Merge branch 'freqtrade:develop' into main-stash

.github/dependabot.yml

@@ -2,7 +2,7 @@ version: 2
 updates:
 - package-ecosystem: docker
   cooldown:
-    default-days: 4
+    default-days: 7
   directories:
     - "/"
     - "/docker"
@@ -16,7 +16,7 @@ updates:
 - package-ecosystem: devcontainers
   directory: "/"
   cooldown:
-    default-days: 4
+    default-days: 7
   schedule:
     interval: daily
   open-pull-requests-limit: 10
@@ -24,7 +24,7 @@ updates:
 - package-ecosystem: pip
   directory: "/"
   cooldown:
-    default-days: 4
+    default-days: 7
     exclude:
       - ccxt
   schedule:
@@ -51,7 +51,7 @@ updates:
 - package-ecosystem: "github-actions"
   directory: "/"
   cooldown:
-    default-days: 4
+    default-days: 7
   schedule:
     interval: "weekly"
   open-pull-requests-limit: 10

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

@@ -15,7 +15,7 @@ jobs:
     environment:
       name: develop
     steps:
-    - uses: actions/checkout@v5
+    - uses: actions/checkout@v6.0.0
       with:
         persist-credentials: false
 
@@ -34,7 +34,7 @@ jobs:
       run: python build_helpers/binance_update_lev_tiers.py
 
 
-    - uses: peter-evans/create-pull-request@271a8d0340265f705b14b6d32b9829c1cb33d45e # v7.0.8
+    - uses: peter-evans/create-pull-request@84ae59a2cdc2258d6fa0732dd66352dddae2a412 # v7.0.9
       with:
         token: ${{ secrets.REPO_SCOPED_TOKEN }}
         add-paths: freqtrade/exchange/binance_leverage_tiers.json

.github/workflows/ci.yml

@@ -28,7 +28,7 @@ jobs:
         python-version: ["3.11", "3.12", "3.13"]
 
     steps:
-    - uses: actions/checkout@v5
+    - uses: actions/checkout@v6.0.0
       with:
         persist-credentials: false
 
@@ -38,7 +38,7 @@ jobs:
         python-version: ${{ matrix.python-version }}
 
     - name: Install uv
-      uses: astral-sh/setup-uv@85856786d1ce8acfbcc2f13a5f3fbd6b938f9f41 # v7.1.2
+      uses: astral-sh/setup-uv@1e862dfacbd1d6d858c55d9b792c756523627244 # v7.1.4
       with:
         activate-environment: true
         enable-cache: true
@@ -177,7 +177,7 @@ jobs:
     name: "Mypy Version Check"
     runs-on: ubuntu-24.04
     steps:
-    - uses: actions/checkout@v5
+    - uses: actions/checkout@v6.0.0
       with:
         persist-credentials: false
 
@@ -195,7 +195,7 @@ jobs:
     name: "Pre-commit checks"
     runs-on: ubuntu-22.04
     steps:
-    - uses: actions/checkout@v5
+    - uses: actions/checkout@v6.0.0
       with:
         persist-credentials: false
 
@@ -208,7 +208,7 @@ jobs:
     name: "Documentation build"
     runs-on: ubuntu-22.04
     steps:
-    - uses: actions/checkout@v5
+    - uses: actions/checkout@v6.0.0
       with:
         persist-credentials: false
 
@@ -240,7 +240,7 @@ jobs:
     name: "Tests and Linting - Online tests"
     runs-on: ubuntu-24.04
     steps:
-    - uses: actions/checkout@v5
+    - uses: actions/checkout@v6.0.0
       with:
         persist-credentials: false
 
@@ -250,7 +250,7 @@ jobs:
         python-version: "3.12"
 
     - name: Install uv
-      uses: astral-sh/setup-uv@85856786d1ce8acfbcc2f13a5f3fbd6b938f9f41 # v7.1.2
+      uses: astral-sh/setup-uv@1e862dfacbd1d6d858c55d9b792c756523627244 # v7.1.4
       with:
         activate-environment: true
         enable-cache: true
@@ -320,7 +320,7 @@ jobs:
       with:
         jobs: ${{ toJSON(needs) }}
 
-    - uses: actions/checkout@v5
+    - uses: actions/checkout@v6.0.0
       with:
         persist-credentials: false
 
@@ -367,7 +367,7 @@ jobs:
       id-token: write
 
     steps:
-    - uses: actions/checkout@v5
+    - uses: actions/checkout@v6.0.0
       with:
         persist-credentials: false
 
