
     get_patched_freqtradebot,
+    log_has_re,
     patch_get_signal,
 )
 
@@ -230,11 +231,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
 
 def test_rpc_status_table(default_conf, ticker, fee, mocker, time_machine) -> None:
     time_machine.move_to("2024-05-10 11:15:00 +00:00", tick=False)
-    mocker.patch.multiple(
-        "freqtrade.rpc.fiat_convert.FtCoinGeckoApi",
-        get_price=MagicMock(return_value={"bitcoin": {"usd": 15000.0}}),
-    )
-    mocker.patch("freqtrade.rpc.rpc.CryptoToFiatConverter._find_price", return_value=15000.0)
+
     mocker.patch("freqtrade.rpc.telegram.Telegram", MagicMock())
     mocker.patch.multiple(
         EXMS,
@@ -279,6 +276,8 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker, time_machine) -> No
     # Test with fiat convert
     rpc._config["fiat_display_currency"] = "USD"
     rpc._fiat_converter = CryptoToFiatConverter({})
+    mocker.patch.object(rpc._fiat_converter, "get_price", return_value=15000.0)
+
     result, headers, fiat_profit_sum, total_sum = rpc._rpc_status_table(
         default_conf["stake_currency"], "USD"
     )
@@ -447,7 +446,6 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
 
 
 def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
-    mocker.patch("freqtrade.rpc.rpc.CryptoToFiatConverter._find_price", return_value=1.1)
     mocker.patch("freqtrade.rpc.telegram.Telegram", MagicMock())
     mocker.patch.multiple(
         EXMS,
@@ -461,6 +459,7 @@ def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
 
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter({})
+    mocker.patch.object(rpc._fiat_converter, "get_price", return_value=1.1)
 
     res = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
     assert res["trade_count"] == 0
@@ -505,7 +504,7 @@ def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
     assert isnan(stats["profit_all_coin"])
 
 
-def test_rpc_balance_handle_error(default_conf, mocker):
+def test_rpc_balance_handle_error(default_conf, mocker, caplog):
     mock_balance = {
         "BTC": {
             "free": 10.0,
@@ -519,35 +518,73 @@ def test_rpc_balance_handle_error(default_conf, mocker):
         },
     }
     # ETH will be skipped due to mocked Error below
+    mock_pos = [
+        {
+            "symbol": "ADA/USDT:USDT",
+            "timestamp": None,
+            "datetime": None,
+            "initialMargin": 20,
+            "initialMarginPercentage": None,
+            "maintenanceMargin": 0.0,
+            "maintenanceMarginPercentage": 0.005,
+            "entryPrice": 0.0,
+            "notional": 10.0,
+            "leverage": 5.0,
+            "unrealizedPnl": 0.0,
+            "contracts": 1.0,
+            "contractSize": 1,
+            "marginRatio": None,
+            "liquidationPrice": 0.0,
+            "markPrice": 2896.41,
+            # Collateral is in USDT - and can be higher than position size in cross mode
+            "collateral": 50,
+            "marginType": "cross",
+            "side": "short",
+            "percentage": None,
+        }
+    ]
 
-    mocker.patch.multiple(
-        "freqtrade.rpc.fiat_convert.FtCoinGeckoApi",
-        get_price=MagicMock(return_value={"bitcoin": {"usd": 15000.0}}),
-    )
-    mocker.patch("freqtrade.rpc.rpc.CryptoToFiatConverter._find_price", return_value=15000.0)
     mocker.patch("freqtrade.rpc.telegram.Telegram", MagicMock())
     mocker.patch.multiple(
         EXMS,
         get_balances=MagicMock(return_value=mock_balance),
+        fetch_positions=MagicMock(return_value=mock_pos),
         get_tickers=MagicMock(side_effect=TemporaryError("Could not load ticker due to xxx")),
     )
-
+    default_conf["trading_mode"] = "futures"
+    default_conf["margin_mode"] = "isolated"
+    default_conf["dry_run"] = False
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter({})
+    mocker.patch.object(rpc._fiat_converter, "get_price", return_value=15000.0)
     res = rpc._rpc_balance(default_conf["stake_currency"], default_conf["fiat_display_currency"])
     assert res["stake"] == "BTC"
 
