initial concept

freqtrade/exchange/binance.py

@@ -59,6 +59,7 @@ class Binance(Exchange):
             "BNFCR": "USDC",
             "BFUSD": "USDT",
         },
+        "delivery_column": "deliveryDate",
     }
 
     _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [

freqtrade/exchange/exchange.py

@@ -3911,3 +3911,26 @@ class Exchange:
             # describes the min amt for a tier, and the lowest tier will always go down to 0
         else:
             raise ExchangeError(f"Cannot get maintenance ratio using {self.name}")
+
+    def check_delivery_time(self, pair: str) -> int:
+        """
+        Check if the futures contract is a delivery contract
+        :param pair: Market symbol
+        :return: True if the contract is a delivery contract, False otherwise
+        """
+        if self.trading_mode != TradingMode.FUTURES:
+            return 0
+
+        column_to_check = self._ft_has.get("delivery_column", "")
+
+        logger.info(f"Checking delivery time at {column_to_check}")
+
+        delivery_time = self.markets.get(pair, {}).get("info", {}).get(column_to_check, None)
+        if delivery_time is not None:
+            if isinstance(delivery_time, str) and (delivery_time != ""):
+                delivery_time = int(delivery_time)
+
+            return delivery_time
+        # if "delivery" in market and market["delivery"] is not None:
+        #     return True
+        return 0

freqtrade/freqtradebot.py

@@ -661,6 +661,15 @@ class FreqtradeBot(LoggingMixin):
         """
         logger.debug(f"create_trade for pair {pair}")
 
+        delivery_time = self.exchange.check_delivery_time(pair)
+        if delivery_time:
+            delivery_date = dt_from_ts(delivery_time)
+            logger.info(
+                f"Pair {pair} has a delivery time of "
+                f"{delivery_date.strftime(constants.DATETIME_PRINT_FORMAT)}. Skipping."
+            )
+            return False
+
         analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe)
         nowtime = analyzed_df.iloc[-1]["date"] if len(analyzed_df) > 0 else None