@@ -396,7 +396,7 @@ jobs:
       id-token: write
 
     steps:
-    - uses: actions/checkout@v5
+    - uses: actions/checkout@v6.0.0
       with:
         persist-credentials: false
 

.github/workflows/deploy-docs.yml

@@ -19,7 +19,7 @@ jobs:
     name: Deploy Docs through mike
     runs-on: ubuntu-latest
     steps:
-      - uses: actions/checkout@v5
+      - uses: actions/checkout@v6.0.0
         with:
           persist-credentials: true
 

.github/workflows/devcontainer-build.yml

@@ -24,7 +24,7 @@ jobs:
       packages: write
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v5
+    - uses: actions/checkout@v6.0.0
       with:
         persist-credentials: false
     - name: Login to GitHub Container Registry

.github/workflows/docker-build.yml

@@ -33,7 +33,7 @@ jobs:
     if: github.repository == 'freqtrade/freqtrade'
 
     steps:
-    - uses: actions/checkout@v5
+    - uses: actions/checkout@v6.0.0
       with:
         persist-credentials: false
 
@@ -152,7 +152,7 @@ jobs:
     if: github.repository == 'freqtrade/freqtrade'
 
     steps:
-    - uses: actions/checkout@v5
+    - uses: actions/checkout@v6.0.0
       with:
         persist-credentials: false
 

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

@@ -11,7 +11,7 @@ jobs:
   dockerHubDescription:
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v5
+    - uses: actions/checkout@v6.0.0
       with:
         persist-credentials: false
 

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

@@ -13,7 +13,7 @@ jobs:
   auto-update:
     runs-on: ubuntu-latest
     steps:
-    - uses: actions/checkout@v5
+    - uses: actions/checkout@v6.0.0
       with:
         persist-credentials: false
 
@@ -28,7 +28,7 @@ jobs:
     - name: Run auto-update
       run: pre-commit autoupdate
 
-    - uses: peter-evans/create-pull-request@271a8d0340265f705b14b6d32b9829c1cb33d45e # v7.0.8
+    - uses: peter-evans/create-pull-request@84ae59a2cdc2258d6fa0732dd66352dddae2a412 # v7.0.9
       with:
         token: ${{ secrets.REPO_SCOPED_TOKEN }}
         add-paths: .pre-commit-config.yaml

.github/workflows/zizmor.yml

@@ -22,9 +22,9 @@ jobs:
       # actions: read # only needed for private repos
     steps:
       - name: Checkout repository
-        uses: actions/checkout@08c6903cd8c0fde910a37f88322edcfb5dd907a8 # v5.0.0
+        uses: actions/checkout@v6.0.0
         with:
           persist-credentials: false
 
       - name: Run zizmor 🌈
-        uses: zizmorcore/zizmor-action@e673c3917a1aef3c65c972347ed84ccd013ecda4 # v0.2.0
+        uses: zizmorcore/zizmor-action@e639db99335bc9038abc0e066dfcd72e23d26fb4 # v0.3.0

.pre-commit-config.yaml

@@ -21,7 +21,7 @@ repos:
         # stages: [push]
 
   - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: "v1.18.2"
+    rev: "v1.19.0"
     hooks:
       - id: mypy
         exclude: build_helpers
@@ -31,7 +31,7 @@ repos:
           - types-requests==2.32.4.20250913
           - types-tabulate==0.9.0.20241207
           - types-python-dateutil==2.9.0.20251115
-          - scipy-stubs==1.16.3.0
+          - scipy-stubs==1.16.3.1
           - SQLAlchemy==2.0.44
         # stages: [push]
 
@@ -44,7 +44,7 @@ repos:
 
   - repo: https://github.com/charliermarsh/ruff-pre-commit
     # Ruff version.
-    rev: 'v0.14.6'
+    rev: 'v0.14.7'
     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: v1.16.3
+    rev: v1.18.0
     hooks:
     - id: zizmor

docs/requirements-docs.txt

@@ -2,6 +2,6 @@ markdown==3.10
 mkdocs==1.6.1
 mkdocs-material==9.7.0
 mdx_truly_sane_lists==1.3
-pymdown-extensions==10.17.1
+pymdown-extensions==10.17.2
 jinja2==3.1.6
 mike==2.1.3

docs/strategy-callbacks.md

@@ -634,7 +634,7 @@ class AwesomeStrategy(IStrategy):
 
 ## Custom order price rules
 
-By default, freqtrade use the orderbook to automatically set an order price([Relevant documentation](configuration.md#prices-used-for-orders)), you also have the option to create custom order prices based on your strategy.
+By default, freqtrade use the orderbook to automatically set an order price ([Relevant documentation](configuration.md#prices-used-for-orders)), you also have the option to create custom order prices based on your strategy.
 