-    assert len(res["currencies"]) == 1
+    assert len(res["currencies"]) == 3
     assert res["currencies"][0]["currency"] == "BTC"
-    # ETH has not been converted.
-    assert all(currency["currency"] != "ETH" for currency in res["currencies"])
+    curr_ETH = next(currency for currency in res["currencies"] if currency["currency"] == "ETH")
+    # coins are part of the result, but were not converted
+    assert curr_ETH is not None
+    assert curr_ETH["currency"] == "ETH"
+    assert curr_ETH["est_stake"] == 0
+    curr_ADA = next(
+        currency for currency in res["currencies"] if currency["currency"] == "ADA/USDT:USDT"
+    )
+    assert curr_ADA is not None
+    assert curr_ADA["currency"] == "ADA/USDT:USDT"
+    # Fall back to collateral value when rate not available
+    assert curr_ADA["est_stake"] == 20
+
+    assert log_has_re(r"Error .* getting rate for futures ADA.*", caplog)
+    assert log_has_re(r"Error .* getting rate for ETH.*", caplog)
 
 
 @pytest.mark.parametrize("proxy_coin", [None, "BNFCR"])
 @pytest.mark.parametrize("margin_mode", ["isolated", "cross"])
-def test_rpc_balance_handle(default_conf_usdt, mocker, tickers, proxy_coin, margin_mode):
+@pytest.mark.parametrize("is_short", [True, False])
+def test_rpc_balance_handle(default_conf_usdt, mocker, tickers, proxy_coin, margin_mode, is_short):
     mock_balance = {
         "BTC": {
             "free": 0.01,
@@ -572,6 +609,8 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers, proxy_coin, marg
             "used": 5.0,
         },
     }
+    # Fake ADA response
+    tickers.return_value["ADA/USDT"] = tickers.return_value["ETH/USDT"]
     if proxy_coin:
         default_conf_usdt["proxy_coin"] = proxy_coin
         mock_balance[proxy_coin] = {
@@ -580,12 +619,13 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers, proxy_coin, marg
             "used": 0.0,
         }
 
+    # Current ADA price based on Tickers is 530.21 USDT
     mock_pos = [
         {
-            "symbol": "ETH/USDT:USDT",
+            "symbol": "ADA/USDT:USDT",
             "timestamp": None,
             "datetime": None,
-            "initialMargin": 20,
+            "initialMargin": 50,
             "initialMarginPercentage": None,
             "maintenanceMargin": 0.0,
             "maintenanceMarginPercentage": 0.005,
@@ -593,24 +633,19 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers, proxy_coin, marg
             "notional": 10.0,
             "leverage": 5.0,
             "unrealizedPnl": 0.0,
-            "contracts": 1.0,
+            "contracts": 0.48,
             "contractSize": 1,
             "marginRatio": None,
             "liquidationPrice": 0.0,
-            "markPrice": 2896.41,
+            "markPrice": 520,  # Entry price ...
             # Collateral is in USDT - and can be higher than position size in cross mode
-            "collateral": 50,
+            "collateral": 100,
             "marginType": "cross",
-            "side": "short",
+            "side": "short" if is_short else "long",
             "percentage": None,
         }
     ]
 
-    mocker.patch.multiple(
-        "freqtrade.rpc.fiat_convert.FtCoinGeckoApi",
-        get_price=MagicMock(return_value={"bitcoin": {"usd": 1.2}}),
-    )
-    mocker.patch("freqtrade.rpc.rpc.CryptoToFiatConverter._find_price", return_value=1.2)
     mocker.patch("freqtrade.rpc.telegram.Telegram", MagicMock())
     mocker.patch.multiple(
         EXMS,
@@ -621,6 +656,7 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers, proxy_coin, marg
         get_valid_pair_combination=MagicMock(
             side_effect=lambda a, b: [f"{b}/{a}" if a == "USDT" else f"{a}/{b}"]
         ),
+        _contracts_to_amount=MagicMock(side_effect=lambda c, cs: cs),
     )
     default_conf_usdt["dry_run"] = False
     default_conf_usdt["trading_mode"] = "futures"
@@ -629,15 +665,21 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers, proxy_coin, marg
     patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter({})
-
+    mocker.patch.object(rpc._fiat_converter, "get_price", return_value=1.2)
+    mocker.patch(
+        "freqtrade.persistence.trade_model.Trade.get_open_trades",
+        return_value=[
+            MagicMock(pair="ADA/USDT:USDT", safe_base_currency="ADA"),
+        ],
+    )
     result = rpc._rpc_balance(
         default_conf_usdt["stake_currency"], default_conf_usdt["fiat_display_currency"]
     )
 
-    assert tickers.call_count == 4 if not proxy_coin else 6
+    assert tickers.call_count == (7 if proxy_coin and margin_mode != "cross" else 5)
     assert tickers.call_args_list[0][1]["cached"] is True
     # Testing futures - so we should get spot tickers
-    assert tickers.call_args_list[-1][1]["market_type"] == "spot"
+    tickers.assert_any_call(symbols=None, cached=True, market_type=TradingMode.SPOT)
     assert "USD" == result["symbol"]
     expected_curr = [
         {
@@ -697,15 +739,15 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers, proxy_coin, marg
             "is_position": False,
         },
         {
-            "currency": "ETH/USDT:USDT",
+            "currency": "ADA/USDT:USDT",
             "free": 0,
             "balance": 0,
             "used": 0,
-            "position": 10.0,
-            "est_stake": 20,
-            "est_stake_bot": 20,
+            "position": 0.48,
+            "est_stake": pytest.approx(45.4992 if is_short else 54.5008),
+            "est_stake_bot": pytest.approx(45.4992 if is_short else 54.5008),
             "stake": "USDT",
-            "side": "short",
+            "side": "short" if is_short else "long",
             "is_bot_managed": True,
             "is_position": True,
         },
@@ -765,18 +807,105 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers, proxy_coin, marg
 
     assert result["currencies"] == expected_curr
     if proxy_coin and margin_mode == "cross":
-        assert pytest.approx(result["total_bot"]) == 1505.0
-        assert pytest.approx(result["total"]) == 2186.6972  # ETH stake is missing.
+        # only USDT and ADA position are bot-managed
+        assert pytest.approx(result["total_bot"]) == (1530.4992 if is_short else 1539.5008)
+        assert pytest.approx(result["total"]) == (2212.19640 if is_short else 2221.198)
         assert result["starting_capital"] == 1500 * default_conf_usdt["tradable_balance_ratio"]
-        assert result["starting_capital_ratio"] == pytest.approx(0.013468013468013407)
+        assert result["starting_capital_ratio"] == pytest.approx(
+            0.03063919 if is_short else 0.03670087
+        )
     else:
-        assert pytest.approx(result["total_bot"]) == 69.5
-        assert pytest.approx(result["total"]) == 686.6972  # ETH stake is missing.
+        # only USDT and ADA position are bot-managed
+        assert pytest.approx(result["total_bot"]) == (94.9992 if is_short else 104.0008)
+        assert pytest.approx(result["total"]) == (712.1964 if is_short else 721.1980)
         assert result["starting_capital"] == 50 * default_conf_usdt["tradable_balance_ratio"]
-        assert result["starting_capital_ratio"] == pytest.approx(0.4040404)
+        assert result["starting_capital_ratio"] == pytest.approx(0.919175 if is_short else 1.101026)
     assert pytest.approx(result["value"]) == result["total"] * 1.2
 