 You can use this feature by creating a `custom_entry_price()` function in your strategy file to customize entry prices and `custom_exit_price()` for exits.
 

freqtrade/__init__.py

@@ -1,6 +1,6 @@
 """Freqtrade bot"""
 
-__version__ = "2025.11-dev"
+__version__ = "2025.12-dev"
 
 if "dev" in __version__:
     from pathlib import Path

freqtrade/data/history/history_utils.py

@@ -308,11 +308,15 @@ def _download_pair_history(
                 candle_type=candle_type,
                 until_ms=until_ms if until_ms else None,
             )
-            logger.info(f"Downloaded data for {pair} with length {len(new_dataframe)}.")
+            logger.info(
+                f"Downloaded data for {pair}, {timeframe}, {candle_type} with length "
+                f"{len(new_dataframe)}."
+            )
         else:
             new_dataframe = pair_candles
             logger.info(
-                f"Downloaded data for {pair} with length {len(new_dataframe)}. Parallel Method."
+                f"Downloaded data for {pair}, {timeframe}, {candle_type} with length "
+                f"{len(new_dataframe)}. Parallel Method."
             )
 
         if data.empty:

freqtrade/exchange/exchange.py

@@ -104,6 +104,7 @@ from freqtrade.misc import (
     deep_merge_dicts,
     file_dump_json,
     file_load_json,
+    safe_value_fallback,
     safe_value_fallback2,
 )
 from freqtrade.util import FtTTLCache, PeriodicCache, dt_from_ts, dt_now
@@ -1119,6 +1120,7 @@ class Exchange:
         leverage: float,
         params: dict | None = None,
         stop_loss: bool = False,
+        stop_price: float | None = None,
     ) -> CcxtOrder:
         now = dt_now()
         order_id = f"dry_run_{side}_{pair}_{now.timestamp()}"
@@ -1145,7 +1147,7 @@ class Exchange:
         }
         if stop_loss:
             dry_order["info"] = {"stopPrice": dry_order["price"]}
-            dry_order[self._ft_has["stop_price_prop"]] = dry_order["price"]
+            dry_order[self._ft_has["stop_price_prop"]] = stop_price or dry_order["price"]
             # Workaround to avoid filling stoploss orders immediately
             dry_order["ft_order_type"] = "stoploss"
         orderbook: OrderBook | None = None
@@ -1163,7 +1165,11 @@ class Exchange:
 
         if dry_order["type"] == "market" and not dry_order.get("ft_order_type"):
             # Update market order pricing
-            average = self.get_dry_market_fill_price(pair, side, amount, rate, orderbook)
+            slippage = 0.05
+            worst_rate = rate * ((1 + slippage) if side == "buy" else (1 - slippage))
+            average = self.get_dry_market_fill_price(
+                pair, side, amount, rate, worst_rate, orderbook
+            )
             dry_order.update(
                 {
                     "average": average,
@@ -1203,7 +1209,13 @@ class Exchange:
         return dry_order
 
     def get_dry_market_fill_price(
-        self, pair: str, side: str, amount: float, rate: float, orderbook: OrderBook | None
+        self,
+        pair: str,
+        side: str,
+        amount: float,
+        rate: float,
+        worst_rate: float,
+        orderbook: OrderBook | None,
     ) -> float:
         """
         Get the market order fill price based on orderbook interpolation
@@ -1212,8 +1224,6 @@ class Exchange:
             if not orderbook:
                 orderbook = self.fetch_l2_order_book(pair, 20)
             ob_type: OBLiteral = "asks" if side == "buy" else "bids"
-            slippage = 0.05
-            max_slippage_val = rate * ((1 + slippage) if side == "buy" else (1 - slippage))
 
             remaining_amount = amount
             filled_value = 0.0
@@ -1237,11 +1247,10 @@ class Exchange:
             forecast_avg_filled_price = max(filled_value, 0) / amount
             # Limit max. slippage to specified value
             if side == "buy":
-                forecast_avg_filled_price = min(forecast_avg_filled_price, max_slippage_val)
+                forecast_avg_filled_price = min(forecast_avg_filled_price, worst_rate)
 
             else:
-                forecast_avg_filled_price = max(forecast_avg_filled_price, max_slippage_val)
+                forecast_avg_filled_price = max(forecast_avg_filled_price, worst_rate)
-
             return self.price_to_precision(pair, forecast_avg_filled_price)
 