 
+def test_rpc_balance_futures(default_conf_usdt, mocker):
+    """Validate est_stake (equity) calculation for both short and long positions.
+
+    Short scenario:
+    - collateral = 100, leverage = 2, position = 2, rate = 50
+    - open_value = 200, current_value = 100 -> unlevered PnL = 100
+    - equity = collateral + PnL = 200
+
+    Long scenario:
+    - collateral = 150, leverage = 3, position = 3, rate = 200
+    - open_value = 450, current_value = 600 -> unlevered PnL = 150
+    - equity = collateral + PnL = 300
+    """
+    from freqtrade.wallets import PositionWallet, Wallet
+
+    mock_balance = {"USDT": {"free": 1000.0, "total": 1000.0, "used": 0.0}}
+
+    # Patch exchange and wallets with different rates per base currency
+    def _rate(base, stake):
+        if base == "FOO":
+            return 50.0
+        if base == "BAR":
+            return 200.0
+        return None
+
+    mocker.patch.multiple(
+        EXMS,
+        validate_trading_mode_and_margin_mode=MagicMock(),
+        get_balances=MagicMock(return_value=mock_balance),
+        get_tickers=MagicMock(return_value={}),
+        get_conversion_rate=MagicMock(side_effect=_rate),
+        get_pair_base_currency=MagicMock(side_effect=lambda pair: pair.split("/")[0]),
+    )
+
+    default_conf_usdt["dry_run"] = False
+    default_conf_usdt["trading_mode"] = "futures"
+    default_conf_usdt["margin_mode"] = "isolated"
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
+
+    # Create a short and a long position wallet directly to avoid depending on position parsing
+    short_pos = PositionWallet(
+        symbol="FOO/USDT:USDT",
+        position=2.0,
+        leverage=2.0,
+        collateral=100.0,
+        side="short",
+    )
+    long_pos = PositionWallet(
+        symbol="BAR/USDT:USDT",
+        position=3.0,
+        leverage=3.0,
+        collateral=150.0,
+        side="long",
+    )
+
+    mocker.patch.multiple(
+        freqtradebot.wallets,
+        get_all_positions=MagicMock(
+            return_value={short_pos.symbol: short_pos, long_pos.symbol: long_pos}
+        ),
+        get_all_balances=MagicMock(return_value={"USDT": Wallet("USDT", 1000.0, 1000.0, 0.0)}),
+    )
+
+    rpc = RPC(freqtradebot)
+    result = rpc._rpc_balance(
+        default_conf_usdt["stake_currency"], default_conf_usdt["fiat_display_currency"]
+    )
+
+    pos_short = next(c for c in result["currencies"] if c["currency"] == short_pos.symbol)
+    pos_long = next(c for c in result["currencies"] if c["currency"] == long_pos.symbol)
+
+    assert pos_short["est_stake"] == 200.0
+    assert pos_long["est_stake"] == 300.0
+    assert result["total"] == 1500.0
+    assert result["total_bot"] == 1490.0
+    assert result["value_bot"] == 0  # No fiat conversion
+    stake_pos = result["currencies"][0]
+    assert stake_pos["currency"] == "USDT"
+    assert stake_pos["est_stake_bot"] == 990.0
+    assert stake_pos["bot_owned"] == 990.0
+
+
 def test_rpc_start(mocker, default_conf) -> None:
     mocker.patch("freqtrade.rpc.telegram.Telegram", MagicMock())
     mocker.patch.multiple(EXMS, fetch_ticker=MagicMock())