         return rate
@@ -1253,13 +1262,15 @@ class Exchange:
         limit: float,
         orderbook: OrderBook | None = None,
         offset: float = 0.0,
+        is_stop: bool = False,
     ) -> bool:
         if not self.exchange_has("fetchL2OrderBook"):
-            return True
+            # True unless checking a stoploss order
+            return not is_stop
         if not orderbook:
             orderbook = self.fetch_l2_order_book(pair, 1)
         try:
-            if side == "buy":
+            if (side == "buy" and not is_stop) or (side == "sell" and is_stop):
                 price = orderbook["asks"][0][0]
                 if limit * (1 - offset) >= price:
                     return True
@@ -1278,6 +1289,38 @@ class Exchange:
         """
         Check dry-run limit order fill and update fee (if it filled).
         """
+        if order["status"] != "closed" and order.get("ft_order_type") == "stoploss":
+            pair = order["symbol"]
+            if not orderbook and self.exchange_has("fetchL2OrderBook"):
+                orderbook = self.fetch_l2_order_book(pair, 20)
+            price = safe_value_fallback(order, self._ft_has["stop_price_prop"], "price")
+            crossed = self._dry_is_price_crossed(
+                pair, order["side"], price, orderbook, is_stop=True
+            )
+            if crossed:
+                average = self.get_dry_market_fill_price(
+                    pair,
+                    order["side"],
+                    order["amount"],
+                    price,
+                    worst_rate=order["price"],
+                    orderbook=orderbook,
+                )
+                order.update(
+                    {
+                        "status": "closed",
+                        "filled": order["amount"],
+                        "remaining": 0,
+                        "average": average,
+                        "cost": order["amount"] * average,
+                    }
+                )
+                self.add_dry_order_fee(
+                    pair,
+                    order,
+                    "taker" if immediate else "maker",
+                )
+            return order
         if (
             order["status"] != "closed"
             and order["type"] in ["limit"]
@@ -1517,8 +1560,9 @@ class Exchange:
                 ordertype,
                 side,
                 amount,
-                stop_price_norm,
+                limit_rate or stop_price_norm,
                 stop_loss=True,
+                stop_price=stop_price_norm,
                 leverage=leverage,
             )
             return dry_order
@@ -3740,10 +3784,11 @@ class Exchange:
         :param mark_rates: Dataframe containing Mark rates (Type mark_ohlcv_price)
         :param futures_funding_rate: Fake funding rate to use if funding_rates are not available
         """
+        relevant_cols = ["date", "open_mark", "open_fund"]
         if futures_funding_rate is None:
             return mark_rates.merge(
                 funding_rates, on="date", how="inner", suffixes=["_mark", "_fund"]
-            )
+            )[relevant_cols]
         else:
             if len(funding_rates) == 0:
                 # No funding rate candles - full fillup with fallback variable
@@ -3756,7 +3801,7 @@ class Exchange:
                         "low": "low_mark",
                         "volume": "volume_mark",
                     }
-                )
+                )[relevant_cols]
 
             else:
                 # Fill up missing funding_rate candles with fallback value
@@ -3764,7 +3809,7 @@ class Exchange:
                     funding_rates, on="date", how="left", suffixes=["_mark", "_fund"]
                 )
                 combined["open_fund"] = combined["open_fund"].fillna(futures_funding_rate)
-                return combined
+                return combined[relevant_cols]
 
     def calculate_funding_fees(
         self,

freqtrade/freqtradebot.py

@@ -1063,7 +1063,16 @@ class FreqtradeBot(LoggingMixin):
 
         return True
 
-    def cancel_stoploss_on_exchange(self, trade: Trade) -> Trade:
+    def cancel_stoploss_on_exchange(self, trade: Trade, allow_nonblocking: bool = False) -> Trade:
+        """
+        Cancels on exchange stoploss orders for the given trade.
+        :param trade: Trade for which to cancel stoploss order
+        :param allow_nonblocking: If True, will skip cancelling stoploss on exchange
+                                   if the exchange supports blocking stoploss orders.
+        """
+        if allow_nonblocking and not self.exchange.get_option("stoploss_blocks_assets", True):
+            logger.info(f"Skipping cancelling stoploss on exchange for {trade}.")
+            return trade
         # First cancelling stoploss on exchange ...
         for oslo in trade.open_sl_orders:
             try:
@@ -2088,7 +2097,7 @@ class FreqtradeBot(LoggingMixin):
         limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
 
         # First cancelling stoploss on exchange ...
-        trade = self.cancel_stoploss_on_exchange(trade)
+        trade = self.cancel_stoploss_on_exchange(trade, allow_nonblocking=True)
 
         order_type = ordertype or self.strategy.order_types[exit_type]
         if exit_check.exit_type == ExitType.EMERGENCY_EXIT:
@@ -2378,6 +2387,8 @@ class FreqtradeBot(LoggingMixin):
                 self.strategy.ft_stoploss_adjust(
                     current_rate, trade, datetime.now(UTC), profit, 0, after_fill=True
                 )
+            if not trade.is_open:
+                self.cancel_stoploss_on_exchange(trade)
             # Updating wallets when order is closed
             self.wallets.update()
         return trade

freqtrade/persistence/trade_model.py

@@ -48,7 +48,7 @@ from freqtrade.leverage import interest
 from freqtrade.misc import safe_value_fallback
 from freqtrade.persistence.base import ModelBase, SessionType
 from freqtrade.persistence.custom_data import CustomDataWrapper, _CustomData
-from freqtrade.util import FtPrecise, dt_from_ts, dt_now, dt_ts, dt_ts_none
+from freqtrade.util import FtPrecise, dt_from_ts, dt_now, dt_ts, dt_ts_none, round_value
 
 
 logger = logging.getLogger(__name__)
@@ -654,9 +654,10 @@ class LocalTrade:
         )
 
         return (
-            f"Trade(id={self.id}, pair={self.pair}, amount={self.amount:.8f}, "
+            f"Trade(id={self.id}, pair={self.pair}, amount={round_value(self.amount, 8)}, "
-            f"is_short={self.is_short or False}, leverage={self.leverage or 1.0}, "
+            f"is_short={self.is_short or False}, "
-            f"open_rate={self.open_rate:.8f}, open_since={open_since})"
+            f"leverage={round_value(self.leverage or 1.0, 1)}, "
+            f"open_rate={round_value(self.open_rate, 8)}, open_since={open_since})"
         )
 
     def to_json(self, minified: bool = False) -> dict[str, Any]:

freqtrade/util/datetime_helpers.py

@@ -90,15 +90,16 @@ def dt_humanize_delta(dt: datetime):
     return humanize.naturaltime(dt)
 
 
-def format_date(date: datetime | None) -> str:
+def format_date(date: datetime | None, fallback: str = "") -> str:
     """
     Return a formatted date string.
     Returns an empty string if date is None.
     :param date: datetime to format
+    :param fallback: value to return if date is None
     """
     if date:
         return date.strftime(DATETIME_PRINT_FORMAT)
-    return ""
+    return fallback
 
 
 def format_ms_time(date: int | float) -> str:

freqtrade/util/formatters.py

@@ -23,7 +23,7 @@ def strip_trailing_zeros(value: str) -> str:
     return value.rstrip("0").rstrip(".")
 
 
-def round_value(value: float, decimals: int, keep_trailing_zeros=False) -> str:
+def round_value(value: float | None, decimals: int, keep_trailing_zeros=False) -> str:
     """
     Round value to given decimals
     :param value: Value to be rounded
@@ -31,7 +31,7 @@ def round_value(value: float, decimals: int, keep_trailing_zeros=False) -> str:
     :param keep_trailing_zeros: Keep trailing zeros "222.200" vs. "222.2"
     :return: Rounded value as string
     """
-    if isnan(value):
+    if value is None or isnan(value):
         return "N/A"
     val = f"{value:.{decimals}f}"
     if not keep_trailing_zeros:

ft_client/freqtrade_client/__init__.py

@@ -1,7 +1,7 @@
 from freqtrade_client.ft_rest_client import FtRestClient
 
 
-__version__ = "2025.11-dev"
+__version__ = "2025.12-dev"
 
 if "dev" in __version__:
     from pathlib import Path

requirements-dev.txt

@@ -6,9 +6,9 @@
 -r requirements-freqai-rl.txt
 -r docs/requirements-docs.txt
 
-ruff==0.14.5
+ruff==0.14.6
 mypy==1.18.2
-pre-commit==4.4.0
+pre-commit==4.5.0
 pytest==9.0.1
 pytest-asyncio==1.3.0
 pytest-cov==7.0.0
@@ -18,13 +18,13 @@ pytest-timeout==2.4.0
 pytest-xdist==3.8.0
 isort==7.0.0
 # For datetime mocking
-time-machine==3.0.0
+time-machine==3.1.0
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==7.16.6
 