tests/rpc/test_rpc_apiserver.py

@@ -1199,6 +1199,11 @@ def test_api_logs(botclient):
                 "winrate": 0.0,
                 "expectancy": -0.0033695635,
                 "expectancy_ratio": -1.0,
+                "cagr": -0.0024567404889381805,
+                "calmar": -1910.497317469542,
+                "sharpe": -58.138247358830355,
+                "sortino": -58.138247358830355,
+                "sqn": -1.5215,
                 "trading_volume": 75.945,
             },
         ),
@@ -1231,6 +1236,11 @@ def test_api_logs(botclient):
                 "winrate": 1.0,
                 "expectancy": 0.0003695635,
                 "expectancy_ratio": 100,
+                "cagr": 0.0002698167695580622,
+                "calmar": -100.0,
+                "sharpe": 65.81269184917424,
+                "sortino": -100.0,
+                "sqn": 1.7224,
                 "trading_volume": 75.945,
             },
         ),
@@ -1263,6 +1273,11 @@ def test_api_logs(botclient):
                 "winrate": 0.5,
                 "expectancy": -0.0027145635000000003,
                 "expectancy_ratio": -0.48612137582114445,
+                "cagr": -0.0019796559404918757,
+                "calmar": -1857.4671689202785,
+                "sharpe": -36.14602907243071,
+                "sortino": -100.0,
+                "sqn": -0.946,
                 "trading_volume": 75.945,
             },
         ),
@@ -1326,6 +1341,11 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
         "winrate": expected["winrate"],
         "expectancy": expected["expectancy"],
         "expectancy_ratio": expected["expectancy_ratio"],
+        "sharpe": expected["sharpe"],
+        "sortino": expected["sortino"],
+        "sqn": expected["sqn"],
+        "calmar": expected["calmar"],
+        "cagr": expected["cagr"],
         "max_drawdown": ANY,
         "max_drawdown_abs": ANY,
         "max_drawdown_start": ANY,
@@ -1911,16 +1931,34 @@ def gen_annotation_params():
         "width": 2,
         "line_style": "dashed",
     }
+    point_annotation = {
+        "type": "point",
+        "x": "2024-01-01 15:30:00",
+        "y": 97000,
+        "color": "",
+        "label": "some label",
+        "size": 10,
+        "shape": "circle",
+    }
 
     line_wrong = deepcopy(line_annotation)
     line_wrong["line_style"] = "dashed2222"
+    point_wrong = deepcopy(point_annotation)
+    point_wrong["shape"] = "circle2222"
+    # annotations / expected
     return [
         ([area_annotation], [area_annotation]),  # Only area
         ([line_annotation], [line_annotation]),  # Only line
-        ([area_annotation, line_annotation], [area_annotation, line_annotation]),  # Both together
+        ([point_annotation], [point_annotation]),  # Only point
+        ([area_annotation, line_annotation], [area_annotation, line_annotation]),  # mark and line
+        (
+            [area_annotation, line_annotation, point_annotation],
+            [area_annotation, line_annotation, point_annotation],
+        ),  # all together
         ([], []),  # Empty
         ([line_wrong], []),  # Invalid line
         ([area_annotation, line_wrong], [area_annotation]),  # Invalid line
+        ([point_wrong], []),  # Invalid point
     ]
 
 
@@ -2488,6 +2526,7 @@ def test_api_plot_config(botclient, mocker, tmp_path):
 def test_api_strategies(botclient, tmp_path):
     ftbot, client = botclient
     ftbot.config["user_data_dir"] = tmp_path
+    ftbot.config["runmode"] = RunMode.WEBSERVER
 
     rc = client_get(client, f"{BASE_URI}/strategies")
 
@@ -2513,15 +2552,18 @@ def test_api_strategies(botclient, tmp_path):
 
 
 def test_api_strategy(botclient, tmp_path, mocker):
-    _ftbot, client = botclient
-    _ftbot.config["user_data_dir"] = tmp_path
+    ftbot, client = botclient
+    ftbot.config["user_data_dir"] = tmp_path
+    ftbot.config["runmode"] = RunMode.WEBSERVER
 
     rc = client_get(client, f"{BASE_URI}/strategy/{CURRENT_TEST_STRATEGY}")
 
     assert_response(rc)
     assert rc.json()["strategy"] == CURRENT_TEST_STRATEGY
 
-    data = (Path(__file__).parents[1] / "strategy/strats/strategy_test_v3.py").read_text()
+    data = (Path(__file__).parents[1] / "strategy/strats/strategy_test_v3.py").read_text(
+        encoding="utf-8"
+    )
     assert rc.json()["code"] == data
 
     rc = client_get(client, f"{BASE_URI}/strategy/NoStrat")
@@ -2541,6 +2583,7 @@ def test_api_strategy(botclient, tmp_path, mocker):
 
 def test_api_exchanges(botclient):
     _ftbot, client = botclient
+    _ftbot.config["runmode"] = RunMode.WEBSERVER
 