 # mypy types
-scipy-stubs==1.16.3.0  # keep in sync with `scipy` in `requirements-hyperopt.txt`
+scipy-stubs==1.16.3.1  # 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

requirements-freqai.txt

@@ -7,6 +7,6 @@ scikit-learn==1.7.2
 joblib==1.5.2
 catboost==1.2.8; 'arm' not in platform_machine
 lightgbm==4.6.0
-xgboost==3.1.1
+xgboost==3.1.2
 tensorboard==2.20.0
 datasieve==0.1.9

requirements.txt

@@ -7,7 +7,7 @@ ft-pandas-ta==0.3.16
 ta-lib==0.6.8
 technical==1.5.3
 
-ccxt==4.5.20
+ccxt==4.5.22
 cryptography==46.0.3
 aiohttp==3.13.2
 SQLAlchemy==2.0.44
@@ -37,8 +37,8 @@ orjson==3.11.4
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.121.3
+fastapi==0.122.0
-pydantic==2.12.4
+pydantic==2.12.5
 uvicorn==0.38.0
 pyjwt==2.10.1
 aiofiles==25.1.0

tests/data/test_history.py

@@ -896,7 +896,7 @@ def test_download_pair_history_with_pair_candles(mocker, default_conf, tmp_path,
     assert get_historic_ohlcv_mock.call_count == 0
 
     # Verify the log message indicating parallel method was used (line 315-316)
-    assert log_has("Downloaded data for TEST/BTC with length 3. Parallel Method.", caplog)
+    assert log_has("Downloaded data for TEST/BTC, 5m, spot with length 3. Parallel Method.", caplog)
 
     # Verify data was stored
     assert data_handler_mock.ohlcv_store.call_count == 1

tests/exchange/test_binance.py

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

tests/exchange/test_exchange.py

@@ -1111,21 +1111,29 @@ def test_create_dry_run_order_fees(
 
 
 @pytest.mark.parametrize(
-    "side,limit,offset,expected",
+    "side,limit,offset,is_stop,expected",
     [
-        ("buy", 46.0, 0.0, True),
+        ("buy", 46.0, 0.0, False, True),
-        ("buy", 26.0, 0.0, True),
+        ("buy", 46.0, 0.0, True, False),
-        ("buy", 25.55, 0.0, False),
+        ("buy", 26.0, 0.0, False, True),
-        ("buy", 1, 0.0, False),  # Very far away
+        ("buy", 26.0, 0.0, True, False),  # Stop - didn't trigger
-        ("sell", 25.5, 0.0, True),
+        ("buy", 25.55, 0.0, False, False),
-        ("sell", 50, 0.0, False),  # Very far away
+        ("buy", 25.55, 0.0, True, True),  # Stop - triggered
-        ("sell", 25.58, 0.0, False),
+        ("buy", 1, 0.0, False, False),  # Very far away
-        ("sell", 25.563, 0.01, False),
+        ("buy", 1, 0.0, True, True),  # Current price is above stop - triggered
-        ("sell", 5.563, 0.01, True),
+        ("sell", 25.5, 0.0, False, True),
+        ("sell", 50, 0.0, False, False),  # Very far away
+        ("sell", 25.58, 0.0, False, False),
+        ("sell", 25.563, 0.01, False, False),
+        ("sell", 25.563, 0.0, True, False),  # stop order - Not triggered, best bid
+        ("sell", 25.566, 0.0, True, True),  # stop order - triggered
+        ("sell", 26, 0.01, True, True),  # stop order - triggered
+        ("sell", 5.563, 0.01, False, True),
+        ("sell", 5.563, 0.0, True, False),  # stop order - not triggered
     ],
 )
 def test__dry_is_price_crossed_with_orderbook(
-    default_conf, mocker, order_book_l2_usd, side, limit, offset, expected
+    default_conf, mocker, order_book_l2_usd, side, limit, offset, is_stop, expected
 ):
     # Best bid 25.563
     # Best ask 25.566
@@ -1134,14 +1142,14 @@ def test__dry_is_price_crossed_with_orderbook(
     exchange.fetch_l2_order_book = order_book_l2_usd
     orderbook = order_book_l2_usd.return_value
     result = exchange._dry_is_price_crossed(
-        "LTC/USDT", side, limit, orderbook=orderbook, offset=offset
+        "LTC/USDT", side, limit, orderbook=orderbook, offset=offset, is_stop=is_stop
     )
     assert result is expected
     assert order_book_l2_usd.call_count == 0
 
     # Test without passing orderbook
     order_book_l2_usd.reset_mock()
-    result = exchange._dry_is_price_crossed("LTC/USDT", side, limit, offset=offset)
+    result = exchange._dry_is_price_crossed("LTC/USDT", side, limit, offset=offset, is_stop=is_stop)
     assert result is expected
 
 
@@ -1165,7 +1173,10 @@ def test__dry_is_price_crossed_without_orderbook_support(default_conf, mocker):
     exchange.fetch_l2_order_book = MagicMock()
     mocker.patch(f"{EXMS}.exchange_has", return_value=False)
     assert exchange._dry_is_price_crossed("LTC/USDT", "buy", 1.0)
+    assert exchange._dry_is_price_crossed("LTC/USDT", "sell", 1.0)
     assert exchange.fetch_l2_order_book.call_count == 0
+    assert not exchange._dry_is_price_crossed("LTC/USDT", "buy", 1.0, is_stop=True)
+    assert not exchange._dry_is_price_crossed("LTC/USDT", "sell", 1.0, is_stop=True)
 
 
 @pytest.mark.parametrize(
@@ -1176,7 +1187,7 @@ def test__dry_is_price_crossed_without_orderbook_support(default_conf, mocker):
         (False, False, "sell", 1.0, "open", None, 0, None),
     ],
 )
-def test_check_dry_limit_order_filled_parametrized(
+def test_check_dry_limit_order_filled(
     default_conf,
     mocker,
     crossed,
@@ -1220,6 +1231,70 @@ def test_check_dry_limit_order_filled_parametrized(
     assert fee_mock.call_count == expected_calls
 
 
+@pytest.mark.parametrize(
+    "immediate,crossed,expected_status,expected_fee_type",
+    [
+        (True, True, "closed", "taker"),
+        (False, True, "closed", "maker"),
+        (True, False, "open", None),
+    ],
+)
+def test_check_dry_limit_order_filled_stoploss(
+    default_conf, mocker, immediate, crossed, expected_status, expected_fee_type, order_book_l2_usd
+):
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch.multiple(
+        EXMS,
+        exchange_has=MagicMock(return_value=True),
+        _dry_is_price_crossed=MagicMock(return_value=crossed),
+        fetch_l2_order_book=order_book_l2_usd,
+    )
+    average_mock = mocker.patch(f"{EXMS}.get_dry_market_fill_price", return_value=24.25)
+    fee_mock = mocker.patch(
+        f"{EXMS}.add_dry_order_fee",
+        autospec=True,
+        side_effect=lambda self, pair, dry_order, taker_or_maker: dry_order,
+    )
+
+    amount = 1.75
+    order = {
+        "symbol": "LTC/USDT",
+        "status": "open",
+        "type": "limit",
+        "side": "sell",
+        "amount": amount,
+        "filled": 0.0,
+        "remaining": amount,
+        "price": 25.0,
+        "average": 0.0,
+        "cost": 0.0,
+        "fee": None,
+        "ft_order_type": "stoploss",
+        "stopLossPrice": 24.5,
+    }
+
+    result = exchange.check_dry_limit_order_filled(order, immediate=immediate)
+
+    assert result["status"] == expected_status
+    assert order_book_l2_usd.call_count == 1
+    if crossed:
+        assert result["filled"] == amount
+        assert result["remaining"] == 0
+        assert result["average"] == 24.25
+        assert result["cost"] == pytest.approx(amount * 24.25)
+        assert average_mock.call_count == 1
+        assert fee_mock.call_count == 1
+        assert fee_mock.call_args[0][1] == "LTC/USDT"
+        assert fee_mock.call_args[0][3] == expected_fee_type
+    else:
+        assert result["filled"] == 0.0
+        assert result["remaining"] == amount
+        assert result["average"] == 0.0
+
+        assert average_mock.call_count == 0
+        assert fee_mock.call_count == 0
+
+
 @pytest.mark.parametrize(
     "side,price,filled,converted",
     [
@@ -5229,6 +5304,7 @@ def test_combine_funding_and_mark(
             {"date": trade_date, "open": mark_price},
         ]
     )
+    # Test fallback to futures funding rate for missing funding rates
     df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate)
 
     if futures_funding_rate is not None:
@@ -5256,6 +5332,33 @@ def test_combine_funding_and_mark(
 
     assert len(df) == 0
 
+    # Test fallback to futures funding rate for middle missing funding rate
+    funding_rates = DataFrame(
+        [
+            {"date": prior2_date, "open": funding_rate},
+            # missing 1 hour
+            {"date": trade_date, "open": funding_rate},
+        ],
+    )
+    mark_rates = DataFrame(
+        [
+            {"date": prior2_date, "open": mark_price},
+            {"date": prior_date, "open": mark_price},
+            {"date": trade_date, "open": mark_price},
+        ]
+    )
+    df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate)
+
+    if futures_funding_rate is not None:
+        assert len(df) == 3
+        assert df.iloc[0]["open_fund"] == funding_rate
+        assert df.iloc[1]["open_fund"] == futures_funding_rate
+        assert df.iloc[2]["open_fund"] == funding_rate
+        assert df["date"].to_list() == [prior2_date, prior_date, trade_date]
+    else:
+        assert len(df) == 2
+        assert df["date"].to_list() == [prior2_date, trade_date]
+
 