     rc = client_get(client, f"{BASE_URI}/exchanges")
     assert_response(rc)
@@ -2554,6 +2597,7 @@ def test_api_exchanges(botclient):
         "valid": True,
         "supported": True,
         "comment": "",
+        "comment_futures": ANY,
         "dex": False,
         "is_alias": False,
         "alias_for": None,
@@ -2571,6 +2615,7 @@ def test_api_exchanges(botclient):
         "supported": False,
         "dex": False,
         "comment": "",
+        "comment_futures": ANY,
         "is_alias": False,
         "alias_for": None,
         "trade_modes": [{"trading_mode": "spot", "margin_mode": ""}],
@@ -2583,6 +2628,7 @@ def test_api_exchanges(botclient):
         "supported": False,
         "dex": True,
         "comment": ANY,
+        "comment_futures": ANY,
         "is_alias": False,
         "alias_for": None,
         "trade_modes": [{"trading_mode": "spot", "margin_mode": ""}],
@@ -2592,6 +2638,7 @@ def test_api_exchanges(botclient):
 def test_list_hyperoptloss(botclient, tmp_path):
     ftbot, client = botclient
     ftbot.config["user_data_dir"] = tmp_path
+    ftbot.config["runmode"] = RunMode.WEBSERVER
 
     rc = client_get(client, f"{BASE_URI}/hyperoptloss")
     assert_response(rc)
@@ -2608,6 +2655,8 @@ def test_list_hyperoptloss(botclient, tmp_path):
 def test_api_freqaimodels(botclient, tmp_path, mocker):
     ftbot, client = botclient
     ftbot.config["user_data_dir"] = tmp_path
+    ftbot.config["runmode"] = RunMode.WEBSERVER
+
     mocker.patch(
         "freqtrade.resolvers.freqaimodel_resolver.FreqaiModelResolver.search_all_objects",
         return_value=[
@@ -2779,6 +2828,7 @@ def test_api_pairlists_evaluate(botclient, tmp_path, mocker):
 
 def test_list_available_pairs(botclient):
     ftbot, client = botclient
+    ftbot.config["runmode"] = RunMode.WEBSERVER
 
     rc = client_get(client, f"{BASE_URI}/available_pairs")
 

tests/rpc/test_rpc_telegram.py

@@ -119,7 +119,7 @@ class DummyCls(Telegram):
         raise Exception("test")
 
 
-def get_telegram_testobject(mocker, default_conf, mock=True, ftbot=None):
+def get_telegram_testobject(mocker, default_conf, mock=True, ftbot=None, mock_fiat=True):
     msg_mock = AsyncMock()
     if mock:
         mocker.patch.multiple(
@@ -131,6 +131,9 @@ def get_telegram_testobject(mocker, default_conf, mock=True, ftbot=None):
     if not ftbot:
         ftbot = get_patched_freqtradebot(mocker, default_conf)
     rpc = RPC(ftbot)
+    if rpc._fiat_converter is not None and mock_fiat:
+        mocker.patch.object(rpc._fiat_converter, "get_price", return_value=1.1)
+
     telegram = Telegram(rpc, default_conf)
     telegram._loop = MagicMock()
     patch_eventloop_threading(telegram)
@@ -667,7 +670,6 @@ async def test_status_table_handle(default_conf, update, ticker, fee, mocker) ->
 
 
 async def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time_machine) -> None:
-    mocker.patch("freqtrade.rpc.rpc.CryptoToFiatConverter._find_price", return_value=1.1)
     mocker.patch.multiple(
         EXMS,
         fetch_ticker=ticker,
@@ -750,7 +752,6 @@ async def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
 
 async def test_weekly_handle(default_conf_usdt, update, ticker, fee, mocker, time_machine) -> None:
     default_conf_usdt["max_open_trades"] = 1
-    mocker.patch("freqtrade.rpc.rpc.CryptoToFiatConverter._find_price", return_value=1.1)
     mocker.patch.multiple(
         EXMS,
         fetch_ticker=ticker,
@@ -821,7 +822,6 @@ async def test_weekly_handle(default_conf_usdt, update, ticker, fee, mocker, tim
 