 @pytest.mark.parametrize(
     "exchange,rate_start,rate_end,d1,d2,amount,expected_fees",

tests/exchange/test_htx.py

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

tests/freqtradebot/test_freqtradebot.py

@@ -2548,9 +2548,9 @@ def test_manage_open_orders_exception(
     caplog.clear()
     freqtrade.manage_open_orders()
     assert log_has_re(
-        r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30.00000000, "
+        r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30, "
-        r"is_short=False, leverage=1.0, "
+        r"is_short=False, leverage=1, "
-        r"open_rate=2.00000000, open_since="
+        r"open_rate=2, open_since="
         f"{open_trade_usdt.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
         r"\) due to Traceback \(most recent call last\):\n*",
         caplog,
@@ -3751,8 +3751,8 @@ def test_get_real_amount_quote(
     # Amount is reduced by "fee"
     assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == (amount * 0.001)
     assert log_has(
-        "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False,"
+        "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8, is_short=False,"
-        " leverage=1.0, open_rate=0.24544100, open_since=closed), fee=0.008.",
+        " leverage=1, open_rate=0.245441, open_since=closed), fee=0.008.",
         caplog,
     )
 
@@ -3805,8 +3805,8 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
     # Amount is reduced by "fee"
     assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) is None
     assert log_has(
-        "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, "
+        "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8, "
-        "is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) failed: "
+        "is_short=False, leverage=1, open_rate=0.245441, open_since=closed) failed: "
         "myTrade-dict empty found",
         caplog,
     )
@@ -3825,8 +3825,8 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
             0,
             True,
             (
-                "Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False, "
+                "Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8, is_short=False, "
-                "leverage=1.0, open_rate=0.24544100, open_since=closed) [buy]: 0.00094518 BNB -"
+                "leverage=1, open_rate=0.245441, open_since=closed) [buy]: 0.00094518 BNB -"
                 " rate: None"
             ),
         ),
@@ -3836,8 +3836,8 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
             0.004,
             False,
             (
-                "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, "
+                "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8, "
-                "is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed), fee=0.004."
+                "is_short=False, leverage=1, open_rate=0.245441, open_since=closed), fee=0.004."
             ),
         ),
         # invalid, no currency in from fee dict
@@ -3941,8 +3941,8 @@ def test_get_real_amount_multi(
     assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == expected_amount
     assert log_has(
         (
-            "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, "
+            "Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8, "
-            "is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed), "
+            "is_short=False, leverage=1, open_rate=0.245441, open_since=closed), "
             f"fee={expected_amount}."
         ),
         caplog,

tests/freqtradebot/test_integration.py

@@ -50,7 +50,14 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
     stoploss_order_mock = MagicMock(side_effect=stop_orders)
     # Sell 3rd trade (not called for the first trade)
     should_sell_mock = MagicMock(side_effect=[[], [ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]])
-    cancel_order_mock = MagicMock()
+
+    def patch_stoploss(order_id, *args, **kwargs):
+        slo = stoploss_order_open.copy()
+        slo["id"] = order_id
+        slo["status"] = "canceled"
+        return slo
+
+    cancel_order_mock = MagicMock(side_effect=patch_stoploss)
     mocker.patch.multiple(
         EXMS,
         create_stoploss=stoploss,
@@ -793,9 +800,13 @@ def test_dca_handle_similar_open_order(
     # Should Create a new exit order
     freqtrade.exchange.amount_to_contract_precision = MagicMock(return_value=2)
     freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-2)
+    msg = r"Skipping cancelling stoploss on exchange for.*"
 
     mocker.patch(f"{EXMS}._dry_is_price_crossed", return_value=False)
+    assert not log_has_re(msg, caplog)
     freqtrade.process()
+    assert log_has_re(msg, caplog)
+
     trade = Trade.get_trades().first()
 
     assert trade.orders[-2].status == "closed"

tests/persistence/test_persistence.py

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

tests/util/test_datetime_helpers.py

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

tests/util/test_formatters.py

@@ -57,6 +57,8 @@ def test_round_value():
     assert round_value(222.2, 0, True) == "222"
     assert round_value(float("nan"), 0, True) == "N/A"
     assert round_value(float("nan"), 10, True) == "N/A"
+    assert round_value(None, 10, True) == "N/A"
+    assert round_value(None, 1, True) == "N/A"
 
 
 def test_format_duration():