 async def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, time_machine) -> None:
     default_conf_usdt["max_open_trades"] = 1
-    mocker.patch("freqtrade.rpc.rpc.CryptoToFiatConverter._find_price", return_value=1.1)
     mocker.patch.multiple(
         EXMS,
         fetch_ticker=ticker,
@@ -903,7 +903,6 @@ async def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, ti
 async def test_telegram_profit_handle(
     default_conf_usdt, update, ticker_usdt, ticker_sell_up, fee, limit_sell_order_usdt, mocker
 ) -> None:
-    mocker.patch("freqtrade.rpc.rpc.CryptoToFiatConverter._find_price", return_value=1.1)
     mocker.patch.multiple(
         EXMS,
         fetch_ticker=ticker_usdt,
@@ -983,7 +982,6 @@ async def test_telegram_profit_long_short_handle(
     is consistent with /profit, covering both no trades and trades present cases.
     """
 
-    mocker.patch("freqtrade.rpc.rpc.CryptoToFiatConverter._find_price", return_value=1.1)
     mocker.patch.multiple(EXMS, fetch_ticker=ticker_usdt, get_fee=fee)
     telegram, _freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
 
@@ -1062,7 +1060,6 @@ async def test_telegram_profit_long_short_handle(
 
 @pytest.mark.parametrize("is_short", [True, False])
 async def test_telegram_stats(default_conf, update, ticker, fee, mocker, is_short) -> None:
-    mocker.patch("freqtrade.rpc.rpc.CryptoToFiatConverter._find_price", return_value=15000.0)
     mocker.patch.multiple(
         EXMS,
         fetch_ticker=ticker,
@@ -1158,7 +1155,7 @@ async def test_telegram_balance_handle_futures(
             "percentage": None,
         },
         {
-            "symbol": "XRP/USDT:USDT",
+            "symbol": "ADA/USDT:USDT",
             "timestamp": None,
             "datetime": None,
             "initialMargin": 0.0,
@@ -1184,9 +1181,17 @@ async def test_telegram_balance_handle_futures(
     mocker.patch(f"{EXMS}.fetch_positions", return_value=mock_pos)
     mocker.patch(f"{EXMS}.get_tickers", tickers)
     mocker.patch(f"{EXMS}.get_valid_pair_combination", side_effect=lambda a, b: [f"{a}/{b}"])
+    mocker.patch(f"{EXMS}.get_conversion_rate", return_value=3200)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
     patch_get_signal(freqtradebot)
+    mocker.patch(
+        "freqtrade.persistence.trade_model.Trade.get_open_trades",
+        return_value=[
+            MagicMock(pair="ETH/USDT:USDT", safe_base_currency="ETH"),
+            MagicMock(pair="ADA/USDT:USDT", safe_base_currency="ADA"),
+        ],
+    )
 
     await telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -1194,7 +1199,7 @@ async def test_telegram_balance_handle_futures(
 
     assert "ETH/USDT:USDT" in result
     assert "`short: 10" in result
-    assert "XRP/USDT:USDT" in result
+    assert "ADA/USDT:USDT" in result
 
 
 async def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
@@ -1341,7 +1346,6 @@ async def test_reload_config_handle(default_conf, update, mocker) -> None:
 async def test_telegram_forceexit_handle(
     default_conf, update, ticker, fee, ticker_sell_up, mocker
 ) -> None:
-    mocker.patch("freqtrade.rpc.rpc.CryptoToFiatConverter._find_price", return_value=15000.0)
     msg_mock = mocker.patch("freqtrade.rpc.telegram.Telegram.send_msg", MagicMock())
     mocker.patch("freqtrade.rpc.telegram.Telegram._init", MagicMock())
     patch_exchange(mocker)
@@ -1411,9 +1415,6 @@ async def test_telegram_forceexit_handle(
 async def test_telegram_force_exit_down_handle(
     default_conf, update, ticker, fee, ticker_sell_down, mocker
 ) -> None:
-    mocker.patch(
-        "freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price", return_value=15000.0
-    )
     msg_mock = mocker.patch("freqtrade.rpc.telegram.Telegram.send_msg", MagicMock())
     mocker.patch("freqtrade.rpc.telegram.Telegram._init", MagicMock())
     patch_exchange(mocker)
@@ -1484,9 +1485,6 @@ async def test_telegram_force_exit_down_handle(
 
 async def test_forceexit_all_handle(default_conf, update, ticker, fee, mocker) -> None:
     patch_exchange(mocker)
-    mocker.patch(
-        "freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price", return_value=15000.0
-    )
     msg_mock = mocker.patch("freqtrade.rpc.telegram.Telegram.send_msg", MagicMock())
     mocker.patch("freqtrade.rpc.telegram.Telegram._init", MagicMock())
     patch_whitelist(mocker, default_conf)
@@ -1549,10 +1547,6 @@ async def test_forceexit_all_handle(default_conf, update, ticker, fee, mocker) -
 
 
 async def test_forceexit_handle_invalid(default_conf, update, mocker) -> None:
-    mocker.patch(
-        "freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price", return_value=15000.0
-    )
-
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
     patch_get_signal(freqtradebot)
 
@@ -1630,8 +1624,6 @@ async def test_force_exit_no_pair(default_conf, update, ticker, fee, mocker) ->
 
 
 async def test_force_enter_handle(default_conf, update, mocker) -> None:
-    mocker.patch("freqtrade.rpc.rpc.CryptoToFiatConverter._find_price", return_value=15000.0)
-
     fbuy_mock = MagicMock(return_value=None)
     mocker.patch("freqtrade.rpc.rpc.RPC._rpc_force_entry", fbuy_mock)
 
@@ -1663,8 +1655,6 @@ async def test_force_enter_handle(default_conf, update, mocker) -> None:
 
 
 async def test_force_enter_handle_exception(default_conf, update, mocker) -> None:
-    mocker.patch("freqtrade.rpc.rpc.CryptoToFiatConverter._find_price", return_value=15000.0)
-
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
     patch_get_signal(freqtradebot)
 
@@ -1675,10 +1665,7 @@ async def test_force_enter_handle_exception(default_conf, update, mocker) -> Non
 
 
 async def test_force_enter_no_pair(default_conf, update, mocker) -> None:
-    mocker.patch("freqtrade.rpc.rpc.CryptoToFiatConverter._find_price", return_value=15000.0)
-
-    fbuy_mock = MagicMock(return_value=None)
-    mocker.patch("freqtrade.rpc.rpc.RPC._rpc_force_entry", fbuy_mock)
+    fbuy_mock = mocker.patch("freqtrade.rpc.rpc.RPC._rpc_force_entry", return_value=None)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
@@ -2241,7 +2228,9 @@ def test_send_msg_enter_notification(
         "analyzed_candle": {"open": 1.1, "high": 2.2, "low": 1.0, "close": 1.5},
         "open_date": dt_now() + timedelta(hours=-1),
     }
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(
+        mocker, default_conf, mock_fiat=False
+    )
 
     telegram.send_msg(msg)
     leverage_text = f" ({leverage:.3g}x)" if leverage and leverage != 1.0 else ""
@@ -2347,7 +2336,7 @@ def test_send_msg_entry_fill_notification(
     default_conf, mocker, message_type, entered, enter_signal, leverage
 ) -> None:
     default_conf["telegram"]["notification_settings"]["entry_fill"] = "on"
-    telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
+    telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf, mock_fiat=False)
 
     telegram.send_msg(
         {

tests/strategy/strats/strategy_test_v2.py

@@ -14,6 +14,16 @@ class StrategyTestV2(IStrategy):
     Please look at the SampleStrategy in the user_data/strategy directory
     or strategy repository https://github.com/freqtrade/freqtrade-strategies
     for samples and inspiration.
+
+    ---
+
+    Some test asian characters.
+    Ensures that unicode characters are handled correctly when reading strategy files.
+    Otherwise this may break on windows systems.
+    All roughly translate to "hello world".
+        chinese string: "你好世界"
+        korean string: "안녕하세요,세계"
+        japanese string: "こんにちは、世界"
     """
 
     INTERFACE_VERSION = 2